This package works

This commit is contained in:
vasiloglou
2007-12-27 16:45:13 +00:00
parent 98022526d6
commit 39019fbc45
10 changed files with 1582 additions and 0 deletions
+40
View File
@@ -0,0 +1,40 @@
1 1 0.31106
13 1 0.47969
2 2 0.734
3 3 0.4109
4 3 0.6412
1 4 0.16853
3 4 0.39979
11 4 0.87535
19 4 0.9667
20 4 0.31775
14 5 0.61591
1 6 0.89665
15 6 0.61663
11 7 0.83526
1 8 0.32272
6 8 0.69778
18 8 0.51015
3 9 0.50552
6 9 0.46189
18 9 0.71396
13 10 0.56082
14 11 0.6619
20 11 0.5877
3 12 0.16931
6 12 0.082613
7 12 0.82072
5 13 0.83685
15 13 0.68514
8 14 0.19302
18 14 0.51521
12 15 0.88071
5 16 0.80346
8 16 0.44535
10 16 0.30874
3 17 0.52475
4 18 0.016197
11 18 0.3331
19 18 0.82212
18 19 0.60587
9 20 0.012958
+6
View File
@@ -0,0 +1,6 @@
3 3 0.37376
19 4 0.04147
14 5 0.1847
1 6 0.20795
20 11 0.43719
18 14 0.13314
+73
View File
@@ -0,0 +1,73 @@
1 1 0.31106
13 1 0.47969
16 1 -0.11207
2 2 0.734
3 3 -0.4987
4 3 0.6412
12 3 -0.89951
16 3 -0.29156
1 4 0.16853
3 4 0.39979
10 4 -0.67427
11 4 0.87535
19 4 0.9238
20 4 0.31775
10 5 -0.9271
14 5 0.31602
19 5 -0.0058848
1 6 0.66473
8 6 -0.199
15 6 0.61663
17 6 -0.94423
11 7 0.83526
12 7 -0.69276
16 7 -0.097447
1 8 0.32272
6 8 0.69778
18 8 0.51015
3 9 0.50552
6 9 0.46189
10 9 -0.34382
16 9 -0.39745
18 9 0.71396
1 10 -0.47866
5 10 -0.76755
13 10 0.56082
1 11 -0.52652
14 11 0.6619
19 11 -0.57442
20 11 -0.15621
3 12 0.16931
6 12 0.082613
7 12 0.82072
10 12 -0.59449
13 12 -0.60971
16 12 -0.33331
5 13 0.83685
6 13 -0.94734
15 13 0.68514
3 14 -0.9222
6 14 -0.81331
7 14 -0.92383
8 14 0.19302
18 14 0.25678
1 15 -0.79272
12 15 0.88071
2 16 -0.19301
5 16 0.80346
8 16 0.44535
10 16 0.30874
11 16 -0.0033741
14 16 -0.85604
3 17 0.52475
4 18 0.016197
11 18 0.3331
12 18 -0.43965
19 18 0.82212
4 19 -0.013266
11 19 -0.98201
17 19 -0.83856
18 19 0.60587
9 20 0.012958
10 20 -0.61549
12 20 -0.70102
+73
View File
@@ -0,0 +1,73 @@
1 1 0.31106
13 1 0.47969
16 1 0.11207
2 2 0.734
3 3 1.3205
4 3 0.6412
12 3 0.89951
16 3 0.29156
1 4 0.16853
3 4 0.39979
10 4 0.67427
11 4 0.87535
19 4 1.0096
20 4 0.31775
10 5 0.9271
14 5 0.91579
19 5 0.0058848
1 6 1.1286
8 6 0.199
15 6 0.61663
17 6 0.94423
11 7 0.83526
12 7 0.69276
16 7 0.097447
1 8 0.32272
6 8 0.69778
18 8 0.51015
3 9 0.50552
6 9 0.46189
10 9 0.34382
16 9 0.39745
18 9 0.71396
1 10 0.47866
5 10 0.76755
13 10 0.56082
1 11 0.52652
14 11 0.6619
19 11 0.57442
20 11 1.3316
3 12 0.16931
6 12 0.082613
7 12 0.82072
10 12 0.59449
13 12 0.60971
16 12 0.33331
5 13 0.83685
6 13 0.94734
15 13 0.68514
3 14 0.9222
6 14 0.81331
7 14 0.92383
8 14 0.19302
18 14 0.77364
1 15 0.79272
12 15 0.88071
2 16 0.19301
5 16 0.80346
8 16 0.44535
10 16 0.30874
11 16 0.0033741
14 16 0.85604
3 17 0.52475
4 18 0.016197
11 18 0.3331
12 18 0.43965
19 18 0.82212
4 19 0.013266
11 19 0.98201
17 19 0.83856
18 19 0.60587
9 20 0.012958
10 20 0.61549
12 20 0.70102
+70
View File
@@ -0,0 +1,70 @@
5 1 0.090046
8 1 0.049912
10 1 0.034601
3 3 0.52605
4 3 0.58324
5 3 0.23426
6 3 0.074311
7 3 0.73825
8 3 0.12985
10 3 0.090017
13 4 0.37814
18 4 0.025991
8 5 0.057884
13 5 0.51993
18 5 0.15807
1 6 0.13636
3 6 0.49548
6 6 0.13886
13 6 0.11125
18 6 0.10152
3 7 0.11729
5 7 0.078295
6 7 0.05723
7 7 0.56856
8 7 0.043398
10 7 0.030086
5 9 0.31933
8 9 0.17701
10 9 0.12271
13 9 0.19282
1 10 0.14889
13 10 0.22961
14 10 0.47274
1 11 0.16378
9 11 0.0096394
13 11 0.25257
18 11 0.34802
5 12 0.77805
8 12 0.14844
10 12 0.10291
13 12 0.3334
15 12 0.41774
1 13 0.84943
15 13 0.58416
1 14 0.72925
3 14 0.37893
4 14 0.5955
11 14 0.85772
15 14 0.50151
19 14 0.21246
1 15 0.24658
13 15 0.38026
2 16 0.14167
8 16 0.16523
14 16 0.0022333
18 16 0.44104
20 16 0.0019829
3 18 0.074436
6 18 0.036321
7 18 0.36083
1 19 0.0022358
3 19 0.44533
11 19 0.011613
14 19 0.64999
19 19 0.012825
20 19 0.58134
3 20 0.11869
6 20 0.057913
7 20 0.57534
13 20 0.34518
+39
View File
@@ -0,0 +1,39 @@
16 1 0.11207
3 3 0.9096
12 3 0.89951
16 3 0.29156
10 4 0.67427
19 4 0.042898
10 5 0.9271
14 5 0.29989
19 5 0.0058848
1 6 0.23192
8 6 0.199
17 6 0.94423
12 7 0.69276
16 7 0.097447
10 9 0.34382
16 9 0.39745
1 10 0.47866
5 10 0.76755
1 11 0.52652
19 11 0.57442
20 11 0.7439
10 12 0.59449
13 12 0.60971
16 12 0.33331
6 13 0.94734
3 14 0.9222
6 14 0.81331
7 14 0.92383
18 14 0.25843
1 15 0.79272
2 16 0.19301
11 16 0.0033741
14 16 0.85604
12 18 0.43965
4 19 0.013266
11 19 0.98201
17 19 0.83856
10 20 0.61549
12 20 0.70102
+12
View File
@@ -0,0 +1,12 @@
librule(name="sparse",
headers=["sparse_matrix.h"],
# ]
deplibs=["trilinos:trilinos", "base:base"]
);
binrule(name="mtest",
sources=["sparse_matrix_test.cc"],
cflags=" -fexceptions",
deplibs=[":sparse"]
);
+550
View File
@@ -0,0 +1,550 @@
/*
* =====================================================================================
*
* Filename: sparse_matrix.h
*
* Description:
*
* Version: 1.0
* Created: 12/01/2007 04:12:00 PM EST
* Revision: none
* Compiler: gcc
*
* Author: Nikolaos Vasiloglou (NV), nvasil@ieee.org
* Company: Georgia Tech Fastlab-ESP Lab
*
* =====================================================================================
*/
#ifndef SPARSE_MATRIX_H_
#define SPARSE_MATRIX_H_
#ifndef HAVE_CONFIG_H
#define HAVE_CONFIG_H
#endif
#ifndef USE_TRILINOS
#define USE_TRILINOS
#endif
#include <stdio.h>
#include <errno.h>
#include <string>
#include <map>
#include <vector>
#include <sstream>
#include <algorithm>
#include "fastlib/fastlib.h"
#include "la/matrix.h"
// you need this because trillinos redifines it. It's ok
// if you don't have it, but you will get an annoying warning
#ifdef F77_FUNC
#undef F77_FUNC
#endif
#include "trilinos/include/Epetra_CrsMatrix.h"
#include "trilinos/include/Epetra_SerialComm.h"
#include "trilinos/include/Epetra_Map.h"
#include "trilinos/include/Epetra_Vector.h"
#include "trilinos/include/Epetra_MultiVector.h"
#include "trilinos/include/AnasaziBasicEigenproblem.hpp"
#include "trilinos/include/AnasaziEpetraAdapter.hpp"
#include "trilinos/include/AnasaziBlockKrylovSchurSolMgr.hpp"
#include "trilinos/include/AztecOO.h"
/* class SparseMatrix created by Nick
* This is a sparse matrix wrapper for trilinos Epetra_CrsMatrix
* It is much simpler than Epetra_CrsMatrix. At this time
* it supports eigenvalues (Krylov method) and linear system solution
* I have added matrix addition/subtraction multiplication
* I am also trying to add the submatrices
* Note: There is a restriction on these matrices, the number of rows is
* always greater or equal to the number of columns. The number of rows
* is also called dimension. We pose this restriction because trilinos supports
* square matrices only. In sparse matrices though this is not the problem since
* an mxn matrix where m>n can is equivalent to an mxm matrix where all the
* elements with n<j<m are zero
*/
class Sparsem;
class SparseMatrix {
public:
friend class Sparsem;
// Some typedefs for oft-used data types
typedef Epetra_MultiVector MV;
typedef Epetra_Operator OP;
typedef Anasazi::MultiVecTraits<double, Epetra_MultiVector> MVT;
SparseMatrix() ;
// Constructor
// num_of_rows: number of rows
// num_of_cols: number of columns
// nnz_per_row: an estimate of the non zero elements per row
// This doesn't need to be accurate. If you need
// more it will automatically resize. Try to be as accurate
// as you can because resizing costs. It is better if your
// estimete if greater than the true non zero elements. So
// it is better to overestimate than underestimate
SparseMatrix(const index_t num_of_rows,
const index_t num_of_cols,
const index_t nnz_per_row);
// Copy constructor
SparseMatrix(const SparseMatrix &other);
SparseMatrix(std::string textfile) {
Init(textfile);
}
~SparseMatrix() {
Destruct();
}
void Destruct();
// Use this initializer like the Constructor
void Init(const index_t num_of_rows,
const index_t num_of_columns,
const index_t nnz_per_row);
// This Initializer is like the previous one with the main difference that
// for every row we give a seperate estimate for the non-zero elements.
void Init(index_t num_of_rows, index_t num_of_columns, index_t *nnz_per_row);
// This Initializer fills the sparse matrix with data.
// row_indices: row indices for non-zero elements
// col_indices: column indices for non-zero elements
// values : values of non-zeros elements
// If the dimension (number of rows)and the expected (nnz elements per row)
// are set to a negative value, the function will automatically detect it
void Init(const std::vector<index_t> &row_indices,
const std::vector<index_t> &col_indices,
const Vector &values,
index_t nnz_per_row,
index_t dimension);
// The same as above but we use STL vector for values
void Init(const std::vector<index_t> &row_indices,
const std::vector<index_t> &col_indices,
const std::vector<double> &values,
index_t nnz_per_row,
index_t dimension);
// Initialize from a text file in the following format
// row column value \n
void Init(std::string textfile);
// Initialize the diagonal
void InitDiagonal(const Vector &vec);
// Initialize the diagonal with a constant
void InitDiagonal(const double value);
// It is recomended that you load the matrix row-wise, Before
// you do that call StartLoadingRows()
void StartLoadingRows();
// All these functions load Rows, with the data in different format
void LoadRow(index_t row, std::vector<index_t> &columns, Vector &values);
void LoadRow(index_t row, index_t *columns, Vector &values);
void LoadRow(index_t row, index_t num, index_t *columns, double *values);
void LoadRow(index_t row, std::vector<index_t> &columns, std::vector<double> &values);
// When you are done call this it does some optimization in the storage, no
// further asignment
void EndLoading();
// It makes the matrix symmetric. It scans the rows of the matrix and for every (i,j)
// element (j,i) equal to (j,i)
void MakeSymmetric();
// if you know that the matrix is symmetric set the flag
void set_symmetric(bool val) {
issymmetric_ = val;
}
// Not implemented yet
void SetDiagonal(const Vector &vector);
// Copy function, used also by copy constructor
void Copy(const SparseMatrix &other);
// Not implemented yet
void Alias(const Matrix& other);
// Not Implemented yet
void SwapValues(SparseMatrix* other);
// Access values, It will fail if EndLoading() has been called
double get(index_t r, index_t c) const;
// Set Values
void set(index_t r, index_t c, double v);
// For debug purposes you can call it to print the matrix
std::string Print() {
std::ostringstream s1;
matrix_->Print(s1);
return s1.str();
}
// Get the number of rows
index_t get_num_of_rows() {
return num_of_rows_;
}
// Get the number of columns
index_t get_num_of_columns() {
return num_of_columns_;
}
// Dimension should be equal to the number of rows
index_t get_dimension() {
return dimension_;
}
// The number of non zero elements
index_t get_nnz() {
return matrix_->NumGlobalNonzeros();
}
// Computes the eignvalues with the Krylov Method
void Eig(index_t num_of_eigvalues, // number of eigenvalues to compute
std::string eigtype, // Choose which eigenvalues to compute
// Choices are:
// LM - target the largest magnitude
// SM - target the smallest magnitude
// LR - target the largest real
// SR - target the smallest real
// LI - target the largest imaginary
// SI - target the smallest imaginary
Matrix *eigvectors, // The eigenvectors computed must not be initialized
std::vector<double> *real_eigvalues, // real part of the eigenvalues
// must be initialized, but should not
// allocate space. The eigenvalues
// returned might actually be less
// than the ones requested
// for example when the matrix has
// rank n< eigenvalues requested
std::vector<double> *imag_eigvalues // imaginary part of the eigenvalues
// must be initialized. If the
// problem is symmetric there is
// no need to initialize.
// The same as real_eigvalues
// hold for the space allocated
// in the non-symmetric case
);
// Linear System solution, Call Endloading First.
void LinSolve(Vector &b, // must be initialized (space allocated)
Vector *x, // must be initialized (space allocated)
double tolerance,
index_t iterations
) {
if (matrix_->Filled()==false && matrix_->StorageOptimized()==false){
FATAL("You should call EndLoading() first\n");
}
Epetra_Vector tempb(View, *map_, b.ptr());
Epetra_Vector tempx(View, *map_, x->ptr());
// create linear problem
Epetra_LinearProblem problem(matrix_.get(), &tempx, &tempb);
// create the AztecOO instance
AztecOO solver(problem);
solver.SetAztecOption( AZ_precond, AZ_Jacobi);
solver.Iterate(iterations, tolerance);
NONFATAL("Solver performed %i iterations, true residual %lg",
solver.NumIters(), solver.TrueResidual());
}
// Use this for the general case
void LinSolve(Vector &b, Vector *x) {
LinSolve(b, x, 1E-9, 1000);
}
// scales the matrix with a scalar;
void Scale(double scalar) {
matrix_->Scale(scalar);
}
// The matrix will be scaled such that A(i,j) = x(j)*A(i,j)
// where i denotes the global row number of A and j denotes the column number
void ColumnScale(const Vector &vec) {
Epetra_Vector temp(View, *map_, (double*)vec.ptr());
matrix_->RightScale(temp);
}
// The matrix will be scaled such that A(i,j) = x(i)*A(i,j)
// where i denotes the row number of A and j denotes the column number of A.
void RowScale(const Vector &vec) {
Epetra_Vector temp(View, *map_, (double *)vec.ptr());
matrix_->LeftScale(temp);
}
// computes the L1 norm
double L1Norm() {
return matrix_->NormOne();
}
// L infinity norm
double LInfNorm() {
return matrix_->NormInf();
}
// Computes the inverse of the sum of absolute values of the rows
// of the matrix
void InvRowsSums(Vector *result) {
Epetra_Vector temp(View, *map_, result->ptr());
matrix_->InvRowSums(temp);
}
// Computes the inv of max of absolute values of the rows of the matrix,
void InvRowMaxs(Vector *result) {
Epetra_Vector temp(View, *map_, result->ptr());
matrix_->InvRowMaxs(temp);
}
// Computes the inverse of the sum of absolute values of the columns of the
// matrix
void InvColSums(Vector *result) {
Epetra_Vector temp(View, *map_, result->ptr());
matrix_->InvColSums(temp);
}
// Computes the inv of max of absolute values of the columns of the matrix,
void InvColMaxs(Vector *result) {
Epetra_Vector temp(View, *map_, result->ptr());
matrix_->InvColMaxs(temp);
}
private:
index_t dimension_;
index_t num_of_rows_;
index_t num_of_columns_;
Epetra_SerialComm comm_;
bool issymmetric_;
Epetra_Map *map_;
Teuchos::RCP<Epetra_CrsMatrix> matrix_;
index_t *my_global_elements_;
void Load(const std::vector<index_t> &rows,
const std::vector<index_t> &columns,
const Vector &values);
void AllRowsLoad(Vector &rows, Vector &columns);
};
class Sparsem {
public:
static inline void Add(const SparseMatrix &a,
const SparseMatrix &b,
SparseMatrix *result) {
DEBUG_ASSERT(a.num_of_rows_==b.num_of_rows_);
DEBUG_ASSERT(a.num_of_columns_==b.num_of_columns_);
DEBUG_ASSERT(a.num_of_rows_==result->num_of_rows_);
DEBUG_ASSERT(a.num_of_columns_==result->num_of_columns_);
result->StartLoadingRows();
for(index_t r=0; r<a.num_of_rows_; r++) {
index_t num1, num2;
double *values1, *values2;
index_t *indices1, *indices2;
a.matrix_->ExtractGlobalRowView(a.my_global_elements_[r], num1, values1, indices1);
b.matrix_->ExtractGlobalRowView(b.my_global_elements_[r], num2, values2, indices2);
std::vector<double> values3;
std::vector<index_t> indices3;
index_t i=0;
index_t j=0;
while (likely(i<num1 && j<num2)) {
while (indices1[i] < indices2[j]) {
values3.push_back(values1[i]);
indices3.push_back(indices1[i]);
i++;
if unlikely((i>=num1)) {
break;
}
}
if ( likely(i<num1) && indices1[i] == indices2[j]) {
values3.push_back(values1[i] + values2[j]);
indices3.push_back(indices1[i]);
} else {
values3.push_back(values2[j]);
indices3.push_back(indices2[j]);
}
j++;
}
if (i<num1) {
values3.insert(values3.end(), values1+i, values1+num1);
indices3.insert(indices3.end(), indices1+i, indices1+num1);
}
if (j<num2) {
values3.insert(values3.end(), values2+j, values2+num2);
indices3.insert(indices3.end(), indices2+j, indices2+num2);
}
result->LoadRow(r, indices3, values3);
}
}
static inline void Subtract(const SparseMatrix &a,
const SparseMatrix &b,
SparseMatrix *result) {
DEBUG_ASSERT(a.num_of_rows_==b.num_of_rows_);
DEBUG_ASSERT(a.num_of_columns_==b.num_of_columns_);
DEBUG_ASSERT(a.num_of_rows_==result->num_of_rows_);
DEBUG_ASSERT(a.num_of_columns_==result->num_of_columns_);
// If you try assigning the results to an already initialized matrix
// you might get unexpected results. The following assertions
// prevent you partially from that
DEBUG_ASSERT(&a != result);
DEBUG_ASSERT(&b != result);
result->StartLoadingRows();
for(index_t r=0; r<a.num_of_rows_; r++) {
index_t num1, num2;
double *values1, *values2;
index_t *indices1, *indices2;
a.matrix_->ExtractGlobalRowView(a.my_global_elements_[r], num1, values1, indices1);
b.matrix_->ExtractGlobalRowView(b.my_global_elements_[r], num2, values2, indices2);
std::vector<double> values3;
std::vector<index_t> indices3;
index_t i=0;
index_t j=0;
while (likely(i<num1 && j<num2)) {
while (indices1[i] < indices2[j]) {
values3.push_back(values1[i]);
indices3.push_back(indices1[i]);
i++;
if unlikely((i>=num1)) {
break;
}
}
if (likely(i<num1) && indices1[i] == indices2[j]) {
double diff=values1[i] - values2[j];
if (diff!=0) {
values3.push_back(diff);
indices3.push_back(indices1[i]);
}
} else {
values3.push_back(-values2[j]);
indices3.push_back(indices2[j]);
}
j++;
}
if (i<num1) {
values3.insert(values3.end(), values1+i, values1+num1);
indices3.insert(indices3.end(), indices1+i, indices1+num1);
}
if (j<num2) {
for(index_t k=j; k<num2; k++) {
values3.push_back(-values2[k]);
indices3.push_back(indices2[k]);
}
}
result->LoadRow(r, indices3, values3);
}
}
/* Multiplication of two matrices A*B in matlab notation
* If B is symmetric then it is much faster, because we can
* multiply rows. Otherwise we have to compute the transpose
* As an advise multiplication of two sparse matrices might
* lead to a dense one, so please be carefull
*/
static inline void Multiply(const SparseMatrix &a,
const SparseMatrix &b,
SparseMatrix *result) {
DEBUG_ASSERT(a.num_of_columns_ == b.num_of_rows_);
DEBUG_ASSERT(a.num_of_rows_ == result->num_of_rows_);
DEBUG_ASSERT(b.num_of_columns_ == result->num_of_columns_);
// If you try assigning the results to an already initialized matrix
// you might get unexpected results. The following assertions
// prevent you partially from that
DEBUG_ASSERT(&a != result);
DEBUG_ASSERT(&b != result);
if (b.issymmetric_ == true) {
for(index_t r1=0; r1<a.num_of_rows_; r1++) {
std::vector<index_t> indices3;
std::vector<double> values3;
index_t num1;
double *values1;
index_t *indices1;
a.matrix_->ExtractGlobalRowView(a.my_global_elements_[r1],
num1, values1, indices1);
for(index_t r2=0; r2<b.num_of_rows_; r2++) {
index_t num2;
double *values2;
index_t *indices2;
b.matrix_->ExtractGlobalRowView(b.my_global_elements_[r2],
num2, values2, indices2);
index_t i=0;
index_t j=0;
double dot_product=0;
while (likely(i<num1 && j<num2)) {
while (indices1[i] < indices2[j]) {
i++;
if unlikely((i>=num1)) {
break;
}
}
if (likely(i<num1) && indices1[i] == indices2[j]) {
dot_product += values1[i] * values2[j];
}
j++;
}
if (dot_product!=0) {
indices3.push_back(r2);
values3.push_back(dot_product);
}
}
result->LoadRow(r1, indices3, values3);
indices3.clear();
values3.clear();
}
} else {
for(index_t r1=0; r1<a.num_of_rows_; r1++) {
index_t num1;
double *values1;
index_t *indices1;
a.matrix_->ExtractGlobalRowView(a.my_global_elements_[r1],
num1, values1, indices1);
double dot_product=0;
std::vector<index_t> indices3;
std::vector<double> values3;
for(index_t r2=0; r2<b.num_of_columns_; r2++) {
for(index_t k=0; k< num1; k++) {
dot_product += values1[k]*b.get(indices1[k], r2);
}
if (dot_product!=0){
indices3.push_back(r2);
values3.push_back(dot_product);
}
dot_product=0;
}
if (!indices3.empty()) {
result->LoadRow(r1, indices3, values3);
}
indices3.clear();
values3.clear();
}
}
}
/* The transpose flag should be set to true if
* we want to use the transpose of mat, otherwise
* set it to false.
* */
static inline void Multiply(const SparseMatrix &mat,
const Vector &vec,
Vector *result,
bool transpose_flag) {
Epetra_Vector temp_in(View, *(mat.map_), (double *)vec.ptr());
Epetra_Vector temp_out(View, *(mat.map_), (double *)result->ptr());
mat.matrix_->Multiply(transpose_flag, temp_in, temp_out);
}
/* Multiply the matrix with a scalar
*/
static inline void Multiply(const SparseMatrix &mat,
const double scalar,
SparseMatrix *result) {
result->Copy(mat);
result->Scale(scalar);
}
/* element wise multiplication of the matrices
* A.*B in matlab notation
*/
static inline void DotMultiply(const SparseMatrix &a,
const SparseMatrix &b,
SparseMatrix *result) {
DEBUG_ASSERT(a.num_of_columns_ == b.num_of_rows_);
DEBUG_ASSERT(a.num_of_rows_ == result->num_of_rows_);
DEBUG_ASSERT(b.num_of_columns_ == result->num_of_columns_);
// If you try assigning the results to an already initialized matrix
// you might get unexpected results. The following assertions
// prevent you partially from that
DEBUG_ASSERT(&a != result);
DEBUG_ASSERT(&b != result);
for(index_t r=0; r<a.num_of_rows_; r++) {
std::vector<index_t> indices3;
std::vector<double> values3;
indices3.clear();
values3.clear();
index_t num1, num2;
double *values1, *values2;
index_t *indices1, *indices2;
a.matrix_->ExtractGlobalRowView(a.my_global_elements_[r], num1, values1, indices1);
b.matrix_->ExtractGlobalRowView(b.my_global_elements_[r], num2, values2, indices2);
index_t i=0;
index_t j=0;
while (likely(i<num1 && j<num2)) {
while (indices1[i] < indices2[j]) {
i++;
if unlikely((i>=num1)) {
break;
}
}
if ( likely(i<num1) && indices1[i] == indices2[j]) {
values3.push_back(values1[i] * values2[j]);
indices3.push_back(indices1[i]);
}
j++;
}
result->LoadRow(r, indices3, values3);
}
}
};
#include "u/nvasil/sparse_matrix/sparse_matrix_impl.h"
#endif
+449
View File
@@ -0,0 +1,449 @@
/*
* =====================================================================================
*
* Filename: sparse_matrix_impl.h
*
* Description:
*
* Version: 1.0
* Created: 12/02/2007 10:18:02 AM EST
* Revision: none
* Compiler: gcc
*
* Author: Nikolaos Vasiloglou (NV), nvasil@ieee.org
* Company: Georgia Tech Fastlab-ESP Lab
*
* =====================================================================================
*
*/
SparseMatrix::SparseMatrix() {
map_ = NULL;
issymmetric_=false;
}
SparseMatrix::SparseMatrix(const index_t num_of_rows,
const index_t num_of_columns,
const index_t nnz_per_row) {
Init(num_of_rows, num_of_columns, nnz_per_row);
}
void SparseMatrix::Init(const index_t num_of_rows,
const index_t num_of_columns,
const index_t nnz_per_row) {
issymmetric_ = false;
if likely(num_of_rows < num_of_columns) {
FATAL("Num of rows %i should be greater than the num of columns %i\n",
num_of_rows, num_of_columns);
}
num_of_rows_=num_of_rows;
num_of_columns_=num_of_columns;
dimension_ = num_of_rows_;
if (num_of_rows_ < num_of_columns_) {
FATAL("Num of rows %i is less than the number or columns %i",
num_of_rows_, num_of_columns_);
}
map_ = new Epetra_Map(num_of_rows_, 0, comm_);
matrix_ = Teuchos::rcp(
new Epetra_CrsMatrix((Epetra_DataAccess)0, *map_, nnz_per_row));
StartLoadingRows();
}
void SparseMatrix::Init(index_t num_of_rows,
index_t num_of_columns,
index_t *nnz_per_row) {
issymmetric_ = false;
num_of_rows_=num_of_rows;
num_of_columns_=num_of_columns;
dimension_ = num_of_rows;
if (num_of_rows_ < num_of_columns_) {
FATAL("Num of rows %i is less than the number or columns %i",
num_of_rows_, num_of_columns_);
}
map_ = new Epetra_Map(num_of_rows_, 0, comm_);
matrix_ = Teuchos::rcp(
new Epetra_CrsMatrix((Epetra_DataAccess)0 , *map_, nnz_per_row));
StartLoadingRows();
}
void SparseMatrix::Init(const std::vector<index_t> &rows,
const std::vector<index_t> &columns,
const Vector &values,
index_t nnz_per_row,
index_t dimension) {
issymmetric_ = false;
if (nnz_per_row > 0 && dimension > 0) {
Init(dimension, dimension, nnz_per_row);
} else {
num_of_rows_ = 0;
num_of_columns_=0;
std::map<index_t, index_t> frequencies;
for(index_t i=0; i<(index_t)rows.size(); i++) {
frequencies[rows[i]]++;
frequencies[columns[i]]++;
if (rows[i]>num_of_rows_) {
num_of_rows_ = rows[i];
}
if (columns[i]>num_of_columns_) {
num_of_columns_ = columns[i];
}
}
num_of_columns_++;
num_of_rows_++;
if (num_of_rows_ < num_of_columns_) {
FATAL("At this point we only support rows (%i) >= columns (%i)\n",
num_of_rows_, num_of_columns_);
}
dimension_ = num_of_rows_;
if ((index_t)frequencies.size()!=num_of_rows_) {
NONFATAL("Some of the rows are zeros only!");
}
index_t *nnz= new index_t[dimension_];
for(index_t i=0; i<num_of_rows_; i++) {
nnz[i]=frequencies[i];
}
Init(num_of_rows_, num_of_columns_, nnz);
//delete []nnz;
}
Load(rows, columns, values);
}
void SparseMatrix::Init(const std::vector<index_t> &rows,
const std::vector<index_t> &columns,
const std::vector<double> &values,
index_t nnz_per_row,
index_t dimension) {
issymmetric_ = false;
Vector temp;
temp.Alias((double *)&values[0], values.size());
Init(rows, columns, temp, nnz_per_row, dimension);
}
void SparseMatrix::Init(std::string filename) {
issymmetric_ = false;
FILE *fp = fopen(filename.c_str(), "r");
if (fp == NULL) {
FATAL("Cannot open %s, error: %s",
filename.c_str(),
strerror(errno));
}
std::vector<index_t> rows;
std::vector<index_t> cols;
std::vector<double> vals;
while (!feof(fp)) {
index_t r, c;
double v;
fscanf(fp,"%i %i %lg\n", &r, &c, &v);
rows.push_back(r);
cols.push_back(c);
vals.push_back(v);
}
fclose(fp);
/*for(index_t i=0; i< (index_t)rows.size(); i++) {
printf("%i %i %lg\n", rows[i], cols[i], vals[i]);
}*/
Init(rows, cols, vals, -1, -1);
}
void SparseMatrix::Destruct() {
if (map_!=NULL) {
delete map_;
map_=NULL;
}
}
void SparseMatrix::Copy(const SparseMatrix &other) {
num_of_rows_ = other.num_of_rows_;
num_of_columns_ = other.num_of_columns_;
dimension_ = other.dimension_;
map_ = new Epetra_Map(num_of_rows_, 0, comm_);
issymmetric_ = other.issymmetric_;
if (other.matrix_->Filled()==false) {
matrix_ = Teuchos::rcp(new Epetra_CrsMatrix(Epetra_DataAccess(0), *map_, 10));
this->StartLoadingRows();
for(index_t r=0; r<num_of_rows_; r++){
index_t global_row = other.my_global_elements_[r];
index_t num_of_entries;
double *values;
index_t *indices;
other.matrix_->ExtractGlobalRowView(global_row, num_of_entries, values, indices);
this->LoadRow(r, num_of_entries, indices, values);
}
} else {
matrix_ = Teuchos::rcp(new Epetra_CrsMatrix(*(other.matrix_.get())));
}
}
void SparseMatrix::StartLoadingRows() {
my_global_elements_ = map_->MyGlobalElements();
}
void SparseMatrix::LoadRow(index_t row,
std::vector<index_t> &columns,
Vector &values) {
DEBUG_ASSERT(values.length() == (index_t)columns.size());
matrix_->InsertGlobalValues(my_global_elements_[row],
values.length(),
values.ptr(),
&columns[0]);
}
void SparseMatrix::LoadRow(index_t row,
index_t *columns,
Vector &values) {
matrix_->InsertGlobalValues(my_global_elements_[row],
values.length(),
values.ptr(),
&columns[0]);
}
void SparseMatrix::LoadRow(index_t row,
std::vector<index_t> &columns,
std::vector<double> &values) {
matrix_->InsertGlobalValues(my_global_elements_[row],
values.size(),
&values[0],
&columns[0]);
}
void SparseMatrix::LoadRow(index_t row,
index_t num,
index_t *columns,
double *values) {
matrix_->InsertGlobalValues(my_global_elements_[row],
num,
values,
columns);
}
void SparseMatrix::EndLoading() {
matrix_->FillComplete();
matrix_->OptimizeStorage();
}
void SparseMatrix::Load(const std::vector<index_t> &rows,
const std::vector<index_t> &columns,
const Vector &values) {
DEBUG_ASSERT(rows.size() ==columns.size());
DEBUG_ASSERT((index_t)columns.size() == values.length());
my_global_elements_ = map_->MyGlobalElements();
index_t i=0;
index_t cur_row = rows[i];
index_t prev_row= rows[i];
std::vector<index_t> indices;
std::vector<double> row_values;
while (true) {
indices.clear();
row_values.clear();
while (likely((rows[cur_row]==rows[prev_row]) &&
(i < (index_t)rows.size()))) {
indices.push_back(columns[i]);
row_values.push_back(values[i]);
i++;
prev_row=i-1;
cur_row=i;
}
matrix_->InsertGlobalValues(my_global_elements_[rows[prev_row]],
row_values.size(),
&row_values[0],
&indices[0]);
prev_row=cur_row;
if (i >= (index_t)rows.size()) {
break;
}
}
}
double SparseMatrix::get(index_t r, index_t c) const {
DEBUG_BOUNDS(r, num_of_rows_);
DEBUG_BOUNDS(c, num_of_columns_);
index_t global_row = my_global_elements_[r];
index_t num_of_entries;
double *values;
index_t *indices;
matrix_->ExtractGlobalRowView(global_row, num_of_entries, values, indices);
index_t *pos = std::find(indices, indices+num_of_entries, c);
if (pos==indices+num_of_entries) {
return 0;
}
return values[(ptrdiff_t)(pos-indices)];
}
void SparseMatrix::set(index_t r, index_t c, double v) {
DEBUG_BOUNDS(r, num_of_rows_);
DEBUG_BOUNDS(c, num_of_columns_);
if (get(r,c)!=0) {
matrix_->InsertGlobalValues(my_global_elements_[r], 1, &v, &c);
} else {
matrix_->ReplaceGlobalValues(my_global_elements_[r], 1, &v, &c);
}
}
void SparseMatrix::MakeSymmetric() {
index_t num_of_entries;
double *values;
index_t *indices;
for(index_t i=0; i<dimension_; i++) {
index_t global_row = my_global_elements_[i];
matrix_->ExtractGlobalRowView(global_row, num_of_entries, values, indices);
for(index_t j=0; j<num_of_entries; j++) {
if (unlikely(get(i, indices[j])!=values[j])) {
set(i, indices[j], values[j]);
}
}
}
issymmetric_ = true;
}
void SparseMatrix::Eig(index_t num_of_eigvalues,
std::string eigtype,
Matrix *eigvectors,
std::vector<double> *real_eigvalues,
std::vector<double> *imag_eigvalues) {
if (unlikely(!matrix_->Filled())) {
FATAL("You have to call EndLoading before running eigenvalues otherwise "
"it will fail\n");
}
index_t block_size=2;
Teuchos::RCP<Epetra_MultiVector> ivec = Teuchos::rcp(new
Epetra_MultiVector(*map_,
block_size));
// Fill it with random numbers
ivec->Random();
// Setup the eigenproblem, with the matrix A and the initial vectors ivec
Teuchos::RCP<Anasazi::BasicEigenproblem<double,MV,OP> >problem =
Teuchos::rcp(new Anasazi::BasicEigenproblem<double,MV,OP>(matrix_, ivec));
// The 2-D laplacian is symmetric. Specify this in the eigenproblem.
if (issymmetric_ == true) {
problem->setHermitian(true);
} else {
problem->setHermitian(false);
}
// Specify the desired number of eigenvalues
problem->setNEV(num_of_eigvalues);
// Signal that we are done setting up the eigenvalue problem
bool ierr = problem->setProblem();
// Check the return from setProblem(). If this is true, there was an
// error. This probably means we did not specify enough information for
// the eigenproblem.
if unlikely(ierr == false) {
FATAL("Trilinos solver error, you probably didn't specify enough information "
"for the eigenvalue problem\n");
}
// Specify the verbosity level. Options include:
// Anasazi::Errors
// This option is always set
// Anasazi::Warnings
// Warnings (less severe than errors)
// Anasazi::IterationDetails
// Details at each iteration, such as the current eigenvalues
// Anasazi::OrthoDetails
// Details about orthogonality
// Anasazi::TimingDetails
// A summary of the timing info for the solve() routine
// Anasazi::FinalSummary
// A final summary
// Anasazi::Debug
// Debugging information
int verbosity = Anasazi::Warnings +
Anasazi::Errors +
Anasazi::FinalSummary +
Anasazi::TimingDetails;
// Choose which eigenvalues to compute
// Choices are:
// LM - target the largest magnitude [default]
// SM - target the smallest magnitude
// LR - target the largest real
// SR - target the smallest real
// LI - target the largest imaginary
// SI - target the smallest imaginary
// Create the parameter list for the eigensolver
Teuchos::ParameterList my_pl;
my_pl.set( "Verbosity", verbosity);
my_pl.set( "Which", eigtype);
my_pl.set( "Block Size", block_size);
my_pl.set( "Num Blocks", 20);
my_pl.set( "Maximum Restarts", 100);
my_pl.set( "Convergence Tolerance", 1.0e-8);
// Create the Block Krylov Schur solver
// This takes as inputs the eigenvalue problem and the solver parameters
Anasazi::BlockKrylovSchurSolMgr<double,MV,OP>
my_block_krylov_schur(problem, my_pl);
// Solve the eigenvalue problem, and save the return code
Anasazi::ReturnType solver_return = my_block_krylov_schur.solve();
// Check return code of the solver: Unconverged, Failed, or OK
switch (solver_return) {
// UNCONVERGED
case Anasazi::Unconverged:
NONFATAL("Anasazi::BlockKrylovSchur::solve() did not converge!\n");
return ;
// CONVERGED
case Anasazi::Converged:
NONFATAL("Anasazi::BlockKrylovSchur::solve() converged!\n");
}
// Get eigensolution struct
Anasazi::Eigensolution<double, Epetra_MultiVector> sol = problem->getSolution();
// Get the number of eigenpairs returned
int num_of_eigvals_returned = sol.numVecs;
if (num_of_eigvals_returned < num_of_eigvalues) {
NONFATAL("The solver returned less eigenvalues (%i) "
"than requested (%i)\n", num_of_eigvalues,
num_of_eigvals_returned);
}
// Get eigenvectors
eigvectors->Init(dimension_, num_of_eigvals_returned);
Teuchos::RCP<Epetra_MultiVector> evecs = sol.Evecs;
evecs->ExtractCopy(eigvectors->GetColumnPtr(0), dimension_);
// Get eigenvalues
std::vector<Anasazi::Value<double> > evals = sol.Evals;
real_eigvalues->resize(num_of_eigvals_returned);
for(index_t i=0; i<num_of_eigvals_returned; i++) {
real_eigvalues->assign(i, evals[i].realpart);
if (issymmetric_ == false) {
imag_eigvalues->resize(num_of_eigvals_returned);
imag_eigvalues->assign(i, evals[i].imagpart);
}
}
// Test residuals
// Generate a (numev x numev) dense matrix for the eigenvalues...
// This matrix is automatically initialized to zero
Teuchos::SerialDenseMatrix<int, double> d(num_of_eigvalues,
num_of_eigvalues);
// Add the eigenvalues on the diagonals (only the real part since problem is Hermitian)
for (int i=0; i<num_of_eigvalues; i++) {
d(i,i) = evals[i].realpart;
}
// Generate a multivector for the product of the matrix and the eigenvectors
Epetra_MultiVector res(*map_, num_of_eigvalues);
// R = A*evecs
matrix_->Apply( *evecs, res);
// R -= evecs*D
// = A*evecs - evecs*D
MVT::MvTimesMatAddMv( -1.0, *evecs, d, 1.0, res);
// Compute the 2-norm of each vector in the MultiVector
// and store them to a std::vector<double>
std::vector<double> norm_res(num_of_eigvalues);
MVT::MvNorm(res, &norm_res);
}
+270
View File
@@ -0,0 +1,270 @@
/*
* =====================================================================================
*
* Filename: sparse_matrix_test.cc
*
* Description:
*
* Version: 1.0
* Created: 12/08/2007 03:50:44 PM EST
* Revision: none
* Compiler: gcc
*
* Author: Nikolaos Vasiloglou (NV), nvasil@ieee.org
* Company: Georgia Tech Fastlab-ESP Lab
*
* =====================================================================================
*/
#include <unistd.h>
#include <errno.h>
#include <sys/mman.h>
#include <stdio.h>
#include <limits>
#include <vector>
#include <map>
#include "fastlib/fastlib.h"
#include "base/test.h"
#include "sparse/sparse_matrix.h"
class SparseMatrixTest {
public:
SparseMatrixTest() {
}
~SparseMatrixTest() {
}
void Init() {
for(index_t i=0; i<num_of_cols_; i++) {
for(index_t j=0; j<num_of_rows_; j++) {
mat_[i][j] = (i+j) * ((i+j) % 2);
}
}
}
void Destruct() {
delete smat_;
}
void TestInit1() {
smat_ = new SparseMatrix(num_of_rows_,
num_of_cols_,
num_of_nnz_);
smat_->StartLoadingRows();
std::vector<index_t> ind;
std::vector<double> val;
for(index_t i=0; i<num_of_cols_; i++) {
ind.clear();
val.clear();
for(index_t j=0; j<num_of_cols_; j++) {
if (mat_[i][j] != 0) {
ind.push_back(j);
val.push_back(mat_[i][j]);
}
}
smat_->LoadRow(i, ind, val);
}
for(index_t i=0; i<num_of_rows_; i++) {
for(index_t j=0; j<num_of_cols_; j++) {
TEST_DOUBLE_APPROX(smat_->get(i,j),
mat_[i][j],
std::numeric_limits<double>::epsilon());
}
}
NONFATAL("TestInit1 sucess!!\n");
}
void TestInit2() {
std::vector<index_t> rows;
std::vector<index_t> cols;
std::vector<double> vals;
std::vector<index_t> nnz(num_of_rows_);
for(index_t i=0; i<num_of_rows_; i++) {
for(index_t j=0; j<num_of_cols_; j++) {
if (mat_[i][j] != 0) {
rows.push_back(i);
cols.push_back(j);
vals.push_back(mat_[i][j]);
nnz[i]++;
}
}
}
/*for(index_t i=0; i<(index_t)rows.size(); i++) {
printf("%i %i %lg\n",
rows[i],
cols[i],
vals[i]);
}*/
smat_ = new SparseMatrix();
smat_->Init(rows, cols, vals,
*(std::max_element(nnz.begin(), nnz.end())), num_of_rows_);
// printf("%s\n", smat_->Print().c_str());
for(index_t i=0; i<num_of_rows_; i++) {
for(index_t j=0; j<num_of_cols_; j++) {
TEST_DOUBLE_APPROX(smat_->get(i,j), mat_[i][j],
std::numeric_limits<double>::epsilon());
}
}
NONFATAL("TestInit2 success!!\n");
}
void TestInit3() {
FILE *fp = fopen("temp.txt", "w");
if (fp==NULL) {
FATAL("Cannot open temp.txt error %s", strerror(errno));
}
for(index_t i=0; i<num_of_cols_; i++) {
for(index_t j=0; j<num_of_cols_; j++) {
if (mat_[i][j] != 0) {
fprintf(fp, "%i %i %g\n", i, j, mat_[i][j]);
}
}
}
fclose(fp);
smat_ = new SparseMatrix();
smat_->Init("temp.txt");
unlink("temp.txt");
for(index_t i=0; i<num_of_rows_; i++) {
for(index_t j=0; j<num_of_cols_; j++) {
TEST_DOUBLE_APPROX(smat_->get(i,j),
mat_[i][j],
std::numeric_limits<double>::epsilon());
}
}
NONFATAL("TestInit3 success!!");
}
void TestCopyConstructor() {
smat_ = new SparseMatrix();
NONFATAL("TestCopyConstructor success!!\n");
}
void TestMakeSymmetric() {
TestInit1();
smat_->set(2, 3, 1.44);
smat_->set(3, 2, 0.74);
smat_->set(7, 8, 4.33);
smat_->set(8, 7, 0.22);
smat_->MakeSymmetric();
for(index_t i=0; i<num_of_rows_; i++) {
for(index_t j=0; j<num_of_cols_; j++) {
TEST_DOUBLE_APPROX(smat_->get(i,j),
smat_->get(j, i),
std::numeric_limits<double>::epsilon());
}
}
NONFATAL("Test MakeSymmetric success!!\n");
}
void TestEig() {
TestInit1();
smat_->EndLoading();
std::vector<double> eigvalues_real;
std::vector<double> eigvalues_imag;
Matrix eigvectors;
smat_->Eig(1, "LM", &eigvectors, &eigvalues_real, &eigvalues_imag);
eigvectors.PrintDebug();
NONFATAL("Test Eigenvector success!!\n");
}
void TestLinSolve() {
TestInit1();
Vector b,x;
b.Init(num_of_cols_);
b.SetZero();
x.Init(num_of_cols_);
x.SetAll(1);
smat_->MakeSymmetric();
smat_->EndLoading();
smat_->LinSolve(b, &x);
x.PrintDebug();
NONFATAL("Test Linear Solve success!!\n");
}
void TestBasicOperations() {
SparseMatrix a("A.txt");
SparseMatrix b("B.txt");
SparseMatrix a_plus_b("AplusB.txt");
SparseMatrix a_minus_b("AminusB.txt");
SparseMatrix a_times_b("AtimesB.txt");
SparseMatrix a_dot_times_b("AdottimesB.txt");
SparseMatrix temp;
temp.Init(21,21, 3);
Sparsem::Add(a, b, &temp);
for(index_t i=0; i<20; i++) {
for(index_t j=0; j<20; j++) {
TEST_DOUBLE_APPROX(a_plus_b.get(i,j), temp.get(i,j), 0.01);
}
}
temp.Destruct();
NONFATAL("Matrix addition sucess!!\n");
temp.Init(21,21, 3);
Sparsem::Subtract(a, b, &temp);
for(index_t i=0; i<21; i++) {
for(index_t j=0; j<21; j++) {
TEST_DOUBLE_APPROX(a_minus_b.get(i,j), temp.get(i,j), 0.01);
}
}
temp.Destruct();
NONFATAL("Matrix subtraction success!!\n");
temp.Init(21,21, 3);
Sparsem::Multiply(a, b, &temp);
for(index_t i=0; i<21; i++) {
for(index_t j=0; j<21; j++) {
TEST_DOUBLE_APPROX(a_times_b.get(i,j), temp.get(i,j), 0.01);
}
}
temp.Destruct();
NONFATAL("Matrix multiplication success!!\n");
temp.Init(21, 21, 3);
Sparsem::DotMultiply(a, b, &temp);
for(index_t i=0; i<a_dot_times_b.get_num_of_rows(); i++) {
for(index_t j=0; j<a_dot_times_b.get_num_of_columns(); j++) {
TEST_DOUBLE_APPROX(a_dot_times_b.get(i,j), temp.get(i,j), 0.01);
}
}
temp.Destruct();
NONFATAL("Matrix dot multiplication success!!\n");
temp.Init(21,21, 3);
Sparsem::Multiply(a, 3.45, &temp);
for(index_t i=0; i<21; i++) {
for(index_t j=0; j<21; j++) {
TEST_DOUBLE_APPROX(3.45 * a.get(i,j), temp.get(i,j),
std::numeric_limits<double>::epsilon());
}
}
temp.Destruct();
NONFATAL("Matrix scalar multiplicationn success!!\n");
}
void TestAll() {
Init();
TestInit1();
Destruct();
Init();
TestInit2();
Destruct();
Init();
TestInit3();
Destruct();
Init();
TestCopyConstructor();
Destruct();
Init();
TestMakeSymmetric();
Destruct();
Init();
TestEig();
Destruct();
Init();
TestLinSolve();
Destruct();
Init();
TestBasicOperations();
}
private:
SparseMatrix *smat_;
static const index_t num_of_cols_ = 80;
static const index_t num_of_rows_ = 80;
static const index_t num_of_nnz_ = 4;
double mat_[num_of_rows_][num_of_cols_];
std::vector<index_t> indices_;
std::vector<index_t> rows_;
};
int main() {
SparseMatrixTest test;
test.TestAll();
}