/* lufint.c (interface to LU-factorization) */ /*********************************************************************** * This code is part of GLPK (GNU Linear Programming Kit). * * Copyright (C) 2012-2013 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 "lufint.h" LUFINT *lufint_create(void) { /* create interface to LU-factorization */ LUFINT *fi; fi = talloc(1, LUFINT); fi->n_max = 0; fi->valid = 0; fi->sva = NULL; fi->luf = NULL; fi->sgf = NULL; fi->sva_n_max = fi->sva_size = 0; fi->delta_n0 = fi->delta_n = 0; fi->sgf_updat = 0; fi->sgf_piv_tol = 0.10; fi->sgf_piv_lim = 4; fi->sgf_suhl = 1; fi->sgf_eps_tol = DBL_EPSILON; return fi; } int lufint_factorize(LUFINT *fi, int n, int (*col)(void *info, int j, int ind[], double val[]), void *info) { /* compute LU-factorization of specified matrix A */ SVA *sva; LUF *luf; SGF *sgf; int k; 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 = 4 * 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 LU-factorization (LUF) */ luf = fi->luf; if (luf == NULL) { luf = fi->luf = talloc(1, LUF); memset(luf, 0, sizeof(LUF)); luf->sva = sva; } else { tfree(luf->vr_piv); tfree(luf->pp_ind); tfree(luf->pp_inv); tfree(luf->qq_ind); tfree(luf->qq_inv); } luf->vr_piv = talloc(1+n_max, double); luf->pp_ind = talloc(1+n_max, int); luf->pp_inv = talloc(1+n_max, int); luf->qq_ind = talloc(1+n_max, int); luf->qq_inv = talloc(1+n_max, int); /* allocate/reallocate factorizer workspace (SGF) */ sgf = fi->sgf; if (sgf == NULL) { sgf = fi->sgf = talloc(1, SGF); memset(sgf, 0, sizeof(SGF)); sgf->luf = luf; } 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); } luf = fi->luf; 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 /* allocate sparse vectors in SVA */ luf->n = n; luf->fr_ref = sva_alloc_vecs(sva, n); luf->fc_ref = sva_alloc_vecs(sva, n); luf->vr_ref = sva_alloc_vecs(sva, n); luf->vc_ref = sva_alloc_vecs(sva, n); /* store matrix V = A in column-wise format */ luf_store_v_cols(luf, col, info, sgf->rs_prev, sgf->work); /* setup factorizer control parameters */ sgf->updat = fi->sgf_updat; 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-factorization of specified matrix A */ k = sgf_factorize(sgf, 1); if (k == 0) fi->valid = 1; return k; } void lufint_delete(LUFINT *fi) { /* delete interface to LU-factorization */ SVA *sva = fi->sva; LUF *luf = fi->luf; SGF *sgf = fi->sgf; if (sva != NULL) sva_delete_area(sva); if (luf != NULL) { tfree(luf->vr_piv); tfree(luf->pp_ind); tfree(luf->pp_inv); tfree(luf->qq_ind); tfree(luf->qq_inv); tfree(luf); } 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 */