示例#1
0
static PyObject* solve(PyObject *self, PyObject *args, PyObject *kwrds)
{
    matrix *B;
    PyObject *F;
    int i, n, oB=0, ldB=0, nrhs=-1, sys=0;
#if PY_MAJOR_VERSION >= 3
    const char *descr;
#else
    char *descr;
#endif
    char *kwlist[] = {"F", "B", "sys", "nrhs", "ldB", "offsetB", NULL};
    int sysvalues[] = { CHOLMOD_A, CHOLMOD_LDLt, CHOLMOD_LD,
        CHOLMOD_DLt, CHOLMOD_L, CHOLMOD_Lt, CHOLMOD_D, CHOLMOD_P,
        CHOLMOD_Pt };

    if (!set_options()) return NULL;

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

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

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

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

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

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

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

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

    return Py_BuildValue("");
}
示例#2
0
static PyObject* linsolve(PyObject *self, PyObject *args,
    PyObject *kwrds)
{
    spmatrix *A;
    matrix *B, *P=NULL;
    int i, n, nnz, oB=0, ldB=0, nrhs=-1;
    cholmod_sparse *Ac=NULL;
    cholmod_factor *L=NULL;
    cholmod_dense *x=NULL, *b=NULL;
    void *b_old;
#if PY_MAJOR_VERSION >= 3
    int uplo_ = 'L';
#endif
    char uplo='L';
    char *kwlist[] = {"A", "B", "p", "uplo", "nrhs", "ldB", "offsetB",
        NULL};

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

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

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

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

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

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

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

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

        default:
            PyErr_Warn(PyExc_UserWarning, "");
    }

    if (L->minor<n) {
        CHOL(free_factor)(&L, &Common);
        PY_ERR(PyExc_ArithmeticError, "singular matrix");
    }
    b = CHOL(allocate_dense)(n, 1, n, (MAT_ID(B) == DOUBLE ?
        CHOLMOD_REAL : CHOLMOD_COMPLEX) , &Common);
    if (Common.status == CHOLMOD_OUT_OF_MEMORY) {
        CHOL(free_factor)(&L, &Common);
        CHOL(free_dense)(&b, &Common);
        return PyErr_NoMemory();
    }
    b_old = b->x;
    for (i=0; i<nrhs; i++) {
        b->x = MAT_BUF(B) + (i*ldB + oB)*E_SIZE[MAT_ID(B)];
        x = CHOL(solve) (CHOLMOD_A, L, b, &Common);
        if (Common.status != CHOLMOD_OK){
            PyErr_SetString(PyExc_ValueError, "solve step failed");
            CHOL(free_factor)(&L, &Common);
            b->x = b_old;
            CHOL(free_dense)(&b, &Common);
            CHOL(free_dense)(&x, &Common);
            return NULL;
        }
        memcpy(b->x, x->x, SP_NROWS(A)*E_SIZE[MAT_ID(B)]);
        CHOL(free_dense)(&x, &Common);
    }
    b->x = b_old;
    CHOL(free_dense)(&b, &Common);
    CHOL(free_factor)(&L, &Common);
    return Py_BuildValue("");
}
示例#3
0
文件: umfpack.c 项目: MGKhKhD/cvxopt
static PyObject* linsolve(PyObject *self, PyObject *args,
    PyObject *kwrds)
{
    spmatrix *A;
    matrix *B;
#if PY_MAJOR_VERSION >= 3
    int trans_ = 'N';
#endif
    char trans='N';
    double info[UMFPACK_INFO];
    int oB=0, n, nrhs=-1, ldB=0, k;
    void *symbolic, *numeric, *x;
    char *kwlist[] = {"A", "B", "trans", "nrhs", "ldB", "offsetB",
        NULL};

#if PY_MAJOR_VERSION >= 3
    if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OO|Ciii", kwlist,
        &A, &B, &trans_, &nrhs, &ldB, &oB)) return NULL;
    trans = (char) trans_;
#else
    if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OO|ciii", kwlist,
        &A, &B, &trans, &nrhs, &ldB, &oB)) return NULL;
#endif

    if (!SpMatrix_Check(A) || SP_NROWS(A) != SP_NCOLS(A))
        PY_ERR_TYPE("A must be a square sparse matrix");
    n = SP_NROWS(A);
    if (!Matrix_Check(B) || MAT_ID(B) != SP_ID(A))
        PY_ERR_TYPE("B must a dense matrix of the same numeric type "
            "as A");

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

    if (trans != 'N' && trans != 'T' && trans != 'C')
        err_char("trans", "'N', 'T', 'C'");

    if (SP_ID(A) == DOUBLE)
        UMFD(symbolic)(n, n, SP_COL(A), SP_ROW(A), SP_VAL(A), &symbolic,
            NULL, info);
    else
        UMFZ(symbolic)(n, n, SP_COL(A), SP_ROW(A), SP_VAL(A), NULL,
            &symbolic, NULL, info);

    if (info[UMFPACK_STATUS] != UMFPACK_OK){
        if (SP_ID(A) == DOUBLE)
            UMFD(free_symbolic)(&symbolic);
        else
            UMFZ(free_symbolic)(&symbolic);
        if (info[UMFPACK_STATUS] == UMFPACK_ERROR_out_of_memory)
            return PyErr_NoMemory();
        else {
            snprintf(umfpack_error,20,"%s %i","UMFPACK ERROR",
                (int) info[UMFPACK_STATUS]);
            PyErr_SetString(PyExc_ValueError, umfpack_error);
            return NULL;
        }
    }

    if (SP_ID(A) == DOUBLE) {
        UMFD(numeric)(SP_COL(A), SP_ROW(A), SP_VAL(A), symbolic,
            &numeric, NULL, info);
        UMFD(free_symbolic)(&symbolic);
    } else {
        UMFZ(numeric)(SP_COL(A), SP_ROW(A), SP_VAL(A), NULL, symbolic,
            &numeric, NULL, info);
        UMFZ(free_symbolic)(&symbolic);
    }
    if (info[UMFPACK_STATUS] != UMFPACK_OK){
        if (SP_ID(A) == DOUBLE)
            UMFD(free_numeric)(&numeric);
        else
            UMFZ(free_numeric)(&numeric);
        if (info[UMFPACK_STATUS] == UMFPACK_ERROR_out_of_memory)
            return PyErr_NoMemory();
        else {
            if (info[UMFPACK_STATUS] == UMFPACK_WARNING_singular_matrix)
                PyErr_SetString(PyExc_ArithmeticError, "singular "
                    "matrix");
            else {
                snprintf(umfpack_error,20,"%s %i","UMFPACK ERROR",
                    (int) info[UMFPACK_STATUS]);
                PyErr_SetString(PyExc_ValueError, umfpack_error);
            }
            return NULL;
        }
    }

    if (!(x = malloc(n*E_SIZE[SP_ID(A)]))) {
        if (SP_ID(A) == DOUBLE)
            UMFD(free_numeric)(&numeric);
        else
            UMFZ(free_numeric)(&numeric);
        return PyErr_NoMemory();
    }
    for (k=0; k<nrhs; k++){
        if (SP_ID(A) == DOUBLE)
            UMFD(solve)(trans == 'N' ? UMFPACK_A: UMFPACK_Aat,
                SP_COL(A), SP_ROW(A), SP_VAL(A), x,
                MAT_BUFD(B) + k*ldB + oB, numeric, NULL, info);
        else
            UMFZ(solve)(trans == 'N' ? UMFPACK_A: trans == 'C' ?
                UMFPACK_At : UMFPACK_Aat, SP_COL(A), SP_ROW(A),
                SP_VAL(A), NULL, x, NULL,
                (double *)(MAT_BUFZ(B) + k*ldB + oB), NULL, numeric,
                NULL, info);
        if (info[UMFPACK_STATUS] == UMFPACK_OK)
            memcpy(B->buffer + (k*ldB + oB)*E_SIZE[SP_ID(A)], x,
                n*E_SIZE[SP_ID(A)]);
        else
	    break;
    }
    free(x);
    if (SP_ID(A) == DOUBLE)
        UMFD(free_numeric)(&numeric);
    else
        UMFZ(free_numeric)(&numeric);

    if (info[UMFPACK_STATUS] != UMFPACK_OK){
        if (info[UMFPACK_STATUS] == UMFPACK_ERROR_out_of_memory)
            return PyErr_NoMemory();
        else {
            if (info[UMFPACK_STATUS] == UMFPACK_WARNING_singular_matrix)
                PyErr_SetString(PyExc_ArithmeticError, "singular "
                    "matrix");
            else {
                snprintf(umfpack_error,20,"%s %i","UMFPACK ERROR",
                    (int) info[UMFPACK_STATUS]);
                PyErr_SetString(PyExc_ValueError, umfpack_error);
            }
        return NULL;
        }
    }
    return Py_BuildValue("");
}