예제 #1
0
파일: gsl.c 프로젝트: MGKhKhD/cvxopt
static PyObject *
normal(PyObject *self, PyObject *args, PyObject *kwrds)
{
  matrix *obj;
  int i, nrows, ncols = 1;
  double m = 0, s = 1;
  char *kwlist[] = {"nrows", "ncols", "mean", "std",  NULL};

  if (!PyArg_ParseTupleAndKeywords(args, kwrds, "i|idd", kwlist,
	  &nrows, &ncols, &m, &s)) return NULL;

  if (s < 0.0) PY_ERR(PyExc_ValueError, "std must be non-negative");

  if ((nrows<0) || (ncols<0)) {
    PyErr_SetString(PyExc_TypeError, "dimensions must be non-negative");
    return NULL;
  }

  if (!(obj = Matrix_New(nrows, ncols, DOUBLE)))
    return PyErr_NoMemory();

  gsl_rng_env_setup();
  rng_type = gsl_rng_default;
  rng = gsl_rng_alloc (rng_type);
  gsl_rng_set(rng, seed);

  for (i = 0; i < nrows*ncols; i++)
    MAT_BUFD(obj)[i] = gsl_ran_gaussian (rng, s) + m;

  seed = gsl_rng_get (rng);
  gsl_rng_free(rng);

  return (PyObject *)obj;
}
예제 #2
0
파일: gsl.c 프로젝트: MGKhKhD/cvxopt
static PyObject *
uniform(PyObject *self, PyObject *args, PyObject *kwrds)
{
  matrix *obj;
  int i, nrows, ncols = 1;
  double a = 0, b = 1;

  char *kwlist[] = {"nrows", "ncols", "a", "b", NULL};

  if (!PyArg_ParseTupleAndKeywords(args, kwrds, "i|idd", kwlist,
	  &nrows, &ncols, &a, &b)) return NULL;

  if (a>b) PY_ERR(PyExc_ValueError, "a must be less than b");

  if ((nrows<0) || (ncols<0))
    PY_ERR_TYPE("dimensions must be non-negative");

  if (!(obj = (matrix *)Matrix_New(nrows, ncols, DOUBLE)))
    return PyErr_NoMemory();

  gsl_rng_env_setup();
  rng_type = gsl_rng_default;
  rng = gsl_rng_alloc (rng_type);
  gsl_rng_set(rng, seed);

  for (i= 0; i < nrows*ncols; i++)
    MAT_BUFD(obj)[i] = gsl_ran_flat (rng, a, b);

  seed = gsl_rng_get (rng);
  gsl_rng_free(rng);

  return (PyObject *)obj;
}
예제 #3
0
static PyObject* diag(PyObject *self, PyObject *args)
{
    PyObject *F;
    matrix *d=NULL;
    cholmod_factor *L;
#if PY_MAJOR_VERSION >= 3
    const char *descr;
#else
    char *descr;
#endif
    int k, strt, incx=1, incy, nrows, ncols;

    if (!set_options()) return NULL;
    if (!PyArg_ParseTuple(args, "O", &F)) return NULL;

#if PY_MAJOR_VERSION >= 3
    if (!PyCapsule_CheckExact(F) || !(descr = PyCapsule_GetName(F)))
        err_CO("F");
    if (strncmp(descr, "CHOLMOD FACTOR", 14))
        PY_ERR_TYPE("F is not a CHOLMOD factor");
    L = (cholmod_factor *) PyCapsule_GetPointer(F, descr);
#else
    if (!PyCObject_Check(F)) err_CO("F");
    descr = PyCObject_GetDesc(F);
    if (!descr || strncmp(descr, "CHOLMOD FACTOR", 14))
        PY_ERR_TYPE("F is not a CHOLMOD factor");
    L = (cholmod_factor *) PyCObject_AsVoidPtr(F);
#endif

    /* Check factorization */
    if (L->xtype == CHOLMOD_PATTERN  || L->minor<L->n || !L->is_ll
        || !L->is_super)
        PY_ERR(PyExc_ValueError, "F must be a nonsingular supernodal "
            "Cholesky factor");
    if (!(d = Matrix_New(L->n,1,L->xtype == CHOLMOD_REAL ? DOUBLE :
        COMPLEX))) return PyErr_NoMemory();

    strt = 0;
    for (k=0; k<L->nsuper; k++){
	/* x[L->px[k], .... ,L->px[k+1]-1] is a dense lower-triangular
	 * nrowx times ncols matrix.  We copy its diagonal to
	 * d[strt, ..., strt+ncols-1] */

        ncols = (int)((int_t *) L->super)[k+1] -
            ((int_t *) L->super)[k];
        nrows = (int)((int_t *) L->pi)[k+1] - ((int_t *) L->pi)[k];
        incy = nrows+1;
        if (MAT_ID(d) == DOUBLE)
	    dcopy_(&ncols, ((double *) L->x) + ((int_t *) L->px)[k],
                &incy, MAT_BUFD(d)+strt, &incx);
        else
	    zcopy_(&ncols, ((double complex *) L->x) + ((int_t *) L->px)[k],
                &incy, MAT_BUFZ(d)+strt, &incx);
        strt += ncols;
    }
    return (PyObject *)d;
}
예제 #4
0
static PyObject* getfactor(PyObject *self, PyObject *args)
{
    PyObject *F;
    cholmod_factor *Lf;
    cholmod_sparse *Ls;
#if PY_MAJOR_VERSION >= 3
    const char *descr;
#else
    char *descr;
#endif

    if (!set_options()) return NULL;
    if (!PyArg_ParseTuple(args, "O", &F)) return NULL;

#if PY_MAJOR_VERSION >= 3
    if (!PyCapsule_CheckExact(F) || !(descr = PyCapsule_GetName(F)))
        err_CO("F");
    if (strncmp(descr, "CHOLMOD FACTOR", 14))
        PY_ERR_TYPE("F is not a CHOLMOD factor");
    Lf = (cholmod_factor *) PyCapsule_GetPointer(F, descr);
#else
    if (!PyCObject_Check(F)) err_CO("F");
    descr = PyCObject_GetDesc(F);
    if (!descr || strncmp(descr, "CHOLMOD FACTOR", 14))
        PY_ERR_TYPE("F is not a CHOLMOD factor");
    Lf = (cholmod_factor *) PyCObject_AsVoidPtr(F);
#endif

    /* Check factorization */
    if (Lf->xtype == CHOLMOD_PATTERN)
        PY_ERR(PyExc_ValueError, "F must be a numeric Cholesky factor");

    if (!(Ls = CHOL(factor_to_sparse)(Lf, &Common)))
        return PyErr_NoMemory();

    spmatrix *ret = SpMatrix_New(Ls->nrow, Ls->ncol, Ls->nzmax,
       (Ls->xtype == CHOLMOD_REAL ? DOUBLE : COMPLEX));
    if (!ret) {
        CHOL(free_sparse)(&Ls, &Common);
        return PyErr_NoMemory();
    }

    memcpy(SP_COL(ret), Ls->p, (Ls->ncol+1)*sizeof(int_t));
    memcpy(SP_ROW(ret), Ls->i, (Ls->nzmax)*sizeof(int_t));
    memcpy(SP_VAL(ret), Ls->x, (Ls->nzmax)*E_SIZE[SP_ID(ret)]);
    CHOL(free_sparse)(&Ls, &Common);

    return (PyObject *)ret;
}
예제 #5
0
static PyObject* splinsolve(PyObject *self, PyObject *args,
    PyObject *kwrds)
{
    spmatrix *A, *B, *X;
    matrix *P=NULL;
    int n, nnz;
    cholmod_sparse *Ac=NULL, *Bc=NULL, *Xc=NULL;
    cholmod_factor *L=NULL;
#if PY_MAJOR_VERSION >= 3
    int uplo_='L';
#endif
    char uplo='L';
    char *kwlist[] = {"A", "B", "p", "uplo", NULL};

    if (!set_options()) return NULL;
#if PY_MAJOR_VERSION >= 3
    if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OO|OC", kwlist, &A,
        &B, &P, &uplo_)) return NULL;
    uplo = (char) uplo_;
#else
    if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OO|Oc", kwlist, &A,
        &B, &P, &uplo)) return NULL;
#endif

    if (!SpMatrix_Check(A) || SP_NROWS(A) != SP_NCOLS(A))
        PY_ERR_TYPE("A is not a square sparse matrix");
    n = SP_NROWS(A);
    nnz = SP_NNZ(A);

    if (!SpMatrix_Check(B) || SP_ID(A) != SP_ID(B))
        PY_ERR_TYPE("B must be a sparse matrix of the same type as A");
    if (SP_NROWS(B) != n)
        PY_ERR(PyExc_ValueError, "incompatible dimensions for B");

    if (P) {
        if (!Matrix_Check(P) || MAT_ID(P) != INT) err_int_mtrx("p");
        if (MAT_LGT(P) != n) err_buf_len("p");
        if (!CHOL(check_perm)(P->buffer, n, n, &Common))
            PY_ERR(PyExc_ValueError, "not a valid permutation");
    }

    if (uplo != 'U' && uplo != 'L') err_char("uplo", "'L', 'U'");
    if (!(Ac = pack(A, uplo))) return PyErr_NoMemory();

    L = CHOL(analyze_p) (Ac, P ? MAT_BUFI(P): NULL, NULL, 0, &Common);
    if (Common.status != CHOLMOD_OK){
        CHOL(free_factor)(&L, &Common);
        CHOL(free_sparse)(&Ac, &Common);
        if (Common.status == CHOLMOD_OUT_OF_MEMORY)
            return PyErr_NoMemory();
        else {
            PyErr_SetString(PyExc_ValueError, "symbolic factorization "
                "failed");
            return NULL;
        }
    }

    CHOL(factorize) (Ac, L, &Common);
    CHOL(free_sparse)(&Ac, &Common);
    if (Common.status > 0) switch (Common.status) {
        case CHOLMOD_NOT_POSDEF:
            PyErr_SetObject(PyExc_ArithmeticError, Py_BuildValue("i",
                L->minor));
            CHOL(free_factor)(&L, &Common);
            return NULL;
            break;

        case CHOLMOD_DSMALL:
            /* This never happens unless we change the default value
             * of Common.dbound (0.0).  */
            if (L->is_ll)
                PyErr_Warn(PyExc_RuntimeWarning, "tiny diagonal "
                    "elements in L");
            else
                PyErr_Warn(PyExc_RuntimeWarning, "tiny diagonal "
                    "elements in D");
            break;

        default:
            PyErr_Warn(PyExc_UserWarning, "");
    }

    if (L->minor<n) {
        CHOL(free_factor)(&L, &Common);
        PY_ERR(PyExc_ArithmeticError, "singular matrix");
    }
    if (!(Bc = create_matrix(B))) {
      CHOL(free_factor)(&L, &Common);
      return PyErr_NoMemory();
    }

    Xc = CHOL(spsolve)(0, L, Bc, &Common);
    free_matrix(Bc);
    CHOL(free_factor)(&L, &Common);
    if (Common.status != CHOLMOD_OK){
        CHOL(free_sparse)(&Xc, &Common);
        if (Common.status == CHOLMOD_OUT_OF_MEMORY)
            return PyErr_NoMemory();
        else
            PY_ERR(PyExc_ValueError, "solve step failed");
    }

    if (!(X = SpMatrix_New(Xc->nrow, Xc->ncol,
        ((int_t*)Xc->p)[Xc->ncol], SP_ID(A)))) {
        CHOL(free_sparse)(&Xc, &Common);
        return PyErr_NoMemory();
    }
    memcpy(SP_COL(X), (int_t *) Xc->p, (Xc->ncol+1)*sizeof(int_t));
    memcpy(SP_ROW(X), (int_t *) Xc->i,
        ((int_t *) Xc->p)[Xc->ncol]*sizeof(int_t));
    memcpy(SP_VAL(X), (double *) Xc->x,
        ((int_t *) Xc->p)[Xc->ncol]*E_SIZE[SP_ID(X)]);
    CHOL(free_sparse)(&Xc, &Common);
    return (PyObject *) X;
}
예제 #6
0
static PyObject* linsolve(PyObject *self, PyObject *args,
    PyObject *kwrds)
{
    spmatrix *A;
    matrix *B, *P=NULL;
    int i, n, nnz, oB=0, ldB=0, nrhs=-1;
    cholmod_sparse *Ac=NULL;
    cholmod_factor *L=NULL;
    cholmod_dense *x=NULL, *b=NULL;
    void *b_old;
#if PY_MAJOR_VERSION >= 3
    int uplo_ = 'L';
#endif
    char uplo='L';
    char *kwlist[] = {"A", "B", "p", "uplo", "nrhs", "ldB", "offsetB",
        NULL};

    if (!set_options()) return NULL;
#if PY_MAJOR_VERSION >= 3
    if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OO|OCiii", kwlist,
        &A,  &B, &P, &uplo_, &nrhs, &ldB, &oB)) return NULL;
    uplo = (char) uplo_;
#else
    if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OO|Ociii", kwlist,
        &A,  &B, &P, &uplo, &nrhs, &ldB, &oB)) return NULL;
#endif

    if (!SpMatrix_Check(A) || SP_NROWS(A) != SP_NCOLS(A))
        PY_ERR_TYPE("A is not a sparse matrix");
    n = SP_NROWS(A);
    nnz = SP_NNZ(A);

    if (!Matrix_Check(B) || MAT_ID(B) != SP_ID(A))
        PY_ERR_TYPE("B must be a dense matrix of the same numerical "
            "type as A");
    if (nrhs < 0) nrhs = MAT_NCOLS(B);
    if (n == 0 || nrhs == 0) return Py_BuildValue("");
    if (ldB == 0) ldB = MAX(1,MAT_NROWS(B));
    if (ldB < MAX(1,n)) err_ld("ldB");
    if (oB < 0) err_nn_int("offsetB");
    if (oB + (nrhs-1)*ldB + n > MAT_LGT(B)) err_buf_len("B");

    if (P) {
        if (!Matrix_Check(P) || MAT_ID(P) != INT) err_int_mtrx("p");
        if (MAT_LGT(P) != n) err_buf_len("p");
        if (!CHOL(check_perm)(P->buffer, n, n, &Common))
            PY_ERR(PyExc_ValueError, "not a valid permutation");
    }
    if (uplo != 'U' && uplo != 'L') err_char("uplo", "'L', 'U'");

    if (!(Ac = pack(A, uplo))) return PyErr_NoMemory();
    L = CHOL(analyze_p)(Ac, P ? MAT_BUFI(P): NULL, NULL, 0, &Common);
    if (Common.status != CHOLMOD_OK){
        free_matrix(Ac);
        CHOL(free_sparse)(&Ac, &Common);
        CHOL(free_factor)(&L, &Common);
        if (Common.status == CHOLMOD_OUT_OF_MEMORY)
            return PyErr_NoMemory();
        else {
            PyErr_SetString(PyExc_ValueError, "symbolic factorization "
                "failed");
            return NULL;
        }
    }

    CHOL(factorize) (Ac, L, &Common);
    CHOL(free_sparse)(&Ac, &Common);
    if (Common.status < 0) {
        CHOL(free_factor)(&L, &Common);
        switch (Common.status) {
            case CHOLMOD_OUT_OF_MEMORY:
                return PyErr_NoMemory();

            default:
                PyErr_SetString(PyExc_ValueError, "factorization "
                    "failed");
                return NULL;
        }
    }
    if (Common.status > 0) switch (Common.status) {
        case CHOLMOD_NOT_POSDEF:
            PyErr_SetObject(PyExc_ArithmeticError,
                Py_BuildValue("i", L->minor));
            CHOL(free_factor)(&L, &Common);
            return NULL;
            break;

        case CHOLMOD_DSMALL:
            /* This never happens unless we change the default value
             * of Common.dbound (0.0).  */
            if (L->is_ll)
                PyErr_Warn(PyExc_RuntimeWarning, "tiny diagonal "
                    "elements in L");
            else
                PyErr_Warn(PyExc_RuntimeWarning, "tiny diagonal "
                    "elements in D");
            break;

        default:
            PyErr_Warn(PyExc_UserWarning, "");
    }

    if (L->minor<n) {
        CHOL(free_factor)(&L, &Common);
        PY_ERR(PyExc_ArithmeticError, "singular matrix");
    }
    b = CHOL(allocate_dense)(n, 1, n, (MAT_ID(B) == DOUBLE ?
        CHOLMOD_REAL : CHOLMOD_COMPLEX) , &Common);
    if (Common.status == CHOLMOD_OUT_OF_MEMORY) {
        CHOL(free_factor)(&L, &Common);
        CHOL(free_dense)(&b, &Common);
        return PyErr_NoMemory();
    }
    b_old = b->x;
    for (i=0; i<nrhs; i++) {
        b->x = MAT_BUF(B) + (i*ldB + oB)*E_SIZE[MAT_ID(B)];
        x = CHOL(solve) (CHOLMOD_A, L, b, &Common);
        if (Common.status != CHOLMOD_OK){
            PyErr_SetString(PyExc_ValueError, "solve step failed");
            CHOL(free_factor)(&L, &Common);
            b->x = b_old;
            CHOL(free_dense)(&b, &Common);
            CHOL(free_dense)(&x, &Common);
            return NULL;
        }
        memcpy(b->x, x->x, SP_NROWS(A)*E_SIZE[MAT_ID(B)]);
        CHOL(free_dense)(&x, &Common);
    }
    b->x = b_old;
    CHOL(free_dense)(&b, &Common);
    CHOL(free_factor)(&L, &Common);
    return Py_BuildValue("");
}
예제 #7
0
static PyObject* spsolve(PyObject *self, PyObject *args,
    PyObject *kwrds)
{
    spmatrix *B, *X=NULL;
    cholmod_sparse *Bc=NULL, *Xc=NULL;
    PyObject *F;
    cholmod_factor *L;
    int n, sys=0;
#if PY_MAJOR_VERSION >= 3
    const char *descr;
#else
    char *descr;
#endif
    char *kwlist[] = {"F", "B", "sys", NULL};
    int sysvalues[] = {CHOLMOD_A, CHOLMOD_LDLt, CHOLMOD_LD,
        CHOLMOD_DLt, CHOLMOD_L, CHOLMOD_Lt, CHOLMOD_D, CHOLMOD_P,
        CHOLMOD_Pt };

    if (!set_options()) return NULL;

    if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OO|i", kwlist, &F,
        &B, &sys)) return NULL;

#if PY_MAJOR_VERSION >= 3
    if (!PyCapsule_CheckExact(F) || !(descr = PyCapsule_GetName(F)))
        err_CO("F");
    if (strncmp(descr, "CHOLMOD FACTOR", 14))
        PY_ERR_TYPE("F is not a CHOLMOD factor");
    L = (cholmod_factor *) PyCapsule_GetPointer(F, descr);
#else
    if (!PyCObject_Check(F)) err_CO("F");
    descr = PyCObject_GetDesc(F);
    if (!descr || strncmp(descr, "CHOLMOD FACTOR", 14))
        PY_ERR_TYPE("F is not a CHOLMOD factor");
    L = (cholmod_factor *) PyCObject_AsVoidPtr(F);
#endif
    if (L->xtype == CHOLMOD_PATTERN)
        PY_ERR(PyExc_ValueError, "called with symbolic factor");
    n = L->n;
    if (L->minor<n) PY_ERR(PyExc_ArithmeticError, "singular matrix");

    if (sys < 0 || sys > 8)
         PY_ERR(PyExc_ValueError, "invalid value for sys");

    if (!SpMatrix_Check(B) ||
        (SP_ID(B) == DOUBLE  && L->xtype == CHOLMOD_COMPLEX) ||
        (SP_ID(B) == COMPLEX && L->xtype == CHOLMOD_REAL))
            PY_ERR_TYPE("B must a sparse matrix of the same "
                "numerical type as F");
    if (SP_NROWS(B) != n)
        PY_ERR(PyExc_ValueError, "incompatible dimensions for B");

    if (!(Bc = create_matrix(B))) return PyErr_NoMemory();
    Xc = CHOL(spsolve)(sysvalues[sys], L, Bc, &Common);
    free_matrix(Bc);
    if (Common.status == CHOLMOD_OUT_OF_MEMORY) return PyErr_NoMemory();
    if (Common.status != CHOLMOD_OK)
        PY_ERR(PyExc_ValueError, "solve step failed");

    if (!(X = SpMatrix_New(Xc->nrow, Xc->ncol,
        ((int_t*)Xc->p)[Xc->ncol], (L->xtype == CHOLMOD_REAL ? DOUBLE :
        COMPLEX)))) {
        CHOL(free_sparse)(&Xc, &Common);
        return PyErr_NoMemory();
    }
    memcpy(SP_COL(X), Xc->p, (Xc->ncol+1)*sizeof(int_t));
    memcpy(SP_ROW(X), Xc->i, ((int_t *)Xc->p)[Xc->ncol]*sizeof(int_t));
    memcpy(SP_VAL(X), Xc->x,
        ((int_t *) Xc->p)[Xc->ncol]*E_SIZE[SP_ID(X)]);
    CHOL(free_sparse)(&Xc, &Common);
    return (PyObject *) X;
}
예제 #8
0
static PyObject* solve(PyObject *self, PyObject *args, PyObject *kwrds)
{
    matrix *B;
    PyObject *F;
    int i, n, oB=0, ldB=0, nrhs=-1, sys=0;
#if PY_MAJOR_VERSION >= 3
    const char *descr;
#else
    char *descr;
#endif
    char *kwlist[] = {"F", "B", "sys", "nrhs", "ldB", "offsetB", NULL};
    int sysvalues[] = { CHOLMOD_A, CHOLMOD_LDLt, CHOLMOD_LD,
        CHOLMOD_DLt, CHOLMOD_L, CHOLMOD_Lt, CHOLMOD_D, CHOLMOD_P,
        CHOLMOD_Pt };

    if (!set_options()) return NULL;

    if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OO|iiii", kwlist,
        &F, &B, &sys, &nrhs, &ldB, &oB)) return NULL;

#if PY_MAJOR_VERSION >= 3
    if (!PyCapsule_CheckExact(F) || !(descr = PyCapsule_GetName(F)))
        err_CO("F");
    if (strncmp(descr, "CHOLMOD FACTOR", 14))
        PY_ERR_TYPE("F is not a CHOLMOD factor");
    cholmod_factor *L = (cholmod_factor *) PyCapsule_GetPointer(F, descr);
#else
    if (!PyCObject_Check(F)) err_CO("F");
    descr = PyCObject_GetDesc(F);
    if (!descr || strncmp(descr, "CHOLMOD FACTOR", 14))
        PY_ERR_TYPE("F is not a CHOLMOD factor");
    cholmod_factor *L = (cholmod_factor *) PyCObject_AsVoidPtr(F);
#endif
    if (L->xtype == CHOLMOD_PATTERN)
        PY_ERR(PyExc_ValueError, "called with symbolic factor");

    n = L->n;
    if (L->minor<n) PY_ERR(PyExc_ArithmeticError, "singular matrix");

    if (sys < 0 || sys > 8)
         PY_ERR(PyExc_ValueError, "invalid value for sys");

    if (!Matrix_Check(B) || MAT_ID(B) == INT ||
        (MAT_ID(B) == DOUBLE && L->xtype == CHOLMOD_COMPLEX) ||
        (MAT_ID(B) == COMPLEX && L->xtype == CHOLMOD_REAL))
            PY_ERR_TYPE("B must a dense matrix of the same numerical "
                "type as F");

    if (nrhs < 0) nrhs = MAT_NCOLS(B);
    if (n == 0 || nrhs == 0) return Py_BuildValue("");
    if (ldB == 0) ldB = MAX(1,MAT_NROWS(B));
    if (ldB < MAX(1,n)) err_ld("ldB");
    if (oB < 0) err_nn_int("offsetB");
    if (oB + (nrhs-1)*ldB + n > MAT_LGT(B)) err_buf_len("B");

    cholmod_dense *x;
    cholmod_dense *b = CHOL(allocate_dense)(n, 1, n,
        (MAT_ID(B) == DOUBLE ? CHOLMOD_REAL : CHOLMOD_COMPLEX),
        &Common);
    if (Common.status == CHOLMOD_OUT_OF_MEMORY) return PyErr_NoMemory();

    void *b_old = b->x;
    for (i=0; i<nrhs; i++){
        b->x = MAT_BUF(B) + (i*ldB + oB)*E_SIZE[MAT_ID(B)];
        x = CHOL(solve) (sysvalues[sys], L, b, &Common);
        if (Common.status != CHOLMOD_OK){
            PyErr_SetString(PyExc_ValueError, "solve step failed");
            CHOL(free_dense)(&x, &Common);
            CHOL(free_dense)(&b, &Common);
	    return NULL;
	}
	memcpy(b->x, x->x, n*E_SIZE[MAT_ID(B)]);
        CHOL(free_dense)(&x, &Common);
    }
    b->x = b_old;
    CHOL(free_dense)(&b, &Common);

    return Py_BuildValue("");
}
예제 #9
0
static PyObject* symbolic(PyObject *self, PyObject *args,
    PyObject *kwrds)
{
    spmatrix *A;
    cholmod_sparse *Ac = NULL;
    cholmod_factor *L;
    matrix *P=NULL;
#if PY_MAJOR_VERSION >= 3
    int uplo_='L';
#endif
    char uplo='L';
    int n;
    char *kwlist[] = {"A", "p", "uplo", NULL};

    if (!set_options()) return NULL;

#if PY_MAJOR_VERSION >= 3
    if (!PyArg_ParseTupleAndKeywords(args, kwrds, "O|OC", kwlist, &A,
        &P, &uplo_)) return NULL;
    uplo = (char) uplo_;
#else
    if (!PyArg_ParseTupleAndKeywords(args, kwrds, "O|Oc", kwlist, &A,
        &P, &uplo)) return NULL;
#endif
    if (!SpMatrix_Check(A) || SP_NROWS(A) != SP_NCOLS(A))
        PY_ERR_TYPE("A is not a square sparse matrix");
    n = SP_NROWS(A);

    if (P) {
        if (!Matrix_Check(P) || MAT_ID(P) != INT) err_int_mtrx("p");
        if (MAT_LGT(P) != n) err_buf_len("p");
        if (!CHOL(check_perm)(P->buffer, n, n, &Common))
            PY_ERR(PyExc_ValueError, "p is not a valid permutation");
    }
    if (uplo != 'U' && uplo != 'L') err_char("uplo", "'L', 'U'");
    if (!(Ac = pack(A, uplo))) return PyErr_NoMemory();
    L = CHOL(analyze_p)(Ac, P ? MAT_BUFI(P): NULL, NULL, 0, &Common);
    CHOL(free_sparse)(&Ac, &Common);

    if (Common.status != CHOLMOD_OK){
        if (Common.status == CHOLMOD_OUT_OF_MEMORY)
            return PyErr_NoMemory();
        else{
            PyErr_SetString(PyExc_ValueError, "symbolic factorization "
                "failed");
            return NULL;
        }
    }
#if PY_MAJOR_VERSION >= 3
    return (PyObject *) PyCapsule_New((void *) L, SP_ID(A)==DOUBLE ?  
        (uplo == 'L' ?  "CHOLMOD FACTOR D L" : "CHOLMOD FACTOR D U") :
        (uplo == 'L' ?  "CHOLMOD FACTOR Z L" : "CHOLMOD FACTOR Z U"),
        (PyCapsule_Destructor) &cvxopt_free_cholmod_factor); 
#else
    return (PyObject *) PyCObject_FromVoidPtrAndDesc((void *) L,
        SP_ID(A)==DOUBLE ?  
        (uplo == 'L' ?  "CHOLMOD FACTOR D L" : "CHOLMOD FACTOR D U") :
        (uplo == 'L' ?  "CHOLMOD FACTOR Z L" : "CHOLMOD FACTOR Z U"),
	cvxopt_free_cholmod_factor);
#endif
}
예제 #10
0
파일: glpk.c 프로젝트: ugonj/cvxopt
static PyObject *integer(PyObject *self, PyObject *args,
    PyObject *kwrds)
{
    matrix *c, *h, *b=NULL, *x=NULL;
    PyObject *G, *A=NULL, *IntSet=NULL, *BinSet = NULL;
    PyObject *t=NULL;
    pyiocp *iocpParm = NULL;;
    glp_iocp *options = NULL;
    glp_prob *lp;
    int m, n, p, i, j, k, nnz, nnzmax, *rn=NULL, *cn=NULL;
    double *a=NULL, val;
    char *kwlist[] = {"c", "G", "h", "A", "b", "I", "B","iocp", NULL};

    if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OOO|OOOOO!", kwlist, &c,
	    &G, &h, &A, &b, &IntSet, &BinSet,iocp_t,&iocpParm)) return NULL;

    if(!iocpParm) 
    {
      iocpParm = (pyiocp*)malloc(sizeof(*iocpParm));
      glp_init_iocp(&(iocpParm->obj));
    }
    if(iocpParm) 
    {
      Py_INCREF(iocpParm);
      options = &iocpParm->obj;
      options->presolve = 1;
    }

    if ((Matrix_Check(G) && MAT_ID(G) != DOUBLE) ||
        (SpMatrix_Check(G) && SP_ID(G) != DOUBLE) ||
        (!Matrix_Check(G) && !SpMatrix_Check(G))){
        PyErr_SetString(PyExc_TypeError, "G must be a 'd' matrix");
        return NULL;
    }
    if ((m = Matrix_Check(G) ? MAT_NROWS(G) : SP_NROWS(G)) <= 0)
        err_p_int("m");
    if ((n = Matrix_Check(G) ? MAT_NCOLS(G) : SP_NCOLS(G)) <= 0)
        err_p_int("n");

    if (!Matrix_Check(h) || h->id != DOUBLE) err_dbl_mtrx("h");
    if (h->nrows != m || h->ncols != 1){
        PyErr_SetString(PyExc_ValueError, "incompatible dimensions");
        return NULL;
    }

    if (A){
        if ((Matrix_Check(A) && MAT_ID(A) != DOUBLE) ||
            (SpMatrix_Check(A) && SP_ID(A) != DOUBLE) ||
            (!Matrix_Check(A) && !SpMatrix_Check(A))){
                PyErr_SetString(PyExc_ValueError, "A must be a dense "
                    "'d' matrix or a general sparse matrix");
                return NULL;
	}
        if ((p = Matrix_Check(A) ? MAT_NROWS(A) : SP_NROWS(A)) < 0)
            err_p_int("p");
        if ((Matrix_Check(A) ? MAT_NCOLS(A) : SP_NCOLS(A)) != n){
            PyErr_SetString(PyExc_ValueError, "incompatible "
                "dimensions");
            return NULL;
	}
    }
    else p = 0;

    if (b && (!Matrix_Check(b) || b->id != DOUBLE)) err_dbl_mtrx("b");
    if ((b && (b->nrows != p || b->ncols != 1)) || (!b && p !=0 )){
        PyErr_SetString(PyExc_ValueError, "incompatible dimensions");
        return NULL;
    }

    if ((IntSet) && (!PyAnySet_Check(IntSet)))
      PY_ERR_TYPE("invalid integer index set");

    if ((BinSet) && (!PyAnySet_Check(BinSet)))
      PY_ERR_TYPE("invalid binary index set");

    lp = glp_create_prob();
    glp_add_rows(lp, m+p);
    glp_add_cols(lp, n);

    for (i=0; i<n; i++){
        glp_set_obj_coef(lp, i+1, MAT_BUFD(c)[i]);
        glp_set_col_bnds(lp, i+1, GLP_FR, 0.0, 0.0);
    }
    for (i=0; i<m; i++)
        glp_set_row_bnds(lp, i+1, GLP_UP, 0.0, MAT_BUFD(h)[i]);
    for (i=0; i<p; i++)
        glp_set_row_bnds(lp, i+m+1, GLP_FX, MAT_BUFD(b)[i],
            MAT_BUFD(b)[i]);

    nnzmax = (SpMatrix_Check(G) ? SP_NNZ(G) : m*n ) +
        ((A && SpMatrix_Check(A)) ? SP_NNZ(A) : p*n);
    a = (double *) calloc(nnzmax+1, sizeof(double));
    rn = (int *) calloc(nnzmax+1, sizeof(int));
    cn = (int *) calloc(nnzmax+1, sizeof(int));
    if (!a || !rn || !cn){
        free(a);  free(rn);  free(cn);  glp_delete_prob(lp);
        return PyErr_NoMemory();
    }

    nnz = 0;
    if (SpMatrix_Check(G)) {
        for (j=0; j<n; j++) for (k=SP_COL(G)[j]; k<SP_COL(G)[j+1]; k++)
            if ((val = SP_VALD(G)[k]) != 0.0){
                a[1+nnz] = val;
                rn[1+nnz] = SP_ROW(G)[k]+1;
                cn[1+nnz] = j+1;
                nnz++;
            }
    }
    else for (j=0; j<n; j++) for (i=0; i<m; i++)
        if ((val = MAT_BUFD(G)[i+j*m]) != 0.0){
            a[1+nnz] = val;
            rn[1+nnz] = i+1;
            cn[1+nnz] = j+1;
            nnz++;
        }

    if (A && SpMatrix_Check(A)){
        for (j=0; j<n; j++) for (k=SP_COL(A)[j]; k<SP_COL(A)[j+1]; k++)
            if ((val = SP_VALD(A)[k]) != 0.0){
                a[1+nnz] = val;
                rn[1+nnz] = m+SP_ROW(A)[k]+1;
                cn[1+nnz] = j+1;
                nnz++;
            }
    }
    else for (j=0; j<n; j++) for (i=0; i<p; i++)
        if ((val = MAT_BUFD(A)[i+j*p]) != 0.0){
            a[1+nnz] = val;
            rn[1+nnz] = m+i+1;
            cn[1+nnz] = j+1;
            nnz++;
        }

    glp_load_matrix(lp, nnz, rn, cn, a);
    free(rn);  free(cn);  free(a);

    if (!(t = PyTuple_New(2))) {
        glp_delete_prob(lp);
        return PyErr_NoMemory();
    }

    if (IntSet) {
      PyObject *iter = PySequence_Fast(IntSet, "Critical error: not sequence");

      for (i=0; i<PySet_GET_SIZE(IntSet); i++) {

	PyObject *tmp = PySequence_Fast_GET_ITEM(iter, i);
#if PY_MAJOR_VERSION >= 3
	if (!PyLong_Check(tmp)) {
#else
	if (!PyInt_Check(tmp)) {
#endif
	  glp_delete_prob(lp);
	  Py_DECREF(iter);
	  PY_ERR_TYPE("non-integer element in I");
	}
#if PY_MAJOR_VERSION >= 3
	int k = PyLong_AS_LONG(tmp);
#else
	int k = PyInt_AS_LONG(tmp);
#endif
	if ((k < 0) || (k >= n)) {
	  glp_delete_prob(lp);
	  Py_DECREF(iter);
	  PY_ERR(PyExc_IndexError, "index element out of range in I");
	}
	glp_set_col_kind(lp, k+1, GLP_IV);
      }

      Py_DECREF(iter);
    }

    if (BinSet) {
      PyObject *iter = PySequence_Fast(BinSet, "Critical error: not sequence");

      for (i=0; i<PySet_GET_SIZE(BinSet); i++) {

	PyObject *tmp = PySequence_Fast_GET_ITEM(iter, i);
#if PY_MAJOR_VERSION >= 3
	if (!PyLong_Check(tmp)) {
#else
	if (!PyInt_Check(tmp)) {
#endif
	  glp_delete_prob(lp);
	  Py_DECREF(iter);
	  PY_ERR_TYPE("non-binary element in I");
	}
#if PY_MAJOR_VERSION >= 3
	int k = PyLong_AS_LONG(tmp);
#else
	int k = PyInt_AS_LONG(tmp);
#endif
	if ((k < 0) || (k >= n)) {
	  glp_delete_prob(lp);
	  Py_DECREF(iter);
	  PY_ERR(PyExc_IndexError, "index element out of range in B");
	}
	glp_set_col_kind(lp, k+1, GLP_BV);
      }

      Py_DECREF(iter);

    }


      switch (glp_intopt(lp,options)){

          case 0:

              x = (matrix *) Matrix_New(n,1,DOUBLE);
              if (!x) {
                  Py_XDECREF(iocpParm);
                  Py_XDECREF(t);
                  glp_delete_prob(lp);
                  return PyErr_NoMemory();
              }
              set_output_string(t,"optimal");
              set_output_string(t,"optimal");

              for (i=0; i<n; i++)
                  MAT_BUFD(x)[i] = glp_mip_col_val(lp, i+1);
              PyTuple_SET_ITEM(t, 1, (PyObject *) x);

              Py_XDECREF(iocpParm);
              glp_delete_prob(lp);
              return (PyObject *) t;

          case GLP_ETMLIM:

              x = (matrix *) Matrix_New(n,1,DOUBLE);
              if (!x) {
                  Py_XDECREF(t);
                  Py_XDECREF(iocpParm);
                  glp_delete_prob(lp);
                  return PyErr_NoMemory();
              }
              set_output_string(t,"time limit exceeded");

              for (i=0; i<n; i++)
                  MAT_BUFD(x)[i] = glp_mip_col_val(lp, i+1);
              PyTuple_SET_ITEM(t, 1, (PyObject *) x);

              Py_XDECREF(iocpParm);
              glp_delete_prob(lp);
              return (PyObject *) t;


          case GLP_EBOUND:
              set_output_string(t,"incorrect bounds");
              break;
          case GLP_EFAIL:
              set_output_string(t,"invalid MIP formulation");
              break;

          case GLP_ENOPFS:
              set_output_string(t,"primal infeasible");
              break;

          case GLP_ENODFS:
              set_output_string(t,"dual infeasible");
              break;

          case GLP_EMIPGAP:
              set_output_string(t,"Relative mip gap tolerance reached");
              break;

              /*case LPX_E_ITLIM:

                set_output_string(t,"maxiters exceeded");
                break;*/

              /*case LPX_E_SING:

                set_output_string(t,"singular or ill-conditioned basis");
                break;*/


          default:

              set_output_string(t,"unknown");
      }

      Py_XDECREF(iocpParm);
    glp_delete_prob(lp);

    PyTuple_SET_ITEM(t, 1, Py_BuildValue(""));
    return (PyObject *) t;
}


static PyMethodDef glpk_functions[] = {
    {"lp", (PyCFunction) simplex, METH_VARARGS|METH_KEYWORDS,
        doc_simplex},
    {"ilp", (PyCFunction) integer, METH_VARARGS|METH_KEYWORDS,
        doc_integer},
    {NULL}  /* Sentinel */
};

#if PY_MAJOR_VERSION >= 3

static PyModuleDef glpk_module_def = {
    PyModuleDef_HEAD_INIT,
    "glpk",
    glpk__doc__,
    -1,
    glpk_functions,
    NULL, NULL, NULL, NULL
};

void addglpkConstants (void)
{
  PyModule_AddIntMacro(glpk_module, GLP_ON);
  PyModule_AddIntMacro(glpk_module,GLP_OFF);

  /* reason codes: */
  PyModule_AddIntMacro(glpk_module,GLP_IROWGEN);
  PyModule_AddIntMacro(glpk_module,GLP_IBINGO);
  PyModule_AddIntMacro(glpk_module,GLP_IHEUR);
  PyModule_AddIntMacro(glpk_module,GLP_ICUTGEN);
  PyModule_AddIntMacro(glpk_module,GLP_IBRANCH);
  PyModule_AddIntMacro(glpk_module,GLP_ISELECT);
  PyModule_AddIntMacro(glpk_module,GLP_IPREPRO);

  /* branch selection indicator: */
  PyModule_AddIntMacro(glpk_module,GLP_NO_BRNCH);
  PyModule_AddIntMacro(glpk_module,GLP_DN_BRNCH);
  PyModule_AddIntMacro(glpk_module,GLP_UP_BRNCH);

  /* return codes: */
  PyModule_AddIntMacro(glpk_module,GLP_EBADB);
  PyModule_AddIntMacro(glpk_module,GLP_ESING);
  PyModule_AddIntMacro(glpk_module,GLP_ECOND);
  PyModule_AddIntMacro(glpk_module,GLP_EBOUND);
  PyModule_AddIntMacro(glpk_module,GLP_EFAIL);
  PyModule_AddIntMacro(glpk_module,GLP_EOBJLL);
  PyModule_AddIntMacro(glpk_module,GLP_EOBJUL);
  PyModule_AddIntMacro(glpk_module,GLP_EITLIM);
  PyModule_AddIntMacro(glpk_module,GLP_ETMLIM);
  PyModule_AddIntMacro(glpk_module,GLP_ENOPFS);
  PyModule_AddIntMacro(glpk_module,GLP_ENODFS);
  PyModule_AddIntMacro(glpk_module,GLP_EROOT);
  PyModule_AddIntMacro(glpk_module,GLP_ESTOP);
  PyModule_AddIntMacro(glpk_module,GLP_EMIPGAP);
  PyModule_AddIntMacro(glpk_module,GLP_ENOFEAS);
  PyModule_AddIntMacro(glpk_module,GLP_ENOCVG);
  PyModule_AddIntMacro(glpk_module,GLP_EINSTAB);
  PyModule_AddIntMacro(glpk_module,GLP_EDATA);
  PyModule_AddIntMacro(glpk_module,GLP_ERANGE);

  /* condition indicator: */
  PyModule_AddIntMacro(glpk_module,GLP_KKT_PE);
  PyModule_AddIntMacro(glpk_module,GLP_KKT_PB);
  PyModule_AddIntMacro(glpk_module,GLP_KKT_DE);
  PyModule_AddIntMacro(glpk_module,GLP_KKT_DB);
  PyModule_AddIntMacro(glpk_module,GLP_KKT_CS);

  /* MPS file format: */
  PyModule_AddIntMacro(glpk_module,GLP_MPS_DECK);
  PyModule_AddIntMacro(glpk_module,GLP_MPS_FILE);

  /* simplex method control parameters */
  /* message level: */
  PyModule_AddIntMacro(glpk_module,GLP_MSG_OFF);
  PyModule_AddIntMacro(glpk_module,GLP_MSG_ERR);
  PyModule_AddIntMacro(glpk_module,GLP_MSG_ON);
  PyModule_AddIntMacro(glpk_module,GLP_MSG_ALL);
  PyModule_AddIntMacro(glpk_module,GLP_MSG_DBG);
  /* simplex method option: */
  PyModule_AddIntMacro(glpk_module,GLP_PRIMAL);
  PyModule_AddIntMacro(glpk_module,GLP_DUALP);
  PyModule_AddIntMacro(glpk_module,GLP_DUAL);
  /* pricing technique: */
  PyModule_AddIntMacro(glpk_module,GLP_PT_STD);
  PyModule_AddIntMacro(glpk_module,GLP_PT_PSE);
  /* ratio test technique: */
  PyModule_AddIntMacro(glpk_module,GLP_RT_STD);
  PyModule_AddIntMacro(glpk_module,GLP_RT_HAR);

  /* interior-point solver control parameters */
  /* ordering algorithm: */
  PyModule_AddIntMacro(glpk_module,GLP_ORD_NONE);
  PyModule_AddIntMacro(glpk_module,GLP_ORD_QMD);
  PyModule_AddIntMacro(glpk_module,GLP_ORD_AMD);
  PyModule_AddIntMacro(glpk_module,GLP_ORD_SYMAMD);
}

PyMODINIT_FUNC PyInit_glpk(void)
{
  if (!(glpk_module = PyModule_Create(&glpk_module_def))) return NULL;
  if (PyType_Ready(&iocp_t) < 0 || (PyType_Ready(&smcp_t) < 0)) return NULL;
  /*  Adding macros */
  addglpkConstants();
  /* Adding  option lists as objects */
  Py_INCREF(&smcp_t);
  PyModule_AddObject(glpk_module,"smcp",(PyObject*)&smcp_t);
  Py_INCREF(&iocp_t);
  PyModule_AddObject(glpk_module,"iocp",(PyObject*)&iocp_t);
  if (import_cvxopt() < 0) return NULL;
  return glpk_module;
}

#else

PyMODINIT_FUNC initglpk(void)
{
    glpk_module = Py_InitModule3("cvxopt.glpk", glpk_functions, 
            glpk__doc__);
    if (PyType_Ready(&iocp_t) < 0 || (PyType_Ready(&smcp_t) < 0)) return NULL;
    addglpkConstants();
    Py_INCREF(&smcp_t);
    PyModule_AddObject(glpk_module,"smcp",(PyObject*)&smcp_t);
    Py_INCREF(&iocp_t);
    PyModule_AddObject(glpk_module,"iocp",(PyObject*)&iocp_t);
    if (import_cvxopt() < 0) return;
}