コード例 #1
0
ファイル: ldlrowupdate.c プロジェクト: AlphaJi/pmtksupport
void mexFunction
(
    int nargout,
    mxArray *pargout [ ],
    int nargin,
    const mxArray *pargin [ ]
)
{
    int ki;
    double dummy = 0 ;
    double *Lx, *Lx2 ;
    Int *Li, *Lp, *Li2, *Lp2, *Lnz2, *ColCount ;
    cholmod_sparse Cmatrix, *R, *Lsparse ;
    cholmod_factor *L ;
    cholmod_common Common, *cm ;
    Int j, k, s, update, n, lnz ;
    char buf [LEN] ;

    /* ---------------------------------------------------------------------- */
    /* start CHOLMOD and set parameters */ 
    /* ---------------------------------------------------------------------- */

    cm = &Common ;
    cholmod_l_start (cm) ;
    sputil_config (SPUMONI, cm) ;

    /* ---------------------------------------------------------------------- */
    /* check inputs */
    /* ---------------------------------------------------------------------- */

    if (nargout > 1 || nargin < 3 || nargin > 4)
    {
	mexErrMsgTxt ("Usage: L = ldlrowupdate (k, L, R, '+')") ; 
    }

    n = mxGetN (pargin [1]) ;
    k = mxGetN (pargin [2]) ;

    if (!mxIsSparse (pargin [1]) || !mxIsSparse (pargin [2])
	    || n != mxGetM (pargin [1]) || n != mxGetM (pargin [2])
	    || mxIsComplex (pargin [1]) || mxIsComplex (pargin [2]))
    {
      k = mxGetM (pargin [2]);
      j = mxGetM (pargin [1]);
      printf("n=%d  L=%d  R=%d \n", n, j, k);
	mexErrMsgTxt ("ldlrowupdate: R and/or L not sparse, complex, or wrong"
		" dimensions") ;
    }

    /* ---------------------------------------------------------------------- */
    /* determine if we're doing an update or downdate */
    /* ---------------------------------------------------------------------- */

    update = TRUE ;
    if (nargin > 3 && mxIsChar (pargin [3]))
    {
	mxGetString (pargin [3], buf, LEN) ;
	if (buf [0] == '-')
	{
	    update = FALSE ;
	}
	else if (buf [0] != '+')
	{
	    mexErrMsgTxt ("ldlrowupdate: update string must be '+' or '-'") ;
	}
    }

    /* ---------------------------------------------------------------------- */
    /* get ki: column integer of update */
    /* ---------------------------------------------------------------------- */
    ki = (int) *mxGetPr(pargin[0]);
    ki = ki-1;

    /* ---------------------------------------------------------------------- */
    /* get R: sparse matrix of incoming/outgoing columns */
    /* ---------------------------------------------------------------------- */

    R = sputil_get_sparse (pargin [2], &Cmatrix, &dummy, 0) ;

    /* ---------------------------------------------------------------------- */
    /* construct a copy of the input sparse matrix L */
    /* ---------------------------------------------------------------------- */

    /* get the MATLAB L */
    Lp = (Int *) mxGetJc (pargin [1]) ;
    Li = (Int *) mxGetIr (pargin [1]) ;
    Lx = mxGetPr (pargin [1]) ;

    /* allocate the CHOLMOD symbolic L */
    L = cholmod_l_allocate_factor (n, cm) ;
    L->ordering = CHOLMOD_NATURAL ;
    ColCount = L->ColCount ;
    for (j = 0 ; j < n ; j++)
    {
	ColCount [j] = Lp [j+1] - Lp [j] ;
    }

    /* allocate space for a CHOLMOD LDL' packed factor */
    cholmod_l_change_factor (CHOLMOD_REAL, FALSE, FALSE, TRUE, TRUE, L, cm) ;

    /* copy MATLAB L into CHOLMOD L */
    Lp2 = L->p ;
    Li2 = L->i ;
    Lx2 = L->x ;
    Lnz2 = L->nz ;
    lnz = L->nzmax ;
    for (j = 0 ; j <= n ; j++)
    {
	Lp2 [j] = Lp [j] ;
    }
    for (j = 0 ; j < n ; j++)
    {
	Lnz2 [j] = Lp [j+1] - Lp [j] ;
    }
    for (s = 0 ; s < lnz ; s++)
    {
	Li2 [s] = Li [s] ;
    }
    for (s = 0 ; s < lnz ; s++)
    {
	Lx2 [s] = Lx [s] ;
    }

    /* ---------------------------------------------------------------------- */
    /* update/downdate the LDL' factorization */
    /* ---------------------------------------------------------------------- */
    /* add row */
    if (update){
      if (!cholmod_l_rowadd (ki, R, L, cm))
	{
	  mexErrMsgTxt ("rowadd failed\n") ;
	}
    }
    /* delete row */
    else {
      if (!cholmod_l_rowdel (ki, NULL, L, cm))
	{
	  mexErrMsgTxt ("rowdel failed\n") ;
	}
    }
      

    /* ---------------------------------------------------------------------- */
    /* copy the results back to MATLAB */
    /* ---------------------------------------------------------------------- */

    /* change L back to packed LDL' (it may have become unpacked if the
     * sparsity pattern changed).  This change takes O(n) time if the pattern
     * of L wasn't updated. */
    Lsparse = cholmod_l_factor_to_sparse (L, cm) ;

    /* return L as a sparse matrix */
    pargout [0] = sputil_put_sparse (&Lsparse, cm) ;

    /* ---------------------------------------------------------------------- */
    /* free workspace and the CHOLMOD L, except for what is copied to MATLAB */
    /* ---------------------------------------------------------------------- */

    cholmod_l_free_factor (&L, cm) ;
    cholmod_l_finish (cm) ;
    cholmod_l_print_common (" ", cm) ;
    /*
    if (cm->malloc_count != 3 + mxIsComplex (pargout[0])) mexErrMsgTxt ("!") ;
    */
}
コード例 #2
0
ファイル: resymbol.c プロジェクト: Al-th/matlab
void mexFunction
(
    int nargout,
    mxArray *pargout [ ],
    int nargin,
    const mxArray *pargin [ ]
)
{
    double dummy = 0 ;
    double *Lx, *Lx2, *Lz, *Lz2 ;
    Long *Li, *Lp, *Lnz2, *Li2, *Lp2, *ColCount ;
    cholmod_sparse *A, Amatrix, *Lsparse, *S ;
    cholmod_factor *L ;
    cholmod_common Common, *cm ;
    Long j, s, n, lnz, is_complex ;

    /* ---------------------------------------------------------------------- */
    /* start CHOLMOD and set parameters */ 
    /* ---------------------------------------------------------------------- */

    cm = &Common ;
    cholmod_l_start (cm) ;
    sputil_config (SPUMONI, cm) ;

    /* ---------------------------------------------------------------------- */
    /* check inputs */
    /* ---------------------------------------------------------------------- */

    if (nargout > 1 || nargin != 2)
    {
	mexErrMsgTxt ("usage: L = resymbol (L, A)\n") ;
    }

    n = mxGetN (pargin [0]) ;
    if (!mxIsSparse (pargin [0]) || n != mxGetM (pargin [0]))
    {
	mexErrMsgTxt ("resymbol: L must be sparse and square") ;
    }
    if (n != mxGetM (pargin [1]) || n != mxGetN (pargin [1]))
    {
	mexErrMsgTxt ("resymbol: A and L must have same dimensions") ;
    }

    /* ---------------------------------------------------------------------- */
    /* get the sparse matrix A */
    /* ---------------------------------------------------------------------- */

    A = sputil_get_sparse_pattern (pargin [1], &Amatrix, &dummy, cm) ;
    S = (A == &Amatrix) ? NULL : A ;

    A->stype = -1 ;

    /* A = sputil_get_sparse (pargin [1], &Amatrix, &dummy, -1) ; */

    /* ---------------------------------------------------------------------- */
    /* construct a copy of the input sparse matrix L */
    /* ---------------------------------------------------------------------- */

    /* get the MATLAB L */
    Lp = (Long *) mxGetJc (pargin [0]) ;
    Li = (Long *) mxGetIr (pargin [0]) ;
    Lx = mxGetPr (pargin [0]) ;
    Lz = mxGetPi (pargin [0]) ;
    is_complex = mxIsComplex (pargin [0]) ;

    /* allocate the CHOLMOD symbolic L */
    L = cholmod_l_allocate_factor (n, cm) ;
    L->ordering = CHOLMOD_NATURAL ;
    ColCount = L->ColCount ;
    for (j = 0 ; j < n ; j++)
    {
	ColCount [j] = Lp [j+1] - Lp [j] ;
    }

    /* allocate space for a CHOLMOD LDL' packed factor */
    /* (LL' and LDL' are treated identically) */
    cholmod_l_change_factor (is_complex ? CHOLMOD_ZOMPLEX : CHOLMOD_REAL,
	    FALSE, FALSE, TRUE, TRUE, L, cm) ;

    /* copy MATLAB L into CHOLMOD L */
    Lp2 = L->p ;
    Li2 = L->i ;
    Lx2 = L->x ;
    Lz2 = L->z ;
    Lnz2 = L->nz ;
    lnz = L->nzmax ;
    for (j = 0 ; j <= n ; j++)
    {
	Lp2 [j] = Lp [j] ;
    }
    for (j = 0 ; j < n ; j++)
    {
	Lnz2 [j] = Lp [j+1] - Lp [j] ;
    }
    for (s = 0 ; s < lnz ; s++)
    {
	Li2 [s] = Li [s] ;
    }
    for (s = 0 ; s < lnz ; s++)
    {
	Lx2 [s] = Lx [s] ;
    }
    if (is_complex)
    {
	for (s = 0 ; s < lnz ; s++)
	{
	    Lz2 [s] = Lz [s] ;
	}
    }

    /* ---------------------------------------------------------------------- */
    /* resymbolic factorization */
    /* ---------------------------------------------------------------------- */

    cholmod_l_resymbol (A, NULL, 0, TRUE, L, cm) ;

    /* ---------------------------------------------------------------------- */
    /* copy the results back to MATLAB */
    /* ---------------------------------------------------------------------- */

    Lsparse = cholmod_l_factor_to_sparse (L, cm) ;

    /* return L as a sparse matrix */
    pargout [0] = sputil_put_sparse (&Lsparse, cm) ;

    /* ---------------------------------------------------------------------- */
    /* free workspace and the CHOLMOD L, except for what is copied to MATLAB */
    /* ---------------------------------------------------------------------- */

    cholmod_l_free_factor (&L, cm) ;
    cholmod_l_free_sparse (&S, cm) ;
    cholmod_l_finish (cm) ;
    cholmod_l_print_common (" ", cm) ;
    /*
    if (cm->malloc_count != 3 + mxIsComplex (pargout[0])) mexErrMsgTxt ("!") ;
    */
}
コード例 #3
0
ファイル: lsubsolve.c プロジェクト: meiroo/dtslam
void mexFunction
(
    int nargout,
    mxArray *pargout [ ],
    int nargin,
    const mxArray *pargin [ ]
)
{
    double dummy = 0, *Px, *Xsetx ;
    Long *Lp, *Lnz, *Xp, *Xi, xnz, *Perm, *Lprev, *Lnext, *Xsetp ;
    cholmod_sparse *Bset, Bmatrix, *Xset ;
    cholmod_dense *Bdense, *X, *Y, *E ;
    cholmod_factor *L ;
    cholmod_common Common, *cm ;
    Long k, j, n, head, tail, xsetlen ;
    int sys, kind ;

    /* ---------------------------------------------------------------------- */
    /* start CHOLMOD and set parameters */
    /* ---------------------------------------------------------------------- */

    cm = &Common ;
    cholmod_l_start (cm) ;
    sputil_config (SPUMONI, cm) ;

    /* ---------------------------------------------------------------------- */
    /* check inputs */
    /* ---------------------------------------------------------------------- */

    if (nargin != 5 || nargout > 2)
    {
        mexErrMsgTxt ("usage: [x xset] = lsubsolve (L,kind,P,b,system)") ;
    }

    n = mxGetN (pargin [0]) ;
    if (!mxIsSparse (pargin [0]) || n != mxGetM (pargin [0]))
    {
        mexErrMsgTxt ("lsubsolve: L must be sparse and square") ;
    }
    if (mxGetNumberOfElements (pargin [1]) != 1)
    {
        mexErrMsgTxt ("lsubsolve: kind must be a scalar") ;
    }

    if (mxIsSparse (pargin [2]) ||
            !(mxIsEmpty (pargin [2]) || mxGetNumberOfElements (pargin [2]) == n))
    {
        mexErrMsgTxt ("lsubsolve: P must be size n, or empty") ;
    }

    if (mxGetM (pargin [3]) != n || mxGetN (pargin [3]) != 1)
    {
        mexErrMsgTxt ("lsubsolve: b wrong dimension") ;
    }
    if (!mxIsSparse (pargin [3]))
    {
        mexErrMsgTxt ("lxbpattern: b must be sparse") ;
    }
    if (mxGetNumberOfElements (pargin [4]) != 1)
    {
        mexErrMsgTxt ("lsubsolve: system must be a scalar") ;
    }

    /* ---------------------------------------------------------------------- */
    /* get the inputs */
    /* ---------------------------------------------------------------------- */

    kind = (int) sputil_get_integer (pargin [1], FALSE, 0) ;
    sys  = (int) sputil_get_integer (pargin [4], FALSE, 0) ;

    /* ---------------------------------------------------------------------- */
    /* get the sparse b */
    /* ---------------------------------------------------------------------- */

    /* get sparse matrix B (unsymmetric) */
    Bset = sputil_get_sparse (pargin [3], &Bmatrix, &dummy, 0) ;
    Bdense = cholmod_l_sparse_to_dense (Bset, cm) ;
    Bset->x = NULL ;
    Bset->z = NULL ;
    Bset->xtype = CHOLMOD_PATTERN ;

    /* ---------------------------------------------------------------------- */
    /* construct a shallow copy of the input sparse matrix L */
    /* ---------------------------------------------------------------------- */

    /* the construction of the CHOLMOD takes O(n) time and memory */

    /* allocate the CHOLMOD symbolic L */
    L = cholmod_l_allocate_factor (n, cm) ;
    L->ordering = CHOLMOD_NATURAL ;

    /* get the MATLAB L */
    L->p = mxGetJc (pargin [0]) ;
    L->i = mxGetIr (pargin [0]) ;
    L->x = mxGetPr (pargin [0]) ;
    L->z = mxGetPi (pargin [0]) ;

    /* allocate and initialize the rest of L */
    L->nz = cholmod_l_malloc (n, sizeof (Long), cm) ;
    Lp = L->p ;
    Lnz = L->nz ;
    for (j = 0 ; j < n ; j++)
    {
        Lnz [j] = Lp [j+1] - Lp [j] ;
    }

    /* these pointers are not accessed in cholmod_solve2 */
    L->prev = cholmod_l_malloc (n+2, sizeof (Long), cm) ;
    L->next = cholmod_l_malloc (n+2, sizeof (Long), cm) ;
    Lprev = L->prev ;
    Lnext = L->next ;

    head = n+1 ;
    tail = n ;
    Lnext [head] = 0 ;
    Lprev [head] = -1 ;
    Lnext [tail] = -1 ;
    Lprev [tail] = n-1 ;
    for (j = 0 ; j < n ; j++)
    {
        Lnext [j] = j+1 ;
        Lprev [j] = j-1 ;
    }
    Lprev [0] = head ;

    L->xtype = (mxIsComplex (pargin [0])) ? CHOLMOD_ZOMPLEX : CHOLMOD_REAL ;
    L->nzmax = Lp [n] ;

    /* get the permutation */
    if (mxIsEmpty (pargin [2]))
    {
        L->Perm = NULL ;
        Perm = NULL ;
    }
    else
    {
        L->ordering = CHOLMOD_GIVEN ;
        L->Perm = cholmod_l_malloc (n, sizeof (Long), cm) ;
        Perm = L->Perm ;
        Px = mxGetPr (pargin [2]) ;
        for (k = 0 ; k < n ; k++)
        {
            Perm [k] = ((Long) Px [k]) - 1 ;
        }
    }

    /* set the kind, LL' or LDL' */
    L->is_ll = (kind == 0) ;
    /*
    cholmod_l_print_factor (L, "L", cm) ;
    */

    /* ---------------------------------------------------------------------- */
    /* solve the system */
    /* ---------------------------------------------------------------------- */

    X = cholmod_l_zeros (n, 1, L->xtype, cm) ;
    Xset = NULL ;
    Y = NULL ;
    E = NULL ;

    cholmod_l_solve2 (sys, L, Bdense, Bset, &X, &Xset, &Y, &E, cm) ;

    cholmod_l_free_dense (&Y, cm) ;
    cholmod_l_free_dense (&E, cm) ;

    /* ---------------------------------------------------------------------- */
    /* return result */
    /* ---------------------------------------------------------------------- */

    pargout [0] = sputil_put_dense (&X, cm) ;

    /* fill numerical values of Xset with one's */
    Xsetp = Xset->p ;
    xsetlen = Xsetp [1] ;
    Xset->x = cholmod_l_malloc (xsetlen, sizeof (double), cm) ;
    Xsetx = Xset->x ;
    for (k = 0 ; k < xsetlen ; k++)
    {
        Xsetx [k] = 1 ;
    }
    Xset->xtype = CHOLMOD_REAL ;

    pargout [1] = sputil_put_sparse (&Xset, cm) ;

    /* ---------------------------------------------------------------------- */
    /* free workspace and the CHOLMOD L, except for what is copied to MATLAB */
    /* ---------------------------------------------------------------------- */

    L->p = NULL ;
    L->i = NULL ;
    L->x = NULL ;
    L->z = NULL ;
    cholmod_l_free_factor (&L, cm) ;
    cholmod_l_finish (cm) ;
    cholmod_l_print_common (" ", cm) ;
}
コード例 #4
0
ファイル: ldlrowmod.c プロジェクト: GHilmarG/Ua
void mexFunction
(
    int nargout,
    mxArray *pargout [ ],
    int nargin,
    const mxArray *pargin [ ]
)
{
    double dummy = 0 ;
    double *Lx, *Lx2 ;
    Long *Li, *Lp, *Li2, *Lp2, *Lnz2, *ColCount ;
    cholmod_sparse Cmatrix, *C, *Lsparse ;
    cholmod_factor *L ;
    cholmod_common Common, *cm ;
    Long j, k, s, rowadd, n, lnz, ok ;

    /* ---------------------------------------------------------------------- */
    /* start CHOLMOD and set parameters */ 
    /* ---------------------------------------------------------------------- */

    cm = &Common ;
    cholmod_l_start (cm) ;
    sputil_config (SPUMONI, cm) ;

    /* ---------------------------------------------------------------------- */
    /* check inputs */
    /* ---------------------------------------------------------------------- */

    if (nargout > 1 || nargin < 2 || nargin > 3)
    {
	mexErrMsgTxt ("Usage: LD = ldlrowmod (LD,k,C) or ldlrowmod (LD,k)") ; 
    }

    n = mxGetN (pargin [0]) ;
    k = (Long) mxGetScalar (pargin [1]) ;
    k = k - 1 ;         /* change from 1-based to 0-based */

    if (!mxIsSparse (pargin [0])
	    || n != mxGetM (pargin [0])
	    || mxIsComplex (pargin [0]))
    {
	mexErrMsgTxt ("ldlrowmod: L must be real, square, and sparse") ;
    }

    /* ---------------------------------------------------------------------- */
    /* determine if we're doing an rowadd or rowdel */
    /* ---------------------------------------------------------------------- */

    rowadd = (nargin > 2) ;

    if (rowadd)
    {
        if (!mxIsSparse (pargin [2])
                || n != mxGetM (pargin [2])
                || 1 != mxGetN (pargin [2])
                || mxIsComplex (pargin [2]))
        {
            mexErrMsgTxt ("ldlrowmod: C must be a real sparse vector, "
                "with the same number of rows as LD") ;
        }
    }

    /* ---------------------------------------------------------------------- */
    /* get C: sparse vector of incoming/outgoing column */
    /* ---------------------------------------------------------------------- */

    C = (rowadd) ? sputil_get_sparse (pargin [2], &Cmatrix, &dummy, 0) : NULL ;

    /* ---------------------------------------------------------------------- */
    /* construct a copy of the input sparse matrix L */
    /* ---------------------------------------------------------------------- */

    /* get the MATLAB L */
    Lp = (Long *) mxGetJc (pargin [0]) ;
    Li = (Long *) mxGetIr (pargin [0]) ;
    Lx = mxGetPr (pargin [0]) ;

    /* allocate the CHOLMOD symbolic L */
    L = cholmod_l_allocate_factor (n, cm) ;
    L->ordering = CHOLMOD_NATURAL ;
    ColCount = L->ColCount ;
    for (j = 0 ; j < n ; j++)
    {
	ColCount [j] = Lp [j+1] - Lp [j] ;
    }

    /* allocate space for a CHOLMOD LDL' packed factor */
    cholmod_l_change_factor (CHOLMOD_REAL, FALSE, FALSE, TRUE, TRUE, L, cm) ;

    /* copy MATLAB L into CHOLMOD L */
    Lp2 = L->p ;
    Li2 = L->i ;
    Lx2 = L->x ;
    Lnz2 = L->nz ;
    lnz = L->nzmax ;
    for (j = 0 ; j <= n ; j++)
    {
	Lp2 [j] = Lp [j] ;
    }
    for (j = 0 ; j < n ; j++)
    {
	Lnz2 [j] = Lp [j+1] - Lp [j] ;
    }
    for (s = 0 ; s < lnz ; s++)
    {
	Li2 [s] = Li [s] ;
    }
    for (s = 0 ; s < lnz ; s++)
    {
	Lx2 [s] = Lx [s] ;
    }

    /* ---------------------------------------------------------------------- */
    /* rowadd/rowdel the LDL' factorization */
    /* ---------------------------------------------------------------------- */

    if (rowadd)
    {
        ok = cholmod_l_rowadd (k, C, L, cm) ;
    }
    else
    {
        ok = cholmod_l_rowdel (k, NULL, L, cm) ;
    }
    if (!ok) mexErrMsgTxt ("ldlrowmod failed\n") ;

    /* ---------------------------------------------------------------------- */
    /* copy the results back to MATLAB */
    /* ---------------------------------------------------------------------- */

    /* change L back to packed LDL' (it may have become unpacked if the
     * sparsity pattern changed).  This change takes O(n) time if the pattern
     * of L wasn't updated. */
    Lsparse = cholmod_l_factor_to_sparse (L, cm) ;

    /* return L as a sparse matrix */
    pargout [0] = sputil_put_sparse (&Lsparse, cm) ;

    /* ---------------------------------------------------------------------- */
    /* free workspace and the CHOLMOD L, except for what is copied to MATLAB */
    /* ---------------------------------------------------------------------- */

    cholmod_l_free_factor (&L, cm) ;
    cholmod_l_finish (cm) ;
    cholmod_l_print_common (" ", cm) ;
    /*
    if (cm->malloc_count != 3 + mxIsComplex (pargout[0])) mexErrMsgTxt ("!") ;
    */
}