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137 lines
4.9 KiB
137 lines
4.9 KiB
// This file is part of Eigen, a lightweight C++ template library |
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// for linear algebra. |
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// |
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// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr> |
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// |
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// This Source Code Form is subject to the terms of the Mozilla |
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// Public License v. 2.0. If a copy of the MPL was not distributed |
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. |
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/* |
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* NOTE: This file is the modified version of xpivotL.c file in SuperLU |
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* -- SuperLU routine (version 3.0) -- |
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* Univ. of California Berkeley, Xerox Palo Alto Research Center, |
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* and Lawrence Berkeley National Lab. |
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* October 15, 2003 |
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* |
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* Copyright (c) 1994 by Xerox Corporation. All rights reserved. |
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* |
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* THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY |
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* EXPRESSED OR IMPLIED. ANY USE IS AT YOUR OWN RISK. |
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* |
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* Permission is hereby granted to use or copy this program for any |
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* purpose, provided the above notices are retained on all copies. |
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* Permission to modify the code and to distribute modified code is |
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* granted, provided the above notices are retained, and a notice that |
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* the code was modified is included with the above copyright notice. |
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*/ |
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#ifndef SPARSELU_PIVOTL_H |
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#define SPARSELU_PIVOTL_H |
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namespace Eigen { |
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namespace internal { |
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/** |
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* \brief Performs the numerical pivotin on the current column of L, and the CDIV operation. |
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* |
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* Pivot policy : |
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* (1) Compute thresh = u * max_(i>=j) abs(A_ij); |
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* (2) IF user specifies pivot row k and abs(A_kj) >= thresh THEN |
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* pivot row = k; |
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* ELSE IF abs(A_jj) >= thresh THEN |
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* pivot row = j; |
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* ELSE |
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* pivot row = m; |
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* |
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* Note: If you absolutely want to use a given pivot order, then set u=0.0. |
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* |
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* \param jcol The current column of L |
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* \param diagpivotthresh diagonal pivoting threshold |
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* \param[in,out] perm_r Row permutation (threshold pivoting) |
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* \param[in] iperm_c column permutation - used to finf diagonal of Pc*A*Pc' |
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* \param[out] pivrow The pivot row |
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* \param glu Global LU data |
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* \return 0 if success, i > 0 if U(i,i) is exactly zero |
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* |
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*/ |
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template <typename Scalar, typename StorageIndex> |
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Index SparseLUImpl<Scalar,StorageIndex>::pivotL(const Index jcol, const RealScalar& diagpivotthresh, IndexVector& perm_r, IndexVector& iperm_c, Index& pivrow, GlobalLU_t& glu) |
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{ |
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Index fsupc = (glu.xsup)((glu.supno)(jcol)); // First column in the supernode containing the column jcol |
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Index nsupc = jcol - fsupc; // Number of columns in the supernode portion, excluding jcol; nsupc >=0 |
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Index lptr = glu.xlsub(fsupc); // pointer to the starting location of the row subscripts for this supernode portion |
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Index nsupr = glu.xlsub(fsupc+1) - lptr; // Number of rows in the supernode |
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Index lda = glu.xlusup(fsupc+1) - glu.xlusup(fsupc); // leading dimension |
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Scalar* lu_sup_ptr = &(glu.lusup.data()[glu.xlusup(fsupc)]); // Start of the current supernode |
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Scalar* lu_col_ptr = &(glu.lusup.data()[glu.xlusup(jcol)]); // Start of jcol in the supernode |
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StorageIndex* lsub_ptr = &(glu.lsub.data()[lptr]); // Start of row indices of the supernode |
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// Determine the largest abs numerical value for partial pivoting |
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Index diagind = iperm_c(jcol); // diagonal index |
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RealScalar pivmax(-1.0); |
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Index pivptr = nsupc; |
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Index diag = emptyIdxLU; |
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RealScalar rtemp; |
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Index isub, icol, itemp, k; |
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for (isub = nsupc; isub < nsupr; ++isub) { |
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using std::abs; |
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rtemp = abs(lu_col_ptr[isub]); |
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if (rtemp > pivmax) { |
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pivmax = rtemp; |
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pivptr = isub; |
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} |
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if (lsub_ptr[isub] == diagind) diag = isub; |
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} |
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// Test for singularity |
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if ( pivmax <= RealScalar(0.0) ) { |
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// if pivmax == -1, the column is structurally empty, otherwise it is only numerically zero |
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pivrow = pivmax < RealScalar(0.0) ? diagind : lsub_ptr[pivptr]; |
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perm_r(pivrow) = StorageIndex(jcol); |
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return (jcol+1); |
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} |
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RealScalar thresh = diagpivotthresh * pivmax; |
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// Choose appropriate pivotal element |
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{ |
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// Test if the diagonal element can be used as a pivot (given the threshold value) |
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if (diag >= 0 ) |
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{ |
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// Diagonal element exists |
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using std::abs; |
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rtemp = abs(lu_col_ptr[diag]); |
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if (rtemp != RealScalar(0.0) && rtemp >= thresh) pivptr = diag; |
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} |
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pivrow = lsub_ptr[pivptr]; |
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} |
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// Record pivot row |
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perm_r(pivrow) = StorageIndex(jcol); |
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// Interchange row subscripts |
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if (pivptr != nsupc ) |
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{ |
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std::swap( lsub_ptr[pivptr], lsub_ptr[nsupc] ); |
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// Interchange numerical values as well, for the two rows in the whole snode |
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// such that L is indexed the same way as A |
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for (icol = 0; icol <= nsupc; icol++) |
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{ |
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itemp = pivptr + icol * lda; |
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std::swap(lu_sup_ptr[itemp], lu_sup_ptr[nsupc + icol * lda]); |
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} |
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} |
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// cdiv operations |
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Scalar temp = Scalar(1.0) / lu_col_ptr[nsupc]; |
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for (k = nsupc+1; k < nsupr; k++) |
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lu_col_ptr[k] *= temp; |
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return 0; |
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} |
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} // end namespace internal |
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} // end namespace Eigen |
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#endif // SPARSELU_PIVOTL_H
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