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symfctmex.c
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Sun, Jul 13, 00:43

symfctmex.c

/*
L = symfctmex(X, perm)
Computes sparse symbolic factor L.L, updated permutation L.perm,
super-node partition L.xsuper.
Invokes SPARSPAK-A (ANSI FORTRAN) RELEASE III,
by Joseph Liu (UNIVERSITY OF WATERLOO).
*/
/*
% This file is part of SeDuMi 1.1 by Imre Polik and Oleksandr Romanko
% Copyright (C) 2005 McMaster University, Hamilton, CANADA (since 1.1)
%
% Copyright (C) 2001 Jos F. Sturm (up to 1.05R5)
% Dept. Econometrics & O.R., Tilburg University, the Netherlands.
% Supported by the Netherlands Organization for Scientific Research (NWO).
%
% Affiliation SeDuMi 1.03 and 1.04Beta (2000):
% Dept. Quantitative Economics, Maastricht University, the Netherlands.
%
% Affiliations up to SeDuMi 1.02 (AUG1998):
% CRL, McMaster University, Canada.
% Supported by the Netherlands Organization for Scientific Research (NWO).
%
% This program is free software; you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation; either version 2 of the License, or
% (at your option) any later version.
%
% This program is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with this program; if not, write to the Free Software
% Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
% 02110-1301, USA
*/
#include "mex.h"
#define L_OUT plhs[0]
#define NPAROUT 1
#define X_IN prhs[0]
#define PERM_IN prhs[1]
#define NPARIN 2
#ifdef DO_BFINIT
#define CACHSZ_IN prhs[2]
#endif
#if !defined(SQR)
#define SQR(x) ((x)*(x))
#endif
#if !defined(MIN)
#define MIN(A, B) ((A) < (B) ? (A) : (B))
#endif
#if !defined(MAX)
#define MAX(A, B) ((A) > (B) ? (A) : (B))
#endif
/* ============================================================
SUBROUTINES:
============================================================ */
/* ------------------------------------------------------------
GETADJ - Copies off-diagonal entries from C-style sparse
matrix (cjc,cir) to Fortran style sparse matrix (forjc,forir).
On input, n is number of columns.
------------------------------------------------------------ */
void getadj(mwIndex *forjc,mwIndex *forir,const mwIndex *cjc,const mwIndex *cir, mwSize n )
{
mwIndex i,j,inz,ix;
inz = 0;
for(j = 0; j < n; j++){
forjc[j] = inz + 1;
for(ix = cjc[j]; ix < cjc[j+1]; ix++)
if((i = cir[ix]) != j)
forir[inz++] = ++i;
}
forjc[n] = ++inz;
}
/* ------------------------------------------------------------
EXPANDSUB -
------------------------------------------------------------ */
void expandsub( mwSize n, mwSize nsuper,
const mwIndex* xsuper, const mwIndex* xlindx,
mwIndex *Ljc, mwIndex *Lir )
{
mwIndex j, jsup, jcol, ix, jpnt, ipnt;
/* ------------------------------------------------------------
Convert Ljc from FORTRAN to C, i.e. -=1
------------------------------------------------------------ */
for(j = 0; j <= n; j++)
Ljc[j]-=1;
/* ------------------------------------------------------------
For each snode: bring subscript to first column of snode,
and translate from Fortran to C, i.e. -=1.
------------------------------------------------------------ */
for(jsup = nsuper; jsup > 0; jsup--){
jcol = xsuper[jsup-1];
jpnt = Ljc[jcol]; /* points behind 1st column */
ipnt = jpnt;
for(ix = xlindx[jsup] - 1; ix >= xlindx[jsup-1]; )
Lir[--ipnt] = Lir[--ix] - 1;
mxAssert(ipnt == Ljc[jcol-1], "Input error expandsub.");
/* ------------------------------------------------------------
Fill in subscripts of other columns in snode
------------------------------------------------------------ */
for(; jcol < xsuper[jsup] - 1; jcol++){
ipnt = jpnt; /* behind 1st column */
for(ix = Ljc[jcol+1]; ix > Ljc[jcol];)
Lir[--ix] = Lir[--ipnt];
}
}
}
#define NL_FIELDS 3
/* ************************************************************
PROCEDURE mexFunction - Entry for Matlab
L = symfctmex(X, perm, cachsz)
************************************************************ */
void mexFunction(const int nlhs, mxArray *plhs[],
const int nrhs, const mxArray *prhs[])
{
mwSize m, iwsiz, nsuper, nsub, nnzl;
mwIndex i, j;
mwSignedIndex flag;
double *permPr,*xsuperPr,*Lpr;
mwIndex *Ljc, *Lir, *xadj, *adjncy, *Xjc, *Xir,
*perm, *snode, *xsuper, *iwork,*xlindx,
*invp, *colcnt;
mxArray *L_FIELD;
const char *LFieldnames[] = {"L", "perm", "xsuper"};
mwIndex *mwXjc, *mwXir, *mwLjc, *mwLir;
/* ------------------------------------------------------------
Check for proper number of arguments
------------------------------------------------------------ */
mxAssert(nrhs >= NPARIN, "symfctmex requires more input arguments");
mxAssert(nlhs <= NPAROUT, "symfctmex produces less output arguments");
/* ------------------------------------------------------------
Check input sizes (ADJ,perm)
------------------------------------------------------------ */
m = (int) mxGetM(X_IN);
mxAssert( m == (int) mxGetN(X_IN), "X must be square");
mxAssert(mxIsSparse(X_IN), "X must be sparse");
mxAssert( (mxGetM(PERM_IN) * mxGetN(PERM_IN)) == (mwIndex) m, "perm size mismatch");
/* ------------------------------------------------------------
Get input (X,perm)
------------------------------------------------------------ */
Xjc = mxGetJc(X_IN);
Xir = mxGetIr(X_IN);
permPr = mxGetPr(PERM_IN);
#ifdef DO_BFINIT
cachsz = mxGetScalar(CACHSZ_IN);
#endif
/* ------------------------------------------------------------
Allocate working arrays:
int xadj(m+1), adjncy(Xnnz), perm(m), invp(m), colcnt(m), snode(m),
xsuper(m+1), iwork(iwsize), xlindx(m+1), split(m)
------------------------------------------------------------ */
xadj = (mwIndex *) mxCalloc(m+1,sizeof(mwIndex));
adjncy = (mwIndex *) mxCalloc(Xjc[m], sizeof(mwIndex));
perm = (mwIndex *) mxCalloc(m, sizeof(mwIndex));
invp = (mwIndex *) mxCalloc(m, sizeof(mwIndex));
colcnt = (mwIndex *) mxCalloc(m, sizeof(mwIndex));
snode = (mwIndex *) mxCalloc(m, sizeof(mwIndex));
xsuper = (mwIndex *) mxCalloc(m+1,sizeof(mwIndex));
iwsiz = 7*m + 3;
iwork = (mwIndex *) mxCalloc(iwsiz, sizeof(mwIndex));
xlindx = (mwIndex *) mxCalloc(m+1,sizeof(mwIndex));
/* ------------------------------------------------------------
Convert C-style symmetric matrix to adjacency structure
(xadj,adjncy) in Fortran-style.
------------------------------------------------------------ */
getadj(xadj,adjncy, Xjc,Xir,m);
/* ------------------------------------------------------------
Convert PERM to integer, and make INVP
------------------------------------------------------------ */
for(i = 0; i < m; i++){
j = permPr[i];
perm[i] = j;
invp[j-1] = i+1;
}
/* ------------------------------------------------------------
Initialize symbolic factorization
Updates (PERM,INVP) to an equivalent ordering.
------------------------------------------------------------ */
sfinit_(&m, Xjc+m, xadj,adjncy, perm, invp, colcnt,
&nnzl, &nsub, &nsuper, snode, xsuper, &iwsiz, iwork, &flag);
mxAssert(flag != -1, "sfinit error.");
/* ------------------------------------------------------------
Create output structure L
------------------------------------------------------------ */
L_OUT = mxCreateStructMatrix((mwSize)1, (mwSize)1, NL_FIELDS, LFieldnames);
/* ------------------------------------------------------------
Create sparse output matrix L.L, m x m, with nnzl nonzeros.
------------------------------------------------------------ */
L_FIELD = mxCreateSparse(m,m, nnzl,mxREAL);
Ljc = mxGetJc(L_FIELD);
Lir = mxGetIr(L_FIELD);
Lpr = mxGetPr(L_FIELD);
/* ------------------------------------------------------------
Do symbolic factorization
------------------------------------------------------------ */
symfct_(&m, Xjc+m,xadj,adjncy, perm,invp,colcnt,
&nsuper,xsuper,snode, &nsub, xlindx, Lir, Ljc,
&iwsiz,iwork, &flag);
if(flag == -1)
mexErrMsgTxt("Insufficient working space.");
mxAssert(flag != -2, "Input error symfct.");
#ifdef DO_BFINIT
/* ------------------------------------------------------------
Compute memory needs and cache-supernode-splitting for
sparse block Cholesky
------------------------------------------------------------ */
bfinit_(&m, &nsuper, xsuper,snode,xlindx, Lir,
&cachsz, &tmpsiz, split);
#endif
/* ------------------------------------------------------------
Expand row-indices from compact to standard subscript array,
and fill nonzeros of L with 1's.
------------------------------------------------------------ */
expandsub(m,nsuper,xsuper,xlindx,Ljc,Lir);
for(i = 0; i < nnzl; i++)
Lpr[i] = 1.0;
/* ------------------------------------------------------------
Create output L.(L,perm,xsuper)
------------------------------------------------------------ */
mxSetField(L_OUT, (mwIndex)0,"L", L_FIELD); /* L.L */
L_FIELD = mxCreateDoubleMatrix(m, (mwSize)1, mxREAL); /* L.perm */
permPr = mxGetPr(L_FIELD);
mxSetField(L_OUT, (mwIndex)0,"perm", L_FIELD);
L_FIELD = mxCreateDoubleMatrix(nsuper+1, (mwSize)1, mxREAL); /* L.xsuper */
xsuperPr = mxGetPr(L_FIELD);
mxSetField(L_OUT, (mwIndex)0,"xsuper", L_FIELD);
#ifdef DO_BFINIT
L_FIELD = mxCreateDoubleMatrix(m, (mwSize)1, mxREAL); /* L.split */
splitPr = mxGetPr(L_FIELD);
mxSetField(L_OUT, (mwIndex)0,"split", L_FIELD);
L_FIELD = mxCreateDoubleMatrix((mwSize)1, (mwSize)1, mxREAL); /* L.tmpsiz */
*mxGetPr(L_FIELD) = tmpsiz;
mxSetField(L_OUT, (mwIndex)0,"tmpsiz", L_FIELD);
#endif
/* ------------------------------------------------------------
Convert (perm, xsuper) to floating point.
------------------------------------------------------------ */
for(i = 0; i < m; i++)
permPr[i] = perm[i];
for(i = 0; i <= nsuper; i++)
xsuperPr[i] = xsuper[i];
#ifdef DO_BFINIT
for(i = 0; i < m; i++)
splitPr[i] = split[i];
#endif
/* ------------------------------------------------------------
Release working arrays
------------------------------------------------------------ */
mxFree(iwork);
mxFree(invp);
mxFree(perm);
mxFree(xadj);
mxFree(adjncy);
mxFree(xlindx);
mxFree(xsuper);
mxFree(snode);
mxFree(colcnt);
}

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