Exemplo n.º 1
0
/* cs_lusol: solve A*x=b using a sparse LU factorization */
void mexFunction
(
    int nargout,
    mxArray *pargout [ ],
    int nargin,
    const mxArray *pargin [ ]
)
{
    double tol ;
    CS_INT order ;
    if (nargout > 1 || nargin < 2 || nargin > 4)
    {
        mexErrMsgTxt ("Usage: x = cs_lusol(A,b,order,tol)") ;
    }
    order = (nargin < 3) ? 2 : mxGetScalar (pargin [2]) ;
    order = CS_MAX (order, 0) ;
    order = CS_MIN (order, 3) ;
    if (nargin == 2)
    {
        tol = 1 ;                           /* normal partial pivoting */
    }
    else if (nargin == 3)
    {
        tol = (order == 1) ? 0.001 : 1 ;    /* tol = 0.001 for amd(A+A') */
    }
    else
    {
        tol = mxGetScalar (pargin [3]) ;
    }
    if (mxIsComplex (pargin [0]) || mxIsComplex (pargin [1]))
    {
#ifndef NCOMPLEX
        cs_cl *A, Amatrix ;
        cs_complex_t *x ;
        A = cs_cl_mex_get_sparse (&Amatrix, 1, pargin [0]) ;    /* get A */
        x = cs_cl_mex_get_double (A->n, pargin [1]) ;           /* x = b */
        if (!cs_cl_lusol (order, A, x, tol))                    /* x = A\x */
        {
            mexErrMsgTxt ("failed (singular or out of memory)") ;
        }
        cs_cl_free (A->x) ;     /* complex copy no longer needed */
        pargout [0] = cs_cl_mex_put_double (A->n, x) ;          /* return x */
#else
        mexErrMsgTxt ("complex matrices not supported") ;
#endif
    }
    else
    {
        cs_dl *A, Amatrix ;
        double *x, *b ;
        A = cs_dl_mex_get_sparse (&Amatrix, 1, 1, pargin [0]) ;    /* get A */
        b = cs_dl_mex_get_double (A->n, pargin [1]) ;           /* get b */
        x = cs_dl_mex_put_double (A->n, b, &(pargout [0])) ;    /* x = b */
        if (!cs_dl_lusol (order, A, x, tol))                    /* x = A\x */
        {
            mexErrMsgTxt ("failed (singular or out of memory)") ;
        }
    }
}
Exemplo n.º 2
0
/* cs_qrsol: solve least squares or underdetermined problem */
void mexFunction
(
    int nargout,
    mxArray *pargout [ ],
    int nargin,
    const mxArray *pargin [ ]
)
{
    CS_INT k, order ;
    if (nargout > 1 || nargin < 2 || nargin > 3)
    {
        mexErrMsgTxt ("Usage: x = cs_qrsol(A,b,order)") ;
    }
    order = (nargin < 3) ? 3 : mxGetScalar (pargin [2]) ;
    order = CS_MAX (order, 0) ;
    order = CS_MIN (order, 3) ;

    if (mxIsComplex (pargin [0]) || mxIsComplex (pargin [1]))
    {
#ifndef NCOMPLEX
        cs_cl *A, Amatrix ;
        cs_complex_t *x, *b ;
        A = cs_cl_mex_get_sparse (&Amatrix, 0, pargin [0]) ;    /* get A */
        b = cs_cl_mex_get_double (A->m, pargin [1]) ;           /* get b */
        x = cs_dl_calloc (CS_MAX (A->m, A->n), sizeof (cs_complex_t)) ;
        for (k = 0 ; k < A->m ; k++) x [k] = b [k] ;            /* x = b */
        cs_free (b) ;
        if (!cs_cl_qrsol (order, A, x))                         /* x = A\x */
        {
            mexErrMsgTxt ("QR solve failed") ;
        }
        pargout [0] = cs_cl_mex_put_double (A->n, x) ;          /* return x */
#else
        mexErrMsgTxt ("complex matrices not supported") ;
#endif
    }
    else
    {
        cs_dl *A, Amatrix ;
        double *x, *b ;
        A = cs_dl_mex_get_sparse (&Amatrix, 0, 1, pargin [0]) ;     /* get A */
        b = cs_dl_mex_get_double (A->m, pargin [1]) ;               /* get b */
        x = cs_dl_calloc (CS_MAX (A->m, A->n), sizeof (double)) ;   /* x = b */
        for (k = 0 ; k < A->m ; k++) x [k] = b [k] ;
        if (!cs_dl_qrsol (order, A, x))                         /* x = A\x */
        {
            mexErrMsgTxt ("QR solve failed") ;
        }
        cs_dl_mex_put_double (A->n, x, &(pargout [0])) ;        /* return x */
        cs_free (x) ;
    }
}
Exemplo n.º 3
0
/* cs_sqr: symbolic sparse QR factorization */
void mexFunction
(
    int nargout,
    mxArray *pargout [ ],
    int nargin,
    const mxArray *pargin [ ]
)
{
    double s ;
    cs_dls *S ;
    cs_dl Amatrix, *A ;
    CS_INT m, n, order, *p ;
    if (nargout > 7 || nargin != 1)
    {
        mexErrMsgTxt ("Usage: [vnz,rnz,parent,c,leftmost,p,q] = cs_sqr(A)") ;
    }
    A = cs_dl_mex_get_sparse (&Amatrix, 0, 1, pargin [0]) ;     /* get A */
    m = A->m ;
    n = A->n ;
    if (m < n) mexErrMsgTxt ("A must have # rows >= # columns") ;
    order = (nargout == 7) ? 3 : 0 ;        /* determine ordering */
    S = cs_dl_sqr (order, A, 1) ;           /* symbolic QR ordering & analysis*/
    if (!S) mexErrMsgTxt ("cs_sqr failed") ;
    s = S->lnz ;
    cs_dl_mex_put_double (1, &s, &(pargout [0])) ;          /* return nnz(V) */
    s = S->unz ;
    cs_dl_mex_put_double (1, &s, &(pargout [1])) ;          /* return nnz(R) */
    pargout [2] = cs_dl_mex_put_int (S->parent, n, 1, 0) ;  /* return parent */
    pargout [3] = cs_dl_mex_put_int (S->cp, n, 0, 0) ;      /* return c */
    pargout [4] = cs_dl_mex_put_int (S->leftmost, m, 1, 0) ;/* return leftmost*/
    p = cs_dl_pinv (S->pinv, S->m2) ;                       /* p = pinv' */
    pargout [5] = cs_dl_mex_put_int (p, S->m2, 1, 1) ;      /* return p */
    if (nargout > 6)
    {
        pargout [6] = cs_dl_mex_put_int (S->q, n, 1, 0) ;   /* return q */
    }
    cs_dl_sfree (S) ;
}
Exemplo n.º 4
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) ;
    }
}