gtsam/spqr_mini/cholmod_common.c

673 lines
21 KiB
C

/* ========================================================================== */
/* === Core/cholmod_common ================================================== */
/* ========================================================================== */
/* -----------------------------------------------------------------------------
* CHOLMOD/Core Module. Copyright (C) 2005-2006,
* Univ. of Florida. Author: Timothy A. Davis
* The CHOLMOD/Core Module is licensed under Version 2.1 of the GNU
* Lesser General Public License. See lesser.txt for a text of the license.
* CHOLMOD is also available under other licenses; contact authors for details.
* http://www.cise.ufl.edu/research/sparse
* -------------------------------------------------------------------------- */
/* Core utility routines for the cholmod_common object:
*
* Primary routines:
* -----------------
* cholmod_start the first call to CHOLMOD
* cholmod_finish the last call to CHOLMOD
*
* Secondary routines:
* -------------------
* cholmod_defaults restore (most) default control parameters
* cholmod_allocate_work allocate (or reallocate) workspace in Common
* cholmod_free_work free workspace in Common
* cholmod_clear_flag clear Common->Flag in workspace
* cholmod_maxrank column dimension of Common->Xwork workspace
*
* The Common object is unique. It cannot be allocated or deallocated by
* CHOLMOD, since it contains the definition of the memory management routines
* used (pointers to malloc, free, realloc, and calloc, or their equivalent).
* The Common object contains workspace that is used between calls to
* CHOLMOD routines. This workspace allocated by CHOLMOD as needed, by
* cholmod_allocate_work and cholmod_free_work.
*/
#include "cholmod_internal.h"
#include "cholmod_core.h"
/* ========================================================================== */
/* === cholmod_start ======================================================== */
/* ========================================================================== */
/* Initialize Common default parameters and statistics. Sets workspace
* pointers to NULL.
*
* This routine must be called just once, prior to calling any other CHOLMOD
* routine. Do not call this routine after any other CHOLMOD routine (except
* cholmod_finish, to start a new CHOLMOD session), or a memory leak will
* occur.
*
* workspace: none
*/
int CHOLMOD(start)
(
cholmod_common *Common
)
{
int k ;
if (Common == NULL)
{
return (FALSE) ;
}
/* ---------------------------------------------------------------------- */
/* user error handling routine */
/* ---------------------------------------------------------------------- */
Common->error_handler = NULL ;
/* ---------------------------------------------------------------------- */
/* integer and numerical types */
/* ---------------------------------------------------------------------- */
Common->itype = ITYPE ;
Common->dtype = DTYPE ;
/* ---------------------------------------------------------------------- */
/* default control parameters */
/* ---------------------------------------------------------------------- */
cholmod_l_defaults(Common) ;
Common->try_catch = FALSE ;
/* ---------------------------------------------------------------------- */
/* memory management routines */
/* ---------------------------------------------------------------------- */
/* The user can replace cholmod's memory management routines by redefining
* these function pointers. */
#ifndef NMALLOC
/* stand-alone ANSI C program */
Common->malloc_memory = malloc ;
Common->free_memory = free ;
Common->realloc_memory = realloc ;
Common->calloc_memory = calloc ;
#else
/* no memory manager defined at compile-time; MUST define one at run-time */
Common->malloc_memory = NULL ;
Common->free_memory = NULL ;
Common->realloc_memory = NULL ;
Common->calloc_memory = NULL ;
#endif
/* ---------------------------------------------------------------------- */
/* complex arithmetic routines */
/* ---------------------------------------------------------------------- */
// Common->complex_divide = CHOLMOD(divcomplex) ;
// Common->hypotenuse = CHOLMOD(hypot) ;
/* ---------------------------------------------------------------------- */
/* print routine */
/* ---------------------------------------------------------------------- */
#ifndef NPRINT
/* stand-alone ANSI C program */
Common->print_function = printf ;
#else
/* printing disabled */
Common->print_function = NULL ;
#endif
/* ---------------------------------------------------------------------- */
/* workspace */
/* ---------------------------------------------------------------------- */
/* This code assumes the workspace held in Common is not initialized. If
* it is, then a memory leak will occur because the pointers are
* overwritten with NULL. */
Common->nrow = 0 ;
Common->mark = EMPTY ;
Common->xworksize = 0 ;
Common->iworksize = 0 ;
Common->Flag = NULL ;
Common->Head = NULL ;
Common->Iwork = NULL ;
Common->Xwork = NULL ;
Common->no_workspace_reallocate = FALSE ;
/* ---------------------------------------------------------------------- */
/* statistics */
/* ---------------------------------------------------------------------- */
/* fl and lnz are computed in cholmod_analyze and cholmod_rowcolcounts */
Common->fl = EMPTY ;
Common->lnz = EMPTY ;
/* modfl is computed in cholmod_updown, cholmod_rowadd, and cholmod_rowdel*/
Common->modfl = EMPTY ;
/* all routines use status as their error-report code */
Common->status = CHOLMOD_OK ;
Common->malloc_count = 0 ; /* # calls to malloc minus # calls to free */
Common->memory_usage = 0 ; /* peak memory usage (in bytes) */
Common->memory_inuse = 0 ; /* current memory in use (in bytes) */
Common->nrealloc_col = 0 ;
Common->nrealloc_factor = 0 ;
Common->ndbounds_hit = 0 ;
Common->rowfacfl = 0 ;
Common->aatfl = EMPTY ;
/* Common->called_nd is TRUE if cholmod_analyze called or NESDIS */
Common->called_nd = FALSE ;
Common->blas_ok = TRUE ; /* false if BLAS int overflow occurs */
/* ---------------------------------------------------------------------- */
/* default SuiteSparseQR knobs and statististics */
/* ---------------------------------------------------------------------- */
for (k = 0 ; k < 4 ; k++) Common->SPQR_xstat [k] = 0 ;
for (k = 0 ; k < 10 ; k++) Common->SPQR_istat [k] = 0 ;
Common->SPQR_grain = 1 ; /* no Intel TBB multitasking, by default */
Common->SPQR_small = 1e6 ; /* target min task size for TBB */
Common->SPQR_shrink = 1 ; /* controls SPQR shrink realloc */
Common->SPQR_nthreads = 0 ; /* 0: let TBB decide how many threads to use */
DEBUG_INIT ("cholmod start", Common) ;
return (TRUE) ;
}
/* ========================================================================== */
/* === cholmod_defaults ===================================================== */
/* ========================================================================== */
/* Set Common default parameters, except for the function pointers.
*
* workspace: none
*/
int CHOLMOD(defaults)
(
cholmod_common *Common
)
{
Int i ;
RETURN_IF_NULL_COMMON (FALSE) ;
/* ---------------------------------------------------------------------- */
/* default control parameters */
/* ---------------------------------------------------------------------- */
Common->dbound = 0.0 ;
Common->grow0 = 1.2 ;
Common->grow1 = 1.2 ;
Common->grow2 = 5 ;
Common->maxrank = 8 ;
Common->final_asis = TRUE ;
Common->final_super = TRUE ;
Common->final_ll = FALSE ;
Common->final_pack = TRUE ;
Common->final_monotonic = TRUE ;
Common->final_resymbol = FALSE ;
/* use simplicial factorization if flop/nnz(L) < 40, supernodal otherwise */
Common->supernodal = CHOLMOD_AUTO ;
Common->supernodal_switch = 40 ;
Common->nrelax [0] = 4 ;
Common->nrelax [1] = 16 ;
Common->nrelax [2] = 48 ;
Common->zrelax [0] = 0.8 ;
Common->zrelax [1] = 0.1 ;
Common->zrelax [2] = 0.05 ;
Common->prefer_zomplex = FALSE ;
Common->prefer_upper = TRUE ;
Common->prefer_binary = FALSE ;
Common->quick_return_if_not_posdef = FALSE ;
/* METIS workarounds */
Common->metis_memory = 0.0 ; /* > 0 for memory guard (2 is reasonable) */
Common->metis_nswitch = 3000 ;
Common->metis_dswitch = 0.66 ;
Common->print = 3 ;
Common->precise = FALSE ;
/* ---------------------------------------------------------------------- */
/* default ordering methods */
/* ---------------------------------------------------------------------- */
/* Note that if the Partition module is not installed, the CHOLMOD_METIS
* and CHOLMOD_NESDIS methods will not be available. cholmod_analyze will
* report the CHOLMOD_NOT_INSTALLED error, and safely skip over them.
*/
#if (CHOLMOD_MAXMETHODS < 9)
#error "CHOLMOD_MAXMETHODS must be 9 or more (defined in cholmod_core.h)."
#endif
/* default strategy: try given, AMD, and then METIS if AMD reports high
* fill-in. NESDIS can be used instead, if Common->default_nesdis is TRUE.
*/
Common->nmethods = 0 ; /* use default strategy */
Common->default_nesdis = FALSE ; /* use METIS in default strategy */
Common->current = 0 ; /* current method being tried */
Common->selected = 0 ; /* the best method selected */
/* first, fill each method with default parameters */
for (i = 0 ; i <= CHOLMOD_MAXMETHODS ; i++)
{
/* CHOLMOD's default method is AMD for A or AA' */
Common->method [i].ordering = CHOLMOD_AMD ;
/* CHOLMOD nested dissection and minimum degree parameter */
Common->method [i].prune_dense = 10.0 ; /* dense row/col control */
/* min degree parameters (AMD, COLAMD, SYMAMD, CAMD, CCOLAMD, CSYMAMD)*/
Common->method [i].prune_dense2 = -1 ; /* COLAMD dense row control */
Common->method [i].aggressive = TRUE ; /* aggressive absorption */
Common->method [i].order_for_lu = FALSE ;/* order for Cholesky not LU */
/* CHOLMOD's nested dissection (METIS + constrained AMD) */
Common->method [i].nd_small = 200 ; /* small graphs aren't cut */
Common->method [i].nd_compress = TRUE ; /* compress graph & subgraphs */
Common->method [i].nd_camd = 1 ; /* use CAMD */
Common->method [i].nd_components = FALSE ; /* lump connected comp. */
Common->method [i].nd_oksep = 1.0 ; /* sep ok if < oksep*n */
/* statistics for each method are not yet computed */
Common->method [i].fl = EMPTY ;
Common->method [i].lnz = EMPTY ;
}
Common->postorder = TRUE ; /* follow ordering with weighted postorder */
/* Next, define some methods. The first five use default parameters. */
Common->method [0].ordering = CHOLMOD_GIVEN ; /* skip if UserPerm NULL */
Common->method [1].ordering = CHOLMOD_AMD ;
Common->method [2].ordering = CHOLMOD_METIS ;
Common->method [3].ordering = CHOLMOD_NESDIS ;
Common->method [4].ordering = CHOLMOD_NATURAL ;
/* CHOLMOD's nested dissection with large leaves of separator tree */
Common->method [5].ordering = CHOLMOD_NESDIS ;
Common->method [5].nd_small = 20000 ;
/* CHOLMOD's nested dissection with tiny leaves, and no AMD ordering */
Common->method [6].ordering = CHOLMOD_NESDIS ;
Common->method [6].nd_small = 4 ;
Common->method [6].nd_camd = 0 ; /* no CSYMAMD or CAMD */
/* CHOLMOD's nested dissection with no dense node removal */
Common->method [7].ordering = CHOLMOD_NESDIS ;
Common->method [7].prune_dense = -1. ;
/* COLAMD for A*A', AMD for A */
Common->method [8].ordering = CHOLMOD_COLAMD ;
return (TRUE) ;
}
/* ========================================================================== */
/* === cholmod_finish ======================================================= */
/* ========================================================================== */
/* The last call to CHOLMOD must be cholmod_finish. You may call this routine
* more than once, and can safely call any other CHOLMOD routine after calling
* it (including cholmod_start).
*
* The statistics and parameter settings in Common are preserved. The
* workspace in Common is freed. This routine is just another name for
* cholmod_free_work.
*/
int CHOLMOD(finish)
(
cholmod_common *Common
)
{
return (CHOLMOD(free_work) (Common)) ;
}
/* ========================================================================== */
/* === cholmod_allocate_work ================================================ */
/* ========================================================================== */
/* Allocate and initialize workspace for CHOLMOD routines, or increase the size
* of already-allocated workspace. If enough workspace is already allocated,
* then nothing happens.
*
* workspace: Flag (nrow), Head (nrow+1), Iwork (iworksize), Xwork (xworksize)
*/
int CHOLMOD(allocate_work)
(
/* ---- input ---- */
size_t nrow, /* # of rows in the matrix A */
size_t iworksize, /* size of Iwork */
size_t xworksize, /* size of Xwork */
/* --------------- */
cholmod_common *Common
)
{
double *W ;
Int *Head ;
Int i ;
size_t nrow1 ;
int ok = TRUE ;
/* ---------------------------------------------------------------------- */
/* get inputs */
/* ---------------------------------------------------------------------- */
RETURN_IF_NULL_COMMON (FALSE) ;
Common->status = CHOLMOD_OK ;
/* ---------------------------------------------------------------------- */
/* Allocate Flag (nrow) and Head (nrow+1) */
/* ---------------------------------------------------------------------- */
nrow = MAX (1, nrow) ;
/* nrow1 = nrow + 1 */
nrow1 = CHOLMOD(add_size_t) (nrow, 1, &ok) ;
if (!ok)
{
/* nrow+1 causes size_t overflow ; problem is too large */
Common->status = CHOLMOD_TOO_LARGE ;
CHOLMOD(free_work) (Common) ;
return (FALSE) ;
}
if (nrow > Common->nrow)
{
if (Common->no_workspace_reallocate)
{
/* CHOLMOD is not allowed to change the workspace here */
Common->status = CHOLMOD_INVALID ;
return (FALSE) ;
}
/* free the old workspace (if any) and allocate new space */
Common->Flag = CHOLMOD(free) (Common->nrow, sizeof (Int), Common->Flag,
Common) ;
Common->Head = CHOLMOD(free) (Common->nrow+1,sizeof (Int), Common->Head,
Common) ;
Common->Flag = CHOLMOD(malloc) (nrow, sizeof (Int), Common) ;
Common->Head = CHOLMOD(malloc) (nrow1, sizeof (Int), Common) ;
/* record the new size of Flag and Head */
Common->nrow = nrow ;
if (Common->status < CHOLMOD_OK)
{
CHOLMOD(free_work) (Common) ;
return (FALSE) ;
}
/* initialize Flag and Head */
Common->mark = EMPTY ;
CHOLMOD(clear_flag) (Common) ;
Head = Common->Head ;
for (i = 0 ; i <= (Int) (nrow) ; i++)
{
Head [i] = EMPTY ;
}
}
/* ---------------------------------------------------------------------- */
/* Allocate Iwork (iworksize) */
/* ---------------------------------------------------------------------- */
iworksize = MAX (1, iworksize) ;
if (iworksize > Common->iworksize)
{
if (Common->no_workspace_reallocate)
{
/* CHOLMOD is not allowed to change the workspace here */
Common->status = CHOLMOD_INVALID ;
return (FALSE) ;
}
/* free the old workspace (if any) and allocate new space.
* integer overflow safely detected in cholmod_malloc */
CHOLMOD(free) (Common->iworksize, sizeof (Int), Common->Iwork, Common) ;
Common->Iwork = CHOLMOD(malloc) (iworksize, sizeof (Int), Common) ;
/* record the new size of Iwork */
Common->iworksize = iworksize ;
if (Common->status < CHOLMOD_OK)
{
CHOLMOD(free_work) (Common) ;
return (FALSE) ;
}
/* note that Iwork does not need to be initialized */
}
/* ---------------------------------------------------------------------- */
/* Allocate Xwork (xworksize) and set it to ((double) 0.) */
/* ---------------------------------------------------------------------- */
/* make sure xworksize is >= 1 */
xworksize = MAX (1, xworksize) ;
if (xworksize > Common->xworksize)
{
if (Common->no_workspace_reallocate)
{
/* CHOLMOD is not allowed to change the workspace here */
Common->status = CHOLMOD_INVALID ;
return (FALSE) ;
}
/* free the old workspace (if any) and allocate new space */
CHOLMOD(free) (Common->xworksize, sizeof (double), Common->Xwork,
Common) ;
Common->Xwork = CHOLMOD(malloc) (xworksize, sizeof (double), Common) ;
/* record the new size of Xwork */
Common->xworksize = xworksize ;
if (Common->status < CHOLMOD_OK)
{
CHOLMOD(free_work) (Common) ;
return (FALSE) ;
}
/* initialize Xwork */
W = Common->Xwork ;
for (i = 0 ; i < (Int) xworksize ; i++)
{
W [i] = 0. ;
}
}
return (TRUE) ;
}
/* ========================================================================== */
/* === cholmod_free_work ==================================================== */
/* ========================================================================== */
/* Deallocate the CHOLMOD workspace.
*
* workspace: deallocates all workspace in Common
*/
int CHOLMOD(free_work)
(
cholmod_common *Common
)
{
RETURN_IF_NULL_COMMON (FALSE) ;
Common->Flag = CHOLMOD(free) (Common->nrow, sizeof (Int),
Common->Flag, Common) ;
Common->Head = CHOLMOD(free) (Common->nrow+1, sizeof (Int),
Common->Head, Common) ;
Common->Iwork = CHOLMOD(free) (Common->iworksize, sizeof (Int),
Common->Iwork, Common) ;
Common->Xwork = CHOLMOD(free) (Common->xworksize, sizeof (double),
Common->Xwork, Common) ;
Common->nrow = 0 ;
Common->iworksize = 0 ;
Common->xworksize = 0 ;
return (TRUE) ;
}
/* ========================================================================== */
/* === cholmod_clear_flag =================================================== */
/* ========================================================================== */
/* Increment mark to ensure Flag [0..nrow-1] < mark. If integer overflow
* occurs, or mark was initially negative, reset the entire array. This is
* not an error condition, but an intended function of the Flag workspace.
*
* workspace: Flag (nrow). Does not modify Flag if nrow is zero.
*/
UF_long cholmod_l_clear_flag
(
cholmod_common *Common
)
{
Int i, nrow, *Flag ;
RETURN_IF_NULL_COMMON (-1) ;
Common->mark++ ;
if (Common->mark <= 0)
{
nrow = Common->nrow ;
Flag = Common->Flag ;
PRINT2 (("reset Flag: nrow "ID"\n", nrow)) ;
PRINT2 (("reset Flag: mark %ld\n", Common->mark)) ;
for (i = 0 ; i < nrow ; i++)
{
Flag [i] = EMPTY ;
}
Common->mark = 0 ;
}
return (Common->mark) ;
}
/* ========================================================================== */
/* ==== cholmod_maxrank ===================================================== */
/* ========================================================================== */
/* Find a valid value of Common->maxrank. Returns 0 if error, or 2, 4, or 8
* if successful. */
size_t cholmod_l_maxrank /* returns validated value of Common->maxrank */
(
/* ---- input ---- */
size_t n, /* A and L will have n rows */
/* --------------- */
cholmod_common *Common
)
{
size_t maxrank ;
RETURN_IF_NULL_COMMON (0) ;
maxrank = Common->maxrank ;
if (n > 0)
{
/* Ensure maxrank*n*sizeof(double) does not result in integer overflow.
* If n is so large that 2*n*sizeof(double) results in integer overflow
* (n = 268,435,455 if an Int is 32 bits), then maxrank will be 0 or 1,
* but maxrank will be set to 2 below. 2*n will not result in integer
* overflow, and CHOLMOD will run out of memory or safely detect integer
* overflow elsewhere.
*/
maxrank = MIN (maxrank, Size_max / (n * sizeof (double))) ;
}
if (maxrank <= 2)
{
maxrank = 2 ;
}
else if (maxrank <= 4)
{
maxrank = 4 ;
}
else
{
maxrank = 8 ;
}
return (maxrank) ;
}
/* ========================================================================== */
/* === cholmod_dbound ======================================================= */
/* ========================================================================== */
/* Ensure the absolute value of a diagonal entry, D (j,j), is greater than
* Common->dbound. This routine is not meant for the user to call. It is used
* by the various LDL' factorization and update/downdate routines. The
* default value of Common->dbound is zero, and in that case this routine is not
* called at all. No change is made if D (j,j) is NaN. CHOLMOD does not call
* this routine if Common->dbound is NaN.
*/
double cholmod_l_dbound /* returns modified diagonal entry of D */
(
/* ---- input ---- */
double dj, /* diagonal entry of D, for LDL' factorization */
/* --------------- */
cholmod_common *Common
)
{
double dbound ;
RETURN_IF_NULL_COMMON (0) ;
if (!IS_NAN (dj))
{
dbound = Common->dbound ;
if (dj < 0)
{
if (dj > -dbound)
{
dj = -dbound ;
Common->ndbounds_hit++ ;
if (Common->status == CHOLMOD_OK)
{
ERROR (CHOLMOD_DSMALL, "diagonal below threshold") ;
}
}
}
else
{
if (dj < dbound)
{
dj = dbound ;
Common->ndbounds_hit++ ;
if (Common->status == CHOLMOD_OK)
{
ERROR (CHOLMOD_DSMALL, "diagonal below threshold") ;
}
}
}
}
return (dj) ;
}