Пример #1
0
void tlin::factorize(SuperMatrix *A, SuperFactors *&F, superlu_options_t *opt) {
  assert(A->nrow == A->ncol);
  int n = A->nrow;

  if (!F) F = (SuperFactors *)SUPERLU_MALLOC(sizeof(SuperFactors));

  if (!opt) opt = &defaultOpt;

  F->perm_c = intMalloc(n);

  get_perm_c(3, A, F->perm_c);

  SuperMatrix AC;
  int *etree = intMalloc(n);

  sp_preorder(opt, A, F->perm_c, etree, &AC);

  F->L      = (SuperMatrix *)SUPERLU_MALLOC(sizeof(SuperMatrix));
  F->U      = (SuperMatrix *)SUPERLU_MALLOC(sizeof(SuperMatrix));
  F->perm_r = intMalloc(n);

  SuperLUStat_t stat;
  StatInit(&stat);

  int result;
  dgstrf(opt, &AC, sp_ienv(1), sp_ienv(2), etree, NULL, 0, F->perm_c, F->perm_r,
         F->L, F->U, &stat, &result);

  StatFree(&stat);

  Destroy_CompCol_Permuted(&AC);
  SUPERLU_FREE(etree);

  if (result != 0) freeF(F), F = 0;
}
Пример #2
0
main(int argc, char *argv[])
{
/* 
 * Purpose
 * =======
 *
 * SDRIVE is the main test program for the FLOAT linear 
 * equation driver routines SGSSV and SGSSVX.
 * 
 * The program is invoked by a shell script file -- stest.csh.
 * The output from the tests are written into a file -- stest.out.
 *
 * =====================================================================
 */
    float         *a, *a_save;
    int            *asub, *asub_save;
    int            *xa, *xa_save;
    SuperMatrix  A, B, X, L, U;
    SuperMatrix  ASAV, AC;
    GlobalLU_t   Glu; /* Not needed on return. */
    mem_usage_t    mem_usage;
    int            *perm_r; /* row permutation from partial pivoting */
    int            *perm_c, *pc_save; /* column permutation */
    int            *etree;
    float  zero = 0.0;
    float         *R, *C;
    float         *ferr, *berr;
    float         *rwork;
    float	   *wwork;
    void           *work;
    int            info, lwork, nrhs, panel_size, relax;
    int            m, n, nnz;
    float         *xact;
    float         *rhsb, *solx, *bsav;
    int            ldb, ldx;
    float         rpg, rcond;
    int            i, j, k1;
    float         rowcnd, colcnd, amax;
    int            maxsuper, rowblk, colblk;
    int            prefact, nofact, equil, iequed;
    int            nt, nrun, nfail, nerrs, imat, fimat, nimat;
    int            nfact, ifact, itran;
    int            kl, ku, mode, lda;
    int            zerot, izero, ioff;
    double         u;
    float         anorm, cndnum;
    float         *Afull;
    float         result[NTESTS];
    superlu_options_t options;
    fact_t         fact;
    trans_t        trans;
    SuperLUStat_t  stat;
    static char    matrix_type[8];
    static char    equed[1], path[4], sym[1], dist[1];
    FILE           *fp;

    /* Fixed set of parameters */
    int            iseed[]  = {1988, 1989, 1990, 1991};
    static char    equeds[]  = {'N', 'R', 'C', 'B'};
    static fact_t  facts[] = {FACTORED, DOFACT, SamePattern,
			      SamePattern_SameRowPerm};
    static trans_t transs[]  = {NOTRANS, TRANS, CONJ};

    /* Some function prototypes */ 
    extern int sgst01(int, int, SuperMatrix *, SuperMatrix *, 
		      SuperMatrix *, int *, int *, float *);
    extern int sgst02(trans_t, int, int, int, SuperMatrix *, float *,
                      int, float *, int, float *resid);
    extern int sgst04(int, int, float *, int, 
                      float *, int, float rcond, float *resid);
    extern int sgst07(trans_t, int, int, SuperMatrix *, float *, int,
                         float *, int, float *, int, 
                         float *, float *, float *);
    extern int slatb4_slu(char *, int *, int *, int *, char *, int *, int *, 
	               float *, int *, float *, char *);
    extern int slatms_slu(int *, int *, char *, int *, char *, float *d,
                       int *, float *, float *, int *, int *,
                       char *, float *, int *, float *, int *);
    extern int sp_sconvert(int, int, float *, int, int, int,
	                   float *a, int *, int *, int *);


    /* Executable statements */

    strcpy(path, "SGE");
    nrun  = 0;
    nfail = 0;
    nerrs = 0;

    /* Defaults */
    lwork      = 0;
    n          = 1;
    nrhs       = 1;
    panel_size = sp_ienv(1);
    relax      = sp_ienv(2);
    u          = 1.0;
    strcpy(matrix_type, "LA");
    parse_command_line(argc, argv, matrix_type, &n,
		       &panel_size, &relax, &nrhs, &maxsuper,
		       &rowblk, &colblk, &lwork, &u, &fp);
    if ( lwork > 0 ) {
	work = SUPERLU_MALLOC(lwork);
	if ( !work ) {
	    fprintf(stderr, "expert: cannot allocate %d bytes\n", lwork);
	    exit (-1);
	}
    }

    /* Set the default input options. */
    set_default_options(&options);
    options.DiagPivotThresh = u;
    options.PrintStat = NO;
    options.PivotGrowth = YES;
    options.ConditionNumber = YES;
    options.IterRefine = SLU_SINGLE;
    
    if ( strcmp(matrix_type, "LA") == 0 ) {
	/* Test LAPACK matrix suite. */
	m = n;
	lda = SUPERLU_MAX(n, 1);
	nnz = n * n;        /* upper bound */
	fimat = 1;
	nimat = NTYPES;
	Afull = floatCalloc(lda * n);
	sallocateA(n, nnz, &a, &asub, &xa);
    } else {
	/* Read a sparse matrix */
	fimat = nimat = 0;
	sreadhb(fp, &m, &n, &nnz, &a, &asub, &xa);
    }

    sallocateA(n, nnz, &a_save, &asub_save, &xa_save);
    rhsb = floatMalloc(m * nrhs);
    bsav = floatMalloc(m * nrhs);
    solx = floatMalloc(n * nrhs);
    ldb  = m;
    ldx  = n;
    sCreate_Dense_Matrix(&B, m, nrhs, rhsb, ldb, SLU_DN, SLU_S, SLU_GE);
    sCreate_Dense_Matrix(&X, n, nrhs, solx, ldx, SLU_DN, SLU_S, SLU_GE);
    xact = floatMalloc(n * nrhs);
    etree   = intMalloc(n);
    perm_r  = intMalloc(n);
    perm_c  = intMalloc(n);
    pc_save = intMalloc(n);
    R       = (float *) SUPERLU_MALLOC(m*sizeof(float));
    C       = (float *) SUPERLU_MALLOC(n*sizeof(float));
    ferr    = (float *) SUPERLU_MALLOC(nrhs*sizeof(float));
    berr    = (float *) SUPERLU_MALLOC(nrhs*sizeof(float));
    j = SUPERLU_MAX(m,n) * SUPERLU_MAX(4,nrhs);    
    rwork   = (float *) SUPERLU_MALLOC(j*sizeof(float));
    for (i = 0; i < j; ++i) rwork[i] = 0.;
    if ( !R ) ABORT("SUPERLU_MALLOC fails for R");
    if ( !C ) ABORT("SUPERLU_MALLOC fails for C");
    if ( !ferr ) ABORT("SUPERLU_MALLOC fails for ferr");
    if ( !berr ) ABORT("SUPERLU_MALLOC fails for berr");
    if ( !rwork ) ABORT("SUPERLU_MALLOC fails for rwork");
    wwork   = floatCalloc( SUPERLU_MAX(m,n) * SUPERLU_MAX(4,nrhs) );

    for (i = 0; i < n; ++i) perm_c[i] = pc_save[i] = i;
    options.ColPerm = MY_PERMC;

    for (imat = fimat; imat <= nimat; ++imat) { /* All matrix types */
	
	if ( imat ) {

	    /* Skip types 5, 6, or 7 if the matrix size is too small. */
	    zerot = (imat >= 5 && imat <= 7);
	    if ( zerot && n < imat-4 )
		continue;
	    
	    /* Set up parameters with SLATB4 and generate a test matrix
	       with SLATMS.  */
	    slatb4_slu(path, &imat, &n, &n, sym, &kl, &ku, &anorm, &mode,
		    &cndnum, dist);

	    slatms_slu(&n, &n, dist, iseed, sym, &rwork[0], &mode, &cndnum,
		    &anorm, &kl, &ku, "No packing", Afull, &lda,
		    &wwork[0], &info);

	    if ( info ) {
		printf(FMT3, "SLATMS", info, izero, n, nrhs, imat, nfail);
		continue;
	    }

	    /* For types 5-7, zero one or more columns of the matrix
	       to test that INFO is returned correctly.   */
	    if ( zerot ) {
		if ( imat == 5 ) izero = 1;
		else if ( imat == 6 ) izero = n;
		else izero = n / 2 + 1;
		ioff = (izero - 1) * lda;
		if ( imat < 7 ) {
		    for (i = 0; i < n; ++i) Afull[ioff + i] = zero;
		} else {
		    for (j = 0; j < n - izero + 1; ++j)
			for (i = 0; i < n; ++i)
			    Afull[ioff + i + j*lda] = zero;
		}
	    } else {
		izero = 0;
	    }

	    /* Convert to sparse representation. */
	    sp_sconvert(n, n, Afull, lda, kl, ku, a, asub, xa, &nnz);

	} else {
	    izero = 0;
	    zerot = 0;
	}
	
	sCreate_CompCol_Matrix(&A, m, n, nnz, a, asub, xa, SLU_NC, SLU_S, SLU_GE);

	/* Save a copy of matrix A in ASAV */
	sCreate_CompCol_Matrix(&ASAV, m, n, nnz, a_save, asub_save, xa_save,
			      SLU_NC, SLU_S, SLU_GE);
	sCopy_CompCol_Matrix(&A, &ASAV);
	
	/* Form exact solution. */
	sGenXtrue(n, nrhs, xact, ldx);
	
	StatInit(&stat);

	for (iequed = 0; iequed < 4; ++iequed) {
	    *equed = equeds[iequed];
	    if (iequed == 0) nfact = 4;
	    else nfact = 1; /* Only test factored, pre-equilibrated matrix */

	    for (ifact = 0; ifact < nfact; ++ifact) {
		fact = facts[ifact];
		options.Fact = fact;

		for (equil = 0; equil < 2; ++equil) {
		    options.Equil = equil;
		    prefact   = ( options.Fact == FACTORED ||
				  options.Fact == SamePattern_SameRowPerm );
                                /* Need a first factor */
		    nofact    = (options.Fact != FACTORED);  /* Not factored */

		    /* Restore the matrix A. */
		    sCopy_CompCol_Matrix(&ASAV, &A);
			
		    if ( zerot ) {
                        if ( prefact ) continue;
		    } else if ( options.Fact == FACTORED ) {
                        if ( equil || iequed ) {
			    /* Compute row and column scale factors to
			       equilibrate matrix A.    */
			    sgsequ(&A, R, C, &rowcnd, &colcnd, &amax, &info);

			    /* Force equilibration. */
			    if ( !info && n > 0 ) {
				if ( strncmp(equed, "R", 1)==0 ) {
				    rowcnd = 0.;
				    colcnd = 1.;
				} else if ( strncmp(equed, "C", 1)==0 ) {
				    rowcnd = 1.;
				    colcnd = 0.;
				} else if ( strncmp(equed, "B", 1)==0 ) {
				    rowcnd = 0.;
				    colcnd = 0.;
				}
			    }
			
			    /* Equilibrate the matrix. */
			    slaqgs(&A, R, C, rowcnd, colcnd, amax, equed);
			}
		    }
		    
		    if ( prefact ) { /* Need a factor for the first time */
			
		        /* Save Fact option. */
		        fact = options.Fact;
			options.Fact = DOFACT;

			/* Preorder the matrix, obtain the column etree. */
			sp_preorder(&options, &A, perm_c, etree, &AC);

			/* Factor the matrix AC. */
			sgstrf(&options, &AC, relax, panel_size,
                               etree, work, lwork, perm_c, perm_r, &L, &U,
                               &Glu, &stat, &info);

			if ( info ) { 
                            printf("** First factor: info %d, equed %c\n",
				   info, *equed);
                            if ( lwork == -1 ) {
                                printf("** Estimated memory: %d bytes\n",
                                        info - n);
                                exit(0);
                            }
                        }
	
                        Destroy_CompCol_Permuted(&AC);
			
		        /* Restore Fact option. */
			options.Fact = fact;
		    } /* if .. first time factor */
		    
		    for (itran = 0; itran < NTRAN; ++itran) {
			trans = transs[itran];
                        options.Trans = trans;

			/* Restore the matrix A. */
			sCopy_CompCol_Matrix(&ASAV, &A);
			
 			/* Set the right hand side. */
			sFillRHS(trans, nrhs, xact, ldx, &A, &B);
			sCopy_Dense_Matrix(m, nrhs, rhsb, ldb, bsav, ldb);

			/*----------------
			 * Test sgssv
			 *----------------*/
			if ( options.Fact == DOFACT && itran == 0) {
                            /* Not yet factored, and untransposed */
	
			    sCopy_Dense_Matrix(m, nrhs, rhsb, ldb, solx, ldx);
			    sgssv(&options, &A, perm_c, perm_r, &L, &U, &X,
                                  &stat, &info);
			    
			    if ( info && info != izero ) {
                                printf(FMT3, "sgssv",
				       info, izero, n, nrhs, imat, nfail);
			    } else {
                                /* Reconstruct matrix from factors and
	                           compute residual. */
                                sgst01(m, n, &A, &L, &U, perm_c, perm_r,
                                         &result[0]);
				nt = 1;
				if ( izero == 0 ) {
				    /* Compute residual of the computed
				       solution. */
				    sCopy_Dense_Matrix(m, nrhs, rhsb, ldb,
						       wwork, ldb);
				    sgst02(trans, m, n, nrhs, &A, solx,
                                              ldx, wwork,ldb, &result[1]);
				    nt = 2;
				}
				
				/* Print information about the tests that
				   did not pass the threshold.      */
				for (i = 0; i < nt; ++i) {
				    if ( result[i] >= THRESH ) {
					printf(FMT1, "sgssv", n, i,
					       result[i]);
					++nfail;
				    }
				}
				nrun += nt;
			    } /* else .. info == 0 */

			    /* Restore perm_c. */
			    for (i = 0; i < n; ++i) perm_c[i] = pc_save[i];

		            if (lwork == 0) {
			        Destroy_SuperNode_Matrix(&L);
			        Destroy_CompCol_Matrix(&U);
			    }
			} /* if .. end of testing sgssv */
    
			/*----------------
			 * Test sgssvx
			 *----------------*/
    
			/* Equilibrate the matrix if fact = FACTORED and
			   equed = 'R', 'C', or 'B'.   */
			if ( options.Fact == FACTORED &&
			     (equil || iequed) && n > 0 ) {
			    slaqgs(&A, R, C, rowcnd, colcnd, amax, equed);
			}
			
			/* Solve the system and compute the condition number
			   and error bounds using sgssvx.      */
			sgssvx(&options, &A, perm_c, perm_r, etree,
                               equed, R, C, &L, &U, work, lwork, &B, &X, &rpg,
                               &rcond, ferr, berr, &Glu,
			       &mem_usage, &stat, &info);

			if ( info && info != izero ) {
			    printf(FMT3, "sgssvx",
				   info, izero, n, nrhs, imat, nfail);
                            if ( lwork == -1 ) {
                                printf("** Estimated memory: %.0f bytes\n",
                                        mem_usage.total_needed);
                                exit(0);
                            }
			} else {
			    if ( !prefact ) {
			    	/* Reconstruct matrix from factors and
	 			   compute residual. */
                                sgst01(m, n, &A, &L, &U, perm_c, perm_r,
                                         &result[0]);
				k1 = 0;
			    } else {
			   	k1 = 1;
			    }

			    if ( !info ) {
				/* Compute residual of the computed solution.*/
				sCopy_Dense_Matrix(m, nrhs, bsav, ldb,
						  wwork, ldb);
				sgst02(trans, m, n, nrhs, &ASAV, solx, ldx,
					  wwork, ldb, &result[1]);

				/* Check solution from generated exact
				   solution. */
				sgst04(n, nrhs, solx, ldx, xact, ldx, rcond,
					  &result[2]);

				/* Check the error bounds from iterative
				   refinement. */
				sgst07(trans, n, nrhs, &ASAV, bsav, ldb,
					  solx, ldx, xact, ldx, ferr, berr,
					  &result[3]);

				/* Print information about the tests that did
				   not pass the threshold.    */
				for (i = k1; i < NTESTS; ++i) {
				    if ( result[i] >= THRESH ) {
					printf(FMT2, "sgssvx",
					       options.Fact, trans, *equed,
					       n, imat, i, result[i]);
					++nfail;
				    }
				}
				nrun += NTESTS;
			    } /* if .. info == 0 */
			} /* else .. end of testing sgssvx */

		    } /* for itran ... */

		    if ( lwork == 0 ) {
			Destroy_SuperNode_Matrix(&L);
			Destroy_CompCol_Matrix(&U);
		    }

		} /* for equil ... */
	    } /* for ifact ... */
	} /* for iequed ... */
#if 0    
    if ( !info ) {
	PrintPerf(&L, &U, &mem_usage, rpg, rcond, ferr, berr, equed);
    }
#endif
        Destroy_SuperMatrix_Store(&A);
        Destroy_SuperMatrix_Store(&ASAV);
        StatFree(&stat);

    } /* for imat ... */

    /* Print a summary of the results. */
    PrintSumm("SGE", nfail, nrun, nerrs);

    if ( strcmp(matrix_type, "LA") == 0 ) SUPERLU_FREE (Afull);
    SUPERLU_FREE (rhsb);
    SUPERLU_FREE (bsav);
    SUPERLU_FREE (solx);    
    SUPERLU_FREE (xact);
    SUPERLU_FREE (etree);
    SUPERLU_FREE (perm_r);
    SUPERLU_FREE (perm_c);
    SUPERLU_FREE (pc_save);
    SUPERLU_FREE (R);
    SUPERLU_FREE (C);
    SUPERLU_FREE (ferr);
    SUPERLU_FREE (berr);
    SUPERLU_FREE (rwork);
    SUPERLU_FREE (wwork);
    Destroy_SuperMatrix_Store(&B);
    Destroy_SuperMatrix_Store(&X);
#if 0
    Destroy_CompCol_Matrix(&A);
    Destroy_CompCol_Matrix(&ASAV);
#else
    SUPERLU_FREE(a); SUPERLU_FREE(asub); SUPERLU_FREE(xa);
    SUPERLU_FREE(a_save); SUPERLU_FREE(asub_save); SUPERLU_FREE(xa_save);
#endif
    if ( lwork > 0 ) {
	SUPERLU_FREE (work);
	Destroy_SuperMatrix_Store(&L);
	Destroy_SuperMatrix_Store(&U);
    }

    return 0;
}
Пример #3
0
void
c_fortran_zgssv_(int *iopt, int *n, int *nnz, int *nrhs, 
                 doublecomplex *values, int *rowind, int *colptr,
                 doublecomplex *b, int *ldb,
		 fptr *f_factors, /* a handle containing the address
				     pointing to the factored matrices */
		 int *info)

{
/* 
 * This routine can be called from Fortran.
 *
 * iopt (input) int
 *      Specifies the operation:
 *      = 1, performs LU decomposition for the first time
 *      = 2, performs triangular solve
 *      = 3, free all the storage in the end
 *
 * f_factors (input/output) fptr* 
 *      If iopt == 1, it is an output and contains the pointer pointing to
 *                    the structure of the factored matrices.
 *      Otherwise, it it an input.
 *
 */
 
    SuperMatrix A, AC, B;
    SuperMatrix *L, *U;
    int *perm_r; /* row permutations from partial pivoting */
    int *perm_c; /* column permutation vector */
    int *etree;  /* column elimination tree */
    SCformat *Lstore;
    NCformat *Ustore;
    int      i, panel_size, permc_spec, relax;
    trans_t  trans;
    mem_usage_t   mem_usage;
    superlu_options_t options;
    SuperLUStat_t stat;
    factors_t *LUfactors;

    trans = TRANS;
    
    if ( *iopt == 1 ) { /* LU decomposition */

        /* Set the default input options. */
        set_default_options(&options);

	/* Initialize the statistics variables. */
	StatInit(&stat);

	/* Adjust to 0-based indexing */
	for (i = 0; i < *nnz; ++i) --rowind[i];
	for (i = 0; i <= *n; ++i) --colptr[i];

	zCreate_CompCol_Matrix(&A, *n, *n, *nnz, values, rowind, colptr,
			       SLU_NC, SLU_Z, SLU_GE);
	L = (SuperMatrix *) SUPERLU_MALLOC( sizeof(SuperMatrix) );
	U = (SuperMatrix *) SUPERLU_MALLOC( sizeof(SuperMatrix) );
	if ( !(perm_r = intMalloc(*n)) ) ABORT("Malloc fails for perm_r[].");
	if ( !(perm_c = intMalloc(*n)) ) ABORT("Malloc fails for perm_c[].");
	if ( !(etree = intMalloc(*n)) ) ABORT("Malloc fails for etree[].");

	/*
	 * Get column permutation vector perm_c[], according to permc_spec:
	 *   permc_spec = 0: natural ordering 
	 *   permc_spec = 1: minimum degree on structure of A'*A
	 *   permc_spec = 2: minimum degree on structure of A'+A
	 *   permc_spec = 3: approximate minimum degree for unsymmetric matrices
	 */    	
	permc_spec = options.ColPerm;        
	get_perm_c(permc_spec, &A, perm_c);
	
	sp_preorder(&options, &A, perm_c, etree, &AC);

	panel_size = sp_ienv(1);
	relax = sp_ienv(2);

	zgstrf(&options, &AC, relax, panel_size, etree,
                NULL, 0, perm_c, perm_r, L, U, &stat, info);

	if ( *info == 0 ) {
	    Lstore = (SCformat *) L->Store;
	    Ustore = (NCformat *) U->Store;
	    printf("No of nonzeros in factor L = %d\n", Lstore->nnz);
	    printf("No of nonzeros in factor U = %d\n", Ustore->nnz);
	    printf("No of nonzeros in L+U = %d\n", Lstore->nnz + Ustore->nnz);
	    zQuerySpace(L, U, &mem_usage);
	    printf("L\\U MB %.3f\ttotal MB needed %.3f\n",
		   mem_usage.for_lu/1e6, mem_usage.total_needed/1e6);
	} else {
	    printf("zgstrf() error returns INFO= %d\n", *info);
	    if ( *info <= *n ) { /* factorization completes */
		zQuerySpace(L, U, &mem_usage);
		printf("L\\U MB %.3f\ttotal MB needed %.3f\n",
		       mem_usage.for_lu/1e6, mem_usage.total_needed/1e6);
	    }
	}
	
	/* Restore to 1-based indexing */
	for (i = 0; i < *nnz; ++i) ++rowind[i];
	for (i = 0; i <= *n; ++i) ++colptr[i];

	/* Save the LU factors in the factors handle */
	LUfactors = (factors_t*) SUPERLU_MALLOC(sizeof(factors_t));
	LUfactors->L = L;
	LUfactors->U = U;
	LUfactors->perm_c = perm_c;
	LUfactors->perm_r = perm_r;
	*f_factors = (fptr) LUfactors;

	/* Free un-wanted storage */
	SUPERLU_FREE(etree);
	Destroy_SuperMatrix_Store(&A);
	Destroy_CompCol_Permuted(&AC);
	StatFree(&stat);

    } else if ( *iopt == 2 ) { /* Triangular solve */
	/* Initialize the statistics variables. */
	StatInit(&stat);

	/* Extract the LU factors in the factors handle */
	LUfactors = (factors_t*) *f_factors;
	L = LUfactors->L;
	U = LUfactors->U;
	perm_c = LUfactors->perm_c;
	perm_r = LUfactors->perm_r;

	zCreate_Dense_Matrix(&B, *n, *nrhs, b, *ldb, SLU_DN, SLU_Z, SLU_GE);

        /* Solve the system A*X=B, overwriting B with X. */
        zgstrs (trans, L, U, perm_c, perm_r, &B, &stat, info);

	Destroy_SuperMatrix_Store(&B);
	StatFree(&stat);

    } else if ( *iopt == 3 ) { /* Free storage */
	/* Free the LU factors in the factors handle */
	LUfactors = (factors_t*) *f_factors;
	SUPERLU_FREE (LUfactors->perm_r);
	SUPERLU_FREE (LUfactors->perm_c);
	Destroy_SuperNode_Matrix(LUfactors->L);
	Destroy_CompCol_Matrix(LUfactors->U);
        SUPERLU_FREE (LUfactors->L);
        SUPERLU_FREE (LUfactors->U);
	SUPERLU_FREE (LUfactors);
    } else {
	fprintf(stderr,"Invalid iopt=%d passed to c_fortran_zgssv()\n",*iopt);
	exit(-1);
    }
}
Пример #4
0
void
dgssv(SuperMatrix *A, int *perm_c, int *perm_r, SuperMatrix *L,
      SuperMatrix *U, SuperMatrix *B, int *info )
{
/*
 * Purpose
 * =======
 *
 * DGSSV solves the system of linear equations A*X=B, using the
 * LU factorization from DGSTRF. It performs the following steps:
 *
 *   1. If A is stored column-wise (A->Stype = SLU_NC):
 *
 *      1.1. Permute the columns of A, forming A*Pc, where Pc
 *           is a permutation matrix. For more details of this step, 
 *           see sp_preorder.c.
 *
 *      1.2. Factor A as Pr*A*Pc=L*U with the permutation Pr determined
 *           by Gaussian elimination with partial pivoting.
 *           L is unit lower triangular with offdiagonal entries
 *           bounded by 1 in magnitude, and U is upper triangular.
 *
 *      1.3. Solve the system of equations A*X=B using the factored
 *           form of A.
 *
 *   2. If A is stored row-wise (A->Stype = SLU_NR), apply the
 *      above algorithm to the transpose of A:
 *
 *      2.1. Permute columns of transpose(A) (rows of A),
 *           forming transpose(A)*Pc, where Pc is a permutation matrix. 
 *           For more details of this step, see sp_preorder.c.
 *
 *      2.2. Factor A as Pr*transpose(A)*Pc=L*U with the permutation Pr
 *           determined by Gaussian elimination with partial pivoting.
 *           L is unit lower triangular with offdiagonal entries
 *           bounded by 1 in magnitude, and U is upper triangular.
 *
 *      2.3. Solve the system of equations A*X=B using the factored
 *           form of A.
 *
 *   See supermatrix.h for the definition of 'SuperMatrix' structure.
 * 
 * Arguments
 * =========
 *
 * A       (input) SuperMatrix*
 *         Matrix A in A*X=B, of dimension (A->nrow, A->ncol). The number
 *         of linear equations is A->nrow. Currently, the type of A can be:
 *         Stype = SLU_NC or SLU_NR; Dtype = SLU_D; Mtype = SLU_GE.
 *         In the future, more general A may be handled.
 *
 * perm_c  (input/output) int*
 *         If A->Stype = SLU_NC, column permutation vector of size A->ncol
 *         which defines the permutation matrix Pc; perm_c[i] = j means 
 *         column i of A is in position j in A*Pc.
 *         On exit, perm_c may be overwritten by the product of the input
 *         perm_c and a permutation that postorders the elimination tree
 *         of Pc'*A'*A*Pc; perm_c is not changed if the elimination tree
 *         is already in postorder.
 *
 *         If A->Stype = SLU_NR, column permutation vector of size A->nrow
 *         which describes permutation of columns of transpose(A) 
 *         (rows of A) as described above.
 * 
 * perm_r  (output) int*
 *         If A->Stype = SLU_NC, row permutation vector of size A->nrow, 
 *         which defines the permutation matrix Pr, and is determined 
 *         by partial pivoting.  perm_r[i] = j means row i of A is in 
 *         position j in Pr*A.
 *
 *         If A->Stype = SLU_NR, permutation vector of size A->ncol, which
 *         determines permutation of rows of transpose(A)
 *         (columns of A) as described above.
 *
 * L       (output) SuperMatrix*
 *         The factor L from the factorization 
 *             Pr*A*Pc=L*U              (if A->Stype = SLU_NC) or
 *             Pr*transpose(A)*Pc=L*U   (if A->Stype = SLU_NR).
 *         Uses compressed row subscripts storage for supernodes, i.e.,
 *         L has types: Stype = SC, Dtype = SLU_D, Mtype = TRLU.
 *         
 * U       (output) SuperMatrix*
 *	   The factor U from the factorization 
 *             Pr*A*Pc=L*U              (if A->Stype = SLU_NC) or
 *             Pr*transpose(A)*Pc=L*U   (if A->Stype = SLU_NR).
 *         Uses column-wise storage scheme, i.e., U has types:
 *         Stype = SLU_NC, Dtype = SLU_D, Mtype = TRU.
 *
 * B       (input/output) SuperMatrix*
 *         B has types: Stype = SLU_DN, Dtype = SLU_D, Mtype = SLU_GE.
 *         On entry, the right hand side matrix.
 *         On exit, the solution matrix if info = 0;
 *
 * info    (output) int*
 *	   = 0: successful exit
 *         > 0: if info = i, and i is
 *             <= A->ncol: U(i,i) is exactly zero. The factorization has
 *                been completed, but the factor U is exactly singular,
 *                so the solution could not be computed.
 *             > A->ncol: number of bytes allocated when memory allocation
 *                failure occurred, plus A->ncol.
 *   
 */
    double   t1;	/* Temporary time */
    char     refact[1], trans[1];
    DNformat *Bstore;
    SuperMatrix *AA;/* A in SLU_NC format used by the factorization routine.*/
    SuperMatrix AC; /* Matrix postmultiplied by Pc */
    int      lwork = 0, *etree, i;
    
    /* Set default values for some parameters */
    double   diag_pivot_thresh = 1.0;
    double   drop_tol = 0;
    int      panel_size;     /* panel size */
    int      relax;          /* no of columns in a relaxed snodes */
    double   *utime;
    extern SuperLUStat_t SuperLUStat;

    /* Test the input parameters ... */
    *info = 0;
    Bstore = B->Store;
    if ( A->nrow != A->ncol || A->nrow < 0 ||
	 (A->Stype != SLU_NC && A->Stype != SLU_NR) ||
	 A->Dtype != SLU_D || A->Mtype != SLU_GE )
	*info = -1;
    else if ( B->ncol < 0 || Bstore->lda < SUPERLU_MAX(0, A->nrow) ||
	B->Stype != SLU_DN || B->Dtype != SLU_D || B->Mtype != SLU_GE )
	*info = -6;
    if ( *info != 0 ) {
	i = -(*info);
	xerbla_("dgssv", &i);
	return;
    }
    
    *refact = 'N';
    *trans = 'N';
    panel_size = sp_ienv(1);
    relax = sp_ienv(2);

    StatInit(panel_size, relax);
    utime = SuperLUStat.utime;
 
    /* Convert A to SLU_NC format when necessary. */
    if ( A->Stype == SLU_NR ) {
	NRformat *Astore = A->Store;
	AA = (SuperMatrix *) SUPERLU_MALLOC( sizeof(SuperMatrix) );
	dCreate_CompCol_Matrix(AA, A->ncol, A->nrow, Astore->nnz, 
			       Astore->nzval, Astore->colind, Astore->rowptr,
			       SLU_NC, A->Dtype, A->Mtype);
	*trans = 'T';
    } else if ( A->Stype == SLU_NC ) AA = A;

    etree = intMalloc(A->ncol);

    t1 = SuperLU_timer_();
    sp_preorder(refact, AA, perm_c, etree, &AC);
    utime[ETREE] = SuperLU_timer_() - t1;

    /*printf("Factor PA = LU ... relax %d\tw %d\tmaxsuper %d\trowblk %d\n", 
	  relax, panel_size, sp_ienv(3), sp_ienv(4));*/
    t1 = SuperLU_timer_(); 
    /* Compute the LU factorization of A. */
    dgstrf(refact, &AC, diag_pivot_thresh, drop_tol, relax, panel_size,
	   etree, NULL, lwork, perm_r, perm_c, L, U, info);
    utime[FACT] = SuperLU_timer_() - t1;

    t1 = SuperLU_timer_();
    if ( *info == 0 ) {
        /* Solve the system A*X=B, overwriting B with X. */
        dgstrs (trans, L, U, perm_r, perm_c, B, info);
    }
    utime[SOLVE] = SuperLU_timer_() - t1;

    SUPERLU_FREE (etree);
    Destroy_CompCol_Permuted(&AC);
    if ( A->Stype == SLU_NR ) {
	Destroy_SuperMatrix_Store(AA);
	SUPERLU_FREE(AA);
    }

    /*PrintStat( &SuperLUStat );*/
    StatFree();

}
Пример #5
0
void
zgsisx(superlu_options_t *options, SuperMatrix *A, int *perm_c, int *perm_r,
       int *etree, char *equed, double *R, double *C,
       SuperMatrix *L, SuperMatrix *U, void *work, int lwork,
       SuperMatrix *B, SuperMatrix *X,
       double *recip_pivot_growth, double *rcond,
       mem_usage_t *mem_usage, SuperLUStat_t *stat, int *info)
{

    DNformat  *Bstore, *Xstore;
    doublecomplex    *Bmat, *Xmat;
    int       ldb, ldx, nrhs;
    SuperMatrix *AA;/* A in SLU_NC format used by the factorization routine.*/
    SuperMatrix AC; /* Matrix postmultiplied by Pc */
    int       colequ, equil, nofact, notran, rowequ, permc_spec, mc64;
    trans_t   trant;
    char      norm[1];
    int       i, j, info1;
    double    amax, anorm, bignum, smlnum, colcnd, rowcnd, rcmax, rcmin;
    int       relax, panel_size;
    double    diag_pivot_thresh;
    double    t0;      /* temporary time */
    double    *utime;

    int *perm = NULL;

    /* External functions */
    extern double zlangs(char *, SuperMatrix *);

    Bstore = B->Store;
    Xstore = X->Store;
    Bmat   = Bstore->nzval;
    Xmat   = Xstore->nzval;
    ldb    = Bstore->lda;
    ldx    = Xstore->lda;
    nrhs   = B->ncol;

    *info = 0;
    nofact = (options->Fact != FACTORED);
    equil = (options->Equil == YES);
    notran = (options->Trans == NOTRANS);
    mc64 = (options->RowPerm == LargeDiag);
    if ( nofact ) {
	*(unsigned char *)equed = 'N';
	rowequ = FALSE;
	colequ = FALSE;
    } else {
	rowequ = lsame_(equed, "R") || lsame_(equed, "B");
	colequ = lsame_(equed, "C") || lsame_(equed, "B");
	smlnum = dlamch_("Safe minimum");
	bignum = 1. / smlnum;
    }

    /* Test the input parameters */
    if (!nofact && options->Fact != DOFACT && options->Fact != SamePattern &&
	options->Fact != SamePattern_SameRowPerm &&
	!notran && options->Trans != TRANS && options->Trans != CONJ &&
	!equil && options->Equil != NO)
	*info = -1;
    else if ( A->nrow != A->ncol || A->nrow < 0 ||
	      (A->Stype != SLU_NC && A->Stype != SLU_NR) ||
	      A->Dtype != SLU_Z || A->Mtype != SLU_GE )
	*info = -2;
    else if (options->Fact == FACTORED &&
	     !(rowequ || colequ || lsame_(equed, "N")))
	*info = -6;
    else {
	if (rowequ) {
	    rcmin = bignum;
	    rcmax = 0.;
	    for (j = 0; j < A->nrow; ++j) {
		rcmin = SUPERLU_MIN(rcmin, R[j]);
		rcmax = SUPERLU_MAX(rcmax, R[j]);
	    }
	    if (rcmin <= 0.) *info = -7;
	    else if ( A->nrow > 0)
		rowcnd = SUPERLU_MAX(rcmin,smlnum) / SUPERLU_MIN(rcmax,bignum);
	    else rowcnd = 1.;
	}
	if (colequ && *info == 0) {
	    rcmin = bignum;
	    rcmax = 0.;
	    for (j = 0; j < A->nrow; ++j) {
		rcmin = SUPERLU_MIN(rcmin, C[j]);
		rcmax = SUPERLU_MAX(rcmax, C[j]);
	    }
	    if (rcmin <= 0.) *info = -8;
	    else if (A->nrow > 0)
		colcnd = SUPERLU_MAX(rcmin,smlnum) / SUPERLU_MIN(rcmax,bignum);
	    else colcnd = 1.;
	}
	if (*info == 0) {
	    if ( lwork < -1 ) *info = -12;
	    else if ( B->ncol < 0 || Bstore->lda < SUPERLU_MAX(0, A->nrow) ||
		      B->Stype != SLU_DN || B->Dtype != SLU_Z || 
		      B->Mtype != SLU_GE )
		*info = -13;
	    else if ( X->ncol < 0 || Xstore->lda < SUPERLU_MAX(0, A->nrow) ||
		      (B->ncol != 0 && B->ncol != X->ncol) ||
		      X->Stype != SLU_DN ||
		      X->Dtype != SLU_Z || X->Mtype != SLU_GE )
		*info = -14;
	}
    }
    if (*info != 0) {
	i = -(*info);
	xerbla_("zgsisx", &i);
	return;
    }

    /* Initialization for factor parameters */
    panel_size = sp_ienv(1);
    relax      = sp_ienv(2);
    diag_pivot_thresh = options->DiagPivotThresh;

    utime = stat->utime;

    /* Convert A to SLU_NC format when necessary. */
    if ( A->Stype == SLU_NR ) {
	NRformat *Astore = A->Store;
	AA = (SuperMatrix *) SUPERLU_MALLOC( sizeof(SuperMatrix) );
	zCreate_CompCol_Matrix(AA, A->ncol, A->nrow, Astore->nnz,
			       Astore->nzval, Astore->colind, Astore->rowptr,
			       SLU_NC, A->Dtype, A->Mtype);
	if ( notran ) { /* Reverse the transpose argument. */
	    trant = TRANS;
	    notran = 0;
	} else {
	    trant = NOTRANS;
	    notran = 1;
	}
    } else { /* A->Stype == SLU_NC */
	trant = options->Trans;
	AA = A;
    }

    if ( nofact ) {
	register int i, j;
	NCformat *Astore = AA->Store;
	int nnz = Astore->nnz;
	int *colptr = Astore->colptr;
	int *rowind = Astore->rowind;
	doublecomplex *nzval = (doublecomplex *)Astore->nzval;
	int n = AA->nrow;

	if ( mc64 ) {
	    *equed = 'B';
	    rowequ = colequ = 1;
	    t0 = SuperLU_timer_();
	    if ((perm = intMalloc(n)) == NULL)
		ABORT("SUPERLU_MALLOC fails for perm[]");

	    info1 = zldperm(5, n, nnz, colptr, rowind, nzval, perm, R, C);

	    if (info1 > 0) { /* MC64 fails, call zgsequ() later */
		mc64 = 0;
		SUPERLU_FREE(perm);
		perm = NULL;
	    } else {
		for (i = 0; i < n; i++) {
		    R[i] = exp(R[i]);
		    C[i] = exp(C[i]);
		}
		/* permute and scale the matrix */
		for (j = 0; j < n; j++) {
		    for (i = colptr[j]; i < colptr[j + 1]; i++) {
                        zd_mult(&nzval[i], &nzval[i], R[rowind[i]] * C[j]);
			rowind[i] = perm[rowind[i]];
		    }
		}
	    }
	    utime[EQUIL] = SuperLU_timer_() - t0;
	}
	if ( !mc64 & equil ) {
	    t0 = SuperLU_timer_();
	    /* Compute row and column scalings to equilibrate the matrix A. */
	    zgsequ(AA, R, C, &rowcnd, &colcnd, &amax, &info1);

	    if ( info1 == 0 ) {
		/* Equilibrate matrix A. */
		zlaqgs(AA, R, C, rowcnd, colcnd, amax, equed);
		rowequ = lsame_(equed, "R") || lsame_(equed, "B");
		colequ = lsame_(equed, "C") || lsame_(equed, "B");
	    }
	    utime[EQUIL] = SuperLU_timer_() - t0;
	}
    }

    if ( nrhs > 0 ) {
	/* Scale the right hand side if equilibration was performed. */
	if ( notran ) {
	    if ( rowequ ) {
		for (j = 0; j < nrhs; ++j)
		    for (i = 0; i < A->nrow; ++i) {
                        zd_mult(&Bmat[i+j*ldb], &Bmat[i+j*ldb], R[i]);
		    }
	    }
	} else if ( colequ ) {
	    for (j = 0; j < nrhs; ++j)
		for (i = 0; i < A->nrow; ++i) {
                    zd_mult(&Bmat[i+j*ldb], &Bmat[i+j*ldb], C[i]);
		}
	}
    }

    if ( nofact ) {
	
	t0 = SuperLU_timer_();
	/*
	 * Gnet column permutation vector perm_c[], according to permc_spec:
	 *   permc_spec = NATURAL:  natural ordering 
	 *   permc_spec = MMD_AT_PLUS_A: minimum degree on structure of A'+A
	 *   permc_spec = MMD_ATA:  minimum degree on structure of A'*A
	 *   permc_spec = COLAMD:   approximate minimum degree column ordering
	 *   permc_spec = MY_PERMC: the ordering already supplied in perm_c[]
	 */
	permc_spec = options->ColPerm;
	if ( permc_spec != MY_PERMC && options->Fact == DOFACT )
	    get_perm_c(permc_spec, AA, perm_c);
	utime[COLPERM] = SuperLU_timer_() - t0;

	t0 = SuperLU_timer_();
	sp_preorder(options, AA, perm_c, etree, &AC);
	utime[ETREE] = SuperLU_timer_() - t0;

	/* Compute the LU factorization of A*Pc. */
	t0 = SuperLU_timer_();
	zgsitrf(options, &AC, relax, panel_size, etree, work, lwork,
                perm_c, perm_r, L, U, stat, info);
	utime[FACT] = SuperLU_timer_() - t0;

	if ( lwork == -1 ) {
	    mem_usage->total_needed = *info - A->ncol;
	    return;
	}
    }

    if ( options->PivotGrowth ) {
	if ( *info > 0 ) return;

	/* Compute the reciprocal pivot growth factor *recip_pivot_growth. */
	*recip_pivot_growth = zPivotGrowth(A->ncol, AA, perm_c, L, U);
    }

    if ( options->ConditionNumber ) {
	/* Estimate the reciprocal of the condition number of A. */
	t0 = SuperLU_timer_();
	if ( notran ) {
	    *(unsigned char *)norm = '1';
	} else {
	    *(unsigned char *)norm = 'I';
	}
	anorm = zlangs(norm, AA);
	zgscon(norm, L, U, anorm, rcond, stat, &info1);
	utime[RCOND] = SuperLU_timer_() - t0;
    }

    if ( nrhs > 0 ) {
	/* Compute the solution matrix X. */
	for (j = 0; j < nrhs; j++)  /* Save a copy of the right hand sides */
	    for (i = 0; i < B->nrow; i++)
		Xmat[i + j*ldx] = Bmat[i + j*ldb];

	t0 = SuperLU_timer_();
	zgstrs (trant, L, U, perm_c, perm_r, X, stat, &info1);
	utime[SOLVE] = SuperLU_timer_() - t0;

	/* Transform the solution matrix X to a solution of the original
	   system. */
	if ( notran ) {
	    if ( colequ ) {
		for (j = 0; j < nrhs; ++j)
		    for (i = 0; i < A->nrow; ++i) {
                        zd_mult(&Xmat[i+j*ldx], &Xmat[i+j*ldx], C[i]);
                    }
	    }
	} else {
	    if ( rowequ ) {
		if (perm) {
		    doublecomplex *tmp;
		    int n = A->nrow;

                    if ((tmp = doublecomplexMalloc(n)) == NULL)
			ABORT("SUPERLU_MALLOC fails for tmp[]");
		    for (j = 0; j < nrhs; j++) {
			for (i = 0; i < n; i++)
			    tmp[i] = Xmat[i + j * ldx]; /*dcopy*/
			for (i = 0; i < n; i++)
                           zd_mult(&Xmat[i+j*ldx], &tmp[perm[i]], R[i]);
		    }
		    SUPERLU_FREE(tmp);
		} else {
		    for (j = 0; j < nrhs; ++j)
			for (i = 0; i < A->nrow; ++i) {
                           zd_mult(&Xmat[i+j*ldx], &Xmat[i+j*ldx], R[i]);
                        }
		}
	    }
	}
    } /* end if nrhs > 0 */

    if ( options->ConditionNumber ) {
	/* Set INFO = A->ncol+1 if the matrix is singular to working precision. */
	if ( *rcond < dlamch_("E") && *info == 0) *info = A->ncol + 1;
    }

    if (perm) SUPERLU_FREE(perm);

    if ( nofact ) {
	ilu_zQuerySpace(L, U, mem_usage);
	Destroy_CompCol_Permuted(&AC);
    }
    if ( A->Stype == SLU_NR ) {
	Destroy_SuperMatrix_Store(AA);
	SUPERLU_FREE(AA);
    }

}
Пример #6
0
void
dgssvx(superlu_options_t *options, SuperMatrix *A, int *perm_c, int *perm_r,
       int *etree, char *equed, double *R, double *C,
       SuperMatrix *L, SuperMatrix *U, void *work, int lwork,
       SuperMatrix *B, SuperMatrix *X, double *recip_pivot_growth, 
       double *rcond, double *ferr, double *berr, 
       mem_usage_t *mem_usage, SuperLUStat_t *stat, int *info )
{
/*
 * Purpose
 * =======
 *
 * DGSSVX solves the system of linear equations A*X=B or A'*X=B, using
 * the LU factorization from dgstrf(). Error bounds on the solution and
 * a condition estimate are also provided. It performs the following steps:
 *
 *   1. If A is stored column-wise (A->Stype = SLU_NC):
 *  
 *      1.1. If options->Equil = YES, scaling factors are computed to
 *           equilibrate the system:
 *           options->Trans = NOTRANS:
 *               diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
 *           options->Trans = TRANS:
 *               (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
 *           options->Trans = CONJ:
 *               (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
 *           Whether or not the system will be equilibrated depends on the
 *           scaling of the matrix A, but if equilibration is used, A is
 *           overwritten by diag(R)*A*diag(C) and B by diag(R)*B
 *           (if options->Trans=NOTRANS) or diag(C)*B (if options->Trans
 *           = TRANS or CONJ).
 *
 *      1.2. Permute columns of A, forming A*Pc, where Pc is a permutation
 *           matrix that usually preserves sparsity.
 *           For more details of this step, see sp_preorder.c.
 *
 *      1.3. If options->Fact != FACTORED, the LU decomposition is used to
 *           factor the matrix A (after equilibration if options->Equil = YES)
 *           as Pr*A*Pc = L*U, with Pr determined by partial pivoting.
 *
 *      1.4. Compute the reciprocal pivot growth factor.
 *
 *      1.5. If some U(i,i) = 0, so that U is exactly singular, then the
 *           routine returns with info = i. Otherwise, the factored form of 
 *           A is used to estimate the condition number of the matrix A. If
 *           the reciprocal of the condition number is less than machine
 *           precision, info = A->ncol+1 is returned as a warning, but the
 *           routine still goes on to solve for X and computes error bounds
 *           as described below.
 *
 *      1.6. The system of equations is solved for X using the factored form
 *           of A.
 *
 *      1.7. If options->IterRefine != NOREFINE, iterative refinement is
 *           applied to improve the computed solution matrix and calculate
 *           error bounds and backward error estimates for it.
 *
 *      1.8. If equilibration was used, the matrix X is premultiplied by
 *           diag(C) (if options->Trans = NOTRANS) or diag(R)
 *           (if options->Trans = TRANS or CONJ) so that it solves the
 *           original system before equilibration.
 *
 *   2. If A is stored row-wise (A->Stype = SLU_NR), apply the above algorithm
 *      to the transpose of A:
 *
 *      2.1. If options->Equil = YES, scaling factors are computed to
 *           equilibrate the system:
 *           options->Trans = NOTRANS:
 *               diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
 *           options->Trans = TRANS:
 *               (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
 *           options->Trans = CONJ:
 *               (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
 *           Whether or not the system will be equilibrated depends on the
 *           scaling of the matrix A, but if equilibration is used, A' is
 *           overwritten by diag(R)*A'*diag(C) and B by diag(R)*B 
 *           (if trans='N') or diag(C)*B (if trans = 'T' or 'C').
 *
 *      2.2. Permute columns of transpose(A) (rows of A), 
 *           forming transpose(A)*Pc, where Pc is a permutation matrix that 
 *           usually preserves sparsity.
 *           For more details of this step, see sp_preorder.c.
 *
 *      2.3. If options->Fact != FACTORED, the LU decomposition is used to
 *           factor the transpose(A) (after equilibration if 
 *           options->Fact = YES) as Pr*transpose(A)*Pc = L*U with the
 *           permutation Pr determined by partial pivoting.
 *
 *      2.4. Compute the reciprocal pivot growth factor.
 *
 *      2.5. If some U(i,i) = 0, so that U is exactly singular, then the
 *           routine returns with info = i. Otherwise, the factored form 
 *           of transpose(A) is used to estimate the condition number of the
 *           matrix A. If the reciprocal of the condition number
 *           is less than machine precision, info = A->nrow+1 is returned as
 *           a warning, but the routine still goes on to solve for X and
 *           computes error bounds as described below.
 *
 *      2.6. The system of equations is solved for X using the factored form
 *           of transpose(A).
 *
 *      2.7. If options->IterRefine != NOREFINE, iterative refinement is
 *           applied to improve the computed solution matrix and calculate
 *           error bounds and backward error estimates for it.
 *
 *      2.8. If equilibration was used, the matrix X is premultiplied by
 *           diag(C) (if options->Trans = NOTRANS) or diag(R) 
 *           (if options->Trans = TRANS or CONJ) so that it solves the
 *           original system before equilibration.
 *
 *   See supermatrix.h for the definition of 'SuperMatrix' structure.
 *
 * Arguments
 * =========
 *
 * options (input) superlu_options_t*
 *         The structure defines the input parameters to control
 *         how the LU decomposition will be performed and how the
 *         system will be solved.
 *
 * A       (input/output) SuperMatrix*
 *         Matrix A in A*X=B, of dimension (A->nrow, A->ncol). The number
 *         of the linear equations is A->nrow. Currently, the type of A can be:
 *         Stype = SLU_NC or SLU_NR, Dtype = SLU_D, Mtype = SLU_GE.
 *         In the future, more general A may be handled.
 *
 *         On entry, If options->Fact = FACTORED and equed is not 'N', 
 *         then A must have been equilibrated by the scaling factors in
 *         R and/or C.  
 *         On exit, A is not modified if options->Equil = NO, or if 
 *         options->Equil = YES but equed = 'N' on exit.
 *         Otherwise, if options->Equil = YES and equed is not 'N',
 *         A is scaled as follows:
 *         If A->Stype = SLU_NC:
 *           equed = 'R':  A := diag(R) * A
 *           equed = 'C':  A := A * diag(C)
 *           equed = 'B':  A := diag(R) * A * diag(C).
 *         If A->Stype = SLU_NR:
 *           equed = 'R':  transpose(A) := diag(R) * transpose(A)
 *           equed = 'C':  transpose(A) := transpose(A) * diag(C)
 *           equed = 'B':  transpose(A) := diag(R) * transpose(A) * diag(C).
 *
 * perm_c  (input/output) int*
 *	   If A->Stype = SLU_NC, Column permutation vector of size A->ncol,
 *         which defines the permutation matrix Pc; perm_c[i] = j means
 *         column i of A is in position j in A*Pc.
 *         On exit, perm_c may be overwritten by the product of the input
 *         perm_c and a permutation that postorders the elimination tree
 *         of Pc'*A'*A*Pc; perm_c is not changed if the elimination tree
 *         is already in postorder.
 *
 *         If A->Stype = SLU_NR, column permutation vector of size A->nrow,
 *         which describes permutation of columns of transpose(A) 
 *         (rows of A) as described above.
 * 
 * perm_r  (input/output) int*
 *         If A->Stype = SLU_NC, row permutation vector of size A->nrow, 
 *         which defines the permutation matrix Pr, and is determined
 *         by partial pivoting.  perm_r[i] = j means row i of A is in 
 *         position j in Pr*A.
 *
 *         If A->Stype = SLU_NR, permutation vector of size A->ncol, which
 *         determines permutation of rows of transpose(A)
 *         (columns of A) as described above.
 *
 *         If options->Fact = SamePattern_SameRowPerm, the pivoting routine
 *         will try to use the input perm_r, unless a certain threshold
 *         criterion is violated. In that case, perm_r is overwritten by a
 *         new permutation determined by partial pivoting or diagonal
 *         threshold pivoting.
 *         Otherwise, perm_r is output argument.
 * 
 * etree   (input/output) int*,  dimension (A->ncol)
 *         Elimination tree of Pc'*A'*A*Pc.
 *         If options->Fact != FACTORED and options->Fact != DOFACT,
 *         etree is an input argument, otherwise it is an output argument.
 *         Note: etree is a vector of parent pointers for a forest whose
 *         vertices are the integers 0 to A->ncol-1; etree[root]==A->ncol.
 *
 * equed   (input/output) char*
 *         Specifies the form of equilibration that was done.
 *         = 'N': No equilibration.
 *         = 'R': Row equilibration, i.e., A was premultiplied by diag(R).
 *         = 'C': Column equilibration, i.e., A was postmultiplied by diag(C).
 *         = 'B': Both row and column equilibration, i.e., A was replaced 
 *                by diag(R)*A*diag(C).
 *         If options->Fact = FACTORED, equed is an input argument,
 *         otherwise it is an output argument.
 *
 * R       (input/output) double*, dimension (A->nrow)
 *         The row scale factors for A or transpose(A).
 *         If equed = 'R' or 'B', A (if A->Stype = SLU_NC) or transpose(A)
 *             (if A->Stype = SLU_NR) is multiplied on the left by diag(R).
 *         If equed = 'N' or 'C', R is not accessed.
 *         If options->Fact = FACTORED, R is an input argument,
 *             otherwise, R is output.
 *         If options->zFact = FACTORED and equed = 'R' or 'B', each element
 *             of R must be positive.
 * 
 * C       (input/output) double*, dimension (A->ncol)
 *         The column scale factors for A or transpose(A).
 *         If equed = 'C' or 'B', A (if A->Stype = SLU_NC) or transpose(A)
 *             (if A->Stype = SLU_NR) is multiplied on the right by diag(C).
 *         If equed = 'N' or 'R', C is not accessed.
 *         If options->Fact = FACTORED, C is an input argument,
 *             otherwise, C is output.
 *         If options->Fact = FACTORED and equed = 'C' or 'B', each element
 *             of C must be positive.
 *         
 * L       (output) SuperMatrix*
 *	   The factor L from the factorization
 *             Pr*A*Pc=L*U              (if A->Stype SLU_= NC) or
 *             Pr*transpose(A)*Pc=L*U   (if A->Stype = SLU_NR).
 *         Uses compressed row subscripts storage for supernodes, i.e.,
 *         L has types: Stype = SLU_SC, Dtype = SLU_D, Mtype = SLU_TRLU.
 *
 * U       (output) SuperMatrix*
 *	   The factor U from the factorization
 *             Pr*A*Pc=L*U              (if A->Stype = SLU_NC) or
 *             Pr*transpose(A)*Pc=L*U   (if A->Stype = SLU_NR).
 *         Uses column-wise storage scheme, i.e., U has types:
 *         Stype = SLU_NC, Dtype = SLU_D, Mtype = SLU_TRU.
 *
 * work    (workspace/output) void*, size (lwork) (in bytes)
 *         User supplied workspace, should be large enough
 *         to hold data structures for factors L and U.
 *         On exit, if fact is not 'F', L and U point to this array.
 *
 * lwork   (input) int
 *         Specifies the size of work array in bytes.
 *         = 0:  allocate space internally by system malloc;
 *         > 0:  use user-supplied work array of length lwork in bytes,
 *               returns error if space runs out.
 *         = -1: the routine guesses the amount of space needed without
 *               performing the factorization, and returns it in
 *               mem_usage->total_needed; no other side effects.
 *
 *         See argument 'mem_usage' for memory usage statistics.
 *
 * B       (input/output) SuperMatrix*
 *         B has types: Stype = SLU_DN, Dtype = SLU_D, Mtype = SLU_GE.
 *         On entry, the right hand side matrix.
 *         If B->ncol = 0, only LU decomposition is performed, the triangular
 *                         solve is skipped.
 *         On exit,
 *            if equed = 'N', B is not modified; otherwise
 *            if A->Stype = SLU_NC:
 *               if options->Trans = NOTRANS and equed = 'R' or 'B',
 *                  B is overwritten by diag(R)*B;
 *               if options->Trans = TRANS or CONJ and equed = 'C' of 'B',
 *                  B is overwritten by diag(C)*B;
 *            if A->Stype = SLU_NR:
 *               if options->Trans = NOTRANS and equed = 'C' or 'B',
 *                  B is overwritten by diag(C)*B;
 *               if options->Trans = TRANS or CONJ and equed = 'R' of 'B',
 *                  B is overwritten by diag(R)*B.
 *
 * X       (output) SuperMatrix*
 *         X has types: Stype = SLU_DN, Dtype = SLU_D, Mtype = SLU_GE. 
 *         If info = 0 or info = A->ncol+1, X contains the solution matrix
 *         to the original system of equations. Note that A and B are modified
 *         on exit if equed is not 'N', and the solution to the equilibrated
 *         system is inv(diag(C))*X if options->Trans = NOTRANS and
 *         equed = 'C' or 'B', or inv(diag(R))*X if options->Trans = 'T' or 'C'
 *         and equed = 'R' or 'B'.
 *
 * recip_pivot_growth (output) double*
 *         The reciprocal pivot growth factor max_j( norm(A_j)/norm(U_j) ).
 *         The infinity norm is used. If recip_pivot_growth is much less
 *         than 1, the stability of the LU factorization could be poor.
 *
 * rcond   (output) double*
 *         The estimate of the reciprocal condition number of the matrix A
 *         after equilibration (if done). If rcond is less than the machine
 *         precision (in particular, if rcond = 0), the matrix is singular
 *         to working precision. This condition is indicated by a return
 *         code of info > 0.
 *
 * FERR    (output) double*, dimension (B->ncol)   
 *         The estimated forward error bound for each solution vector   
 *         X(j) (the j-th column of the solution matrix X).   
 *         If XTRUE is the true solution corresponding to X(j), FERR(j) 
 *         is an estimated upper bound for the magnitude of the largest 
 *         element in (X(j) - XTRUE) divided by the magnitude of the   
 *         largest element in X(j).  The estimate is as reliable as   
 *         the estimate for RCOND, and is almost always a slight   
 *         overestimate of the true error.
 *         If options->IterRefine = NOREFINE, ferr = 1.0.
 *
 * BERR    (output) double*, dimension (B->ncol)
 *         The componentwise relative backward error of each solution   
 *         vector X(j) (i.e., the smallest relative change in   
 *         any element of A or B that makes X(j) an exact solution).
 *         If options->IterRefine = NOREFINE, berr = 1.0.
 *
 * mem_usage (output) mem_usage_t*
 *         Record the memory usage statistics, consisting of following fields:
 *         - for_lu (float)
 *           The amount of space used in bytes for L\U data structures.
 *         - total_needed (float)
 *           The amount of space needed in bytes to perform factorization.
 *         - expansions (int)
 *           The number of memory expansions during the LU factorization.
 *
 * stat   (output) SuperLUStat_t*
 *        Record the statistics on runtime and floating-point operation count.
 *        See util.h for the definition of 'SuperLUStat_t'.
 *
 * info    (output) int*
 *         = 0: successful exit   
 *         < 0: if info = -i, the i-th argument had an illegal value   
 *         > 0: if info = i, and i is   
 *              <= A->ncol: U(i,i) is exactly zero. The factorization has   
 *                    been completed, but the factor U is exactly   
 *                    singular, so the solution and error bounds   
 *                    could not be computed.   
 *              = A->ncol+1: U is nonsingular, but RCOND is less than machine
 *                    precision, meaning that the matrix is singular to
 *                    working precision. Nevertheless, the solution and
 *                    error bounds are computed because there are a number
 *                    of situations where the computed solution can be more
 *                    accurate than the value of RCOND would suggest.   
 *              > A->ncol+1: number of bytes allocated when memory allocation
 *                    failure occurred, plus A->ncol.
 *
 */

    DNformat  *Bstore, *Xstore;
    double    *Bmat, *Xmat;
    int       ldb, ldx, nrhs;
    SuperMatrix *AA;/* A in SLU_NC format used by the factorization routine.*/
    SuperMatrix AC; /* Matrix postmultiplied by Pc */
    int       colequ, equil, nofact, notran, rowequ, permc_spec;
    trans_t   trant;
    char      norm[1];
    int       i, j, info1;
    double    amax, anorm, bignum, smlnum, colcnd, rowcnd, rcmax, rcmin;
    int       relax, panel_size;
    double    drop_tol;
    double    t0;      /* temporary time */
    double    *utime;

    /* External functions */
    extern double dlangs(char *, SuperMatrix *);
    extern double hypre_F90_NAME_LAPACK(dlamch,DLAMCH)(const char *);

    Bstore = (DNformat*) B->Store;
    Xstore = (DNformat*) X->Store;
    Bmat   = (  double*) Bstore->nzval;
    Xmat   = (  double*) Xstore->nzval;
    ldb    = Bstore->lda;
    ldx    = Xstore->lda;
    nrhs   = B->ncol;

    *info = 0;
    nofact = (options->Fact != FACTORED);
    equil = (options->Equil == YES);
    notran = (options->Trans == NOTRANS);
    if ( nofact ) {
	*(unsigned char *)equed = 'N';
	rowequ = FALSE;
	colequ = FALSE;
    } else {
	rowequ = superlu_lsame(equed, "R") || superlu_lsame(equed, "B");
	colequ = superlu_lsame(equed, "C") || superlu_lsame(equed, "B");
        smlnum = hypre_F90_NAME_LAPACK(dlamch,DLAMCH)("Safe minimum");
	bignum = 1. / smlnum;
    }

#if 0
printf("dgssvx: Fact=%4d, Trans=%4d, equed=%c\n",
       options->Fact, options->Trans, *equed);
#endif

    /* Test the input parameters */
    if (!nofact && options->Fact != DOFACT && options->Fact != SamePattern &&
	options->Fact != SamePattern_SameRowPerm &&
	!notran && options->Trans != TRANS && options->Trans != CONJ &&
	!equil && options->Equil != NO)
	*info = -1;
    else if ( A->nrow != A->ncol || A->nrow < 0 ||
	      (A->Stype != SLU_NC && A->Stype != SLU_NR) ||
	      A->Dtype != SLU_D || A->Mtype != SLU_GE )
	*info = -2;
    else if (options->Fact == FACTORED &&
	     !(rowequ || colequ || superlu_lsame(equed, "N")))
	*info = -6;
    else {
	if (rowequ) {
	    rcmin = bignum;
	    rcmax = 0.;
	    for (j = 0; j < A->nrow; ++j) {
		rcmin = SUPERLU_MIN(rcmin, R[j]);
		rcmax = SUPERLU_MAX(rcmax, R[j]);
	    }
	    if (rcmin <= 0.) *info = -7;
	    else if ( A->nrow > 0)
		rowcnd = SUPERLU_MAX(rcmin,smlnum) / SUPERLU_MIN(rcmax,bignum);
	    else rowcnd = 1.;
	}
	if (colequ && *info == 0) {
	    rcmin = bignum;
	    rcmax = 0.;
	    for (j = 0; j < A->nrow; ++j) {
		rcmin = SUPERLU_MIN(rcmin, C[j]);
		rcmax = SUPERLU_MAX(rcmax, C[j]);
	    }
	    if (rcmin <= 0.) *info = -8;
	    else if (A->nrow > 0)
		colcnd = SUPERLU_MAX(rcmin,smlnum) / SUPERLU_MIN(rcmax,bignum);
	    else colcnd = 1.;
	}
	if (*info == 0) {
	    if ( lwork < -1 ) *info = -12;
	    else if ( B->ncol < 0 || Bstore->lda < SUPERLU_MAX(0, A->nrow) ||
		      B->Stype != SLU_DN || B->Dtype != SLU_D || 
		      B->Mtype != SLU_GE )
		*info = -13;
	    else if ( X->ncol < 0 || Xstore->lda < SUPERLU_MAX(0, A->nrow) ||
		      (B->ncol != 0 && B->ncol != X->ncol) ||
                      X->Stype != SLU_DN ||
		      X->Dtype != SLU_D || X->Mtype != SLU_GE )
		*info = -14;
	}
    }
    if (*info != 0) {
	i = -(*info);
	superlu_xerbla("dgssvx", &i);
	return;
    }
    
    /* Initialization for factor parameters */
    panel_size = sp_ienv(1);
    relax      = sp_ienv(2);
    drop_tol   = 0.0;

    utime = stat->utime;
    
    /* Convert A to SLU_NC format when necessary. */
    if ( A->Stype == SLU_NR ) {
	NRformat *Astore = (NRformat*) A->Store;
	AA = (SuperMatrix *) SUPERLU_MALLOC( sizeof(SuperMatrix) );
	dCreate_CompCol_Matrix(AA, A->ncol, A->nrow, Astore->nnz, 
			       (double*) Astore->nzval, Astore->colind, Astore->rowptr,
			       SLU_NC, A->Dtype, A->Mtype);
	if ( notran ) { /* Reverse the transpose argument. */
	    trant = TRANS;
	    notran = 0;
	} else {
	    trant = NOTRANS;
	    notran = 1;
	}
    } else { /* A->Stype == SLU_NC */
	trant = options->Trans;
	AA = A;
    }

    if ( nofact && equil ) {
	t0 = SuperLU_timer_();
	/* Compute row and column scalings to equilibrate the matrix A. */
	dgsequ(AA, R, C, &rowcnd, &colcnd, &amax, &info1);
	
	if ( info1 == 0 ) {
	    /* Equilibrate matrix A. */
	    dlaqgs(AA, R, C, rowcnd, colcnd, amax, equed);
	    rowequ = superlu_lsame(equed, "R") || superlu_lsame(equed, "B");
	    colequ = superlu_lsame(equed, "C") || superlu_lsame(equed, "B");
	}
	utime[EQUIL] = SuperLU_timer_() - t0;
    }

    if ( nrhs > 0 ) {
        /* Scale the right hand side if equilibration was performed. */
        if ( notran ) {
	    if ( rowequ ) {
	        for (j = 0; j < nrhs; ++j)
		    for (i = 0; i < A->nrow; ++i) {
		        Bmat[i + j*ldb] *= R[i];
	            }
	    }
        } else if ( colequ ) {
	    for (j = 0; j < nrhs; ++j)
	        for (i = 0; i < A->nrow; ++i) {
	            Bmat[i + j*ldb] *= C[i];
	        }
        }
    }

    if ( nofact ) {
	
        t0 = SuperLU_timer_();
	/*
	 * Gnet column permutation vector perm_c[], according to permc_spec:
	 *   permc_spec = NATURAL:  natural ordering 
	 *   permc_spec = MMD_AT_PLUS_A: minimum degree on structure of A'+A
	 *   permc_spec = MMD_ATA:  minimum degree on structure of A'*A
	 *   permc_spec = COLAMD:   approximate minimum degree column ordering
	 *   permc_spec = MY_PERMC: the ordering already supplied in perm_c[]
	 */
	permc_spec = options->ColPerm;
	if ( permc_spec != MY_PERMC && options->Fact == DOFACT )
            get_perm_c(permc_spec, AA, perm_c);
	utime[COLPERM] = SuperLU_timer_() - t0;

	t0 = SuperLU_timer_();
	sp_preorder(options, AA, perm_c, etree, &AC);
	utime[ETREE] = SuperLU_timer_() - t0;
    
/*	printf("Factor PA = LU ... relax %d\tw %d\tmaxsuper %d\trowblk %d\n", 
	       relax, panel_size, sp_ienv(3), sp_ienv(4));
	fflush(stdout); */
	
	/* Compute the LU factorization of A*Pc. */
	t0 = SuperLU_timer_();
	dgstrf(options, &AC, drop_tol, relax, panel_size,
	       etree, work, lwork, perm_c, perm_r, L, U, stat, info);
	utime[FACT] = SuperLU_timer_() - t0;
	
	if ( lwork == -1 ) {
	    mem_usage->total_needed = *info - A->ncol;
	    return;
	}
    }

    if ( options->PivotGrowth ) {
        if ( *info > 0 ) {
	    if ( *info <= A->ncol ) {
	        /* Compute the reciprocal pivot growth factor of the leading
	           rank-deficient *info columns of A. */
	        *recip_pivot_growth = dPivotGrowth(*info, AA, perm_c, L, U);
	    }
	    return;
        }

        /* Compute the reciprocal pivot growth factor *recip_pivot_growth. */
        *recip_pivot_growth = dPivotGrowth(A->ncol, AA, perm_c, L, U);
    }

    if ( options->ConditionNumber ) {
        /* Estimate the reciprocal of the condition number of A. */
        t0 = SuperLU_timer_();
        if ( notran ) {
	    *(unsigned char *)norm = '1';
        } else {
	    *(unsigned char *)norm = 'I';
        }
        anorm = dlangs(norm, AA);
        dgscon(norm, L, U, anorm, rcond, stat, info);
        utime[RCOND] = SuperLU_timer_() - t0;
    }
    
    if ( nrhs > 0 ) {
        /* Compute the solution matrix X. */
        for (j = 0; j < nrhs; j++)  /* Save a copy of the right hand sides */
            for (i = 0; i < B->nrow; i++)
	        Xmat[i + j*ldx] = Bmat[i + j*ldb];
    
        t0 = SuperLU_timer_();
        dgstrs (trant, L, U, perm_c, perm_r, X, stat, info);
        utime[SOLVE] = SuperLU_timer_() - t0;
    
        /* Use iterative refinement to improve the computed solution and compute
           error bounds and backward error estimates for it. */
        t0 = SuperLU_timer_();
        if ( options->IterRefine != NOREFINE ) {
            dgsrfs(trant, AA, L, U, perm_c, perm_r, equed, R, C, B,
                   X, ferr, berr, stat, info);
        } else {
            for (j = 0; j < nrhs; ++j) ferr[j] = berr[j] = 1.0;
        }
        utime[REFINE] = SuperLU_timer_() - t0;

        /* Transform the solution matrix X to a solution of the original system. */
        if ( notran ) {
	    if ( colequ ) {
	        for (j = 0; j < nrhs; ++j)
		    for (i = 0; i < A->nrow; ++i) {
                        Xmat[i + j*ldx] *= C[i];
	            }
	    }
        } else if ( rowequ ) {
	    for (j = 0; j < nrhs; ++j)
	        for (i = 0; i < A->nrow; ++i) {
	            Xmat[i + j*ldx] *= R[i];
                }
        }
    } /* end if nrhs > 0 */

    if ( options->ConditionNumber ) {
        /* Set INFO = A->ncol+1 if the matrix is singular to working precision. */
       if (*rcond < hypre_F90_NAME_LAPACK(dlamch,DLAMCH)("E")) *info=A->ncol+1;
    }

    if ( nofact ) {
        dQuerySpace(L, U, mem_usage);
        Destroy_CompCol_Permuted(&AC);
    }
    if ( A->Stype == SLU_NR ) {
	Destroy_SuperMatrix_Store(AA);
	SUPERLU_FREE(AA);
    }

}
Пример #7
0
void
sgssvx(superlu_options_t *options, SuperMatrix *A, int *perm_c, int *perm_r,
       int *etree, char *equed, float *R, float *C,
       SuperMatrix *L, SuperMatrix *U, void *work, int lwork,
       SuperMatrix *B, SuperMatrix *X, float *recip_pivot_growth, 
       float *rcond, float *ferr, float *berr, 
       mem_usage_t *mem_usage, SuperLUStat_t *stat, int *info )
{


    DNformat  *Bstore, *Xstore;
    float    *Bmat, *Xmat;
    int       ldb, ldx, nrhs;
    SuperMatrix *AA;/* A in SLU_NC format used by the factorization routine.*/
    SuperMatrix AC; /* Matrix postmultiplied by Pc */
    int       colequ, equil, nofact, notran, rowequ, permc_spec;
    trans_t   trant;
    char      norm[1];
    int       i, j, info1;
    float    amax, anorm, bignum, smlnum, colcnd, rowcnd, rcmax, rcmin;
    int       relax, panel_size;
    float    diag_pivot_thresh;
    double    t0;      /* temporary time */
    double    *utime;

    /* External functions */
    extern float slangs(char *, SuperMatrix *);

    Bstore = B->Store;
    Xstore = X->Store;
    Bmat   = Bstore->nzval;
    Xmat   = Xstore->nzval;
    ldb    = Bstore->lda;
    ldx    = Xstore->lda;
    nrhs   = B->ncol;

    *info = 0;
    nofact = (options->Fact != FACTORED);
    equil = (options->Equil == YES);
    notran = (options->Trans == NOTRANS);
    if ( nofact ) {
	*(unsigned char *)equed = 'N';
	rowequ = FALSE;
	colequ = FALSE;
    } else {
	rowequ = lsame_(equed, "R") || lsame_(equed, "B");
	colequ = lsame_(equed, "C") || lsame_(equed, "B");
	smlnum = slamch_("Safe minimum");
	bignum = 1. / smlnum;
    }

#if 0
printf("dgssvx: Fact=%4d, Trans=%4d, equed=%c\n",
       options->Fact, options->Trans, *equed);
#endif

    /* Test the input parameters */
    if (options->Fact != DOFACT && options->Fact != SamePattern &&
	options->Fact != SamePattern_SameRowPerm &&
	options->Fact != FACTORED &&
	options->Trans != NOTRANS && options->Trans != TRANS && 
	options->Trans != CONJ &&
	options->Equil != NO && options->Equil != YES)
	*info = -1;
    else if ( A->nrow != A->ncol || A->nrow < 0 ||
	      (A->Stype != SLU_NC && A->Stype != SLU_NR) ||
	      A->Dtype != SLU_S || A->Mtype != SLU_GE )
	*info = -2;
    else if (options->Fact == FACTORED &&
	     !(rowequ || colequ || lsame_(equed, "N")))
	*info = -6;
    else {
	if (rowequ) {
	    rcmin = bignum;
	    rcmax = 0.;
	    for (j = 0; j < A->nrow; ++j) {
		rcmin = SUPERLU_MIN(rcmin, R[j]);
		rcmax = SUPERLU_MAX(rcmax, R[j]);
	    }
	    if (rcmin <= 0.) *info = -7;
	    else if ( A->nrow > 0)
		rowcnd = SUPERLU_MAX(rcmin,smlnum) / SUPERLU_MIN(rcmax,bignum);
	    else rowcnd = 1.;
	}
	if (colequ && *info == 0) {
	    rcmin = bignum;
	    rcmax = 0.;
	    for (j = 0; j < A->nrow; ++j) {
		rcmin = SUPERLU_MIN(rcmin, C[j]);
		rcmax = SUPERLU_MAX(rcmax, C[j]);
	    }
	    if (rcmin <= 0.) *info = -8;
	    else if (A->nrow > 0)
		colcnd = SUPERLU_MAX(rcmin,smlnum) / SUPERLU_MIN(rcmax,bignum);
	    else colcnd = 1.;
	}
	if (*info == 0) {
	    if ( lwork < -1 ) *info = -12;
	    else if ( B->ncol < 0 ) *info = -13;
	    else if ( B->ncol > 0 ) { /* no checking if B->ncol=0 */
	         if ( Bstore->lda < SUPERLU_MAX(0, A->nrow) ||
		      B->Stype != SLU_DN || B->Dtype != SLU_S || 
		      B->Mtype != SLU_GE )
		*info = -13;
            }
	    if ( X->ncol < 0 ) *info = -14;
            else if ( X->ncol > 0 ) { /* no checking if X->ncol=0 */
                 if ( Xstore->lda < SUPERLU_MAX(0, A->nrow) ||
		      (B->ncol != 0 && B->ncol != X->ncol) ||
                      X->Stype != SLU_DN ||
		      X->Dtype != SLU_S || X->Mtype != SLU_GE )
		*info = -14;
            }
	}
    }
    if (*info != 0) {
	i = -(*info);
	xerbla_("sgssvx", &i);
	return;
    }
    
    /* Initialization for factor parameters */
    panel_size = sp_ienv(1);
    relax      = sp_ienv(2);
    diag_pivot_thresh = options->DiagPivotThresh;

    utime = stat->utime;
    
    /* Convert A to SLU_NC format when necessary. */
    if ( A->Stype == SLU_NR ) {
	NRformat *Astore = A->Store;
	AA = (SuperMatrix *) SUPERLU_MALLOC( sizeof(SuperMatrix) );
	sCreate_CompCol_Matrix(AA, A->ncol, A->nrow, Astore->nnz, 
			       Astore->nzval, Astore->colind, Astore->rowptr,
			       SLU_NC, A->Dtype, A->Mtype);
	if ( notran ) { /* Reverse the transpose argument. */
	    trant = TRANS;
	    notran = 0;
	} else {
	    trant = NOTRANS;
	    notran = 1;
	}
    } else { /* A->Stype == SLU_NC */
	trant = options->Trans;
	AA = A;
    }

    if ( nofact && equil ) {
	t0 = SuperLU_timer_();
	/* Compute row and column scalings to equilibrate the matrix A. */
	sgsequ(AA, R, C, &rowcnd, &colcnd, &amax, &info1);
	
	if ( info1 == 0 ) {
	    /* Equilibrate matrix A. */
	    slaqgs(AA, R, C, rowcnd, colcnd, amax, equed);
	    rowequ = lsame_(equed, "R") || lsame_(equed, "B");
	    colequ = lsame_(equed, "C") || lsame_(equed, "B");
	}
	utime[EQUIL] = SuperLU_timer_() - t0;
    }


    if ( nofact ) {
	
        t0 = SuperLU_timer_();
	/*
	 * Gnet column permutation vector perm_c[], according to permc_spec:
	 *   permc_spec = NATURAL:  natural ordering 
	 *   permc_spec = MMD_AT_PLUS_A: minimum degree on structure of A'+A
	 *   permc_spec = MMD_ATA:  minimum degree on structure of A'*A
	 *   permc_spec = COLAMD:   approximate minimum degree column ordering
	 *   permc_spec = MY_PERMC: the ordering already supplied in perm_c[]
	 */
	permc_spec = options->ColPerm;
	if ( permc_spec != MY_PERMC && options->Fact == DOFACT )
            get_perm_c(permc_spec, AA, perm_c);
	utime[COLPERM] = SuperLU_timer_() - t0;

	t0 = SuperLU_timer_();
	sp_preorder(options, AA, perm_c, etree, &AC);
	utime[ETREE] = SuperLU_timer_() - t0;
    
/*	printf("Factor PA = LU ... relax %d\tw %d\tmaxsuper %d\trowblk %d\n", 
	       relax, panel_size, sp_ienv(3), sp_ienv(4));
	fflush(stdout); */
	
	/* Compute the LU factorization of A*Pc. */
	t0 = SuperLU_timer_();
	sgstrf(options, &AC, relax, panel_size, etree,
                work, lwork, perm_c, perm_r, L, U, stat, info);
	utime[FACT] = SuperLU_timer_() - t0;
	
	if ( lwork == -1 ) {
	    mem_usage->total_needed = *info - A->ncol;
	    return;
	}
    }

    if ( options->PivotGrowth ) {
        if ( *info > 0 ) {
	    if ( *info <= A->ncol ) {
	        /* Compute the reciprocal pivot growth factor of the leading
	           rank-deficient *info columns of A. */
	        *recip_pivot_growth = sPivotGrowth(*info, AA, perm_c, L, U);
	    }
	    return;
        }

        /* Compute the reciprocal pivot growth factor *recip_pivot_growth. */
        *recip_pivot_growth = sPivotGrowth(A->ncol, AA, perm_c, L, U);
    }

    if ( options->ConditionNumber ) {
        /* Estimate the reciprocal of the condition number of A. */
        t0 = SuperLU_timer_();
        if ( notran ) {
	    *(unsigned char *)norm = '1';
        } else {
	    *(unsigned char *)norm = 'I';
        }
        anorm = slangs(norm, AA);
        sgscon(norm, L, U, anorm, rcond, stat, info);
        utime[RCOND] = SuperLU_timer_() - t0;
    }
    
    if ( nrhs > 0 ) {
        /* Scale the right hand side if equilibration was performed. */
        if ( notran ) {
	    if ( rowequ ) {
	        for (j = 0; j < nrhs; ++j)
		    for (i = 0; i < A->nrow; ++i)
		        Bmat[i + j*ldb] *= R[i];
	    }
        } else if ( colequ ) {
	    for (j = 0; j < nrhs; ++j)
	        for (i = 0; i < A->nrow; ++i)
	            Bmat[i + j*ldb] *= C[i];
        }

        /* Compute the solution matrix X. */
        for (j = 0; j < nrhs; j++)  /* Save a copy of the right hand sides */
            for (i = 0; i < B->nrow; i++)
	        Xmat[i + j*ldx] = Bmat[i + j*ldb];
    
        t0 = SuperLU_timer_();
        sgstrs (trant, L, U, perm_c, perm_r, X, stat, info);
        utime[SOLVE] = SuperLU_timer_() - t0;
    
        /* Use iterative refinement to improve the computed solution and compute
           error bounds and backward error estimates for it. */
        t0 = SuperLU_timer_();
        if ( options->IterRefine != NOREFINE ) {
            sgsrfs(trant, AA, L, U, perm_c, perm_r, equed, R, C, B,
                   X, ferr, berr, stat, info);
        } else {
            for (j = 0; j < nrhs; ++j) ferr[j] = berr[j] = 1.0;
        }
        utime[REFINE] = SuperLU_timer_() - t0;

        /* Transform the solution matrix X to a solution of the original system. */
        if ( notran ) {
	    if ( colequ ) {
	        for (j = 0; j < nrhs; ++j)
		    for (i = 0; i < A->nrow; ++i)
                        Xmat[i + j*ldx] *= C[i];
	    }
        } else if ( rowequ ) {
	    for (j = 0; j < nrhs; ++j)
	        for (i = 0; i < A->nrow; ++i)
	            Xmat[i + j*ldx] *= R[i];
        }
    } /* end if nrhs > 0 */

    if ( options->ConditionNumber ) {
        /* Set INFO = A->ncol+1 if the matrix is singular to working precision. */
        if ( *rcond < slamch_("E") ) *info = A->ncol + 1;
    }

    if ( nofact ) {
        sQuerySpace(L, U, mem_usage);
        Destroy_CompCol_Permuted(&AC);
    }
    if ( A->Stype == SLU_NR ) {
	Destroy_SuperMatrix_Store(AA);
	SUPERLU_FREE(AA);
    }

}
Пример #8
0
int HYPRE_ParCSR_SuperLUSetup(HYPRE_Solver solver, HYPRE_ParCSRMatrix A_csr,
                              HYPRE_ParVector b, HYPRE_ParVector x )
{
#ifdef HAVE_SUPERLU
   int    startRow, endRow, nrows, *partition, *AdiagI, *AdiagJ, nnz;
   int    irow, colNum, index, *cscI, *cscJ, jcol, *colLengs;
   int    *etree, permcSpec, lwork, panelSize, relax, info;
   double *AdiagA, *cscA, diagPivotThresh, dropTol;
   char              refact[1];
   hypre_CSRMatrix   *Adiag;
   HYPRE_SuperLU     *sluPtr;
   SuperMatrix       sluAmat, auxAmat;
   superlu_options_t slu_options;
   SuperLUStat_t     slu_stat;

   /* ---------------------------------------------------------------- */
   /* get matrix information                                           */
   /* ---------------------------------------------------------------- */

   sluPtr = (HYPRE_SuperLU *) solver;
   assert ( sluPtr != NULL );
   HYPRE_ParCSRMatrixGetRowPartitioning( A_csr, &partition );
   startRow = partition[0];
   endRow   = partition[1] - 1;
   nrows    = endRow - startRow + 1;
   free( partition );
   if ( startRow != 0 )
   {
      printf("HYPRE_ParCSR_SuperLUSetup ERROR - start row != 0.\n");
      return -1;
   }

   /* ---------------------------------------------------------------- */
   /* get hypre matrix                                                 */
   /* ---------------------------------------------------------------- */

   Adiag  = hypre_ParCSRMatrixDiag((hypre_ParCSRMatrix *) A_csr);
   AdiagI = hypre_CSRMatrixI(Adiag);
   AdiagJ = hypre_CSRMatrixJ(Adiag);
   AdiagA = hypre_CSRMatrixData(Adiag);
   nnz    = AdiagI[nrows];

   /* ---------------------------------------------------------------- */
   /* convert the csr matrix into csc matrix                           */
   /* ---------------------------------------------------------------- */

   colLengs = (int *) malloc(nrows * sizeof(int));
   for ( irow = 0; irow < nrows; irow++ ) colLengs[irow] = 0;
   for ( irow = 0; irow < nrows; irow++ )
      for ( jcol = AdiagI[irow]; jcol < AdiagI[irow+1]; jcol++ )
         colLengs[AdiagJ[jcol]]++;
   cscJ = (int *)    malloc( (nrows+1) * sizeof(int) );
   cscI = (int *)    malloc( nnz * sizeof(int) );
   cscA = (double *) malloc( nnz * sizeof(double) );
   cscJ[0] = 0;
   nnz = 0;
   for ( jcol = 1; jcol <= nrows; jcol++ )
   {
      nnz += colLengs[jcol-1];
      cscJ[jcol] = nnz;
   }
   for ( irow = 0; irow < nrows; irow++ )
   {
      for ( jcol = AdiagI[irow]; jcol < AdiagI[irow+1]; jcol++ )
      {
         colNum = AdiagJ[jcol];
         index  = cscJ[colNum]++;
         cscI[index] = irow;
         cscA[index] = AdiagA[jcol];
      }
   }
   cscJ[0] = 0;
   nnz = 0;
   for ( jcol = 1; jcol <= nrows; jcol++ )
   {
      nnz += colLengs[jcol-1];
      cscJ[jcol] = nnz;
   }
   free(colLengs);

   /* ---------------------------------------------------------------- */
   /* create SuperMatrix                                                */
   /* ---------------------------------------------------------------- */
                                                                                
   dCreate_CompCol_Matrix(&sluAmat,nrows,nrows,cscJ[nrows],cscA,cscI,
                          cscJ, SLU_NC, SLU_D, SLU_GE);
   etree   = (int *) malloc(nrows * sizeof(int));
   sluPtr->permC_  = (int *) malloc(nrows * sizeof(int));
   sluPtr->permR_  = (int *) malloc(nrows * sizeof(int));
   permcSpec = 0;
   get_perm_c(permcSpec, &sluAmat, sluPtr->permC_);
   slu_options.Fact = DOFACT;
   slu_options.SymmetricMode = NO;
   sp_preorder(&slu_options, &sluAmat, sluPtr->permC_, etree, &auxAmat);
   diagPivotThresh = 1.0;
   dropTol = 0.0;
   panelSize = sp_ienv(1);
   relax = sp_ienv(2);
   StatInit(&slu_stat);
   lwork = 0;
   slu_options.ColPerm = MY_PERMC;
   slu_options.DiagPivotThresh = diagPivotThresh;

   dgstrf(&slu_options, &auxAmat, dropTol, relax, panelSize,
          etree, NULL, lwork, sluPtr->permC_, sluPtr->permR_,
          &(sluPtr->SLU_Lmat), &(sluPtr->SLU_Umat), &slu_stat, &info);
   Destroy_CompCol_Permuted(&auxAmat);
   Destroy_CompCol_Matrix(&sluAmat);
   free(etree);
   sluPtr->factorized_ = 1;
   StatFree(&slu_stat);
   return 0;
#else
   printf("HYPRE_ParCSR_SuperLUSetup ERROR - SuperLU not enabled.\n");
   *solver = (HYPRE_Solver) NULL;
   return -1;
#endif
}
Пример #9
0
static PyObject* superluWrappersSparseFactorPrepare(PyObject* self,
                                                    PyObject* args)
{
  int i,n,relax=1,panel_size=10,lwork=0,info=0,permc_spec=3;
  double drop_tol=-1.0;/* not used by superlu */
  void *work=NULL;
  PyObject *mat,*sparseFactor;
  if(!PyArg_ParseTuple(args,"OO",
                       &mat,
                       &sparseFactor))
    return NULL;
  SFP(sparseFactor)->storeA.nnz = ((SparseMatrix*)mat)->A.nnz;
  SFP(sparseFactor)->storeA.nzval = ((SparseMatrix*)mat)->A.nzval;
  SFP(sparseFactor)->storeA.colptr = ((SparseMatrix*)mat)->A.rowptr;
  SFP(sparseFactor)->storeA.rowind = ((SparseMatrix*)mat)->A.colind;
  /* calc column permutation */
  if ( SFP(sparseFactor)->use_same_perm_c == 0)
    {
      get_perm_c(permc_spec, 
                 &SFP(sparseFactor)->A, 
                 SFP(sparseFactor)->perm_c);
      SFP(sparseFactor)->use_same_perm_c = 1;
    }
  if ( SFP(sparseFactor)->use_same_sparsity == 0)
    {
      if (SFP(sparseFactor)->AC.Store  != NULL)
        {
          Destroy_CompCol_Permuted(&SFP(sparseFactor)->AC);
          Destroy_SuperNode_Matrix(&SFP(sparseFactor)->L);
          Destroy_CompCol_Matrix(&SFP(sparseFactor)->U);
        }
      /* apply column permutation and build AC and etree*/
      sp_preorder(&SFP(sparseFactor)->options, 
                  &SFP(sparseFactor)->A, 
                  SFP(sparseFactor)->perm_c, 
                  SFP(sparseFactor)->etree, 
                  &SFP(sparseFactor)->AC);
      SFP(sparseFactor)->use_same_sparsity = 1;
    }
  else
    {
      /* apply column permutation */
      SFP(sparseFactor)->options.Fact = SamePattern_SameRowPerm;
      n = SFP(sparseFactor)->A.ncol;
      for (i = 0; i < n; i++) 
        {
          ((NCPformat*)SFP(sparseFactor)->AC.Store)->colbeg[SFP(sparseFactor)->perm_c[i]] = ((NCformat*)SFP(sparseFactor)->A.Store)->colptr[i]; 
          ((NCPformat*)SFP(sparseFactor)->AC.Store)->colend[SFP(sparseFactor)->perm_c[i]] = ((NCformat*)SFP(sparseFactor)->A.Store)->colptr[i+1];
        }
    }
  dgstrf(&SFP(sparseFactor)->options,
         &SFP(sparseFactor)->AC,
         relax,
         panel_size,
         SFP(sparseFactor)->etree,
         work,
         lwork,
         SFP(sparseFactor)->perm_c,
         SFP(sparseFactor)->perm_r,
         &SFP(sparseFactor)->L,
         &SFP(sparseFactor)->U,
	 &SFP(sparseFactor)->Glu,
         &SFP(sparseFactor)->stat,
         &info);
  Py_INCREF(Py_None); 
  return Py_None;
}
Пример #10
0
void
dgssvx(char *fact, char *trans, char *refact,
       SuperMatrix *A, factor_param_t *factor_params, int *perm_c,
       int *perm_r, int *etree, char *equed, double *R, double *C,
       SuperMatrix *L, SuperMatrix *U, void *work, int lwork,
       SuperMatrix *B, SuperMatrix *X, double *recip_pivot_growth, 
       double *rcond, double *ferr, double *berr, 
       mem_usage_t *mem_usage, int *info )
{
/*
 * Purpose
 * =======
 *
 * DGSSVX solves the system of linear equations A*X=B or A'*X=B, using
 * the LU factorization from dgstrf(). Error bounds on the solution and
 * a condition estimate are also provided. It performs the following steps:
 *
 *   1. If A is stored column-wise (A->Stype = NC):
 *  
 *      1.1. If fact = 'E', scaling factors are computed to equilibrate the
 *           system:
 *             trans = 'N':  diag(R)*A*diag(C)     *inv(diag(C))*X = diag(R)*B
 *             trans = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
 *             trans = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
 *           Whether or not the system will be equilibrated depends on the
 *           scaling of the matrix A, but if equilibration is used, A is
 *           overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if trans='N')
 *           or diag(C)*B (if trans = 'T' or 'C').
 *
 *      1.2. Permute columns of A, forming A*Pc, where Pc is a permutation
 *           matrix that usually preserves sparsity.
 *           For more details of this step, see sp_preorder.c.
 *
 *      1.3. If fact = 'N' or 'E', the LU decomposition is used to factor the
 *           matrix A (after equilibration if fact = 'E') as Pr*A*Pc = L*U,
 *           with Pr determined by partial pivoting.
 *
 *      1.4. Compute the reciprocal pivot growth factor.
 *
 *      1.5. If some U(i,i) = 0, so that U is exactly singular, then the
 *           routine returns with info = i. Otherwise, the factored form of 
 *           A is used to estimate the condition number of the matrix A. If
 *           the reciprocal of the condition number is less than machine
 *           precision, info = A->ncol+1 is returned as a warning, but the
 *           routine still goes on to solve for X and computes error bounds
 *           as described below.
 *
 *      1.6. The system of equations is solved for X using the factored form
 *           of A.
 *
 *      1.7. Iterative refinement is applied to improve the computed solution
 *           matrix and calculate error bounds and backward error estimates
 *           for it.
 *
 *      1.8. If equilibration was used, the matrix X is premultiplied by
 *           diag(C) (if trans = 'N') or diag(R) (if trans = 'T' or 'C') so
 *           that it solves the original system before equilibration.
 *
 *   2. If A is stored row-wise (A->Stype = NR), apply the above algorithm
 *      to the transpose of A:
 *
 *      2.1. If fact = 'E', scaling factors are computed to equilibrate the
 *           system:
 *             trans = 'N':  diag(R)*A'*diag(C)     *inv(diag(C))*X = diag(R)*B
 *             trans = 'T': (diag(R)*A'*diag(C))**T *inv(diag(R))*X = diag(C)*B
 *             trans = 'C': (diag(R)*A'*diag(C))**H *inv(diag(R))*X = diag(C)*B
 *           Whether or not the system will be equilibrated depends on the
 *           scaling of the matrix A, but if equilibration is used, A' is
 *           overwritten by diag(R)*A'*diag(C) and B by diag(R)*B 
 *           (if trans='N') or diag(C)*B (if trans = 'T' or 'C').
 *
 *      2.2. Permute columns of transpose(A) (rows of A), 
 *           forming transpose(A)*Pc, where Pc is a permutation matrix that 
 *           usually preserves sparsity.
 *           For more details of this step, see sp_preorder.c.
 *
 *      2.3. If fact = 'N' or 'E', the LU decomposition is used to factor the
 *           transpose(A) (after equilibration if fact = 'E') as 
 *           Pr*transpose(A)*Pc = L*U with the permutation Pr determined by
 *           partial pivoting.
 *
 *      2.4. Compute the reciprocal pivot growth factor.
 *
 *      2.5. If some U(i,i) = 0, so that U is exactly singular, then the
 *           routine returns with info = i. Otherwise, the factored form 
 *           of transpose(A) is used to estimate the condition number of the
 *           matrix A. If the reciprocal of the condition number
 *           is less than machine precision, info = A->nrow+1 is returned as
 *           a warning, but the routine still goes on to solve for X and
 *           computes error bounds as described below.
 *
 *      2.6. The system of equations is solved for X using the factored form
 *           of transpose(A).
 *
 *      2.7. Iterative refinement is applied to improve the computed solution
 *           matrix and calculate error bounds and backward error estimates
 *           for it.
 *
 *      2.8. If equilibration was used, the matrix X is premultiplied by
 *           diag(C) (if trans = 'N') or diag(R) (if trans = 'T' or 'C') so
 *           that it solves the original system before equilibration.
 *
 *   See supermatrix.h for the definition of 'SuperMatrix' structure.
 *
 * Arguments
 * =========
 *
 * fact    (input) char*
 *         Specifies whether or not the factored form of the matrix
 *         A is supplied on entry, and if not, whether the matrix A should
 *         be equilibrated before it is factored.
 *         = 'F': On entry, L, U, perm_r and perm_c contain the factored
 *                form of A. If equed is not 'N', the matrix A has been
 *                equilibrated with scaling factors R and C.
 *                A, L, U, perm_r are not modified.
 *         = 'N': The matrix A will be factored, and the factors will be
 *                stored in L and U.
 *         = 'E': The matrix A will be equilibrated if necessary, then
 *                factored into L and U.
 *
 * trans   (input) char*
 *         Specifies the form of the system of equations:
 *         = 'N': A * X = B        (No transpose)
 *         = 'T': A**T * X = B     (Transpose)
 *         = 'C': A**H * X = B     (Transpose)
 *
 * refact  (input) char*
 *         Specifies whether we want to re-factor the matrix.
 *         = 'N': Factor the matrix A.
 *         = 'Y': Matrix A was factored before, now we want to re-factor
 *                matrix A with perm_r and etree as inputs. Use
 *                the same storage for the L\U factors previously allocated,
 *                expand it if necessary. User should insure to use the same
 *                memory model.  In this case, perm_r may be modified due to
 *                different pivoting determined by diagonal threshold.
 *         If fact = 'F', then refact is not accessed.
 *
 * A       (input/output) SuperMatrix*
 *         Matrix A in A*X=B, of dimension (A->nrow, A->ncol). The number
 *         of the linear equations is A->nrow. Currently, the type of A can be:
 *         Stype = NC or NR, Dtype = D_, Mtype = GE. In the future,
 *         more general A can be handled.
 *
 *         On entry, If fact = 'F' and equed is not 'N', then A must have
 *         been equilibrated by the scaling factors in R and/or C.  
 *         A is not modified if fact = 'F' or 'N', or if fact = 'E' and 
 *         equed = 'N' on exit.
 *
 *         On exit, if fact = 'E' and equed is not 'N', A is scaled as follows:
 *         If A->Stype = NC:
 *           equed = 'R':  A := diag(R) * A
 *           equed = 'C':  A := A * diag(C)
 *           equed = 'B':  A := diag(R) * A * diag(C).
 *         If A->Stype = NR:
 *           equed = 'R':  transpose(A) := diag(R) * transpose(A)
 *           equed = 'C':  transpose(A) := transpose(A) * diag(C)
 *           equed = 'B':  transpose(A) := diag(R) * transpose(A) * diag(C).
 *
 * factor_params (input) factor_param_t*
 *         The structure defines the input scalar parameters, consisting of
 *         the following fields. If factor_params = NULL, the default
 *         values are used for all the fields; otherwise, the values
 *         are given by the user.
 *         - panel_size (int): Panel size. A panel consists of at most
 *             panel_size consecutive columns. If panel_size = -1, use 
 *             default value 8.
 *         - relax (int): To control degree of relaxing supernodes. If the
 *             number of nodes (columns) in a subtree of the elimination
 *             tree is less than relax, this subtree is considered as one
 *             supernode, regardless of the row structures of those columns.
 *             If relax = -1, use default value 8.
 *         - diag_pivot_thresh (double): Diagonal pivoting threshold.
 *             At step j of the Gaussian elimination, if
 *                 abs(A_jj) >= diag_pivot_thresh * (max_(i>=j) abs(A_ij)),
 *             then use A_jj as pivot. 0 <= diag_pivot_thresh <= 1.
 *             If diag_pivot_thresh = -1, use default value 1.0,
 *             which corresponds to standard partial pivoting.
 *         - drop_tol (double): Drop tolerance threshold. (NOT IMPLEMENTED)
 *             At step j of the Gaussian elimination, if
 *                 abs(A_ij)/(max_i abs(A_ij)) < drop_tol,
 *             then drop entry A_ij. 0 <= drop_tol <= 1.
 *             If drop_tol = -1, use default value 0.0, which corresponds to
 *             standard Gaussian elimination.
 *
 * perm_c  (input/output) int*
 *	   If A->Stype = NC, Column permutation vector of size A->ncol,
 *         which defines the permutation matrix Pc; perm_c[i] = j means
 *         column i of A is in position j in A*Pc.
 *         On exit, perm_c may be overwritten by the product of the input
 *         perm_c and a permutation that postorders the elimination tree
 *         of Pc'*A'*A*Pc; perm_c is not changed if the elimination tree
 *         is already in postorder.
 *
 *         If A->Stype = NR, column permutation vector of size A->nrow,
 *         which describes permutation of columns of transpose(A) 
 *         (rows of A) as described above.
 * 
 * perm_r  (input/output) int*
 *         If A->Stype = NC, row permutation vector of size A->nrow, 
 *         which defines the permutation matrix Pr, and is determined
 *         by partial pivoting.  perm_r[i] = j means row i of A is in 
 *         position j in Pr*A.
 *
 *         If A->Stype = NR, permutation vector of size A->ncol, which
 *         determines permutation of rows of transpose(A)
 *         (columns of A) as described above.
 *
 *         If refact is not 'Y', perm_r is output argument;
 *         If refact = 'Y', the pivoting routine will try to use the input
 *         perm_r, unless a certain threshold criterion is violated.
 *         In that case, perm_r is overwritten by a new permutation
 *         determined by partial pivoting or diagonal threshold pivoting.
 * 
 * etree   (input/output) int*,  dimension (A->ncol)
 *         Elimination tree of Pc'*A'*A*Pc.
 *         If fact is not 'F' and refact = 'Y', etree is an input argument,
 *         otherwise it is an output argument.
 *         Note: etree is a vector of parent pointers for a forest whose
 *         vertices are the integers 0 to A->ncol-1; etree[root]==A->ncol.
 *
 * equed   (input/output) char*
 *         Specifies the form of equilibration that was done.
 *         = 'N': No equilibration.
 *         = 'R': Row equilibration, i.e., A was premultiplied by diag(R).
 *         = 'C': Column equilibration, i.e., A was postmultiplied by diag(C).
 *         = 'B': Both row and column equilibration, i.e., A was replaced 
 *                by diag(R)*A*diag(C).
 *         If fact = 'F', equed is an input argument, otherwise it is
 *         an output argument.
 *
 * R       (input/output) double*, dimension (A->nrow)
 *         The row scale factors for A or transpose(A).
 *         If equed = 'R' or 'B', A (if A->Stype = NC) or transpose(A) (if
 *             A->Stype = NR) is multiplied on the left by diag(R).
 *         If equed = 'N' or 'C', R is not accessed.
 *         If fact = 'F', R is an input argument; otherwise, R is output.
 *         If fact = 'F' and equed = 'R' or 'B', each element of R must
 *            be positive.
 * 
 * C       (input/output) double*, dimension (A->ncol)
 *         The column scale factors for A or transpose(A).
 *         If equed = 'C' or 'B', A (if A->Stype = NC) or transpose(A) (if 
 *             A->Stype = NR) is multiplied on the right by diag(C).
 *         If equed = 'N' or 'R', C is not accessed.
 *         If fact = 'F', C is an input argument; otherwise, C is output.
 *         If fact = 'F' and equed = 'C' or 'B', each element of C must
 *            be positive.
 *         
 * L       (output) SuperMatrix*
 *	   The factor L from the factorization
 *             Pr*A*Pc=L*U              (if A->Stype = NC) or
 *             Pr*transpose(A)*Pc=L*U   (if A->Stype = NR).
 *         Uses compressed row subscripts storage for supernodes, i.e.,
 *         L has types: Stype = SC, Dtype = D_, Mtype = TRLU.
 *
 * U       (output) SuperMatrix*
 *	   The factor U from the factorization
 *             Pr*A*Pc=L*U              (if A->Stype = NC) or
 *             Pr*transpose(A)*Pc=L*U   (if A->Stype = NR).
 *         Uses column-wise storage scheme, i.e., U has types:
 *         Stype = NC, Dtype = D_, Mtype = TRU.
 *
 * work    (workspace/output) void*, size (lwork) (in bytes)
 *         User supplied workspace, should be large enough
 *         to hold data structures for factors L and U.
 *         On exit, if fact is not 'F', L and U point to this array.
 *
 * lwork   (input) int
 *         Specifies the size of work array in bytes.
 *         = 0:  allocate space internally by system malloc;
 *         > 0:  use user-supplied work array of length lwork in bytes,
 *               returns error if space runs out.
 *         = -1: the routine guesses the amount of space needed without
 *               performing the factorization, and returns it in
 *               mem_usage->total_needed; no other side effects.
 *
 *         See argument 'mem_usage' for memory usage statistics.
 *
 * B       (input/output) SuperMatrix*
 *         B has types: Stype = DN, Dtype = D_, Mtype = GE.
 *         On entry, the right hand side matrix.
 *         On exit,
 *            if equed = 'N', B is not modified; otherwise
 *            if A->Stype = NC:
 *               if trans = 'N' and equed = 'R' or 'B', B is overwritten by
 *                  diag(R)*B;
 *               if trans = 'T' or 'C' and equed = 'C' of 'B', B is
 *                  overwritten by diag(C)*B;
 *            if A->Stype = NR:
 *               if trans = 'N' and equed = 'C' or 'B', B is overwritten by
 *                  diag(C)*B;
 *               if trans = 'T' or 'C' and equed = 'R' of 'B', B is
 *                  overwritten by diag(R)*B.
 *
 * X       (output) SuperMatrix*
 *         X has types: Stype = DN, Dtype = D_, Mtype = GE. 
 *         If info = 0 or info = A->ncol+1, X contains the solution matrix
 *         to the original system of equations. Note that A and B are modified
 *         on exit if equed is not 'N', and the solution to the equilibrated
 *         system is inv(diag(C))*X if trans = 'N' and equed = 'C' or 'B',
 *         or inv(diag(R))*X if trans = 'T' or 'C' and equed = 'R' or 'B'.
 *
 * recip_pivot_growth (output) double*
 *         The reciprocal pivot growth factor max_j( norm(A_j)/norm(U_j) ).
 *         The infinity norm is used. If recip_pivot_growth is much less
 *         than 1, the stability of the LU factorization could be poor.
 *
 * rcond   (output) double*
 *         The estimate of the reciprocal condition number of the matrix A
 *         after equilibration (if done). If rcond is less than the machine
 *         precision (in particular, if rcond = 0), the matrix is singular
 *         to working precision. This condition is indicated by a return
 *         code of info > 0.
 *
 * FERR    (output) double*, dimension (B->ncol)   
 *         The estimated forward error bound for each solution vector   
 *         X(j) (the j-th column of the solution matrix X).   
 *         If XTRUE is the true solution corresponding to X(j), FERR(j) 
 *         is an estimated upper bound for the magnitude of the largest 
 *         element in (X(j) - XTRUE) divided by the magnitude of the   
 *         largest element in X(j).  The estimate is as reliable as   
 *         the estimate for RCOND, and is almost always a slight   
 *         overestimate of the true error.
 *
 * BERR    (output) double*, dimension (B->ncol)
 *         The componentwise relative backward error of each solution   
 *         vector X(j) (i.e., the smallest relative change in   
 *         any element of A or B that makes X(j) an exact solution).
 *
 * mem_usage (output) mem_usage_t*
 *         Record the memory usage statistics, consisting of following fields:
 *         - for_lu (float)
 *           The amount of space used in bytes for L\U data structures.
 *         - total_needed (float)
 *           The amount of space needed in bytes to perform factorization.
 *         - expansions (int)
 *           The number of memory expansions during the LU factorization.
 *
 * info    (output) int*
 *         = 0: successful exit   
 *         < 0: if info = -i, the i-th argument had an illegal value   
 *         > 0: if info = i, and i is   
 *              <= A->ncol: U(i,i) is exactly zero. The factorization has   
 *                    been completed, but the factor U is exactly   
 *                    singular, so the solution and error bounds   
 *                    could not be computed.   
 *              = A->ncol+1: U is nonsingular, but RCOND is less than machine
 *                    precision, meaning that the matrix is singular to
 *                    working precision. Nevertheless, the solution and
 *                    error bounds are computed because there are a number
 *                    of situations where the computed solution can be more
 *                    accurate than the value of RCOND would suggest.   
 *              > A->ncol+1: number of bytes allocated when memory allocation
 *                    failure occurred, plus A->ncol.
 *
 */

    DNformat  *Bstore, *Xstore;
    double    *Bmat, *Xmat;
    int       ldb, ldx, nrhs;
    SuperMatrix *AA; /* A in NC format used by the factorization routine.*/
    SuperMatrix AC; /* Matrix postmultiplied by Pc */
    int       colequ, equil, nofact, notran, rowequ;
    char      trant[1], norm[1];
    int       i, j, info1;
    double    amax, anorm, bignum, smlnum, colcnd, rowcnd, rcmax, rcmin;
    int       relax, panel_size;
    double    diag_pivot_thresh, drop_tol;
    double    t0;      /* temporary time */
    double    *utime;
    extern SuperLUStat_t SuperLUStat;

    /* External functions */
    extern double dlangs(char *, SuperMatrix *);
    extern double dlamch_(char *);

    Bstore = B->Store;
    Xstore = X->Store;
    Bmat   = Bstore->nzval;
    Xmat   = Xstore->nzval;
    ldb    = Bstore->lda;
    ldx    = Xstore->lda;
    nrhs   = B->ncol;

#if 0
printf("dgssvx: fact=%c, trans=%c, refact=%c, equed=%c\n",
       *fact, *trans, *refact, *equed);
#endif
    
    *info = 0;
    nofact = lsame_(fact, "N");
    equil = lsame_(fact, "E");
    notran = lsame_(trans, "N");
    if (nofact || equil) {
	*(unsigned char *)equed = 'N';
	rowequ = FALSE;
	colequ = FALSE;
    } else {
	rowequ = lsame_(equed, "R") || lsame_(equed, "B");
	colequ = lsame_(equed, "C") || lsame_(equed, "B");
	smlnum = dlamch_("Safe minimum");
	bignum = 1. / smlnum;
    }

    /* Test the input parameters */
    if (!nofact && !equil && !lsame_(fact, "F")) *info = -1;
    else if (!notran && !lsame_(trans, "T") && !lsame_(trans, "C")) *info = -2;
    else if ( !(lsame_(refact,"Y") || lsame_(refact, "N")) ) *info = -3;
    else if ( A->nrow != A->ncol || A->nrow < 0 ||
	      (A->Stype != NC && A->Stype != NR) ||
	      A->Dtype != D_ || A->Mtype != GE )
	*info = -4;
    else if (lsame_(fact, "F") && !(rowequ || colequ || lsame_(equed, "N")))
	*info = -9;
    else {
	if (rowequ) {
	    rcmin = bignum;
	    rcmax = 0.;
	    for (j = 0; j < A->nrow; ++j) {
		rcmin = SUPERLU_MIN(rcmin, R[j]);
		rcmax = SUPERLU_MAX(rcmax, R[j]);
	    }
	    if (rcmin <= 0.) *info = -10;
	    else if ( A->nrow > 0)
		rowcnd = SUPERLU_MAX(rcmin,smlnum) / SUPERLU_MIN(rcmax,bignum);
	    else rowcnd = 1.;
	}
	if (colequ && *info == 0) {
	    rcmin = bignum;
	    rcmax = 0.;
	    for (j = 0; j < A->nrow; ++j) {
		rcmin = SUPERLU_MIN(rcmin, C[j]);
		rcmax = SUPERLU_MAX(rcmax, C[j]);
	    }
	    if (rcmin <= 0.) *info = -11;
	    else if (A->nrow > 0)
		colcnd = SUPERLU_MAX(rcmin,smlnum) / SUPERLU_MIN(rcmax,bignum);
	    else colcnd = 1.;
	}
	if (*info == 0) {
	    if ( lwork < -1 ) *info = -15;
	    else if ( B->ncol < 0 || Bstore->lda < SUPERLU_MAX(0, A->nrow) ||
		      B->Stype != DN || B->Dtype != D_ || 
		      B->Mtype != GE )
		*info = -16;
	    else if ( X->ncol < 0 || Xstore->lda < SUPERLU_MAX(0, A->nrow) ||
		      B->ncol != X->ncol || X->Stype != DN ||
		      X->Dtype != D_ || X->Mtype != GE )
		*info = -17;
	}
    }
    if (*info != 0) {
	i = -(*info);
	xerbla_("dgssvx", &i);
	return;
    }
    
    /* Default values for factor_params */
    panel_size = sp_ienv(1);
    relax      = sp_ienv(2);
    diag_pivot_thresh = 1.0;
    drop_tol   = 0.0;
    if ( factor_params != NULL ) {
	if ( factor_params->panel_size != -1 )
	    panel_size = factor_params->panel_size;
	if ( factor_params->relax != -1 ) relax = factor_params->relax;
	if ( factor_params->diag_pivot_thresh != -1 )
	    diag_pivot_thresh = factor_params->diag_pivot_thresh;
	if ( factor_params->drop_tol != -1 )
	    drop_tol = factor_params->drop_tol;
    }

    StatInit(panel_size, relax);
    utime = SuperLUStat.utime;
    
    /* Convert A to NC format when necessary. */
    if ( A->Stype == NR ) {
	NRformat *Astore = A->Store;
	AA = (SuperMatrix *) SUPERLU_MALLOC( sizeof(SuperMatrix) );
	dCreate_CompCol_Matrix(AA, A->ncol, A->nrow, Astore->nnz, 
			       Astore->nzval, Astore->colind, Astore->rowptr,
			       NC, A->Dtype, A->Mtype);
	if ( notran ) { /* Reverse the transpose argument. */
	    *trant = 'T';
	    notran = 0;
	} else {
	    *trant = 'N';
	    notran = 1;
	}
    } else { /* A->Stype == NC */
	*trant = *trans;
	AA = A;
    }

    if ( equil ) {
	t0 = SuperLU_timer_();
	/* Compute row and column scalings to equilibrate the matrix A. */
	dgsequ(AA, R, C, &rowcnd, &colcnd, &amax, &info1);
	
	if ( info1 == 0 ) {
	    /* Equilibrate matrix A. */
	    dlaqgs(AA, R, C, rowcnd, colcnd, amax, equed);
	    rowequ = lsame_(equed, "R") || lsame_(equed, "B");
	    colequ = lsame_(equed, "C") || lsame_(equed, "B");
	}
	utime[EQUIL] = SuperLU_timer_() - t0;
    }

    /* Scale the right hand side if equilibration was performed. */
    if ( notran ) {
	if ( rowequ ) {
	    for (j = 0; j < nrhs; ++j)
		for (i = 0; i < A->nrow; ++i) {
		  Bmat[i + j*ldb] *= R[i];
	        }
	}
    } else if ( colequ ) {
	for (j = 0; j < nrhs; ++j)
	    for (i = 0; i < A->nrow; ++i) {
	      Bmat[i + j*ldb] *= C[i];
	    }
    }

    if ( nofact || equil ) {
	
	t0 = SuperLU_timer_();
	sp_preorder(refact, AA, perm_c, etree, &AC);
	utime[ETREE] = SuperLU_timer_() - t0;
    
/*	printf("Factor PA = LU ... relax %d\tw %d\tmaxsuper %d\trowblk %d\n", 
	       relax, panel_size, sp_ienv(3), sp_ienv(4));
	fflush(stdout); */
	
	/* Compute the LU factorization of A*Pc. */
	t0 = SuperLU_timer_();
	dgstrf(refact, &AC, diag_pivot_thresh, drop_tol, relax, panel_size,
	       etree, work, lwork, perm_r, perm_c, L, U, info);
	utime[FACT] = SuperLU_timer_() - t0;
	
	if ( lwork == -1 ) {
	    mem_usage->total_needed = *info - A->ncol;
	    return;
	}
    }

    if ( *info > 0 ) {
	if ( *info <= A->ncol ) {
	    /* Compute the reciprocal pivot growth factor of the leading
	       rank-deficient *info columns of A. */
	    *recip_pivot_growth = dPivotGrowth(*info, AA, perm_c, L, U);
	}
	return;
    }

    /* Compute the reciprocal pivot growth factor *recip_pivot_growth. */
    *recip_pivot_growth = dPivotGrowth(A->ncol, AA, perm_c, L, U);

    /* Estimate the reciprocal of the condition number of A. */
    t0 = SuperLU_timer_();
    if ( notran ) {
	*(unsigned char *)norm = '1';
    } else {
	*(unsigned char *)norm = 'I';
    }
    anorm = dlangs(norm, AA);
    dgscon(norm, L, U, anorm, rcond, info);
    utime[RCOND] = SuperLU_timer_() - t0;
    
    /* Compute the solution matrix X. */
    for (j = 0; j < nrhs; j++)    /* Save a copy of the right hand sides */
	for (i = 0; i < B->nrow; i++)
	    Xmat[i + j*ldx] = Bmat[i + j*ldb];
    
    t0 = SuperLU_timer_();
    dgstrs (trant, L, U, perm_r, perm_c, X, info);
    utime[SOLVE] = SuperLU_timer_() - t0;
    
    /* Use iterative refinement to improve the computed solution and compute
       error bounds and backward error estimates for it. */
    t0 = SuperLU_timer_();
    dgsrfs(trant, AA, L, U, perm_r, perm_c, equed, R, C, B,
	      X, ferr, berr, info);
    utime[REFINE] = SuperLU_timer_() - t0;

    /* Transform the solution matrix X to a solution of the original system. */
    if ( notran ) {
	if ( colequ ) {
	    for (j = 0; j < nrhs; ++j)
		for (i = 0; i < A->nrow; ++i) {
                  Xmat[i + j*ldx] *= C[i];
	        }
	}
    } else if ( rowequ ) {
	for (j = 0; j < nrhs; ++j)
	    for (i = 0; i < A->nrow; ++i) {
	      Xmat[i + j*ldx] *= R[i];
            }
    }

    /* Set INFO = A->ncol+1 if the matrix is singular to working precision. */
    if ( *rcond < dlamch_("E") ) *info = A->ncol + 1;

    dQuerySpace(L, U, panel_size, mem_usage);

    if ( nofact || equil ) Destroy_CompCol_Permuted(&AC);
    if ( A->Stype == NR ) {
	Destroy_SuperMatrix_Store(AA);
	SUPERLU_FREE(AA);
    }

/*     PrintStat( &SuperLUStat ); */
    StatFree();
}
Пример #11
0
void
dgssv(superlu_options_t *options, SuperMatrix *A, int *perm_c, int *perm_r,
      SuperMatrix *L, SuperMatrix *U, SuperMatrix *B,
      SuperLUStat_t *stat, int *info )
{

    DNformat *Bstore;
    SuperMatrix *AA;/* A in SLU_NC format used by the factorization routine.*/
    SuperMatrix AC; /* Matrix postmultiplied by Pc */
    int      lwork = 0, *etree, i;
    
    /* Set default values for some parameters */
    double   drop_tol = 0.;
    int      panel_size;     /* panel size */
    int      relax;          /* no of columns in a relaxed snodes */
    int      permc_spec;
    trans_t  trans = NOTRANS;
    double   *utime;
    double   t;	/* Temporary time */

    /* Test the input parameters ... */
    *info = 0;
    Bstore = B->Store;
    if ( options->Fact != DOFACT ) *info = -1;
    else if ( A->nrow != A->ncol || A->nrow < 0 ||
	 (A->Stype != SLU_NC && A->Stype != SLU_NR) ||
	 A->Dtype != SLU_D || A->Mtype != SLU_GE )
	*info = -2;
    else if ( B->ncol < 0 || Bstore->lda < SUPERLU_MAX(0, A->nrow) ||
	B->Stype != SLU_DN || B->Dtype != SLU_D || B->Mtype != SLU_GE )
	*info = -7;
    if ( *info != 0 ) {
	i = -(*info);
	xerbla_("dgssv", &i);
	return;
    }

    utime = stat->utime;

    /* Convert A to SLU_NC format when necessary. */
    if ( A->Stype == SLU_NR ) {
	NRformat *Astore = A->Store;
	AA = (SuperMatrix *) SUPERLU_MALLOC( sizeof(SuperMatrix) );
	dCreate_CompCol_Matrix(AA, A->ncol, A->nrow, Astore->nnz, 
			       Astore->nzval, Astore->colind, Astore->rowptr,
			       SLU_NC, A->Dtype, A->Mtype);
	trans = TRANS;
    } else {
        if ( A->Stype == SLU_NC ) AA = A;
    }

    t = SuperLU_timer_();
    /*
     * Get column permutation vector perm_c[], according to permc_spec:
     *   permc_spec = NATURAL:  natural ordering 
     *   permc_spec = MMD_AT_PLUS_A: minimum degree on structure of A'+A
     *   permc_spec = MMD_ATA:  minimum degree on structure of A'*A
     *   permc_spec = COLAMD:   approximate minimum degree column ordering
     *   permc_spec = MY_PERMC: the ordering already supplied in perm_c[]
     */
    permc_spec = options->ColPerm;
    if ( permc_spec != MY_PERMC && options->Fact == DOFACT )
      get_perm_c(permc_spec, AA, perm_c);
    utime[COLPERM] = SuperLU_timer_() - t;

    etree = intMalloc(A->ncol);

    t = SuperLU_timer_();
    sp_preorder(options, AA, perm_c, etree, &AC);
    utime[ETREE] = SuperLU_timer_() - t;

    panel_size = sp_ienv(1);
    relax = sp_ienv(2);

    /*printf("Factor PA = LU ... relax %d\tw %d\tmaxsuper %d\trowblk %d\n", 
	  relax, panel_size, sp_ienv(3), sp_ienv(4));*/
    t = SuperLU_timer_(); 
    /* Compute the LU factorization of A. */
    dgstrf(options, &AC, drop_tol, relax, panel_size,
	   etree, NULL, lwork, perm_c, perm_r, L, U, stat, info);
    utime[FACT] = SuperLU_timer_() - t;

    t = SuperLU_timer_();
    if ( *info == 0 ) {
        /* Solve the system A*X=B, overwriting B with X. */
        dgstrs (trans, L, U, perm_c, perm_r, B, stat, info);
    }
    utime[SOLVE] = SuperLU_timer_() - t;

    SUPERLU_FREE (etree);
    Destroy_CompCol_Permuted(&AC);
    if ( A->Stype == SLU_NR ) {
	Destroy_SuperMatrix_Store(AA);
	SUPERLU_FREE(AA);
    }

}
Пример #12
0
void
sgssv(superlu_options_t *options, SuperMatrix *A, int *perm_c, int *perm_r,
      SuperMatrix *L, SuperMatrix *U, SuperMatrix *B,
      SuperLUStat_t *stat, int *info )
{
/*
 * Purpose
 * =======
 *
 * SGSSV solves the system of linear equations A*X=B, using the
 * LU factorization from SGSTRF. It performs the following steps:
 *
 *   1. If A is stored column-wise (A->Stype = SLU_NC):
 *
 *      1.1. Permute the columns of A, forming A*Pc, where Pc
 *           is a permutation matrix. For more details of this step, 
 *           see sp_preorder.c.
 *
 *      1.2. Factor A as Pr*A*Pc=L*U with the permutation Pr determined
 *           by Gaussian elimination with partial pivoting.
 *           L is unit lower triangular with offdiagonal entries
 *           bounded by 1 in magnitude, and U is upper triangular.
 *
 *      1.3. Solve the system of equations A*X=B using the factored
 *           form of A.
 *
 *   2. If A is stored row-wise (A->Stype = SLU_NR), apply the
 *      above algorithm to the transpose of A:
 *
 *      2.1. Permute columns of transpose(A) (rows of A),
 *           forming transpose(A)*Pc, where Pc is a permutation matrix. 
 *           For more details of this step, see sp_preorder.c.
 *
 *      2.2. Factor A as Pr*transpose(A)*Pc=L*U with the permutation Pr
 *           determined by Gaussian elimination with partial pivoting.
 *           L is unit lower triangular with offdiagonal entries
 *           bounded by 1 in magnitude, and U is upper triangular.
 *
 *      2.3. Solve the system of equations A*X=B using the factored
 *           form of A.
 *
 *   See supermatrix.h for the definition of 'SuperMatrix' structure.
 * 
 * Arguments
 * =========
 *
 * options (input) superlu_options_t*
 *         The structure defines the input parameters to control
 *         how the LU decomposition will be performed and how the
 *         system will be solved.
 *
 * A       (input) SuperMatrix*
 *         Matrix A in A*X=B, of dimension (A->nrow, A->ncol). The number
 *         of linear equations is A->nrow. Currently, the type of A can be:
 *         Stype = SLU_NC or SLU_NR; Dtype = SLU_S; Mtype = SLU_GE.
 *         In the future, more general A may be handled.
 *
 * perm_c  (input/output) int*
 *         If A->Stype = SLU_NC, column permutation vector of size A->ncol
 *         which defines the permutation matrix Pc; perm_c[i] = j means 
 *         column i of A is in position j in A*Pc.
 *         If A->Stype = SLU_NR, column permutation vector of size A->nrow
 *         which describes permutation of columns of transpose(A) 
 *         (rows of A) as described above.
 * 
 *         If options->ColPerm = MY_PERMC or options->Fact = SamePattern or
 *            options->Fact = SamePattern_SameRowPerm, it is an input argument.
 *            On exit, perm_c may be overwritten by the product of the input
 *            perm_c and a permutation that postorders the elimination tree
 *            of Pc'*A'*A*Pc; perm_c is not changed if the elimination tree
 *            is already in postorder.
 *         Otherwise, it is an output argument.
 * 
 * perm_r  (input/output) int*
 *         If A->Stype = SLU_NC, row permutation vector of size A->nrow, 
 *         which defines the permutation matrix Pr, and is determined 
 *         by partial pivoting.  perm_r[i] = j means row i of A is in 
 *         position j in Pr*A.
 *         If A->Stype = SLU_NR, permutation vector of size A->ncol, which
 *         determines permutation of rows of transpose(A)
 *         (columns of A) as described above.
 *
 *         If options->RowPerm = MY_PERMR or
 *            options->Fact = SamePattern_SameRowPerm, perm_r is an
 *            input argument.
 *         otherwise it is an output argument.
 *
 * L       (output) SuperMatrix*
 *         The factor L from the factorization 
 *             Pr*A*Pc=L*U              (if A->Stype = SLU_NC) or
 *             Pr*transpose(A)*Pc=L*U   (if A->Stype = SLU_NR).
 *         Uses compressed row subscripts storage for supernodes, i.e.,
 *         L has types: Stype = SLU_SC, Dtype = SLU_S, Mtype = SLU_TRLU.
 *         
 * U       (output) SuperMatrix*
 *	   The factor U from the factorization 
 *             Pr*A*Pc=L*U              (if A->Stype = SLU_NC) or
 *             Pr*transpose(A)*Pc=L*U   (if A->Stype = SLU_NR).
 *         Uses column-wise storage scheme, i.e., U has types:
 *         Stype = SLU_NC, Dtype = SLU_S, Mtype = SLU_TRU.
 *
 * B       (input/output) SuperMatrix*
 *         B has types: Stype = SLU_DN, Dtype = SLU_S, Mtype = SLU_GE.
 *         On entry, the right hand side matrix.
 *         On exit, the solution matrix if info = 0;
 *
 * stat   (output) SuperLUStat_t*
 *        Record the statistics on runtime and doubleing-point operation count.
 *        See util.h for the definition of 'SuperLUStat_t'.
 *
 * info    (output) int*
 *	   = 0: successful exit
 *         > 0: if info = i, and i is
 *             <= A->ncol: U(i,i) is exactly zero. The factorization has
 *                been completed, but the factor U is exactly singular,
 *                so the solution could not be computed.
 *             > A->ncol: number of bytes allocated when memory allocation
 *                failure occurred, plus A->ncol.
 *   
 */
    DNformat *Bstore;
    SuperMatrix *AA = NULL;/* A in SLU_NC format used by the factorization routine.*/
    SuperMatrix AC; /* Matrix postmultiplied by Pc */
    int      lwork = 0, *etree, i;
    
    /* Set default values for some parameters */
    int      panel_size;     /* panel size */
    int      relax;          /* no of columns in a relaxed snodes */
    int      permc_spec;
    trans_t  trans = NOTRANS;
    double   *utime;
    double   t;	/* Temporary time */

    /* Test the input parameters ... */
    *info = 0;
    Bstore = B->Store;
    if ( options->Fact != DOFACT ) *info = -1;
    else if ( A->nrow != A->ncol || A->nrow < 0 ||
	 (A->Stype != SLU_NC && A->Stype != SLU_NR) ||
	 A->Dtype != SLU_S || A->Mtype != SLU_GE )
	*info = -2;
    else if ( B->ncol < 0 || Bstore->lda < SUPERLU_MAX(0, A->nrow) ||
	B->Stype != SLU_DN || B->Dtype != SLU_S || B->Mtype != SLU_GE )
	*info = -7;
    if ( *info != 0 ) {
	i = -(*info);
	xerbla_("sgssv", &i);
	return;
    }

    utime = stat->utime;

    /* Convert A to SLU_NC format when necessary. */
    if ( A->Stype == SLU_NR ) {
	NRformat *Astore = A->Store;
	AA = (SuperMatrix *) SUPERLU_MALLOC( sizeof(SuperMatrix) );
	sCreate_CompCol_Matrix(AA, A->ncol, A->nrow, Astore->nnz, 
			       Astore->nzval, Astore->colind, Astore->rowptr,
			       SLU_NC, A->Dtype, A->Mtype);
	trans = TRANS;
    } else {
        if ( A->Stype == SLU_NC ) AA = A;
    }

    t = SuperLU_timer_();
    /*
     * Get column permutation vector perm_c[], according to permc_spec:
     *   permc_spec = NATURAL:  natural ordering 
     *   permc_spec = MMD_AT_PLUS_A: minimum degree on structure of A'+A
     *   permc_spec = MMD_ATA:  minimum degree on structure of A'*A
     *   permc_spec = COLAMD:   approximate minimum degree column ordering
     *   permc_spec = MY_PERMC: the ordering already supplied in perm_c[]
     */
    permc_spec = options->ColPerm;
    if ( permc_spec != MY_PERMC && options->Fact == DOFACT )
      get_perm_c(permc_spec, AA, perm_c);
    utime[COLPERM] = SuperLU_timer_() - t;

    etree = intMalloc(A->ncol);

    t = SuperLU_timer_();
    sp_preorder(options, AA, perm_c, etree, &AC);
    utime[ETREE] = SuperLU_timer_() - t;

    panel_size = sp_ienv(1);
    relax = sp_ienv(2);

    /*printf("Factor PA = LU ... relax %d\tw %d\tmaxsuper %d\trowblk %d\n", 
	  relax, panel_size, sp_ienv(3), sp_ienv(4));*/
    t = SuperLU_timer_(); 
    /* Compute the LU factorization of A. */
    sgstrf(options, &AC, relax, panel_size,
	   etree, NULL, lwork, perm_c, perm_r, L, U, stat, info);
    utime[FACT] = SuperLU_timer_() - t;

    t = SuperLU_timer_();
    if ( *info == 0 ) {
        /* Solve the system A*X=B, overwriting B with X. */
        sgstrs (trans, L, U, perm_c, perm_r, B, stat, info);
    }
    utime[SOLVE] = SuperLU_timer_() - t;

    SUPERLU_FREE (etree);
    Destroy_CompCol_Permuted(&AC);
    if ( A->Stype == SLU_NR ) {
	Destroy_SuperMatrix_Store(AA);
	SUPERLU_FREE(AA);
    }

}
Пример #13
0
/* Here is a driver inspired by A. Sheffer's "cow flattener". */
static NLboolean __nlFactorize_SUPERLU(__NLContext *context, NLint *permutation) {

	/* OpenNL Context */
	__NLSparseMatrix* M = (context->least_squares)? &context->MtM: &context->M;
	NLuint n = context->n;
	NLuint nnz = __nlSparseMatrixNNZ(M); /* number of non-zero coeffs */

	/* Compressed Row Storage matrix representation */
	NLint	*xa		= __NL_NEW_ARRAY(NLint, n+1);
	NLfloat	*rhs	= __NL_NEW_ARRAY(NLfloat, n);
	NLfloat	*a		= __NL_NEW_ARRAY(NLfloat, nnz);
	NLint	*asub	= __NL_NEW_ARRAY(NLint, nnz);
	NLint	*etree	= __NL_NEW_ARRAY(NLint, n);

	/* SuperLU variables */
	SuperMatrix At, AtP;
	NLint info, panel_size, relax;
	superlu_options_t options;

	/* Temporary variables */
	NLuint i, jj, count;
	
	__nl_assert(!(M->storage & __NL_SYMMETRIC));
	__nl_assert(M->storage & __NL_ROWS);
	__nl_assert(M->m == M->n);
	
	/* Convert M to compressed column format */
	for(i=0, count=0; i<n; i++) {
		__NLRowColumn *Ri = M->row + i;
		xa[i] = count;

		for(jj=0; jj<Ri->size; jj++, count++) {
			a[count] = Ri->coeff[jj].value;
			asub[count] = Ri->coeff[jj].index;
		}
	}
	xa[n] = nnz;

	/* Free M, don't need it anymore at this point */
	__nlSparseMatrixClear(M);

	/* Create superlu A matrix transposed */
	sCreate_CompCol_Matrix(
		&At, n, n, nnz, a, asub, xa, 
		SLU_NC,		/* Colum wise, no supernode */
		SLU_S,		/* floats */ 
		SLU_GE		/* general storage */
	);

	/* Set superlu options */
	set_default_options(&options);
	options.ColPerm = MY_PERMC;
	options.Fact = DOFACT;

	StatInit(&(context->slu.stat));

	panel_size = sp_ienv(1); /* sp_ienv give us the defaults */
	relax = sp_ienv(2);

	/* Compute permutation and permuted matrix */
	context->slu.perm_r = __NL_NEW_ARRAY(NLint, n);
	context->slu.perm_c = __NL_NEW_ARRAY(NLint, n);

	if ((permutation == NULL) || (*permutation == -1)) {
		get_perm_c(3, &At, context->slu.perm_c);

		if (permutation)
			memcpy(permutation, context->slu.perm_c, sizeof(NLint)*n);
	}
	else
		memcpy(context->slu.perm_c, permutation, sizeof(NLint)*n);

	sp_preorder(&options, &At, context->slu.perm_c, etree, &AtP);

	/* Decompose into L and U */
	sgstrf(&options, &AtP, relax, panel_size,
		etree, NULL, 0, context->slu.perm_c, context->slu.perm_r,
		&(context->slu.L), &(context->slu.U), &(context->slu.stat), &info);

	/* Cleanup */

	Destroy_SuperMatrix_Store(&At);
	Destroy_CompCol_Permuted(&AtP);

	__NL_DELETE_ARRAY(etree);
	__NL_DELETE_ARRAY(xa);
	__NL_DELETE_ARRAY(rhs);
	__NL_DELETE_ARRAY(a);
	__NL_DELETE_ARRAY(asub);

	context->slu.alloc_slu = NL_TRUE;

	return (info == 0);
}
Пример #14
0
PyObject *newSuperLUObject(SuperMatrix * A, PyObject * option_dict,
                           int intype, int ilu)
{

    /* A must be in SLU_NC format used by the factorization routine. */
    SuperLUObject *self;
    SuperMatrix AC = { 0 };	/* Matrix postmultiplied by Pc */
    int lwork = 0;
    int *etree = NULL;
    int info;
    int n;
    superlu_options_t options;
    SuperLUStat_t stat = { 0 };
    int panel_size, relax;

    n = A->ncol;

    if (!set_superlu_options_from_dict(&options, ilu, option_dict,
				       &panel_size, &relax)) {
	return NULL;
    }

    /* Create SLUObject */
    self = PyObject_New(SuperLUObject, &SuperLUType);
    if (self == NULL)
	return PyErr_NoMemory();
    self->m = A->nrow;
    self->n = n;
    self->perm_r = NULL;
    self->perm_c = NULL;
    self->L.Store = NULL;
    self->U.Store = NULL;
    self->cached_U = NULL;
    self->cached_L = NULL;
    self->type = intype;

    if (setjmp(_superlu_py_jmpbuf))
	goto fail;

    /* Calculate and apply minimum degree ordering */
    etree = intMalloc(n);
    self->perm_r = intMalloc(n);
    self->perm_c = intMalloc(n);
    StatInit(&stat);

    get_perm_c(options.ColPerm, A, self->perm_c);	/* calc column permutation */
    sp_preorder(&options, A, self->perm_c, etree, &AC);	/* apply column
							 * permutation */

    /* Perform factorization */
    if (!CHECK_SLU_TYPE(SLU_TYPECODE_TO_NPY(A->Dtype))) {
	PyErr_SetString(PyExc_ValueError, "Invalid type in SuperMatrix.");
	goto fail;
    }
    if (ilu) {
	gsitrf(SLU_TYPECODE_TO_NPY(A->Dtype),
	       &options, &AC, relax, panel_size,
	       etree, NULL, lwork, self->perm_c, self->perm_r,
	       &self->L, &self->U, &stat, &info);
    }
    else {
	gstrf(SLU_TYPECODE_TO_NPY(A->Dtype),
	      &options, &AC, relax, panel_size,
	      etree, NULL, lwork, self->perm_c, self->perm_r,
	      &self->L, &self->U, &stat, &info);
    }

    if (info) {
	if (info < 0)
	    PyErr_SetString(PyExc_SystemError,
			    "gstrf was called with invalid arguments");
	else {
	    if (info <= n)
		PyErr_SetString(PyExc_RuntimeError,
				"Factor is exactly singular");
	    else
		PyErr_NoMemory();
	}
	goto fail;
    }

    /* free memory */
    SUPERLU_FREE(etree);
    Destroy_CompCol_Permuted(&AC);
    StatFree(&stat);

    return (PyObject *) self;

  fail:
    SUPERLU_FREE(etree);
    XDestroy_CompCol_Permuted(&AC);
    XStatFree(&stat);
    Py_DECREF(self);
    return NULL;
}
Пример #15
0
NLboolean nlFactorize_SUPERLU() {

	/* OpenNL Context */
	NLSparseMatrix* M   = &(nlCurrentContext->M) ;
	NLuint          n   = nlCurrentContext->n ;
	NLuint          nnz = nlSparseMatrixNNZ(M) ; /* Number of Non-Zero coeffs */

	superlu_context* context = (superlu_context*)(nlCurrentContext->direct_solver_context) ;
	if(context == NULL) {
		nlCurrentContext->direct_solver_context = malloc(sizeof(superlu_context)) ;
		context = (superlu_context*)(nlCurrentContext->direct_solver_context) ;
	}

	/* SUPERLU variables */
	NLint info ;
	SuperMatrix A, AC ;

	/* Temporary variables */
	NLRowColumn* Ci = NULL ;
	NLuint       i,j,count ;

	/* Sanity checks */
	nl_assert(!(M->storage & NL_MATRIX_STORE_SYMMETRIC)) ;
	nl_assert(M->storage & NL_MATRIX_STORE_ROWS) ;
	nl_assert(M->m == M->n) ;

	set_default_options(&(context->options)) ;

	switch(nlCurrentContext->solver) {
	case NL_SUPERLU_EXT: {
		context->options.ColPerm = NATURAL ;
	} break ;
	case NL_PERM_SUPERLU_EXT: {
		context->options.ColPerm = COLAMD ;
	} break ;
	case NL_SYMMETRIC_SUPERLU_EXT: {
		context->options.ColPerm = MMD_AT_PLUS_A ;
		context->options.SymmetricMode = YES ;
	} break ;
	default: {
		nl_assert_not_reached ;
	} break ;
	}

	StatInit(&(context->stat)) ;

	/*
	 * Step 1: convert matrix M into SUPERLU compressed column representation
	 * ----------------------------------------------------------------------
	 */

	NLint*    xa   = NL_NEW_ARRAY(NLint, n+1) ;
	NLdouble* a    = NL_NEW_ARRAY(NLdouble, nnz) ;
	NLint*    asub = NL_NEW_ARRAY(NLint, nnz) ;

	count = 0 ;
	for(i = 0; i < n; i++) {
		Ci = &(M->row[i]) ;
		xa[i] = count ;
		for(j = 0; j < Ci->size; j++) {
			a[count]    = Ci->coeff[j].value ;
			asub[count] = Ci->coeff[j].index ;
			count++ ;
		}
	}
	xa[n] = nnz ;

	dCreate_CompCol_Matrix(
		&A, n, n, nnz, a, asub, xa,
		SLU_NR, /* Row wise     */
		SLU_D,  /* doubles         */
		SLU_GE  /* general storage */
	);

	/*
	 * Step 2: factorize matrix
	 * ------------------------
	 */

	context->perm_c = NL_NEW_ARRAY(NLint, n) ;
	context->perm_r = NL_NEW_ARRAY(NLint, n) ;
	NLint* etree    = NL_NEW_ARRAY(NLint, n) ;

	get_perm_c(context->options.ColPerm, &A, context->perm_c) ;
	sp_preorder(&(context->options), &A, context->perm_c, etree, &AC) ;

	int panel_size = sp_ienv(1) ;
	int relax = sp_ienv(2) ;

	dgstrf(&(context->options),
		   &AC,
		   relax,
		   panel_size,
		   etree,
		   NULL,
		   0,
		   context->perm_c,
		   context->perm_r,
		   &(context->L),
		   &(context->U),
		   &(context->stat),
		   &info) ;

	/*
	 * Step 3: cleanup
	 * ---------------
	 */

	NL_DELETE_ARRAY(xa) ;
	NL_DELETE_ARRAY(a) ;
	NL_DELETE_ARRAY(asub) ;
	NL_DELETE_ARRAY(etree) ;
	Destroy_SuperMatrix_Store(&A);
	Destroy_CompCol_Permuted(&AC);
	StatFree(&(context->stat));

	return NL_TRUE ;
}