/* ========================================================================== */ /* === ldlmex.c: LDL mexFunction =========================================== */ /* ========================================================================== */ /* MATLAB interface for numerical LDL' factorization using the LDL sparse matrix * package. * * MATLAB calling syntax is: * * [L, D, Parent, flops] = ldl (A) * [L, D, Parent, flops] = ldl (A, P) * [x, flops] = ldl (A, [ ], b) * [x, flops] = ldl (A, P, b) * * The factorization is L*D*L' = A or L*D*L' = A(P,P). A must be sparse, * square, and real. L is lower triangular with unit diagonal, but the diagonal * is not returned. D is diagonal sparse matrix. Let n = size (A,1). If P is * not present or empty, the factorization is: * * (L + speye (n)) * D * (L + speye (n))' = A * * otherwise, the factorization is * * (L + speye (n)) * D * (L + speye (n))' = A(P,P) * * P is a permutation of 1:n, an output of AMD, SYMAMD, or SYMRCM, for example. * Only the diagonal and upper triangular part of A or A(P,P) is accessed; the * lower triangular part is ignored. * * The elimination tree is returned in the Parent array. * * In the x = ldl (A, P, b) usage, the LDL' factorization is not returned. * Instead, the system A*x=b is solved for x, where b is a dense n-by-m matrix, * using P as the fill-reducing ordering for the LDL' factorization of A(P,P). * If P is not present or equal to [ ], it is assumed to be the identity * permutation. * * If no zero entry on the diagonal of D is encountered, then the flops argument * is the floating point count. * * If any entry on the diagonal of D is zero, then the LDL' factorization is * terminated at that point. If there is no flops output argument, an error * message is printed and no outputs are returned. Otherwise, flops is * negative, d = -flops, and D (d,d) is the first zero entry on the diagonal of * D. A partial factorization is returned. Let B = A if P is not present or * empty, or B = A(P,P) otherwise. Then the factorization is * * LDL = (L + speye (n)) * D * (L + speye (n))' * LDL (1:d, 1:d) = B (1:d,1:d) * * That is, the LDL' factorization of B (1:d,1:d) is in the first d rows and * columns of L and D. The rest of L and D are zero. * * LDL Version 1.0 (Dec. 31, 2003), Copyright (c) 2003 by Timothy A Davis, * University of Florida. All Rights Reserved. See README for the License. */ #include "ldl.h" #include "mex.h" #include "matrix.h" /* ========================================================================== */ /* === LDL mexFunction ====================================================== */ /* ========================================================================== */ void mexFunction ( int nargout, mxArray *pargout[ ], int nargin, const mxArray *pargin[ ] ) { int i, n, *Pattern, *Flag, *Li, *Lp, *Ap, *Ai, *Lnz, *Parent, do_chol, nrhs, lnz, do_solve, *P, *Pinv, nn, k, j, permute, *Dp, *Di, d, do_flops, psrc, pdst, p2 ; double *Y, *D, *Lx, *Ax, flops, *X, *B, *p ; /* ---------------------------------------------------------------------- */ /* get inputs and allocate workspace */ /* ---------------------------------------------------------------------- */ do_chol = (nargin > 0) && (nargin <= 2) && (nargout <= 4) ; do_solve = (nargin == 3) && (nargout <= 2) ; if (!(do_chol || do_solve)) { mexErrMsgTxt ("Usage:\n" " [L, D, etree, flopcount] = ldl (A) ;\n" " [L, D, etree, flopcount] = ldl (A, P) ;\n" " [x, flopcount] = ldl (A, [ ], b) ;\n" " [x, flopcount] = ldl (A, P, b) ;\n" "The etree and flopcount arguments are optional.") ; } n = mxGetM (pargin [0]) ; if (!mxIsSparse (pargin [0]) || n != mxGetN (pargin [0]) || !mxIsDouble (pargin [0]) || mxIsComplex (pargin [0])) { mexErrMsgTxt ("ldl: A must be sparse, square, and real") ; } if (do_solve) { if (mxIsSparse (pargin [2]) || n != mxGetM (pargin [2]) || !mxIsDouble (pargin [2]) || mxIsComplex (pargin [2])) { mexErrMsgTxt ( "ldl: b must be dense, real, and with proper dimension") ; } } nn = (n == 0) ? 1 : n ; /* get sparse matrix A */ Ap = mxGetJc (pargin [0]) ; Ai = mxGetIr (pargin [0]) ; Ax = mxGetPr (pargin [0]) ; /* get fill-reducing ordering, if present */ permute = ((nargin > 1) && !mxIsEmpty (pargin [1])) ; if (permute) { if (mxGetM (pargin [1]) * mxGetN (pargin [1]) != n || mxIsSparse (pargin [1])) { mexErrMsgTxt ("ldl: invalid input permutation\n") ; } P = (int *) mxMalloc (nn * sizeof (int)) ; Pinv = (int *) mxMalloc (nn * sizeof (int)) ; p = mxGetPr (pargin [1]) ; for (k = 0 ; k < n ; k++) { P [k] = p [k] - 1 ; /* convert to 0-based */ } } else { P = (int *) NULL ; Pinv = (int *) NULL ; } /* allocate first part of L */ Lp = (int *) mxMalloc ((n+1) * sizeof (int)) ; Parent = (int *) mxMalloc (nn * sizeof (int)) ; /* get workspace */ Y = (double *) mxMalloc (nn * sizeof (double)) ; Flag = (int *) mxMalloc (nn * sizeof (int)) ; Pattern = (int *) mxMalloc (nn * sizeof (int)) ; Lnz = (int *) mxMalloc (nn * sizeof (int)) ; /* make sure the input P is valid */ if (permute && !ldl_valid_perm (n, P, Flag)) { mexErrMsgTxt ("ldl: invalid input permutation\n") ; } /* note that we assume that the input matrix is valid */ /* ---------------------------------------------------------------------- */ /* symbolic factorization to get Lp, Parent, Lnz, and optionally Pinv */ /* ---------------------------------------------------------------------- */ ldl_symbolic (n, Ap, Ai, Lp, Parent, Lnz, Flag, P, Pinv) ; lnz = Lp [n] ; /* ---------------------------------------------------------------------- */ /* create outputs */ /* ---------------------------------------------------------------------- */ if (do_chol) { /* create the output matrix L, using the Lp array from ldl_symbolic */ pargout [0] = mxCreateSparse (n, n, lnz+1, mxREAL) ; mxFree (mxGetJc (pargout [0])) ; mxSetJc (pargout [0], Lp) ; /* Lp is not mxFree'd */ Li = mxGetIr (pargout [0]) ; Lx = mxGetPr (pargout [0]) ; /* create sparse diagonal matrix D */ if (nargout > 1) { pargout [1] = mxCreateSparse (n, n, nn, mxREAL) ; Dp = mxGetJc (pargout [1]) ; Di = mxGetIr (pargout [1]) ; for (j = 0 ; j < n ; j++) { Dp [j] = j ; Di [j] = j ; } Dp [n] = n ; D = mxGetPr (pargout [1]) ; } else { D = (double *) mxMalloc (nn * sizeof (double)) ; } /* return elimination tree (add 1 to change from 0-based to 1-based) */ if (nargout > 2) { pargout [2] = mxCreateDoubleMatrix (1, n, mxREAL) ; p = mxGetPr (pargout [2]) ; for (i = 0 ; i < n ; i++) { p [i] = Parent [i] + 1 ; } } do_flops = (nargout == 4) ? (3) : (-1) ; } else { /* create L and D as temporary matrices */ Li = (int *) mxMalloc ((lnz+1) * sizeof (int)) ; Lx = (double *) mxMalloc ((lnz+1) * sizeof (double)) ; D = (double *) mxMalloc (nn * sizeof (double)) ; /* create solution x */ nrhs = mxGetN (pargin [2]) ; pargout [0] = mxCreateDoubleMatrix (n, nrhs, mxREAL) ; X = mxGetPr (pargout [0]) ; B = mxGetPr (pargin [2]) ; do_flops = (nargout == 2) ? (1) : (-1) ; } if (do_flops >= 0) { /* find flop count for ldl_numeric */ flops = 0 ; for (k = 0 ; k < n ; k++) { flops += ((double) Lnz [k]) * (Lnz [k] + 2) ; } if (do_solve) { /* add flop count for solve */ for (k = 0 ; k < n ; k++) { flops += 4 * ((double) Lnz [k]) + 1 ; } } pargout [do_flops] = mxCreateDoubleMatrix (1, 1, mxREAL) ; p = mxGetPr (pargout [do_flops]) ; p [0] = flops ; } /* ---------------------------------------------------------------------- */ /* numeric factorization to get Li, Lx, and D */ /* ---------------------------------------------------------------------- */ d = ldl_numeric (n, Ap, Ai, Ax, Lp, Parent, Lnz, Li, Lx, D, Y, Flag, Pattern, P, Pinv) ; /* ---------------------------------------------------------------------- */ /* singular case : truncate the factorization */ /* ---------------------------------------------------------------------- */ if (d != n) { /* D [d] is zero: report error, or clean up */ if (do_chol && do_flops < 0) { mexErrMsgTxt ("ldl: zero pivot encountered\n") ; } else { /* L and D are incomplete, compact them */ if (do_chol) { for (k = d ; k < n ; k++) { Dp [k] = d ; } Dp [n] = d ; } for (k = d ; k < n ; k++) { D [k] = 0 ; } pdst = 0 ; for (k = 0 ; k < d ; k++) { for (psrc = Lp [k] ; psrc < Lp [k] + Lnz [k] ; psrc++) { Li [pdst] = Li [psrc] ; Lx [pdst] = Lx [psrc] ; pdst++ ; } } for (k = 0 ; k < d ; k++) { Lp [k+1] = Lp [k] + Lnz [k] ; } for (k = d ; k <= n ; k++) { Lp [k] = pdst ; } if (do_flops >= 0) { /* return -d instead of the flop count (convert to 1-based) */ p = mxGetPr (pargout [do_flops]) ; p [0] = -(1+d) ; } } } /* ---------------------------------------------------------------------- */ /* solve Ax=b, if requested */ /* ---------------------------------------------------------------------- */ if (do_solve) { if (permute) { for (j = 0 ; j < nrhs ; j++) { ldl_perm (n, Y, B, P) ; /* y = Pb */ ldl_lsolve (n, Y, Lp, Li, Lx) ; /* y = L\y */ ldl_dsolve (n, Y, D) ; /* y = D\y */ ldl_ltsolve (n, Y, Lp, Li, Lx) ; /* y = L'\y */ ldl_permt (n, X, Y, P) ; /* x = P'y */ X += n ; B += n ; } } else { for (j = 0 ; j < nrhs ; j++) { for (k = 0 ; k < n ; k++) /* x = b */ { X [k] = B [k] ; } ldl_lsolve (n, X, Lp, Li, Lx) ; /* x = L\x */ ldl_dsolve (n, X, D) ; /* x = D\x */ ldl_ltsolve (n, X, Lp, Li, Lx) ; /* x = L'\x */ X += n ; B += n ; } } /* free the matrix L */ mxFree (Lp) ; mxFree (Li) ; mxFree (Lx) ; mxFree (D) ; } /* ---------------------------------------------------------------------- */ /* free workspace */ /* ---------------------------------------------------------------------- */ if (do_chol && nargout < 2) { mxFree (D) ; } if (permute) { mxFree (P) ; mxFree (Pinv) ; } mxFree (Parent) ; mxFree (Y) ; mxFree (Flag) ; mxFree (Pattern) ; mxFree (Lnz) ; }