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Diffstat (limited to 'src/armadillo/include/armadillo_bits/fn_spsolve.hpp')
-rw-r--r-- | src/armadillo/include/armadillo_bits/fn_spsolve.hpp | 192 |
1 files changed, 192 insertions, 0 deletions
diff --git a/src/armadillo/include/armadillo_bits/fn_spsolve.hpp b/src/armadillo/include/armadillo_bits/fn_spsolve.hpp new file mode 100644 index 0000000..3eaf333 --- /dev/null +++ b/src/armadillo/include/armadillo_bits/fn_spsolve.hpp @@ -0,0 +1,192 @@ +// 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 fn_spsolve +//! @{ + + + +template<typename T1, typename T2> +inline +bool +spsolve_helper + ( + Mat<typename T1::elem_type>& out, + const SpBase<typename T1::elem_type, T1>& A, + const Base<typename T1::elem_type, T2>& B, + const char* solver, + const spsolve_opts_base& settings, + const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr + ) + { + arma_extra_debug_sigprint(); + arma_ignore(junk); + + typedef typename T1::pod_type T; + typedef typename T1::elem_type eT; + + const char sig = (solver != nullptr) ? solver[0] : char(0); + + arma_debug_check( ((sig != 'l') && (sig != 's')), "spsolve(): unknown solver" ); + + T rcond = T(0); + + bool status = false; + + superlu_opts superlu_opts_default; + + // if(is_float <T>::value) { superlu_opts_default.refine = superlu_opts::REF_SINGLE; } + // if(is_double<T>::value) { superlu_opts_default.refine = superlu_opts::REF_DOUBLE; } + + const superlu_opts& opts = (settings.id == 1) ? static_cast<const superlu_opts&>(settings) : superlu_opts_default; + + arma_debug_check( ( (opts.pivot_thresh < double(0)) || (opts.pivot_thresh > double(1)) ), "spsolve(): pivot_thresh must be in the [0,1] interval" ); + + if(sig == 's') // SuperLU solver + { + if( (opts.equilibrate == false) && (opts.refine == superlu_opts::REF_NONE) ) + { + status = sp_auxlib::spsolve_simple(out, A.get_ref(), B.get_ref(), opts); + } + else + { + status = sp_auxlib::spsolve_refine(out, rcond, A.get_ref(), B.get_ref(), opts); + } + } + else + if(sig == 'l') // brutal LAPACK solver + { + if( (settings.id != 0) && ((opts.symmetric) || (opts.pivot_thresh != double(1))) ) + { + arma_debug_warn_level(1, "spsolve(): ignoring settings not applicable to LAPACK based solver"); + } + + Mat<eT> AA; + + bool conversion_ok = false; + + try + { + Mat<eT> tmp(A.get_ref()); // conversion from sparse to dense can throw std::bad_alloc + + AA.steal_mem(tmp); + + conversion_ok = true; + } + catch(...) + { + arma_debug_warn_level(1, "spsolve(): not enough memory to use LAPACK based solver"); + } + + if(conversion_ok) + { + arma_debug_check( (AA.n_rows != AA.n_cols), "spsolve(): matrix A must be square sized" ); + + uword flags = solve_opts::flag_none; + + if(opts.refine != superlu_opts::REF_NONE) { flags |= solve_opts::flag_refine; } + if(opts.equilibrate == true ) { flags |= solve_opts::flag_equilibrate; } + if(opts.allow_ugly == true ) { flags |= solve_opts::flag_allow_ugly; } + + status = glue_solve_gen_full::apply(out, AA, B.get_ref(), flags); + } + } + + + if( (status == false) && (rcond > T(0)) ) + { + arma_debug_warn_level(2, "spsolve(): system is singular (rcond: ", rcond, ")"); + } + + if( (status == true) && (rcond > T(0)) && (rcond < std::numeric_limits<T>::epsilon()) ) + { + arma_debug_warn_level(2, "solve(): solution computed, but system is singular to working precision (rcond: ", rcond, ")"); + } + + return status; + } + + + +// + + + +template<typename T1, typename T2> +inline +bool +spsolve + ( + Mat<typename T1::elem_type>& out, + const SpBase<typename T1::elem_type, T1>& A, + const Base<typename T1::elem_type, T2>& B, + const char* solver = "superlu", + const spsolve_opts_base& settings = spsolve_opts_none(), + const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr + ) + { + arma_extra_debug_sigprint(); + arma_ignore(junk); + + const bool status = spsolve_helper(out, A.get_ref(), B.get_ref(), solver, settings); + + if(status == false) + { + out.soft_reset(); + arma_debug_warn_level(3, "spsolve(): solution not found"); + } + + return status; + } + + + +template<typename T1, typename T2> +arma_warn_unused +inline +Mat<typename T1::elem_type> +spsolve + ( + const SpBase<typename T1::elem_type, T1>& A, + const Base<typename T1::elem_type, T2>& B, + const char* solver = "superlu", + const spsolve_opts_base& settings = spsolve_opts_none(), + const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr + ) + { + arma_extra_debug_sigprint(); + arma_ignore(junk); + + typedef typename T1::elem_type eT; + + Mat<eT> out; + + const bool status = spsolve_helper(out, A.get_ref(), B.get_ref(), solver, settings); + + if(status == false) + { + out.soft_reset(); + arma_stop_runtime_error("spsolve(): solution not found"); + } + + return out; + } + + + +//! @} |