/* sgf.c (sparse Gaussian factorizer) */ /*********************************************************************** * This code is part of GLPK (GNU Linear Programming Kit). * Copyright (C) 2012-2015 Free Software Foundation, Inc. * Written by Andrew Makhorin . * * GLPK is free software: you can redistribute it and/or modify it * under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * GLPK is distributed in the hope that it will be useful, but WITHOUT * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public * License for more details. * * You should have received a copy of the GNU General Public License * along with GLPK. If not, see . ***********************************************************************/ #include "env.h" #include "sgf.h" /*********************************************************************** * sgf_reduce_nuc - initial reordering to minimize nucleus size * * On entry to this routine it is assumed that V = A and F = P = Q = I, * where A is the original matrix to be factorized. It is also assumed * that matrix V = A is stored in both row- and column-wise formats. * * This routine performs (implicit) non-symmetric permutations of rows * and columns of matrix U = P'* V * Q' to reduce it to the form: * * 1 k1 k2 n * 1 x x x x x x x x x x * . x x x x x x x x x * . . x x x x x x x x * k1 . . . * * * * x x x * . . . * * * * x x x * . . . * * * * x x x * k2 . . . * * * * x x x * . . . . . . . x x x * . . . . . . . . x x * n . . . . . . . . . x * * where non-zeros in rows and columns k1, k1+1, ..., k2 constitute so * called nucleus ('*'), whose size is minimized by the routine. * * The numbers k1 and k2 are returned by the routine on exit. Usually, * if the nucleus exists, 1 <= k1 < k2 <= n. However, if the resultant * matrix U is upper triangular (has no nucleus), k1 = n+1 and k2 = n. * * Note that the routines sgf_choose_pivot and sgf_eliminate perform * exactly the same transformations (by processing row and columns * singletons), so preliminary minimization of the nucleus may not be * used. However, processing row and column singletons by the routines * sgf_minimize_nuc and sgf_singl_phase is more efficient. */ #if 1 /* 21/II-2016 */ /* Normally this routine returns zero. If the matrix is structurally * singular, the routine returns non-zero. */ #endif int sgf_reduce_nuc(LUF *luf, int *k1_, int *k2_, int cnt[/*1+n*/], int list[/*1+n*/]) { int n = luf->n; SVA *sva = luf->sva; int *sv_ind = sva->ind; int vr_ref = luf->vr_ref; int *vr_ptr = &sva->ptr[vr_ref-1]; int *vr_len = &sva->len[vr_ref-1]; int vc_ref = luf->vc_ref; int *vc_ptr = &sva->ptr[vc_ref-1]; int *vc_len = &sva->len[vc_ref-1]; int *pp_ind = luf->pp_ind; int *pp_inv = luf->pp_inv; int *qq_ind = luf->qq_ind; int *qq_inv = luf->qq_inv; int i, ii, j, jj, k1, k2, ns, ptr, end; /* initial nucleus is U = V = A */ k1 = 1, k2 = n; /*--------------------------------------------------------------*/ /* process column singletons */ /*--------------------------------------------------------------*/ /* determine initial counts of columns of V and initialize list * of active column singletons */ ns = 0; /* number of active column singletons */ for (j = 1; j <= n; j++) { if ((cnt[j] = vc_len[j]) == 1) list[++ns] = j; } /* process active column singletons */ while (ns > 0) { /* column singleton is in j-th column of V */ j = list[ns--]; #if 1 /* 21/II-2016 */ if (cnt[j] == 0) { /* j-th column in the current nucleus is actually empty */ /* this happened because on a previous step in the nucleus * there were two or more identical column singletons (that * means structural singularity), so removing one of them * from the nucleus made other columns empty */ return 1; } #endif /* find i-th row of V containing column singleton */ ptr = vc_ptr[j]; end = ptr + vc_len[j]; for (; pp_ind[i = sv_ind[ptr]] < k1; ptr++) /* nop */; xassert(ptr < end); /* permute rows and columns of U to move column singleton to * position u[k1,k1] */ ii = pp_ind[i]; luf_swap_u_rows(k1, ii); jj = qq_inv[j]; luf_swap_u_cols(k1, jj); /* nucleus size decreased */ k1++; /* walk thru i-th row of V and decrease column counts; this * may cause new column singletons to appear */ ptr = vr_ptr[i]; end = ptr + vr_len[i]; for (; ptr < end; ptr++) { if (--(cnt[j = sv_ind[ptr]]) == 1) list[++ns] = j; } } /* nucleus begins at k1-th row/column of U */ if (k1 > n) { /* U is upper triangular; no nucleus exist */ goto done; } /*--------------------------------------------------------------*/ /* process row singletons */ /*--------------------------------------------------------------*/ /* determine initial counts of rows of V and initialize list of * active row singletons */ ns = 0; /* number of active row singletons */ for (i = 1; i <= n; i++) { if (pp_ind[i] < k1) { /* corresponding row of U is above its k1-th row; set its * count to zero to prevent including it in active list */ cnt[i] = 0; } else if ((cnt[i] = vr_len[i]) == 1) list[++ns] = i; } /* process active row singletons */ while (ns > 0) { /* row singleton is in i-th row of V */ i = list[ns--]; #if 1 /* 21/II-2016 */ if (cnt[i] == 0) { /* i-th row in the current nucleus is actually empty */ /* (see comments above for similar case of empty column) */ return 2; } #endif /* find j-th column of V containing row singleton */ ptr = vr_ptr[i]; end = ptr + vr_len[i]; for (; qq_inv[j = sv_ind[ptr]] > k2; ptr++) /* nop */; xassert(ptr < end); /* permute rows and columns of U to move row singleton to * position u[k2,k2] */ ii = pp_ind[i]; luf_swap_u_rows(k2, ii); jj = qq_inv[j]; luf_swap_u_cols(k2, jj); /* nucleus size decreased */ k2--; /* walk thru j-th column of V and decrease row counts; this * may cause new row singletons to appear */ ptr = vc_ptr[j]; end = ptr + vc_len[j]; for (; ptr < end; ptr++) { if (--(cnt[i = sv_ind[ptr]]) == 1) list[++ns] = i; } } /* nucleus ends at k2-th row/column of U */ xassert(k1 < k2); done: *k1_ = k1, *k2_ = k2; return 0; } /*********************************************************************** * sgf_singl_phase - compute LU-factorization (singleton phase) * * It is assumed that on entry to the routine L = P'* F * P = F = I * and matrix U = P'* V * Q' has the following structure (provided by * the routine sgf_reduce_nuc): * * 1 k1 k2 n * 1 a a a b b b b c c c * . a a b b b b c c c * . . a b b b b c c c * k1 . . . * * * * d d d * . . . * * * * d d d * . . . * * * * d d d * k2 . . . * * * * d d d * . . . . . . . e e e * . . . . . . . . e e * n . . . . . . . . . e * * First, the routine performs (implicit) symmetric permutations of * rows and columns of matrix U to place them in the following order: * * 1, 2, ..., k1-1; n, n-1, ..., k2+1; k1, k1+1, ..., k2 * * This changes the structure of matrix U as follows: * * 1 k1 k2' n * 1 a a a c c c b b b b * . a a c c c b b b b * . . a c c c b b b b * k1 . . . e . . . . . . * . . . e e . . . . . * . . . e e e . . . . * k2'. . . d d d * * * * * . . . d d d * * * * * . . . d d d * * * * * n . . . d d d * * * * * * where k2' = n - k2 + k1. * * Then the routine performs elementary gaussian transformations to * eliminate subdiagonal elements in columns k1, ..., k2'-1 of U. The * effect is the same as if the routine sgf_eliminate would be called * for k = 1, ..., k2'-1 using diagonal elements u[k,k] as pivots. * * After elimination matrices L and U becomes the following: * * 1 k1 k2' n 1 k1 k2' n * 1 1 . . . . . . . . . 1 a a a c c c b b b b * . 1 . . . . . . . . . a a c c c b b b b * . . 1 . . . . . . . . . a c c c b b b b * k1 . . . 1 . . . . . . k1 . . . e . . . . . . * . . . e'1 . . . . . . . . . e . . . . . * . . . e'e'1 . . . . . . . . . e . . . . * k2'. . . d'd'd'1 . . . k2'. . . . . . * * * * * . . . d'd'd'. 1 . . . . . . . . * * * * * . . . d'd'd'. . 1 . . . . . . . * * * * * n . . . d'd'd'. . . 1 n . . . . . . * * * * * * matrix L matrix U * * where columns k1, ..., k2'-1 of L consist of subdiagonal elements * of initial matrix U divided by pivots u[k,k]. * * On exit the routine returns k2', the elimination step number, from * which computing of the factorization should be continued. Note that * k2' = n+1 means that matrix U is already upper triangular. */ int sgf_singl_phase(LUF *luf, int k1, int k2, int updat, int ind[/*1+n*/], double val[/*1+n*/]) { int n = luf->n; SVA *sva = luf->sva; int *sv_ind = sva->ind; double *sv_val = sva->val; int fc_ref = luf->fc_ref; int *fc_ptr = &sva->ptr[fc_ref-1]; int *fc_len = &sva->len[fc_ref-1]; int vr_ref = luf->vr_ref; int *vr_ptr = &sva->ptr[vr_ref-1]; int *vr_len = &sva->len[vr_ref-1]; double *vr_piv = luf->vr_piv; int vc_ref = luf->vc_ref; int *vc_ptr = &sva->ptr[vc_ref-1]; int *vc_len = &sva->len[vc_ref-1]; int *pp_ind = luf->pp_ind; int *pp_inv = luf->pp_inv; int *qq_ind = luf->qq_ind; int *qq_inv = luf->qq_inv; int i, j, k, ptr, ptr1, end, len; double piv; /* (see routine sgf_reduce_nuc) */ xassert((1 <= k1 && k1 < k2 && k2 <= n) || (k1 == n+1 && k2 == n)); /* perform symmetric permutations of rows/columns of U */ for (k = k1; k <= k2; k++) pp_ind[pp_inv[k]] = qq_inv[qq_ind[k]] = k - k2 + n; for (k = k2+1; k <= n; k++) pp_ind[pp_inv[k]] = qq_inv[qq_ind[k]] = n - k + k1; for (k = 1; k <= n; k++) pp_inv[pp_ind[k]] = qq_ind[qq_inv[k]] = k; /* determine k2' */ k2 = n - k2 + k1; /* process rows and columns of V corresponding to rows and * columns 1, ..., k1-1 of U */ for (k = 1; k < k1; k++) { /* k-th row of U = i-th row of V */ i = pp_inv[k]; /* find pivot u[k,k] = v[i,j] in i-th row of V */ ptr = vr_ptr[i]; end = ptr + vr_len[i]; for (; qq_inv[sv_ind[ptr]] != k; ptr++) /* nop */; xassert(ptr < end); /* store pivot */ vr_piv[i] = sv_val[ptr]; /* and remove it from i-th row of V */ sv_ind[ptr] = sv_ind[end-1]; sv_val[ptr] = sv_val[end-1]; vr_len[i]--; /* clear column of V corresponding to k-th column of U */ vc_len[qq_ind[k]] = 0; } /* clear rows of V corresponding to rows k1, ..., k2'-1 of U */ for (k = k1; k < k2; k++) vr_len[pp_inv[k]] = 0; /* process rows and columns of V corresponding to rows and * columns k2', ..., n of U */ for (k = k2; k <= n; k++) { /* k-th row of U = i-th row of V */ i = pp_inv[k]; /* remove elements from i-th row of V that correspond to * elements u[k,k1], ..., u[k,k2'-1] */ ptr = ptr1 = vr_ptr[i]; end = ptr + vr_len[i]; for (; ptr < end; ptr++) { if (qq_inv[sv_ind[ptr]] >= k2) { sv_ind[ptr1] = sv_ind[ptr]; sv_val[ptr1] = sv_val[ptr]; ptr1++; } } vr_len[i] = ptr1 - vr_ptr[i]; /* k-th column of U = j-th column of V */ j = qq_ind[k]; /* remove elements from j-th column of V that correspond to * elements u[1,k], ..., u[k1-1,k] */ ptr = ptr1 = vc_ptr[j]; end = ptr + vc_len[j]; for (; ptr < end; ptr++) { if (pp_ind[sv_ind[ptr]] >= k2) /* element value is not needed in this case */ sv_ind[ptr1++] = sv_ind[ptr]; } vc_len[j] = ptr1 - vc_ptr[j]; } /* process columns of V corresponding to columns k1, ..., k2'-1 * of U, build columns of F */ for (k = k1; k < k2; k++) { /* k-th column of U = j-th column of V */ j = qq_ind[k]; /* remove elements from j-th column of V that correspond to * pivot (diagonal) element u[k,k] and subdiagonal elements * u[k+1,k], ..., u[n,k]; subdiagonal elements are stored for * further addition to matrix F */ len = 0; piv = 0.0; ptr = vc_ptr[j]; end = ptr + vc_len[j]; for (; ptr < end; ptr++) { i = sv_ind[ptr]; /* v[i,j] */ if (pp_ind[i] == k) { /* store pivot v[i,j] = u[k,k] */ piv = vr_piv[i] = sv_val[ptr]; } else if (pp_ind[i] > k) { /* store subdiagonal element v[i,j] = u[i',k] */ len++; ind[len] = i; val[len] = sv_val[ptr]; } } /* clear j-th column of V = k-th column of U */ vc_len[j] = 0; /* build k-th column of L = j-th column of F */ j = pp_inv[k]; xassert(piv != 0.0); if (len > 0) { if (sva->r_ptr - sva->m_ptr < len) { sva_more_space(sva, len); sv_ind = sva->ind; sv_val = sva->val; } sva_reserve_cap(sva, fc_ref-1+j, len); for (ptr = fc_ptr[j], ptr1 = 1; ptr1 <= len; ptr++, ptr1++) { sv_ind[ptr] = ind[ptr1]; sv_val[ptr] = val[ptr1] / piv; } fc_len[j] = len; } } /* if it is not planned to update matrix V, relocate all its * non-active rows corresponding to rows 1, ..., k2'-1 of U to * the right (static) part of SVA */ if (!updat) { for (k = 1; k < k2; k++) { i = pp_inv[k]; len = vr_len[i]; if (sva->r_ptr - sva->m_ptr < len) { sva_more_space(sva, len); sv_ind = sva->ind; sv_val = sva->val; } sva_make_static(sva, vr_ref-1+i); } } /* elimination steps 1, ..., k2'-1 have been performed */ return k2; } /*********************************************************************** * sgf_choose_pivot - choose pivot element v[p,q] * * This routine chooses pivot element v[p,q], k <= p, q <= n, in the * active submatrix of matrix V = P * U * Q, where k is the number of * current elimination step, 1 <= k <= n. * * It is assumed that on entry to the routine matrix U = P'* V * Q' has * the following partially triangularized form: * * 1 k n * 1 x x x x x x x x x x * . x x x x x x x x x * . . x x x x x x x x * . . . x x x x x x x * k . . . . * * * * * * * . . . . * * * * * * * . . . . * * * * * * * . . . . * * * * * * * . . . . * * * * * * * n . . . . * * * * * * * * where rows and columns k, k+1, ..., n belong to the active submatrix * (its elements are marked by '*'). * * Since the matrix U is not stored, the routine works with the matrix * V = P * U * Q. It is assumed that the row-wise representation * corresponds to the matrix V, but the column-wise representation * corresponds to the active submatrix of the matrix V, i.e. elements, * which are not in the active submatrix, are not included in column * vectors. It is also assumed that each active row of the matrix V is * in the set R[len], where len is the number of non-zeros in the row, * and each active column of the matrix V is in the set C[len], where * len is the number of non-zeros in the column (in the latter case * only elements of the active submatrix are counted; such elements are * marked by '*' on the figure above). * * For the reason of numerical stability the routine applies so called * threshold pivoting proposed by J.Reid. It is assumed that an element * v[i,j] can be selected as a pivot candidate if it is not very small * (in magnitude) among other elements in the same row, i.e. if it * satisfies to the stability condition |v[i,j]| >= tol * max|v[i,*]|, * where 0 < tol < 1 is a given tolerance. * * In order to keep sparsity of the matrix V the routine uses Markowitz * strategy, trying to choose such element v[p,q], which satisfies to * the stability condition (see above) and has smallest Markowitz cost * (nr[p]-1) * (nc[q]-1), where nr[p] and nc[q] are, resp., numbers of * non-zeros in p-th row and q-th column of the active submatrix. * * In order to reduce the search, i.e. not to walk through all elements * of the active submatrix, the routine uses a technique proposed by * I.Duff. This technique is based on using the sets R[len] and C[len] * of active rows and columns. * * If the pivot element v[p,q] has been chosen, the routine stores its * indices to locations *p and *q and returns zero. Otherwise, non-zero * is returned. */ int sgf_choose_pivot(SGF *sgf, int *p_, int *q_) { LUF *luf = sgf->luf; int n = luf->n; SVA *sva = luf->sva; int *sv_ind = sva->ind; double *sv_val = sva->val; int vr_ref = luf->vr_ref; int *vr_ptr = &sva->ptr[vr_ref-1]; int *vr_len = &sva->len[vr_ref-1]; int vc_ref = luf->vc_ref; int *vc_ptr = &sva->ptr[vc_ref-1]; int *vc_len = &sva->len[vc_ref-1]; int *rs_head = sgf->rs_head; int *rs_next = sgf->rs_next; int *cs_head = sgf->cs_head; int *cs_prev = sgf->cs_prev; int *cs_next = sgf->cs_next; double *vr_max = sgf->vr_max; double piv_tol = sgf->piv_tol; int piv_lim = sgf->piv_lim; int suhl = sgf->suhl; int i, i_ptr, i_end, j, j_ptr, j_end, len, min_i, min_j, min_len, ncand, next_j, p, q; double best, big, cost, temp; /* no pivot candidate has been chosen so far */ p = q = 0, best = DBL_MAX, ncand = 0; /* if the active submatrix contains a column having the only * non-zero element (column singleton), choose it as the pivot */ j = cs_head[1]; if (j != 0) { xassert(vc_len[j] == 1); p = sv_ind[vc_ptr[j]], q = j; goto done; } /* if the active submatrix contains a row having the only * non-zero element (row singleton), choose it as the pivot */ i = rs_head[1]; if (i != 0) { xassert(vr_len[i] == 1); p = i, q = sv_ind[vr_ptr[i]]; goto done; } /* the active submatrix contains no singletons; walk thru its * other non-empty rows and columns */ for (len = 2; len <= n; len++) { /* consider active columns containing len non-zeros */ for (j = cs_head[len]; j != 0; j = next_j) { /* save the number of next column of the same length */ next_j = cs_next[j]; /* find an element in j-th column, which is placed in the * row with minimal number of non-zeros and satisfies to * the stability condition (such element may not exist) */ min_i = min_j = 0, min_len = INT_MAX; for (j_end = (j_ptr = vc_ptr[j]) + vc_len[j]; j_ptr < j_end; j_ptr++) { /* get row index of v[i,j] */ i = sv_ind[j_ptr]; /* if i-th row is not shorter, skip v[i,j] */ if (vr_len[i] >= min_len) continue; /* big := max|v[i,*]| */ if ((big = vr_max[i]) < 0.0) { /* largest magnitude is unknown; compute it */ for (i_end = (i_ptr = vr_ptr[i]) + vr_len[i]; i_ptr < i_end; i_ptr++) { if ((temp = sv_val[i_ptr]) < 0.0) temp = -temp; if (big < temp) big = temp; } xassert(big > 0.0); vr_max[i] = big; } /* find v[i,j] in i-th row */ for (i_end = (i_ptr = vr_ptr[i]) + vr_len[i]; sv_ind[i_ptr] != j; i_ptr++) /* nop */; xassert(i_ptr < i_end); /* if |v[i,j]| < piv_tol * max|v[i,*]|, skip v[i,j] */ if ((temp = sv_val[i_ptr]) < 0.0) temp = -temp; if (temp < piv_tol * big) continue; /* v[i,j] is a better candidate */ min_i = i, min_j = j, min_len = vr_len[i]; /* if Markowitz cost of v[i,j] is not greater than * (len-1)**2, v[i,j] can be chosen as the pivot right * now; this heuristic reduces the search and works well * in many cases */ if (min_len <= len) { p = min_i, q = min_j; goto done; } } /* j-th column has been scanned */ if (min_i != 0) { /* element v[min_i,min_j] is a next pivot candidate */ ncand++; /* compute its Markowitz cost */ cost = (double)(min_len - 1) * (double)(len - 1); /* if this element is better, choose it as the pivot */ if (cost < best) p = min_i, q = min_j, best = cost; /* if piv_lim candidates were considered, terminate * the search, because it is doubtful that a much better * candidate will be found */ if (ncand == piv_lim) goto done; } else if (suhl) { /* j-th column has no eligible elements that satisfy to * the stability criterion; Uwe Suhl suggests to exclude * such column from further considerations until it * becomes a column singleton; in hard cases this may * significantly reduce the time needed to choose the * pivot element */ sgf_deactivate_col(j); cs_prev[j] = cs_next[j] = j; } } /* consider active rows containing len non-zeros */ for (i = rs_head[len]; i != 0; i = rs_next[i]) { /* big := max|v[i,*]| */ if ((big = vr_max[i]) < 0.0) { /* largest magnitude is unknown; compute it */ for (i_end = (i_ptr = vr_ptr[i]) + vr_len[i]; i_ptr < i_end; i_ptr++) { if ((temp = sv_val[i_ptr]) < 0.0) temp = -temp; if (big < temp) big = temp; } xassert(big > 0.0); vr_max[i] = big; } /* find an element in i-th row, which is placed in the * column with minimal number of non-zeros and satisfies to * the stability condition (such element always exists) */ min_i = min_j = 0, min_len = INT_MAX; for (i_end = (i_ptr = vr_ptr[i]) + vr_len[i]; i_ptr < i_end; i_ptr++) { /* get column index of v[i,j] */ j = sv_ind[i_ptr]; /* if j-th column is not shorter, skip v[i,j] */ if (vc_len[j] >= min_len) continue; /* if |v[i,j]| < piv_tol * max|v[i,*]|, skip v[i,j] */ if ((temp = sv_val[i_ptr]) < 0.0) temp = -temp; if (temp < piv_tol * big) continue; /* v[i,j] is a better candidate */ min_i = i, min_j = j, min_len = vc_len[j]; /* if Markowitz cost of v[i,j] is not greater than * (len-1)**2, v[i,j] can be chosen as the pivot right * now; this heuristic reduces the search and works well * in many cases */ if (min_len <= len) { p = min_i, q = min_j; goto done; } } /* i-th row has been scanned */ if (min_i != 0) { /* element v[min_i,min_j] is a next pivot candidate */ ncand++; /* compute its Markowitz cost */ cost = (double)(len - 1) * (double)(min_len - 1); /* if this element is better, choose it as the pivot */ if (cost < best) p = min_i, q = min_j, best = cost; /* if piv_lim candidates were considered, terminate * the search, because it is doubtful that a much better * candidate will be found */ if (ncand == piv_lim) goto done; } else { /* this can never be */ xassert(min_i != min_i); } } } done: /* report the pivot to the factorization routine */ *p_ = p, *q_ = q; return (p == 0); } /*********************************************************************** * sgf_eliminate - perform gaussian elimination * * This routine performs elementary gaussian transformations in order * to eliminate subdiagonal elements in k-th column of matrix * U = P'* V * Q' using pivot element u[k,k], where k is the number of * current elimination step, 1 <= k <= n. * * The parameters p and q specify, resp., row and column indices of the * pivot element v[p,q] = u[k,k]. * * On entry the routine assumes that partially triangularized matrices * L = P'* F * P and U = P'* V * Q' have the following structure: * * 1 k n 1 k n * 1 1 . . . . . . . . . 1 x x x x x x x x x x * x 1 . . . . . . . . . x x x x x x x x x * x x 1 . . . . . . . . . x x x x x x x x * x x x 1 . . . . . . . . . x x x x x x x * k x x x x 1 . . . . . k . . . . * * * * * * * x x x x _ 1 . . . . . . . . # * * * * * * x x x x _ . 1 . . . . . . . # * * * * * * x x x x _ . . 1 . . . . . . # * * * * * * x x x x _ . . . 1 . . . . . # * * * * * * n x x x x _ . . . . 1 n . . . . # * * * * * * * matrix L matrix U * * where rows and columns k, k+1, ..., n of matrix U constitute the * active submatrix. Elements to be eliminated are marked by '#', and * other elements of the active submatrix are marked by '*'. May note * that each eliminated non-zero element u[i,k] of matrix U gives * corresponding non-zero element l[i,k] of matrix L (marked by '_'). * * Actually all operations are performed on matrix V. It is assumed * that the row-wise representation corresponds to matrix V, but the * column-wise representation corresponds to the active submatrix of * matrix V (or, more precisely, to its pattern, because only row * indices for columns of the active submatrix are used on this stage). * * Let u[k,k] = v[p,q] be the pivot. In order to eliminate subdiagonal * elements u[i',k] = v[i,q], i'= k+1, k+2, ..., n, the routine applies * the following elementary gaussian transformations: * * (i-th row of V) := (i-th row of V) - f[i,p] * (p-th row of V), * * where f[i,p] = v[i,q] / v[p,q] is a gaussian multiplier stored to * p-th column of matrix F to keep the main equality A = F * V * (corresponding elements l[i',k] of matrix L are marked by '_' on the * figure above). * * NOTE: On entry to the routine the working arrays flag and work * should contain zeros. This status is retained by the routine * on exit. */ int sgf_eliminate(SGF *sgf, int p, int q) { LUF *luf = sgf->luf; int n = luf->n; SVA *sva = luf->sva; int *sv_ind = sva->ind; double *sv_val = sva->val; int fc_ref = luf->fc_ref; int *fc_ptr = &sva->ptr[fc_ref-1]; int *fc_len = &sva->len[fc_ref-1]; int vr_ref = luf->vr_ref; int *vr_ptr = &sva->ptr[vr_ref-1]; int *vr_len = &sva->len[vr_ref-1]; int *vr_cap = &sva->cap[vr_ref-1]; double *vr_piv = luf->vr_piv; int vc_ref = luf->vc_ref; int *vc_ptr = &sva->ptr[vc_ref-1]; int *vc_len = &sva->len[vc_ref-1]; int *vc_cap = &sva->cap[vc_ref-1]; int *rs_head = sgf->rs_head; int *rs_prev = sgf->rs_prev; int *rs_next = sgf->rs_next; int *cs_head = sgf->cs_head; int *cs_prev = sgf->cs_prev; int *cs_next = sgf->cs_next; double *vr_max = sgf->vr_max; char *flag = sgf->flag; double *work = sgf->work; double eps_tol = sgf->eps_tol; int nnz_diff = 0; int fill, i, i_ptr, i_end, j, j_ptr, j_end, ptr, len, loc, loc1; double vpq, fip, vij; xassert(1 <= p && p <= n); xassert(1 <= q && q <= n); /* remove p-th row from the active set; this row will never * return there */ sgf_deactivate_row(p); /* process p-th (pivot) row */ ptr = 0; for (i_end = (i_ptr = vr_ptr[p]) + vr_len[p]; i_ptr < i_end; i_ptr++) { /* get column index of v[p,j] */ j = sv_ind[i_ptr]; if (j == q) { /* save pointer to pivot v[p,q] */ ptr = i_ptr; } else { /* store v[p,j], j != q, to working array */ flag[j] = 1; work[j] = sv_val[i_ptr]; } /* remove j-th column from the active set; q-th column will * never return there while other columns will return to the * active set with new length */ if (cs_next[j] == j) { /* j-th column was marked by the pivoting routine according * to Uwe Suhl's suggestion and is already inactive */ xassert(cs_prev[j] == j); } else sgf_deactivate_col(j); nnz_diff -= vc_len[j]; /* find and remove v[p,j] from j-th column */ for (j_end = (j_ptr = vc_ptr[j]) + vc_len[j]; sv_ind[j_ptr] != p; j_ptr++) /* nop */; xassert(j_ptr < j_end); sv_ind[j_ptr] = sv_ind[j_end-1]; vc_len[j]--; } /* save pivot v[p,q] and remove it from p-th row */ xassert(ptr > 0); vpq = vr_piv[p] = sv_val[ptr]; sv_ind[ptr] = sv_ind[i_end-1]; sv_val[ptr] = sv_val[i_end-1]; vr_len[p]--; /* if it is not planned to update matrix V, relocate p-th row to * the right (static) part of SVA */ if (!sgf->updat) { len = vr_len[p]; if (sva->r_ptr - sva->m_ptr < len) { sva_more_space(sva, len); sv_ind = sva->ind; sv_val = sva->val; } sva_make_static(sva, vr_ref-1+p); } /* copy the pattern (row indices) of q-th column of the active * submatrix (from which v[p,q] has been just removed) to p-th * column of matrix F (without unity diagonal element) */ len = vc_len[q]; if (len > 0) { if (sva->r_ptr - sva->m_ptr < len) { sva_more_space(sva, len); sv_ind = sva->ind; sv_val = sva->val; } sva_reserve_cap(sva, fc_ref-1+p, len); memcpy(&sv_ind[fc_ptr[p]], &sv_ind[vc_ptr[q]], len * sizeof(int)); fc_len[p] = len; } /* make q-th column of the active submatrix empty */ vc_len[q] = 0; /* transform non-pivot rows of the active submatrix */ for (loc = fc_len[p]-1; loc >= 0; loc--) { /* get row index of v[i,q] = row index of f[i,p] */ i = sv_ind[fc_ptr[p] + loc]; xassert(i != p); /* v[p,q] was removed */ /* remove i-th row from the active set; this row will return * there with new length */ sgf_deactivate_row(i); /* find v[i,q] in i-th row */ for (i_end = (i_ptr = vr_ptr[i]) + vr_len[i]; sv_ind[i_ptr] != q; i_ptr++) /* nop */; xassert(i_ptr < i_end); /* compute gaussian multiplier f[i,p] = v[i,q] / v[p,q] */ fip = sv_val[fc_ptr[p] + loc] = sv_val[i_ptr] / vpq; /* remove v[i,q] from i-th row */ sv_ind[i_ptr] = sv_ind[i_end-1]; sv_val[i_ptr] = sv_val[i_end-1]; vr_len[i]--; /* perform elementary gaussian transformation: * (i-th row) := (i-th row) - f[i,p] * (p-th row) * note that p-th row of V, which is in the working array, * doesn't contain pivot v[p,q], and i-th row of V doesn't * contain v[i,q] to be eliminated */ /* walk thru i-th row and transform existing elements */ fill = vr_len[p]; for (i_end = (i_ptr = ptr = vr_ptr[i]) + vr_len[i]; i_ptr < i_end; i_ptr++) { /* get column index and value of v[i,j] */ j = sv_ind[i_ptr]; vij = sv_val[i_ptr]; if (flag[j]) { /* v[p,j] != 0 */ flag[j] = 0, fill--; /* v[i,j] := v[i,j] - f[i,p] * v[p,j] */ vij -= fip * work[j]; if (-eps_tol < vij && vij < +eps_tol) { /* new v[i,j] is close to zero; remove it from the * active submatrix, i.e. replace it by exact zero */ /* find and remove v[i,j] from j-th column */ for (j_end = (j_ptr = vc_ptr[j]) + vc_len[j]; sv_ind[j_ptr] != i; j_ptr++) /* nop */; xassert(j_ptr < j_end); sv_ind[j_ptr] = sv_ind[j_end-1]; vc_len[j]--; continue; } } /* keep new v[i,j] in i-th row */ sv_ind[ptr] = j; sv_val[ptr] = vij; ptr++; } /* (new length of i-th row may decrease because of numerical * cancellation) */ vr_len[i] = len = ptr - vr_ptr[i]; /* now flag[*] is the pattern of the set v[p,*] \ v[i,*], and * fill is the number of non-zeros in this set */ if (fill == 0) { /* no fill-in occurs */ /* walk thru p-th row and restore the column flags */ for (i_end = (i_ptr = vr_ptr[p]) + vr_len[p]; i_ptr < i_end; i_ptr++) flag[sv_ind[i_ptr]] = 1; /* v[p,j] != 0 */ goto skip; } /* up to fill new non-zero elements may appear in i-th row due * to fill-in; reserve locations for these elements (note that * actual length of i-th row is currently stored in len) */ if (vr_cap[i] < len + fill) { if (sva->r_ptr - sva->m_ptr < len + fill) { sva_more_space(sva, len + fill); sv_ind = sva->ind; sv_val = sva->val; } sva_enlarge_cap(sva, vr_ref-1+i, len + fill, 0); } vr_len[i] += fill; /* walk thru p-th row and add new elements to i-th row */ for (loc1 = vr_len[p]-1; loc1 >= 0; loc1--) { /* get column index of v[p,j] */ j = sv_ind[vr_ptr[p] + loc1]; if (!flag[j]) { /* restore j-th column flag */ flag[j] = 1; /* v[i,j] was computed earlier on transforming existing * elements of i-th row */ continue; } /* v[i,j] := 0 - f[i,p] * v[p,j] */ vij = - fip * work[j]; if (-eps_tol < vij && vij < +eps_tol) { /* new v[i,j] is close to zero; do not add it to the * active submatrix, i.e. replace it by exact zero */ continue; } /* add new v[i,j] to i-th row */ sv_ind[ptr = vr_ptr[i] + (len++)] = j; sv_val[ptr] = vij; /* add new v[i,j] to j-th column */ if (vc_cap[j] == vc_len[j]) { /* we reserve extra locations in j-th column to reduce * further relocations of that column */ #if 1 /* FIXME */ /* use control parameter to specify the number of extra * locations reserved */ int need = vc_len[j] + 10; #endif if (sva->r_ptr - sva->m_ptr < need) { sva_more_space(sva, need); sv_ind = sva->ind; sv_val = sva->val; } sva_enlarge_cap(sva, vc_ref-1+j, need, 1); } sv_ind[vc_ptr[j] + (vc_len[j]++)] = i; } /* set final length of i-th row just transformed */ xassert(len <= vr_len[i]); vr_len[i] = len; skip: /* return i-th row to the active set with new length */ sgf_activate_row(i); /* since i-th row has been changed, largest magnitude of its * elements becomes unknown */ vr_max[i] = -1.0; } /* walk thru p-th (pivot) row */ for (i_end = (i_ptr = vr_ptr[p]) + vr_len[p]; i_ptr < i_end; i_ptr++) { /* get column index of v[p,j] */ j = sv_ind[i_ptr]; xassert(j != q); /* v[p,q] was removed */ /* return j-th column to the active set with new length */ if (cs_next[j] == j && vc_len[j] != 1) { /* j-th column was marked by the pivoting routine and it is * still not a column singleton, so leave it incative */ xassert(cs_prev[j] == j); } else sgf_activate_col(j); nnz_diff += vc_len[j]; /* restore zero content of the working arrays */ flag[j] = 0; work[j] = 0.0; } /* return the difference between the numbers of non-zeros in the * active submatrix on entry and on exit, resp. */ return nnz_diff; } /*********************************************************************** * sgf_dense_lu - compute dense LU-factorization with full pivoting * * This routine performs Gaussian elimination with full pivoting to * compute dense LU-factorization of the specified matrix A of order n * in the form: * * A = P * L * U * Q, (1) * * where L is lower triangular matrix with unit diagonal, U is upper * triangular matrix, P and Q are permutation matrices. * * On entry to the routine elements of matrix A = (a[i,j]) should be * placed in the array elements a[0], ..., a[n^2-1] in dense row-wise * format. On exit from the routine matrix A is replaced by factors L * and U as follows: * * u[1,1] u[1,2] ... u[1,n-1] u[1,n] * l[2,1] u[2,2] ... u[2,n-1] u[2,n] * . . . . . . . . . . . . . . * l[n-1,1] l[n-1,2] u[n-1,n-1] u[n-1,n] * l[n,1] l[n,2] ... l[n,n-1] u[n,n] * * The unit diagonal elements of L are not stored. * * Information on permutations of rows and columns of active submatrix * during factorization is accumulated by the routine as follows. Every * time the routine permutes rows i and i' or columns j and j', it also * permutes elements r[i-1] and r[i'-1] or c[j-1] and c[j'-1], resp. * Thus, on entry to the routine elements r[0], r[1], ..., r[n-1] and * c[0], c[1], ..., c[n-1] should be initialized by some integers that * identify rows and columns of the original matrix A. * * If the factorization has been successfully computed, the routine * returns zero. Otherwise, if on k-th elimination step, 1 <= k <= n, * all elements of the active submatrix are close to zero, the routine * returns k, in which case a partial factorization is stored in the * array a. */ int sgf_dense_lu(int n, double a_[], int r[], int c[], double eps) { /* non-optimized version */ int i, j, k, p, q, ref; double akk, big, temp; # define a(i,j) a_[(i)*n+(j)] /* initially U = A, L = P = Q = I */ /* main elimination loop */ for (k = 0; k < n; k++) { /* choose pivot u[p,q], k <= p, q <= n */ p = q = -1, big = eps; for (i = k; i < n; i++) { for (j = k; j < n; j++) { /* temp = |u[i,j]| */ if ((temp = a(i,j)) < 0.0) temp = -temp; if (big < temp) p = i, q = j, big = temp; } } if (p < 0) { /* k-th elimination step failed */ return k+1; } /* permute rows k and p */ if (k != p) { for (j = 0; j < n; j++) temp = a(k,j), a(k,j) = a(p,j), a(p,j) = temp; ref = r[k], r[k] = r[p], r[p] = ref; } /* permute columns k and q */ if (k != q) { for (i = 0; i < n; i++) temp = a(i,k), a(i,k) = a(i,q), a(i,q) = temp; ref = c[k], c[k] = c[q], c[q] = ref; } /* now pivot is in position u[k,k] */ akk = a(k,k); /* eliminate subdiagonal elements u[k+1,k], ..., u[n,k] */ for (i = k+1; i < n; i++) { if (a(i,k) != 0.0) { /* gaussian multiplier l[i,k] := u[i,k] / u[k,k] */ temp = (a(i,k) /= akk); /* (i-th row) := (i-th row) - l[i,k] * (k-th row) */ for (j = k+1; j < n; j++) a(i,j) -= temp * a(k,j); } } } # undef a return 0; } /*********************************************************************** * sgf_dense_phase - compute LU-factorization (dense phase) * * This routine performs dense phase of computing LU-factorization. * * The aim is two-fold. First, the main factorization routine switches * to dense phase when the active submatrix is relatively dense, so * using dense format allows significantly reduces overheads needed to * maintain sparse data structures. And second, that is more important, * on dense phase full pivoting is used (rather than partial pivoting) * that allows improving numerical stability, since round-off errors * tend to increase on last steps of the elimination process. * * On entry the routine assumes that elimination steps 1, 2, ..., k-1 * have been performed, so partially transformed matrices L = P'* F * P * and U = P'* V * Q' have the following structure: * * 1 k n 1 k n * 1 1 . . . . . . . . . 1 x x x x x x x x x x * x 1 . . . . . . . . . x x x x x x x x x * x x 1 . . . . . . . . . x x x x x x x x * x x x 1 . . . . . . . . . x x x x x x x * k x x x x 1 . . . . . k . . . . * * * * * * * x x x x . 1 . . . . . . . . * * * * * * * x x x x . . 1 . . . . . . . * * * * * * * x x x x . . . 1 . . . . . . * * * * * * * x x x x . . . . 1 . . . . . * * * * * * * n x x x x . . . . . 1 n . . . . * * * * * * * * matrix L matrix U * * where rows and columns k, k+1, ..., n of matrix U constitute the * active submatrix A~, whose elements are marked by '*'. * * The routine copies the active submatrix A~ to a working array in * dense format, compute dense factorization A~ = P~* L~* U~* Q~ using * full pivoting, and then copies non-zero elements of factors L~ and * U~ back to factors L and U (more precisely, to factors F and V). * * If the factorization has been successfully computed, the routine * returns zero. Otherwise, if on k-th elimination step, 1 <= k <= n, * all elements of the active submatrix are close to zero, the routine * returns k (information on linearly dependent rows/columns in this * case is provided by matrices P and Q). */ int sgf_dense_phase(LUF *luf, int k, int updat) { int n = luf->n; SVA *sva = luf->sva; int *sv_ind = sva->ind; double *sv_val = sva->val; int fc_ref = luf->fc_ref; int *fc_ptr = &sva->ptr[fc_ref-1]; int *fc_len = &sva->len[fc_ref-1]; int *fc_cap = &sva->cap[fc_ref-1]; int vr_ref = luf->vr_ref; int *vr_ptr = &sva->ptr[vr_ref-1]; int *vr_len = &sva->len[vr_ref-1]; int *vr_cap = &sva->cap[vr_ref-1]; double *vr_piv = luf->vr_piv; int vc_ref = luf->vc_ref; int *vc_len = &sva->len[vc_ref-1]; int *pp_inv = luf->pp_inv; int *pp_ind = luf->pp_ind; int *qq_ind = luf->qq_ind; int *qq_inv = luf->qq_inv; int a_end, a_ptr, end, i, ia, ii, j, ja, jj, ka, len, na, ne, need, ptr; double *a_; xassert(1 <= k && k <= n); /* active columns of V are not longer needed; make them empty */ for (jj = k; jj <= n; jj++) { /* jj is number of active column of U = P'* V * Q' */ vc_len[qq_ind[jj]] = 0; } /* determine order of active submatrix A~ of matrix U */ na = n - k + 1; xassert(1 <= na && na <= n); /* determine number of elements in dense triangular factor (L~ or * U~), except diagonal elements */ ne = na * (na - 1) / 2; /* we allocate active submatrix A~ in free (middle) part of SVA; * to avoid defragmentation that could destroy A~ we also should * reserve ne locations to build rows of V from rows of U~ and ne * locations to build columns of F from columns of L~ */ need = na * na + ne + ne; if (sva->r_ptr - sva->m_ptr < need) { sva_more_space(sva, need); sv_ind = sva->ind; sv_val = sva->val; } /* free (middle) part of SVA is structured as follows: * end of left (dynamic) part * ne free locations for new rows of V * na free locations for active submatrix A~ * unused locations, if any * ne free locations for new columns of F * beginning of right (static) part */ a_ptr = sva->m_ptr + ne; a_end = a_ptr + na * na; /* copy active submatrix A~ from matrix V to working array in * dense row-wise format */ a_ = &sva->val[a_ptr]; # define a(ia, ja) a_[((ia) - 1) * na + ((ja) - 1)] for (ia = 1; ia <= na; ia++) { /* clear ia-th row of A~ */ for (ja = 1; ja <= na; ja++) a(ia, ja) = 0.0; /* ia-th row of A~ = (k-1+ia)-th row of U = i-th row of V */ i = pp_inv[k-1+ia]; ptr = vr_ptr[i]; end = ptr + vr_len[i]; for (; ptr < end; ptr++) a(ia, qq_inv[sv_ind[ptr]]-k+1) = sv_val[ptr]; /* i-th row of V is no longer needed; make it empty */ vr_len[i] = 0; } /* compute dense factorization A~ = P~* L~* U~* Q~ */ #if 1 /* FIXME: epsilon tolerance */ ka = sgf_dense_lu(na, &a(1, 1), &pp_inv[k], &qq_ind[k], 1e-20); #endif /* rows of U with numbers pp_inv[k, k+1, ..., n] were permuted * due to row permutations of A~; update matrix P using P~ */ for (ii = k; ii <= n; ii++) pp_ind[pp_inv[ii]] = ii; /* columns of U with numbers qq_ind[k, k+1, ..., n] were permuted * due to column permutations of A~; update matrix Q using Q~ */ for (jj = k; jj <= n; jj++) qq_inv[qq_ind[jj]] = jj; /* check if dense factorization is complete */ if (ka != 0) { /* A~ is singular to working precision */ /* information on linearly dependent rows/columns is provided * by matrices P and Q */ xassert(1 <= ka && ka <= na); return k - 1 + ka; } /* build new rows of V from rows of U~ */ for (ia = 1; ia <= na; ia++) { /* ia-th row of U~ = (k-1+ia)-th row of U = i-th row of V */ i = pp_inv[k-1+ia]; xassert(vr_len[i] == 0); /* store diagonal element u~[ia,ia] */ vr_piv[i] = a(ia, ia); /* determine number of non-zero non-diagonal elements in ia-th * row of U~ */ len = 0; for (ja = ia+1; ja <= na; ja++) { if (a(ia, ja) != 0.0) len++; } /* reserve len locations for i-th row of matrix V in left * (dynamic) part of SVA */ if (vr_cap[i] < len) { /* there should be enough room in free part of SVA */ xassert(sva->r_ptr - sva->m_ptr >= len); sva_enlarge_cap(sva, vr_ref-1+i, len, 0); /* left part of SVA should not overlap matrix A~ */ xassert(sva->m_ptr <= a_ptr); } /* copy non-zero non-diaginal elements of ia-th row of U~ to * i-th row of V */ ptr = vr_ptr[i]; for (ja = ia+1; ja <= na; ja++) { if (a(ia, ja) != 0.0) { sv_ind[ptr] = qq_ind[k-1+ja]; sv_val[ptr] = a(ia, ja); ptr++; } } xassert(ptr - vr_ptr[i] == len); vr_len[i] = len; } /* build new columns of F from columns of L~ */ for (ja = 1; ja <= na; ja++) { /* ja-th column of L~ = (k-1+ja)-th column of L = j-th column * of F */ j = pp_inv[k-1+ja]; xassert(fc_len[j] == 0); xassert(fc_cap[j] == 0); /* determine number of non-zero non-diagonal elements in ja-th * column of L~ */ len = 0; for (ia = ja+1; ia <= na; ia++) { if (a(ia, ja) != 0.0) len++; } /* reserve len locations for j-th column of matrix F in right * (static) part of SVA */ /* there should be enough room in free part of SVA */ xassert(sva->r_ptr - sva->m_ptr >= len); if (len > 0) sva_reserve_cap(sva, fc_ref-1+j, len); /* right part of SVA should not overlap matrix A~ */ xassert(a_end <= sva->r_ptr); /* copy non-zero non-diagonal elements of ja-th column of L~ * to j-th column of F */ ptr = fc_ptr[j]; for (ia = ja+1; ia <= na; ia++) { if (a(ia, ja) != 0.0) { sv_ind[ptr] = pp_inv[k-1+ia]; sv_val[ptr] = a(ia, ja); ptr++; } } xassert(ptr - fc_ptr[j] == len); fc_len[j] = len; } /* factors L~ and U~ are no longer needed */ # undef a /* if it is not planned to update matrix V, relocate all its new * rows to the right (static) part of SVA */ if (!updat) { for (ia = 1; ia <= na; ia++) { i = pp_inv[k-1+ia]; len = vr_len[i]; if (sva->r_ptr - sva->m_ptr < len) { sva_more_space(sva, len); sv_ind = sva->ind; sv_val = sva->val; } sva_make_static(sva, vr_ref-1+i); } } return 0; } /*********************************************************************** * sgf_factorize - compute LU-factorization (main routine) * * This routine computes sparse LU-factorization of specified matrix A * using Gaussian elimination. * * On entry to the routine matrix V = A should be stored in column-wise * format. * * If the factorization has been successfully computed, the routine * returns zero. Otherwise, if on k-th elimination step, 1 <= k <= n, * all elements of the active submatrix are close to zero, the routine * returns k (information on linearly dependent rows/columns in this * case is provided by matrices P and Q). */ #if 1 /* 21/II-2016 */ /* If the matrix A is structurally singular, the routine returns -1. * NOTE: This case can be detected only if the singl flag is set. */ #endif int sgf_factorize(SGF *sgf, int singl) { LUF *luf = sgf->luf; int n = luf->n; SVA *sva = luf->sva; int vr_ref = luf->vr_ref; int *vr_len = &sva->len[vr_ref-1]; double *vr_piv = luf->vr_piv; int vc_ref = luf->vc_ref; int *vc_len = &sva->len[vc_ref-1]; int *pp_ind = luf->pp_ind; int *pp_inv = luf->pp_inv; int *qq_ind = luf->qq_ind; int *qq_inv = luf->qq_inv; int *rs_head = sgf->rs_head; int *rs_prev = sgf->rs_prev; int *rs_next = sgf->rs_next; int *cs_head = sgf->cs_head; int *cs_prev = sgf->cs_prev; int *cs_next = sgf->cs_next; double *vr_max = sgf->vr_max; char *flag = sgf->flag; double *work = sgf->work; int i, j, k, k1, k2, p, q, nnz; /* build matrix V = A in row-wise format */ luf_build_v_rows(luf, rs_prev); /* P := Q := I, so V = U = A, F = L = I */ for (k = 1; k <= n; k++) { vr_piv[k] = 0.0; pp_ind[k] = pp_inv[k] = qq_ind[k] = qq_inv[k] = k; } #ifdef GLP_DEBUG sva_check_area(sva); luf_check_all(luf, 1); #endif /* perform singleton phase, if required */ if (!singl) { /* assume that nucleus is entire matrix U */ k2 = 1; } else { /* minimize nucleus size */ #if 0 /* 21/II-2016 */ sgf_reduce_nuc(luf, &k1, &k2, rs_prev, rs_next); #else if (sgf_reduce_nuc(luf, &k1, &k2, rs_prev, rs_next)) return -1; #endif #ifdef GLP_DEBUG xprintf("n = %d; k1 = %d; k2 = %d\n", n, k1, k2); #endif /* perform singleton phase */ k2 = sgf_singl_phase(luf, k1, k2, sgf->updat, rs_prev, work); } #ifdef GLP_DEBUG sva_check_area(sva); luf_check_all(luf, k2); #endif /* initialize working arrays */ rs_head[0] = cs_head[0] = 0; for (k = 1; k <= n; k++) { rs_head[k] = cs_head[k] = 0; vr_max[k] = -1.0; flag[k] = 0; work[k] = 0.0; } /* build lists of active rows and columns of matrix V; determine * number of non-zeros in initial active submatrix */ nnz = 0; for (k = k2; k <= n; k++) { i = pp_inv[k]; sgf_activate_row(i); nnz += vr_len[i]; j = qq_ind[k]; sgf_activate_col(j); } /* main factorization loop */ for (k = k2; k <= n; k++) { int na; double den; /* calculate density of active submatrix */ na = n - k + 1; /* order of active submatrix */ #if 0 /* 21/VIII-2014 */ den = (double)nnz / (double)(na * na); #else den = (double)nnz / ((double)(na) * (double)(na)); #endif /* if active submatrix is relatively dense, switch to dense * phase */ #if 1 /* FIXME */ if (na >= 5 && den >= 0.71) { #ifdef GLP_DEBUG xprintf("na = %d; nnz = %d; den = %g\n", na, nnz, den); #endif break; } #endif /* choose pivot v[p,q] */ if (sgf_choose_pivot(sgf, &p, &q) != 0) return k; /* failure */ /* u[i,j] = v[p,q], k <= i, j <= n */ i = pp_ind[p]; xassert(k <= i && i <= n); j = qq_inv[q]; xassert(k <= j && j <= n); /* move u[i,j] to position u[k,k] by implicit permutations of * rows and columns of matrix U */ luf_swap_u_rows(k, i); luf_swap_u_cols(k, j); /* perform gaussian elimination */ nnz += sgf_eliminate(sgf, p, q); } #if 1 /* FIXME */ if (k <= n) { /* continue computing factorization in dense mode */ #ifdef GLP_DEBUG sva_check_area(sva); luf_check_all(luf, k); #endif k = sgf_dense_phase(luf, k, sgf->updat); if (k != 0) return k; /* failure */ } #endif #ifdef GLP_DEBUG sva_check_area(sva); luf_check_all(luf, n+1); #endif /* defragment SVA; currently all columns of V are empty, so they * will have zero capacity as required by luf_build_v_cols */ sva_defrag_area(sva); /* build matrix F in row-wise format */ luf_build_f_rows(luf, rs_head); /* build matrix V in column-wise format */ luf_build_v_cols(luf, sgf->updat, rs_head); return 0; } /* eof */