#include "cs_demo.h"
#include <time.h>
/* 1 if A is square & upper tri., -1 if square & lower tri., 0 otherwise */
static int is_sym (cs *A)
{
int is_upper, is_lower, j, p, n = A->n, m = A->m, *Ap = A->p, *Ai = A->i ;
if (m != n) return (0) ;
is_upper = 1 ;
is_lower = 1 ;
for (j = 0 ; j < n ; j++)
{
for (p = Ap [j] ; p < Ap [j+1] ; p++)
{
if (Ai [p] > j) is_upper = 0 ;
if (Ai [p] < j) is_lower = 0 ;
}
}
return (is_upper ? 1 : (is_lower ? -1 : 0)) ;
}
/* true for off-diagonal entries */
static int dropdiag (int i, int j, double aij, void *other) { return (i != j) ;}
/* C = A + triu(A,1)' */
static cs *make_sym (cs *A)
{
cs *AT, *C ;
AT = cs_transpose (A, 1) ; /* AT = A' */
cs_fkeep (AT, &dropdiag, NULL) ; /* drop diagonal entries from AT */
C = cs_add (A, AT, 1, 1) ; /* C = A+AT */
cs_spfree (AT) ;
return (C) ;
}
/* create a right-hand side */
static void rhs (double *x, double *b, int m)
{
int i ;
for (i = 0 ; i < m ; i++) b [i] = 1 + ((double) i) / m ;
for (i = 0 ; i < m ; i++) x [i] = b [i] ;
}
/* infinity-norm of x */
static double norm (double *x, int n)
{
int i ;
double normx = 0 ;
for (i = 0 ; i < n ; i++) normx = CS_MAX (normx, fabs (x [i])) ;
return (normx) ;
}
/* compute residual, norm(A*x-b,inf) / (norm(A,1)*norm(x,inf) + norm(b,inf)) */
static void print_resid (int ok, cs *A, double *x, double *b, double *resid)
{
int i, m, n ;
if (!ok) { printf (" (failed)\n") ; return ; }
m = A->m ; n = A->n ;
for (i = 0 ; i < m ; i++) resid [i] = -b [i] ; /* resid = -b */
cs_gaxpy (A, x, resid) ; /* resid = resid + A*x */
printf ("resid: %8.2e\n", norm (resid,m) / ((n == 0) ? 1 :
(cs_norm (A) * norm (x,n) + norm (b,m)))) ;
}
static double tic (void) { return (clock () / (double) CLOCKS_PER_SEC) ; }
static double toc (double t) { double s = tic () ; return (CS_MAX (0, s-t)) ; }
static void print_order (int order)
{
switch (order)
{
case 0: printf ("natural ") ; break ;
case 1: printf ("amd(A+A') ") ; break ;
case 2: printf ("amd(S'*S) ") ; break ;
case 3: printf ("amd(A'*A) ") ; break ;
}
}
/* read a problem from a file */
problem *get_problem (FILE *f, double tol)
{
cs *T, *A, *C ;
int sym, m, n, mn, nz1, nz2 ;
problem *Prob ;
Prob = cs_calloc (1, sizeof (problem)) ;
if (!Prob) return (NULL) ;
T = cs_load (f) ; /* load triplet matrix T from a file */
Prob->A = A = cs_compress (T) ; /* A = compressed-column form of T */
cs_spfree (T) ; /* clear T */
if (!cs_dupl (A)) return (free_problem (Prob)) ; /* sum up duplicates */
Prob->sym = sym = is_sym (A) ; /* determine if A is symmetric */
m = A->m ; n = A->n ;
mn = CS_MAX (m,n) ;
nz1 = A->p [n] ;
cs_dropzeros (A) ; /* drop zero entries */
nz2 = A->p [n] ;
if (tol > 0) cs_droptol (A, tol) ; /* drop tiny entries (just to test) */
Prob->C = C = sym ? make_sym (A) : A ; /* C = A + triu(A,1)', or C=A */
if (!C) return (free_problem (Prob)) ;
printf ("\n--- Matrix: %d-by-%d, nnz: %d (sym: %d: nnz %d), norm: %8.2e\n",
m, n, A->p [n], sym, sym ? C->p [n] : 0, cs_norm (C)) ;
if (nz1 != nz2) printf ("zero entries dropped: %d\n", nz1 - nz2) ;
if (nz2 != A->p [n]) printf ("tiny entries dropped: %d\n", nz2 - A->p [n]) ;
Prob->b = cs_malloc (mn, sizeof (double)) ;
Prob->x = cs_malloc (mn, sizeof (double)) ;
Prob->resid = cs_malloc (mn, sizeof (double)) ;
return ((!Prob->b || !Prob->x || !Prob->resid) ? free_problem (Prob) : Prob) ;
}
/* free a problem */
problem *free_problem (problem *Prob)
{
if (!Prob) return (NULL) ;
cs_spfree (Prob->A) ;
if (Prob->sym) cs_spfree (Prob->C) ;
cs_free (Prob->b) ;
cs_free (Prob->x) ;
cs_free (Prob->resid) ;
return (cs_free (Prob)) ;
}
/* solve a linear system using Cholesky, LU, and QR, with various orderings */
int demo2 (problem *Prob)
{
cs *A, *C ;
double *b, *x, *resid, t, tol ;
int k, m, n, ok, order, nb, ns, *r, *s, *rr, sprank ;
csd *D ;
if (!Prob) return (0) ;
A = Prob->A ; C = Prob->C ; b = Prob->b ; x = Prob->x ; resid = Prob->resid;
m = A->m ; n = A->n ;
tol = Prob->sym ? 0.001 : 1 ; /* partial pivoting tolerance */
D = cs_dmperm (C, 1) ; /* randomized dmperm analysis */
if (!D) return (0) ;
nb = D->nb ; r = D->r ; s = D->s ; rr = D->rr ;
sprank = rr [3] ;
for (ns = 0, k = 0 ; k < nb ; k++)
{
ns += ((r [k+1] == r [k]+1) && (s [k+1] == s [k]+1)) ;
}
printf ("blocks: %d singletons: %d structural rank: %d\n", nb, ns, sprank) ;
cs_dfree (D) ;
for (order = 0 ; order <= 3 ; order += 3) /* natural and amd(A'*A) */
{
if (!order && m > 1000) continue ;
printf ("QR ") ;
print_order (order) ;
rhs (x, b, m) ; /* compute right-hand side */
t = tic () ;
ok = cs_qrsol (order, C, x) ; /* min norm(Ax-b) with QR */
printf ("time: %8.2f ", toc (t)) ;
print_resid (ok, C, x, b, resid) ; /* print residual */
}
if (m != n || sprank < n) return (1) ; /* return if rect. or singular*/
for (order = 0 ; order <= 3 ; order++) /* try all orderings */
{
if (!order && m > 1000) continue ;
printf ("LU ") ;
print_order (order) ;
rhs (x, b, m) ; /* compute right-hand side */
t = tic () ;
ok = cs_lusol (order, C, x, tol) ; /* solve Ax=b with LU */
printf ("time: %8.2f ", toc (t)) ;
print_resid (ok, C, x, b, resid) ; /* print residual */
}
if (!Prob->sym) return (1) ;
for (order = 0 ; order <= 1 ; order++) /* natural and amd(A+A') */
{
if (!order && m > 1000) continue ;
printf ("Chol ") ;
print_order (order) ;
rhs (x, b, m) ; /* compute right-hand side */
t = tic () ;
ok = cs_cholsol (order, C, x) ; /* solve Ax=b with Cholesky */
printf ("time: %8.2f ", toc (t)) ;
print_resid (ok, C, x, b, resid) ; /* print residual */
}
return (1) ;
}
/* free workspace for demo3 */
static int done3 (int ok, css *S, csn *N, double *y, cs *W, cs *E, int *p)
{
cs_sfree (S) ;
cs_nfree (N) ;
cs_free (y) ;
cs_spfree (W) ;
cs_spfree (E) ;
cs_free (p) ;
return (ok) ;
}
/* Cholesky update/downdate */
int demo3 (problem *Prob)
{
cs *A, *C, *W = NULL, *WW, *WT, *E = NULL, *W2 ;
int n, k, *Li, *Lp, *Wi, *Wp, p1, p2, *p = NULL, ok ;
double *b, *x, *resid, *y = NULL, *Lx, *Wx, s, t, t1 ;
css *S = NULL ;
csn *N = NULL ;
if (!Prob || !Prob->sym || Prob->A->n == 0) return (0) ;
A = Prob->A ; C = Prob->C ; b = Prob->b ; x = Prob->x ; resid = Prob->resid;
n = A->n ;
if (!Prob->sym || n == 0) return (1) ;
rhs (x, b, n) ; /* compute right-hand side */
printf ("\nchol then update/downdate ") ;
print_order (1) ;
y = cs_malloc (n, sizeof (double)) ;
t = tic () ;
S = cs_schol (1, C) ; /* symbolic Chol, amd(A+A') */
printf ("\nsymbolic chol time %8.2f\n", toc (t)) ;
t = tic () ;
N = cs_chol (C, S) ; /* numeric Cholesky */
printf ("numeric chol time %8.2f\n", toc (t)) ;
if (!S || !N || !y) return (done3 (0, S, N, y, W, E, p)) ;
t = tic () ;
cs_ipvec (S->pinv, b, y, n) ; /* y = P*b */
cs_lsolve (N->L, y) ; /* y = L\y */
cs_ltsolve (N->L, y) ; /* y = L'\y */
cs_pvec (S->pinv, y, x, n) ; /* x = P'*y */
printf ("solve chol time %8.2f\n", toc (t)) ;
printf ("original: ") ;
print_resid (1, C, x, b, resid) ; /* print residual */
k = n/2 ; /* construct W */
W = cs_spalloc (n, 1, n, 1, 0) ;
if (!W) return (done3 (0, S, N, y, W, E, p)) ;
Lp = N->L->p ; Li = N->L->i ; Lx = N->L->x ;
Wp = W->p ; Wi = W->i ; Wx = W->x ;
Wp [0] = 0 ;
p1 = Lp [k] ;
Wp [1] = Lp [k+1] - p1 ;
s = Lx [p1] ;
srand (1) ;
for ( ; p1 < Lp [k+1] ; p1++)
{
p2 = p1 - Lp [k] ;
Wi [p2] = Li [p1] ;
Wx [p2] = s * rand () / ((double) RAND_MAX) ;
}
t = tic () ;
ok = cs_updown (N->L, +1, W, S->parent) ; /* update: L*L'+W*W' */
t1 = toc (t) ;
printf ("update: time: %8.2f\n", t1) ;
if (!ok) return (done3 (0, S, N, y, W, E, p)) ;
t = tic () ;
cs_ipvec (S->pinv, b, y, n) ; /* y = P*b */
cs_lsolve (N->L, y) ; /* y = L\y */
cs_ltsolve (N->L, y) ; /* y = L'\y */
cs_pvec (S->pinv, y, x, n) ; /* x = P'*y */
t = toc (t) ;
p = cs_pinv (S->pinv, n) ;
W2 = cs_permute (W, p, NULL, 1) ; /* E = C + (P'W)*(P'W)' */
WT = cs_transpose (W2,1) ;
WW = cs_multiply (W2, WT) ;
cs_spfree (WT) ;
cs_spfree (W2) ;
E = cs_add (C, WW, 1, 1) ;
cs_spfree (WW) ;
if (!E || !p) return (done3 (0, S, N, y, W, E, p)) ;
printf ("update: time: %8.2f (incl solve) ", t1+t) ;
print_resid (1, E, x, b, resid) ; /* print residual */
cs_nfree (N) ; /* clear N */
t = tic () ;
N = cs_chol (E, S) ; /* numeric Cholesky */
if (!N) return (done3 (0, S, N, y, W, E, p)) ;
cs_ipvec (S->pinv, b, y, n) ; /* y = P*b */
cs_lsolve (N->L, y) ; /* y = L\y */
cs_ltsolve (N->L, y) ; /* y = L'\y */
cs_pvec (S->pinv, y, x, n) ; /* x = P'*y */
t = toc (t) ;
printf ("rechol: time: %8.2f (incl solve) ", t) ;
print_resid (1, E, x, b, resid) ; /* print residual */
t = tic () ;
ok = cs_updown (N->L, -1, W, S->parent) ; /* downdate: L*L'-W*W' */
t1 = toc (t) ;
if (!ok) return (done3 (0, S, N, y, W, E, p)) ;
printf ("downdate: time: %8.2f\n", t1) ;
t = tic () ;
cs_ipvec (S->pinv, b, y, n) ; /* y = P*b */
cs_lsolve (N->L, y) ; /* y = L\y */
cs_ltsolve (N->L, y) ; /* y = L'\y */
cs_pvec (S->pinv, y, x, n) ; /* x = P'*y */
t = toc (t) ;
printf ("downdate: time: %8.2f (incl solve) ", t1+t) ;
print_resid (1, C, x, b, resid) ; /* print residual */
return (done3 (1, S, N, y, W, E, p)) ;
}
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