GLOBAL Int UMFPACK_numeric
(
const Int Ap [ ],
const Int Ai [ ],
const double Ax [ ],
#ifdef COMPLEX
const double Az [ ],
#endif
void *SymbolicHandle,
void **NumericHandle,
const double Control [UMFPACK_CONTROL],
double User_Info [UMFPACK_INFO]
)
{
/* ---------------------------------------------------------------------- */
/* local variables */
/* ---------------------------------------------------------------------- */
double Info2 [UMFPACK_INFO], alloc_init, relpt, relpt2, droptol,
front_alloc_init, stats [2] ;
double *Info ;
WorkType WorkSpace, *Work ;
NumericType *Numeric ;
SymbolicType *Symbolic ;
Int n_row, n_col, n_inner, newsize, i, status, *inew, npiv, ulen, scale ;
Unit *mnew ;
/* ---------------------------------------------------------------------- */
/* get the amount of time used by the process so far */
/* ---------------------------------------------------------------------- */
umfpack_tic (stats) ;
/* ---------------------------------------------------------------------- */
/* initialize and check inputs */
/* ---------------------------------------------------------------------- */
#ifndef NDEBUG
UMF_dump_start ( ) ;
init_count = UMF_malloc_count ;
DEBUGm4 (("\nUMFPACK numeric: U transpose version\n")) ;
#endif
/* If front_alloc_init negative then allocate that size of front in
* UMF_start_front. If alloc_init negative, then allocate that initial
* size of Numeric->Memory. */
relpt = GET_CONTROL (UMFPACK_PIVOT_TOLERANCE,
UMFPACK_DEFAULT_PIVOT_TOLERANCE) ;
relpt2 = GET_CONTROL (UMFPACK_SYM_PIVOT_TOLERANCE,
UMFPACK_DEFAULT_SYM_PIVOT_TOLERANCE) ;
alloc_init = GET_CONTROL (UMFPACK_ALLOC_INIT, UMFPACK_DEFAULT_ALLOC_INIT) ;
front_alloc_init = GET_CONTROL (UMFPACK_FRONT_ALLOC_INIT,
UMFPACK_DEFAULT_FRONT_ALLOC_INIT) ;
scale = GET_CONTROL (UMFPACK_SCALE, UMFPACK_DEFAULT_SCALE) ;
droptol = GET_CONTROL (UMFPACK_DROPTOL, UMFPACK_DEFAULT_DROPTOL) ;
relpt = MAX (0.0, MIN (relpt, 1.0)) ;
relpt2 = MAX (0.0, MIN (relpt2, 1.0)) ;
droptol = MAX (0.0, droptol) ;
front_alloc_init = MIN (1.0, front_alloc_init) ;
if (scale != UMFPACK_SCALE_NONE && scale != UMFPACK_SCALE_MAX)
{
scale = UMFPACK_DEFAULT_SCALE ;
}
if (User_Info != (double *) NULL)
{
/* return Info in user's array */
Info = User_Info ;
/* clear the parts of Info that are set by UMFPACK_numeric */
for (i = UMFPACK_NUMERIC_SIZE ; i <= UMFPACK_MAX_FRONT_NCOLS ; i++)
{
Info [i] = EMPTY ;
}
for (i = UMFPACK_NUMERIC_DEFRAG ; i < UMFPACK_IR_TAKEN ; i++)
{
Info [i] = EMPTY ;
}
}
else
{
/* no Info array passed - use local one instead */
Info = Info2 ;
for (i = 0 ; i < UMFPACK_INFO ; i++)
{
Info [i] = EMPTY ;
}
}
Symbolic = (SymbolicType *) SymbolicHandle ;
Numeric = (NumericType *) NULL ;
if (!UMF_valid_symbolic (Symbolic))
{
Info [UMFPACK_STATUS] = UMFPACK_ERROR_invalid_Symbolic_object ;
return (UMFPACK_ERROR_invalid_Symbolic_object) ;
}
/* compute alloc_init automatically for AMD or other symmetric ordering */
if (/* Symbolic->ordering == UMFPACK_ORDERING_AMD */ alloc_init >= 0
&& Symbolic->amd_lunz > 0)
{
alloc_init = (Symbolic->nz + Symbolic->amd_lunz) / Symbolic->lunz_bound;
alloc_init = MIN (1.0, alloc_init) ;
alloc_init *= UMF_REALLOC_INCREASE ;
}
n_row = Symbolic->n_row ;
n_col = Symbolic->n_col ;
n_inner = MIN (n_row, n_col) ;
/* check for integer overflow in Numeric->Memory minimum size */
if (INT_OVERFLOW (Symbolic->dnum_mem_init_usage * sizeof (Unit)))
{
/* :: int overflow, initial Numeric->Memory size :: */
/* There's no hope to allocate a Numeric object big enough simply to
* hold the initial matrix, so return an out-of-memory condition */
DEBUGm4 (("out of memory: numeric int overflow\n")) ;
Info [UMFPACK_STATUS] = UMFPACK_ERROR_out_of_memory ;
return (UMFPACK_ERROR_out_of_memory) ;
}
Info [UMFPACK_STATUS] = UMFPACK_OK ;
Info [UMFPACK_NROW] = n_row ;
Info [UMFPACK_NCOL] = n_col ;
Info [UMFPACK_SIZE_OF_UNIT] = (double) (sizeof (Unit)) ;
if (!Ap || !Ai || !Ax || !NumericHandle)
{
Info [UMFPACK_STATUS] = UMFPACK_ERROR_argument_missing ;
return (UMFPACK_ERROR_argument_missing) ;
}
Info [UMFPACK_NZ] = Ap [n_col] ;
*NumericHandle = (void *) NULL ;
/* ---------------------------------------------------------------------- */
/* allocate the Work object */
/* ---------------------------------------------------------------------- */
/* (1) calls UMF_malloc 15 or 17 times, to obtain temporary workspace of
* size c+1 Entry's and 2*(n_row+1) + 3*(n_col+1) + (n_col+n_inner+1) +
* (nn+1) + * 3*(c+1) + 2*(r+1) + max(r,c) + (nfr+1) integers plus 2*nn
* more integers if diagonal pivoting is to be done. r is the maximum
* number of rows in any frontal matrix, c is the maximum number of columns
* in any frontal matrix, n_inner is min (n_row,n_col), nn is
* max (n_row,n_col), and nfr is the number of frontal matrices. For a
* square matrix, this is c+1 Entry's and about 8n + 3c + 2r + max(r,c) +
* nfr integers, plus 2n more for diagonal pivoting.
*/
Work = &WorkSpace ;
Work->n_row = n_row ;
Work->n_col = n_col ;
Work->nfr = Symbolic->nfr ;
Work->nb = Symbolic->nb ;
Work->n1 = Symbolic->n1 ;
if (!work_alloc (Work, Symbolic))
{
DEBUGm4 (("out of memory: numeric work\n")) ;
Info [UMFPACK_STATUS] = UMFPACK_ERROR_out_of_memory ;
error (&Numeric, Work) ;
return (UMFPACK_ERROR_out_of_memory) ;
}
ASSERT (UMF_malloc_count == init_count + 16 + 2*Symbolic->prefer_diagonal) ;
/* ---------------------------------------------------------------------- */
/* allocate Numeric object */
/* ---------------------------------------------------------------------- */
/* (2) calls UMF_malloc 10 or 11 times, for a total space of
* sizeof (NumericType) bytes, 4*(n_row+1) + 4*(n_row+1) integers, and
* (n_inner+1) Entry's, plus n_row Entry's if row scaling is to be done.
* sizeof (NumericType) is a small constant. Next, it calls UMF_malloc
* once, for the variable-sized part of the Numeric object
* (Numeric->Memory). The size of this object is the larger of
* (Control [UMFPACK_ALLOC_INIT]) * (the approximate upper bound computed
* by UMFPACK_symbolic), and the minimum required to start the numerical
* factorization. * This request is reduced if it fails.
*/
if (!numeric_alloc (&Numeric, Symbolic, alloc_init, scale))
{
DEBUGm4 (("out of memory: initial numeric\n")) ;
Info [UMFPACK_STATUS] = UMFPACK_ERROR_out_of_memory ;
error (&Numeric, Work) ;
return (UMFPACK_ERROR_out_of_memory) ;
}
DEBUG0 (("malloc: init_count "ID" UMF_malloc_count "ID"\n",
init_count, UMF_malloc_count)) ;
ASSERT (UMF_malloc_count == init_count
+ (16 + 2*Symbolic->prefer_diagonal)
+ (11 + (scale != UMFPACK_SCALE_NONE))) ;
/* set control parameters */
Numeric->relpt = relpt ;
Numeric->relpt2 = relpt2 ;
Numeric->droptol = droptol ;
Numeric->alloc_init = alloc_init ;
Numeric->front_alloc_init = front_alloc_init ;
Numeric->scale = scale ;
DEBUG0 (("umf relpt %g %g init %g %g inc %g red %g\n",
relpt, relpt2, alloc_init, front_alloc_init,
UMF_REALLOC_INCREASE, UMF_REALLOC_REDUCTION)) ;
/* ---------------------------------------------------------------------- */
/* scale and factorize */
/* ---------------------------------------------------------------------- */
/* (3) During numerical factorization (inside UMF_kernel), the variable-size
* block of memory is increased in size via a call to UMF_realloc if it is
* found to be too small. During factorization, this block holds the
* pattern and values of L and U at the top end, and the elements
* (contibution blocks) and the current frontal matrix (Work->F*) at the
* bottom end. The peak size of the variable-sized object is estimated in
* UMFPACK_*symbolic (Info [UMFPACK_VARIABLE_PEAK_ESTIMATE]), although this
* upper bound can be very loose. The size of the Symbolic object
* (which is currently allocated) is in Info [UMFPACK_SYMBOLIC_SIZE], and
* is between 2*n and 13*n integers.
*/
DEBUG0 (("Calling umf_kernel\n")) ;
status = UMF_kernel (Ap, Ai, Ax,
#ifdef COMPLEX
Az,
#endif
Numeric, Work, Symbolic) ;
Info [UMFPACK_STATUS] = status ;
if (status < UMFPACK_OK)
{
/* out of memory, or pattern has changed */
error (&Numeric, Work) ;
return (status) ;
}
Info [UMFPACK_FORCED_UPDATES] = Work->nforced ;
Info [UMFPACK_VARIABLE_INIT] = Numeric->init_usage ;
if (Symbolic->prefer_diagonal)
{
Info [UMFPACK_NOFF_DIAG] = Work->noff_diagonal ;
}
DEBUG0 (("malloc: init_count "ID" UMF_malloc_count "ID"\n",
init_count, UMF_malloc_count)) ;
npiv = Numeric->npiv ; /* = n_inner for nonsingular matrices */
ulen = Numeric->ulen ; /* = 0 for square nonsingular matrices */
/* ---------------------------------------------------------------------- */
/* free Work object */
/* ---------------------------------------------------------------------- */
/* (4) After numerical factorization all of the objects allocated in step
* (1) are freed via UMF_free, except that one object of size n_col+1 is
* kept if there are off-diagonal nonzeros in the last pivot row (can only
* occur for singular or rectangular matrices). This is Work->Upattern,
* which is transfered to Numeric->Upattern if ulen > 0.
*/
DEBUG0 (("malloc: init_count "ID" UMF_malloc_count "ID"\n",
init_count, UMF_malloc_count)) ;
free_work (Work) ;
DEBUG0 (("malloc: init_count "ID" UMF_malloc_count "ID"\n",
init_count, UMF_malloc_count)) ;
DEBUG0 (("Numeric->ulen: "ID" scale: "ID"\n", ulen, scale)) ;
ASSERT (UMF_malloc_count == init_count + (ulen > 0) +
(11 + (scale != UMFPACK_SCALE_NONE))) ;
/* ---------------------------------------------------------------------- */
/* reduce Lpos, Lilen, Lip, Upos, Uilen and Uip to size npiv+1 */
/* ---------------------------------------------------------------------- */
/* (5) Six components of the Numeric object are reduced in size if the
* matrix is singular or rectangular. The original size is 3*(n_row+1) +
* 3*(n_col+1) integers. The new size is 6*(npiv+1) integers. For
* square non-singular matrices, these two sizes are the same.
*/
if (npiv < n_row)
{
/* reduce Lpos, Uilen, and Uip from size n_row+1 to size npiv */
inew = (Int *) UMF_realloc (Numeric->Lpos, npiv+1, sizeof (Int)) ;
if (inew)
{
Numeric->Lpos = inew ;
}
inew = (Int *) UMF_realloc (Numeric->Uilen, npiv+1, sizeof (Int)) ;
if (inew)
{
Numeric->Uilen = inew ;
}
inew = (Int *) UMF_realloc (Numeric->Uip, npiv+1, sizeof (Int)) ;
if (inew)
{
Numeric->Uip = inew ;
}
}
if (npiv < n_col)
{
/* reduce Upos, Lilen, and Lip from size n_col+1 to size npiv */
inew = (Int *) UMF_realloc (Numeric->Upos, npiv+1, sizeof (Int)) ;
if (inew)
{
Numeric->Upos = inew ;
}
inew = (Int *) UMF_realloc (Numeric->Lilen, npiv+1, sizeof (Int)) ;
if (inew)
{
Numeric->Lilen = inew ;
}
inew = (Int *) UMF_realloc (Numeric->Lip, npiv+1, sizeof (Int)) ;
if (inew)
{
Numeric->Lip = inew ;
}
}
/* ---------------------------------------------------------------------- */
/* reduce Numeric->Upattern from size n_col+1 to size ulen+1 */
/* ---------------------------------------------------------------------- */
/* (6) The size of Numeric->Upattern (formerly Work->Upattern) is reduced
* from size n_col+1 to size ulen + 1. If ulen is zero, the object does
* not exist. */
DEBUG4 (("ulen: "ID" Upattern "ID"\n", ulen, (Int) Numeric->Upattern)) ;
ASSERT (IMPLIES (ulen == 0, Numeric->Upattern == (Int *) NULL)) ;
if (ulen > 0 && ulen < n_col)
{
inew = (Int *) UMF_realloc (Numeric->Upattern, ulen+1, sizeof (Int)) ;
if (inew)
{
Numeric->Upattern = inew ;
}
}
/* ---------------------------------------------------------------------- */
/* reduce Numeric->Memory to hold just the LU factors at the head */
/* ---------------------------------------------------------------------- */
/* (7) The variable-sized block (Numeric->Memory) is reduced to hold just L
* and U, via a call to UMF_realloc, since the frontal matrices are no
* longer needed.
*/
newsize = Numeric->ihead ;
if (newsize < Numeric->size)
{
mnew = (Unit *) UMF_realloc (Numeric->Memory, newsize, sizeof (Unit)) ;
if (mnew)
{
/* realloc succeeded (how can it fail since the size is reduced?) */
Numeric->Memory = mnew ;
Numeric->size = newsize ;
}
}
Numeric->ihead = Numeric->size ;
Numeric->itail = Numeric->ihead ;
Numeric->tail_usage = 0 ;
Numeric->ibig = EMPTY ;
/* UMF_mem_alloc_tail_block can no longer be called (no tail marker) */
/* ---------------------------------------------------------------------- */
/* report the results and return the Numeric object */
/* ---------------------------------------------------------------------- */
UMF_set_stats (
Info,
Symbolic,
(double) Numeric->max_usage, /* actual peak Numeric->Memory */
(double) Numeric->size, /* actual final Numeric->Memory */
Numeric->flops, /* actual "true flops" */
(double) Numeric->lnz + n_inner, /* actual nz in L */
(double) Numeric->unz + Numeric->nnzpiv, /* actual nz in U */
(double) Numeric->maxfrsize, /* actual largest front size */
(double) ulen, /* actual Numeric->Upattern size */
(double) npiv, /* actual # pivots found */
(double) Numeric->maxnrows, /* actual largest #rows in front */
(double) Numeric->maxncols, /* actual largest #cols in front */
scale != UMFPACK_SCALE_NONE,
Symbolic->prefer_diagonal,
ACTUAL) ;
Info [UMFPACK_ALLOC_INIT_USED] = Numeric->alloc_init ;
Info [UMFPACK_NUMERIC_DEFRAG] = Numeric->ngarbage ;
Info [UMFPACK_NUMERIC_REALLOC] = Numeric->nrealloc ;
Info [UMFPACK_NUMERIC_COSTLY_REALLOC] = Numeric->ncostly ;
Info [UMFPACK_COMPRESSED_PATTERN] = Numeric->isize ;
Info [UMFPACK_LU_ENTRIES] = Numeric->nLentries + Numeric->nUentries +
Numeric->npiv ;
Info [UMFPACK_UDIAG_NZ] = Numeric->nnzpiv ;
Info [UMFPACK_RSMIN] = Numeric->rsmin ;
Info [UMFPACK_RSMAX] = Numeric->rsmax ;
Info [UMFPACK_WAS_SCALED] = Numeric->scale ;
/* nz in L and U with no dropping of small entries */
Info [UMFPACK_ALL_LNZ] = Numeric->all_lnz + n_inner ;
Info [UMFPACK_ALL_UNZ] = Numeric->all_unz + Numeric->nnzpiv ;
Info [UMFPACK_NZDROPPED] =
(Numeric->all_lnz - Numeric->lnz)
+ (Numeric->all_unz - Numeric->unz) ;
/* estimate of the reciprocal of the condition number. */
if (SCALAR_IS_ZERO (Numeric->min_udiag)
|| SCALAR_IS_ZERO (Numeric->max_udiag)
|| SCALAR_IS_NAN (Numeric->min_udiag)
|| SCALAR_IS_NAN (Numeric->max_udiag))
{
/* rcond is zero if there is any zero or NaN on the diagonal */
Numeric->rcond = 0.0 ;
}
else
{
/* estimate of the recipricol of the condition number. */
/* This is NaN if diagonal is zero-free, but has one or more NaN's. */
Numeric->rcond = Numeric->min_udiag / Numeric->max_udiag ;
}
Info [UMFPACK_UMIN] = Numeric->min_udiag ;
Info [UMFPACK_UMAX] = Numeric->max_udiag ;
Info [UMFPACK_RCOND] = Numeric->rcond ;
if (Numeric->nnzpiv < n_inner
|| SCALAR_IS_ZERO (Numeric->rcond) || SCALAR_IS_NAN (Numeric->rcond))
{
/* there are zeros and/or NaN's on the diagonal of U */
DEBUG0 (("Warning, matrix is singular in umfpack_numeric\n")) ;
DEBUG0 (("nnzpiv "ID" n_inner "ID" rcond %g\n", Numeric->nnzpiv,
n_inner, Numeric->rcond)) ;
status = UMFPACK_WARNING_singular_matrix ;
Info [UMFPACK_STATUS] = status ;
}
Numeric->valid = NUMERIC_VALID ;
*NumericHandle = (void *) Numeric ;
/* Numeric has 11 to 13 objects */
ASSERT (UMF_malloc_count == init_count + 11 +
+ (ulen > 0) /* Numeric->Upattern */
+ (scale != UMFPACK_SCALE_NONE)) ; /* Numeric->Rs */
/* ---------------------------------------------------------------------- */
/* get the time used by UMFPACK_numeric */
/* ---------------------------------------------------------------------- */
umfpack_toc (stats) ;
Info [UMFPACK_NUMERIC_WALLTIME] = stats [0] ;
Info [UMFPACK_NUMERIC_TIME] = stats [1] ;
/* return UMFPACK_OK or UMFPACK_WARNING_singular_matrix */
return (status) ;
}
static PyObject *DataBuf_item(PyObject *_self, Py_ssize_t i)
{
DataBufObj *self = (DataBufObj *)_self;
void *item;
if (i < 0 || i >= self->fmt.count)
PyErr_SetString(PyExc_IndexError, "buffer index out of range");
item = self->buff + self->fmt.maxlength * i;
if (self->indicator[i] == CS_NULLDATA) {
Py_INCREF(Py_None);
return Py_None;
}
switch (self->fmt.datatype) {
case CS_LONGCHAR_TYPE:
case CS_VARCHAR_TYPE:
case CS_TEXT_TYPE:
case CS_IMAGE_TYPE:
case CS_LONGBINARY_TYPE:
case CS_VARBINARY_TYPE:
case CS_BINARY_TYPE:
return PyString_FromStringAndSize(item, self->copied[i]);
case CS_CHAR_TYPE:
if (self->strip) {
int end;
for (end = self->copied[i] - 1; end >= 0; end--)
if (((char*)item)[end] != ' ')
break;
return PyString_FromStringAndSize(item, end + 1);
} else
return PyString_FromStringAndSize(item, self->copied[i]);
case CS_BIT_TYPE:
return PyInt_FromLong(*(CS_BIT*)item);
case CS_TINYINT_TYPE:
return PyInt_FromLong(*(CS_TINYINT*)item);
case CS_SMALLINT_TYPE:
return PyInt_FromLong(*(CS_SMALLINT*)item);
case CS_INT_TYPE:
return PyInt_FromLong(*(CS_INT*)item);
case CS_LONG_TYPE:
return PyLong_FromLong(*(CS_LONG*)item);
case CS_MONEY_TYPE:
return (PyObject*)money_alloc(item, CS_MONEY_TYPE);
case CS_MONEY4_TYPE:
return (PyObject*)money_alloc(item, CS_MONEY4_TYPE);
case CS_REAL_TYPE:
return PyFloat_FromDouble(*(CS_REAL*)item);
case CS_FLOAT_TYPE:
return PyFloat_FromDouble(*(CS_FLOAT*)item);
case CS_DATETIME4_TYPE:
return datetime_alloc(item, CS_DATETIME4_TYPE);
case CS_DATETIME_TYPE:
return datetime_alloc(item, CS_DATETIME_TYPE);
#ifdef CS_DATE_TYPE
case CS_DATE_TYPE:
return date_alloc(item);
#endif
case CS_DECIMAL_TYPE:
case CS_NUMERIC_TYPE:
return (PyObject*)numeric_alloc(item);
default:
PyErr_SetString(PyExc_TypeError, "unknown data format");
return NULL;
}
}
