Exemple #1
0
/**
 * @brief Solves a sparse matrix factorization.
 *
 * This solves Ax = b.
 *
 *    @param[in,out] b Input right side vector that gets set to the output solution.
 *    @param[in] fact Factorization of the sparse matrix.
 */
void cs_fact_solve( double *b, cs_fact_t *fact )
{
#ifdef USE_UMFPACK
   int ret;
   double info[ UMFPACK_INFO ];
   int fnan, finf;
#endif /* USE_UMFPACK */
   int k;
   switch (fact->type) {
      case CS_FACT_CHOLESKY:
         cs_ipvec(   fact->S->pinv, b, fact->x, fact->n );
         cs_lsolve(  fact->N->L, fact->x );
         cs_ltsolve( fact->N->L, fact->x );
         cs_pvec(    fact->S->pinv, fact->x, b, fact->n );
         break;
      case CS_FACT_LU:
         cs_ipvec(  fact->N->pinv, b, fact->x, fact->n );
         cs_lsolve( fact->N->L, fact->x );
         cs_usolve( fact->N->U, fact->x );
         cs_ipvec(  fact->S->q, fact->x, b, fact->n );
         break;
      case CS_FACT_QR:
         cs_ipvec(  fact->S->pinv, b, fact->x, fact->n );
         for (k=0; k<fact->n; k++)
            cs_happly( fact->N->L, k, fact->N->B[k], fact->x );
         cs_usolve( fact->N->U, fact->x );
         cs_ipvec(  fact->S->q, fact->x, b, fact->n );
         break;
      case CS_FACT_UMFPACK:
#ifdef USE_UMFPACK
         ret = umfpack_di_wsolve( UMFPACK_A, /* Solving Ax=b problem. */
               fact->A->p, fact->A->i, fact->A->x,
               fact->x, b, fact->numeric, NULL, info, fact->wi, fact->w );
         if (ret == UMFPACK_WARNING_singular_matrix) {
            fprintf( stderr, "UMFPACK: wsolver Matrix singular!\n" );
            fnan = 0;
            finf = 0;
            for (k=0; k<fact->n; k++) {
               if (isnan(fact->x[k])) {
                  fact->x[k] = 0.;
                  fnan       = 1;
               }
               else if (isinf(fact->x[k])) {
                  fact->x[k] = 0.;
                  finf       = 1;
               }
            }
            if (fnan)
               fprintf( stderr, "UMFPACK: NaN values detected!\n" );
            if (finf)
               fprintf( stderr, "UMFPACK: Infinity values detected!\n" );
         }
         memcpy( b, fact->x, fact->n*sizeof(double) );
#endif /* USE_UMFPACK */
      default:
         break;
   }
}
int sci_umfpack(char* fname, void* pvApiCtx)
{
    SciErr sciErr;

    int mb      = 0;
    int nb      = 0;
    int i       = 0;
    int num_A   = 0;
    int num_b   = 0;
    int mW      = 0;
    int Case    = 0;
    int stat    = 0;

    SciSparse AA;
    CcsSparse A;

    int* piAddrA = NULL;
    int* piAddr2 = NULL;
    int* piAddrB = NULL;

    double* pdblBR = NULL;
    double* pdblBI = NULL;
    double* pdblXR = NULL;
    double* pdblXI = NULL;

    int iComplex = 0;
    int freepdblBI = 0;

    int mA              = 0; // rows
    int nA              = 0; // cols
    int iNbItem         = 0;
    int* piNbItemRow    = NULL;
    int* piColPos       = NULL;
    double* pdblSpReal  = NULL;
    double* pdblSpImg   = NULL;

    /* umfpack stuff */
    double Info[UMFPACK_INFO];
    double* Control = NULL;
    void* Symbolic  = NULL;
    void* Numeric   = NULL;
    int* Wi         = NULL;
    double* W       = NULL;
    char* pStr      = NULL;
    int iType2      = 0;
    int iTypeA      = 0;
    int iTypeB      = 0;

    /* Check numbers of input/output arguments */
    CheckInputArgument(pvApiCtx, 3, 3);
    CheckOutputArgument(pvApiCtx, 1, 1);

    /* First get arg #2 : a string of length 1 */
    sciErr = getVarAddressFromPosition(pvApiCtx, 2, &piAddr2);
    if (sciErr.iErr)
    {
        printError(&sciErr, 0);
        return 1;
    }

    sciErr = getVarType(pvApiCtx, piAddr2, &iType2);
    if (sciErr.iErr || iType2 != sci_strings)
    {
        printError(&sciErr, 0);
        Scierror(999, _("%s: Wrong type for input argument #%d: string expected.\n"), fname, 2);
        return 1;
    }

    if (getAllocatedSingleString(pvApiCtx, piAddr2, &pStr))
    {
        return 1;
    }

    /* select Case 1 or 2 depending (of the first char of) the string ... */
    if (pStr[0] == '\\') // compare pStr[0] with '\'
    {
        Case  = 1;
        num_A = 1;
        num_b = 3;
    }
    else if (pStr[0] == '/')
    {
        Case  = 2;
        num_A = 3;
        num_b = 1;
    }
    else
    {
        Scierror(999, _("%s: Wrong input argument #%d: '%s' or '%s' expected.\n"), fname, 2, "\\", "/");
        FREE(pStr);
        return 1;
    }
    FREE(pStr);

    /* get A */
    sciErr = getVarAddressFromPosition(pvApiCtx, num_A, &piAddrA);
    if (sciErr.iErr)
    {
        printError(&sciErr, 0);
        return 1;
    }

    sciErr = getVarType(pvApiCtx, piAddrA, &iTypeA);
    if (sciErr.iErr || iTypeA != sci_sparse)
    {
        printError(&sciErr, 0);
        Scierror(999, _("%s: Wrong type for input argument #%d: A sparse matrix expected.\n"), fname, 1);
        return 1;
    }

    if (isVarComplex(pvApiCtx, piAddrA))
    {
        AA.it = 1;
        iComplex = 1;
        sciErr = getComplexSparseMatrix(pvApiCtx, piAddrA, &mA, &nA, &iNbItem, &piNbItemRow, &piColPos, &pdblSpReal, &pdblSpImg);
    }
    else
    {
        AA.it = 0;
        sciErr = getSparseMatrix(pvApiCtx, piAddrA, &mA, &nA, &iNbItem, &piNbItemRow, &piColPos, &pdblSpReal);
    }

    if (sciErr.iErr)
    {
        printError(&sciErr, 0);
        return 1;
    }

    // fill struct sparse
    AA.m     = mA;
    AA.n     = nA;
    AA.nel   = iNbItem;
    AA.mnel  = piNbItemRow;
    AA.icol  = piColPos;
    AA.R     = pdblSpReal;
    AA.I     = pdblSpImg;

    if ( mA != nA || mA < 1 )
    {
        Scierror(999, _("%s: Wrong size for input argument #%d.\n"), fname, num_A);
        return 1;
    }

    /* get B*/
    sciErr = getVarAddressFromPosition(pvApiCtx, num_b, &piAddrB);
    if (sciErr.iErr)
    {
        printError(&sciErr, 0);
        return 1;
    }

    sciErr = getVarType(pvApiCtx, piAddrB, &iTypeB);
    if (sciErr.iErr || iTypeB != sci_matrix)
    {
        printError(&sciErr, 0);
        Scierror(999, _("%s: Wrong type for input argument #%d: A matrix expected.\n"), fname, 3);
        return 1;
    }

    if (isVarComplex(pvApiCtx, piAddrB))
    {
        iComplex = 1;
        sciErr = getComplexMatrixOfDouble(pvApiCtx, piAddrB, &mb, &nb, &pdblBR, &pdblBI);
    }
    else
    {
        sciErr = getMatrixOfDouble(pvApiCtx, piAddrB, &mb, &nb, &pdblBR);
    }

    if (sciErr.iErr)
    {
        printError(&sciErr, 0);
        return 1;
    }

    if ( (Case == 1 && ( mb != mA || nb < 1 )) || (Case == 2 && ( nb != mA || mb < 1 )) )
    {
        Scierror(999, _("%s: Wrong size for input argument #%d.\n"), fname, num_b);
        return 1;
    }

    SciSparseToCcsSparse(&AA, &A);

    /* allocate memory for the solution x */
    if (iComplex)
    {
        sciErr = allocComplexMatrixOfDouble(pvApiCtx, 4, mb, nb, &pdblXR, &pdblXI);
    }
    else
    {
        sciErr = allocMatrixOfDouble(pvApiCtx, 4, mb, nb, &pdblXR);
    }

    if (sciErr.iErr)
    {
        printError(&sciErr, 0);
        freeCcsSparse(A);
        return 1;
    }

    if (A.it == 1)
    {
        mW = 10 * mA;
    }
    else
    {
        mW = 5 * mA;
    }

    if (A.it == 1  &&  pdblBI == NULL)
    {
        int iSize = mb * nb * sizeof(double);
        pdblBI = (double*)MALLOC(iSize);
        memset(pdblBI, 0x00, iSize);
        freepdblBI = 1;
    }

    /* Now calling umfpack routines */
    if (A.it == 1)
    {
        stat = umfpack_zi_symbolic(mA, nA, A.p, A.irow, A.R, A.I, &Symbolic, Control, Info);
    }
    else
    {
        stat = umfpack_di_symbolic(mA, nA, A.p, A.irow, A.R, &Symbolic, Control, Info);
    }

    if ( stat  != UMFPACK_OK )
    {
        Scierror(999, _("%s: An error occurred: %s: %s\n"), fname, _("symbolic factorization"), UmfErrorMes(stat));
        freeCcsSparse(A);
        if (freepdblBI)
        {
            FREE(pdblBI);
        }
        return 1;
    }

    if (A.it == 1)
    {
        stat = umfpack_zi_numeric(A.p, A.irow, A.R, A.I, Symbolic, &Numeric, Control, Info);
    }
    else
    {
        stat = umfpack_di_numeric(A.p, A.irow, A.R, Symbolic, &Numeric, Control, Info);
    }

    if (A.it == 1)
    {
        umfpack_zi_free_symbolic(&Symbolic);
    }
    else
    {
        umfpack_di_free_symbolic(&Symbolic);
    }

    if ( stat  != UMFPACK_OK )
    {
        Scierror(999, _("%s: An error occurred: %s: %s\n"), fname, _("numeric factorization"), UmfErrorMes(stat));
        if (A.it == 1)
        {
            umfpack_zi_free_numeric(&Numeric);
        }
        else
        {
            umfpack_di_free_numeric(&Numeric);
        }
        freeCcsSparse(A);
        if (freepdblBI)
        {
            FREE(pdblBI);
        }
        return 1;
    }
 
    /* allocate memory for umfpack_di_wsolve usage or umfpack_zi_wsolve usage*/
    Wi = (int*)MALLOC(mA * sizeof(int));
    W = (double*)MALLOC(mW * sizeof(double));

    if ( Case == 1 )   /*  x = A\b  <=> Ax = b */
    {
        if (A.it == 0)
        {
            for ( i = 0 ; i < nb ; i++ )
            {
                umfpack_di_wsolve(UMFPACK_A, A.p, A.irow, A.R, &pdblXR[i * mb], &pdblBR[i * mb],
                                  Numeric, Control, Info, Wi, W);
            }

            if (isVarComplex(pvApiCtx, piAddrB))
            {
                for ( i = 0 ; i < nb ; i++ )
                {
                    umfpack_di_wsolve(UMFPACK_A, A.p, A.irow, A.R, &pdblXI[i * mb], &pdblBI[i * mb],
                                      Numeric, Control, Info, Wi, W);
                }
            }
        }
        else /*  A.it == 1  */
        {
            for ( i = 0 ; i < nb ; i++ )
            {
                umfpack_zi_wsolve(UMFPACK_A, A.p, A.irow, A.R, A.I, &pdblXR[i * mb], &pdblXI[i * mb],
                                  &pdblBR[i * mb], &pdblBI[i * mb], Numeric, Control, Info, Wi, W);
            }
        }
    }
    else  /* Case == 2,   x = b/A  <=> x A = b <=> A.'x.' = b.' */
    {
        if (A.it == 0)
        {
            TransposeMatrix(pdblBR, mb, nb, pdblXR);    /* put b in x (with transposition) */
            for ( i = 0 ; i < mb ; i++ )
            {
                umfpack_di_wsolve(UMFPACK_At, A.p, A.irow, A.R, &pdblBR[i * nb], &pdblXR[i * nb],
                                  Numeric, Control, Info, Wi, W);      /* the solutions are in br */
            }

            TransposeMatrix(pdblBR, nb, mb, pdblXR);         /* put now br in xr with transposition */

            if (isVarComplex(pvApiCtx, piAddrB))
            {
                TransposeMatrix(pdblBI, mb, nb, pdblXI);    /* put b in x (with transposition) */
                for ( i = 0 ; i < mb ; i++ )
                {
                    umfpack_di_wsolve(UMFPACK_At, A.p, A.irow, A.R, &pdblBI[i * nb], &pdblXI[i * nb],
                                      Numeric, Control, Info, Wi, W);      /* the solutions are in bi */
                }
                TransposeMatrix(pdblBI, nb, mb, pdblXI);         /* put now bi in xi with transposition */
            }
        }
        else /*  A.it==1  */
        {
            TransposeMatrix(pdblBR, mb, nb, pdblXR);
            TransposeMatrix(pdblBI, mb, nb, pdblXI);
            for ( i = 0 ; i < mb ; i++ )
            {
                umfpack_zi_wsolve(UMFPACK_Aat, A.p, A.irow, A.R, A.I, &pdblBR[i * nb], &pdblBI[i * nb],
                                  &pdblXR[i * nb], &pdblXI[i * nb], Numeric, Control, Info, Wi, W);
            }
            TransposeMatrix(pdblBR, nb, mb, pdblXR);
            TransposeMatrix(pdblBI, nb, mb, pdblXI);
        }
    }

    if (A.it == 1)
    {
        umfpack_zi_free_numeric(&Numeric);
    }
    else
    {
        umfpack_di_free_numeric(&Numeric);
    }

    if (piNbItemRow != NULL)
    {
        FREE(piNbItemRow);
    }
    if (piColPos != NULL)
    {
        FREE(piColPos);
    }
    if (pdblSpReal != NULL)
    {
        FREE(pdblSpReal);
    }
    if (pdblSpImg != NULL)
    {
        FREE(pdblSpImg);
    }
    FREE(W);
    FREE(Wi);
    if (freepdblBI)
    {
        FREE(pdblBI);
    }
    freeCcsSparse(A);

    AssignOutputVariable(pvApiCtx, 1) = 4;
    ReturnArguments(pvApiCtx);
    return 0;
}
Exemple #3
0
int sci_umf_lusolve(char* fname, unsigned long l)
{
    SciErr sciErr;

    int mb      = 0;
    int nb      = 0;
    int it_flag = 0;
    int i       = 0;
    int j       = 0;

    int NoTranspose = 0;
    int NoRaffinement = 0;
    SciSparse AA;
    CcsSparse A;

    /* umfpack stuff */
    double Info[UMFPACK_INFO]; // double *Info = (double *) NULL;
    double Control[UMFPACK_CONTROL];
    void* Numeric = NULL;
    int lnz = 0, unz = 0, n = 0, n_col = 0, nz_udiag = 0, umf_flag = 0;
    int* Wi = NULL;
    int mW = 0;
    double *W = NULL;

    int iComplex = 0;

    int* piAddr1 = NULL;
    int* piAddr2 = NULL;
    int* piAddr3 = NULL;
    int* piAddr4 = NULL;

    double* pdblBR = NULL;
    double* pdblBI = NULL;
    double* pdblXR = NULL;
    double* pdblXI = NULL;

    int mA              = 0; // rows
    int nA              = 0; // cols
    int iNbItem         = 0;
    int* piNbItemRow    = NULL;
    int* piColPos       = NULL;
    double* pdblSpReal  = NULL;
    double* pdblSpImg   = NULL;

    /* Check numbers of input/output arguments */
    CheckInputArgument(pvApiCtx, 2, 4);
    CheckOutputArgument(pvApiCtx, 1, 1);

    /* First get arg #1 : the pointer to the LU factors */
    sciErr = getVarAddressFromPosition(pvApiCtx, 1, &piAddr1);
    if (sciErr.iErr)
    {
        printError(&sciErr, 0);
        return 1;
    }

    sciErr = getPointer(pvApiCtx, piAddr1, &Numeric);
    if (sciErr.iErr)
    {
        printError(&sciErr, 0);
        return 1;
    }

    /* Check if this pointer is a valid ref to a umfpack LU numeric object */
    if ( ! IsAdrInList(Numeric, ListNumeric, &it_flag) )
    {
        Scierror(999, _("%s: Wrong value for input argument #%d: Must be a valid reference to (umf) LU factors.\n"), fname, 1);
        return 1;
    }

    /*  get some parameters of the factorization (for some checking) */
    if ( it_flag == 0 )
    {
        umfpack_di_get_lunz(&lnz, &unz, &n, &n_col, &nz_udiag, Numeric);
    }
    else
    {
        iComplex = 1;
        umfpack_zi_get_lunz(&lnz, &unz, &n, &n_col, &nz_udiag, Numeric);
    }

    if ( n != n_col )
    {
        Scierror(999, _("%s: An error occurred: %s.\n"), fname, _("This is not a factorization of a square matrix"));
        return 1;
    }

    if ( nz_udiag < n )
    {
        Scierror(999, _("%s: An error occurred: %s.\n"), fname, _("This is a factorization of a singular matrix"));
        return 1;
    }

    /* Get now arg #2 : the vector b */
    sciErr = getVarAddressFromPosition(pvApiCtx, 2, &piAddr2);
    if (sciErr.iErr)
    {
        printError(&sciErr, 0);
        return 1;
    }

    if (isVarComplex(pvApiCtx, piAddr2))
    {
        iComplex = 1;
        sciErr = getComplexMatrixOfDouble(pvApiCtx, piAddr2, &mb, &nb, &pdblBR, &pdblBI);
    }
    else
    {
        sciErr = getMatrixOfDouble(pvApiCtx, piAddr2, &mb, &nb, &pdblBR);
    }

    if (sciErr.iErr)
    {
        printError(&sciErr, 0);
        return 1;
    }

    if (mb != n || nb < 1)    /* test if the right hand side is compatible */
    {
        Scierror(999, _("%s: Wrong size for input argument #%d.\n"), fname, 2);
        return 1;
    }

    /* allocate memory for the solution x */
    if (iComplex)
    {
        sciErr = allocComplexMatrixOfDouble(pvApiCtx, nbInputArgument(pvApiCtx) + 1, mb, nb, &pdblXR, &pdblXI);
    }
    else
    {
        sciErr = allocMatrixOfDouble(pvApiCtx, nbInputArgument(pvApiCtx) + 1, mb, nb, &pdblXR);
    }

    if (sciErr.iErr)
    {
        printError(&sciErr, 0);
        return 1;
    }

    /*  selection between the different options :
     *   -- solving Ax=b or A'x=b (Note: we could add  A.'x=b)
     *   -- with or without raffinement
     */

    if (nbInputArgument(pvApiCtx) == 2)
    {
        NoTranspose = 1;
        NoRaffinement = 1;
    }
    else  /* 3 or 4 input arguments but the third must be a string */
    {
        char* pStr = NULL;
        sciErr = getVarAddressFromPosition(pvApiCtx, 3, &piAddr3);
        if (sciErr.iErr)
        {
            printError(&sciErr, 0);
            return 1;
        }

        getAllocatedSingleString(pvApiCtx, piAddr3, &pStr);
        if (strcmp(pStr, "Ax=b") == 0)
        {
            NoTranspose = 1;
        }
        else if ( strcmp(pStr, "A'x=b") == 0 )
        {
            NoTranspose = 0;
        }
        else
        {
            Scierror(999, _("%s: Wrong input argument #%d: '%s' or '%s' expected.\n"), fname, 3, "Ax=b", "A'x=b");
            return 1;
        }

        if (nbInputArgument(pvApiCtx) == 4)
        {
            sciErr = getVarAddressFromPosition(pvApiCtx, 4, &piAddr4);
            if (sciErr.iErr)
            {
                printError(&sciErr, 0);
                return 1;
            }

            if (isVarComplex(pvApiCtx, piAddr4))
            {
                AA.it = 1;
                sciErr = getComplexSparseMatrix(pvApiCtx, piAddr4, &mA, &nA, &iNbItem, &piNbItemRow, &piColPos, &pdblSpReal, &pdblSpImg);
            }
            else
            {
                AA.it = 0;
                sciErr = getSparseMatrix(pvApiCtx, piAddr4, &mA, &nA, &iNbItem, &piNbItemRow, &piColPos, &pdblSpReal);
            }

            if (sciErr.iErr)
            {
                printError(&sciErr, 0);
                return 1;
            }

            // fill struct sparse
            AA.m     = mA;
            AA.n     = nA;
            AA.nel   = iNbItem;
            AA.mnel  = piNbItemRow;
            AA.icol  = piColPos;
            AA.R     = pdblSpReal;
            AA.I     = pdblSpImg;

            /*  some check... but we can't be sure that the matrix corresponds to the LU factors */
            if ( mA != nA || mA != n || AA.it != it_flag )
            {
                Scierror(999, _("%s: Wrong size for input argument #%d: %s.\n"), fname, 4, _("Matrix is not compatible with the given LU factors"));
                return 1;
            }

            NoRaffinement = 0;
        }
        else
        {
            NoRaffinement = 1;   /* only 3 input var => no raffinement */
        }
    }

    /* allocate memory for umfpack_di_wsolve usage or umfpack_zi_wsolve usage*/
    Wi = (int*)MALLOC(n * sizeof(int));

    if (it_flag == 1)
    {
        if (NoRaffinement)
        {
            mW = 4 * n;
        }
        else
        {
            mW = 10 * n;
        }
    }
    else
    {
        if (NoRaffinement)
        {
            mW = n;
        }
        else
        {
            mW = 5 * n;
        }
    }

    W = (double*)MALLOC(mW * sizeof(double));

    if (NoRaffinement == 0)
    {
        SciSparseToCcsSparse(&AA, &A);
    }
    else
    {
        A.p = NULL;
        A.irow = NULL;
        A.R = NULL;
        A.I = NULL;
    }

    /* get the pointer for b */
    if (it_flag == 1  &&  pdblBI == NULL)
    {
        int iSize = mb * nb * sizeof(double);
        pdblBI = (double*)MALLOC(iSize);
        memset(pdblBI, 0x00, iSize);
    }

    /* init Control */
    if (it_flag == 0)
    {
        umfpack_di_defaults(Control);
    }
    else
    {
        umfpack_zi_defaults(Control);
    }

    if (NoRaffinement)
    {
        Control[UMFPACK_IRSTEP] = 0;
    }

    if (NoTranspose)
    {
        umf_flag = UMFPACK_A;
    }
    else
    {
        umf_flag = UMFPACK_At;
    }

    if (it_flag == 0)
    {
        for (j = 0; j < nb ; j++)
        {
            umfpack_di_wsolve(umf_flag, A.p, A.irow, A.R, &pdblXR[j * mb], &pdblBR[j * mb], Numeric, Control, Info, Wi, W);
        }

        if (iComplex == 1)
        {
            for (j = 0; j < nb ; j++)
            {
                umfpack_di_wsolve(umf_flag, A.p, A.irow, A.R, &pdblXI[j * mb], &pdblBI[j * mb], Numeric, Control, Info, Wi, W);
            }
        }
    }
    else
    {
        for (j = 0; j < nb ; j++)
        {
            umfpack_zi_wsolve(umf_flag, A.p, A.irow, A.R, A.I, &pdblXR[j * mb], &pdblXI[j * mb], &pdblBR[j * mb], &pdblBI[j * mb], Numeric, Control, Info, Wi, W);
        }
    }

    if (isVarComplex(pvApiCtx, piAddr2) == 0)
    {
        FREE(pdblBI);
    }

    freeCcsSparse(A);

    FREE(W);
    FREE(Wi);

    AssignOutputVariable(pvApiCtx, 1) = nbInputArgument(pvApiCtx) + 1;
    ReturnArguments(pvApiCtx);
    return 0;
}