Exemplo n.º 1
0
/* read a problem from a file; use %g for integers to avoid cs_long_t conflicts */
problem *get_problem (FILE *f, double tol)
{
    cs_cl *T, *A, *C ;
    cs_long_t sym, m, n, mn, nz1, nz2 ;
    problem *Prob ;
    Prob = cs_cl_calloc (1, sizeof (problem)) ;
    if (!Prob) return (NULL) ;
    T = cs_cl_load (f) ;                   /* load triplet matrix T from a file */
    Prob->A = A = cs_cl_compress (T) ;     /* A = compressed-column form of T */
    cs_cl_spfree (T) ;                     /* clear T */
    if (!cs_cl_dupl (A)) return (free_problem (Prob)) ; /* sum up duplicates */
    Prob->sym = sym = is_sym (A) ;      /* determine if A is symmetric */
    m = A->m ; n = A->n ;
    mn = CS_MAX (m,n) ;
    nz1 = A->p [n] ;
    cs_cl_dropzeros (A) ;                  /* drop zero entries */
    nz2 = A->p [n] ;
    if (tol > 0) cs_cl_droptol (A, tol) ;  /* drop tiny entries (just to test) */
    Prob->C = C = sym ? make_sym (A) : A ;  /* C = A + triu(A,1)', or C=A */
    if (!C) return (free_problem (Prob)) ;
    printf ("\n--- Matrix: %g-by-%g, nnz: %g (sym: %g: nnz %g), norm: %8.2e\n",
            (double) m, (double) n, (double) (A->p [n]), (double) sym,
            (double) (sym ? C->p [n] : 0), cs_cl_norm (C)) ;
    if (nz1 != nz2) printf ("zero entries dropped: %g\n", (double) (nz1 - nz2));
    if (nz2 != A->p [n]) printf ("tiny entries dropped: %g\n",
            (double) (nz2 - A->p [n])) ;
    Prob->b = cs_cl_malloc (mn, sizeof (cs_complex_t)) ;
    Prob->x = cs_cl_malloc (mn, sizeof (cs_complex_t)) ;
    Prob->resid = cs_cl_malloc (mn, sizeof (cs_complex_t)) ;
    return ((!Prob->b || !Prob->x || !Prob->resid) ? free_problem (Prob) : Prob) ;
}
Exemplo n.º 2
0
/* cs_sparse: convert triplet form into compress-column form sparse matrix */
void mexFunction
(
    int nargout,
    mxArray *pargout [ ],
    int nargin,
    const mxArray *pargin [ ]
)
{
    if (nargout > 1 || nargin != 3)
    {
        mexErrMsgTxt ("Usage: A = cs_sparse(i,j,x)") ;
    }
    if (mxIsComplex (pargin [2]))
    {
#ifndef NCOMPLEX
        cs_cl *A, *C, *T, Tmatrix ;
        T = &Tmatrix ;                  /* get i,j,x and copy to triplet form */
        T->nz = mxGetM (pargin [0]) ;
        T->p = cs_dl_mex_get_int (T->nz, pargin [0], &(T->n), 1) ;
        T->i = cs_dl_mex_get_int (T->nz, pargin [1], &(T->m), 1) ;
        cs_mex_check (1, T->nz, 1, 0, 0, 1, pargin [2]) ;
        T->x = cs_cl_mex_get_double (T->nz, pargin [2]) ;
        T->nzmax = T->nz ;
        C = cs_cl_compress (T) ;                /* create sparse matrix C */
        cs_cl_dupl (C) ;                        /* remove duplicates from C */
        cs_cl_dropzeros (C) ;                   /* remove zeros from C */
        A = cs_cl_transpose (C, -1) ;           /* A=C.' */
        cs_cl_spfree (C) ;
        pargout [0] = cs_cl_mex_put_sparse (&A) ;       /* return A */
        cs_free (T->p) ;
        cs_free (T->i) ;
        cs_free (T->x) ;                        /* free copy of complex values*/
#else
        mexErrMsgTxt ("complex matrices not supported") ;
#endif
    }
    else
    {
        cs_dl *A, *C, *T, Tmatrix ;
        T = &Tmatrix ;                  /* get i,j,x and copy to triplet form */
        T->nz = mxGetM (pargin [0]) ;
        T->p = cs_dl_mex_get_int (T->nz, pargin [0], &(T->n), 1) ;
        T->i = cs_dl_mex_get_int (T->nz, pargin [1], &(T->m), 1) ;
        cs_mex_check (1, T->nz, 1, 0, 0, 1, pargin [2]) ;
        T->x = mxGetPr (pargin [2]) ;
        T->nzmax = T->nz ;
        C = cs_dl_compress (T) ;                /* create sparse matrix C */
        cs_dl_dupl (C) ;                        /* remove duplicates from C */
        cs_dl_dropzeros (C) ;                   /* remove zeros from C */
        A = cs_dl_transpose (C, 1) ;            /* A=C' */
        cs_dl_spfree (C) ;
        pargout [0] = cs_dl_mex_put_sparse (&A) ;       /* return A */
        cs_free (T->p) ;
        cs_free (T->i) ;
    }
}
Exemplo n.º 3
0
void mexFunction
(
    int nargout,
    mxArray *pargout [ ],
    int nargin,
    const mxArray *pargin [ ]
)
{
    if (nargout > 1 || nargin < 2 || nargin > 4)
    {
        mexErrMsgTxt ("Usage: C = cs_add(A,B,alpha,beta)") ;
    }
    if (mxIsComplex (pargin [0]) || mxIsComplex (pargin [1])
        || (nargin > 2 && mxIsComplex (pargin [2]))
        || (nargin > 3 && mxIsComplex (pargin [3])))
    {
#ifndef NCOMPLEX
        cs_complex_t alpha, beta ;
        cs_cl Amatrix, Bmatrix, *A, *B, *C, *D ;
        A = cs_cl_mex_get_sparse (&Amatrix, 0, pargin [0]) ;    /* get A */
        B = cs_cl_mex_get_sparse (&Bmatrix, 0, pargin [1]) ;    /* get B */
        alpha = (nargin < 3) ? 1 : get_complex (pargin [2]) ;   /* get alpha */
        beta  = (nargin < 4) ? 1 : get_complex (pargin [3]) ;   /* get beta */
        C = cs_cl_add (A,B,alpha,beta) ;    /* C = alpha*A + beta *B */
        cs_cl_dropzeros (C) ;           /* drop zeros */
        D = cs_cl_transpose (C, 1) ;    /* sort result via double transpose */
        cs_cl_spfree (C) ;
        C = cs_cl_transpose (D, 1) ;
        cs_cl_spfree (D) ;
        pargout [0] = cs_cl_mex_put_sparse (&C) ;       /* return C */
#else
        mexErrMsgTxt ("complex matrices not supported") ;
#endif
    }
    else
    {
        double alpha, beta ;
        cs_dl Amatrix, Bmatrix, *A, *B, *C, *D ;
        A = cs_dl_mex_get_sparse (&Amatrix, 0, 1, pargin [0]) ;    /* get A */
        B = cs_dl_mex_get_sparse (&Bmatrix, 0, 1, pargin [1]) ;    /* get B */
        alpha = (nargin < 3) ? 1 : mxGetScalar (pargin [2]) ;   /* get alpha */
        beta  = (nargin < 4) ? 1 : mxGetScalar (pargin [3]) ;   /* get beta */
        C = cs_dl_add (A,B,alpha,beta) ;        /* C = alpha*A + beta *B */
        cs_dl_dropzeros (C) ;           /* drop zeros */
        D = cs_dl_transpose (C, 1) ;    /* sort result via double transpose */
        cs_dl_spfree (C) ;
        C = cs_dl_transpose (D, 1) ;
        cs_dl_spfree (D) ;
        pargout [0] = cs_dl_mex_put_sparse (&C) ;       /* return C */
    }
}
Exemplo n.º 4
0
/* cs_lu: sparse LU factorization, with optional fill-reducing ordering */
void mexFunction
(
    int nargout,
    mxArray *pargout [ ],
    int nargin,
    const mxArray *pargin [ ]
)
{
    CS_INT n, order, *p ;
    double tol ;
    if (nargout > 4 || nargin > 3 || nargin < 1)
    {
        mexErrMsgTxt ("Usage: [L,U,p,q] = cs_lu (A,tol)") ;
    }
    if (nargin == 2)                        /* determine tol and ordering */
    {
        tol = mxGetScalar (pargin [1]) ;
        order = (nargout == 4) ? 1 : 0 ;    /* amd (A+A'), or natural */
    }
    else
    {
        tol = 1 ;
        order = (nargout == 4) ? 2 : 0 ;    /* amd(S'*S) w/dense rows or I */
    }
    if (mxIsComplex (pargin [0]))
    {
#ifndef NCOMPLEX
        cs_cls *S ;
        cs_cln *N ;
        cs_cl Amatrix, *A, *D ;
        A = cs_cl_mex_get_sparse (&Amatrix, 1, pargin [0]) ;    /* get A */
        n = A->n ;
        S = cs_cl_sqr (order, A, 0) ;       /* symbolic ordering, no QR bound */
        N = cs_cl_lu (A, S, tol) ;          /* numeric factorization */
        if (!N) mexErrMsgTxt ("cs_lu failed (singular, or out of memory)") ;
        cs_cl_free (A->x) ;                 /* complex copy no longer needed */
        cs_cl_dropzeros (N->L) ;            /* drop zeros from L and sort it */
        D = cs_cl_transpose (N->L, 1) ;
        cs_cl_spfree (N->L) ;
        N->L = cs_cl_transpose (D, 1) ;
        cs_cl_spfree (D) ;
        cs_cl_dropzeros (N->U) ;            /* drop zeros from U and sort it */
        D = cs_cl_transpose (N->U, 1) ;
        cs_cl_spfree (N->U) ;
        N->U = cs_cl_transpose (D, 1) ;
        cs_cl_spfree (D) ;
        p = cs_cl_pinv (N->pinv, n) ;                       /* p=pinv' */
        pargout [0] = cs_cl_mex_put_sparse (&(N->L)) ;      /* return L */
        pargout [1] = cs_cl_mex_put_sparse (&(N->U)) ;      /* return U */
        pargout [2] = cs_dl_mex_put_int (p, n, 1, 1) ;      /* return p */
        /* return Q */
        if (nargout == 4) pargout [3] = cs_dl_mex_put_int (S->q, n, 1, 0) ;
        cs_cl_nfree (N) ;
        cs_cl_sfree (S) ;
#else
        mexErrMsgTxt ("complex matrices not supported") ;
#endif
    }
    else
    {
        cs_dls *S ;
        cs_dln *N ;
        cs_dl Amatrix, *A, *D ;
        A = cs_dl_mex_get_sparse (&Amatrix, 1, 1, pargin [0]) ; /* get A */
        n = A->n ;
        S = cs_dl_sqr (order, A, 0) ;       /* symbolic ordering, no QR bound */
        N = cs_dl_lu (A, S, tol) ;          /* numeric factorization */
        if (!N) mexErrMsgTxt ("cs_lu failed (singular, or out of memory)") ;
        cs_dl_dropzeros (N->L) ;            /* drop zeros from L and sort it */
        D = cs_dl_transpose (N->L, 1) ;
        cs_dl_spfree (N->L) ;
        N->L = cs_dl_transpose (D, 1) ;
        cs_dl_spfree (D) ;
        cs_dl_dropzeros (N->U) ;            /* drop zeros from U and sort it */
        D = cs_dl_transpose (N->U, 1) ;
        cs_dl_spfree (N->U) ;
        N->U = cs_dl_transpose (D, 1) ;
        cs_dl_spfree (D) ;
        p = cs_dl_pinv (N->pinv, n) ;                       /* p=pinv' */
        pargout [0] = cs_dl_mex_put_sparse (&(N->L)) ;      /* return L */
        pargout [1] = cs_dl_mex_put_sparse (&(N->U)) ;      /* return U */
        pargout [2] = cs_dl_mex_put_int (p, n, 1, 1) ;      /* return p */
        /* return Q */
        if (nargout == 4) pargout [3] = cs_dl_mex_put_int (S->q, n, 1, 0) ;
        cs_dl_nfree (N) ;
        cs_dl_sfree (S) ;
    }
}
Exemplo n.º 5
0
/* cs_qr: sparse QR factorization */
void mexFunction
(
    int nargout,
    mxArray *pargout [ ],
    int nargin,
    const mxArray *pargin [ ]
)
{
    CS_INT m, n, order, *p ;
    if (nargout > 5 || nargin != 1)
    {
        mexErrMsgTxt ("Usage: [V,beta,p,R,q] = cs_qr(A)") ;
    }
    order = (nargout == 5) ? 3 : 0 ;        /* determine ordering */
    m = mxGetM (pargin [0]) ;
    n = mxGetN (pargin [0]) ;
    if (m < n) mexErrMsgTxt ("A must have # rows >= # columns") ;
    if (mxIsComplex (pargin [0]))
    {
#ifndef NCOMPLEX
        cs_cls *S ;
        cs_cln *N ;
        cs_cl Amatrix, *A, *D ;
        A = cs_cl_mex_get_sparse (&Amatrix, 0, pargin [0]) ;    /* get A */
        S = cs_cl_sqr (order, A, 1) ;       /* symbolic QR ordering & analysis*/
        N = cs_cl_qr (A, S) ;               /* numeric QR factorization */
        cs_free (A->x) ;
        if (!N) mexErrMsgTxt ("qr failed") ;
        cs_cl_dropzeros (N->L) ;            /* drop zeros from V and sort */
        D = cs_cl_transpose (N->L, 1) ;
        cs_cl_spfree (N->L) ;
        N->L = cs_cl_transpose (D, 1) ;
        cs_cl_spfree (D) ;
        cs_cl_dropzeros (N->U) ;            /* drop zeros from R and sort */
        D = cs_cl_transpose (N->U, 1) ;
        cs_cl_spfree (N->U) ;
        N->U = cs_cl_transpose (D, 1) ;
        cs_cl_spfree (D) ;
        m = N->L->m ;                               /* m may be larger now */
        p = cs_cl_pinv (S->pinv, m) ;                   /* p = pinv' */
        pargout [0] = cs_cl_mex_put_sparse (&(N->L)) ;  /* return V */
        cs_dl_mex_put_double (n, N->B, &(pargout [1])) ;   /* return beta */
        pargout [2] = cs_dl_mex_put_int (p, m, 1, 1) ;  /* return p */
        pargout [3] = cs_cl_mex_put_sparse (&(N->U)) ;  /* return R */
        pargout [4] = cs_dl_mex_put_int (S->q, n, 1, 0) ;  /* return q */
        cs_cl_nfree (N) ;
        cs_cl_sfree (S) ;
#else
        mexErrMsgTxt ("complex matrices not supported") ;
#endif
    }
    else
    {
        cs_dls *S ;
        cs_dln *N ;
        cs_dl Amatrix, *A, *D ;
        A = cs_dl_mex_get_sparse (&Amatrix, 0, 1, pargin [0]) ; /* get A */
        S = cs_dl_sqr (order, A, 1) ;       /* symbolic QR ordering & analysis*/
        N = cs_dl_qr (A, S) ;               /* numeric QR factorization */
        if (!N) mexErrMsgTxt ("qr failed") ;
        cs_dl_dropzeros (N->L) ;            /* drop zeros from V and sort */
        D = cs_dl_transpose (N->L, 1) ;
        cs_dl_spfree (N->L) ;
        N->L = cs_dl_transpose (D, 1) ;
        cs_dl_spfree (D) ;
        cs_dl_dropzeros (N->U) ;            /* drop zeros from R and sort */
        D = cs_dl_transpose (N->U, 1) ;
        cs_dl_spfree (N->U) ;
        N->U = cs_dl_transpose (D, 1) ;
        cs_dl_spfree (D) ;
        m = N->L->m ;                               /* m may be larger now */
        p = cs_dl_pinv (S->pinv, m) ;                   /* p = pinv' */
        pargout [0] = cs_dl_mex_put_sparse (&(N->L)) ;  /* return V */
        cs_dl_mex_put_double (n, N->B, &(pargout [1])) ;   /* return beta */
        pargout [2] = cs_dl_mex_put_int (p, m, 1, 1) ;  /* return p */
        pargout [3] = cs_dl_mex_put_sparse (&(N->U)) ;  /* return R */
        pargout [4] = cs_dl_mex_put_int (S->q, n, 1, 0) ;  /* return q */
        cs_dl_nfree (N) ;
        cs_dl_sfree (S) ;
    }
}