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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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41
Eigen/src/SparseLU/SparseLU_pivotL.h
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@@ -24,7 +24,7 @@
/*
* NOTE: This file is the modified version of dpivotL.c file in SuperLU
* NOTE: This file is the modified version of xpivotL.c file in SuperLU
* -- SuperLU routine (version 3.0) --
* Univ. of California Berkeley, Xerox Palo Alto Research Center,
@@ -47,23 +47,36 @@
/**
* \brief Performs the numerical pivotin on the current column of L, and the CDIV operation.
*
* Here is the pivot policy :
* (1)
* Pivot policy :
* (1) Compute thresh = u * max_(i>=j) abs(A_ij);
* (2) IF user specifies pivot row k and abs(A_kj) >= thresh THEN
* pivot row = k;
* ELSE IF abs(A_jj) >= thresh THEN
* pivot row = j;
* ELSE
* pivot row = m;
*
* Note: If you absolutely want to use a given pivot order, then set u=0.0.
*
* \param jcol The current column of L
* \param pivrow [out] The pivot row
*
* \param u diagonal pivoting threshold
* \param [in,out]perm_r Row permutation (threshold pivoting)
* \param [in] iperm_c column permutation - used to finf diagonal of Pc*A*Pc'
* \param [out]pivrow The pivot row
* \param Glu Global LU data
* \return 0 if success, i > 0 if U(i,i) is exactly zero
*
*/
int SparseLU::LU_pivotL(const int jcol, Index& pivrow)
template <typename Scalar>
int SparseLU::LU_pivotL(const int jcol, const Scalar u, VectorXi& perm_r, VectorXi& iperm_c, int& pivrow, GlobalLU_t& Glu)
{
// Initialize pointers
VectorXi& lsub = m_Glu.lsub; // Compressed row subscripts of ( rectangular supernodes ??)
VectorXi& xlsub = m_Glu.xlsub; // xlsub[j] is the starting location of the j-th column in lsub(*)
Scalar* lusup = m_Glu.lusup.data(); // Numerical values of the rectangular supernodes
VectorXi& xlusup = m_Glu.xlusup; // xlusup[j] is the starting location of the j-th column in lusup(*)
VectorXi& lsub = Glu.lsub; // Compressed row subscripts of ( rectangular supernodes ??)
VectorXi& xlsub = Glu.xlsub; // xlsub[j] is the starting location of the j-th column in lsub(*)
Scalar* lusup = Glu.lusup.data(); // Numerical values of the rectangular supernodes
VectorXi& xlusup = Glu.xlusup; // xlusup[j] is the starting location of the j-th column in lusup(*)
Index fsupc = (m_Glu.xsup)((m_Glu.supno)(jcol)); // First column in the supernode containing the column jcol
Index fsupc = (Glu.xsup)((Glu.supno)(jcol)); // First column in the supernode containing the column jcol
Index nsupc = jcol - fsupc; // Number of columns in the supernode portion, excluding jcol; nsupc >=0
Index lptr = xlsub(fsupc); // pointer to the starting location of the row subscripts for this supernode portion
Index nsupr = xlsub(fsupc+1) - lptr; // Number of rows in the supernode
@@ -72,7 +85,7 @@ int SparseLU::LU_pivotL(const int jcol, Index& pivrow)
Index* lsub_ptr = &(lsub.data()[lptr]); // Start of row indices of the supernode
// Determine the largest abs numerical value for partial pivoting
Index diagind = m_iperm_c(jcol); // diagonal index
Index diagind = iperm_c(jcol); // diagonal index
Scalar pivmax = 0.0;
Index pivptr = nsupc;
Index diag = -1;
@@ -90,11 +103,11 @@ int SparseLU::LU_pivotL(const int jcol, Index& pivrow)
// Test for singularity
if ( pivmax == 0.0 ) {
pivrow = lsub_ptr[pivptr];
m_perm_r(pivrow) = jcol;
perm_r(pivrow) = jcol;
return (jcol+1);
}
Scalar thresh = m_diagpivotthresh * pivmax;
Scalar thresh = diagpivotthresh * pivmax;
// Choose appropriate pivotal element