#include "dsCMatrix.h" static int chk_nm(const char *nm, int perm, int LDL, int super) { if (strlen(nm) != 11) return 0; if (!strcmp(nm + 3, "Cholesky")) return 0; if (super > 0 && nm[0] != 'S') return 0; if (super == 0 && nm[0] != 's') return 0; if (perm > 0 && nm[1] != 'P') return 0; if (perm == 0 && nm[1] != 'p') return 0; if (LDL > 0 && nm[2] != 'D') return 0; if (LDL == 0 && nm[2] != 'd') return 0; return 1; } /** * Return a CHOLMOD copy of the cached Cholesky decomposition with the * required perm, LDL and super attributes. If Imult is nonzero, * update the numeric values before returning. * * If no cached copy is available then evaluate one, cache it (for * zero Imult), and return a copy. * * @param Ap dsCMatrix object * @param perm integer indicating if permutation is required (>0), * forbidden (0) or optional (<0) * @param LDL integer indicating if the LDL' form is required (>0), * forbidden (0) or optional (<0) * @param super integer indicating if the supernodal form is required (>0), * forbidden (0) or optional (<0) * @param Imult numeric multiplier of I in |A + Imult * I| */ static CHM_FR internal_chm_factor(SEXP Ap, int perm, int LDL, int super, double Imult) { SEXP facs = GET_SLOT(Ap, Matrix_factorSym); SEXP nms = getAttrib(facs, R_NamesSymbol); int sup, ll; CHM_FR L; CHM_SP A = AS_CHM_SP(Ap); R_CheckStack(); if (LENGTH(facs)) { for (int i = 0; i < LENGTH(nms); i++) { /* look for a match in cache */ if (chk_nm(CHAR(STRING_ELT(nms, i)), perm, LDL, super)) { L = AS_CHM_FR(VECTOR_ELT(facs, i)); R_CheckStack(); /* copy the factor so later it can safely be cholmod_free'd */ L = cholmod_copy_factor(L, &c); if (Imult) cholmod_factorize_p(A, &Imult, (int*)NULL, 0, L, &c); return L; } } } /* No cached factor - create one */ sup = c.supernodal; /* save current settings */ ll = c.final_ll; c.final_ll = (LDL == 0) ? 1 : 0; c.supernodal = (super > 0) ? CHOLMOD_SUPERNODAL : CHOLMOD_SIMPLICIAL; if (perm) { /* obtain fill-reducing permutation */ L = cholmod_analyze(A, &c); } else { /* require identity permutation */ int nmethods = c.nmethods, ord0 = c.method[0].ordering, postorder = c.postorder; c.nmethods = 1; c.method[0].ordering = CHOLMOD_NATURAL; c.postorder = FALSE; L = cholmod_analyze(A, &c); c.nmethods = nmethods; c.method[0].ordering = ord0; c.postorder = postorder; } if (!cholmod_factorize_p(A, &Imult, (int*)NULL, 0 /*fsize*/, L, &c)) error(_("Cholesky factorization failed")); c.supernodal = sup; /* restore previous settings */ c.final_ll = ll; if (!Imult) { /* cache the factor */ char fnm[12] = "sPDCholesky"; if (super > 0) fnm[0] = 'S'; if (perm == 0) fnm[1] = 'p'; if (LDL == 0) fnm[2] = 'd'; set_factors(Ap, chm_factor_to_SEXP(L, 0), fnm); } return L; } SEXP dsCMatrix_chol(SEXP x, SEXP pivot) { int pivP = asLogical(pivot); CHM_FR L = internal_chm_factor(x, pivP, 0, 0, 0.); CHM_SP R, Rt; SEXP ans; Rt = cholmod_factor_to_sparse(L, &c); R = cholmod_transpose(Rt, /*values*/ 1, &c); cholmod_free_sparse(&Rt, &c); ans = PROTECT(chm_sparse_to_SEXP(R, 1/*do_free*/, 1/*uploT*/, 0/*Rkind*/, "N"/*diag*/, GET_SLOT(x, Matrix_DimNamesSym))); if (pivP) { SEXP piv = PROTECT(allocVector(INTSXP, L->n)); int *dest = INTEGER(piv), *src = (int*)L->Perm; for (int i = 0; i < L->n; i++) dest[i] = src[i] + 1; setAttrib(ans, install("pivot"), piv); setAttrib(ans, install("rank"), ScalarInteger((size_t) L->minor)); UNPROTECT(1); } cholmod_free_factor(&L, &c); UNPROTECT(1); return ans; } SEXP dsCMatrix_Cholesky(SEXP Ap, SEXP perm, SEXP LDL, SEXP super, SEXP Imult) { return chm_factor_to_SEXP(internal_chm_factor(Ap, asLogical(perm), asLogical(LDL), asLogical(super), asReal(Imult)), 1 /* dofree */); } /** * Fast version of getting at the diagonal matrix D of the * (generalized) simplicial Cholesky LDL' decomposition of a * (sparse symmetric) dsCMatrix. * * @param Ap symmetric CsparseMatrix * @param permpP logical indicating if permutation is allowed * * @return SEXP containing either the vector diagonal entries of D, * or just sum_i D[i], prod_i D[i] or sum_i log(D[i]). */ SEXP dsCMatrix_LDL_D(SEXP Ap, SEXP permP, SEXP resultKind) { CHM_FR L = internal_chm_factor(Ap, asLogical(permP), /*LDL*/ 1, /*super*/0, /*Imult*/0.); return diag_tC_ptr(L->n, L->p, L->x, L->Perm, resultKind); } SEXP dsCMatrix_Csparse_solve(SEXP a, SEXP b) { CHM_FR L = internal_chm_factor(a, -1, -1, -1, 0.); CHM_SP cx, cb = AS_CHM_SP(b); R_CheckStack(); cx = cholmod_spsolve(CHOLMOD_A, L, cb, &c); cholmod_free_factor(&L, &c); return chm_sparse_to_SEXP(cx, /*do_free*/ 1, /*uploT*/ 0, /*Rkind*/ 0, /*diag*/ "N", /*dimnames = */ R_NilValue); } SEXP dsCMatrix_matrix_solve(SEXP a, SEXP b) { CHM_FR L = internal_chm_factor(a, -1, -1, -1, 0.); CHM_DN cx, cb = AS_CHM_DN(PROTECT(mMatrix_as_dgeMatrix(b))); R_CheckStack(); cx = cholmod_solve(CHOLMOD_A, L, cb, &c); cholmod_free_factor(&L, &c); UNPROTECT(1); return chm_dense_to_SEXP(cx, 1, 0, /*dimnames = */ R_NilValue); } /* Needed for printing dsCMatrix objects */ /* FIXME: Create a more general version of this operation: also for lsC, (dsR?),.. * e.g. make compressed_to_dgTMatrix() in ./dgCMatrix.c work for dsC */ SEXP dsCMatrix_to_dgTMatrix(SEXP x) { CHM_SP A = AS_CHM_SP(x); CHM_SP Afull = cholmod_copy(A, /*stype*/ 0, /*mode*/ 1, &c); CHM_TR At = cholmod_sparse_to_triplet(Afull, &c); R_CheckStack(); if (!A->stype) error("Non-symmetric matrix passed to dsCMatrix_to_dgTMatrix"); cholmod_free_sparse(&Afull, &c); return chm_triplet_to_SEXP(At, 1, /*uploT*/ 0, /*Rkind*/ 0, "", GET_SLOT(x, Matrix_DimNamesSym)); }