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/* fhvint.c (interface to FHV-factorization) */
/***********************************************************************
* This code is part of GLPK (GNU Linear Programming Kit).
*
* Copyright (C) 2012-2014 Andrew Makhorin, Department for Applied
* Informatics, Moscow Aviation Institute, Moscow, Russia. All rights
* reserved. E-mail: <mao@gnu.org>.
*
* 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 <http://www.gnu.org/licenses/>.
***********************************************************************/
#include "env.h"
#include "fhvint.h"
FHVINT *fhvint_create(void)
{ /* create interface to FHV-factorization */
FHVINT *fi;
fi = talloc(1, FHVINT);
memset(fi, 0, sizeof(FHVINT));
fi->lufi = lufint_create();
return fi;
}
int fhvint_factorize(FHVINT *fi, int n, int (*col)(void *info, int j,
int ind[], double val[]), void *info)
{ /* compute FHV-factorization of specified matrix A */
int nfs_max, old_n_max, n_max, k, ret;
xassert(n > 0);
fi->valid = 0;
/* get required value of nfs_max */
nfs_max = fi->nfs_max;
if (nfs_max == 0)
nfs_max = 100;
xassert(nfs_max > 0);
/* compute factorization of specified matrix A */
old_n_max = fi->lufi->n_max;
fi->lufi->sva_n_max = 4 * n + nfs_max;
fi->lufi->sgf_updat = 1;
ret = lufint_factorize(fi->lufi, n, col, info);
n_max = fi->lufi->n_max;
/* allocate/reallocate arrays, if necessary */
if (fi->fhv.nfs_max != nfs_max)
{ if (fi->fhv.hh_ind != NULL)
tfree(fi->fhv.hh_ind);
fi->fhv.hh_ind = talloc(1+nfs_max, int);
}
if (old_n_max < n_max)
{ if (fi->fhv.p0_ind != NULL)
tfree(fi->fhv.p0_ind);
if (fi->fhv.p0_inv != NULL)
tfree(fi->fhv.p0_inv);
fi->fhv.p0_ind = talloc(1+n_max, int);
fi->fhv.p0_inv = talloc(1+n_max, int);
}
/* initialize FHV-factorization */
fi->fhv.luf = fi->lufi->luf;
fi->fhv.nfs_max = nfs_max;
/* H := I */
fi->fhv.nfs = 0;
fi->fhv.hh_ref = sva_alloc_vecs(fi->lufi->sva, nfs_max);
/* P0 := P */
for (k = 1; k <= n; k++)
{ fi->fhv.p0_ind[k] = fi->fhv.luf->pp_ind[k];
fi->fhv.p0_inv[k] = fi->fhv.luf->pp_inv[k];
}
/* set validation flag */
if (ret == 0)
fi->valid = 1;
return ret;
}
int fhvint_update(FHVINT *fi, int j, int len, const int ind[],
const double val[])
{ /* update FHV-factorization after replacing j-th column of A */
SGF *sgf = fi->lufi->sgf;
int *ind1 = sgf->rs_next;
double *val1 = sgf->vr_max;
double *work = sgf->work;
int ret;
xassert(fi->valid);
ret = fhv_ft_update(&fi->fhv, j, len, ind, val, ind1, val1, work);
if (ret != 0)
fi->valid = 0;
return ret;
}
void fhvint_ftran(FHVINT *fi, double x[])
{ /* solve system A * x = b */
FHV *fhv = &fi->fhv;
LUF *luf = fhv->luf;
int n = luf->n;
int *pp_ind = luf->pp_ind;
int *pp_inv = luf->pp_inv;
SGF *sgf = fi->lufi->sgf;
double *work = sgf->work;
xassert(fi->valid);
/* A = F * H * V */
/* x = inv(A) * b = inv(V) * inv(H) * inv(F) * b */
luf->pp_ind = fhv->p0_ind;
luf->pp_inv = fhv->p0_inv;
luf_f_solve(luf, x);
luf->pp_ind = pp_ind;
luf->pp_inv = pp_inv;
fhv_h_solve(fhv, x);
luf_v_solve(luf, x, work);
memcpy(&x[1], &work[1], n * sizeof(double));
return;
}
void fhvint_btran(FHVINT *fi, double x[])
{ /* solve system A'* x = b */
FHV *fhv = &fi->fhv;
LUF *luf = fhv->luf;
int n = luf->n;
int *pp_ind = luf->pp_ind;
int *pp_inv = luf->pp_inv;
SGF *sgf = fi->lufi->sgf;
double *work = sgf->work;
xassert(fi->valid);
/* A' = (F * H * V)' = V'* H'* F' */
/* x = inv(A') * b = inv(F') * inv(H') * inv(V') * b */
luf_vt_solve(luf, x, work);
fhv_ht_solve(fhv, work);
luf->pp_ind = fhv->p0_ind;
luf->pp_inv = fhv->p0_inv;
luf_ft_solve(luf, work);
luf->pp_ind = pp_ind;
luf->pp_inv = pp_inv;
memcpy(&x[1], &work[1], n * sizeof(double));
return;
}
double fhvint_estimate(FHVINT *fi)
{ /* estimate 1-norm of inv(A) */
double norm;
xassert(fi->valid);
xassert(fi->fhv.nfs == 0);
norm = luf_estimate_norm(fi->fhv.luf, fi->lufi->sgf->vr_max,
fi->lufi->sgf->work);
return norm;
}
void fhvint_delete(FHVINT *fi)
{ /* delete interface to FHV-factorization */
lufint_delete(fi->lufi);
if (fi->fhv.hh_ind != NULL)
tfree(fi->fhv.hh_ind);
if (fi->fhv.p0_ind != NULL)
tfree(fi->fhv.p0_ind);
if (fi->fhv.p0_inv != NULL)
tfree(fi->fhv.p0_inv);
tfree(fi);
return;
}
/* eof */
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