// CSparse/Source/cs_updown: sparse Cholesky update/downdate // CSparse, Copyright (c) 2006-2022, Timothy A. Davis. All Rights Reserved. // SPDX-License-Identifier: LGPL-2.1+ #include "cs.h" /* sparse Cholesky update/downdate, L*L' + sigma*w*w' (sigma = +1 or -1) */ csi cs_updown (cs *L, csi sigma, const cs *C, const csi *parent) { csi n, p, f, j, *Lp, *Li, *Cp, *Ci ; double *Lx, *Cx, alpha, beta = 1, delta, gamma, w1, w2, *w, beta2 = 1 ; if (!CS_CSC (L) || !CS_CSC (C) || !parent) return (0) ; /* check inputs */ Lp = L->p ; Li = L->i ; Lx = L->x ; n = L->n ; Cp = C->p ; Ci = C->i ; Cx = C->x ; if ((p = Cp [0]) >= Cp [1]) return (1) ; /* return if C empty */ w = cs_malloc (n, sizeof (double)) ; /* get workspace */ if (!w) return (0) ; /* out of memory */ f = Ci [p] ; for ( ; p < Cp [1] ; p++) f = CS_MIN (f, Ci [p]) ; /* f = min (find (C)) */ for (j = f ; j != -1 ; j = parent [j]) w [j] = 0 ; /* clear workspace w */ for (p = Cp [0] ; p < Cp [1] ; p++) w [Ci [p]] = Cx [p] ; /* w = C */ for (j = f ; j != -1 ; j = parent [j]) /* walk path f up to root */ { p = Lp [j] ; alpha = w [j] / Lx [p] ; /* alpha = w(j) / L(j,j) */ beta2 = beta*beta + sigma*alpha*alpha ; if (beta2 <= 0) break ; /* not positive definite */ beta2 = sqrt (beta2) ; delta = (sigma > 0) ? (beta / beta2) : (beta2 / beta) ; gamma = sigma * alpha / (beta2 * beta) ; Lx [p] = delta * Lx [p] + ((sigma > 0) ? (gamma * w [j]) : 0) ; beta = beta2 ; for (p++ ; p < Lp [j+1] ; p++) { w1 = w [Li [p]] ; w [Li [p]] = w2 = w1 - alpha * Lx [p] ; Lx [p] = delta * Lx [p] + gamma * ((sigma > 0) ? w1 : w2) ; } } cs_free (w) ; return (beta2 > 0) ; }