136 lines
4.6 KiB
C++
136 lines
4.6 KiB
C++
// SPDX-License-Identifier: Apache-2.0
|
|
//
|
|
// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
|
|
// Copyright 2008-2016 National ICT Australia (NICTA)
|
|
//
|
|
// Licensed under the Apache License, Version 2.0 (the "License");
|
|
// you may not use this file except in compliance with the License.
|
|
// You may obtain a copy of the License at
|
|
// http://www.apache.org/licenses/LICENSE-2.0
|
|
//
|
|
// Unless required by applicable law or agreed to in writing, software
|
|
// distributed under the License is distributed on an "AS IS" BASIS,
|
|
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
// See the License for the specific language governing permissions and
|
|
// limitations under the License.
|
|
// ------------------------------------------------------------------------
|
|
|
|
|
|
namespace newarp
|
|
{
|
|
|
|
|
|
template<typename eT>
|
|
inline
|
|
SparseGenRealShiftSolve<eT>::SparseGenRealShiftSolve(const SpMat<eT>& mat_obj, const eT shift)
|
|
#if defined(ARMA_USE_SUPERLU)
|
|
: perm_c(mat_obj.n_cols + 1)
|
|
, perm_r(mat_obj.n_rows + 1)
|
|
, n_rows(mat_obj.n_rows)
|
|
, n_cols(mat_obj.n_cols)
|
|
#endif
|
|
{
|
|
arma_extra_debug_sigprint();
|
|
|
|
#if defined(ARMA_USE_SUPERLU)
|
|
{
|
|
// Derived from sp_auxlib::run_aupd_shiftinvert()
|
|
superlu_opts superlu_opts_default;
|
|
superlu::superlu_options_t options;
|
|
sp_auxlib::set_superlu_opts(options, superlu_opts_default);
|
|
|
|
superlu::GlobalLU_t Glu;
|
|
arrayops::fill_zeros(reinterpret_cast<char*>(&Glu), sizeof(superlu::GlobalLU_t));
|
|
|
|
superlu_supermatrix_wrangler x;
|
|
superlu_supermatrix_wrangler xC;
|
|
superlu_array_wrangler<int> etree(mat_obj.n_cols+1);
|
|
|
|
// Copy A-shift*I to x
|
|
const bool status_x = sp_auxlib::copy_to_supermatrix_with_shift(x.get_ref(), mat_obj, shift);
|
|
|
|
if(status_x == false) { arma_stop_runtime_error("newarp::SparseGenRealShiftSolve::SparseGenRealShiftSolve(): could not construct SuperLU matrix"); return; }
|
|
|
|
int panel_size = superlu::sp_ispec_environ(1);
|
|
int relax = superlu::sp_ispec_environ(2);
|
|
int slu_info = 0; // Return code
|
|
int lwork = 0; // lwork = 0: allocate space internally by system malloc
|
|
|
|
superlu_stat_wrangler stat;
|
|
|
|
arma_extra_debug_print("superlu::gstrf()");
|
|
superlu::get_permutation_c(options.ColPerm, x.get_ptr(), perm_c.get_ptr());
|
|
superlu::sp_preorder_mat(&options, x.get_ptr(), perm_c.get_ptr(), etree.get_ptr(), xC.get_ptr());
|
|
superlu::gstrf<eT>(&options, xC.get_ptr(), relax, panel_size, etree.get_ptr(), NULL, lwork, perm_c.get_ptr(), perm_r.get_ptr(), l.get_ptr(), u.get_ptr(), &Glu, stat.get_ptr(), &slu_info);
|
|
|
|
if(slu_info != 0)
|
|
{
|
|
arma_debug_warn_level(2, "matrix is singular to working precision");
|
|
return;
|
|
}
|
|
|
|
eT x_norm_val = sp_auxlib::norm1<eT>(x.get_ptr());
|
|
eT x_rcond = sp_auxlib::lu_rcond<eT>(l.get_ptr(), u.get_ptr(), x_norm_val);
|
|
|
|
if( (x_rcond < std::numeric_limits<eT>::epsilon()) || arma_isnan(x_rcond) )
|
|
{
|
|
if(x_rcond > eT(0)) { arma_debug_warn_level(2, "matrix is singular to working precision (rcond: ", x_rcond, ")"); }
|
|
else { arma_debug_warn_level(2, "matrix is singular to working precision"); }
|
|
return;
|
|
}
|
|
|
|
valid = true;
|
|
}
|
|
#else
|
|
{
|
|
arma_ignore(mat_obj);
|
|
arma_ignore(shift);
|
|
}
|
|
#endif
|
|
}
|
|
|
|
|
|
|
|
// Perform the shift-solve operation \f$y=(A-\sigma I)^{-1}x\f$.
|
|
// y_out = inv(A - sigma * I) * x_in
|
|
template<typename eT>
|
|
inline
|
|
void
|
|
SparseGenRealShiftSolve<eT>::perform_op(eT* x_in, eT* y_out) const
|
|
{
|
|
arma_extra_debug_sigprint();
|
|
|
|
#if defined(ARMA_USE_SUPERLU)
|
|
{
|
|
const Col<eT> x(x_in , n_cols, false, true);
|
|
Col<eT> y(y_out, n_rows, false, true);
|
|
|
|
// Derived from sp_auxlib::run_aupd_shiftinvert()
|
|
y = x;
|
|
superlu_supermatrix_wrangler out_slu;
|
|
|
|
const bool status_out_slu = sp_auxlib::wrap_to_supermatrix(out_slu.get_ref(), y);
|
|
|
|
if(status_out_slu == false) { arma_stop_runtime_error("newarp::SparseGenRealShiftSolve::perform_op(): could not construct SuperLU matrix"); return; }
|
|
|
|
superlu_stat_wrangler stat;
|
|
int info = 0;
|
|
|
|
arma_extra_debug_print("superlu::gstrs()");
|
|
superlu::gstrs<eT>(superlu::NOTRANS, l.get_ptr(), u.get_ptr(), perm_c.get_ptr(), perm_r.get_ptr(), out_slu.get_ptr(), stat.get_ptr(), &info);
|
|
|
|
if(info != 0) { arma_stop_runtime_error("newarp::SparseGenRealShiftSolve::perform_op(): could not solve linear equation"); return; }
|
|
|
|
// No need to modify memory further since it was all done in-place.
|
|
}
|
|
#else
|
|
{
|
|
arma_ignore(x_in);
|
|
arma_ignore(y_out);
|
|
}
|
|
#endif
|
|
}
|
|
|
|
|
|
} // namespace newarp
|