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authorNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
committerNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
commiteda5bc26f44ee9a6f83dcf8c91f17296d7fc509d (patch)
treebc2efa38ff4e350f9a111ac87065cd7ae9a911c7 /src/armadillo/include/armadillo_bits/newarp_SparseGenRealShiftSolve_meat.hpp
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+// 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)
+ #else
+ : n_rows(0)
+ , n_cols(0)
+ #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"); }
+ else { arma_debug_warn_level(2, "matrix is singular to working precision (rcond: ", x_rcond, ")"); }
+ 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