//---------------------------------------------------------
int CS_Chol::chol(CSd& A, int order, double dummy)
//---------------------------------------------------------
{
// Perform Cholesky factorization using
// appropriate AMD re-ordering mode:
//---------------------------------------
// 0: natural: C = A (no reordering)
// 1: Chol : C = A+A'
// 2: LU : C = A'*A (drop dense rows)
// 3: QR : C = A'*A
// 4: Chol#2 : C = A (A is symmetric)
//---------------------------------------
// clear existing system
if (S) { delete S; S = NULL; }
if (N) { delete N; N = NULL; }
// check matrix input
if (!A.ok()) {umERROR("CS_Chol::chol", "empty matrix"); return 0;}
if (!A.is_csc()) {umERROR("CS_Chol::chol", "expected csc form"); return 0;}
if (!A.is_square()) {umERROR("CS_Chol::chol", "matrix must be square"); return 0;}
umLOG(1, "\nCS_Chol:chol -- starting symbolic phase\n");
try {
// ordering and symbolic analysis
S = CS_schol(order, A);
if (!S) { umERROR("CS_Chol::chol", "error building symbolic info"); return -1;}
} catch(...) {
umERROR("CS_Chol:chol", "exception in symbolic phase"); return -1;
}
umLOG(1, "CS_Chol:chol -- symbolic phase complete\n");
umLOG(1, "CS_Chol:chol -- size of full Cholesky L = %1.0lf\n\n", S->lnz);
try {
// numeric Cholesky factorization
N = CS_chol(A, S, true); // take ownership of A's data
if (!N) { umERROR("CS_Chol::chol", "error building numeric data"); return -2;}
} catch(...) {
umERROR("CS_Chol:chol", "exception in numeric phase"); return -2;
}
return 1;
}
//---------------------------------------------------------
int CS_LU::lu(const CSd& A, int order, double tol)
//---------------------------------------------------------
{
// Perform LU factorization using
// appropriate AMD re-ordering mode:
//---------------------------------------
// 0: natural: C = A (no reordering)
// 1: Chol : C = A+A'
// 2: LU : C = A'*A (drop dense rows)
// 3: QR : C = A'*A
// 4: Chol#2 : C = A (A is symmetric)
//---------------------------------------
// clear existing system
if (S) { delete S; S = NULL; }
if (N) { delete N; N = NULL; }
// check matrix input
if (!A.ok()) {umERROR("CS_LU::lu", "empty matrix"); return 0;}
if (!A.is_csc()) {umERROR("CS_LU::lu", "expected csc form"); return 0;}
if (!A.is_square()) {umERROR("CS_LU::lu", "matrix must be square"); return 0;}
try {
// ordering and symbolic analysis
S = CS_sqr(order, A, 0);
if (!S) { umERROR("CS_LU::lu", "error building symbolic info"); return -1;}
} catch(...) {
umERROR("CS_LU::lu", "exception in symbolic phase"); return -1;
}
try {
// numeric LU factorization
N = CS_lu(A, S, tol);
if (!N) { umERROR("CS_LU::lu", "error building numeric data"); return -2;}
} catch(...) {
umERROR("CS_LU::lu", "exception in numeric phase"); return -2;
}
return 1;
}
