/* ========================================================================== */ /* === klu_diagnostics ====================================================== */ /* ========================================================================== */ /* Linear algebraic diagnostics: * klu_growth: reciprocal pivot growth, takes O(|A|+|U|) time * klu_condest: condition number estimator, takes about O(|A|+5*(|L|+|U|)) time * klu_flops: compute # flops required to factorize A into L*U * klu_rcond: compute a really cheap estimate of the reciprocal of the * condition number, min(abs(diag(U))) / max(abs(diag(U))). * Takes O(n) time. */ #include "klu_internal.h" /* ========================================================================== */ /* === klu_growth =========================================================== */ /* ========================================================================== */ /* Compute the reciprocal pivot growth factor */ int KLU_growth /* return TRUE if successful, FALSE otherwise */ ( int *Ap, int *Ai, double *Ax, klu_symbolic *Symbolic, klu_numeric *Numeric, double *growth, klu_common *Common ) { double temp, max_ai, max_ui, min_block_growth ; Entry aik ; int *Q, *Ui, *Uip, *Ulen, *Pinv ; Unit *LU ; Entry *Aentry, *Ux, *Ukk ; double *Rs ; int **Ubip ; int i, newrow, oldrow, k1, k2, nk, j, oldcol, k, pend, len ; if (Common == NULL) { return (FALSE) ; } Common->status = KLU_OK ; if (Numeric == NULL) { *growth = 0 ; Common->status = KLU_SINGULAR ; return (TRUE) ; } Aentry = (Entry *) Ax ; Pinv = Numeric->Pinv ; Rs = Numeric->Rs ; Q = Symbolic->Q ; *growth = 1 ; /* The method of calculating the reciprocal pivot growth is : * Iterate over each of the blocks. Within each block, iterate over each * column to find the minimum value for the block. Compare the value of * the block with the minimum value computed for all the blocks till now, * to find out the new minimum. */ for (i = 0 ; i < Symbolic->nblocks ; i++) { k1 = Symbolic->R[i] ; k2 = Symbolic->R[i+1] ; nk = k2 - k1 ; /* skip singleton blocks*/ if (nk == 1) { continue ; } LU = (Unit *) Numeric->LUbx[i] ; Ubip = Numeric->Ubip ; Uip = Ubip [i] ; Ulen = Numeric->Ublen [i] ; Ukk = (Entry *) Numeric->Udiag [i] ; min_block_growth = 1 ; for (j = 0 ; j < nk ; j++) { max_ai = 0 ; max_ui = 0 ; oldcol = Q[j + k1] ; pend = Ap [oldcol + 1] ; for (k = Ap[oldcol] ; k < pend ; k++) { oldrow = Ai [k] ; newrow = Pinv [oldrow] ; /* skip entry outside the block */ if (newrow < k1) { continue ; } ASSERT (newrow < k2) ; if (Rs != NULL) { /* aik = Aentry [k] / Rs [oldrow] */ SCALE_DIV_ASSIGN (aik, Aentry [k], Rs [oldrow]) ; } else { aik = Aentry [k] ; } /* temp = ABS (aik) */ ABS (temp, aik) ; if (temp > max_ai) { max_ai = temp ; } } GET_POINTER (LU, Uip, Ulen, Ui, Ux, j, len) ; for (k = 0 ; k < len ; k++) { /* temp = ABS (Ux [k]) */ ABS (temp, Ux [k]) ; if (temp > max_ui) { max_ui = temp ; } } /* consider the diagonal element */ ABS (temp, Ukk [j]) ; if (temp > max_ui) { max_ui = temp ; } /* if max_ui is 0, skip the column */ if (SCALAR_IS_ZERO (max_ui)) { continue ; } temp = max_ai / max_ui ; if (temp < min_block_growth) { min_block_growth = temp ; } } if (min_block_growth < *growth) { *growth = min_block_growth ; } } return (TRUE) ; } /* ========================================================================== */ /* === klu_condest ========================================================== */ /* ========================================================================== */ /* Estimate the condition number. Uses Higham and Tisseur's algorithm * (A block algorithm for matrix 1-norm estimation, with applications to * 1-norm pseudospectra, SIAM J. Matrix Anal. Appl., 21(4):1185-1201, 2000. */ int KLU_condest /* return TRUE if successful, FALSE otherwise */ ( int Ap [ ], double Ax [ ], klu_symbolic *Symbolic, klu_numeric *Numeric, double *condest, klu_common *Common ) { double xj, Xmax, csum, anorm, ainv_norm, est_old, est_new, abs_value ; Unit **Udiag ; Entry *Ukk, *Aentry, *X, *S ; int *R ; int nblocks, nk, block, i, j, jmax, jnew, pend, n ; #ifndef COMPLEX int unchanged ; #endif if (Common == NULL) { return (FALSE) ; } Common->status = KLU_OK ; abs_value = 0 ; if (Numeric == NULL) { /* treat this as a singular matrix */ *condest = 1 / abs_value ; Common->status = KLU_SINGULAR ; return (TRUE) ; } /* ---------------------------------------------------------------------- */ /* get inputs */ /* ---------------------------------------------------------------------- */ n = Symbolic->n ; nblocks = Symbolic->nblocks ; R = Symbolic->R ; Udiag = (Unit **) Numeric->Udiag ; /* ---------------------------------------------------------------------- */ /* check if diagonal of U has a zero on it */ /* ---------------------------------------------------------------------- */ for (block = 0 ; block < nblocks ; block++) { Ukk = (Entry *) Udiag [block] ; nk = R [block + 1] - R [block] ; if (nk == 1) { continue ; /* singleton block */ } for (i = 0 ; i < nk ; i++) { ABS (abs_value, Ukk [i]) ; if (SCALAR_IS_ZERO (abs_value)) { *condest = 1 / abs_value ; Common->status = KLU_SINGULAR ; return (TRUE) ; } } } /* ---------------------------------------------------------------------- */ /* compute 1-norm (maximum column sum) of the matrix */ /* ---------------------------------------------------------------------- */ anorm = 0.0 ; Aentry = (Entry *) Ax ; for (i = 0 ; i < n ; i++) { pend = Ap [i + 1] ; csum = 0.0 ; for (j = Ap [i] ; j < pend ; j++) { ABS (abs_value, Aentry [j]) ; csum += abs_value ; } if (csum > anorm) { anorm = csum ; } } /* ---------------------------------------------------------------------- */ /* compute estimate of 1-norm of inv (A) */ /* ---------------------------------------------------------------------- */ /* get workspace */ X = Numeric->Xwork ; /* size n space used in klu_solve, tsolve */ X += n ; /* X is size n */ S = X + n ; /* S is size n */ for (i = 0 ; i < n ; i++) { CLEAR (S [i]) ; CLEAR (X [i]) ; REAL (X [i]) = 1.0 / ((double) n) ; } jmax = 0 ; ainv_norm = 0.0 ; for (i = 0 ; i < 5 ; i++) { if (i > 0) { /* X [jmax] is the largest entry in X */ for (j = 0 ; j < n ; j++) { /* X [j] = 0 ;*/ CLEAR (X [j]) ; } REAL (X [jmax]) = 1 ; } KLU_solve (Symbolic, Numeric, n, 1, (double *) X, Common) ; est_old = ainv_norm ; ainv_norm = 0.0 ; for (j = 0 ; j < n ; j++) { /* ainv_norm += ABS (X [j]) ;*/ ABS (abs_value, X [j]) ; ainv_norm += abs_value ; } #ifndef COMPLEX unchanged = TRUE ; for (j = 0 ; j < n ; j++) { double s = (X [j] >= 0) ? 1 : -1 ; if (s != (int) REAL (S [j])) { S [j] = s ; unchanged = FALSE ; } } if (i > 0 && (ainv_norm <= est_old || unchanged)) { break ; } #else for (j = 0 ; j < n ; j++) { if (IS_NONZERO (X [j])) { ABS (abs_value, X [j]) ; SCALE_DIV_ASSIGN (S [j], X [j], abs_value) ; } else { CLEAR (S [j]) ; REAL (S [j]) = 1 ; } } if (i > 0 && ainv_norm <= est_old) { break ; } #endif for (j = 0 ; j < n ; j++) { X [j] = S [j] ; } #ifndef COMPLEX /* do a transpose solve */ KLU_tsolve (Symbolic, Numeric, n, 1, X, Common) ; #else /* do a conjugate transpose solve */ KLU_tsolve (Symbolic, Numeric, n, 1, (double *) X, 1, Common) ; #endif /* jnew = the position of the largest entry in X */ jnew = 0 ; /* Xmax = ABS (X [0]) ;*/ ABS (Xmax, X [0]) ; for (j = 1 ; j < n ; j++) { /* xj = ABS (X [j]) ;*/ ABS (xj, X [j]) ; if (xj > Xmax) { Xmax = xj ; jnew = j ; } } if (i > 0 && jnew == jmax) { /* the position of the largest entry did not change * from the previous iteration */ break ; } jmax = jnew ; } for (j = 0 ; j < n ; j++) { CLEAR (X [j]) ; if (j % 2) { REAL (X [j]) = 1 + ((double) j) / ((double) (n-1)) ; } else { REAL (X [j]) = -1 - ((double) j) / ((double) (n-1)) ; } } KLU_solve (Symbolic, Numeric, n, 1, (double *) X, Common) ; est_new = 0.0 ; for (j = 0 ; j < n ; j++) { /* est_new += ABS (X [j]) ;*/ ABS (abs_value, X [j]) ; est_new += abs_value ; } est_new = 2 * est_new / (3 * n) ; if (est_new > ainv_norm) { ainv_norm = est_new ; } /* ---------------------------------------------------------------------- */ /* compute estimate of condition number */ /* ---------------------------------------------------------------------- */ *condest = ainv_norm * anorm ; return (TRUE) ; } /* ========================================================================== */ /* === klu_flops ============================================================ */ /* ========================================================================== */ /* Compute the flop count for the LU factorization (in Common->flops) */ int KLU_flops /* return TRUE if successful, FALSE otherwise */ ( klu_symbolic *Symbolic, klu_numeric *Numeric, klu_common *Common ) { double flops = 0 ; int **Ubip, **Lblen, **Ublen ; int *R, *Ui, *Uip, *Llen, *Ulen ; Unit **LUbx ; Unit *LU ; int k, ulen, p, n, nk, block, nblocks ; if (Common == NULL) { return (FALSE) ; } Common->status = KLU_OK ; Common->flops = EMPTY ; /* ---------------------------------------------------------------------- */ /* get the contents of the Symbolic object */ /* ---------------------------------------------------------------------- */ n = Symbolic->n ; R = Symbolic->R ; nblocks = Symbolic->nblocks ; /* ---------------------------------------------------------------------- */ /* get the contents of the Numeric object */ /* ---------------------------------------------------------------------- */ Lblen = Numeric->Lblen ; Ubip = Numeric->Ubip ; Ublen = Numeric->Ublen ; LUbx = (Unit **) Numeric->LUbx ; /* ---------------------------------------------------------------------- */ /* compute the flop count */ /* ---------------------------------------------------------------------- */ for (block = 0 ; block < nblocks ; block++) { nk = R [block+1] - R [block] ; if (nk > 1) { Llen = Lblen [block] ; Uip = Ubip [block] ; Ulen = Ublen [block] ; LU = LUbx [block] ; for (k = 0 ; k < nk ; k++) { /* compute kth column of U, and update kth column of A */ GET_I_POINTER (LU, Uip, Ui, k) ; ulen = Ulen [k] ; for (p = 0 ; p < ulen ; p++) { flops += 2 * Llen [Ui [p]] ; } /* gather and divide by pivot to get kth column of L */ flops += Llen [k] ; } } } Common->flops = flops ; return (TRUE) ; } /* ========================================================================== */ /* === klu_rcond ============================================================ */ /* ========================================================================== */ /* Compute a really cheap estimate of the reciprocal of the condition number, * condition number, min(abs(diag(U))) / max(abs(diag(U))). If U has a zero * pivot, or a NaN pivot, rcond will be zero. Takes O(n) time. */ int KLU_rcond /* return TRUE if successful, FALSE otherwise */ ( klu_symbolic *Symbolic, /* input, not modified */ klu_numeric *Numeric, /* input, not modified */ double *rcond, /* output (pointer to a scalar) */ klu_common *Common ) { double ukk, umin, umax ; Entry *Ukk ; int block, k1, k2, nk, j ; if (Common == NULL) { return (FALSE) ; } Common->status = KLU_OK ; if (Numeric == NULL) { *rcond = 0 ; Common->status = KLU_SINGULAR ; return (TRUE) ; } for (block = 0 ; block < Symbolic->nblocks ; block++) { k1 = Symbolic->R [block] ; k2 = Symbolic->R [block+1] ; nk = k2 - k1 ; if (nk == 1) { /* get the singleton */ Ukk = ((Entry *) Numeric->Singleton) + block ; } else { /* get the diagonal of U for a non-singleton block */ Ukk = (Entry *) Numeric->Udiag [block] ; } for (j = 0 ; j < nk ; j++) { /* get the magnitude of the pivot */ ABS (ukk, Ukk [j]) ; if (SCALAR_IS_NAN (ukk) || SCALAR_IS_ZERO (ukk)) { /* if NaN, or zero, the rcond is zero */ *rcond = 0 ; Common->status = KLU_SINGULAR ; return (TRUE) ; } if (block == 0 && j == 0) { /* first pivot entry in the first block */ umin = ukk ; umax = ukk ; } else { /* subsequent pivots */ umin = MIN (umin, ukk) ; umax = MAX (umax, ukk) ; } } } *rcond = umin / umax ; if (SCALAR_IS_NAN (*rcond) || SCALAR_IS_ZERO (*rcond)) { /* this can occur if umin or umax are Inf or NaN */ *rcond = 0 ; Common->status = KLU_SINGULAR ; } return (TRUE) ; }