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Eliminate and prune columns in a panel

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Desire NUENTSA
2012-05-31 17:10:29 +02:00
parent 8608d08d65
commit b26d6b02de
5 changed files with 412 additions and 20 deletions
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51
Eigen/src/SparseLU/SparseLU.h
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@@ -113,7 +113,7 @@ class SparseLU
int m_colblk; // The minimum column dimension for 2-D blocking to be used;
int m_fillfactor; // The estimated fills factors for L and U, compared with A
RealScalar m_diagpivotthresh; // Specifies the threshold used for a diagonal entry to be an acceptable pivot
int nnzL, nnzU; // Nonzeros in L and U factors
private:
// Copy constructor
SparseLU (SparseLU& ) {}
@@ -260,6 +260,7 @@ void SparseLU::factorize(const MatrixType& matrix)
int pivrow; // Pivotal row number in the original row matrix
int nseg1; // Number of segments in U-column above panel row jcol
int nseg; // Number of segments in each U-column
int irep,ir;
for (jcol = 0; jcol < min_mn; )
{
if (relax_end(jcol) != IND_EMPTY)
@@ -297,7 +298,7 @@ void SparseLU::factorize(const MatrixType& matrix)
LU_snode_bmod(icol, jsupno, fsupc, dense, tempv);
// Eliminate the current column
info = LU_pivotL(icol, pivrow);
info = LU_pivotL(icol, m_diagpivotthresh, m_perm_r, m_iperm_c, pivrow, m_Glu);
if ( !info )
{
m_info = NumericalIssue;
@@ -357,10 +358,17 @@ void SparseLU::factorize(const MatrixType& matrix)
}
// Copy the U-segments to ucol(*)
//FIXME Check that repfnz_k, dense_k... have stored references to modified columns
info = LU_copy_to_col(jj, nseg, segrep, repfnz_k, perm_r, dense_k, m_Glu);
if ( !info )
{
m_info = NumericalIssue;
m_factorizationIsOk = false;
return;
}
// Form the L-segment
info = LU_pivotL(...);
info = LU_pivotL(jj, m_diagpivotthresh, m_perm_r, iperm_c, pivrow, m_Glu);
if ( !info )
{
m_info = NumericalIssue;
@@ -369,11 +377,44 @@ void SparseLU::factorize(const MatrixType& matrix)
}
// Prune columns (0:jj-1) using column jj
LU_pruneL(jj, m_perm_r, pivrow, nseg, segrep, repfnz_k, xprune, m_Glu);
} // end for
// Reset repfnz for this column
for (i = 0; i < nseg; i++)
{
irep = segrep(i);
repfnz(irep) = IND_EMPTY;
}
} // end SparseLU within the panel
jcol += panel_size; // Move to the next panel
} // end else
} // end for -- end elimination
// Adjust row permutation in the case of rectangular matrices
if (m > n )
{
k = 0;
for (i = 0; i < m; ++i)
{
if ( perm_r(i) == IND_EMPTY )
{
perm_r(i) = n + k;
++k;
}
}
}
// Count the number of nonzeros in factors
LU_countnz(min_mn, xprune, m_nnzL, m_nnzU, m_Glu);
// Apply permutation to the L subscripts
LU_fixupL(min_mn, m_perm_r, m_Glu);
// Free work space and compress storage iwork and work
// ?? Should it be done automatically by C++
//...
// Create supernode matrix L and the column major matrix U
// ...
m_info = Success;
m_factorizationIsOk = ok;
}