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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/sp_auxlib_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.
+// ------------------------------------------------------------------------
+
+
+//! \addtogroup sp_auxlib
+//! @{
+
+
+inline
+sp_auxlib::form_type
+sp_auxlib::interpret_form_str(const char* form_str)
+ {
+ arma_extra_debug_sigprint();
+
+ // the order of the 3 if statements below is important
+ if( form_str == nullptr ) { return form_none; }
+ if( form_str[0] == char(0) ) { return form_none; }
+ if( form_str[1] == char(0) ) { return form_none; }
+
+ const char c1 = form_str[0];
+ const char c2 = form_str[1];
+
+ if(c1 == 'l')
+ {
+ if(c2 == 'm') { return form_lm; }
+ if(c2 == 'r') { return form_lr; }
+ if(c2 == 'i') { return form_li; }
+ if(c2 == 'a') { return form_la; }
+ }
+ else
+ if(c1 == 's')
+ {
+ if(c2 == 'm') { return form_sm; }
+ if(c2 == 'r') { return form_sr; }
+ if(c2 == 'i') { return form_si; }
+ if(c2 == 'a') { return form_sa; }
+ }
+
+ return form_none;
+ }
+
+
+
+//! immediate eigendecomposition of symmetric real sparse object
+template<typename eT, typename T1>
+inline
+bool
+sp_auxlib::eigs_sym(Col<eT>& eigval, Mat<eT>& eigvec, const SpBase<eT, T1>& X, const uword n_eigvals, const form_type form_val, const eigs_opts& opts)
+ {
+ arma_extra_debug_sigprint();
+
+ const unwrap_spmat<T1> U(X.get_ref());
+
+ arma_debug_check( (U.M.is_square() == false), "eigs_sym(): given matrix must be square sized" );
+
+ if((arma_config::debug) && (sp_auxlib::rudimentary_sym_check(U.M) == false))
+ {
+ if(is_cx<eT>::no ) { arma_debug_warn_level(1, "eigs_sym(): given matrix is not symmetric"); }
+ if(is_cx<eT>::yes) { arma_debug_warn_level(1, "eigs_sym(): given matrix is not hermitian"); }
+ }
+
+ if(arma_config::check_nonfinite && U.M.internal_has_nonfinite())
+ {
+ arma_debug_warn_level(3, "eigs_sym(): detected non-finite elements");
+ return false;
+ }
+
+ // TODO: investigate optional redirection of "sm" to ARPACK as it's capable of shift-invert;
+ // TODO: in shift-invert mode, "sm" maps to "lm" of the shift-inverted matrix (with sigma = 0)
+
+ #if defined(ARMA_USE_NEWARP)
+ {
+ return sp_auxlib::eigs_sym_newarp(eigval, eigvec, U.M, n_eigvals, form_val, opts);
+ }
+ #elif defined(ARMA_USE_ARPACK)
+ {
+ constexpr eT sigma = eT(0);
+
+ return sp_auxlib::eigs_sym_arpack<eT,false>(eigval, eigvec, U.M, n_eigvals, form_val, sigma, opts);
+ }
+ #else
+ {
+ arma_ignore(eigval);
+ arma_ignore(eigvec);
+ arma_ignore(n_eigvals);
+ arma_ignore(form_val);
+ arma_ignore(opts);
+
+ arma_stop_logic_error("eigs_sym(): use of NEWARP or ARPACK must be enabled");
+ return false;
+ }
+ #endif
+ }
+
+
+
+//! immediate eigendecomposition of symmetric real sparse object
+template<typename eT, typename T1>
+inline
+bool
+sp_auxlib::eigs_sym(Col<eT>& eigval, Mat<eT>& eigvec, const SpBase<eT, T1>& X, const uword n_eigvals, const eT sigma, const eigs_opts& opts)
+ {
+ arma_extra_debug_sigprint();
+
+ const unwrap_spmat<T1> U(X.get_ref());
+
+ arma_debug_check( (U.M.is_square() == false), "eigs_sym(): given matrix must be square sized" );
+
+ if((arma_config::debug) && (sp_auxlib::rudimentary_sym_check(U.M) == false))
+ {
+ if(is_cx<eT>::no ) { arma_debug_warn_level(1, "eigs_sym(): given matrix is not symmetric"); }
+ if(is_cx<eT>::yes) { arma_debug_warn_level(1, "eigs_sym(): given matrix is not hermitian"); }
+ }
+
+ if(arma_config::check_nonfinite && U.M.internal_has_nonfinite())
+ {
+ arma_debug_warn_level(3, "eigs_sym(): detected non-finite elements");
+ return false;
+ }
+
+ #if (defined(ARMA_USE_NEWARP) && defined(ARMA_USE_SUPERLU))
+ {
+ return sp_auxlib::eigs_sym_newarp(eigval, eigvec, U.M, n_eigvals, sigma, opts);
+ }
+ #elif (defined(ARMA_USE_ARPACK) && defined(ARMA_USE_SUPERLU))
+ {
+ constexpr form_type form_val = form_sigma;
+
+ return sp_auxlib::eigs_sym_arpack<eT,true>(eigval, eigvec, U.M, n_eigvals, form_val, sigma, opts);
+ }
+ #else
+ {
+ arma_ignore(eigval);
+ arma_ignore(eigvec);
+ arma_ignore(n_eigvals);
+ arma_ignore(sigma);
+ arma_ignore(opts);
+
+ arma_stop_logic_error("eigs_sym(): use of NEWARP or ARPACK as well as SuperLU must be enabled to use 'sigma'");
+ return false;
+ }
+ #endif
+ }
+
+
+
+template<typename eT>
+inline
+bool
+sp_auxlib::eigs_sym_newarp(Col<eT>& eigval, Mat<eT>& eigvec, const SpMat<eT>& X, const uword n_eigvals, const form_type form_val, const eigs_opts& opts)
+ {
+ arma_extra_debug_sigprint();
+
+ #if defined(ARMA_USE_NEWARP)
+ {
+ arma_debug_check( (form_val != form_lm) && (form_val != form_sm) && (form_val != form_la) && (form_val != form_sa), "eigs_sym(): unknown form specified" );
+
+ if(X.is_square() == false) { return false; }
+
+ const newarp::SparseGenMatProd<eT> op(X);
+
+ arma_debug_check( (n_eigvals >= op.n_rows), "eigs_sym(): n_eigvals must be less than the number of rows in the matrix" );
+
+ // If the matrix is empty, the case is trivial.
+ if( (op.n_cols == 0) || (n_eigvals == 0) ) // We already know n_cols == n_rows.
+ {
+ eigval.reset();
+ eigvec.reset();
+ return true;
+ }
+
+ uword n = op.n_rows;
+
+ // Use max(2*k+1, 20) as default subspace dimension for the sym case; MATLAB uses max(2*k, 20), but we need to be backward-compatible.
+ uword ncv_default = uword( ((2*n_eigvals+1)>(20)) ? (2*n_eigvals+1) : (20) );
+
+ // Use opts.subdim only if it's within the limits, otherwise cap it.
+ uword ncv = ncv_default;
+
+ if(opts.subdim != 0)
+ {
+ if(opts.subdim < (n_eigvals + 1))
+ {
+ arma_debug_warn_level(1, "eigs_sym(): opts.subdim must be greater than k; using k+1 instead of ", opts.subdim);
+ ncv = uword(n_eigvals + 1);
+ }
+ else
+ if(opts.subdim > n)
+ {
+ arma_debug_warn_level(1, "eigs_sym(): opts.subdim cannot be greater than n_rows; using n_rows instead of ", opts.subdim);
+ ncv = n;
+ }
+ else
+ {
+ ncv = uword(opts.subdim);
+ }
+ }
+
+ // Re-check that we are within the limits
+ if(ncv < (n_eigvals + 1)) { ncv = (n_eigvals + 1); }
+ if(ncv > n ) { ncv = n; }
+
+ eT tol = (std::max)(eT(opts.tol), std::numeric_limits<eT>::epsilon());
+
+ uword maxiter = uword(opts.maxiter);
+
+ // eigval.set_size(n_eigvals);
+ // eigvec.set_size(n, n_eigvals);
+
+ bool status = true;
+
+ uword nconv = 0;
+
+ try
+ {
+ if(form_val == form_lm)
+ {
+ newarp::SymEigsSolver< eT, newarp::EigsSelect::LARGEST_MAGN, newarp::SparseGenMatProd<eT> > eigs(op, n_eigvals, ncv);
+ eigs.init();
+ nconv = eigs.compute(maxiter, tol);
+ eigval = eigs.eigenvalues();
+ eigvec = eigs.eigenvectors();
+ }
+ else
+ if(form_val == form_sm)
+ {
+ newarp::SymEigsSolver< eT, newarp::EigsSelect::SMALLEST_MAGN, newarp::SparseGenMatProd<eT> > eigs(op, n_eigvals, ncv);
+ eigs.init();
+ nconv = eigs.compute(maxiter, tol);
+ eigval = eigs.eigenvalues();
+ eigvec = eigs.eigenvectors();
+ }
+ else
+ if(form_val == form_la)
+ {
+ newarp::SymEigsSolver< eT, newarp::EigsSelect::LARGEST_ALGE, newarp::SparseGenMatProd<eT> > eigs(op, n_eigvals, ncv);
+ eigs.init();
+ nconv = eigs.compute(maxiter, tol);
+ eigval = eigs.eigenvalues();
+ eigvec = eigs.eigenvectors();
+ }
+ else
+ if(form_val == form_sa)
+ {
+ newarp::SymEigsSolver< eT, newarp::EigsSelect::SMALLEST_ALGE, newarp::SparseGenMatProd<eT> > eigs(op, n_eigvals, ncv);
+ eigs.init();
+ nconv = eigs.compute(maxiter, tol);
+ eigval = eigs.eigenvalues();
+ eigvec = eigs.eigenvectors();
+ }
+ }
+ catch(const std::runtime_error&)
+ {
+ status = false;
+ }
+
+ if(status == true)
+ {
+ if(nconv == 0) { status = false; }
+ }
+
+ return status;
+ }
+ #else
+ {
+ arma_ignore(eigval);
+ arma_ignore(eigvec);
+ arma_ignore(X);
+ arma_ignore(n_eigvals);
+ arma_ignore(form_val);
+ arma_ignore(opts);
+
+ return false;
+ }
+ #endif
+ }
+
+
+
+template<typename eT>
+inline
+bool
+sp_auxlib::eigs_sym_newarp(Col<eT>& eigval, Mat<eT>& eigvec, const SpMat<eT>& X, const uword n_eigvals, const eT sigma, const eigs_opts& opts)
+ {
+ arma_extra_debug_sigprint();
+
+ #if defined(ARMA_USE_NEWARP)
+ {
+ if(X.is_square() == false) { return false; }
+
+ const newarp::SparseGenRealShiftSolve<eT> op(X, sigma);
+
+ if(op.valid == false) { return false; }
+
+ arma_debug_check( (n_eigvals >= op.n_rows), "eigs_sym(): n_eigvals must be less than the number of rows in the matrix" );
+
+ // If the matrix is empty, the case is trivial.
+ if( (op.n_cols == 0) || (n_eigvals == 0) ) // We already know n_cols == n_rows.
+ {
+ eigval.reset();
+ eigvec.reset();
+ return true;
+ }
+
+ uword n = op.n_rows;
+
+ // Use max(2*k+1, 20) as default subspace dimension for the sym case; MATLAB uses max(2*k, 20), but we need to be backward-compatible.
+ uword ncv_default = uword( ((2*n_eigvals+1)>(20)) ? (2*n_eigvals+1) : (20) );
+
+ // Use opts.subdim only if it's within the limits, otherwise cap it.
+ uword ncv = ncv_default;
+
+ if(opts.subdim != 0)
+ {
+ if(opts.subdim < (n_eigvals + 1))
+ {
+ arma_debug_warn_level(1, "eigs_sym(): opts.subdim must be greater than k; using k+1 instead of ", opts.subdim);
+ ncv = uword(n_eigvals + 1);
+ }
+ else
+ if(opts.subdim > n)
+ {
+ arma_debug_warn_level(1, "eigs_sym(): opts.subdim cannot be greater than n_rows; using n_rows instead of ", opts.subdim);
+ ncv = n;
+ }
+ else
+ {
+ ncv = uword(opts.subdim);
+ }
+ }
+
+ // Re-check that we are within the limits
+ if(ncv < (n_eigvals + 1)) { ncv = (n_eigvals + 1); }
+ if(ncv > n ) { ncv = n; }
+
+ eT tol = (std::max)(eT(opts.tol), std::numeric_limits<eT>::epsilon());
+
+ uword maxiter = uword(opts.maxiter);
+
+ // eigval.set_size(n_eigvals);
+ // eigvec.set_size(n, n_eigvals);
+
+ bool status = true;
+
+ uword nconv = 0;
+
+ try
+ {
+ newarp::SymEigsShiftSolver< eT, newarp::EigsSelect::LARGEST_MAGN, newarp::SparseGenRealShiftSolve<eT> > eigs(op, n_eigvals, ncv, sigma);
+ eigs.init();
+ nconv = eigs.compute(maxiter, tol);
+ eigval = eigs.eigenvalues();
+ eigvec = eigs.eigenvectors();
+ }
+ catch(const std::runtime_error&)
+ {
+ status = false;
+ }
+
+ if(status == true)
+ {
+ if(nconv == 0) { status = false; }
+ }
+
+ return status;
+ }
+ #else
+ {
+ arma_ignore(eigval);
+ arma_ignore(eigvec);
+ arma_ignore(X);
+ arma_ignore(n_eigvals);
+ arma_ignore(sigma);
+ arma_ignore(opts);
+
+ return false;
+ }
+ #endif
+ }
+
+
+
+template<typename eT, bool use_sigma>
+inline
+bool
+sp_auxlib::eigs_sym_arpack(Col<eT>& eigval, Mat<eT>& eigvec, const SpMat<eT>& X, const uword n_eigvals, const form_type form_val, const eT sigma, const eigs_opts& opts)
+ {
+ arma_extra_debug_sigprint();
+
+ #if defined(ARMA_USE_ARPACK)
+ {
+ arma_debug_check( (form_val != form_lm) && (form_val != form_sm) && (form_val != form_la) && (form_val != form_sa) && (form_val != form_sigma), "eigs_sym(): unknown form specified" );
+
+ if(X.is_square() == false) { return false; }
+
+ char which_sm[3] = "SM";
+ char which_lm[3] = "LM";
+ char which_sa[3] = "SA";
+ char which_la[3] = "LA";
+ char* which;
+
+ switch(form_val)
+ {
+ case form_sm: which = which_sm; break;
+ case form_lm: which = which_lm; break;
+ case form_sa: which = which_sa; break;
+ case form_la: which = which_la; break;
+
+ default: which = which_lm; break;
+ }
+
+ // Make sure we aren't asking for every eigenvalue.
+ // The _saupd() functions allow asking for one more eigenvalue than the _naupd() functions.
+ arma_debug_check( (n_eigvals >= X.n_rows), "eigs_sym(): n_eigvals must be less than the number of rows in the matrix" );
+
+ // If the matrix is empty, the case is trivial.
+ if( (X.n_cols == 0) || (n_eigvals == 0) ) // We already know n_cols == n_rows.
+ {
+ eigval.reset();
+ eigvec.reset();
+ return true;
+ }
+
+ // Set up variables that get used for neupd().
+ blas_int n, ncv, ncv_default, ldv, lworkl, info, maxiter;
+
+ eT tol = eT(opts.tol);
+ maxiter = blas_int(opts.maxiter);
+
+ podarray<eT> resid, v, workd, workl;
+ podarray<blas_int> iparam, ipntr;
+ podarray<eT> rwork; // Not used in this case.
+
+ n = blas_int(X.n_rows); // The size of the matrix.
+
+ // Use max(2*k+1, 20) as default subspace dimension for the sym case; MATLAB uses max(2*k, 20), but we need to be backward-compatible.
+ ncv_default = blas_int( ((2*n_eigvals+1)>(20)) ? (2*n_eigvals+1) : (20) );
+
+ // Use opts.subdim only if it's within the limits
+ ncv = ncv_default;
+
+ if(opts.subdim != 0)
+ {
+ if(opts.subdim < (n_eigvals + 1))
+ {
+ arma_debug_warn_level(1, "eigs_sym(): opts.subdim must be greater than k; using k+1 instead of ", opts.subdim);
+ ncv = blas_int(n_eigvals + 1);
+ }
+ else
+ if(blas_int(opts.subdim) > n)
+ {
+ arma_debug_warn_level(1, "eigs_sym(): opts.subdim cannot be greater than n_rows; using n_rows instead of ", opts.subdim);
+ ncv = n;
+ }
+ else
+ {
+ ncv = blas_int(opts.subdim);
+ }
+ }
+
+ if(use_sigma)
+ //if(form_val == form_sigma)
+ {
+ run_aupd_shiftinvert(n_eigvals, sigma, X, true /* sym, not gen */, n, tol, maxiter, resid, ncv, v, ldv, iparam, ipntr, workd, workl, lworkl, rwork, info);
+ }
+ else
+ {
+ const SpMat<eT> Xst = X.st();
+
+ run_aupd_plain(n_eigvals, which, X, Xst, true /* sym, not gen */, n, tol, maxiter, resid, ncv, v, ldv, iparam, ipntr, workd, workl, lworkl, rwork, info);
+ }
+
+ if(info != 0) { return false; }
+
+ // The process has converged, and now we need to recover the actual eigenvectors using seupd()
+ blas_int rvec = 1; // .TRUE
+ blas_int nev = blas_int(n_eigvals);
+
+ char howmny = 'A';
+ char bmat = 'I'; // We are considering the standard eigenvalue problem.
+
+ podarray<blas_int> select(ncv, arma_zeros_indicator()); // Logical array of dimension NCV.
+ blas_int ldz = n;
+
+ // seupd() will output directly into the eigval and eigvec objects.
+ eigval.zeros( n_eigvals);
+ eigvec.zeros(n, n_eigvals);
+
+ arpack::seupd(&rvec, &howmny, select.memptr(), eigval.memptr(), eigvec.memptr(), &ldz, (eT*) &sigma, &bmat, &n, which, &nev, &tol, resid.memptr(), &ncv, v.memptr(), &ldv, iparam.memptr(), ipntr.memptr(), workd.memptr(), workl.memptr(), &lworkl, &info);
+
+ // Check for errors.
+ if(info != 0) { arma_debug_warn_level(1, "eigs_sym(): ARPACK error ", info, " in seupd()"); return false; }
+
+ return (info == 0);
+ }
+ #else
+ {
+ arma_ignore(eigval);
+ arma_ignore(eigvec);
+ arma_ignore(X);
+ arma_ignore(n_eigvals);
+ arma_ignore(form_val);
+ arma_ignore(sigma);
+ arma_ignore(opts);
+
+ return false;
+ }
+ #endif
+ }
+
+
+
+//! immediate eigendecomposition of non-symmetric real sparse object
+template<typename T, typename T1>
+inline
+bool
+sp_auxlib::eigs_gen(Col< std::complex<T> >& eigval, Mat< std::complex<T> >& eigvec, const SpBase<T, T1>& X, const uword n_eigvals, const form_type form_val, const eigs_opts& opts)
+ {
+ arma_extra_debug_sigprint();
+
+ const unwrap_spmat<T1> U(X.get_ref());
+
+ arma_debug_check( (U.M.is_square() == false), "eigs_gen(): given matrix must be square sized" );
+
+ if(arma_config::check_nonfinite && U.M.internal_has_nonfinite())
+ {
+ arma_debug_warn_level(3, "eigs_gen(): detected non-finite elements");
+ return false;
+ }
+
+ // TODO: investigate optional redirection of "sm" to ARPACK as it's capable of shift-invert;
+ // TODO: in shift-invert mode, "sm" maps to "lm" of the shift-inverted matrix (with sigma = 0)
+
+ #if defined(ARMA_USE_NEWARP)
+ {
+ return sp_auxlib::eigs_gen_newarp(eigval, eigvec, U.M, n_eigvals, form_val, opts);
+ }
+ #elif defined(ARMA_USE_ARPACK)
+ {
+ constexpr std::complex<T> sigma = T(0);
+
+ return sp_auxlib::eigs_gen_arpack<T,false>(eigval, eigvec, U.M, n_eigvals, form_val, sigma, opts);
+ }
+ #else
+ {
+ arma_ignore(eigval);
+ arma_ignore(eigvec);
+ arma_ignore(n_eigvals);
+ arma_ignore(form_val);
+ arma_ignore(opts);
+
+ arma_stop_logic_error("eigs_gen(): use of NEWARP or ARPACK must be enabled");
+ return false;
+ }
+ #endif
+ }
+
+
+
+//! immediate eigendecomposition of non-symmetric real sparse object
+template<typename T, typename T1>
+inline
+bool
+sp_auxlib::eigs_gen(Col< std::complex<T> >& eigval, Mat< std::complex<T> >& eigvec, const SpBase<T, T1>& X, const uword n_eigvals, const std::complex<T> sigma, const eigs_opts& opts)
+ {
+ arma_extra_debug_sigprint();
+
+ const unwrap_spmat<T1> U(X.get_ref());
+
+ arma_debug_check( (U.M.is_square() == false), "eigs_gen(): given matrix must be square sized" );
+
+ if(arma_config::check_nonfinite && U.M.internal_has_nonfinite())
+ {
+ arma_debug_warn_level(3, "eigs_gen(): detected non-finite elements");
+ return false;
+ }
+
+ #if (defined(ARMA_USE_ARPACK) && defined(ARMA_USE_SUPERLU))
+ {
+ constexpr form_type form_val = form_sigma;
+
+ return sp_auxlib::eigs_gen_arpack<T,true>(eigval, eigvec, U.M, n_eigvals, form_val, sigma, opts);
+ }
+ #else
+ {
+ arma_ignore(eigval);
+ arma_ignore(eigvec);
+ arma_ignore(n_eigvals);
+ arma_ignore(sigma);
+ arma_ignore(opts);
+
+ arma_stop_logic_error("eigs_gen(): use of ARPACK and SuperLU must be enabled to use 'sigma'");
+ return false;
+ }
+ #endif
+ }
+
+
+
+template<typename T>
+inline
+bool
+sp_auxlib::eigs_gen_newarp(Col< std::complex<T> >& eigval, Mat< std::complex<T> >& eigvec, const SpMat<T>& X, const uword n_eigvals, const form_type form_val, const eigs_opts& opts)
+ {
+ arma_extra_debug_sigprint();
+
+ #if defined(ARMA_USE_NEWARP)
+ {
+ arma_debug_check( (form_val != form_lm) && (form_val != form_sm) && (form_val != form_lr) && (form_val != form_sr) && (form_val != form_li) && (form_val != form_si), "eigs_gen(): unknown form specified" );
+
+ if(X.is_square() == false) { return false; }
+
+ const newarp::SparseGenMatProd<T> op(X);
+
+ arma_debug_check( (n_eigvals + 1 >= op.n_rows), "eigs_gen(): n_eigvals + 1 must be less than the number of rows in the matrix" );
+
+ // If the matrix is empty, the case is trivial.
+ if( (op.n_cols == 0) || (n_eigvals == 0) ) // We already know n_cols == n_rows.
+ {
+ eigval.reset();
+ eigvec.reset();
+ return true;
+ }
+
+ uword n = op.n_rows;
+
+ // Use max(2*k+1, 20) as default subspace dimension for the gen case; same as MATLAB.
+ uword ncv_default = uword( ((2*n_eigvals+1)>(20)) ? (2*n_eigvals+1) : (20) );
+
+ // Use opts.subdim only if it's within the limits
+ uword ncv = ncv_default;
+
+ if(opts.subdim != 0)
+ {
+ if(opts.subdim < (n_eigvals + 3))
+ {
+ arma_debug_warn_level(1, "eigs_gen(): opts.subdim must be greater than k+2; using k+3 instead of ", opts.subdim);
+ ncv = uword(n_eigvals + 3);
+ }
+ else
+ if(opts.subdim > n)
+ {
+ arma_debug_warn_level(1, "eigs_gen(): opts.subdim cannot be greater than n_rows; using n_rows instead of ", opts.subdim);
+ ncv = n;
+ }
+ else
+ {
+ ncv = uword(opts.subdim);
+ }
+ }
+
+ // Re-check that we are within the limits
+ if(ncv < (n_eigvals + 3)) { ncv = (n_eigvals + 3); }
+ if(ncv > n ) { ncv = n; }
+
+ T tol = (std::max)(T(opts.tol), std::numeric_limits<T>::epsilon());
+
+ uword maxiter = uword(opts.maxiter);
+
+ // eigval.set_size(n_eigvals);
+ // eigvec.set_size(n, n_eigvals);
+
+ bool status = true;
+
+ uword nconv = 0;
+
+ try
+ {
+ if(form_val == form_lm)
+ {
+ newarp::GenEigsSolver< T, newarp::EigsSelect::LARGEST_MAGN, newarp::SparseGenMatProd<T> > eigs(op, n_eigvals, ncv);
+ eigs.init();
+ nconv = eigs.compute(maxiter, tol);
+ eigval = eigs.eigenvalues();
+ eigvec = eigs.eigenvectors();
+ }
+ else
+ if(form_val == form_sm)
+ {
+ newarp::GenEigsSolver< T, newarp::EigsSelect::SMALLEST_MAGN, newarp::SparseGenMatProd<T> > eigs(op, n_eigvals, ncv);
+ eigs.init();
+ nconv = eigs.compute(maxiter, tol);
+ eigval = eigs.eigenvalues();
+ eigvec = eigs.eigenvectors();
+ }
+ else
+ if(form_val == form_lr)
+ {
+ newarp::GenEigsSolver< T, newarp::EigsSelect::LARGEST_REAL, newarp::SparseGenMatProd<T> > eigs(op, n_eigvals, ncv);
+ eigs.init();
+ nconv = eigs.compute(maxiter, tol);
+ eigval = eigs.eigenvalues();
+ eigvec = eigs.eigenvectors();
+ }
+ else
+ if(form_val == form_sr)
+ {
+ newarp::GenEigsSolver< T, newarp::EigsSelect::SMALLEST_REAL, newarp::SparseGenMatProd<T> > eigs(op, n_eigvals, ncv);
+ eigs.init();
+ nconv = eigs.compute(maxiter, tol);
+ eigval = eigs.eigenvalues();
+ eigvec = eigs.eigenvectors();
+ }
+ else
+ if(form_val == form_li)
+ {
+ newarp::GenEigsSolver< T, newarp::EigsSelect::LARGEST_IMAG, newarp::SparseGenMatProd<T> > eigs(op, n_eigvals, ncv);
+ eigs.init();
+ nconv = eigs.compute(maxiter, tol);
+ eigval = eigs.eigenvalues();
+ eigvec = eigs.eigenvectors();
+ }
+ else
+ if(form_val == form_si)
+ {
+ newarp::GenEigsSolver< T, newarp::EigsSelect::SMALLEST_IMAG, newarp::SparseGenMatProd<T> > eigs(op, n_eigvals, ncv);
+ eigs.init();
+ nconv = eigs.compute(maxiter, tol);
+ eigval = eigs.eigenvalues();
+ eigvec = eigs.eigenvectors();
+ }
+ }
+ catch(const std::runtime_error&)
+ {
+ status = false;
+ }
+
+ if(status == true)
+ {
+ if(nconv == 0) { status = false; }
+ }
+
+ return status;
+ }
+ #else
+ {
+ arma_ignore(eigval);
+ arma_ignore(eigvec);
+ arma_ignore(X);
+ arma_ignore(n_eigvals);
+ arma_ignore(form_val);
+ arma_ignore(opts);
+
+ return false;
+ }
+ #endif
+ }
+
+
+
+
+template<typename T, bool use_sigma>
+inline
+bool
+sp_auxlib::eigs_gen_arpack(Col< std::complex<T> >& eigval, Mat< std::complex<T> >& eigvec, const SpMat<T>& X, const uword n_eigvals, const form_type form_val, const std::complex<T> sigma, const eigs_opts& opts)
+ {
+ arma_extra_debug_sigprint();
+
+ #if defined(ARMA_USE_ARPACK)
+ {
+ arma_debug_check( (form_val != form_lm) && (form_val != form_sm) && (form_val != form_lr) && (form_val != form_sr) && (form_val != form_li) && (form_val != form_si) && (form_val != form_sigma), "eigs_gen(): unknown form specified" );
+
+ if(X.is_square() == false) { return false; }
+
+ char which_lm[3] = "LM";
+ char which_sm[3] = "SM";
+ char which_lr[3] = "LR";
+ char which_sr[3] = "SR";
+ char which_li[3] = "LI";
+ char which_si[3] = "SI";
+
+ char* which;
+
+ switch(form_val)
+ {
+ case form_lm: which = which_lm; break;
+ case form_sm: which = which_sm; break;
+ case form_lr: which = which_lr; break;
+ case form_sr: which = which_sr; break;
+ case form_li: which = which_li; break;
+ case form_si: which = which_si; break;
+
+ default: which = which_lm;
+ }
+
+ // Make sure we aren't asking for every eigenvalue.
+ arma_debug_check( (n_eigvals + 1 >= X.n_rows), "eigs_gen(): n_eigvals + 1 must be less than the number of rows in the matrix" );
+
+ // If the matrix is empty, the case is trivial.
+ if( (X.n_cols == 0) || (n_eigvals == 0) ) // We already know n_cols == n_rows.
+ {
+ eigval.reset();
+ eigvec.reset();
+ return true;
+ }
+
+ // Set up variables that get used for neupd().
+ blas_int n, ncv, ncv_default, ldv, lworkl, info, maxiter;
+
+ T tol = T(opts.tol);
+ maxiter = blas_int(opts.maxiter);
+
+ podarray<T> resid, v, workd, workl;
+ podarray<blas_int> iparam, ipntr;
+ podarray<T> rwork; // Not used in the real case.
+
+ n = blas_int(X.n_rows); // The size of the matrix.
+
+ // Use max(2*k+1, 20) as default subspace dimension for the gen case; same as MATLAB.
+ ncv_default = blas_int( ((2*n_eigvals+1)>(20)) ? (2*n_eigvals+1) : (20) );
+
+ // Use opts.subdim only if it's within the limits
+ ncv = ncv_default;
+
+ if(opts.subdim != 0)
+ {
+ if(opts.subdim < (n_eigvals + 3))
+ {
+ arma_debug_warn_level(1, "eigs_gen(): opts.subdim must be greater than k+2; using k+3 instead of ", opts.subdim);
+ ncv = blas_int(n_eigvals + 3);
+ }
+ else
+ if(blas_int(opts.subdim) > n)
+ {
+ arma_debug_warn_level(1, "eigs_gen(): opts.subdim cannot be greater than n_rows; using n_rows instead of ", opts.subdim);
+ ncv = n;
+ }
+ else
+ {
+ ncv = blas_int(opts.subdim);
+ }
+ }
+
+ // WARNING!!!
+ // We are still not able to apply truly complex shifts to real matrices,
+ // in which case the OP that ARPACK wants is different (see [s/d]naupd).
+ // Also, if sigma contains a non-zero imaginary part, retrieving the eigenvalues
+ // becomes utterly messy (see [s/d]eupd, remark #3).
+ // We should never get to the point in which the imaginary part of sigma is non-zero;
+ // the user-facing functions currently convert X from real to complex if a complex sigma is detected.
+ // The check here is just for extra safety, and as a reminder of what's missing.
+ T sigmar = real(sigma);
+ T sigmai = imag(sigma);
+
+ if(use_sigma)
+ //if(form_val == form_sigma)
+ {
+ if(sigmai != T(0)) { arma_stop_logic_error("eigs_gen(): complex 'sigma' not applicable to real matrix"); return false; }
+
+ run_aupd_shiftinvert(n_eigvals, sigmar, X, false /* gen, not sym */, n, tol, maxiter, resid, ncv, v, ldv, iparam, ipntr, workd, workl, lworkl, rwork, info);
+ }
+ else
+ {
+ const SpMat<T> Xst = X.st();
+
+ run_aupd_plain(n_eigvals, which, X, Xst, false /* gen, not sym */, n, tol, maxiter, resid, ncv, v, ldv, iparam, ipntr, workd, workl, lworkl, rwork, info);
+ }
+
+ if(info != 0) { return false; }
+
+ // The process has converged, and now we need to recover the actual eigenvectors using neupd().
+ blas_int rvec = 1; // .TRUE
+ blas_int nev = blas_int(n_eigvals);
+
+ char howmny = 'A';
+ char bmat = 'I'; // We are considering the standard eigenvalue problem.
+
+ podarray<blas_int> select(ncv, arma_zeros_indicator()); // logical array of dimension NCV
+ podarray<T> dr(nev + 1, arma_zeros_indicator()); // real array of dimension NEV + 1
+ podarray<T> di(nev + 1, arma_zeros_indicator()); // real array of dimension NEV + 1
+ podarray<T> z(n * (nev + 1), arma_zeros_indicator()); // real N by NEV array if HOWMNY = 'A'
+ podarray<T> workev(3 * ncv, arma_zeros_indicator());
+
+ blas_int ldz = n;
+
+ arpack::neupd(&rvec, &howmny, select.memptr(), dr.memptr(), di.memptr(), z.memptr(), &ldz, (T*) &sigmar, (T*) &sigmai, workev.memptr(), &bmat, &n, which, &nev, &tol, resid.memptr(), &ncv, v.memptr(), &ldv, iparam.memptr(), ipntr.memptr(), workd.memptr(), workl.memptr(), &lworkl, rwork.memptr(), &info);
+
+ // Check for errors.
+ if(info != 0) { arma_debug_warn_level(1, "eigs_gen(): ARPACK error ", info, " in neupd()"); return false; }
+
+ // Put it into the outputs.
+ eigval.set_size(n_eigvals);
+ eigvec.zeros(n, n_eigvals);
+
+ for(uword i = 0; i < n_eigvals; ++i)
+ {
+ eigval[i] = std::complex<T>(dr[i], di[i]);
+ }
+
+ // Now recover the eigenvectors.
+ for(uword i = 0; i < n_eigvals; ++i)
+ {
+ // ARPACK ?neupd lays things out kinda odd in memory;
+ // so does LAPACK ?geev -- see auxlib::eig_gen()
+ if((i < n_eigvals - 1) && (eigval[i] == std::conj(eigval[i + 1])))
+ {
+ for(uword j = 0; j < uword(n); ++j)
+ {
+ eigvec.at(j, i) = std::complex<T>(z[n * i + j], z[n * (i + 1) + j]);
+ eigvec.at(j, i + 1) = std::complex<T>(z[n * i + j], -z[n * (i + 1) + j]);
+ }
+ ++i; // Skip the next one.
+ }
+ else
+ if((i == n_eigvals - 1) && (std::complex<T>(eigval[i]).imag() != 0.0))
+ {
+ // We don't have the matched conjugate eigenvalue.
+ for(uword j = 0; j < uword(n); ++j)
+ {
+ eigvec.at(j, i) = std::complex<T>(z[n * i + j], z[n * (i + 1) + j]);
+ }
+ }
+ else
+ {
+ // The eigenvector is entirely real.
+ for(uword j = 0; j < uword(n); ++j)
+ {
+ eigvec.at(j, i) = std::complex<T>(z[n * i + j], T(0));
+ }
+ }
+ }
+
+ return (info == 0);
+ }
+ #else
+ {
+ arma_ignore(eigval);
+ arma_ignore(eigvec);
+ arma_ignore(X);
+ arma_ignore(n_eigvals);
+ arma_ignore(form_val);
+ arma_ignore(sigma);
+ arma_ignore(opts);
+
+ return false;
+ }
+ #endif
+ }
+
+
+
+//! immediate eigendecomposition of non-symmetric complex sparse object
+template<typename T, typename T1>
+inline
+bool
+sp_auxlib::eigs_gen(Col< std::complex<T> >& eigval, Mat< std::complex<T> >& eigvec, const SpBase< std::complex<T>, T1>& X_expr, const uword n_eigvals, const form_type form_val, const eigs_opts& opts)
+ {
+ arma_extra_debug_sigprint();
+
+ const unwrap_spmat<T1> U(X_expr.get_ref());
+
+ arma_debug_check( (U.M.is_square() == false), "eigs_gen(): given matrix must be square sized" );
+
+ if(arma_config::check_nonfinite && U.M.internal_has_nonfinite())
+ {
+ arma_debug_warn_level(3, "eigs_gen(): detected non-finite elements");
+ return false;
+ }
+
+ constexpr std::complex<T> sigma = T(0);
+
+ return sp_auxlib::eigs_gen<T, false>(eigval, eigvec, U.M, n_eigvals, form_val, sigma, opts);
+ }
+
+
+
+//! immediate eigendecomposition of non-symmetric complex sparse object
+template<typename T, typename T1>
+inline
+bool
+sp_auxlib::eigs_gen(Col< std::complex<T> >& eigval, Mat< std::complex<T> >& eigvec, const SpBase< std::complex<T>, T1>& X, const uword n_eigvals, const std::complex<T> sigma, const eigs_opts& opts)
+ {
+ arma_extra_debug_sigprint();
+
+ const unwrap_spmat<T1> U(X.get_ref());
+
+ arma_debug_check( (U.M.is_square() == false), "eigs_gen(): given matrix must be square sized" );
+
+ if(arma_config::check_nonfinite && U.M.internal_has_nonfinite())
+ {
+ arma_debug_warn_level(3, "eigs_gen(): detected non-finite elements");
+ return false;
+ }
+
+ #if (defined(ARMA_USE_ARPACK) && defined(ARMA_USE_SUPERLU))
+ {
+ constexpr form_type form_val = form_sigma;
+
+ return sp_auxlib::eigs_gen<T, true>(eigval, eigvec, U.M, n_eigvals, form_val, sigma, opts);
+ }
+ #else
+ {
+ arma_ignore(eigval);
+ arma_ignore(eigvec);
+ arma_ignore(n_eigvals);
+ arma_ignore(sigma);
+ arma_ignore(opts);
+
+ arma_stop_logic_error("eigs_gen(): use of ARPACK and SuperLU must be enabled to use 'sigma'");
+ return false;
+ }
+ #endif
+ }
+
+
+
+template<typename T, bool use_sigma>
+inline
+bool
+sp_auxlib::eigs_gen(Col< std::complex<T> >& eigval, Mat< std::complex<T> >& eigvec, const SpMat< std::complex<T> >& X, const uword n_eigvals, const form_type form_val, const std::complex<T> sigma, const eigs_opts& opts)
+ {
+ arma_extra_debug_sigprint();
+
+ #if defined(ARMA_USE_ARPACK)
+ {
+ // typedef typename std::complex<T> eT;
+
+ arma_debug_check( (form_val != form_lm) && (form_val != form_sm) && (form_val != form_lr) && (form_val != form_sr) && (form_val != form_li) && (form_val != form_si) && (form_val != form_sigma), "eigs_gen(): unknown form specified" );
+
+ if(X.is_square() == false) { return false; }
+
+ char which_lm[3] = "LM";
+ char which_sm[3] = "SM";
+ char which_lr[3] = "LR";
+ char which_sr[3] = "SR";
+ char which_li[3] = "LI";
+ char which_si[3] = "SI";
+
+ char* which;
+
+ switch(form_val)
+ {
+ case form_lm: which = which_lm; break;
+ case form_sm: which = which_sm; break;
+ case form_lr: which = which_lr; break;
+ case form_sr: which = which_sr; break;
+ case form_li: which = which_li; break;
+ case form_si: which = which_si; break;
+
+ default: which = which_lm;
+ }
+
+ // Make sure we aren't asking for every eigenvalue.
+ arma_debug_check( (n_eigvals + 1 >= X.n_rows), "eigs_gen(): n_eigvals + 1 must be less than the number of rows in the matrix" );
+
+ // If the matrix is empty, the case is trivial.
+ if( (X.n_cols == 0) || (n_eigvals == 0) ) // We already know n_cols == n_rows.
+ {
+ eigval.reset();
+ eigvec.reset();
+ return true;
+ }
+
+ // Set up variables that get used for neupd().
+ blas_int n, ncv, ncv_default, ldv, lworkl, info, maxiter;
+
+ T tol = T(opts.tol);
+ maxiter = blas_int(opts.maxiter);
+
+ podarray< std::complex<T> > resid, v, workd, workl;
+ podarray<blas_int> iparam, ipntr;
+ podarray<T> rwork;
+
+ n = blas_int(X.n_rows); // The size of the matrix.
+
+ // Use max(2*k+1, 20) as default subspace dimension for the gen case; same as MATLAB.
+ ncv_default = blas_int( ((2*n_eigvals+1)>(20)) ? (2*n_eigvals+1) : (20) );
+
+ // Use opts.subdim only if it's within the limits
+ ncv = ncv_default;
+
+ if(opts.subdim != 0)
+ {
+ if(opts.subdim < (n_eigvals + 3))
+ {
+ arma_debug_warn_level(1, "eigs_gen(): opts.subdim must be greater than k+2; using k+3 instead of ", opts.subdim);
+ ncv = blas_int(n_eigvals + 3);
+ }
+ else
+ if(blas_int(opts.subdim) > n)
+ {
+ arma_debug_warn_level(1, "eigs_gen(): opts.subdim cannot be greater than n_rows; using n_rows instead of ", opts.subdim);
+ ncv = n;
+ }
+ else
+ {
+ ncv = blas_int(opts.subdim);
+ }
+ }
+
+ if(use_sigma)
+ //if(form_val == form_sigma)
+ {
+ run_aupd_shiftinvert(n_eigvals, sigma, X, false /* gen, not sym */, n, tol, maxiter, resid, ncv, v, ldv, iparam, ipntr, workd, workl, lworkl, rwork, info);
+ }
+ else
+ {
+ const SpMat< std::complex<T> > Xst = X.st();
+
+ run_aupd_plain(n_eigvals, which, X, Xst, false /* gen, not sym */, n, tol, maxiter, resid, ncv, v, ldv, iparam, ipntr, workd, workl, lworkl, rwork, info);
+ }
+
+ if(info != 0) { return false; }
+
+ // The process has converged, and now we need to recover the actual eigenvectors using neupd().
+ blas_int rvec = 1; // .TRUE
+ blas_int nev = blas_int(n_eigvals);
+
+ char howmny = 'A';
+ char bmat = 'I'; // We are considering the standard eigenvalue problem.
+
+ podarray<blas_int> select(ncv, arma_zeros_indicator()); // logical array of dimension NCV
+ podarray<std::complex<T>> d(nev + 1, arma_zeros_indicator()); // complex array of dimension NEV + 1
+ podarray<std::complex<T>> z(n * nev, arma_zeros_indicator()); // complex N by NEV array if HOWMNY = 'A'
+ podarray<std::complex<T>> workev(2 * ncv, arma_zeros_indicator());
+
+ blas_int ldz = n;
+
+ // Prepare the outputs; neupd() will write directly to them.
+ eigval.zeros(n_eigvals);
+ eigvec.zeros(n, n_eigvals);
+
+ arpack::neupd(&rvec, &howmny, select.memptr(), eigval.memptr(),
+(std::complex<T>*) NULL, eigvec.memptr(), &ldz, (std::complex<T>*) &sigma, (std::complex<T>*) NULL, workev.memptr(), &bmat, &n, which, &nev, &tol, resid.memptr(), &ncv, v.memptr(), &ldv, iparam.memptr(), ipntr.memptr(), workd.memptr(), workl.memptr(), &lworkl, rwork.memptr(), &info);
+
+ // Check for errors.
+ if(info != 0) { arma_debug_warn_level(1, "eigs_gen(): ARPACK error ", info, " in neupd()"); return false; }
+
+ return (info == 0);
+ }
+ #else
+ {
+ arma_ignore(eigval);
+ arma_ignore(eigvec);
+ arma_ignore(X);
+ arma_ignore(n_eigvals);
+ arma_ignore(form_val);
+ arma_ignore(sigma);
+ arma_ignore(opts);
+
+ arma_stop_logic_error("eigs_gen(): use of ARPACK must be enabled for decomposition of complex matrices");
+ return false;
+ }
+ #endif
+ }
+
+
+
+template<typename T1, typename T2>
+inline
+bool
+sp_auxlib::spsolve_simple(Mat<typename T1::elem_type>& X, const SpBase<typename T1::elem_type, T1>& A_expr, const Base<typename T1::elem_type, T2>& B_expr, const superlu_opts& user_opts)
+ {
+ arma_extra_debug_sigprint();
+
+ #if defined(ARMA_USE_SUPERLU)
+ {
+ typedef typename T1::elem_type eT;
+
+ superlu::superlu_options_t options;
+ sp_auxlib::set_superlu_opts(options, user_opts);
+
+ const unwrap_spmat<T1> tmp1(A_expr.get_ref());
+ const SpMat<eT>& A = tmp1.M;
+
+ X = B_expr.get_ref(); // superlu::gssv() uses X as input (the B matrix) and as output (the solution)
+
+ if(A.is_square() == false)
+ {
+ X.soft_reset();
+ arma_stop_logic_error("spsolve(): solving under-determined / over-determined systems is currently not supported");
+ return false;
+ }
+
+ arma_debug_check( (A.n_rows != X.n_rows), "spsolve(): number of rows in the given objects must be the same", [&](){ X.soft_reset(); } );
+
+ if(A.is_empty() || X.is_empty())
+ {
+ X.zeros(A.n_cols, X.n_cols);
+ return true;
+ }
+
+ if(A.n_nonzero == uword(0)) { X.soft_reset(); return false; }
+
+ if(arma_config::check_nonfinite && (A.internal_has_nonfinite() || X.internal_has_nonfinite()))
+ {
+ arma_debug_warn_level(3, "spsolve(): detected non-finite elements");
+ return false;
+ }
+
+ if(arma_config::debug)
+ {
+ bool overflow = false;
+
+ overflow = (A.n_nonzero > INT_MAX);
+ overflow = (A.n_rows > INT_MAX) || overflow;
+ overflow = (A.n_cols > INT_MAX) || overflow;
+ overflow = (X.n_rows > INT_MAX) || overflow;
+ overflow = (X.n_cols > INT_MAX) || overflow;
+
+ if(overflow)
+ {
+ arma_stop_runtime_error("spsolve(): integer overflow: matrix dimensions are too large for integer type used by SuperLU");
+ return false;
+ }
+ }
+
+ superlu_supermatrix_wrangler x;
+ superlu_supermatrix_wrangler a;
+
+ const bool status_x = wrap_to_supermatrix(x.get_ref(), X);
+ const bool status_a = copy_to_supermatrix(a.get_ref(), A);
+
+ if( (status_x == false) || (status_a == false) ) { X.soft_reset(); return false; }
+
+ superlu_supermatrix_wrangler l;
+ superlu_supermatrix_wrangler u;
+
+ // paranoia: use SuperLU's memory allocation, in case it reallocs
+
+ superlu_array_wrangler<int> perm_c(A.n_cols+1); // extra paranoia: increase array length by 1
+ superlu_array_wrangler<int> perm_r(A.n_rows+1);
+
+ superlu_stat_wrangler stat;
+
+ int info = 0; // Return code.
+
+ arma_extra_debug_print("superlu::gssv()");
+ superlu::gssv<eT>(&options, a.get_ptr(), perm_c.get_ptr(), perm_r.get_ptr(), l.get_ptr(), u.get_ptr(), x.get_ptr(), stat.get_ptr(), &info);
+
+
+ // Process the return code.
+ if( (info > 0) && (info <= int(A.n_cols)) )
+ {
+ // std::ostringstream tmp;
+ // tmp << "spsolve(): could not solve system; LU factorisation completed, but detected zero in U(" << (info-1) << ',' << (info-1) << ')';
+ // arma_debug_warn_level(1, tmp.str());
+ }
+ else
+ if(info > int(A.n_cols))
+ {
+ arma_debug_warn_level(1, "spsolve(): memory allocation failure");
+ }
+ else
+ if(info < 0)
+ {
+ arma_debug_warn_level(1, "spsolve(): unknown SuperLU error code from gssv(): ", info);
+ }
+
+ // No need to extract the data from x, since it's using the same memory as X
+
+ return (info == 0);
+ }
+ #else
+ {
+ arma_ignore(X);
+ arma_ignore(A_expr);
+ arma_ignore(B_expr);
+ arma_ignore(user_opts);
+ arma_stop_logic_error("spsolve(): use of SuperLU must be enabled");
+ return false;
+ }
+ #endif
+ }
+
+
+
+template<typename T1, typename T2>
+inline
+bool
+sp_auxlib::spsolve_refine(Mat<typename T1::elem_type>& X, typename T1::pod_type& out_rcond, const SpBase<typename T1::elem_type, T1>& A_expr, const Base<typename T1::elem_type, T2>& B_expr, const superlu_opts& user_opts)
+ {
+ arma_extra_debug_sigprint();
+
+ #if defined(ARMA_USE_SUPERLU)
+ {
+ typedef typename T1::pod_type T;
+ typedef typename T1::elem_type eT;
+
+ superlu::superlu_options_t options;
+ sp_auxlib::set_superlu_opts(options, user_opts);
+
+ const unwrap_spmat<T1> tmp1(A_expr.get_ref());
+ const SpMat<eT>& A = tmp1.M;
+
+ const unwrap<T2> tmp2(B_expr.get_ref());
+ const Mat<eT>& B_unwrap = tmp2.M;
+
+ const bool B_is_modified = ( (user_opts.equilibrate) || (&B_unwrap == &X) );
+
+ Mat<eT> B_copy; if(B_is_modified) { B_copy = B_unwrap; }
+
+ const Mat<eT>& B = (B_is_modified) ? B_copy : B_unwrap;
+
+ if(A.is_square() == false)
+ {
+ X.soft_reset();
+ arma_stop_logic_error("spsolve(): solving under-determined / over-determined systems is currently not supported");
+ return false;
+ }
+
+ arma_debug_check( (A.n_rows != B.n_rows), "spsolve(): number of rows in the given objects must be the same", [&](){ X.soft_reset(); } );
+
+ X.zeros(A.n_cols, B.n_cols); // set the elements to zero, as we don't trust the SuperLU spaghetti code
+
+ if(A.is_empty() || B.is_empty()) { return true; }
+
+ if(A.n_nonzero == uword(0)) { X.soft_reset(); return false; }
+
+ if(arma_config::check_nonfinite && (A.internal_has_nonfinite() || B.internal_has_nonfinite()))
+ {
+ arma_debug_warn_level(3, "spsolve(): detected non-finite elements");
+ return false;
+ }
+
+ if(arma_config::debug)
+ {
+ bool overflow;
+
+ overflow = (A.n_nonzero > INT_MAX);
+ overflow = (A.n_rows > INT_MAX) || overflow;
+ overflow = (A.n_cols > INT_MAX) || overflow;
+ overflow = (B.n_rows > INT_MAX) || overflow;
+ overflow = (B.n_cols > INT_MAX) || overflow;
+ overflow = (X.n_rows > INT_MAX) || overflow;
+ overflow = (X.n_cols > INT_MAX) || overflow;
+
+ if(overflow)
+ {
+ arma_stop_runtime_error("spsolve(): integer overflow: matrix dimensions are too large for integer type used by SuperLU");
+ return false;
+ }
+ }
+
+ superlu_supermatrix_wrangler x;
+ superlu_supermatrix_wrangler a;
+ superlu_supermatrix_wrangler b;
+
+ const bool status_x = wrap_to_supermatrix(x.get_ref(), X);
+ const bool status_a = copy_to_supermatrix(a.get_ref(), A); // NOTE: superlu::gssvx() modifies 'a' if equilibration is enabled
+ const bool status_b = wrap_to_supermatrix(b.get_ref(), B); // NOTE: superlu::gssvx() modifies 'b' if equilibration is enabled
+
+ if( (status_x == false) || (status_a == false) || (status_b == false) ) { X.soft_reset(); return false; }
+
+ superlu_supermatrix_wrangler l;
+ superlu_supermatrix_wrangler u;
+
+ // paranoia: use SuperLU's memory allocation, in case it reallocs
+
+ superlu_array_wrangler<int> perm_c(A.n_cols+1); // extra paranoia: increase array length by 1
+ superlu_array_wrangler<int> perm_r(A.n_rows+1);
+ superlu_array_wrangler<int> etree(A.n_cols+1);
+
+ superlu_array_wrangler<T> R(A.n_rows+1);
+ superlu_array_wrangler<T> C(A.n_cols+1);
+ superlu_array_wrangler<T> ferr(B.n_cols+1);
+ superlu_array_wrangler<T> berr(B.n_cols+1);
+
+ superlu::GlobalLU_t glu;
+ arrayops::fill_zeros(reinterpret_cast<char*>(&glu), sizeof(superlu::GlobalLU_t));
+
+ superlu::mem_usage_t mu;
+ arrayops::fill_zeros(reinterpret_cast<char*>(&mu), sizeof(superlu::mem_usage_t));
+
+ superlu_stat_wrangler stat;
+
+ char equed[8] = {}; // extra characters for paranoia
+ T rpg = T(0);
+ T rcond = T(0);
+ int info = int(0); // Return code.
+
+ char work[8] = {};
+ int lwork = int(0); // 0 means superlu will allocate memory
+
+ arma_extra_debug_print("superlu::gssvx()");
+ superlu::gssvx<eT>(&options, a.get_ptr(), perm_c.get_ptr(), perm_r.get_ptr(), etree.get_ptr(), equed, R.get_ptr(), C.get_ptr(), l.get_ptr(), u.get_ptr(), &work[0], lwork, b.get_ptr(), x.get_ptr(), &rpg, &rcond, ferr.get_ptr(), berr.get_ptr(), &glu, &mu, stat.get_ptr(), &info);
+
+ bool status = false;
+
+ // Process the return code.
+ if(info == 0)
+ {
+ status = true;
+ }
+ if( (info > 0) && (info <= int(A.n_cols)) )
+ {
+ // std::ostringstream tmp;
+ // tmp << "spsolve(): could not solve system; LU factorisation completed, but detected zero in U(" << (info-1) << ',' << (info-1) << ')';
+ // arma_debug_warn_level(1, tmp.str());
+ }
+ else
+ if( (info == int(A.n_cols+1)) && (user_opts.allow_ugly) )
+ {
+ arma_debug_warn_level(2, "spsolve(): system is singular to working precision (rcond: ", rcond, ")");
+ status = true;
+ }
+ else
+ if(info > int(A.n_cols+1))
+ {
+ arma_debug_warn_level(1, "spsolve(): memory allocation failure");
+ }
+ else
+ if(info < 0)
+ {
+ arma_debug_warn_level(1, "spsolve(): unknown SuperLU error code from gssvx(): ", info);
+ }
+
+ // No need to extract the data from x, since it's using the same memory as X
+
+ out_rcond = rcond;
+
+ return status;
+ }
+ #else
+ {
+ arma_ignore(X);
+ arma_ignore(out_rcond);
+ arma_ignore(A_expr);
+ arma_ignore(B_expr);
+ arma_ignore(user_opts);
+ arma_stop_logic_error("spsolve(): use of SuperLU must be enabled");
+ return false;
+ }
+ #endif
+ }
+
+
+
+#if defined(ARMA_USE_SUPERLU)
+
+ template<typename eT>
+ inline
+ typename get_pod_type<eT>::result
+ sp_auxlib::norm1(superlu::SuperMatrix* A)
+ {
+ arma_extra_debug_sigprint();
+
+ char norm_id = '1';
+
+ arma_extra_debug_print("superlu::langs()");
+ return superlu::langs<eT>(&norm_id, A);
+ }
+
+
+
+ template<typename eT>
+ inline
+ typename get_pod_type<eT>::result
+ sp_auxlib::lu_rcond(superlu::SuperMatrix* L, superlu::SuperMatrix* U, typename get_pod_type<eT>::result norm_val)
+ {
+ arma_extra_debug_sigprint();
+
+ typedef typename get_pod_type<eT>::result T;
+
+ char norm_id = '1';
+ T rcond_out = T(0);
+ int info = int(0);
+
+ superlu_stat_wrangler stat;
+
+ arma_extra_debug_print("superlu::gscon()");
+ superlu::gscon<eT>(&norm_id, L, U, norm_val, &rcond_out, stat.get_ptr(), &info);
+
+ return (info == 0) ? T(rcond_out) : T(0);
+ }
+
+
+
+ inline
+ void
+ sp_auxlib::set_superlu_opts(superlu::superlu_options_t& options, const superlu_opts& user_opts)
+ {
+ arma_extra_debug_sigprint();
+
+ // default options as the starting point
+ superlu::set_default_opts(&options);
+
+ // our settings
+ options.Trans = superlu::NOTRANS;
+ options.ConditionNumber = superlu::YES;
+
+ // process user_opts
+
+ if(user_opts.equilibrate == true) { options.Equil = superlu::YES; }
+ if(user_opts.equilibrate == false) { options.Equil = superlu::NO; }
+
+ if(user_opts.symmetric == true) { options.SymmetricMode = superlu::YES; }
+ if(user_opts.symmetric == false) { options.SymmetricMode = superlu::NO; }
+
+ options.DiagPivotThresh = user_opts.pivot_thresh;
+
+ if(user_opts.permutation == superlu_opts::NATURAL) { options.ColPerm = superlu::NATURAL; }
+ if(user_opts.permutation == superlu_opts::MMD_ATA) { options.ColPerm = superlu::MMD_ATA; }
+ if(user_opts.permutation == superlu_opts::MMD_AT_PLUS_A) { options.ColPerm = superlu::MMD_AT_PLUS_A; }
+ if(user_opts.permutation == superlu_opts::COLAMD) { options.ColPerm = superlu::COLAMD; }
+
+ if(user_opts.refine == superlu_opts::REF_NONE) { options.IterRefine = superlu::NOREFINE; }
+ if(user_opts.refine == superlu_opts::REF_SINGLE) { options.IterRefine = superlu::SLU_SINGLE; }
+ if(user_opts.refine == superlu_opts::REF_DOUBLE) { options.IterRefine = superlu::SLU_DOUBLE; }
+ if(user_opts.refine == superlu_opts::REF_EXTRA) { options.IterRefine = superlu::SLU_EXTRA; }
+ }
+
+
+
+ template<typename eT>
+ inline
+ bool
+ sp_auxlib::copy_to_supermatrix(superlu::SuperMatrix& out, const SpMat<eT>& A)
+ {
+ arma_extra_debug_sigprint();
+
+ // We store in column-major CSC.
+ out.Stype = superlu::SLU_NC;
+
+ if( is_float<eT>::value) { out.Dtype = superlu::SLU_S; }
+ else if( is_double<eT>::value) { out.Dtype = superlu::SLU_D; }
+ else if( is_cx_float<eT>::value) { out.Dtype = superlu::SLU_C; }
+ else if(is_cx_double<eT>::value) { out.Dtype = superlu::SLU_Z; }
+
+ out.Mtype = superlu::SLU_GE; // Just a general matrix. We don't know more now.
+
+ // We have to actually create the object which stores the data.
+ // This gets cleaned by destroy_supermatrix().
+ // We have to use SuperLU's problematic memory allocation routines since they are
+ // not guaranteed to be new and delete. See the comments in def_superlu.hpp
+ superlu::NCformat* nc = (superlu::NCformat*)superlu::malloc(sizeof(superlu::NCformat));
+
+ if(nc == nullptr) { return false; }
+
+ A.sync();
+
+ nc->nnz = A.n_nonzero;
+ nc->nzval = (void*) superlu::malloc(sizeof(eT) * A.n_nonzero );
+ nc->colptr = (superlu::int_t*)superlu::malloc(sizeof(superlu::int_t) * (A.n_cols + 1));
+ nc->rowind = (superlu::int_t*)superlu::malloc(sizeof(superlu::int_t) * A.n_nonzero );
+
+ if( (nc->nzval == nullptr) || (nc->colptr == nullptr) || (nc->rowind == nullptr) ) { return false; }
+
+ // Fill the matrix.
+ arrayops::copy((eT*) nc->nzval, A.values, A.n_nonzero);
+
+ // // These have to be copied by hand, because the types may differ.
+ // for(uword i = 0; i <= A.n_cols; ++i) { nc->colptr[i] = (int_t) A.col_ptrs[i]; }
+ // for(uword i = 0; i < A.n_nonzero; ++i) { nc->rowind[i] = (int_t) A.row_indices[i]; }
+
+ arrayops::convert(nc->colptr, A.col_ptrs, A.n_cols+1 );
+ arrayops::convert(nc->rowind, A.row_indices, A.n_nonzero);
+
+ out.nrow = superlu::int_t(A.n_rows);
+ out.ncol = superlu::int_t(A.n_cols);
+ out.Store = (void*) nc;
+
+ return true;
+ }
+
+
+
+ // memory efficient implementation of out = A - shift*I, where A is a square matrix
+ template<typename eT>
+ inline
+ bool
+ sp_auxlib::copy_to_supermatrix_with_shift(superlu::SuperMatrix& out, const SpMat<eT>& A, const eT shift)
+ {
+ arma_extra_debug_sigprint();
+
+ arma_debug_check( (A.is_square() == false), "sp_auxlib::copy_to_supermatrix_with_shift(): given matrix must be square sized" );
+
+ if(shift == eT(0))
+ {
+ arma_extra_debug_print("sp_auxlib::copy_to_supermatrix_with_shift(): shift is zero; redirecting to sp_auxlib::copy_to_supermatrix()");
+ return sp_auxlib::copy_to_supermatrix(out, A);
+ }
+
+ // We store in column-major CSC.
+ out.Stype = superlu::SLU_NC;
+
+ if( is_float<eT>::value) { out.Dtype = superlu::SLU_S; }
+ else if( is_double<eT>::value) { out.Dtype = superlu::SLU_D; }
+ else if( is_cx_float<eT>::value) { out.Dtype = superlu::SLU_C; }
+ else if(is_cx_double<eT>::value) { out.Dtype = superlu::SLU_Z; }
+
+ out.Mtype = superlu::SLU_GE; // Just a general matrix. We don't know more now.
+
+ // We have to actually create the object which stores the data.
+ // This gets cleaned by destroy_supermatrix().
+ superlu::NCformat* nc = (superlu::NCformat*)superlu::malloc(sizeof(superlu::NCformat));
+
+ if(nc == nullptr) { return false; }
+
+ A.sync();
+
+ uword n_nonzero_diag_old = 0;
+ uword n_nonzero_diag_new = 0;
+
+ const uword n_search_cols = (std::min)(A.n_rows, A.n_cols);
+
+ for(uword j=0; j < n_search_cols; ++j)
+ {
+ const uword col_offset = A.col_ptrs[j ];
+ const uword next_col_offset = A.col_ptrs[j + 1];
+
+ const uword* start_ptr = &(A.row_indices[ col_offset]);
+ const uword* end_ptr = &(A.row_indices[next_col_offset]);
+
+ const uword wanted_row = j;
+
+ const uword* pos_ptr = std::lower_bound(start_ptr, end_ptr, wanted_row); // binary search
+
+ if( (pos_ptr != end_ptr) && ((*pos_ptr) == wanted_row) )
+ {
+ // element on the main diagonal is non-zero
+ ++n_nonzero_diag_old;
+
+ const uword offset = uword(pos_ptr - start_ptr);
+ const uword index = offset + col_offset;
+
+ const eT new_val = A.values[index] - shift;
+
+ if(new_val != eT(0)) { ++n_nonzero_diag_new; }
+ }
+ else
+ {
+ // element on the main diagonal is zero, but sigma is non-zero,
+ // so the number of new non-zero elments on the diagonal is increased
+ ++n_nonzero_diag_new;
+ }
+ }
+
+ const uword out_n_nonzero = A.n_nonzero - n_nonzero_diag_old + n_nonzero_diag_new;
+
+ arma_extra_debug_print( arma_str::format("A.n_nonzero: %u") % A.n_nonzero );
+ arma_extra_debug_print( arma_str::format("n_nonzero_diag_old: %u") % n_nonzero_diag_old );
+ arma_extra_debug_print( arma_str::format("n_nonzero_diag_new: %u") % n_nonzero_diag_new );
+ arma_extra_debug_print( arma_str::format("out_n_nonzero: %u") % out_n_nonzero );
+
+ nc->nnz = out_n_nonzero;
+ nc->nzval = (void*) superlu::malloc(sizeof(eT) * out_n_nonzero );
+ nc->colptr = (superlu::int_t*)superlu::malloc(sizeof(superlu::int_t) * (A.n_cols + 1));
+ nc->rowind = (superlu::int_t*)superlu::malloc(sizeof(superlu::int_t) * out_n_nonzero );
+
+ if( (nc->nzval == nullptr) || (nc->colptr == nullptr) || (nc->rowind == nullptr) ) { return false; }
+
+ // fill the matrix column by column, and insert diagonal elements when necessary
+
+ nc->colptr[0] = 0;
+
+ eT* values_current = (eT*) nc->nzval;
+ superlu::int_t* rowind_current = nc->rowind;
+
+ uword count = 0;
+
+ for(uword j=0; j < A.n_cols; ++j)
+ {
+ const uword idx_start = A.col_ptrs[j ];
+ const uword idx_end = A.col_ptrs[j + 1];
+
+ const eT* values_start = values_current;
+
+ uword i = idx_start;
+
+ // elements in the upper triangular part, excluding the main diagonal
+ for(; (i < idx_end) && (A.row_indices[i] < j); ++i)
+ {
+ (*values_current) = A.values[i];
+ (*rowind_current) = superlu::int_t(A.row_indices[i]);
+
+ ++values_current;
+ ++rowind_current;
+
+ ++count;
+ }
+
+ // elements on the main diagonal
+ if( (i < idx_end) && (A.row_indices[i] == j) )
+ {
+ // A(j,j) is non-zero
+
+ const eT new_diag_val = A.values[i] - shift;
+
+ if(new_diag_val != eT(0))
+ {
+ (*values_current) = new_diag_val;
+ (*rowind_current) = superlu::int_t(j);
+
+ ++values_current;
+ ++rowind_current;
+
+ ++count;
+ }
+
+ ++i;
+ }
+ else
+ {
+ // A(j,j) is zero, so insert a new element
+
+ if(j < n_search_cols)
+ {
+ (*values_current) = -shift;
+ (*rowind_current) = superlu::int_t(j);
+
+ ++values_current;
+ ++rowind_current;
+
+ ++count;
+ }
+ }
+
+ // elements in the lower triangular part, excluding the main diagonal
+ for(; i < idx_end; ++i)
+ {
+ (*values_current) = A.values[i];
+ (*rowind_current) = superlu::int_t(A.row_indices[i]);
+
+ ++values_current;
+ ++rowind_current;
+
+ ++count;
+ }
+
+ // number of non-zero elements in the j-th column of out
+ const uword nnz_col = values_current - values_start;
+ nc->colptr[j + 1] = superlu::int_t(nc->colptr[j] + nnz_col);
+ }
+
+ arma_extra_debug_print( arma_str::format("count: %u") % count );
+
+ arma_check( (count != out_n_nonzero), "internal error: sp_auxlib::copy_to_supermatrix_with_shift(): count != out_n_nonzero" );
+
+ out.nrow = superlu::int_t(A.n_rows);
+ out.ncol = superlu::int_t(A.n_cols);
+ out.Store = (void*) nc;
+
+ return true;
+ }
+
+
+
+// // for debugging only
+// template<typename eT>
+// inline
+// void
+// sp_auxlib::copy_to_spmat(SpMat<eT>& out, const superlu::SuperMatrix& A)
+// {
+// arma_extra_debug_sigprint();
+//
+// bool type_matched = false;
+//
+// if( is_float<eT>::value) { type_matched = (A.Dtype == superlu::SLU_S); }
+// else if( is_double<eT>::value) { type_matched = (A.Dtype == superlu::SLU_D); }
+// else if( is_cx_float<eT>::value) { type_matched = (A.Dtype == superlu::SLU_C); }
+// else if(is_cx_double<eT>::value) { type_matched = (A.Dtype == superlu::SLU_Z); }
+//
+// arma_debug_check( (type_matched == false), "copy_to_spmat(): type mismatch" );
+// arma_debug_check( (A.Mtype != superlu::SLU_GE), "copy_to_spmat(): unknown layout" );
+//
+// // NOTE: the l and u instances of SuperMatrix resulting from superlu::gstrf()
+// // NOTE: do not have the superlu::SLU_GE layout
+//
+// const superlu::NCformat* nc = (const superlu::NCformat*)(A.Store);
+//
+// if(nc == nullptr) { out.reset(); return; }
+//
+// if( (nc->nzval == nullptr) || (nc->colptr == nullptr) || (nc->rowind == nullptr) ) { out.reset(); return; }
+//
+// const uword A_n_rows = uword(A.nrow );
+// const uword A_n_cols = uword(A.ncol );
+// const uword A_n_nonzero = uword(nc->nnz);
+//
+// if(A_n_nonzero == 0) { out.zeros(A_n_rows, A_n_cols); return; }
+//
+// out.reserve(A_n_rows, A_n_cols, A_n_nonzero);
+//
+// arrayops::copy(access::rwp(out.values), (const eT*)(nc->nzval), A_n_nonzero);
+//
+// arrayops::convert(access::rwp(out.col_ptrs), nc->colptr, A_n_cols+1 );
+// arrayops::convert(access::rwp(out.row_indices), nc->rowind, A_n_nonzero);
+//
+// out.remove_zeros(); // in case SuperLU has bugs and stores zeros in sparse matrices
+// }
+
+
+
+ template<typename eT>
+ inline
+ bool
+ sp_auxlib::wrap_to_supermatrix(superlu::SuperMatrix& out, const Mat<eT>& A)
+ {
+ arma_extra_debug_sigprint();
+
+ // NOTE: this function re-uses memory from matrix A
+
+ // This is being stored as a dense matrix.
+ out.Stype = superlu::SLU_DN;
+
+ if( is_float<eT>::value) { out.Dtype = superlu::SLU_S; }
+ else if( is_double<eT>::value) { out.Dtype = superlu::SLU_D; }
+ else if( is_cx_float<eT>::value) { out.Dtype = superlu::SLU_C; }
+ else if(is_cx_double<eT>::value) { out.Dtype = superlu::SLU_Z; }
+
+ out.Mtype = superlu::SLU_GE;
+
+ // We have to create the object that stores the data.
+ superlu::DNformat* dn = (superlu::DNformat*)superlu::malloc(sizeof(superlu::DNformat));
+
+ if(dn == nullptr) { return false; }
+
+ dn->lda = A.n_rows;
+ dn->nzval = (void*) A.memptr(); // re-use memory instead of copying
+
+ out.nrow = A.n_rows;
+ out.ncol = A.n_cols;
+ out.Store = (void*) dn;
+
+ return true;
+ }
+
+
+
+ inline
+ void
+ sp_auxlib::destroy_supermatrix(superlu::SuperMatrix& out)
+ {
+ arma_extra_debug_sigprint();
+
+ // Clean up.
+ if(out.Stype == superlu::SLU_NC)
+ {
+ superlu::destroy_compcol_mat(&out);
+ }
+ else
+ if(out.Stype == superlu::SLU_NCP)
+ {
+ superlu::destroy_compcolperm_mat(&out);
+ }
+ else
+ if(out.Stype == superlu::SLU_DN)
+ {
+ // superlu::destroy_dense_mat(&out);
+
+ // since dn->nzval is set to re-use memory from a Mat object (which manages its own memory),
+ // we cannot simply call superlu::destroy_dense_mat().
+ // Only the out.Store structure can be freed.
+
+ superlu::DNformat* dn = (superlu::DNformat*) out.Store;
+
+ if(dn != nullptr) { superlu::free(dn); }
+ }
+ else
+ if(out.Stype == superlu::SLU_SC)
+ {
+ superlu::destroy_supernode_mat(&out);
+ }
+ else
+ {
+ // Uh, crap.
+
+ std::ostringstream tmp;
+
+ tmp << "sp_auxlib::destroy_supermatrix(): unhandled Stype" << std::endl;
+ tmp << "Stype val: " << out.Stype << std::endl;
+ tmp << "Stype name: ";
+
+ if(out.Stype == superlu::SLU_NC) { tmp << "SLU_NC"; }
+ if(out.Stype == superlu::SLU_NCP) { tmp << "SLU_NCP"; }
+ if(out.Stype == superlu::SLU_NR) { tmp << "SLU_NR"; }
+ if(out.Stype == superlu::SLU_SC) { tmp << "SLU_SC"; }
+ if(out.Stype == superlu::SLU_SCP) { tmp << "SLU_SCP"; }
+ if(out.Stype == superlu::SLU_SR) { tmp << "SLU_SR"; }
+ if(out.Stype == superlu::SLU_DN) { tmp << "SLU_DN"; }
+ if(out.Stype == superlu::SLU_NR_loc) { tmp << "SLU_NR_loc"; }
+
+ arma_debug_warn_level(1, tmp.str());
+ arma_stop_runtime_error("internal error: sp_auxlib::destroy_supermatrix()");
+ }
+ }
+
+#endif
+
+
+
+template<typename eT, typename T>
+inline
+void
+sp_auxlib::run_aupd_plain
+ (
+ const uword n_eigvals, char* which,
+ const SpMat<T>& X, const SpMat<T>& Xst, const bool sym,
+ blas_int& n, eT& tol, blas_int& maxiter,
+ podarray<T>& resid, blas_int& ncv, podarray<T>& v, blas_int& ldv,
+ podarray<blas_int>& iparam, podarray<blas_int>& ipntr,
+ podarray<T>& workd, podarray<T>& workl, blas_int& lworkl, podarray<eT>& rwork,
+ blas_int& info
+ )
+ {
+ #if defined(ARMA_USE_ARPACK)
+ {
+ // ARPACK provides a "reverse communication interface" which is an
+ // entertainingly archaic FORTRAN software engineering technique that
+ // basically means that we call saupd()/naupd() and it tells us with some
+ // return code what we need to do next (usually a matrix-vector product) and
+ // then call it again. So this results in some type of iterative process
+ // where we call saupd()/naupd() many times.
+
+ blas_int ido = 0; // This must be 0 for the first call.
+ char bmat = 'I'; // We are considering the standard eigenvalue problem.
+ n = X.n_rows; // The size of the matrix (should already be set outside).
+ blas_int nev = n_eigvals;
+
+ // resid.zeros(n);
+ eigs_randu_filler<T> randu_filler;
+ randu_filler.fill(resid, n); // use deterministic starting point
+
+ // Two contraints on NCV: (NCV > NEV) for sym problems or
+ // (NCV > NEV + 2) for gen problems and (NCV <= N)
+ //
+ // We're calling either arpack::saupd() or arpack::naupd(),
+ // which have slighly different minimum constraint and recommended value for NCV:
+ // http://www.caam.rice.edu/software/ARPACK/UG/node136.html
+ // http://www.caam.rice.edu/software/ARPACK/UG/node138.html
+
+ if(ncv < (nev + (sym ? 1 : 3))) { ncv = (nev + (sym ? 1 : 3)); }
+ if(ncv > n ) { ncv = n; }
+
+ v.zeros(n * ncv); // Array N by NCV (output).
+ rwork.zeros(ncv); // Work array of size NCV for complex calls.
+ ldv = n; // "Leading dimension of V exactly as declared in the calling program."
+
+ // IPARAM: integer array of length 11.
+ iparam.zeros(11);
+ iparam(0) = 1; // Exact shifts (not provided by us).
+ iparam(2) = maxiter; // Maximum iterations; all the examples use 300, but they were written in the ancient times.
+ iparam(6) = 1; // Mode 1: A * x = lambda * x.
+
+ // IPNTR: integer array of length 14 (output).
+ ipntr.zeros(14);
+
+ // Real work array used in the basic Arnoldi iteration for reverse communication.
+ workd.zeros(3 * n);
+
+ // lworkl must be at least 3 * NCV^2 + 6 * NCV.
+ lworkl = 3 * (ncv * ncv) + 6 * ncv;
+
+ // Real work array of length lworkl.
+ workl.zeros(lworkl);
+
+ // info = 0; // resid to be filled with random values by ARPACK (non-deterministic)
+ info = 1; // resid is already filled with random values (deterministic)
+
+ // All the parameters have been set or created. Time to loop a lot.
+ while(ido != 99)
+ {
+ // Call saupd() or naupd() with the current parameters.
+ if(sym)
+ {
+ arma_extra_debug_print("arpack::saupd()");
+ arpack::saupd(&ido, &bmat, &n, which, &nev, &tol, resid.memptr(), &ncv, v.memptr(), &ldv, iparam.memptr(), ipntr.memptr(), workd.memptr(), workl.memptr(), &lworkl, &info);
+ }
+ else
+ {
+ arma_extra_debug_print("arpack::naupd()");
+ arpack::naupd(&ido, &bmat, &n, which, &nev, &tol, resid.memptr(), &ncv, v.memptr(), &ldv, iparam.memptr(), ipntr.memptr(), workd.memptr(), workl.memptr(), &lworkl, rwork.memptr(), &info);
+ }
+
+ // What do we do now?
+ switch (ido)
+ {
+ case -1:
+ // fallthrough
+ case 1:
+ {
+ // We need to calculate the matrix-vector multiplication y = OP * x
+ // where x is of length n and starts at workd(ipntr(0)), and y is of
+ // length n and starts at workd(ipntr(1)).
+
+ // // OLD METHOD
+ //
+ // // operator*(sp_mat, vec) doesn't properly put the result into the
+ // // right place so we'll just reimplement it here for now...
+ //
+ // // Set the output to point at the right memory. We have to subtract
+ // // one from FORTRAN pointers...
+ // Col<T> out(workd.memptr() + ipntr(1) - 1, n, false /* don't copy */);
+ // // Set the input to point at the right memory.
+ // Col<T> in(workd.memptr() + ipntr(0) - 1, n, false /* don't copy */);
+ //
+ // out.zeros();
+ //
+ // T* out_mem = out.memptr();
+ // const T* in_mem = in.memptr();
+ //
+ // typename SpMat<T>::const_iterator X_it = X.begin();
+ //
+ // const uword X_nnz = X.n_nonzero;
+ //
+ // for(uword count=0; count < X_nnz; ++count, ++X_it)
+ // {
+ // const eT X_it_val = (*X_it);
+ // const uword X_it_row = X_it.row();
+ // const uword X_it_col = X_it.col();
+ //
+ // out_mem[X_it_row] += X_it_val * in_mem[X_it_col];
+ // }
+ //
+ // // No need to modify memory further since it was all done in-place.
+
+
+ // NEW METHOD
+ //
+ // both operator*(rowvec, sp_mat) and operator*(sp_mat, colvec) can now write to an existing object
+
+ Row<T> out(workd.memptr() + ipntr(1) - 1, n, false, true);
+ Row<T> in(workd.memptr() + ipntr(0) - 1, n, false, true);
+
+ out = in * Xst;
+
+ break;
+ }
+ case 99:
+ // Nothing to do here, things have converged.
+ break;
+ default:
+ {
+ return; // Parent frame can look at the value of info.
+ }
+ }
+ }
+
+ // The process has ended; check the return code.
+ if( (info != 0) && (info != 1) )
+ {
+ // Print warnings if there was a failure.
+
+ if(sym)
+ {
+ arma_debug_warn_level(1, "eigs_sym(): ARPACK error ", info, " in saupd()");
+ }
+ else
+ {
+ arma_debug_warn_level(1, "eigs_gen(): ARPACK error ", info, " in naupd()");
+ }
+
+ return; // Parent frame can look at the value of info.
+ }
+ }
+ #else
+ {
+ arma_ignore(n_eigvals);
+ arma_ignore(which);
+ arma_ignore(X);
+ arma_ignore(sym);
+ arma_ignore(n);
+ arma_ignore(tol);
+ arma_ignore(maxiter);
+ arma_ignore(resid);
+ arma_ignore(ncv);
+ arma_ignore(v);
+ arma_ignore(ldv);
+ arma_ignore(iparam);
+ arma_ignore(ipntr);
+ arma_ignore(workd);
+ arma_ignore(workl);
+ arma_ignore(lworkl);
+ arma_ignore(rwork);
+ arma_ignore(info);
+ }
+ #endif
+ }
+
+
+
+// Here 'sigma' is 'T', but should be 'eT'.
+// Applying complex shifts to real matrices is currently not directly implemented
+template<typename eT, typename T>
+inline
+void
+sp_auxlib::run_aupd_shiftinvert
+ (
+ const uword n_eigvals, const T sigma,
+ const SpMat<T>& X, const bool sym,
+ blas_int& n, eT& tol, blas_int& maxiter,
+ podarray<T>& resid, blas_int& ncv, podarray<T>& v, blas_int& ldv,
+ podarray<blas_int>& iparam, podarray<blas_int>& ipntr,
+ podarray<T>& workd, podarray<T>& workl, blas_int& lworkl, podarray<eT>& rwork,
+ blas_int& info
+ )
+ {
+ // TODO: inconsistent use of type names: T can be complex while eT can be real
+
+ #if (defined(ARMA_USE_ARPACK) && defined(ARMA_USE_SUPERLU))
+ {
+ char which_lm[3] = "LM";
+
+ char* which = which_lm; // NOTE: which_lm is the assumed operation when using shift-invert
+
+ blas_int ido = 0; // This must be 0 for the first call.
+ char bmat = 'I'; // We are considering the standard eigenvalue problem.
+ n = X.n_rows; // The size of the matrix (should already be set outside).
+ blas_int nev = n_eigvals;
+
+ // resid.zeros(n);
+ eigs_randu_filler<T> randu_filler;
+ randu_filler.fill(resid, n); // use deterministic starting point
+
+ // Two contraints on NCV: (NCV > NEV) for sym problems or
+ // (NCV > NEV + 2) for gen problems and (NCV <= N)
+ //
+ // We're calling either arpack::saupd() or arpack::naupd(),
+ // which have slighly different minimum constraint and recommended value for NCV:
+ // http://www.caam.rice.edu/software/ARPACK/UG/node136.html
+ // http://www.caam.rice.edu/software/ARPACK/UG/node138.html
+
+ if(ncv < (nev + (sym ? 1 : 3))) { ncv = (nev + (sym ? 1 : 3)); }
+ if(ncv > n ) { ncv = n; }
+
+ v.zeros(n * ncv); // Array N by NCV (output).
+ rwork.zeros(ncv); // Work array of size NCV for complex calls.
+ ldv = n; // "Leading dimension of V exactly as declared in the calling program."
+
+ // IPARAM: integer array of length 11.
+ iparam.zeros(11);
+ iparam(0) = 1; // Exact shifts (not provided by us).
+ iparam(2) = maxiter; // Maximum iterations; all the examples use 300, but they were written in the ancient times.
+ // iparam(6) = 1; // Mode 1: A * x = lambda * x.
+
+ // Change IPARAM for shift-invert
+ iparam(6) = 3; // Mode 3: A * x = lambda * M * x, M symmetric semi-definite. OP = inv[A - sigma*M]*M (A complex) or Real_Part{ inv[A - sigma*M]*M } (A real) and B = M.
+
+ // IPNTR: integer array of length 14 (output).
+ ipntr.zeros(14);
+
+ // Real work array used in the basic Arnoldi iteration for reverse communication.
+ workd.zeros(3 * n);
+
+ // lworkl must be at least 3 * NCV^2 + 6 * NCV.
+ lworkl = 3 * (ncv * ncv) + 6 * ncv;
+
+ // Real work array of length lworkl.
+ workl.zeros(lworkl);
+
+ // info = 0; // resid to be filled with random values by ARPACK (non-deterministic)
+ info = 1; // resid is already filled with random values (deterministic)
+
+ superlu_opts superlu_opts_default;
+ superlu::superlu_options_t options;
+ sp_auxlib::set_superlu_opts(options, superlu_opts_default);
+ int lwork = 0;
+ superlu::trans_t trans = superlu::NOTRANS;
+
+ superlu::GlobalLU_t Glu; /* Not needed on return. */
+ arrayops::fill_zeros(reinterpret_cast<char*>(&Glu), sizeof(superlu::GlobalLU_t));
+
+ superlu_supermatrix_wrangler x;
+ superlu_supermatrix_wrangler xC;
+
+ const bool status_x = sp_auxlib::copy_to_supermatrix_with_shift(x.get_ref(), X, sigma);
+
+ if(status_x == false)
+ {
+ arma_stop_runtime_error("run_aupd_shiftinvert(): could not construct SuperLU matrix");
+ info = blas_int(-1);
+ return;
+ }
+
+ // // for debugging only
+ // if(true)
+ // {
+ // cout << "*** testing output of copy_to_supermatrix_with_shift()" << endl;
+ // cout << "*** sigma: " << sigma << endl;
+ //
+ // SpMat<T> Y(X);
+ // Y.diag() -= sigma;
+ //
+ // SpMat<T> Z;
+ //
+ // sp_auxlib::copy_to_spmat(Z, x.get_ref());
+ //
+ // cout << "*** size(Y): " << arma::size(Y) << endl;
+ // cout << "*** size(Z): " << arma::size(Z) << endl;
+ // cout << "*** accu(abs(Y)): " << accu(abs(Y)) << endl;
+ // cout << "*** accu(abs(Z)): " << accu(abs(Z)) << endl;
+ //
+ // if(arma::size(Y) == arma::size(Z))
+ // {
+ // cout << "*** error: " << accu(abs(Y-Z)) << endl;
+ // }
+ // }
+
+ superlu_supermatrix_wrangler l;
+ superlu_supermatrix_wrangler u;
+
+ superlu_array_wrangler<int> perm_c(X.n_cols+1); // paranoia: increase array length by 1
+ superlu_array_wrangler<int> perm_r(X.n_rows+1);
+ superlu_array_wrangler<int> etree(X.n_cols+1);
+
+ superlu_stat_wrangler stat;
+
+ int panel_size = superlu::sp_ispec_environ(1);
+ int relax = superlu::sp_ispec_environ(2);
+ int slu_info = 0; // Return code.
+
+ 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<T>(&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");
+ info = blas_int(-1);
+ return;
+ }
+
+ // NOTE: potential problem with inconsistent/mismatched use of eT and T types
+ eT x_norm_val = sp_auxlib::norm1<T>(x.get_ptr());
+ eT x_rcond = sp_auxlib::lu_rcond<T>(l.get_ptr(), u.get_ptr(), x_norm_val);
+
+ if( (x_rcond < std::numeric_limits<eT>::epsilon()) || arma_isnan(x_rcond) )
+ {
+ arma_debug_warn_level(2, "matrix is singular to working precision (rcond: ", x_rcond, ")");
+ info = blas_int(-1);
+ return;
+ }
+
+ // All the parameters have been set or created. Time to loop a lot.
+ while(ido != 99)
+ {
+ // Call saupd() or naupd() with the current parameters.
+ if(sym)
+ {
+ arma_extra_debug_print("arpack::saupd()");
+ arpack::saupd(&ido, &bmat, &n, which, &nev, &tol, resid.memptr(), &ncv, v.memptr(), &ldv, iparam.memptr(), ipntr.memptr(), workd.memptr(), workl.memptr(), &lworkl, &info);
+ }
+ else
+ {
+ arma_extra_debug_print("arpack::naupd()");
+ arpack::naupd(&ido, &bmat, &n, which, &nev, &tol, resid.memptr(), &ncv, v.memptr(), &ldv, iparam.memptr(), ipntr.memptr(), workd.memptr(), workl.memptr(), &lworkl, rwork.memptr(), &info);
+ }
+
+ // What do we do now?
+ switch (ido)
+ {
+ case -1:
+ // fallthrough
+ case 1:
+ {
+ // We need to calculate the matrix-vector multiplication y = OP * x
+ // where x is of length n and starts at workd(ipntr(0)), and y is of
+ // length n and starts at workd(ipntr(1)).
+
+ // Set the output to point at the right memory. We have to subtract
+ // one from FORTRAN pointers...
+ Col<T> out(workd.memptr() + ipntr(1) - 1, n, false /* don't copy */);
+ // Set the input to point at the right memory.
+ Col<T> in(workd.memptr() + ipntr(0) - 1, n, false /* don't copy */);
+
+ // Consider getting the LU factorization from ZGSTRF, and then
+ // solve the system L*U*out = in (possibly with permutation matrix?)
+ // Instead of "spsolve(out,X,in)" we call gstrf above and gstrs below
+
+ out = in;
+ superlu_supermatrix_wrangler out_slu;
+
+ const bool status_out_slu = sp_auxlib::wrap_to_supermatrix(out_slu.get_ref(), out);
+
+ if(status_out_slu == false) { arma_stop_runtime_error("run_aupd_shiftinvert(): could not construct SuperLU matrix"); return; }
+
+ arma_extra_debug_print("superlu::gstrs()");
+ superlu::gstrs<T>(trans, l.get_ptr(), u.get_ptr(), perm_c.get_ptr(), perm_r.get_ptr(), out_slu.get_ptr(), stat.get_ptr(), &info);
+
+ // No need to modify memory further since it was all done in-place.
+
+ break;
+ }
+ case 99:
+ // Nothing to do here, things have converged.
+ break;
+ default:
+ {
+ return; // Parent frame can look at the value of info.
+ }
+ }
+ }
+
+ // The process has ended; check the return code.
+ if( (info != 0) && (info != 1) )
+ {
+ // Print warnings if there was a failure.
+
+ if(sym)
+ {
+ arma_debug_warn_level(2, "eigs_sym(): ARPACK error ", info, " in saupd()");
+ }
+ else
+ {
+ arma_debug_warn_level(2, "eigs_gen(): ARPACK error ", info, " in naupd()");
+ }
+
+ return; // Parent frame can look at the value of info.
+ }
+ }
+ #else
+ {
+ arma_ignore(n_eigvals);
+ arma_ignore(sigma);
+ arma_ignore(X);
+ arma_ignore(sym);
+ arma_ignore(n);
+ arma_ignore(tol);
+ arma_ignore(maxiter);
+ arma_ignore(resid);
+ arma_ignore(ncv);
+ arma_ignore(v);
+ arma_ignore(ldv);
+ arma_ignore(iparam);
+ arma_ignore(ipntr);
+ arma_ignore(workd);
+ arma_ignore(workl);
+ arma_ignore(lworkl);
+ arma_ignore(rwork);
+ arma_ignore(info);
+ }
+ #endif
+ }
+
+
+
+template<typename eT>
+inline
+bool
+sp_auxlib::rudimentary_sym_check(const SpMat<eT>& X)
+ {
+ arma_extra_debug_sigprint();
+
+ if(X.n_rows != X.n_cols) { return false; }
+
+ const eT tol = eT(10000) * std::numeric_limits<eT>::epsilon(); // allow some leeway
+
+ typename SpMat<eT>::const_iterator it = X.begin();
+ typename SpMat<eT>::const_iterator it_end = X.end();
+
+ const uword n_check_limit = (std::max)( uword(2), uword(X.n_nonzero/100) );
+
+ uword n_check = 1;
+
+ while( (it != it_end) && (n_check <= n_check_limit) )
+ {
+ const uword it_row = it.row();
+ const uword it_col = it.col();
+
+ if(it_row != it_col)
+ {
+ const eT A = (*it);
+ const eT B = X.at( it_col, it_row ); // deliberately swapped
+
+ const eT C = (std::max)(std::abs(A), std::abs(B));
+
+ const eT delta = std::abs(A - B);
+
+ if(( (delta <= tol) || (delta <= (C * tol)) ) == false) { return false; }
+
+ ++n_check;
+ }
+
+ ++it;
+ }
+
+ return true;
+ }
+
+
+
+template<typename T>
+inline
+bool
+sp_auxlib::rudimentary_sym_check(const SpMat< std::complex<T> >& X)
+ {
+ arma_extra_debug_sigprint();
+
+ // NOTE: the function name is a misnomer, as it checks for hermitian complex matrices;
+ // NOTE: for simplicity of use, the function name is the same as for real matrices
+
+ typedef typename std::complex<T> eT;
+
+ if(X.n_rows != X.n_cols) { return false; }
+
+ const T tol = T(10000) * std::numeric_limits<T>::epsilon(); // allow some leeway
+
+ typename SpMat<eT>::const_iterator it = X.begin();
+ typename SpMat<eT>::const_iterator it_end = X.end();
+
+ const uword n_check_limit = (std::max)( uword(2), uword(X.n_nonzero/100) );
+
+ uword n_check = 1;
+
+ while( (it != it_end) && (n_check <= n_check_limit) )
+ {
+ const uword it_row = it.row();
+ const uword it_col = it.col();
+
+ if(it_row != it_col)
+ {
+ const eT A = (*it);
+ const eT B = X.at( it_col, it_row ); // deliberately swapped
+
+ const T C_real = (std::max)(std::abs(A.real()), std::abs(B.real()));
+ const T C_imag = (std::max)(std::abs(A.imag()), std::abs(B.imag()));
+
+ const T delta_real = std::abs(A.real() - B.real());
+ const T delta_imag = std::abs(A.imag() + B.imag()); // take into account the conjugate
+
+ const bool okay_real = ( (delta_real <= tol) || (delta_real <= (C_real * tol)) );
+ const bool okay_imag = ( (delta_imag <= tol) || (delta_imag <= (C_imag * tol)) );
+
+ if( (okay_real == false) || (okay_imag == false) ) { return false; }
+
+ ++n_check;
+ }
+ else
+ {
+ const eT A = (*it);
+
+ if(std::abs(A.imag()) > tol) { return false; }
+ }
+
+ ++it;
+ }
+
+ return true;
+ }
+
+
+
+//
+
+
+
+template<typename eT>
+inline
+eigs_randu_filler<eT>::eigs_randu_filler()
+ {
+ arma_extra_debug_sigprint();
+
+ typedef typename std::mt19937_64::result_type local_seed_type;
+
+ local_engine.seed(local_seed_type(123));
+
+ typedef typename std::uniform_real_distribution<eT>::param_type local_param_type;
+
+ local_u_distr.param(local_param_type(-1.0, +1.0));
+ }
+
+
+template<typename eT>
+inline
+void
+eigs_randu_filler<eT>::fill(podarray<eT>& X, const uword N)
+ {
+ arma_extra_debug_sigprint();
+
+ X.set_size(N);
+
+ eT* X_mem = X.memptr();
+
+ for(uword i=0; i<N; ++i) { X_mem[i] = eT( local_u_distr(local_engine) ); }
+ }
+
+
+template<typename T>
+inline
+eigs_randu_filler< std::complex<T> >::eigs_randu_filler()
+ {
+ arma_extra_debug_sigprint();
+
+ typedef typename std::mt19937_64::result_type local_seed_type;
+
+ local_engine.seed(local_seed_type(123));
+
+ typedef typename std::uniform_real_distribution<T>::param_type local_param_type;
+
+ local_u_distr.param(local_param_type(-1.0, +1.0));
+ }
+
+
+template<typename T>
+inline
+void
+eigs_randu_filler< std::complex<T> >::fill(podarray< std::complex<T> >& X, const uword N)
+ {
+ arma_extra_debug_sigprint();
+
+ typedef typename std::complex<T> eT;
+
+ X.set_size(N);
+
+ eT* X_mem = X.memptr();
+
+ for(uword i=0; i<N; ++i)
+ {
+ eT& X_mem_i = X_mem[i];
+
+ X_mem_i.real( T(local_u_distr(local_engine)) );
+ X_mem_i.imag( T(local_u_distr(local_engine)) );
+ }
+ }
+
+
+
+//
+
+
+
+#if defined(ARMA_USE_SUPERLU)
+
+inline
+superlu_supermatrix_wrangler::~superlu_supermatrix_wrangler()
+ {
+ arma_extra_debug_sigprint_this(this);
+
+ if(used == false) { return; }
+
+ char* m_char = reinterpret_cast<char*>(&m);
+ bool all_zero = true;
+
+ for(size_t i=0; i < sizeof(superlu::SuperMatrix); ++i)
+ {
+ if(m_char[i] != char(0)) { all_zero = false; break; }
+ }
+
+ if(all_zero == false) { sp_auxlib::destroy_supermatrix(m); }
+ }
+
+inline
+superlu_supermatrix_wrangler::superlu_supermatrix_wrangler()
+ {
+ arma_extra_debug_sigprint_this(this);
+
+ arrayops::fill_zeros(reinterpret_cast<char*>(&m), sizeof(superlu::SuperMatrix));
+ }
+
+inline
+superlu::SuperMatrix&
+superlu_supermatrix_wrangler::get_ref()
+ {
+ used = true;
+
+ return m;
+ }
+
+inline
+superlu::SuperMatrix*
+superlu_supermatrix_wrangler::get_ptr()
+ {
+ used = true;
+
+ return &m;
+ }
+
+
+//
+
+
+inline
+superlu_stat_wrangler::~superlu_stat_wrangler()
+ {
+ arma_extra_debug_sigprint_this(this);
+
+ superlu::free_stat(&stat);
+ }
+
+inline
+superlu_stat_wrangler::superlu_stat_wrangler()
+ {
+ arma_extra_debug_sigprint_this(this);
+
+ arrayops::fill_zeros(reinterpret_cast<char*>(&stat), sizeof(superlu::SuperLUStat_t));
+
+ superlu::init_stat(&stat);
+ }
+
+inline
+superlu::SuperLUStat_t*
+superlu_stat_wrangler::get_ptr()
+ {
+ return &stat;
+ }
+
+
+//
+
+
+template<typename eT>
+inline
+superlu_array_wrangler<eT>::~superlu_array_wrangler()
+ {
+ arma_extra_debug_sigprint_this(this);
+
+ (*this).reset();
+ }
+
+template<typename eT>
+inline
+superlu_array_wrangler<eT>::superlu_array_wrangler()
+ : mem(nullptr)
+ {
+ arma_extra_debug_sigprint_this(this);
+ }
+
+template<typename eT>
+inline
+superlu_array_wrangler<eT>::superlu_array_wrangler(const uword n_elem)
+ : mem(nullptr)
+ {
+ arma_extra_debug_sigprint_this(this);
+
+ (*this).set_size(n_elem);
+ }
+
+template<typename eT>
+inline
+void
+superlu_array_wrangler<eT>::set_size(const uword n_elem)
+ {
+ arma_extra_debug_sigprint();
+
+ if(mem != nullptr) { (*this).reset(); }
+
+ mem = (eT*)(superlu::malloc(n_elem * sizeof(eT)));
+
+ arma_check_bad_alloc( (mem == nullptr), "superlu::malloc(): out of memory" );
+
+ arrayops::fill_zeros(mem, n_elem);
+ }
+
+template<typename eT>
+inline
+void
+superlu_array_wrangler<eT>::reset()
+ {
+ arma_extra_debug_sigprint();
+
+ if(mem != nullptr)
+ {
+ superlu::free(mem);
+ mem = nullptr;
+ }
+ }
+
+template<typename eT>
+inline
+eT*
+superlu_array_wrangler<eT>::get_ptr()
+ {
+ return mem;
+ }
+
+
+//
+
+
+template<typename eT>
+inline
+superlu_worker<eT>::~superlu_worker()
+ {
+ arma_extra_debug_sigprint_this(this);
+
+ if(l != nullptr) { delete l; l = nullptr; }
+ if(u != nullptr) { delete u; u = nullptr; }
+ }
+
+
+template<typename eT>
+inline
+superlu_worker<eT>::superlu_worker()
+ {
+ arma_extra_debug_sigprint_this(this);
+ }
+
+
+template<typename eT>
+inline
+bool
+superlu_worker<eT>::factorise(typename get_pod_type<eT>::result& out_rcond, const SpMat<eT>& A, const superlu_opts& user_opts)
+ {
+ arma_extra_debug_sigprint();
+
+ typedef typename get_pod_type<eT>::result T;
+
+ factorisation_valid = false;
+
+ if(l != nullptr) { delete l; l = nullptr; }
+ if(u != nullptr) { delete u; u = nullptr; }
+
+ l = new(std::nothrow) superlu_supermatrix_wrangler;
+ u = new(std::nothrow) superlu_supermatrix_wrangler;
+
+ if( (l == nullptr) || (u == nullptr) )
+ {
+ arma_debug_warn_level(3, "superlu_worker()::factorise(): could not construct SuperLU matrix");
+ return false;
+ }
+
+ superlu_supermatrix_wrangler& l_ref = (*l);
+ superlu_supermatrix_wrangler& u_ref = (*u);
+
+ superlu::superlu_options_t options;
+ sp_auxlib::set_superlu_opts(options, user_opts);
+
+ superlu_supermatrix_wrangler AA;
+ superlu_supermatrix_wrangler AAc;
+
+ const bool status_AA = sp_auxlib::copy_to_supermatrix(AA.get_ref(), A);
+
+ if(status_AA == false)
+ {
+ arma_debug_warn_level(3, "superlu_worker()::factorise(): could not construct SuperLU matrix");
+ return false;
+ }
+
+ (*this).perm_c.set_size(A.n_cols+1); // paranoia: increase array length by 1
+ (*this).perm_r.set_size(A.n_rows+1);
+
+ superlu_array_wrangler<int> etree(A.n_cols+1);
+
+ superlu::GlobalLU_t Glu;
+ arrayops::fill_zeros(reinterpret_cast<char*>(&Glu), sizeof(superlu::GlobalLU_t));
+
+ int panel_size = superlu::sp_ispec_environ(1);
+ int relax = superlu::sp_ispec_environ(2);
+ int lwork = 0;
+ int info = 0;
+
+ arma_extra_debug_print("superlu::superlu::get_permutation_c()");
+ superlu::get_permutation_c(options.ColPerm, AA.get_ptr(), perm_c.get_ptr());
+
+ arma_extra_debug_print("superlu::superlu::sp_preorder_mat()");
+ superlu::sp_preorder_mat(&options, AA.get_ptr(), perm_c.get_ptr(), etree.get_ptr(), AAc.get_ptr());
+
+ arma_extra_debug_print("superlu::gstrf()");
+ superlu::gstrf<eT>(&options, AAc.get_ptr(), relax, panel_size, etree.get_ptr(), NULL, lwork, perm_c.get_ptr(), perm_r.get_ptr(), l_ref.get_ptr(), u_ref.get_ptr(), &Glu, stat.get_ptr(), &info);
+
+ if(info != 0)
+ {
+ arma_debug_warn_level(3, "superlu_worker()::factorise(): LU factorisation failed");
+ return false;
+ }
+
+ const T AA_norm = sp_auxlib::norm1<T>(AA.get_ptr());
+ const T AA_rcond = sp_auxlib::lu_rcond<eT>(l_ref.get_ptr(), u_ref.get_ptr(), AA_norm);
+
+ out_rcond = AA_rcond;
+
+ if(arma_isnan(AA_rcond)) { return false; }
+ // if(AA_rcond == T(0)) { return false; }
+
+ factorisation_valid = true;
+
+ return true;
+ }
+
+
+template<typename eT>
+inline
+bool
+superlu_worker<eT>::solve(Mat<eT>& X, const Mat<eT>& B)
+ {
+ arma_extra_debug_sigprint();
+
+ if(factorisation_valid == false) { return false; }
+ if( (l == nullptr) || (u == nullptr) ) { return false; }
+
+ superlu_supermatrix_wrangler& l_ref = (*l);
+ superlu_supermatrix_wrangler& u_ref = (*u);
+
+ X = B;
+
+ superlu_supermatrix_wrangler XX;
+
+ const bool status_XX = sp_auxlib::wrap_to_supermatrix(XX.get_ref(), X);
+
+ if(status_XX == false)
+ {
+ arma_debug_warn_level(3, "superlu_worker()::solve(): could not construct SuperLU matrix");
+ return false;
+ }
+
+ superlu::trans_t trans = superlu::NOTRANS;
+ int info = 0;
+
+ arma_extra_debug_print("superlu::gstrs()");
+ superlu::gstrs<eT>(trans, l_ref.get_ptr(), u_ref.get_ptr(), perm_c.get_ptr(), perm_r.get_ptr(), XX.get_ptr(), stat.get_ptr(), &info);
+
+ return (info == 0);
+ }
+
+
+#endif
+
+
+//! @}