scs 0.2.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +7 -0
- data/CHANGELOG.md +12 -0
- data/LICENSE.txt +22 -0
- data/README.md +98 -0
- data/ext/scs/extconf.rb +29 -0
- data/lib/scs.rb +17 -0
- data/lib/scs/ffi.rb +117 -0
- data/lib/scs/solver.rb +173 -0
- data/lib/scs/version.rb +3 -0
- data/vendor/scs/LICENSE.txt +21 -0
- data/vendor/scs/Makefile +164 -0
- data/vendor/scs/README.md +222 -0
- data/vendor/scs/include/aa.h +56 -0
- data/vendor/scs/include/cones.h +46 -0
- data/vendor/scs/include/ctrlc.h +33 -0
- data/vendor/scs/include/glbopts.h +177 -0
- data/vendor/scs/include/linalg.h +26 -0
- data/vendor/scs/include/linsys.h +64 -0
- data/vendor/scs/include/normalize.h +18 -0
- data/vendor/scs/include/rw.h +17 -0
- data/vendor/scs/include/scs.h +161 -0
- data/vendor/scs/include/scs_blas.h +51 -0
- data/vendor/scs/include/util.h +65 -0
- data/vendor/scs/linsys/amatrix.c +305 -0
- data/vendor/scs/linsys/amatrix.h +36 -0
- data/vendor/scs/linsys/amatrix.o +0 -0
- data/vendor/scs/linsys/cpu/direct/private.c +366 -0
- data/vendor/scs/linsys/cpu/direct/private.h +26 -0
- data/vendor/scs/linsys/cpu/direct/private.o +0 -0
- data/vendor/scs/linsys/cpu/indirect/private.c +256 -0
- data/vendor/scs/linsys/cpu/indirect/private.h +31 -0
- data/vendor/scs/linsys/cpu/indirect/private.o +0 -0
- data/vendor/scs/linsys/external/amd/LICENSE.txt +934 -0
- data/vendor/scs/linsys/external/amd/SuiteSparse_config.c +469 -0
- data/vendor/scs/linsys/external/amd/SuiteSparse_config.h +254 -0
- data/vendor/scs/linsys/external/amd/SuiteSparse_config.o +0 -0
- data/vendor/scs/linsys/external/amd/amd.h +400 -0
- data/vendor/scs/linsys/external/amd/amd_1.c +180 -0
- data/vendor/scs/linsys/external/amd/amd_1.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_2.c +1842 -0
- data/vendor/scs/linsys/external/amd/amd_2.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_aat.c +184 -0
- data/vendor/scs/linsys/external/amd/amd_aat.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_control.c +64 -0
- data/vendor/scs/linsys/external/amd/amd_control.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_defaults.c +37 -0
- data/vendor/scs/linsys/external/amd/amd_defaults.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_dump.c +179 -0
- data/vendor/scs/linsys/external/amd/amd_dump.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_global.c +16 -0
- data/vendor/scs/linsys/external/amd/amd_global.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_info.c +119 -0
- data/vendor/scs/linsys/external/amd/amd_info.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_internal.h +304 -0
- data/vendor/scs/linsys/external/amd/amd_order.c +199 -0
- data/vendor/scs/linsys/external/amd/amd_order.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_post_tree.c +120 -0
- data/vendor/scs/linsys/external/amd/amd_post_tree.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_postorder.c +206 -0
- data/vendor/scs/linsys/external/amd/amd_postorder.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_preprocess.c +118 -0
- data/vendor/scs/linsys/external/amd/amd_preprocess.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_valid.c +92 -0
- data/vendor/scs/linsys/external/amd/amd_valid.o +0 -0
- data/vendor/scs/linsys/external/amd/changes +11 -0
- data/vendor/scs/linsys/external/qdldl/LICENSE +201 -0
- data/vendor/scs/linsys/external/qdldl/README.md +120 -0
- data/vendor/scs/linsys/external/qdldl/changes +4 -0
- data/vendor/scs/linsys/external/qdldl/qdldl.c +298 -0
- data/vendor/scs/linsys/external/qdldl/qdldl.h +177 -0
- data/vendor/scs/linsys/external/qdldl/qdldl.o +0 -0
- data/vendor/scs/linsys/external/qdldl/qdldl_types.h +21 -0
- data/vendor/scs/linsys/gpu/gpu.c +41 -0
- data/vendor/scs/linsys/gpu/gpu.h +85 -0
- data/vendor/scs/linsys/gpu/indirect/private.c +304 -0
- data/vendor/scs/linsys/gpu/indirect/private.h +36 -0
- data/vendor/scs/scs.mk +181 -0
- data/vendor/scs/src/aa.c +224 -0
- data/vendor/scs/src/aa.o +0 -0
- data/vendor/scs/src/cones.c +802 -0
- data/vendor/scs/src/cones.o +0 -0
- data/vendor/scs/src/ctrlc.c +77 -0
- data/vendor/scs/src/ctrlc.o +0 -0
- data/vendor/scs/src/linalg.c +84 -0
- data/vendor/scs/src/linalg.o +0 -0
- data/vendor/scs/src/normalize.c +93 -0
- data/vendor/scs/src/normalize.o +0 -0
- data/vendor/scs/src/rw.c +167 -0
- data/vendor/scs/src/rw.o +0 -0
- data/vendor/scs/src/scs.c +978 -0
- data/vendor/scs/src/scs.o +0 -0
- data/vendor/scs/src/scs_version.c +5 -0
- data/vendor/scs/src/scs_version.o +0 -0
- data/vendor/scs/src/util.c +196 -0
- data/vendor/scs/src/util.o +0 -0
- data/vendor/scs/test/data/small_random_socp +0 -0
- data/vendor/scs/test/minunit.h +13 -0
- data/vendor/scs/test/problem_utils.h +93 -0
- data/vendor/scs/test/problems/rob_gauss_cov_est.h +85 -0
- data/vendor/scs/test/problems/small_lp.h +50 -0
- data/vendor/scs/test/problems/small_random_socp.h +33 -0
- data/vendor/scs/test/random_socp_prob.c +171 -0
- data/vendor/scs/test/run_from_file.c +69 -0
- data/vendor/scs/test/run_tests +2 -0
- data/vendor/scs/test/run_tests.c +32 -0
- metadata +203 -0
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/* ========================================================================== */
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/* === SuiteSparse_config =================================================== */
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/* ========================================================================== */
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/* Configuration file for SuiteSparse: a Suite of Sparse matrix packages
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* (AMD, COLAMD, CCOLAMD, CAMD, CHOLMOD, UMFPACK, CXSparse, and others).
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*
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* SuiteSparse_config.h provides the definition of the long integer. On most
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* systems, a C program can be compiled in LP64 mode, in which long's and
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* pointers are both 64-bits, and int's are 32-bits. Windows 64, however, uses
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* the LLP64 model, in which int's and long's are 32-bits, and long long's and
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* pointers are 64-bits.
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*
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* SuiteSparse packages that include long integer versions are
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* intended for the LP64 mode. However, as a workaround for Windows 64
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* (and perhaps other systems), the long integer can be redefined.
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*
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* If _WIN64 is defined, then the __int64 type is used instead of long.
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*
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* The long integer can also be defined at compile time. For example, this
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* could be added to SuiteSparse_config.mk:
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*
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* CFLAGS = -O -D'SuiteSparse_long=long long' \
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* -D'SuiteSparse_long_max=9223372036854775801' -D'SuiteSparse_long_idd="lld"'
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*
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* This file defines SuiteSparse_long as either long (on all but _WIN64) or
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* __int64 on Windows 64. The intent is that a SuiteSparse_long is always a
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* 64-bit integer in a 64-bit code. ptrdiff_t might be a better choice than
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* long; it is always the same size as a pointer.
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*
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* This file also defines the SUITESPARSE_VERSION and related definitions.
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*
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* Copyright (c) 2012, Timothy A. Davis. No licensing restrictions apply
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* to this file or to the SuiteSparse_config directory.
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* Author: Timothy A. Davis.
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*/
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#ifndef SUITESPARSE_CONFIG_H
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#define SUITESPARSE_CONFIG_H
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#ifdef __cplusplus
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extern "C" {
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#endif
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#include <limits.h>
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#include <stdlib.h>
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#include "scs.h"
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#include "ctrlc.h"
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/* ========================================================================== */
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/* === SuiteSparse_long ===================================================== */
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/* ========================================================================== */
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#define SuiteSparse_long scs_int
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#ifndef DLONG
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#ifdef _WIN64
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/* #define SuiteSparse_long __int64 */
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#define SuiteSparse_long_max _I64_MAX
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#define SuiteSparse_long_idd "I64d"
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#else
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/* #define SuiteSparse_long long */
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#define SuiteSparse_long_max LONG_MAX
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#define SuiteSparse_long_idd "ld"
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#endif
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#define SuiteSparse_long_id "%" SuiteSparse_long_idd
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#endif
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/* ========================================================================== */
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/* === SuiteSparse_config parameters and functions ========================== */
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/* ========================================================================== */
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/* SuiteSparse-wide parameters are placed in this struct. It is meant to be
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an extern, globally-accessible struct. It is not meant to be updated
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frequently by multiple threads. Rather, if an application needs to modify
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SuiteSparse_config, it should do it once at the beginning of the application,
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before multiple threads are launched.
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The intent of these function pointers is that they not be used in your
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application directly, except to assign them to the desired user-provided
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functions. Rather, you should use the
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*/
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struct SuiteSparse_config_struct
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{
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void *(*malloc_func) (size_t) ; /* pointer to malloc */
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void *(*calloc_func) (size_t, size_t) ; /* pointer to calloc */
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void *(*realloc_func) (void *, size_t) ; /* pointer to realloc */
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void (*free_func) (void *) ; /* pointer to free */
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int (*printf_func) (const char *, ...) ; /* pointer to printf */
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scs_float (*hypot_func) (scs_float, scs_float) ; /* pointer to hypot */
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int (*divcomplex_func) (scs_float, scs_float, scs_float, scs_float, scs_float *, scs_float *);
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} ;
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extern struct SuiteSparse_config_struct SuiteSparse_config ;
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void SuiteSparse_start ( void ) ; /* called to start SuiteSparse */
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void SuiteSparse_finish ( void ) ; /* called to finish SuiteSparse */
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void *SuiteSparse_malloc /* pointer to allocated block of memory */
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(
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size_t nitems, /* number of items to malloc (>=1 is enforced) */
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size_t size_of_item /* sizeof each item */
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) ;
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void *SuiteSparse_calloc /* pointer to allocated block of memory */
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(
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size_t nitems, /* number of items to calloc (>=1 is enforced) */
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size_t size_of_item /* sizeof each item */
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) ;
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void *SuiteSparse_realloc /* pointer to reallocated block of memory, or
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to original block if the realloc failed. */
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(
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size_t nitems_new, /* new number of items in the object */
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size_t nitems_old, /* old number of items in the object */
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size_t size_of_item, /* sizeof each item */
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void *p, /* old object to reallocate */
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int *ok /* 1 if successful, 0 otherwise */
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) ;
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void *SuiteSparse_free /* always returns NULL */
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(
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void *p /* block to free */
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) ;
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void SuiteSparse_tic /* start the timer */
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(
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scs_float tic [2] /* output, contents undefined on input */
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) ;
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scs_float SuiteSparse_toc /* return time in seconds since last tic */
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(
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scs_float tic [2] /* input: from last call to SuiteSparse_tic */
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) ;
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scs_float SuiteSparse_time /* returns current wall clock time in seconds */
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(
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void
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) ;
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/* returns sqrt (x^2 + y^2), computed reliably */
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scs_float SuiteSparse_hypot (scs_float x, scs_float y) ;
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/* complex division of c = a/b */
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int SuiteSparse_divcomplex
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(
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scs_float ar, scs_float ai, /* real and imaginary parts of a */
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scs_float br, scs_float bi, /* real and imaginary parts of b */
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scs_float *cr, scs_float *ci /* real and imaginary parts of c */
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) ;
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#define NTIMER
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/* determine which timer to use, if any */
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#ifndef NTIMER
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#ifdef _POSIX_C_SOURCE
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#if _POSIX_C_SOURCE >= 199309L
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#define SUITESPARSE_TIMER_ENABLED
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#endif
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#endif
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#endif
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/* SuiteSparse printf macro */
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#define SUITESPARSE_PRINTF(params) \
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{ \
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if (SuiteSparse_config.printf_func != NULL) \
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{ \
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(void) (SuiteSparse_config.printf_func) params ; \
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} \
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}
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/* ========================================================================== */
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/* === SuiteSparse version ================================================== */
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/* ========================================================================== */
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/* SuiteSparse is not a package itself, but a collection of packages, some of
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* which must be used together (UMFPACK requires AMD, CHOLMOD requires AMD,
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* COLAMD, CAMD, and CCOLAMD, etc). A version number is provided here for the
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* collection itself. The versions of packages within each version of
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* SuiteSparse are meant to work together. Combining one package from one
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* version of SuiteSparse, with another package from another version of
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* SuiteSparse, may or may not work.
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*
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* SuiteSparse contains the following packages:
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*
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* SuiteSparse_config version 5.1.0 (version always the same as SuiteSparse)
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* GraphBLAS version 1.1.0
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* ssget version 2.0.0
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* AMD version 2.4.6
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* BTF version 1.2.6
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* CAMD version 2.4.6
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* CCOLAMD version 2.9.6
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* CHOLMOD version 3.0.11
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* COLAMD version 2.9.6
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* CSparse version 3.2.0
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* CXSparse version 3.2.0
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* GPUQREngine version 1.0.5
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* KLU version 1.3.8
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* LDL version 2.2.6
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* RBio version 2.2.6
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* SPQR version 2.0.8
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* SuiteSparse_GPURuntime version 1.0.5
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* UMFPACK version 5.7.6
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* MATLAB_Tools various packages & M-files
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* xerbla version 1.0.3
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*
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* Other package dependencies:
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* BLAS required by CHOLMOD and UMFPACK
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* LAPACK required by CHOLMOD
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* METIS 5.1.0 required by CHOLMOD (optional) and KLU (optional)
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* CUBLAS, CUDART NVIDIA libraries required by CHOLMOD and SPQR when
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* they are compiled with GPU acceleration.
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*/
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+
int SuiteSparse_version /* returns SUITESPARSE_VERSION */
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+
(
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+
/* output, not defined on input. Not used if NULL. Returns
|
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+
the three version codes in version [0..2]:
|
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+
version [0] is SUITESPARSE_MAIN_VERSION
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+
version [1] is SUITESPARSE_SUB_VERSION
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+
version [2] is SUITESPARSE_SUBSUB_VERSION
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+
*/
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+
int version [3]
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+
) ;
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+
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+
/* Versions prior to 4.2.0 do not have the above function. The following
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+
code fragment will work with any version of SuiteSparse:
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+
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+
#ifdef SUITESPARSE_HAS_VERSION_FUNCTION
|
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+
v = SuiteSparse_version (NULL) ;
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+
#else
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|
+
v = SUITESPARSE_VERSION ;
|
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+
#endif
|
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|
+
*/
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|
+
#define SUITESPARSE_HAS_VERSION_FUNCTION
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+
|
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+
#define SUITESPARSE_DATE "Dec 1, 2017"
|
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+
#define SUITESPARSE_VER_CODE(main,sub) ((main) * 1000 + (sub))
|
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|
+
#define SUITESPARSE_MAIN_VERSION 5
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+
#define SUITESPARSE_SUB_VERSION 1
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+
#define SUITESPARSE_SUBSUB_VERSION 0
|
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|
+
#define SUITESPARSE_VERSION \
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+
SUITESPARSE_VER_CODE(SUITESPARSE_MAIN_VERSION,SUITESPARSE_SUB_VERSION)
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+
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+
#ifdef __cplusplus
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+
}
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#endif
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#endif
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@@ -0,0 +1,400 @@
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+
/* ========================================================================= */
|
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2
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+
/* === AMD: approximate minimum degree ordering =========================== */
|
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3
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+
/* ========================================================================= */
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4
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+
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5
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+
/* ------------------------------------------------------------------------- */
|
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+
/* AMD Version 2.4, Copyright (c) 1996-2013 by Timothy A. Davis, */
|
|
7
|
+
/* Patrick R. Amestoy, and Iain S. Duff. See ../README.txt for License. */
|
|
8
|
+
/* email: DrTimothyAldenDavis@gmail.com */
|
|
9
|
+
/* ------------------------------------------------------------------------- */
|
|
10
|
+
|
|
11
|
+
/* AMD finds a symmetric ordering P of a matrix A so that the Cholesky
|
|
12
|
+
* factorization of P*A*P' has fewer nonzeros and takes less work than the
|
|
13
|
+
* Cholesky factorization of A. If A is not symmetric, then it performs its
|
|
14
|
+
* ordering on the matrix A+A'. Two sets of user-callable routines are
|
|
15
|
+
* provided, one for scs_int integers and the other for SuiteSparse_long integers.
|
|
16
|
+
*
|
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17
|
+
* The method is based on the approximate minimum degree algorithm, discussed
|
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18
|
+
* in Amestoy, Davis, and Duff, "An approximate degree ordering algorithm",
|
|
19
|
+
* SIAM Journal of Matrix Analysis and Applications, vol. 17, no. 4, pp.
|
|
20
|
+
* 886-905, 1996. This package can perform both the AMD ordering (with
|
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|
+
* aggressive absorption), and the AMDBAR ordering (without aggressive
|
|
22
|
+
* absorption) discussed in the above paper. This package differs from the
|
|
23
|
+
* Fortran codes discussed in the paper:
|
|
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|
+
*
|
|
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|
+
* (1) it can ignore "dense" rows and columns, leading to faster run times
|
|
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|
+
* (2) it computes the ordering of A+A' if A is not symmetric
|
|
27
|
+
* (3) it is followed by a depth-first post-ordering of the assembly tree
|
|
28
|
+
* (or supernodal elimination tree)
|
|
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|
+
*
|
|
30
|
+
* For historical reasons, the Fortran versions, amd.f and amdbar.f, have
|
|
31
|
+
* been left (nearly) unchanged. They compute the identical ordering as
|
|
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|
+
* described in the above paper.
|
|
33
|
+
*/
|
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|
+
|
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35
|
+
#ifndef AMD_H
|
|
36
|
+
#define AMD_H
|
|
37
|
+
|
|
38
|
+
/* make it easy for C++ programs to include AMD */
|
|
39
|
+
#ifdef __cplusplus
|
|
40
|
+
extern "C" {
|
|
41
|
+
#endif
|
|
42
|
+
|
|
43
|
+
/* get the definition of size_t: */
|
|
44
|
+
#include <stddef.h>
|
|
45
|
+
|
|
46
|
+
#include "SuiteSparse_config.h"
|
|
47
|
+
|
|
48
|
+
scs_int amd_order /* returns AMD_OK, AMD_OK_BUT_JUMBLED,
|
|
49
|
+
* AMD_INVALID, or AMD_OUT_OF_MEMORY */
|
|
50
|
+
(
|
|
51
|
+
scs_int n, /* A is n-by-n. n must be >= 0. */
|
|
52
|
+
const scs_int Ap [ ], /* column pointers for A, of size n+1 */
|
|
53
|
+
const scs_int Ai [ ], /* row indices of A, of size nz = Ap [n] */
|
|
54
|
+
scs_int P [ ], /* output permutation, of size n */
|
|
55
|
+
scs_float Control [ ], /* input Control settings, of size AMD_CONTROL */
|
|
56
|
+
scs_float Info [ ] /* output Info statistics, of size AMD_INFO */
|
|
57
|
+
) ;
|
|
58
|
+
|
|
59
|
+
SuiteSparse_long amd_l_order /* see above for description of arguments */
|
|
60
|
+
(
|
|
61
|
+
SuiteSparse_long n,
|
|
62
|
+
const SuiteSparse_long Ap [ ],
|
|
63
|
+
const SuiteSparse_long Ai [ ],
|
|
64
|
+
SuiteSparse_long P [ ],
|
|
65
|
+
scs_float Control [ ],
|
|
66
|
+
scs_float Info [ ]
|
|
67
|
+
) ;
|
|
68
|
+
|
|
69
|
+
/* Input arguments (not modified):
|
|
70
|
+
*
|
|
71
|
+
* n: the matrix A is n-by-n.
|
|
72
|
+
* Ap: an int/SuiteSparse_long array of size n+1, containing column
|
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73
|
+
* pointers of A.
|
|
74
|
+
* Ai: an int/SuiteSparse_long array of size nz, containing the row
|
|
75
|
+
* indices of A, where nz = Ap [n].
|
|
76
|
+
* Control: a scs_float array of size AMD_CONTROL, containing control
|
|
77
|
+
* parameters. Defaults are used if Control is NULL.
|
|
78
|
+
*
|
|
79
|
+
* Output arguments (not defined on input):
|
|
80
|
+
*
|
|
81
|
+
* P: an int/SuiteSparse_long array of size n, containing the output
|
|
82
|
+
* permutation. If row i is the kth pivot row, then P [k] = i. In
|
|
83
|
+
* MATLAB notation, the reordered matrix is A (P,P).
|
|
84
|
+
* Info: a scs_float array of size AMD_INFO, containing statistical
|
|
85
|
+
* information. Ignored if Info is NULL.
|
|
86
|
+
*
|
|
87
|
+
* On input, the matrix A is stored in column-oriented form. The row indices
|
|
88
|
+
* of nonzero entries in column j are stored in Ai [Ap [j] ... Ap [j+1]-1].
|
|
89
|
+
*
|
|
90
|
+
* If the row indices appear in ascending order in each column, and there
|
|
91
|
+
* are no duplicate entries, then amd_order is slightly more efficient in
|
|
92
|
+
* terms of time and memory usage. If this condition does not hold, a copy
|
|
93
|
+
* of the matrix is created (where these conditions do hold), and the copy is
|
|
94
|
+
* ordered. This feature is new to v2.0 (v1.2 and earlier required this
|
|
95
|
+
* condition to hold for the input matrix).
|
|
96
|
+
*
|
|
97
|
+
* Row indices must be in the range 0 to
|
|
98
|
+
* n-1. Ap [0] must be zero, and thus nz = Ap [n] is the number of nonzeros
|
|
99
|
+
* in A. The array Ap is of size n+1, and the array Ai is of size nz = Ap [n].
|
|
100
|
+
* The matrix does not need to be symmetric, and the diagonal does not need to
|
|
101
|
+
* be present (if diagonal entries are present, they are ignored except for
|
|
102
|
+
* the output statistic Info [AMD_NZDIAG]). The arrays Ai and Ap are not
|
|
103
|
+
* modified. This form of the Ap and Ai arrays to represent the nonzero
|
|
104
|
+
* pattern of the matrix A is the same as that used internally by MATLAB.
|
|
105
|
+
* If you wish to use a more flexible input structure, please see the
|
|
106
|
+
* umfpack_*_triplet_to_col routines in the UMFPACK package, at
|
|
107
|
+
* http://www.suitesparse.com.
|
|
108
|
+
*
|
|
109
|
+
* Restrictions: n >= 0. Ap [0] = 0. Ap [j] <= Ap [j+1] for all j in the
|
|
110
|
+
* range 0 to n-1. nz = Ap [n] >= 0. Ai [0..nz-1] must be in the range 0
|
|
111
|
+
* to n-1. Finally, Ai, Ap, and P must not be NULL. If any of these
|
|
112
|
+
* restrictions are not met, AMD returns AMD_INVALID.
|
|
113
|
+
*
|
|
114
|
+
* AMD returns:
|
|
115
|
+
*
|
|
116
|
+
* AMD_OK if the matrix is valid and sufficient memory can be allocated to
|
|
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|
+
* perform the ordering.
|
|
118
|
+
*
|
|
119
|
+
* AMD_OUT_OF_MEMORY if not enough memory can be allocated.
|
|
120
|
+
*
|
|
121
|
+
* AMD_INVALID if the input arguments n, Ap, Ai are invalid, or if P is
|
|
122
|
+
* NULL.
|
|
123
|
+
*
|
|
124
|
+
* AMD_OK_BUT_JUMBLED if the matrix had unsorted columns, and/or duplicate
|
|
125
|
+
* entries, but was otherwise valid.
|
|
126
|
+
*
|
|
127
|
+
* The AMD routine first forms the pattern of the matrix A+A', and then
|
|
128
|
+
* computes a fill-reducing ordering, P. If P [k] = i, then row/column i of
|
|
129
|
+
* the original is the kth pivotal row. In MATLAB notation, the permuted
|
|
130
|
+
* matrix is A (P,P), except that 0-based indexing is used instead of the
|
|
131
|
+
* 1-based indexing in MATLAB.
|
|
132
|
+
*
|
|
133
|
+
* The Control array is used to set various parameters for AMD. If a NULL
|
|
134
|
+
* pointer is passed, default values are used. The Control array is not
|
|
135
|
+
* modified.
|
|
136
|
+
*
|
|
137
|
+
* Control [AMD_DENSE]: controls the threshold for "dense" rows/columns.
|
|
138
|
+
* A dense row/column in A+A' can cause AMD to spend a lot of time in
|
|
139
|
+
* ordering the matrix. If Control [AMD_DENSE] >= 0, rows/columns
|
|
140
|
+
* with more than Control [AMD_DENSE] * sqrt (n) entries are ignored
|
|
141
|
+
* during the ordering, and placed last in the output order. The
|
|
142
|
+
* default value of Control [AMD_DENSE] is 10. If negative, no
|
|
143
|
+
* rows/columns are treated as "dense". Rows/columns with 16 or
|
|
144
|
+
* fewer off-diagonal entries are never considered "dense".
|
|
145
|
+
*
|
|
146
|
+
* Control [AMD_AGGRESSIVE]: controls whether or not to use aggressive
|
|
147
|
+
* absorption, in which a prior element is absorbed into the current
|
|
148
|
+
* element if is a subset of the current element, even if it is not
|
|
149
|
+
* adjacent to the current pivot element (refer to Amestoy, Davis,
|
|
150
|
+
* & Duff, 1996, for more details). The default value is nonzero,
|
|
151
|
+
* which means to perform aggressive absorption. This nearly always
|
|
152
|
+
* leads to a better ordering (because the approximate degrees are
|
|
153
|
+
* more accurate) and a lower execution time. There are cases where
|
|
154
|
+
* it can lead to a slightly worse ordering, however. To turn it off,
|
|
155
|
+
* set Control [AMD_AGGRESSIVE] to 0.
|
|
156
|
+
*
|
|
157
|
+
* Control [2..4] are not used in the current version, but may be used in
|
|
158
|
+
* future versions.
|
|
159
|
+
*
|
|
160
|
+
* The Info array provides statistics about the ordering on output. If it is
|
|
161
|
+
* not present, the statistics are not returned. This is not an error
|
|
162
|
+
* condition.
|
|
163
|
+
*
|
|
164
|
+
* Info [AMD_STATUS]: the return value of AMD, either AMD_OK,
|
|
165
|
+
* AMD_OK_BUT_JUMBLED, AMD_OUT_OF_MEMORY, or AMD_INVALID.
|
|
166
|
+
*
|
|
167
|
+
* Info [AMD_N]: n, the size of the input matrix
|
|
168
|
+
*
|
|
169
|
+
* Info [AMD_NZ]: the number of nonzeros in A, nz = Ap [n]
|
|
170
|
+
*
|
|
171
|
+
* Info [AMD_SYMMETRY]: the symmetry of the matrix A. It is the number
|
|
172
|
+
* of "matched" off-diagonal entries divided by the total number of
|
|
173
|
+
* off-diagonal entries. An entry A(i,j) is matched if A(j,i) is also
|
|
174
|
+
* an entry, for any pair (i,j) for which i != j. In MATLAB notation,
|
|
175
|
+
* S = spones (A) ;
|
|
176
|
+
* B = tril (S, -1) + triu (S, 1) ;
|
|
177
|
+
* symmetry = nnz (B & B') / nnz (B) ;
|
|
178
|
+
*
|
|
179
|
+
* Info [AMD_NZDIAG]: the number of entries on the diagonal of A.
|
|
180
|
+
*
|
|
181
|
+
* Info [AMD_NZ_A_PLUS_AT]: the number of nonzeros in A+A', excluding the
|
|
182
|
+
* diagonal. If A is perfectly symmetric (Info [AMD_SYMMETRY] = 1)
|
|
183
|
+
* with a fully nonzero diagonal, then Info [AMD_NZ_A_PLUS_AT] = nz-n
|
|
184
|
+
* (the smallest possible value). If A is perfectly unsymmetric
|
|
185
|
+
* (Info [AMD_SYMMETRY] = 0, for an upper triangular matrix, for
|
|
186
|
+
* example) with no diagonal, then Info [AMD_NZ_A_PLUS_AT] = 2*nz
|
|
187
|
+
* (the largest possible value).
|
|
188
|
+
*
|
|
189
|
+
* Info [AMD_NDENSE]: the number of "dense" rows/columns of A+A' that were
|
|
190
|
+
* removed from A prior to ordering. These are placed last in the
|
|
191
|
+
* output order P.
|
|
192
|
+
*
|
|
193
|
+
* Info [AMD_MEMORY]: the amount of memory used by AMD, in bytes. In the
|
|
194
|
+
* current version, this is 1.2 * Info [AMD_NZ_A_PLUS_AT] + 9*n
|
|
195
|
+
* times the size of an integer. This is at most 2.4nz + 9n. This
|
|
196
|
+
* excludes the size of the input arguments Ai, Ap, and P, which have
|
|
197
|
+
* a total size of nz + 2*n + 1 integers.
|
|
198
|
+
*
|
|
199
|
+
* Info [AMD_NCMPA]: the number of garbage collections performed.
|
|
200
|
+
*
|
|
201
|
+
* Info [AMD_LNZ]: the number of nonzeros in L (excluding the diagonal).
|
|
202
|
+
* This is a slight upper bound because mass elimination is combined
|
|
203
|
+
* with the approximate degree update. It is a rough upper bound if
|
|
204
|
+
* there are many "dense" rows/columns. The rest of the statistics,
|
|
205
|
+
* below, are also slight or rough upper bounds, for the same reasons.
|
|
206
|
+
* The post-ordering of the assembly tree might also not exactly
|
|
207
|
+
* correspond to a true elimination tree postordering.
|
|
208
|
+
*
|
|
209
|
+
* Info [AMD_NDIV]: the number of divide operations for a subsequent LDL'
|
|
210
|
+
* or LU factorization of the permuted matrix A (P,P).
|
|
211
|
+
*
|
|
212
|
+
* Info [AMD_NMULTSUBS_LDL]: the number of multiply-subtract pairs for a
|
|
213
|
+
* subsequent LDL' factorization of A (P,P).
|
|
214
|
+
*
|
|
215
|
+
* Info [AMD_NMULTSUBS_LU]: the number of multiply-subtract pairs for a
|
|
216
|
+
* subsequent LU factorization of A (P,P), assuming that no numerical
|
|
217
|
+
* pivoting is required.
|
|
218
|
+
*
|
|
219
|
+
* Info [AMD_DMAX]: the maximum number of nonzeros in any column of L,
|
|
220
|
+
* including the diagonal.
|
|
221
|
+
*
|
|
222
|
+
* Info [14..19] are not used in the current version, but may be used in
|
|
223
|
+
* future versions.
|
|
224
|
+
*/
|
|
225
|
+
|
|
226
|
+
/* ------------------------------------------------------------------------- */
|
|
227
|
+
/* direct interface to AMD */
|
|
228
|
+
/* ------------------------------------------------------------------------- */
|
|
229
|
+
|
|
230
|
+
/* amd_2 is the primary AMD ordering routine. It is not meant to be
|
|
231
|
+
* user-callable because of its restrictive inputs and because it destroys
|
|
232
|
+
* the user's input matrix. It does not check its inputs for errors, either.
|
|
233
|
+
* However, if you can work with these restrictions it can be faster than
|
|
234
|
+
* amd_order and use less memory (assuming that you can create your own copy
|
|
235
|
+
* of the matrix for AMD to destroy). Refer to AMD/Source/amd_2.c for a
|
|
236
|
+
* description of each parameter. */
|
|
237
|
+
|
|
238
|
+
void amd_2
|
|
239
|
+
(
|
|
240
|
+
scs_int n,
|
|
241
|
+
scs_int Pe [ ],
|
|
242
|
+
scs_int Iw [ ],
|
|
243
|
+
scs_int Len [ ],
|
|
244
|
+
scs_int iwlen,
|
|
245
|
+
scs_int pfree,
|
|
246
|
+
scs_int Nv [ ],
|
|
247
|
+
scs_int Next [ ],
|
|
248
|
+
scs_int Last [ ],
|
|
249
|
+
scs_int Head [ ],
|
|
250
|
+
scs_int Elen [ ],
|
|
251
|
+
scs_int Degree [ ],
|
|
252
|
+
scs_int W [ ],
|
|
253
|
+
scs_float Control [ ],
|
|
254
|
+
scs_float Info [ ]
|
|
255
|
+
) ;
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256
|
+
|
|
257
|
+
void amd_l2
|
|
258
|
+
(
|
|
259
|
+
SuiteSparse_long n,
|
|
260
|
+
SuiteSparse_long Pe [ ],
|
|
261
|
+
SuiteSparse_long Iw [ ],
|
|
262
|
+
SuiteSparse_long Len [ ],
|
|
263
|
+
SuiteSparse_long iwlen,
|
|
264
|
+
SuiteSparse_long pfree,
|
|
265
|
+
SuiteSparse_long Nv [ ],
|
|
266
|
+
SuiteSparse_long Next [ ],
|
|
267
|
+
SuiteSparse_long Last [ ],
|
|
268
|
+
SuiteSparse_long Head [ ],
|
|
269
|
+
SuiteSparse_long Elen [ ],
|
|
270
|
+
SuiteSparse_long Degree [ ],
|
|
271
|
+
SuiteSparse_long W [ ],
|
|
272
|
+
scs_float Control [ ],
|
|
273
|
+
scs_float Info [ ]
|
|
274
|
+
) ;
|
|
275
|
+
|
|
276
|
+
/* ------------------------------------------------------------------------- */
|
|
277
|
+
/* amd_valid */
|
|
278
|
+
/* ------------------------------------------------------------------------- */
|
|
279
|
+
|
|
280
|
+
/* Returns AMD_OK or AMD_OK_BUT_JUMBLED if the matrix is valid as input to
|
|
281
|
+
* amd_order; the latter is returned if the matrix has unsorted and/or
|
|
282
|
+
* duplicate row indices in one or more columns. Returns AMD_INVALID if the
|
|
283
|
+
* matrix cannot be passed to amd_order. For amd_order, the matrix must also
|
|
284
|
+
* be square. The first two arguments are the number of rows and the number
|
|
285
|
+
* of columns of the matrix. For its use in AMD, these must both equal n.
|
|
286
|
+
*
|
|
287
|
+
* NOTE: this routine returned TRUE/FALSE in v1.2 and earlier.
|
|
288
|
+
*/
|
|
289
|
+
|
|
290
|
+
scs_int amd_valid
|
|
291
|
+
(
|
|
292
|
+
scs_int n_row, /* # of rows */
|
|
293
|
+
scs_int n_col, /* # of columns */
|
|
294
|
+
const scs_int Ap [ ], /* column pointers, of size n_col+1 */
|
|
295
|
+
const scs_int Ai [ ] /* row indices, of size Ap [n_col] */
|
|
296
|
+
) ;
|
|
297
|
+
|
|
298
|
+
SuiteSparse_long amd_l_valid
|
|
299
|
+
(
|
|
300
|
+
SuiteSparse_long n_row,
|
|
301
|
+
SuiteSparse_long n_col,
|
|
302
|
+
const SuiteSparse_long Ap [ ],
|
|
303
|
+
const SuiteSparse_long Ai [ ]
|
|
304
|
+
) ;
|
|
305
|
+
|
|
306
|
+
/* ------------------------------------------------------------------------- */
|
|
307
|
+
/* AMD memory manager and printf routines */
|
|
308
|
+
/* ------------------------------------------------------------------------- */
|
|
309
|
+
|
|
310
|
+
/* moved to SuiteSparse_config.c */
|
|
311
|
+
|
|
312
|
+
/* ------------------------------------------------------------------------- */
|
|
313
|
+
/* AMD Control and Info arrays */
|
|
314
|
+
/* ------------------------------------------------------------------------- */
|
|
315
|
+
|
|
316
|
+
/* amd_defaults: sets the default control settings */
|
|
317
|
+
void amd_defaults (scs_float Control [ ]) ;
|
|
318
|
+
void amd_l_defaults (scs_float Control [ ]) ;
|
|
319
|
+
|
|
320
|
+
/* amd_control: prints the control settings */
|
|
321
|
+
void amd_control (scs_float Control [ ]) ;
|
|
322
|
+
void amd_l_control (scs_float Control [ ]) ;
|
|
323
|
+
|
|
324
|
+
/* amd_info: prints the statistics */
|
|
325
|
+
void amd_info (scs_float Info [ ]) ;
|
|
326
|
+
void amd_l_info (scs_float Info [ ]) ;
|
|
327
|
+
|
|
328
|
+
#define AMD_CONTROL 5 /* size of Control array */
|
|
329
|
+
#define AMD_INFO 20 /* size of Info array */
|
|
330
|
+
|
|
331
|
+
/* contents of Control */
|
|
332
|
+
#define AMD_DENSE 0 /* "dense" if degree > Control [0] * sqrt (n) */
|
|
333
|
+
#define AMD_AGGRESSIVE 1 /* do aggressive absorption if Control [1] != 0 */
|
|
334
|
+
|
|
335
|
+
/* default Control settings */
|
|
336
|
+
#define AMD_DEFAULT_DENSE 10.0 /* default "dense" degree 10*sqrt(n) */
|
|
337
|
+
#define AMD_DEFAULT_AGGRESSIVE 1 /* do aggressive absorption by default */
|
|
338
|
+
|
|
339
|
+
/* contents of Info */
|
|
340
|
+
#define AMD_STATUS 0 /* return value of amd_order and amd_l_order */
|
|
341
|
+
#define AMD_N 1 /* A is n-by-n */
|
|
342
|
+
#define AMD_NZ 2 /* number of nonzeros in A */
|
|
343
|
+
#define AMD_SYMMETRY 3 /* symmetry of pattern (1 is sym., 0 is unsym.) */
|
|
344
|
+
#define AMD_NZDIAG 4 /* # of entries on diagonal */
|
|
345
|
+
#define AMD_NZ_A_PLUS_AT 5 /* nz in A+A' */
|
|
346
|
+
#define AMD_NDENSE 6 /* number of "dense" rows/columns in A */
|
|
347
|
+
#define AMD_MEMORY 7 /* amount of memory used by AMD */
|
|
348
|
+
#define AMD_NCMPA 8 /* number of garbage collections in AMD */
|
|
349
|
+
#define AMD_LNZ 9 /* approx. nz in L, excluding the diagonal */
|
|
350
|
+
#define AMD_NDIV 10 /* number of fl. point divides for LU and LDL' */
|
|
351
|
+
#define AMD_NMULTSUBS_LDL 11 /* number of fl. point (*,-) pairs for LDL' */
|
|
352
|
+
#define AMD_NMULTSUBS_LU 12 /* number of fl. point (*,-) pairs for LU */
|
|
353
|
+
#define AMD_DMAX 13 /* max nz. in any column of L, incl. diagonal */
|
|
354
|
+
|
|
355
|
+
/* ------------------------------------------------------------------------- */
|
|
356
|
+
/* return values of AMD */
|
|
357
|
+
/* ------------------------------------------------------------------------- */
|
|
358
|
+
|
|
359
|
+
#define AMD_OK 0 /* success */
|
|
360
|
+
#define AMD_OUT_OF_MEMORY -1 /* malloc failed, or problem too large */
|
|
361
|
+
#define AMD_INVALID -2 /* input arguments are not valid */
|
|
362
|
+
#define AMD_OK_BUT_JUMBLED 1 /* input matrix is OK for amd_order, but
|
|
363
|
+
* columns were not sorted, and/or duplicate entries were present. AMD had
|
|
364
|
+
* to do extra work before ordering the matrix. This is a warning, not an
|
|
365
|
+
* error. */
|
|
366
|
+
|
|
367
|
+
/* ========================================================================== */
|
|
368
|
+
/* === AMD version ========================================================== */
|
|
369
|
+
/* ========================================================================== */
|
|
370
|
+
|
|
371
|
+
/* AMD Version 1.2 and later include the following definitions.
|
|
372
|
+
* As an example, to test if the version you are using is 1.2 or later:
|
|
373
|
+
*
|
|
374
|
+
* #ifdef AMD_VERSION
|
|
375
|
+
* if (AMD_VERSION >= AMD_VERSION_CODE (1,2)) ...
|
|
376
|
+
* #endif
|
|
377
|
+
*
|
|
378
|
+
* This also works during compile-time:
|
|
379
|
+
*
|
|
380
|
+
* #if defined(AMD_VERSION) && (AMD_VERSION >= AMD_VERSION_CODE (1,2))
|
|
381
|
+
* printf ("This is version 1.2 or later\n") ;
|
|
382
|
+
* #else
|
|
383
|
+
* printf ("This is an early version\n") ;
|
|
384
|
+
* #endif
|
|
385
|
+
*
|
|
386
|
+
* Versions 1.1 and earlier of AMD do not include a #define'd version number.
|
|
387
|
+
*/
|
|
388
|
+
|
|
389
|
+
#define AMD_DATE "May 4, 2016"
|
|
390
|
+
#define AMD_VERSION_CODE(main,sub) ((main) * 1000 + (sub))
|
|
391
|
+
#define AMD_MAIN_VERSION 2
|
|
392
|
+
#define AMD_SUB_VERSION 4
|
|
393
|
+
#define AMD_SUBSUB_VERSION 6
|
|
394
|
+
#define AMD_VERSION AMD_VERSION_CODE(AMD_MAIN_VERSION,AMD_SUB_VERSION)
|
|
395
|
+
|
|
396
|
+
#ifdef __cplusplus
|
|
397
|
+
}
|
|
398
|
+
#endif
|
|
399
|
+
|
|
400
|
+
#endif
|