/* glpspm.c */ /*********************************************************************** * This code is part of GLPK (GNU Linear Programming Kit). * * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, * 2009, 2010, 2011, 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 "glphbm.h" #include "glprgr.h" #include "glpspm.h" #include "env.h" /*********************************************************************** * NAME * * spm_create_mat - create general sparse matrix * * SYNOPSIS * * #include "glpspm.h" * SPM *spm_create_mat(int m, int n); * * DESCRIPTION * * The routine spm_create_mat creates a general sparse matrix having * m rows and n columns. Being created the matrix is zero (empty), i.e. * has no elements. * * RETURNS * * The routine returns a pointer to the matrix created. */ SPM *spm_create_mat(int m, int n) { SPM *A; xassert(0 <= m && m < INT_MAX); xassert(0 <= n && n < INT_MAX); A = xmalloc(sizeof(SPM)); A->m = m; A->n = n; if (m == 0 || n == 0) { A->pool = NULL; A->row = NULL; A->col = NULL; } else { int i, j; A->pool = dmp_create_pool(); A->row = xcalloc(1+m, sizeof(SPME *)); for (i = 1; i <= m; i++) A->row[i] = NULL; A->col = xcalloc(1+n, sizeof(SPME *)); for (j = 1; j <= n; j++) A->col[j] = NULL; } return A; } /*********************************************************************** * NAME * * spm_new_elem - add new element to sparse matrix * * SYNOPSIS * * #include "glpspm.h" * SPME *spm_new_elem(SPM *A, int i, int j, double val); * * DESCRIPTION * * The routine spm_new_elem adds a new element to the specified sparse * matrix. Parameters i, j, and val specify the row number, the column * number, and a numerical value of the element, respectively. * * RETURNS * * The routine returns a pointer to the new element added. */ SPME *spm_new_elem(SPM *A, int i, int j, double val) { SPME *e; xassert(1 <= i && i <= A->m); xassert(1 <= j && j <= A->n); e = dmp_get_atom(A->pool, sizeof(SPME)); e->i = i; e->j = j; e->val = val; e->r_prev = NULL; e->r_next = A->row[i]; if (e->r_next != NULL) e->r_next->r_prev = e; e->c_prev = NULL; e->c_next = A->col[j]; if (e->c_next != NULL) e->c_next->c_prev = e; A->row[i] = A->col[j] = e; return e; } /*********************************************************************** * NAME * * spm_delete_mat - delete general sparse matrix * * SYNOPSIS * * #include "glpspm.h" * void spm_delete_mat(SPM *A); * * DESCRIPTION * * The routine deletes the specified general sparse matrix freeing all * the memory allocated to this object. */ void spm_delete_mat(SPM *A) { /* delete sparse matrix */ if (A->pool != NULL) dmp_delete_pool(A->pool); if (A->row != NULL) xfree(A->row); if (A->col != NULL) xfree(A->col); xfree(A); return; } /*********************************************************************** * NAME * * spm_test_mat_e - create test sparse matrix of E(n,c) class * * SYNOPSIS * * #include "glpspm.h" * SPM *spm_test_mat_e(int n, int c); * * DESCRIPTION * * The routine spm_test_mat_e creates a test sparse matrix of E(n,c) * class as described in the book: Ole 0sterby, Zahari Zlatev. Direct * Methods for Sparse Matrices. Springer-Verlag, 1983. * * Matrix of E(n,c) class is a symmetric positive definite matrix of * the order n. It has the number 4 on its main diagonal and the number * -1 on its four co-diagonals, two of which are neighbour to the main * diagonal and two others are shifted from the main diagonal on the * distance c. * * It is necessary that n >= 3 and 2 <= c <= n-1. * * RETURNS * * The routine returns a pointer to the matrix created. */ SPM *spm_test_mat_e(int n, int c) { SPM *A; int i; xassert(n >= 3 && 2 <= c && c <= n-1); A = spm_create_mat(n, n); for (i = 1; i <= n; i++) spm_new_elem(A, i, i, 4.0); for (i = 1; i <= n-1; i++) { spm_new_elem(A, i, i+1, -1.0); spm_new_elem(A, i+1, i, -1.0); } for (i = 1; i <= n-c; i++) { spm_new_elem(A, i, i+c, -1.0); spm_new_elem(A, i+c, i, -1.0); } return A; } /*********************************************************************** * NAME * * spm_test_mat_d - create test sparse matrix of D(n,c) class * * SYNOPSIS * * #include "glpspm.h" * SPM *spm_test_mat_d(int n, int c); * * DESCRIPTION * * The routine spm_test_mat_d creates a test sparse matrix of D(n,c) * class as described in the book: Ole 0sterby, Zahari Zlatev. Direct * Methods for Sparse Matrices. Springer-Verlag, 1983. * * Matrix of D(n,c) class is a non-singular matrix of the order n. It * has unity main diagonal, three co-diagonals above the main diagonal * on the distance c, which are cyclically continued below the main * diagonal, and a triangle block of the size 10x10 in the upper right * corner. * * It is necessary that n >= 14 and 1 <= c <= n-13. * * RETURNS * * The routine returns a pointer to the matrix created. */ SPM *spm_test_mat_d(int n, int c) { SPM *A; int i, j; xassert(n >= 14 && 1 <= c && c <= n-13); A = spm_create_mat(n, n); for (i = 1; i <= n; i++) spm_new_elem(A, i, i, 1.0); for (i = 1; i <= n-c; i++) spm_new_elem(A, i, i+c, (double)(i+1)); for (i = n-c+1; i <= n; i++) spm_new_elem(A, i, i-n+c, (double)(i+1)); for (i = 1; i <= n-c-1; i++) spm_new_elem(A, i, i+c+1, (double)(-i)); for (i = n-c; i <= n; i++) spm_new_elem(A, i, i-n+c+1, (double)(-i)); for (i = 1; i <= n-c-2; i++) spm_new_elem(A, i, i+c+2, 16.0); for (i = n-c-1; i <= n; i++) spm_new_elem(A, i, i-n+c+2, 16.0); for (j = 1; j <= 10; j++) for (i = 1; i <= 11-j; i++) spm_new_elem(A, i, n-11+i+j, 100.0 * (double)j); return A; } /*********************************************************************** * NAME * * spm_show_mat - write sparse matrix pattern in BMP file format * * SYNOPSIS * * #include "glpspm.h" * int spm_show_mat(const SPM *A, const char *fname); * * DESCRIPTION * * The routine spm_show_mat writes pattern of the specified sparse * matrix in uncompressed BMP file format (Windows bitmap) to a binary * file whose name is specified by the character string fname. * * Each pixel corresponds to one matrix element. The pixel colors have * the following meaning: * * Black structurally zero element * White positive element * Cyan negative element * Green zero element * Red duplicate element * * RETURNS * * If no error occured, the routine returns zero. Otherwise, it prints * an appropriate error message and returns non-zero. */ int spm_show_mat(const SPM *A, const char *fname) { int m = A->m; int n = A->n; int i, j, k, ret; char *map; xprintf("spm_show_mat: writing matrix pattern to '%s'...\n", fname); xassert(1 <= m && m <= 32767); xassert(1 <= n && n <= 32767); map = xmalloc(m * n); memset(map, 0x08, m * n); for (i = 1; i <= m; i++) { SPME *e; for (e = A->row[i]; e != NULL; e = e->r_next) { j = e->j; xassert(1 <= j && j <= n); k = n * (i - 1) + (j - 1); if (map[k] != 0x08) map[k] = 0x0C; else if (e->val > 0.0) map[k] = 0x0F; else if (e->val < 0.0) map[k] = 0x0B; else map[k] = 0x0A; } } ret = rgr_write_bmp16(fname, m, n, map); xfree(map); return ret; } /*********************************************************************** * NAME * * spm_read_hbm - read sparse matrix in Harwell-Boeing format * * SYNOPSIS * * #include "glpspm.h" * SPM *spm_read_hbm(const char *fname); * * DESCRIPTION * * The routine spm_read_hbm reads a sparse matrix in the Harwell-Boeing * format from a text file whose name is the character string fname. * * Detailed description of the Harwell-Boeing format recognised by this * routine can be found in the following report: * * I.S.Duff, R.G.Grimes, J.G.Lewis. User's Guide for the Harwell-Boeing * Sparse Matrix Collection (Release I), TR/PA/92/86, October 1992. * * NOTE * * The routine spm_read_hbm reads the matrix "as is", due to which zero * and/or duplicate elements can appear in the matrix. * * RETURNS * * If no error occured, the routine returns a pointer to the matrix * created. Otherwise, the routine prints an appropriate error message * and returns NULL. */ SPM *spm_read_hbm(const char *fname) { SPM *A = NULL; HBM *hbm; int nrow, ncol, nnzero, i, j, beg, end, ptr, *colptr, *rowind; double val, *values; char *mxtype; hbm = hbm_read_mat(fname); if (hbm == NULL) { xprintf("spm_read_hbm: unable to read matrix\n"); goto fini; } mxtype = hbm->mxtype; nrow = hbm->nrow; ncol = hbm->ncol; nnzero = hbm->nnzero; colptr = hbm->colptr; rowind = hbm->rowind; values = hbm->values; if (!(strcmp(mxtype, "RSA") == 0 || strcmp(mxtype, "PSA") == 0 || strcmp(mxtype, "RUA") == 0 || strcmp(mxtype, "PUA") == 0 || strcmp(mxtype, "RRA") == 0 || strcmp(mxtype, "PRA") == 0)) { xprintf("spm_read_hbm: matrix type '%s' not supported\n", mxtype); goto fini; } A = spm_create_mat(nrow, ncol); if (mxtype[1] == 'S' || mxtype[1] == 'U') xassert(nrow == ncol); for (j = 1; j <= ncol; j++) { beg = colptr[j]; end = colptr[j+1]; xassert(1 <= beg && beg <= end && end <= nnzero + 1); for (ptr = beg; ptr < end; ptr++) { i = rowind[ptr]; xassert(1 <= i && i <= nrow); if (mxtype[0] == 'R') val = values[ptr]; else val = 1.0; spm_new_elem(A, i, j, val); if (mxtype[1] == 'S' && i != j) spm_new_elem(A, j, i, val); } } fini: if (hbm != NULL) hbm_free_mat(hbm); return A; } /*********************************************************************** * NAME * * spm_count_nnz - determine number of non-zeros in sparse matrix * * SYNOPSIS * * #include "glpspm.h" * int spm_count_nnz(const SPM *A); * * RETURNS * * The routine spm_count_nnz returns the number of structural non-zero * elements in the specified sparse matrix. */ int spm_count_nnz(const SPM *A) { SPME *e; int i, nnz = 0; for (i = 1; i <= A->m; i++) for (e = A->row[i]; e != NULL; e = e->r_next) nnz++; return nnz; } /*********************************************************************** * NAME * * spm_drop_zeros - remove zero elements from sparse matrix * * SYNOPSIS * * #include "glpspm.h" * int spm_drop_zeros(SPM *A, double eps); * * DESCRIPTION * * The routine spm_drop_zeros removes all elements from the specified * sparse matrix, whose absolute value is less than eps. * * If the parameter eps is 0, only zero elements are removed from the * matrix. * * RETURNS * * The routine returns the number of elements removed. */ int spm_drop_zeros(SPM *A, double eps) { SPME *e, *next; int i, count = 0; for (i = 1; i <= A->m; i++) { for (e = A->row[i]; e != NULL; e = next) { next = e->r_next; if (e->val == 0.0 || fabs(e->val) < eps) { /* remove element from the row list */ if (e->r_prev == NULL) A->row[e->i] = e->r_next; else e->r_prev->r_next = e->r_next; if (e->r_next == NULL) ; else e->r_next->r_prev = e->r_prev; /* remove element from the column list */ if (e->c_prev == NULL) A->col[e->j] = e->c_next; else e->c_prev->c_next = e->c_next; if (e->c_next == NULL) ; else e->c_next->c_prev = e->c_prev; /* return element to the memory pool */ dmp_free_atom(A->pool, e, sizeof(SPME)); count++; } } } return count; } /*********************************************************************** * NAME * * spm_read_mat - read sparse matrix from text file * * SYNOPSIS * * #include "glpspm.h" * SPM *spm_read_mat(const char *fname); * * DESCRIPTION * * The routine reads a sparse matrix from a text file whose name is * specified by the parameter fname. * * For the file format see description of the routine spm_write_mat. * * RETURNS * * On success the routine returns a pointer to the matrix created, * otherwise NULL. */ #if 1 SPM *spm_read_mat(const char *fname) { xassert(fname != fname); return NULL; } #else SPM *spm_read_mat(const char *fname) { SPM *A = NULL; PDS *pds; jmp_buf jump; int i, j, k, m, n, nnz, fail = 0; double val; xprintf("spm_read_mat: reading matrix from '%s'...\n", fname); pds = pds_open_file(fname); if (pds == NULL) { xprintf("spm_read_mat: unable to open '%s' - %s\n", fname, strerror(errno)); fail = 1; goto done; } if (setjmp(jump)) { fail = 1; goto done; } pds_set_jump(pds, jump); /* number of rows, number of columns, number of non-zeros */ m = pds_scan_int(pds); if (m < 0) pds_error(pds, "invalid number of rows\n"); n = pds_scan_int(pds); if (n < 0) pds_error(pds, "invalid number of columns\n"); nnz = pds_scan_int(pds); if (nnz < 0) pds_error(pds, "invalid number of non-zeros\n"); /* create matrix */ xprintf("spm_read_mat: %d rows, %d columns, %d non-zeros\n", m, n, nnz); A = spm_create_mat(m, n); /* read matrix elements */ for (k = 1; k <= nnz; k++) { /* row index, column index, element value */ i = pds_scan_int(pds); if (!(1 <= i && i <= m)) pds_error(pds, "row index out of range\n"); j = pds_scan_int(pds); if (!(1 <= j && j <= n)) pds_error(pds, "column index out of range\n"); val = pds_scan_num(pds); /* add new element to the matrix */ spm_new_elem(A, i, j, val); } xprintf("spm_read_mat: %d lines were read\n", pds->count); done: if (pds != NULL) pds_close_file(pds); if (fail && A != NULL) spm_delete_mat(A), A = NULL; return A; } #endif /*********************************************************************** * NAME * * spm_write_mat - write sparse matrix to text file * * SYNOPSIS * * #include "glpspm.h" * int spm_write_mat(const SPM *A, const char *fname); * * DESCRIPTION * * The routine spm_write_mat writes the specified sparse matrix to a * text file whose name is specified by the parameter fname. This file * can be read back with the routine spm_read_mat. * * RETURNS * * On success the routine returns zero, otherwise non-zero. * * FILE FORMAT * * The file created by the routine spm_write_mat is a plain text file, * which contains the following information: * * m n nnz * row[1] col[1] val[1] * row[2] col[2] val[2] * . . . * row[nnz] col[nnz] val[nnz] * * where: * m is the number of rows; * n is the number of columns; * nnz is the number of non-zeros; * row[k], k = 1,...,nnz, are row indices; * col[k], k = 1,...,nnz, are column indices; * val[k], k = 1,...,nnz, are element values. */ #if 1 int spm_write_mat(const SPM *A, const char *fname) { xassert(A != A); xassert(fname != fname); return 0; } #else int spm_write_mat(const SPM *A, const char *fname) { FILE *fp; int i, nnz, ret = 0; xprintf("spm_write_mat: writing matrix to '%s'...\n", fname); fp = fopen(fname, "w"); if (fp == NULL) { xprintf("spm_write_mat: unable to create '%s' - %s\n", fname, strerror(errno)); ret = 1; goto done; } /* number of rows, number of columns, number of non-zeros */ nnz = spm_count_nnz(A); fprintf(fp, "%d %d %d\n", A->m, A->n, nnz); /* walk through rows of the matrix */ for (i = 1; i <= A->m; i++) { SPME *e; /* walk through elements of i-th row */ for (e = A->row[i]; e != NULL; e = e->r_next) { /* row index, column index, element value */ fprintf(fp, "%d %d %.*g\n", e->i, e->j, DBL_DIG, e->val); } } fflush(fp); if (ferror(fp)) { xprintf("spm_write_mat: writing error on '%s' - %s\n", fname, strerror(errno)); ret = 1; goto done; } xprintf("spm_write_mat: %d lines were written\n", 1 + nnz); done: if (fp != NULL) fclose(fp); return ret; } #endif /*********************************************************************** * NAME * * spm_transpose - transpose sparse matrix * * SYNOPSIS * * #include "glpspm.h" * SPM *spm_transpose(const SPM *A); * * RETURNS * * The routine computes and returns sparse matrix B, which is a matrix * transposed to sparse matrix A. */ SPM *spm_transpose(const SPM *A) { SPM *B; int i; B = spm_create_mat(A->n, A->m); for (i = 1; i <= A->m; i++) { SPME *e; for (e = A->row[i]; e != NULL; e = e->r_next) spm_new_elem(B, e->j, i, e->val); } return B; } SPM *spm_add_sym(const SPM *A, const SPM *B) { /* add two sparse matrices (symbolic phase) */ SPM *C; int i, j, *flag; xassert(A->m == B->m); xassert(A->n == B->n); /* create resultant matrix */ C = spm_create_mat(A->m, A->n); /* allocate and clear the flag array */ flag = xcalloc(1+C->n, sizeof(int)); for (j = 1; j <= C->n; j++) flag[j] = 0; /* compute pattern of C = A + B */ for (i = 1; i <= C->m; i++) { SPME *e; /* at the beginning i-th row of C is empty */ /* (i-th row of C) := (i-th row of C) union (i-th row of A) */ for (e = A->row[i]; e != NULL; e = e->r_next) { /* (note that i-th row of A may have duplicate elements) */ j = e->j; if (!flag[j]) { spm_new_elem(C, i, j, 0.0); flag[j] = 1; } } /* (i-th row of C) := (i-th row of C) union (i-th row of B) */ for (e = B->row[i]; e != NULL; e = e->r_next) { /* (note that i-th row of B may have duplicate elements) */ j = e->j; if (!flag[j]) { spm_new_elem(C, i, j, 0.0); flag[j] = 1; } } /* reset the flag array */ for (e = C->row[i]; e != NULL; e = e->r_next) flag[e->j] = 0; } /* check and deallocate the flag array */ for (j = 1; j <= C->n; j++) xassert(!flag[j]); xfree(flag); return C; } void spm_add_num(SPM *C, double alfa, const SPM *A, double beta, const SPM *B) { /* add two sparse matrices (numeric phase) */ int i, j; double *work; /* allocate and clear the working array */ work = xcalloc(1+C->n, sizeof(double)); for (j = 1; j <= C->n; j++) work[j] = 0.0; /* compute matrix C = alfa * A + beta * B */ for (i = 1; i <= C->n; i++) { SPME *e; /* work := alfa * (i-th row of A) + beta * (i-th row of B) */ /* (note that A and/or B may have duplicate elements) */ for (e = A->row[i]; e != NULL; e = e->r_next) work[e->j] += alfa * e->val; for (e = B->row[i]; e != NULL; e = e->r_next) work[e->j] += beta * e->val; /* (i-th row of C) := work, work := 0 */ for (e = C->row[i]; e != NULL; e = e->r_next) { j = e->j; e->val = work[j]; work[j] = 0.0; } } /* check and deallocate the working array */ for (j = 1; j <= C->n; j++) xassert(work[j] == 0.0); xfree(work); return; } SPM *spm_add_mat(double alfa, const SPM *A, double beta, const SPM *B) { /* add two sparse matrices (driver routine) */ SPM *C; C = spm_add_sym(A, B); spm_add_num(C, alfa, A, beta, B); return C; } SPM *spm_mul_sym(const SPM *A, const SPM *B) { /* multiply two sparse matrices (symbolic phase) */ int i, j, k, *flag; SPM *C; xassert(A->n == B->m); /* create resultant matrix */ C = spm_create_mat(A->m, B->n); /* allocate and clear the flag array */ flag = xcalloc(1+C->n, sizeof(int)); for (j = 1; j <= C->n; j++) flag[j] = 0; /* compute pattern of C = A * B */ for (i = 1; i <= C->m; i++) { SPME *e, *ee; /* compute pattern of i-th row of C */ for (e = A->row[i]; e != NULL; e = e->r_next) { k = e->j; for (ee = B->row[k]; ee != NULL; ee = ee->r_next) { j = ee->j; /* if a[i,k] != 0 and b[k,j] != 0 then c[i,j] != 0 */ if (!flag[j]) { /* c[i,j] does not exist, so create it */ spm_new_elem(C, i, j, 0.0); flag[j] = 1; } } } /* reset the flag array */ for (e = C->row[i]; e != NULL; e = e->r_next) flag[e->j] = 0; } /* check and deallocate the flag array */ for (j = 1; j <= C->n; j++) xassert(!flag[j]); xfree(flag); return C; } void spm_mul_num(SPM *C, const SPM *A, const SPM *B) { /* multiply two sparse matrices (numeric phase) */ int i, j; double *work; /* allocate and clear the working array */ work = xcalloc(1+A->n, sizeof(double)); for (j = 1; j <= A->n; j++) work[j] = 0.0; /* compute matrix C = A * B */ for (i = 1; i <= C->m; i++) { SPME *e, *ee; double temp; /* work := (i-th row of A) */ /* (note that A may have duplicate elements) */ for (e = A->row[i]; e != NULL; e = e->r_next) work[e->j] += e->val; /* compute i-th row of C */ for (e = C->row[i]; e != NULL; e = e->r_next) { j = e->j; /* c[i,j] := work * (j-th column of B) */ temp = 0.0; for (ee = B->col[j]; ee != NULL; ee = ee->c_next) temp += work[ee->i] * ee->val; e->val = temp; } /* reset the working array */ for (e = A->row[i]; e != NULL; e = e->r_next) work[e->j] = 0.0; } /* check and deallocate the working array */ for (j = 1; j <= A->n; j++) xassert(work[j] == 0.0); xfree(work); return; } SPM *spm_mul_mat(const SPM *A, const SPM *B) { /* multiply two sparse matrices (driver routine) */ SPM *C; C = spm_mul_sym(A, B); spm_mul_num(C, A, B); return C; } PER *spm_create_per(int n) { /* create permutation matrix */ PER *P; int k; xassert(n >= 0); P = xmalloc(sizeof(PER)); P->n = n; P->row = xcalloc(1+n, sizeof(int)); P->col = xcalloc(1+n, sizeof(int)); /* initially it is identity matrix */ for (k = 1; k <= n; k++) P->row[k] = P->col[k] = k; return P; } void spm_check_per(PER *P) { /* check permutation matrix for correctness */ int i, j; xassert(P->n >= 0); for (i = 1; i <= P->n; i++) { j = P->row[i]; xassert(1 <= j && j <= P->n); xassert(P->col[j] == i); } return; } void spm_delete_per(PER *P) { /* delete permutation matrix */ xfree(P->row); xfree(P->col); xfree(P); return; } /* eof */