function x = spex_cholesky_backslash (A,b,option) % spex_cholesky_BACKSLASH: solve Ax=b via sparse integer-preserving Cholesky % spex_cholesky_backslash: computes the exact solution to the sparse linear system Ax = % b where A and b are stored as doubles. A must be stored as a sparse matrix and be SPD. b % must be stored as a dense set of right hand side vectors. b can be either 1 % or multiple vector(s). The result x is computed exactly, represented in % arbitrary-precision rational values, and then returned to MATLAB as a % floating-poing double result. This final conversion means that x may no % longer exactly solve A*x=b, unless this final conversion is able to be % done without modification. % % x may also be returned as a vpa matrix, or a cell array of strings, with % x {i} = 'numerator/denominator', where the numerator and denominator are % strings of decimal digits of arbitrary length. % % Usage: % % x = spex_cholesky_backslash (A,b) returns the solution to Ax=b using default settings. % % x = spex_cholesky_backslash (A,b,options) returns the solution to Ax=b with user % defined settings in an options struct. Entries not present are treated as % defaults. % % option.order: Column ordering used. % 'none': no column ordering; factorize the matrix A as-is % 'colamd': COLAMD (the default ordering) % 'amd': AMD % % option.print: display the inputs and outputs % 0: nothing (default), 1: just errors, 2: terse, 3: all % % option.solution: a string determining how x is to be returned: % 'double': x is converted to a 64-bit floating-point approximate % solution. This is the default. % 'vpa': x is returned as a vpa array with option.digits digits (default % is given by the MATLAB digits function). The result may be % inexact, if an entry in x cannot be represented in the specified % number of digits. To convert this x to double, use x=double(x). % 'char': x is returned as a cell array of strings, where % x {i} = 'numerator/denominator' and both numerator and denominator % are arbitrary-length strings of decimal digits. The result is % always exact, although x cannot be directly used in MATLAB for % numerical calculations. It can be inspected or analyzed using % MATLAB string manipulation. To convert x to vpa, use x=vpa(x). To % convert x to double, use x=double(vpa(x)). % % option.digits: the number of decimal digits to use for x, if % option.solution is 'vpa'. Must be in range 2 to 2^29. % % Example: % % % In this first example, x = spex_cholesky_backslash (A,b) returns an approximate % % solution, not because it was computed incorrectly in spex_cholesky_backslash. It % % is computed exactly as a rational result in SPEX_backslash with arbitrary % % precision, but then converted to double precision on output. % % load west0479 % A = west0479 ; % A = A'*A; % n = size (A, 1) ; % xtrue = rand (n,1) ; % b = A*xtrue ; % x = spex_cholesky_backslash (A, b) ; % err = norm (x-xtrue) % x = A\b ; % err = norm (x-xtrue) % % % In this example, x = spex_cholesky_backslash (A,b) is returned exactly % % in the MATLAB vector x, because x contains only integers representable % % exactly in double precision. x = A\b results in floating-point % % roundoff error. % % amax = max (abs (A), [ ], 'all') ; % A = floor (2^20 * (A / amax)) + n * speye (n) ; % xtrue = floor (64 * xtrue) ; % b = A*xtrue ; % x = SPEX_backslash (A, b) ; % % error and residual will be exactly zero: % err = norm (x-xtrue) % resid = norm (A*x-b) % x = A\b ; % % error and residual will be nonzero: % err = norm (x-xtrue) % resid = norm (A*x-b) % % See also vpa, spex_mex_install, spex_mex_test, spex_mex_demo, % spex_lu_backslash % spex_cholesky_backslash is a wrapper for the exact routines contained within the SPEX % software package. In order to use spex_cholesky_backslash you must install the MATLAB % interfaces of all SPEX packages. Typing spex_mex_install in this directory % should do this correctly. % SPEX: (c) 2022-2024, Christopher Lourenco, Jinhao Chen, % Lorena Mejia Domenzain, Erick Moreno-Centeno, and Timothy A. Davis. % All Rights Reserved. % SPDX-License-Identifier: GPL-2.0-or-later or LGPL-3.0-or-later if (nargin < 3) option = [ ]; % use default options end if (~isnumeric (A) || ~isnumeric (b)) error ('inputs must be numeric') ; end % Check if the input matrix is stored as sparse. If not, SPEX Chol expects % sparse input, so convert to sparse. if (~issparse (A)) A = sparse (A) ; end % Ensure that input appears to be symmetric. if ( normest(A-A') > 1e-6) error('inputs must be symmetric') end % Preprocessing complete. Now use SPEX Chol to solve A*x=b. x=spex_cholesky_mex_soln (A, b, option) ; % convert to vpa, if requested if (isfield (option, 'solution') && isequal (option.solution, 'vpa')) if (isfield (option, 'digits')) x = vpa (x, option.digits) ; else % use the current default # of digits for vpa. The default is 32, % but this can be changed as a global setting, by the MATLAB 'digits' % command. x = vpa (x) ; end end