/* btfint.c (interface to BT-factorization) */ /*********************************************************************** * This code is part of GLPK (GNU Linear Programming Kit). * * Copyright (C) 2013-2014 Andrew Makhorin, Department for Applied * Informatics, Moscow Aviation Institute, Moscow, Russia. All rights * reserved. E-mail: . * * GLPK is free software: you can redistribute it and/or modify it * under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * GLPK is distributed in the hope that it will be useful, but WITHOUT * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public * License for more details. * * You should have received a copy of the GNU General Public License * along with GLPK. If not, see . ***********************************************************************/ #include "env.h" #include "btfint.h" BTFINT *btfint_create(void) { /* create interface to BT-factorization */ BTFINT *fi; fi = talloc(1, BTFINT); fi->n_max = 0; fi->valid = 0; fi->sva = NULL; fi->btf = NULL; fi->sgf = NULL; fi->sva_n_max = fi->sva_size = 0; fi->delta_n0 = fi->delta_n = 0; fi->sgf_piv_tol = 0.10; fi->sgf_piv_lim = 4; fi->sgf_suhl = 1; fi->sgf_eps_tol = DBL_EPSILON; return fi; } static void factorize_triv(BTFINT *fi, int k, int (*col)(void *info, int j, int ind[], double val[]), void *info) { /* compute LU-factorization of diagonal block A~[k,k] and store * corresponding columns of matrix A except elements of A~[k,k] * (trivial case when the block has unity size) */ SVA *sva = fi->sva; int *sv_ind = sva->ind; double *sv_val = sva->val; BTF *btf = fi->btf; int *pp_inv = btf->pp_inv; int *qq_ind = btf->qq_ind; int *beg = btf->beg; int ac_ref = btf->ac_ref; int *ac_ptr = &sva->ptr[ac_ref-1]; int *ac_len = &sva->len[ac_ref-1]; SGF *sgf = fi->sgf; int *ind = (int *)sgf->vr_max; /* working array */ double *val = sgf->work; /* working array */ int i, j, t, len, ptr, beg_k; /* diagonal block A~[k,k] has the only element in matrix A~, * which is a~[beg[k],beg[k]] = a[i,j] */ beg_k = beg[k]; i = pp_inv[beg_k]; j = qq_ind[beg_k]; /* get j-th column of A */ len = col(info, j, ind, val); /* find element a[i,j] = a~[beg[k],beg[k]] in j-th column */ for (t = 1; t <= len; t++) { if (ind[t] == i) break; } xassert(t <= len); /* compute LU-factorization of diagonal block A~[k,k], where * F = (1), V = (a[i,j]), P = Q = (1) (see the module LUF) */ #if 1 /* FIXME */ xassert(val[t] != 0.0); #endif btf->vr_piv[beg_k] = val[t]; btf->p1_ind[beg_k] = btf->p1_inv[beg_k] = 1; btf->q1_ind[beg_k] = btf->q1_inv[beg_k] = 1; /* remove element a[i,j] = a~[beg[k],beg[k]] from j-th column */ memmove(&ind[t], &ind[t+1], (len-t) * sizeof(int)); memmove(&val[t], &val[t+1], (len-t) * sizeof(double)); len--; /* and store resulting j-th column of A into BTF */ if (len > 0) { /* reserve locations for j-th column of A */ if (sva->r_ptr - sva->m_ptr < len) { sva_more_space(sva, len); sv_ind = sva->ind; sv_val = sva->val; } sva_reserve_cap(sva, ac_ref+(j-1), len); /* store j-th column of A (except elements of A~[k,k]) */ ptr = ac_ptr[j]; memcpy(&sv_ind[ptr], &ind[1], len * sizeof(int)); memcpy(&sv_val[ptr], &val[1], len * sizeof(double)); ac_len[j] = len; } return; } static int factorize_block(BTFINT *fi, int k, int (*col)(void *info, int j, int ind[], double val[]), void *info) { /* compute LU-factorization of diagonal block A~[k,k] and store * corresponding columns of matrix A except elements of A~[k,k] * (general case) */ SVA *sva = fi->sva; int *sv_ind = sva->ind; double *sv_val = sva->val; BTF *btf = fi->btf; int *pp_ind = btf->pp_ind; int *qq_ind = btf->qq_ind; int *beg = btf->beg; int ac_ref = btf->ac_ref; int *ac_ptr = &sva->ptr[ac_ref-1]; int *ac_len = &sva->len[ac_ref-1]; SGF *sgf = fi->sgf; int *ind = (int *)sgf->vr_max; /* working array */ double *val = sgf->work; /* working array */ LUF luf; int *vc_ptr, *vc_len, *vc_cap; int i, ii, j, jj, t, len, cnt, ptr, beg_k; /* construct fake LUF for LU-factorization of A~[k,k] */ sgf->luf = &luf; luf.n = beg[k+1] - (beg_k = beg[k]); luf.sva = sva; luf.fr_ref = btf->fr_ref + (beg_k-1); luf.fc_ref = btf->fc_ref + (beg_k-1); luf.vr_ref = btf->vr_ref + (beg_k-1); luf.vr_piv = btf->vr_piv + (beg_k-1); luf.vc_ref = btf->vc_ref + (beg_k-1); luf.pp_ind = btf->p1_ind + (beg_k-1); luf.pp_inv = btf->p1_inv + (beg_k-1); luf.qq_ind = btf->q1_ind + (beg_k-1); luf.qq_inv = btf->q1_inv + (beg_k-1); /* process columns of k-th block of matrix A~ */ vc_ptr = &sva->ptr[luf.vc_ref-1]; vc_len = &sva->len[luf.vc_ref-1]; vc_cap = &sva->cap[luf.vc_ref-1]; for (jj = 1; jj <= luf.n; jj++) { /* jj-th column of A~ = j-th column of A */ j = qq_ind[jj + (beg_k-1)]; /* get j-th column of A */ len = col(info, j, ind, val); /* move elements of diagonal block A~[k,k] to the beginning of * the column list */ cnt = 0; for (t = 1; t <= len; t++) { /* i = row index of element a[i,j] */ i = ind[t]; /* i-th row of A = ii-th row of A~ */ ii = pp_ind[i]; if (ii >= beg_k) { /* a~[ii,jj] = a[i,j] is in diagonal block A~[k,k] */ double temp; cnt++; ind[t] = ind[cnt]; ind[cnt] = ii - (beg_k-1); /* local index */ temp = val[t], val[t] = val[cnt], val[cnt] = temp; } } /* first cnt elements in the column list give jj-th column of * diagonal block A~[k,k], which is initial matrix V in LUF */ /* enlarge capacity of jj-th column of V = A~[k,k] */ if (vc_cap[jj] < cnt) { if (sva->r_ptr - sva->m_ptr < cnt) { sva_more_space(sva, cnt); sv_ind = sva->ind; sv_val = sva->val; } sva_enlarge_cap(sva, luf.vc_ref+(jj-1), cnt, 0); } /* store jj-th column of V = A~[k,k] */ ptr = vc_ptr[jj]; memcpy(&sv_ind[ptr], &ind[1], cnt * sizeof(int)); memcpy(&sv_val[ptr], &val[1], cnt * sizeof(double)); vc_len[jj] = cnt; /* other (len-cnt) elements in the column list are stored in * j-th column of the original matrix A */ len -= cnt; if (len > 0) { /* reserve locations for j-th column of A */ if (sva->r_ptr - sva->m_ptr < len) { sva_more_space(sva, len); sv_ind = sva->ind; sv_val = sva->val; } sva_reserve_cap(sva, ac_ref-1+j, len); /* store j-th column of A (except elements of A~[k,k]) */ ptr = ac_ptr[j]; memcpy(&sv_ind[ptr], &ind[cnt+1], len * sizeof(int)); memcpy(&sv_val[ptr], &val[cnt+1], len * sizeof(double)); ac_len[j] = len; } } /* compute LU-factorization of diagonal block A~[k,k]; may note * that A~[k,k] is irreducible (strongly connected), so singleton * phase will have no effect */ k = sgf_factorize(sgf, 0 /* disable singleton phase */); /* now left (dynamic) part of SVA should be empty (wichtig!) */ xassert(sva->m_ptr == 1); return k; } int btfint_factorize(BTFINT *fi, int n, int (*col)(void *info, int j, int ind[], double val[]), void *info) { /* compute BT-factorization of specified matrix A */ SVA *sva; BTF *btf; SGF *sgf; int k, rank; xassert(n > 0); fi->valid = 0; /* create sparse vector area (SVA), if necessary */ sva = fi->sva; if (sva == NULL) { int sva_n_max = fi->sva_n_max; int sva_size = fi->sva_size; if (sva_n_max == 0) sva_n_max = 6 * n; if (sva_size == 0) sva_size = 10 * n; sva = fi->sva = sva_create_area(sva_n_max, sva_size); } /* allocate/reallocate underlying objects, if necessary */ if (fi->n_max < n) { int n_max = fi->n_max; if (n_max == 0) n_max = fi->n_max = n + fi->delta_n0; else n_max = fi->n_max = n + fi->delta_n; xassert(n_max >= n); /* allocate/reallocate block triangular factorization (BTF) */ btf = fi->btf; if (btf == NULL) { btf = fi->btf = talloc(1, BTF); memset(btf, 0, sizeof(BTF)); btf->sva = sva; } else { tfree(btf->pp_ind); tfree(btf->pp_inv); tfree(btf->qq_ind); tfree(btf->qq_inv); tfree(btf->beg); tfree(btf->vr_piv); tfree(btf->p1_ind); tfree(btf->p1_inv); tfree(btf->q1_ind); tfree(btf->q1_inv); } btf->pp_ind = talloc(1+n_max, int); btf->pp_inv = talloc(1+n_max, int); btf->qq_ind = talloc(1+n_max, int); btf->qq_inv = talloc(1+n_max, int); btf->beg = talloc(1+n_max+1, int); btf->vr_piv = talloc(1+n_max, double); btf->p1_ind = talloc(1+n_max, int); btf->p1_inv = talloc(1+n_max, int); btf->q1_ind = talloc(1+n_max, int); btf->q1_inv = talloc(1+n_max, int); /* allocate/reallocate factorizer workspace (SGF) */ /* (note that for SGF we could use the size of largest block * rather than n_max) */ sgf = fi->sgf; sgf = fi->sgf; if (sgf == NULL) { sgf = fi->sgf = talloc(1, SGF); memset(sgf, 0, sizeof(SGF)); } else { tfree(sgf->rs_head); tfree(sgf->rs_prev); tfree(sgf->rs_next); tfree(sgf->cs_head); tfree(sgf->cs_prev); tfree(sgf->cs_next); tfree(sgf->vr_max); tfree(sgf->flag); tfree(sgf->work); } sgf->rs_head = talloc(1+n_max, int); sgf->rs_prev = talloc(1+n_max, int); sgf->rs_next = talloc(1+n_max, int); sgf->cs_head = talloc(1+n_max, int); sgf->cs_prev = talloc(1+n_max, int); sgf->cs_next = talloc(1+n_max, int); sgf->vr_max = talloc(1+n_max, double); sgf->flag = talloc(1+n_max, char); sgf->work = talloc(1+n_max, double); } btf = fi->btf; btf->n = n; sgf = fi->sgf; #if 1 /* FIXME */ /* initialize SVA */ sva->n = 0; sva->m_ptr = 1; sva->r_ptr = sva->size + 1; sva->head = sva->tail = 0; #endif /* store pattern of original matrix A in column-wise format */ btf->ac_ref = sva_alloc_vecs(btf->sva, btf->n); btf_store_a_cols(btf, col, info, btf->pp_ind, btf->vr_piv); #ifdef GLP_DEBUG sva_check_area(sva); #endif /* analyze pattern of original matrix A and determine permutation * matrices P and Q such that A = P * A~* Q, where A~ is an upper * block triangular matrix */ rank = btf_make_blocks(btf); if (rank != n) { /* original matrix A is structurally singular */ return 1; } #ifdef GLP_DEBUG btf_check_blocks(btf); #endif #if 1 /* FIXME */ /* initialize SVA */ sva->n = 0; sva->m_ptr = 1; sva->r_ptr = sva->size + 1; sva->head = sva->tail = 0; #endif /* allocate sparse vectors in SVA */ btf->ar_ref = sva_alloc_vecs(btf->sva, btf->n); btf->ac_ref = sva_alloc_vecs(btf->sva, btf->n); btf->fr_ref = sva_alloc_vecs(btf->sva, btf->n); btf->fc_ref = sva_alloc_vecs(btf->sva, btf->n); btf->vr_ref = sva_alloc_vecs(btf->sva, btf->n); btf->vc_ref = sva_alloc_vecs(btf->sva, btf->n); /* setup factorizer control parameters */ sgf->updat = 0; /* wichtig! */ sgf->piv_tol = fi->sgf_piv_tol; sgf->piv_lim = fi->sgf_piv_lim; sgf->suhl = fi->sgf_suhl; sgf->eps_tol = fi->sgf_eps_tol; /* compute LU-factorizations of diagonal blocks A~[k,k] and also * store corresponding columns of matrix A except elements of all * blocks A~[k,k] */ for (k = 1; k <= btf->num; k++) { if (btf->beg[k+1] - btf->beg[k] == 1) { /* trivial case (A~[k,k] has unity order) */ factorize_triv(fi, k, col, info); } else { /* general case */ if (factorize_block(fi, k, col, info) != 0) return 2; /* factorization of A~[k,k] failed */ } } #ifdef GLP_DEBUG sva_check_area(sva); #endif /* build row-wise representation of matrix A */ btf_build_a_rows(fi->btf, fi->sgf->rs_head); #ifdef GLP_DEBUG sva_check_area(sva); #endif /* BT-factorization has been successfully computed */ fi->valid = 1; return 0; } void btfint_delete(BTFINT *fi) { /* delete interface to BT-factorization */ SVA *sva = fi->sva; BTF *btf = fi->btf; SGF *sgf = fi->sgf; if (sva != NULL) sva_delete_area(sva); if (btf != NULL) { tfree(btf->pp_ind); tfree(btf->pp_inv); tfree(btf->qq_ind); tfree(btf->qq_inv); tfree(btf->beg); tfree(btf->vr_piv); tfree(btf->p1_ind); tfree(btf->p1_inv); tfree(btf->q1_ind); tfree(btf->q1_inv); tfree(btf); } if (sgf != NULL) { tfree(sgf->rs_head); tfree(sgf->rs_prev); tfree(sgf->rs_next); tfree(sgf->cs_head); tfree(sgf->cs_prev); tfree(sgf->cs_next); tfree(sgf->vr_max); tfree(sgf->flag); tfree(sgf->work); tfree(sgf); } tfree(fi); return; } /* eof */