// 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 inline bool sp_auxlib::eigs_sym(Col& eigval, Mat& eigvec, const SpBase& X, const uword n_eigvals, const form_type form_val, const eigs_opts& opts) { arma_extra_debug_sigprint(); const unwrap_spmat 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::no ) { arma_debug_warn_level(1, "eigs_sym(): given matrix is not symmetric"); } if(is_cx::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(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 inline bool sp_auxlib::eigs_sym(Col& eigval, Mat& eigvec, const SpBase& X, const uword n_eigvals, const eT sigma, const eigs_opts& opts) { arma_extra_debug_sigprint(); const unwrap_spmat 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::no ) { arma_debug_warn_level(1, "eigs_sym(): given matrix is not symmetric"); } if(is_cx::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(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 inline bool sp_auxlib::eigs_sym_newarp(Col& eigval, Mat& eigvec, const SpMat& 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 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::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 > 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 > 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 > 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 > 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 inline bool sp_auxlib::eigs_sym_newarp(Col& eigval, Mat& eigvec, const SpMat& 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 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::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 > 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 inline bool sp_auxlib::eigs_sym_arpack(Col& eigval, Mat& eigvec, const SpMat& 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 resid, v, workd, workl; podarray iparam, ipntr; podarray 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 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 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 inline bool sp_auxlib::eigs_gen(Col< std::complex >& eigval, Mat< std::complex >& eigvec, const SpBase& X, const uword n_eigvals, const form_type form_val, const eigs_opts& opts) { arma_extra_debug_sigprint(); const unwrap_spmat 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 sigma = T(0); return sp_auxlib::eigs_gen_arpack(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 inline bool sp_auxlib::eigs_gen(Col< std::complex >& eigval, Mat< std::complex >& eigvec, const SpBase& X, const uword n_eigvals, const std::complex sigma, const eigs_opts& opts) { arma_extra_debug_sigprint(); const unwrap_spmat 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(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 inline bool sp_auxlib::eigs_gen_newarp(Col< std::complex >& eigval, Mat< std::complex >& eigvec, const SpMat& 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 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::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 > 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 > 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 > 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 > 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 > 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 > 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 inline bool sp_auxlib::eigs_gen_arpack(Col< std::complex >& eigval, Mat< std::complex >& eigvec, const SpMat& X, const uword n_eigvals, const form_type form_val, const std::complex 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 resid, v, workd, workl; podarray iparam, ipntr; podarray 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 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 select(ncv, arma_zeros_indicator()); // logical array of dimension NCV podarray dr(nev + 1, arma_zeros_indicator()); // real array of dimension NEV + 1 podarray di(nev + 1, arma_zeros_indicator()); // real array of dimension NEV + 1 podarray z(n * (nev + 1), arma_zeros_indicator()); // real N by NEV array if HOWMNY = 'A' podarray 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(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(z[n * i + j], z[n * (i + 1) + j]); eigvec.at(j, i + 1) = std::complex(z[n * i + j], -z[n * (i + 1) + j]); } ++i; // Skip the next one. } else if((i == n_eigvals - 1) && (std::complex(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(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(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 inline bool sp_auxlib::eigs_gen(Col< std::complex >& eigval, Mat< std::complex >& eigvec, const SpBase< std::complex, T1>& X_expr, const uword n_eigvals, const form_type form_val, const eigs_opts& opts) { arma_extra_debug_sigprint(); const unwrap_spmat 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 sigma = T(0); return sp_auxlib::eigs_gen(eigval, eigvec, U.M, n_eigvals, form_val, sigma, opts); } //! immediate eigendecomposition of non-symmetric complex sparse object template inline bool sp_auxlib::eigs_gen(Col< std::complex >& eigval, Mat< std::complex >& eigvec, const SpBase< std::complex, T1>& X, const uword n_eigvals, const std::complex sigma, const eigs_opts& opts) { arma_extra_debug_sigprint(); const unwrap_spmat 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(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 inline bool sp_auxlib::eigs_gen(Col< std::complex >& eigval, Mat< std::complex >& eigvec, const SpMat< std::complex >& X, const uword n_eigvals, const form_type form_val, const std::complex sigma, const eigs_opts& opts) { arma_extra_debug_sigprint(); #if defined(ARMA_USE_ARPACK) { // typedef typename std::complex 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 > resid, v, workd, workl; podarray iparam, ipntr; podarray 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 > 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 select(ncv, arma_zeros_indicator()); // logical array of dimension NCV podarray> d(nev + 1, arma_zeros_indicator()); // complex array of dimension NEV + 1 podarray> z(n * nev, arma_zeros_indicator()); // complex N by NEV array if HOWMNY = 'A' podarray> 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*) NULL, eigvec.memptr(), &ldz, (std::complex*) &sigma, (std::complex*) 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 inline bool sp_auxlib::spsolve_simple(Mat& X, const SpBase& A_expr, const Base& 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 tmp1(A_expr.get_ref()); const SpMat& 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 perm_c(A.n_cols+1); // extra paranoia: increase array length by 1 superlu_array_wrangler perm_r(A.n_rows+1); superlu_stat_wrangler stat; int info = 0; // Return code. arma_extra_debug_print("superlu::gssv()"); superlu::gssv(&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 inline bool sp_auxlib::spsolve_refine(Mat& X, typename T1::pod_type& out_rcond, const SpBase& A_expr, const Base& 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 tmp1(A_expr.get_ref()); const SpMat& A = tmp1.M; const unwrap tmp2(B_expr.get_ref()); const Mat& B_unwrap = tmp2.M; const bool B_is_modified = ( (user_opts.equilibrate) || (&B_unwrap == &X) ); Mat B_copy; if(B_is_modified) { B_copy = B_unwrap; } const Mat& 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 perm_c(A.n_cols+1); // extra paranoia: increase array length by 1 superlu_array_wrangler perm_r(A.n_rows+1); superlu_array_wrangler etree(A.n_cols+1); superlu_array_wrangler R(A.n_rows+1); superlu_array_wrangler C(A.n_cols+1); superlu_array_wrangler ferr(B.n_cols+1); superlu_array_wrangler berr(B.n_cols+1); superlu::GlobalLU_t glu; arrayops::fill_zeros(reinterpret_cast(&glu), sizeof(superlu::GlobalLU_t)); superlu::mem_usage_t mu; arrayops::fill_zeros(reinterpret_cast(&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(&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 inline typename get_pod_type::result sp_auxlib::norm1(superlu::SuperMatrix* A) { arma_extra_debug_sigprint(); char norm_id = '1'; arma_extra_debug_print("superlu::langs()"); return superlu::langs(&norm_id, A); } template inline typename get_pod_type::result sp_auxlib::lu_rcond(superlu::SuperMatrix* L, superlu::SuperMatrix* U, typename get_pod_type::result norm_val) { arma_extra_debug_sigprint(); typedef typename get_pod_type::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(&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 inline bool sp_auxlib::copy_to_supermatrix(superlu::SuperMatrix& out, const SpMat& A) { arma_extra_debug_sigprint(); // We store in column-major CSC. out.Stype = superlu::SLU_NC; if( is_float::value) { out.Dtype = superlu::SLU_S; } else if( is_double::value) { out.Dtype = superlu::SLU_D; } else if( is_cx_float::value) { out.Dtype = superlu::SLU_C; } else if(is_cx_double::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 inline bool sp_auxlib::copy_to_supermatrix_with_shift(superlu::SuperMatrix& out, const SpMat& 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::value) { out.Dtype = superlu::SLU_S; } else if( is_double::value) { out.Dtype = superlu::SLU_D; } else if( is_cx_float::value) { out.Dtype = superlu::SLU_C; } else if(is_cx_double::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 // inline // void // sp_auxlib::copy_to_spmat(SpMat& out, const superlu::SuperMatrix& A) // { // arma_extra_debug_sigprint(); // // bool type_matched = false; // // if( is_float::value) { type_matched = (A.Dtype == superlu::SLU_S); } // else if( is_double::value) { type_matched = (A.Dtype == superlu::SLU_D); } // else if( is_cx_float::value) { type_matched = (A.Dtype == superlu::SLU_C); } // else if(is_cx_double::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 inline bool sp_auxlib::wrap_to_supermatrix(superlu::SuperMatrix& out, const Mat& 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::value) { out.Dtype = superlu::SLU_S; } else if( is_double::value) { out.Dtype = superlu::SLU_D; } else if( is_cx_float::value) { out.Dtype = superlu::SLU_C; } else if(is_cx_double::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 inline void sp_auxlib::run_aupd_plain ( const uword n_eigvals, char* which, const SpMat& X, const SpMat& Xst, const bool sym, blas_int& n, eT& tol, blas_int& maxiter, podarray& resid, blas_int& ncv, podarray& v, blas_int& ldv, podarray& iparam, podarray& ipntr, podarray& workd, podarray& workl, blas_int& lworkl, podarray& 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 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 out(workd.memptr() + ipntr(1) - 1, n, false /* don't copy */); // // Set the input to point at the right memory. // Col 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::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 out(workd.memptr() + ipntr(1) - 1, n, false, true); Row 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 inline void sp_auxlib::run_aupd_shiftinvert ( const uword n_eigvals, const T sigma, const SpMat& X, const bool sym, blas_int& n, eT& tol, blas_int& maxiter, podarray& resid, blas_int& ncv, podarray& v, blas_int& ldv, podarray& iparam, podarray& ipntr, podarray& workd, podarray& workl, blas_int& lworkl, podarray& 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 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(&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 Y(X); // Y.diag() -= sigma; // // SpMat 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 perm_c(X.n_cols+1); // paranoia: increase array length by 1 superlu_array_wrangler perm_r(X.n_rows+1); superlu_array_wrangler 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(&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(x.get_ptr()); eT x_rcond = sp_auxlib::lu_rcond(l.get_ptr(), u.get_ptr(), x_norm_val); if( (x_rcond < std::numeric_limits::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 out(workd.memptr() + ipntr(1) - 1, n, false /* don't copy */); // Set the input to point at the right memory. Col 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(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 inline bool sp_auxlib::rudimentary_sym_check(const SpMat& X) { arma_extra_debug_sigprint(); if(X.n_rows != X.n_cols) { return false; } const eT tol = eT(10000) * std::numeric_limits::epsilon(); // allow some leeway typename SpMat::const_iterator it = X.begin(); typename SpMat::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 inline bool sp_auxlib::rudimentary_sym_check(const SpMat< std::complex >& 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 eT; if(X.n_rows != X.n_cols) { return false; } const T tol = T(10000) * std::numeric_limits::epsilon(); // allow some leeway typename SpMat::const_iterator it = X.begin(); typename SpMat::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 inline eigs_randu_filler::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::param_type local_param_type; local_u_distr.param(local_param_type(-1.0, +1.0)); } template inline void eigs_randu_filler::fill(podarray& X, const uword N) { arma_extra_debug_sigprint(); X.set_size(N); eT* X_mem = X.memptr(); for(uword i=0; i inline eigs_randu_filler< std::complex >::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::param_type local_param_type; local_u_distr.param(local_param_type(-1.0, +1.0)); } template inline void eigs_randu_filler< std::complex >::fill(podarray< std::complex >& X, const uword N) { arma_extra_debug_sigprint(); typedef typename std::complex eT; X.set_size(N); eT* X_mem = X.memptr(); for(uword i=0; i(&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(&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(&stat), sizeof(superlu::SuperLUStat_t)); superlu::init_stat(&stat); } inline superlu::SuperLUStat_t* superlu_stat_wrangler::get_ptr() { return &stat; } // template inline superlu_array_wrangler::~superlu_array_wrangler() { arma_extra_debug_sigprint_this(this); (*this).reset(); } template inline superlu_array_wrangler::superlu_array_wrangler() : mem(nullptr) { arma_extra_debug_sigprint_this(this); } template inline superlu_array_wrangler::superlu_array_wrangler(const uword n_elem) : mem(nullptr) { arma_extra_debug_sigprint_this(this); (*this).set_size(n_elem); } template inline void superlu_array_wrangler::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 inline void superlu_array_wrangler::reset() { arma_extra_debug_sigprint(); if(mem != nullptr) { superlu::free(mem); mem = nullptr; } } template inline eT* superlu_array_wrangler::get_ptr() { return mem; } // template inline superlu_worker::~superlu_worker() { arma_extra_debug_sigprint_this(this); if(l != nullptr) { delete l; l = nullptr; } if(u != nullptr) { delete u; u = nullptr; } } template inline superlu_worker::superlu_worker() { arma_extra_debug_sigprint_this(this); } template inline bool superlu_worker::factorise(typename get_pod_type::result& out_rcond, const SpMat& A, const superlu_opts& user_opts) { arma_extra_debug_sigprint(); typedef typename get_pod_type::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 etree(A.n_cols+1); superlu::GlobalLU_t Glu; arrayops::fill_zeros(reinterpret_cast(&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(&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(AA.get_ptr()); const T AA_rcond = sp_auxlib::lu_rcond(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 inline bool superlu_worker::solve(Mat& X, const Mat& 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(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 //! @}