UMFPACK Version 4.5: a set of routines solving sparse linear systems via LU factorization. Requires two other packages: the BLAS (dense matrix operations) and AMD (sparse matrix minimum degree ordering). Includes a C-callable and MATLAB interface, and a basic FORTRAN 77 interface to a subset of the C-callable routines. Requires AMD Version 1.2 or later. Quick start (Unix, or Windows with Cygwin): To compile, test, and install both UMFPACK and AMD, the UMFPACK and AMD directories must be in the same parent directory. To configure, edit the UFconfig/UFconfig.mk file (otherwise, you may get warnings that the BLAS (dgemm, etc) are not found). You may use UMFPACK_CONFIG = -DNBLAS in the UFconfig/UFconfig.mk file, to avoid using the BLAS, but UMFPACK will be slow. Next, cd to this directory (UMFPACK) and type "make". To compile and run a FORTRAN demo program for Harwell/Boeing matrices, type "make hb". To compile a FORTRAN main program that calls the 32-bit C-callable UMFPACK library, type "make fortran". When done, type "make clean" to remove unused *.o files (keeps the compiled libraries and demo programs). See the User Guide (Doc/UserGuide.pdf), or ../UFconfig/UFconfig.mk for more details (including options for compiling in 64-bit mode). Quick start (for MATLAB users): To compile, test, and install the UMFPACK mexFunction, cd to the UMFPACK/MATLAB directory and type umfpack_make at the MATLAB prompt. This works on any system supported by MATLAB. -------------------------------------------------------------------------------- UMFPACK Version 4.5, Copyright (c) 2005 by Timothy A. Davis. All Rights Reserved. UMFPACK is available under alternate licences; contact T. Davis for details. UMFPACK License: Your use or distribution of UMFPACK or any modified version of UMFPACK implies that you agree to this License. This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 2.1 of the License, or (at your option) any later version. This library 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 Lesser General Public License for more details. You should have received a copy of the GNU Lesser General Public License along with this library; if not, write to the Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA Permission is hereby granted to use or copy this program under the terms of the GNU LGPL, provided that the Copyright, this License, and the Availability of the original version is retained on all copies. User documentation of any code that uses this code or any modified version of this code must cite the Copyright, this License, the Availability note, and "Used by permission." Permission to modify the code and to distribute modified code is granted, provided the Copyright, this License, and the Availability note are retained, and a notice that the code was modified is included. Availability: http://www.cise.ufl.edu/research/sparse/umfpack UMFPACK (including versions 2.2.1 and earlier, in FORTRAN) is available at http://www.cise.ufl.edu/research/sparse. MA38 is available in the Harwell Subroutine Library. This version of UMFPACK includes a modified form of COLAMD Version 2.0, originally released on Jan. 31, 2000, also available at http://www.cise.ufl.edu/research/sparse. COLAMD V2.0 is also incorporated as a built-in function in MATLAB version 6.1, by The MathWorks, Inc. (http://www.mathworks.com). COLAMD V1.0 appears as a column-preordering in SuperLU (SuperLU is available at http://www.netlib.org). UMFPACK v4.0 is a built-in routine in MATLAB 6.5. UMFPACK v4.3 is a built-in routine in MATLAB 7.1. -------------------------------------------------------------------------------- Refer to ../AMD/README for the License for AMD, which is a separate package for ordering sparse matrices that is required by UMFPACK. UMFPACK v4.5 cannot user AMD v1.1 or earlier. It requires AMD v1.2 or later. -------------------------------------------------------------------------------- This is the UMFPACK README.txt file. It is a terse overview of UMFPACK. Refer to the User Guide (Doc/UserGuide.pdf) for how to install and use UMFPACK, or to the Quick Start Guide, QuickStart.pdf. Description: UMFPACK is a set of routines for solving unsymmetric sparse linear systems, Ax=b, using the Unsymmetric MultiFrontal method. Written in ANSI/ISO C, with a MATLAB (Version 6.0 or later) interface. For best performance, UMFPACK requires an optimized BLAS library. It can also be compiled without any BLAS at all. UMFPACK requires AMD Version 1.2. Authors: Timothy A. Davis (davis@cise.ufl.edu), University of Florida. Includes a modified version of COLAMD V2.0, by Stefan I. Larimore and Timothy A. Davis, University of Florida. The COLAMD algorithm was developed in collaboration with John Gilbert, Xerox Palo Alto Research Center, and Esmond Ng, Lawrence Berkeley National Laboratory. Includes AMD, by Timothy A. Davis, Patrick R. Amestoy, and Iain S. Duff. UMFPACK Version 2.2.1 (MA38 in the Harwell Subroutine Library) is co-authored with Iain S. Duff, Rutherford Appleton Laboratory. Acknowledgements: This work was supported by the National Science Foundation, under grants DMS-9504974, DMS-9803599, and CCR-0203270. Portions of this work were done while on sabbatical at Stanford University and Lawrence Berkeley National Laboratory (with funding from the SciDAC program). I would like to thank Gene Golub, Esmond Ng, and Horst Simon for making this sabbatical possible. I would also like to thank the many researchers who provided sparse matrices from a wide range of domains and used earlier versions of UMFPACK/ MA38 in their applications, and thus assisted in the practical development of the algorithm (see http://www.cise.ufl.edu/research/sparse, future contributions of matrices are always welcome). The MathWorks, Inc., provided a pre-release of MATLAB V6 which allowed me to release the first umfpack mexFunction (v3.0) about 6 months earlier than I had originally planned. They also supported the extension of UMFPACK to complex, singular, and rectangular matrices (UMFPACK v4.0). Penny Anderson (The MathWorks, Inc.), Anshul Gupta (IBM), and Friedrich Grund (WAIS) assisted in porting UMFPACK to different platforms. Penny Anderson also incorporated UMFPACK v4.0 into MATLAB, for lu, backslash (\), and forward slash (/). David Bateman (Motorola) wrote the initial version of the packed complex input option, and umfpack_get_determinant. -------------------------------------------------------------------------------- Files and directories in the UMFPACK distribution: -------------------------------------------------------------------------------- ---------------------------------------------------------------------------- Subdirectories of the UMFPACK directory: ---------------------------------------------------------------------------- Doc documentation Source primary source code Include include files for use in your code that calls UMFPACK Demo demo programs. also serves as test of the UMFPACK installation. MATLAB UMFPACK mexFunction for MATLAB, and supporting m-files Lib where the compiled C-callable UMFPACK library is placed. ---------------------------------------------------------------------------- Files in the UMFPACK directory: ---------------------------------------------------------------------------- Makefile top-level Makefile for GNU make or original make. Windows users would require Cygwin to use "make" README.txt this file ---------------------------------------------------------------------------- Doc directory: documentation ---------------------------------------------------------------------------- ChangeLog change log License the UMFPACK License Makefile for creating the documentation QuickStart.tex Quick Start guide (source) QuickStart.pdf Quick Start guide (PDF) UserGuide.bib User Guide (references) UserGuide.sed1 sed script for processing UserGuide.stex UserGuide.sed2 sed script for processing UserGuide.stex UserGuide.stex User Guide (LaTeX) UserGuide.pdf User Guide (PDF) ---------------------------------------------------------------------------- Source directory: ---------------------------------------------------------------------------- GNUmakefile a nice Makefile, for GNU make Makefile an ugly Unix Makefile (for older make's) umfpack_col_to_triplet.c convert col form to triplet umfpack_defaults.c set Control defaults umfpack_free_numeric.c free Numeric object umfpack_free_symbolic.c free Symbolic object umfpack_get_determinant.c compute determinant from Numeric object umfpack_get_lunz.c get nz's in L and U umfpack_get_numeric.c get Numeric object umfpack_get_symbolic.c get Symbolic object umfpack_load_numeric.c load Numeric object from file umfpack_load_symbolic.c load Symbolic object from file umfpack_numeric.c numeric factorization umfpack_qsymbolic.c symbolic factorization, user Q umfpack_report_control.c print Control settings umfpack_report_info.c print Info statistics umfpack_report_matrix.c print col or row-form sparse matrix umfpack_report_numeric.c print Numeric object umfpack_report_perm.c print permutation umfpack_report_status.c print return status umfpack_report_symbolic.c print Symbolic object umfpack_report_triplet.c print triplet matrix umfpack_report_vector.c print dense vector umfpack_save_numeric.c save Numeric object to file umfpack_save_symbolic.c save Symbolic object to file umfpack_scale.c scale a vector umfpack_solve.c solve a linear system umfpack_symbolic.c symbolic factorization umfpack_tictoc.c timer umfpack_timer.c timer umfpack_transpose.c transpose a matrix umfpack_triplet_to_col.c convert triplet to col form umf_config.h configuration file (BLAS, memory, timer) umf_internal.h definitions internal to UMFPACK umf_version.h version definitions (int/long, real/complex) umf_2by2.[ch] umf_analyze.[ch] symbolic factorization of A'*A umf_apply_order.[ch] apply column etree postorder umf_assemble.[ch] assemble elements into current front umf_blas3_update.[ch] rank-k update. Uses level-3 BLAS umf_build_tuples.[ch] construct tuples for elements umf_colamd.[ch] COLAMD pre-ordering, modified for UMFPACK umf_create_element.[ch] create a new element umf_dump.[ch] debugging routines, not normally active umf_extend_front.[ch] extend the current frontal matrix umf_free.[ch] free memory umf_fsize.[ch] determine largest front in each subtree umf_garbage_collection.[ch] compact Numeric->Memory umf_get_memory.[ch] make Numeric->Memory bigger umf_grow_front.[ch] make current frontal matrix bigger umf_init_front.[ch] initialize a new frontal matrix umf_is_permutation.[ch] checks the validity of a permutation vector umf_kernel.[ch] the main numeric factorization kernel umf_kernel_init.[ch] initializations for umf_kernel umf_kernel_wrapup.[ch] wrapup for umf_kernel umf_local_search.[ch] local row and column pivot search umf_lsolve.[ch] solve Lx=b umf_ltsolve.[ch] solve L'x=b and L.'x=b umf_malloc.[ch] malloc some memory umf_mem_alloc_element.[ch] allocate element in Numeric->Memory umf_mem_alloc_head_block.[ch] alloc. block at head of Numeric->Memory umf_mem_alloc_tail_block.[ch] alloc. block at tail of Numeric->Memory umf_mem_free_tail_block.[ch] free block at tail of Numeric->Memory umf_mem_init_memoryspace.[ch] initialize Numeric->Memory umf_realloc.[ch] realloc memory umf_report_perm.[ch] print a permutation vector umf_report_vector.[ch] print a double vector umf_row_search.[ch] look for a pivot row umf_scale.[ch] scale the pivot column umf_scale_column.[ch] move pivot row & column into place, log P and Q umf_set_stats.[ch] set statistics (final or estimates) umf_singletons.[ch] find all zero-cost pivots umf_solve.[ch] solve a linear system umf_start_front.[ch] start a new frontal matrix for one frontal chain umf_store_lu.[ch] store LU factors of current front umf_symbolic_usage.[ch] determine memory usage for Symbolic object umf_transpose.[ch] transpose a matrix in row or col form umf_triplet.[ch] convert triplet to column form umf_tuple_lengths.[ch] determine the tuple list lengths umf_usolve.[ch] solve Ux=b umf_utsolve.[ch] solve U'x=b and U.'x=b umf_valid_numeric.[ch] checks the validity of a Numeric object umf_valid_symbolic.[ch] check the validity of a Symbolic object ---------------------------------------------------------------------------- Include directory: ---------------------------------------------------------------------------- umfpack.h include file for user programs. Includes all of the following files. This serves are source- code level documenation. These files are also used to construct the User Guide. umfpack_col_to_triplet.h umfpack_defaults.h umfpack_free_numeric.h umfpack_free_symbolic.h umfpack_get_determinant.h umfpack_get_lunz.h umfpack_get_numeric.h umfpack_get_symbolic.h umfpack_load_numeric.h umfpack_load_symbolic.h umfpack_numeric.h umfpack_qsymbolic.h umfpack_report_control.h umfpack_report_info.h umfpack_report_matrix.h umfpack_report_numeric.h umfpack_report_perm.h umfpack_report_status.h umfpack_report_symbolic.h umfpack_report_triplet.h umfpack_report_vector.h umfpack_save_numeric.h umfpack_save_symbolic.h umfpack_scale.h umfpack_solve.h umfpack_symbolic.h umfpack_tictoc.h umfpack_timer.h umfpack_transpose.h umfpack_triplet_to_col.h umfpack_wsolve.h note that there is no umfpack_wsolve.c. The umfpack_*_wsolve routines are created from the umfpack_solve.c file. ---------------------------------------------------------------------------- Demo directory: ---------------------------------------------------------------------------- Makefile for GNU make or original make umfpack_simple.c a simple demo umpack_xx_demo.c template to create the demo codes below umfpack_di_demo.sed for creating umfpack_di_demo.c umfpack_dl_demo.sed for creating umfpack_dl_demo.c umfpack_zi_demo.sed for creating umfpack_zi_demo.c umfpack_zl_demo.sed for creating umfpack_zl_demo.c umfpack_di_demo.c a full demo (real/int version) umfpack_dl_demo.c a full demo (real/long version) umfpack_zi_demo.c a full demo (complex/int version) umfpack_zl_demo.c a full demo (complex/long version) umfpack_di_demo.out umfpack_di_demo output umfpack_dl_demo.out umfpack_dl_demo output umfpack_zi_demo.out umfpack_zi_demo output umfpack_zl_demo.out umfpack_zl_demo output umf4.c a demo (real/int) for Harwell/Boeing matrices umf4.out output of "make hb" HB directory of sample Harwell/Boeing matrices readhb.f reads HB matrices, keeps zero entries readhb_nozeros.f reads HB matrices, removes zero entries readhb_size.f reads HB matrix dimension, nnz tmp empty directory for umf4.c demo umf4_f77wrapper.c a simple FORTRAN interface for UMFPACK. compile with "make fortran" umf4hb.f a demo of the FORTRAN interface umf4hb.out output of "make fortran" umf4_f77zwrapper.c a simple FORTRAN interface for the complex UMFPACK routines. compile with "make fortran" umf4zhb.f a demo of the FORTRAN interface (complex) umf4zhb.out output of umf4zhb with HB/qc324.cua umf4hb64.f 64-bit version of umf4hb.f simple_compile a single command that compiles the double/int version of UMFPACK (useful prototype for Microsoft Visual Studio project) ---------------------------------------------------------------------------- MATLAB directory: ---------------------------------------------------------------------------- Contents.m for "help umfpack" listing of toolbox contents GNUmakefile a nice Makefile, for GNU make Makefile an ugly Unix Makefile (for older make's) lu_normest.m 1-norm estimate of A-L*U (by Hager & Davis). luflop.m for "help luflop" luflopmex.c luflop mexFunction, for computing LU flop count umfpack.m for "help umfpack" umfpack_btf.m solve Ax=b using umfpack and dmperm umfpack_demo.m a full umfpack demo umfpack_details.m the details of how to use umfpack umfpack_make.m compile the umfpack mexFunction within MATLAB umfpack_report.m report statistics umfpack_simple.m a simple umfpack demo umfpack_solve.m x=A\b or b/A for arbitrary b umfpack_test.m extensive test, requires UF sparse matrices umfpackmex.c the umfpack mexFunction west0067.mat sparse matrix for umfpack_demo.m umfpack_demo.m.out output of umfpack_demo.m umfpack_simple.m.out output of umfpack_simple lcc_lib/lapacksyms.def LAPACK definitions for lcc compiler (Windows) lcc_lib/libmwlapack.lib LAPACK definitions for lcc compiler (Windows) ---------------------------------------------------------------------------- Lib directory: libumfpack.a library placed here ---------------------------------------------------------------------------- libumfpack.def UMPFACK definitions for Windows