/* ========================================================================== */ /* === CHOLMOD/MATLAB/cholmod mexFunction =================================== */ /* ========================================================================== */ /* ----------------------------------------------------------------------------- * CHOLMOD/MATLAB Module. Copyright (C) 2005-2006, Timothy A. Davis * The CHOLMOD/MATLAB Module is licensed under Version 2.0 of the GNU * General Public License. See gpl.txt for a text of the license. * CHOLMOD is also available under other licenses; contact authors for details. * http://www.cise.ufl.edu/research/sparse * MATLAB(tm) is a Trademark of The MathWorks, Inc. * -------------------------------------------------------------------------- */ /* Supernodal sparse Cholesky backslash, x = A\b. Factorizes PAP' in LL' then * solves a sparse linear system. Uses the diagonal and upper triangular part * of A only. A must be sparse. b can be sparse or dense. * * Usage: * * x = cholmod2 (A, b) * [x stats] = cholmod2 (A, b, ordering) % a scalar: 0,-1,-2, or -3 * [x stats] = cholmod2 (A, b, p) % a permutation vector * * The 3rd argument select the ordering method to use. If not present or -1, * the default ordering strategy is used (AMD, and then try METIS if AMD finds * an ordering with high fill-in, and use the best method tried). * * Other options for the ordering parameter: * * 0 natural (no etree postordering) * -1 use CHOLMOD's default ordering strategy (AMD, then try METIS) * -2 AMD, and then try NESDIS (not METIS) if AMD has high fill-in * -3 use AMD only * -4 use METIS only * -5 use NESDIS only * -6 natural, but with etree postordering * p user permutation (vector of size n, with a permutation of 1:n) * * stats(1) estimate of the reciprocal of the condition number * stats(2) ordering used: * 0: natural, 1: given, 2:amd, 3:metis, 4:nesdis, 5:colamd, * 6: natural but postordered. * stats(3) nnz(L) * stats(4) flop count in Cholesky factorization. Excludes solution * of upper/lower triangular systems, which can be easily * computed from stats(3) (roughly 4*nnz(L)*size(b,2)). * stats(5) memory usage in MB. */ #include "cholmod_matlab.h" void mexFunction ( int nargout, mxArray *pargout [ ], int nargin, const mxArray *pargin [ ] ) { double dummy = 0, rcond, *p ; cholmod_sparse Amatrix, Bspmatrix, *A, *Bs, *Xs ; cholmod_dense Bmatrix, *X, *B ; cholmod_factor *L ; cholmod_common Common, *cm ; int n, B_is_sparse, ordering, k, *Perm ; /* ---------------------------------------------------------------------- */ /* start CHOLMOD and set parameters */ /* ---------------------------------------------------------------------- */ cm = &Common ; cholmod_start (cm) ; sputil_config (SPUMONI, cm) ; /* There is no supernodal LDL'. If cm->final_ll = FALSE (the default), then * this mexFunction will use a simplicial LDL' when flops/lnz < 40, and a * supernodal LL' otherwise. This may give suprising results to the MATLAB * user, so always perform an LL' factorization by setting cm->final_ll * to TRUE. */ cm->final_ll = TRUE ; cm->quick_return_if_not_posdef = TRUE ; /* ---------------------------------------------------------------------- */ /* get inputs */ /* ---------------------------------------------------------------------- */ if (nargout > 2 || nargin < 2 || nargin > 3) { mexErrMsgTxt ("usage: [x,rcond] = cholmod2 (A,b,ordering)") ; } n = mxGetM (pargin [0]) ; if (!mxIsSparse (pargin [0]) || (n != mxGetN (pargin [0]))) { mexErrMsgTxt ("A must be square and sparse") ; } if (!mxIsDouble (pargin [0])) { mexErrMsgTxt ("A must be double (or complex double)") ; } if (n != mxGetM (pargin [1])) { mexErrMsgTxt ("# of rows of A and B must match") ; } /* get sparse matrix A. Use triu(A) only. */ A = sputil_get_sparse (pargin [0], &Amatrix, &dummy, 1) ; /* get sparse or dense matrix B */ B = NULL ; Bs = NULL ; B_is_sparse = mxIsSparse (pargin [1]) ; if (B_is_sparse) { /* get sparse matrix B (unsymmetric) */ Bs = sputil_get_sparse (pargin [1], &Bspmatrix, &dummy, 0) ; } else { /* get dense matrix B */ B = sputil_get_dense (pargin [1], &Bmatrix, &dummy) ; } /* get the ordering option */ if (nargin < 3) { /* use default ordering */ ordering = -1 ; } else { /* use a non-default option */ ordering = mxGetScalar (pargin [2]) ; } p = NULL ; Perm = NULL ; if (ordering == 0) { /* natural ordering */ cm->nmethods = 1 ; cm->method [0].ordering = CHOLMOD_NATURAL ; cm->postorder = FALSE ; } else if (ordering == -1) { /* default strategy ... nothing to change */ } else if (ordering == -2) { /* default strategy, but with NESDIS in place of METIS */ cm->default_nesdis = TRUE ; } else if (ordering == -3) { /* use AMD only */ cm->nmethods = 1 ; cm->method [0].ordering = CHOLMOD_AMD ; cm->postorder = TRUE ; } else if (ordering == -4) { /* use METIS only */ cm->nmethods = 1 ; cm->method [0].ordering = CHOLMOD_METIS ; cm->postorder = TRUE ; } else if (ordering == -5) { /* use NESDIS only */ cm->nmethods = 1 ; cm->method [0].ordering = CHOLMOD_NESDIS ; cm->postorder = TRUE ; } else if (ordering == -6) { /* natural ordering, but with etree postordering */ cm->nmethods = 1 ; cm->method [0].ordering = CHOLMOD_NATURAL ; cm->postorder = TRUE ; } else if (ordering >= 1) { /* assume the 3rd argument is a user-provided permutation of 1:n */ if (mxGetNumberOfElements (pargin [2]) != n) { mexErrMsgTxt ("invalid input permutation") ; } /* copy from double to integer, and convert to 0-based */ p = mxGetPr (pargin [2]) ; Perm = cholmod_malloc (n, sizeof (int), cm) ; for (k = 0 ; k < n ; k++) { Perm [k] = p [k] - 1 ; } /* check the permutation */ if (!cholmod_check_perm (Perm, n, n, cm)) { mexErrMsgTxt ("invalid input permutation") ; } /* use only the given permutation */ cm->nmethods = 1 ; cm->method [0].ordering = CHOLMOD_GIVEN ; cm->postorder = FALSE ; } else { mexErrMsgTxt ("invalid ordering option") ; } /* ---------------------------------------------------------------------- */ /* analyze and factorize */ /* ---------------------------------------------------------------------- */ L = cholmod_analyze_p (A, Perm, NULL, 0, cm) ; cholmod_free (n, sizeof (int), Perm, cm) ; cholmod_factorize (A, L, cm) ; rcond = cholmod_rcond (L, cm) ; if (rcond == 0) { mexWarnMsgTxt ("Matrix is indefinite or singular to working precision"); } else if (rcond < DBL_EPSILON) { mexWarnMsgTxt ("Matrix is close to singular or badly scaled.") ; mexPrintf (" Results may be inaccurate. RCOND = %g.\n", rcond) ; } /* ---------------------------------------------------------------------- */ /* solve and return solution to MATLAB */ /* ---------------------------------------------------------------------- */ if (B_is_sparse) { /* solve AX=B with sparse X and B; return sparse X to MATLAB */ Xs = cholmod_spsolve (CHOLMOD_A, L, Bs, cm) ; pargout [0] = sputil_put_sparse (&Xs, cm) ; } else { /* solve AX=B with dense X and B; return dense X to MATLAB */ X = cholmod_solve (CHOLMOD_A, L, B, cm) ; pargout [0] = sputil_put_dense (&X, cm) ; } /* return statistics, if requested */ if (nargout > 1) { pargout [1] = mxCreateDoubleMatrix (1, 5, mxREAL) ; p = mxGetPr (pargout [1]) ; p [0] = rcond ; p [1] = L->ordering ; p [2] = cm->lnz ; p [3] = cm->fl ; p [4] = cm->memory_usage / 1048576. ; } cholmod_free_factor (&L, cm) ; cholmod_finish (cm) ; cholmod_print_common (" ", cm) ; /* if (cm->malloc_count != (mxIsComplex (pargout [0]) + (mxIsSparse (pargout[0]) ? 3:1))) mexErrMsgTxt ("memory leak!") ; */ }