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;
}
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("");
}
static PyObject* linsolve(PyObject *self, PyObject *args,
PyObject *kwrds)
{
spmatrix *A;
matrix *B;
#if PY_MAJOR_VERSION >= 3
int trans_ = 'N';
#endif
char trans='N';
double info[UMFPACK_INFO];
int oB=0, n, nrhs=-1, ldB=0, k;
void *symbolic, *numeric, *x;
char *kwlist[] = {"A", "B", "trans", "nrhs", "ldB", "offsetB",
NULL};
#if PY_MAJOR_VERSION >= 3
if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OO|Ciii", kwlist,
&A, &B, &trans_, &nrhs, &ldB, &oB)) return NULL;
trans = (char) trans_;
#else
if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OO|ciii", kwlist,
&A, &B, &trans, &nrhs, &ldB, &oB)) return NULL;
#endif
if (!SpMatrix_Check(A) || SP_NROWS(A) != SP_NCOLS(A))
PY_ERR_TYPE("A must be a square sparse matrix");
n = SP_NROWS(A);
if (!Matrix_Check(B) || MAT_ID(B) != SP_ID(A))
PY_ERR_TYPE("B must a dense matrix of the same numeric type "
"as A");
if (nrhs < 0) nrhs = B->ncols;
if (n == 0 || nrhs == 0) return Py_BuildValue("i", 0);
if (ldB == 0) ldB = MAX(1,B->nrows);
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 (trans != 'N' && trans != 'T' && trans != 'C')
err_char("trans", "'N', 'T', 'C'");
if (SP_ID(A) == DOUBLE)
UMFD(symbolic)(n, n, SP_COL(A), SP_ROW(A), SP_VAL(A), &symbolic,
NULL, info);
else
UMFZ(symbolic)(n, n, SP_COL(A), SP_ROW(A), SP_VAL(A), NULL,
&symbolic, NULL, info);
if (info[UMFPACK_STATUS] != UMFPACK_OK){
if (SP_ID(A) == DOUBLE)
UMFD(free_symbolic)(&symbolic);
else
UMFZ(free_symbolic)(&symbolic);
if (info[UMFPACK_STATUS] == UMFPACK_ERROR_out_of_memory)
return PyErr_NoMemory();
else {
snprintf(umfpack_error,20,"%s %i","UMFPACK ERROR",
(int) info[UMFPACK_STATUS]);
PyErr_SetString(PyExc_ValueError, umfpack_error);
return NULL;
}
}
if (SP_ID(A) == DOUBLE) {
UMFD(numeric)(SP_COL(A), SP_ROW(A), SP_VAL(A), symbolic,
&numeric, NULL, info);
UMFD(free_symbolic)(&symbolic);
} else {
UMFZ(numeric)(SP_COL(A), SP_ROW(A), SP_VAL(A), NULL, symbolic,
&numeric, NULL, info);
UMFZ(free_symbolic)(&symbolic);
}
if (info[UMFPACK_STATUS] != UMFPACK_OK){
if (SP_ID(A) == DOUBLE)
UMFD(free_numeric)(&numeric);
else
UMFZ(free_numeric)(&numeric);
if (info[UMFPACK_STATUS] == UMFPACK_ERROR_out_of_memory)
return PyErr_NoMemory();
else {
if (info[UMFPACK_STATUS] == UMFPACK_WARNING_singular_matrix)
PyErr_SetString(PyExc_ArithmeticError, "singular "
"matrix");
else {
snprintf(umfpack_error,20,"%s %i","UMFPACK ERROR",
(int) info[UMFPACK_STATUS]);
PyErr_SetString(PyExc_ValueError, umfpack_error);
}
return NULL;
}
}
if (!(x = malloc(n*E_SIZE[SP_ID(A)]))) {
if (SP_ID(A) == DOUBLE)
UMFD(free_numeric)(&numeric);
else
UMFZ(free_numeric)(&numeric);
return PyErr_NoMemory();
}
for (k=0; k<nrhs; k++){
if (SP_ID(A) == DOUBLE)
UMFD(solve)(trans == 'N' ? UMFPACK_A: UMFPACK_Aat,
SP_COL(A), SP_ROW(A), SP_VAL(A), x,
MAT_BUFD(B) + k*ldB + oB, numeric, NULL, info);
else
UMFZ(solve)(trans == 'N' ? UMFPACK_A: trans == 'C' ?
UMFPACK_At : UMFPACK_Aat, SP_COL(A), SP_ROW(A),
SP_VAL(A), NULL, x, NULL,
(double *)(MAT_BUFZ(B) + k*ldB + oB), NULL, numeric,
NULL, info);
if (info[UMFPACK_STATUS] == UMFPACK_OK)
memcpy(B->buffer + (k*ldB + oB)*E_SIZE[SP_ID(A)], x,
n*E_SIZE[SP_ID(A)]);
else
break;
}
free(x);
if (SP_ID(A) == DOUBLE)
UMFD(free_numeric)(&numeric);
else
UMFZ(free_numeric)(&numeric);
if (info[UMFPACK_STATUS] != UMFPACK_OK){
if (info[UMFPACK_STATUS] == UMFPACK_ERROR_out_of_memory)
return PyErr_NoMemory();
else {
if (info[UMFPACK_STATUS] == UMFPACK_WARNING_singular_matrix)
PyErr_SetString(PyExc_ArithmeticError, "singular "
"matrix");
else {
snprintf(umfpack_error,20,"%s %i","UMFPACK ERROR",
(int) info[UMFPACK_STATUS]);
PyErr_SetString(PyExc_ValueError, umfpack_error);
}
return NULL;
}
}
return Py_BuildValue("");
}
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
}
static int set_defaults(double *control)
{
int_t pos=0;
int param_id;
PyObject *param, *key, *value;
#if PY_MAJOR_VERSION < 3
char *keystr;
#endif
char err_str[100];
amd_defaults(control);
if (!(param = PyObject_GetAttrString(amd_module, "options")) ||
!PyDict_Check(param)){
PyErr_SetString(PyExc_AttributeError, "missing amd.options"
"dictionary");
return 0;
}
while (PyDict_Next(param, &pos, &key, &value))
#if PY_MAJOR_VERSION >= 3
if ((PyUnicode_Check(key)) &&
get_param_idx(_PyUnicode_AsString(key),¶m_id)) {
if (!PyLong_Check(value) && !PyFloat_Check(value)){
sprintf(err_str, "invalid value for AMD parameter: %-.20s",
_PyUnicode_AsString(key));
#else
if ((keystr = PyString_AsString(key)) && get_param_idx(keystr,
¶m_id)) {
if (!PyInt_Check(value) && !PyFloat_Check(value)){
sprintf(err_str, "invalid value for AMD parameter: "
"%-.20s", keystr);
#endif
PyErr_SetString(PyExc_ValueError, err_str);
Py_DECREF(param);
return 0;
}
control[param_id] = PyFloat_AsDouble(value);
}
Py_DECREF(param);
return 1;
}
static char doc_order[] =
"Computes the approximate minimum degree ordering of a square "
"matrix.\n\n"
"p = order(A, uplo='L')\n\n"
"PURPOSE\n"
"Computes a permutation p that reduces fill-in in the Cholesky\n"
"factorization of A[p,p].\n\n"
"ARGUMENTS\n"
"A square sparse matrix\n\n"
"uplo 'L' or 'U'. If uplo is 'L', the lower triangular part\n"
" of A is used and the upper triangular is ignored. If\n"
" uplo is 'U', the upper triangular part is used and the\n"
" lower triangular part is ignored.\n\n"
"p 'i' matrix of length equal to the order of A";
static PyObject* order_c(PyObject *self, PyObject *args, PyObject *kwrds)
{
spmatrix *A;
matrix *perm;
#if PY_MAJOR_VERSION >= 3
int uplo_ = 'L';
#endif
char uplo = 'L';
int j, k, n, nnz, alloc=0, info;
int_t *rowind=NULL, *colptr=NULL;
double control[AMD_CONTROL];
char *kwlist[] = {"A", "uplo", NULL};
#if PY_MAJOR_VERSION >= 3
if (!PyArg_ParseTupleAndKeywords(args, kwrds, "O|C", kwlist, &A,
&uplo_)) return NULL;
uplo = (char) uplo_;
#else
if (!PyArg_ParseTupleAndKeywords(args, kwrds, "O|c", kwlist, &A,
&uplo)) return NULL;
#endif
if (!set_defaults(control)) return NULL;
if (!SpMatrix_Check(A) || SP_NROWS(A) != SP_NCOLS(A)){
PyErr_SetString(PyExc_TypeError, "A must be a square sparse "
"matrix");
return NULL;
}
if (uplo != 'U' && uplo != 'L') err_char("uplo", "'L', 'U'");
if (!(perm = (matrix *) Matrix_New((int)SP_NROWS(A),1,INT)))
return PyErr_NoMemory();
n = SP_NROWS(A);
for (nnz=0, j=0; j<n; j++) {
if (uplo == 'L'){
for (k=SP_COL(A)[j]; k<SP_COL(A)[j+1] && SP_ROW(A)[k]<j; k++);
nnz += SP_COL(A)[j+1] - k;
}
else {
for (k=SP_COL(A)[j]; k<SP_COL(A)[j+1] && SP_ROW(A)[k] <= j;
k++);
nnz += k - SP_COL(A)[j];
}
}
if (nnz == SP_NNZ(A)){
colptr = (int_t *) SP_COL(A);
rowind = (int_t *) SP_ROW(A);
}
else {
alloc = 1;
colptr = (int_t *) calloc(n+1, sizeof(int_t));
rowind = (int_t *) calloc(nnz, sizeof(int_t));
if (!colptr || !rowind) {
Py_XDECREF(perm); free(colptr); free(rowind);
return PyErr_NoMemory();
}
colptr[0] = 0;
for (j=0; j<n; j++) {
if (uplo == 'L'){
for (k=SP_COL(A)[j]; k<SP_COL(A)[j+1] && SP_ROW(A)[k] < j;
k++);
nnz = SP_COL(A)[j+1] - k;
colptr[j+1] = colptr[j] + nnz;
memcpy(rowind + colptr[j], (int_t *) SP_ROW(A) + k,
nnz*sizeof(int_t));
}
else {
for (k=SP_COL(A)[j]; k<SP_COL(A)[j+1] && SP_ROW(A)[k] <= j;
k++);
nnz = k - SP_COL(A)[j];
colptr[j+1] = colptr[j] + nnz;
memcpy(rowind + colptr[j], (int_t *) (SP_ROW(A) +
SP_COL(A)[j]), nnz*sizeof(int_t));
}
}
}
info = amd_order(n, colptr, rowind, MAT_BUFI(perm), control, NULL);
if (alloc){
free(colptr);
free(rowind);
}
switch (info) {
case AMD_OUT_OF_MEMORY:
Py_XDECREF(perm);
return PyErr_NoMemory();
case AMD_INVALID:
Py_XDECREF(perm);
return Py_BuildValue("");
case AMD_OK:
return (PyObject *) perm;
}
return Py_BuildValue("");
}
static PyMethodDef amd_functions[] = {
{"order", (PyCFunction) order_c, METH_VARARGS|METH_KEYWORDS, doc_order},
{NULL} /* Sentinel */
};
#if PY_MAJOR_VERSION >= 3
static PyModuleDef amd_module_def = {
PyModuleDef_HEAD_INIT,
"amd",
amd__doc__,
-1,
amd_functions,
NULL, NULL, NULL, NULL
};
PyMODINIT_FUNC PyInit_amd(void)
{
if (!(amd_module = PyModule_Create(&amd_module_def))) return NULL;
PyModule_AddObject(amd_module, "options", PyDict_New());
if (import_cvxopt() < 0) return NULL;
return amd_module;
}
#else
PyMODINIT_FUNC initamd(void)
{
amd_module = Py_InitModule3("cvxopt.amd", amd_functions, amd__doc__);
PyModule_AddObject(amd_module, "options", PyDict_New());
if (import_cvxopt() < 0) return;
}