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1 /* glplux.c */ |
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2 |
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3 /*********************************************************************** |
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4 * This code is part of GLPK (GNU Linear Programming Kit). |
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5 * |
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6 * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, |
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7 * 2009, 2010 Andrew Makhorin, Department for Applied Informatics, |
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8 * Moscow Aviation Institute, Moscow, Russia. All rights reserved. |
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9 * E-mail: <mao@gnu.org>. |
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10 * |
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11 * GLPK is free software: you can redistribute it and/or modify it |
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12 * under the terms of the GNU General Public License as published by |
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13 * the Free Software Foundation, either version 3 of the License, or |
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14 * (at your option) any later version. |
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15 * |
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16 * GLPK is distributed in the hope that it will be useful, but WITHOUT |
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17 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY |
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18 * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public |
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19 * License for more details. |
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20 * |
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21 * You should have received a copy of the GNU General Public License |
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22 * along with GLPK. If not, see <http://www.gnu.org/licenses/>. |
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23 ***********************************************************************/ |
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24 |
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25 #include "glplux.h" |
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26 #define xfault xerror |
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27 #define dmp_create_poolx(size) dmp_create_pool() |
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28 |
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29 /*---------------------------------------------------------------------- |
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30 // lux_create - create LU-factorization. |
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31 // |
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32 // SYNOPSIS |
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33 // |
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34 // #include "glplux.h" |
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35 // LUX *lux_create(int n); |
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36 // |
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37 // DESCRIPTION |
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38 // |
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39 // The routine lux_create creates LU-factorization data structure for |
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40 // a matrix of the order n. Initially the factorization corresponds to |
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41 // the unity matrix (F = V = P = Q = I, so A = I). |
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42 // |
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43 // RETURNS |
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44 // |
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45 // The routine returns a pointer to the created LU-factorization data |
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46 // structure, which represents the unity matrix of the order n. */ |
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47 |
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48 LUX *lux_create(int n) |
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49 { LUX *lux; |
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50 int k; |
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51 if (n < 1) |
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52 xfault("lux_create: n = %d; invalid parameter\n", n); |
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53 lux = xmalloc(sizeof(LUX)); |
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54 lux->n = n; |
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55 lux->pool = dmp_create_poolx(sizeof(LUXELM)); |
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56 lux->F_row = xcalloc(1+n, sizeof(LUXELM *)); |
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57 lux->F_col = xcalloc(1+n, sizeof(LUXELM *)); |
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58 lux->V_piv = xcalloc(1+n, sizeof(mpq_t)); |
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59 lux->V_row = xcalloc(1+n, sizeof(LUXELM *)); |
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60 lux->V_col = xcalloc(1+n, sizeof(LUXELM *)); |
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61 lux->P_row = xcalloc(1+n, sizeof(int)); |
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62 lux->P_col = xcalloc(1+n, sizeof(int)); |
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63 lux->Q_row = xcalloc(1+n, sizeof(int)); |
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64 lux->Q_col = xcalloc(1+n, sizeof(int)); |
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65 for (k = 1; k <= n; k++) |
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66 { lux->F_row[k] = lux->F_col[k] = NULL; |
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67 mpq_init(lux->V_piv[k]); |
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68 mpq_set_si(lux->V_piv[k], 1, 1); |
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69 lux->V_row[k] = lux->V_col[k] = NULL; |
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70 lux->P_row[k] = lux->P_col[k] = k; |
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71 lux->Q_row[k] = lux->Q_col[k] = k; |
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72 } |
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73 lux->rank = n; |
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74 return lux; |
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75 } |
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76 |
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77 /*---------------------------------------------------------------------- |
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78 // initialize - initialize LU-factorization data structures. |
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79 // |
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80 // This routine initializes data structures for subsequent computing |
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81 // the LU-factorization of a given matrix A, which is specified by the |
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82 // formal routine col. On exit V = A and F = P = Q = I, where I is the |
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83 // unity matrix. */ |
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84 |
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85 static void initialize(LUX *lux, int (*col)(void *info, int j, |
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86 int ind[], mpq_t val[]), void *info, LUXWKA *wka) |
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87 { int n = lux->n; |
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88 DMP *pool = lux->pool; |
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89 LUXELM **F_row = lux->F_row; |
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90 LUXELM **F_col = lux->F_col; |
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91 mpq_t *V_piv = lux->V_piv; |
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92 LUXELM **V_row = lux->V_row; |
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93 LUXELM **V_col = lux->V_col; |
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94 int *P_row = lux->P_row; |
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95 int *P_col = lux->P_col; |
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96 int *Q_row = lux->Q_row; |
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97 int *Q_col = lux->Q_col; |
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98 int *R_len = wka->R_len; |
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99 int *R_head = wka->R_head; |
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100 int *R_prev = wka->R_prev; |
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101 int *R_next = wka->R_next; |
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102 int *C_len = wka->C_len; |
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103 int *C_head = wka->C_head; |
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104 int *C_prev = wka->C_prev; |
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105 int *C_next = wka->C_next; |
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106 LUXELM *fij, *vij; |
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107 int i, j, k, len, *ind; |
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108 mpq_t *val; |
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109 /* F := I */ |
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110 for (i = 1; i <= n; i++) |
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111 { while (F_row[i] != NULL) |
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112 { fij = F_row[i], F_row[i] = fij->r_next; |
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113 mpq_clear(fij->val); |
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114 dmp_free_atom(pool, fij, sizeof(LUXELM)); |
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115 } |
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116 } |
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117 for (j = 1; j <= n; j++) F_col[j] = NULL; |
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118 /* V := 0 */ |
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119 for (k = 1; k <= n; k++) mpq_set_si(V_piv[k], 0, 1); |
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120 for (i = 1; i <= n; i++) |
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121 { while (V_row[i] != NULL) |
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122 { vij = V_row[i], V_row[i] = vij->r_next; |
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123 mpq_clear(vij->val); |
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124 dmp_free_atom(pool, vij, sizeof(LUXELM)); |
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125 } |
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126 } |
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127 for (j = 1; j <= n; j++) V_col[j] = NULL; |
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128 /* V := A */ |
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129 ind = xcalloc(1+n, sizeof(int)); |
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130 val = xcalloc(1+n, sizeof(mpq_t)); |
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131 for (k = 1; k <= n; k++) mpq_init(val[k]); |
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132 for (j = 1; j <= n; j++) |
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133 { /* obtain j-th column of matrix A */ |
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134 len = col(info, j, ind, val); |
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135 if (!(0 <= len && len <= n)) |
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136 xfault("lux_decomp: j = %d: len = %d; invalid column length" |
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137 "\n", j, len); |
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138 /* copy elements of j-th column to matrix V */ |
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139 for (k = 1; k <= len; k++) |
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140 { /* get row index of a[i,j] */ |
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141 i = ind[k]; |
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142 if (!(1 <= i && i <= n)) |
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143 xfault("lux_decomp: j = %d: i = %d; row index out of ran" |
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144 "ge\n", j, i); |
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145 /* check for duplicate indices */ |
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146 if (V_row[i] != NULL && V_row[i]->j == j) |
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147 xfault("lux_decomp: j = %d: i = %d; duplicate row indice" |
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148 "s not allowed\n", j, i); |
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149 /* check for zero value */ |
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150 if (mpq_sgn(val[k]) == 0) |
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151 xfault("lux_decomp: j = %d: i = %d; zero elements not al" |
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152 "lowed\n", j, i); |
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153 /* add new element v[i,j] = a[i,j] to V */ |
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154 vij = dmp_get_atom(pool, sizeof(LUXELM)); |
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155 vij->i = i, vij->j = j; |
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156 mpq_init(vij->val); |
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157 mpq_set(vij->val, val[k]); |
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158 vij->r_prev = NULL; |
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159 vij->r_next = V_row[i]; |
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160 vij->c_prev = NULL; |
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161 vij->c_next = V_col[j]; |
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162 if (vij->r_next != NULL) vij->r_next->r_prev = vij; |
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163 if (vij->c_next != NULL) vij->c_next->c_prev = vij; |
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164 V_row[i] = V_col[j] = vij; |
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165 } |
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166 } |
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167 xfree(ind); |
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168 for (k = 1; k <= n; k++) mpq_clear(val[k]); |
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169 xfree(val); |
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170 /* P := Q := I */ |
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171 for (k = 1; k <= n; k++) |
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172 P_row[k] = P_col[k] = Q_row[k] = Q_col[k] = k; |
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173 /* the rank of A and V is not determined yet */ |
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174 lux->rank = -1; |
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175 /* initially the entire matrix V is active */ |
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176 /* determine its row lengths */ |
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177 for (i = 1; i <= n; i++) |
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178 { len = 0; |
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179 for (vij = V_row[i]; vij != NULL; vij = vij->r_next) len++; |
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180 R_len[i] = len; |
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181 } |
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182 /* build linked lists of active rows */ |
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183 for (len = 0; len <= n; len++) R_head[len] = 0; |
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184 for (i = 1; i <= n; i++) |
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185 { len = R_len[i]; |
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186 R_prev[i] = 0; |
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187 R_next[i] = R_head[len]; |
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188 if (R_next[i] != 0) R_prev[R_next[i]] = i; |
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189 R_head[len] = i; |
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190 } |
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191 /* determine its column lengths */ |
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192 for (j = 1; j <= n; j++) |
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193 { len = 0; |
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194 for (vij = V_col[j]; vij != NULL; vij = vij->c_next) len++; |
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195 C_len[j] = len; |
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196 } |
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197 /* build linked lists of active columns */ |
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198 for (len = 0; len <= n; len++) C_head[len] = 0; |
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199 for (j = 1; j <= n; j++) |
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200 { len = C_len[j]; |
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201 C_prev[j] = 0; |
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202 C_next[j] = C_head[len]; |
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203 if (C_next[j] != 0) C_prev[C_next[j]] = j; |
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204 C_head[len] = j; |
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205 } |
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206 return; |
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207 } |
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208 |
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209 /*---------------------------------------------------------------------- |
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210 // find_pivot - choose a pivot element. |
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211 // |
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212 // This routine chooses a pivot element v[p,q] in the active submatrix |
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213 // of matrix U = P*V*Q. |
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214 // |
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215 // It is assumed that on entry the matrix U has the following partially |
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216 // triangularized form: |
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217 // |
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218 // 1 k n |
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219 // 1 x x x x x x x x x x |
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220 // . x x x x x x x x x |
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221 // . . x x x x x x x x |
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222 // . . . x x x x x x x |
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223 // k . . . . * * * * * * |
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224 // . . . . * * * * * * |
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225 // . . . . * * * * * * |
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226 // . . . . * * * * * * |
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227 // . . . . * * * * * * |
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228 // n . . . . * * * * * * |
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229 // |
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230 // where rows and columns k, k+1, ..., n belong to the active submatrix |
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231 // (elements of the active submatrix are marked by '*'). |
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232 // |
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233 // Since the matrix U = P*V*Q is not stored, the routine works with the |
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234 // matrix V. It is assumed that the row-wise representation corresponds |
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235 // to the matrix V, but the column-wise representation corresponds to |
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236 // the active submatrix of the matrix V, i.e. elements of the matrix V, |
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237 // which does not belong to the active submatrix, are missing from the |
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238 // column linked lists. It is also assumed that each active row of the |
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239 // matrix V is in the set R[len], where len is number of non-zeros in |
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240 // the row, and each active column of the matrix V is in the set C[len], |
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241 // where len is number of non-zeros in the column (in the latter case |
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242 // only elements of the active submatrix are counted; such elements are |
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243 // marked by '*' on the figure above). |
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244 // |
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245 // Due to exact arithmetic any non-zero element of the active submatrix |
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246 // can be chosen as a pivot. However, to keep sparsity of the matrix V |
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247 // the routine uses Markowitz strategy, trying to choose such element |
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248 // v[p,q], which has smallest Markowitz cost (nr[p]-1) * (nc[q]-1), |
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249 // where nr[p] and nc[q] are the number of non-zero elements, resp., in |
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250 // p-th row and in q-th column of the active submatrix. |
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251 // |
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252 // In order to reduce the search, i.e. not to walk through all elements |
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253 // of the active submatrix, the routine exploits a technique proposed by |
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254 // I.Duff. This technique is based on using the sets R[len] and C[len] |
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255 // of active rows and columns. |
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256 // |
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257 // On exit the routine returns a pointer to a pivot v[p,q] chosen, or |
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258 // NULL, if the active submatrix is empty. */ |
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259 |
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260 static LUXELM *find_pivot(LUX *lux, LUXWKA *wka) |
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261 { int n = lux->n; |
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262 LUXELM **V_row = lux->V_row; |
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263 LUXELM **V_col = lux->V_col; |
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264 int *R_len = wka->R_len; |
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265 int *R_head = wka->R_head; |
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266 int *R_next = wka->R_next; |
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267 int *C_len = wka->C_len; |
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268 int *C_head = wka->C_head; |
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269 int *C_next = wka->C_next; |
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270 LUXELM *piv, *some, *vij; |
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271 int i, j, len, min_len, ncand, piv_lim = 5; |
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272 double best, cost; |
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273 /* nothing is chosen so far */ |
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274 piv = NULL, best = DBL_MAX, ncand = 0; |
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275 /* if in the active submatrix there is a column that has the only |
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276 non-zero (column singleton), choose it as a pivot */ |
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277 j = C_head[1]; |
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278 if (j != 0) |
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279 { xassert(C_len[j] == 1); |
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280 piv = V_col[j]; |
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281 xassert(piv != NULL && piv->c_next == NULL); |
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282 goto done; |
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283 } |
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284 /* if in the active submatrix there is a row that has the only |
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285 non-zero (row singleton), choose it as a pivot */ |
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286 i = R_head[1]; |
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287 if (i != 0) |
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288 { xassert(R_len[i] == 1); |
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289 piv = V_row[i]; |
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290 xassert(piv != NULL && piv->r_next == NULL); |
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291 goto done; |
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292 } |
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293 /* there are no singletons in the active submatrix; walk through |
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294 other non-empty rows and columns */ |
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295 for (len = 2; len <= n; len++) |
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296 { /* consider active columns having len non-zeros */ |
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297 for (j = C_head[len]; j != 0; j = C_next[j]) |
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298 { /* j-th column has len non-zeros */ |
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299 /* find an element in the row of minimal length */ |
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300 some = NULL, min_len = INT_MAX; |
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301 for (vij = V_col[j]; vij != NULL; vij = vij->c_next) |
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302 { if (min_len > R_len[vij->i]) |
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303 some = vij, min_len = R_len[vij->i]; |
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304 /* if Markowitz cost of this element is not greater than |
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305 (len-1)**2, it can be chosen right now; this heuristic |
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306 reduces the search and works well in many cases */ |
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307 if (min_len <= len) |
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308 { piv = some; |
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309 goto done; |
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310 } |
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311 } |
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312 /* j-th column has been scanned */ |
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313 /* the minimal element found is a next pivot candidate */ |
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314 xassert(some != NULL); |
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315 ncand++; |
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316 /* compute its Markowitz cost */ |
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317 cost = (double)(min_len - 1) * (double)(len - 1); |
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318 /* choose between the current candidate and this element */ |
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319 if (cost < best) piv = some, best = cost; |
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320 /* if piv_lim candidates have been considered, there is a |
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321 doubt that a much better candidate exists; therefore it |
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322 is the time to terminate the search */ |
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323 if (ncand == piv_lim) goto done; |
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324 } |
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325 /* now consider active rows having len non-zeros */ |
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326 for (i = R_head[len]; i != 0; i = R_next[i]) |
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327 { /* i-th row has len non-zeros */ |
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328 /* find an element in the column of minimal length */ |
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329 some = NULL, min_len = INT_MAX; |
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330 for (vij = V_row[i]; vij != NULL; vij = vij->r_next) |
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331 { if (min_len > C_len[vij->j]) |
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332 some = vij, min_len = C_len[vij->j]; |
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333 /* if Markowitz cost of this element is not greater than |
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334 (len-1)**2, it can be chosen right now; this heuristic |
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335 reduces the search and works well in many cases */ |
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336 if (min_len <= len) |
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337 { piv = some; |
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338 goto done; |
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339 } |
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340 } |
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341 /* i-th row has been scanned */ |
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342 /* the minimal element found is a next pivot candidate */ |
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343 xassert(some != NULL); |
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344 ncand++; |
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345 /* compute its Markowitz cost */ |
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346 cost = (double)(len - 1) * (double)(min_len - 1); |
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347 /* choose between the current candidate and this element */ |
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348 if (cost < best) piv = some, best = cost; |
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349 /* if piv_lim candidates have been considered, there is a |
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350 doubt that a much better candidate exists; therefore it |
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351 is the time to terminate the search */ |
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352 if (ncand == piv_lim) goto done; |
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353 } |
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354 } |
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355 done: /* bring the pivot v[p,q] to the factorizing routine */ |
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356 return piv; |
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357 } |
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358 |
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359 /*---------------------------------------------------------------------- |
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360 // eliminate - perform gaussian elimination. |
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361 // |
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362 // This routine performs elementary gaussian transformations in order |
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363 // to eliminate subdiagonal elements in the k-th column of the matrix |
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364 // U = P*V*Q using the pivot element u[k,k], where k is the number of |
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365 // the current elimination step. |
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366 // |
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367 // The parameter piv specifies the pivot element v[p,q] = u[k,k]. |
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368 // |
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369 // Each time when the routine applies the elementary transformation to |
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370 // a non-pivot row of the matrix V, it stores the corresponding element |
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371 // to the matrix F in order to keep the main equality A = F*V. |
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372 // |
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373 // The routine assumes that on entry the matrices L = P*F*inv(P) and |
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374 // U = P*V*Q are the following: |
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375 // |
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376 // 1 k 1 k n |
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377 // 1 1 . . . . . . . . . 1 x x x x x x x x x x |
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378 // x 1 . . . . . . . . . x x x x x x x x x |
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379 // x x 1 . . . . . . . . . x x x x x x x x |
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380 // x x x 1 . . . . . . . . . x x x x x x x |
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381 // k x x x x 1 . . . . . k . . . . * * * * * * |
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382 // x x x x _ 1 . . . . . . . . # * * * * * |
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383 // x x x x _ . 1 . . . . . . . # * * * * * |
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384 // x x x x _ . . 1 . . . . . . # * * * * * |
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385 // x x x x _ . . . 1 . . . . . # * * * * * |
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386 // n x x x x _ . . . . 1 n . . . . # * * * * * |
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387 // |
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388 // matrix L matrix U |
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389 // |
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390 // where rows and columns of the matrix U with numbers k, k+1, ..., n |
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391 // form the active submatrix (eliminated elements are marked by '#' and |
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392 // other elements of the active submatrix are marked by '*'). Note that |
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393 // each eliminated non-zero element u[i,k] of the matrix U gives the |
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394 // corresponding element l[i,k] of the matrix L (marked by '_'). |
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395 // |
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396 // Actually all operations are performed on the matrix V. Should note |
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397 // that the row-wise representation corresponds to the matrix V, but the |
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398 // column-wise representation corresponds to the active submatrix of the |
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399 // matrix V, i.e. elements of the matrix V, which doesn't belong to the |
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400 // active submatrix, are missing from the column linked lists. |
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401 // |
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402 // Let u[k,k] = v[p,q] be the pivot. In order to eliminate subdiagonal |
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403 // elements u[i',k] = v[i,q], i' = k+1, k+2, ..., n, the routine applies |
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404 // the following elementary gaussian transformations: |
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405 // |
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406 // (i-th row of V) := (i-th row of V) - f[i,p] * (p-th row of V), |
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407 // |
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408 // where f[i,p] = v[i,q] / v[p,q] is a gaussian multiplier. |
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409 // |
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410 // Additionally, in order to keep the main equality A = F*V, each time |
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411 // when the routine applies the transformation to i-th row of the matrix |
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412 // V, it also adds f[i,p] as a new element to the matrix F. |
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413 // |
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414 // IMPORTANT: On entry the working arrays flag and work should contain |
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415 // zeros. This status is provided by the routine on exit. */ |
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416 |
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417 static void eliminate(LUX *lux, LUXWKA *wka, LUXELM *piv, int flag[], |
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418 mpq_t work[]) |
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419 { DMP *pool = lux->pool; |
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420 LUXELM **F_row = lux->F_row; |
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421 LUXELM **F_col = lux->F_col; |
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422 mpq_t *V_piv = lux->V_piv; |
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423 LUXELM **V_row = lux->V_row; |
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424 LUXELM **V_col = lux->V_col; |
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425 int *R_len = wka->R_len; |
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426 int *R_head = wka->R_head; |
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427 int *R_prev = wka->R_prev; |
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428 int *R_next = wka->R_next; |
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429 int *C_len = wka->C_len; |
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430 int *C_head = wka->C_head; |
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431 int *C_prev = wka->C_prev; |
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432 int *C_next = wka->C_next; |
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433 LUXELM *fip, *vij, *vpj, *viq, *next; |
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434 mpq_t temp; |
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435 int i, j, p, q; |
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436 mpq_init(temp); |
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437 /* determine row and column indices of the pivot v[p,q] */ |
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438 xassert(piv != NULL); |
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439 p = piv->i, q = piv->j; |
|
440 /* remove p-th (pivot) row from the active set; it will never |
|
441 return there */ |
|
442 if (R_prev[p] == 0) |
|
443 R_head[R_len[p]] = R_next[p]; |
|
444 else |
|
445 R_next[R_prev[p]] = R_next[p]; |
|
446 if (R_next[p] == 0) |
|
447 ; |
|
448 else |
|
449 R_prev[R_next[p]] = R_prev[p]; |
|
450 /* remove q-th (pivot) column from the active set; it will never |
|
451 return there */ |
|
452 if (C_prev[q] == 0) |
|
453 C_head[C_len[q]] = C_next[q]; |
|
454 else |
|
455 C_next[C_prev[q]] = C_next[q]; |
|
456 if (C_next[q] == 0) |
|
457 ; |
|
458 else |
|
459 C_prev[C_next[q]] = C_prev[q]; |
|
460 /* store the pivot value in a separate array */ |
|
461 mpq_set(V_piv[p], piv->val); |
|
462 /* remove the pivot from p-th row */ |
|
463 if (piv->r_prev == NULL) |
|
464 V_row[p] = piv->r_next; |
|
465 else |
|
466 piv->r_prev->r_next = piv->r_next; |
|
467 if (piv->r_next == NULL) |
|
468 ; |
|
469 else |
|
470 piv->r_next->r_prev = piv->r_prev; |
|
471 R_len[p]--; |
|
472 /* remove the pivot from q-th column */ |
|
473 if (piv->c_prev == NULL) |
|
474 V_col[q] = piv->c_next; |
|
475 else |
|
476 piv->c_prev->c_next = piv->c_next; |
|
477 if (piv->c_next == NULL) |
|
478 ; |
|
479 else |
|
480 piv->c_next->c_prev = piv->c_prev; |
|
481 C_len[q]--; |
|
482 /* free the space occupied by the pivot */ |
|
483 mpq_clear(piv->val); |
|
484 dmp_free_atom(pool, piv, sizeof(LUXELM)); |
|
485 /* walk through p-th (pivot) row, which already does not contain |
|
486 the pivot v[p,q], and do the following... */ |
|
487 for (vpj = V_row[p]; vpj != NULL; vpj = vpj->r_next) |
|
488 { /* get column index of v[p,j] */ |
|
489 j = vpj->j; |
|
490 /* store v[p,j] in the working array */ |
|
491 flag[j] = 1; |
|
492 mpq_set(work[j], vpj->val); |
|
493 /* remove j-th column from the active set; it will return there |
|
494 later with a new length */ |
|
495 if (C_prev[j] == 0) |
|
496 C_head[C_len[j]] = C_next[j]; |
|
497 else |
|
498 C_next[C_prev[j]] = C_next[j]; |
|
499 if (C_next[j] == 0) |
|
500 ; |
|
501 else |
|
502 C_prev[C_next[j]] = C_prev[j]; |
|
503 /* v[p,j] leaves the active submatrix, so remove it from j-th |
|
504 column; however, v[p,j] is kept in p-th row */ |
|
505 if (vpj->c_prev == NULL) |
|
506 V_col[j] = vpj->c_next; |
|
507 else |
|
508 vpj->c_prev->c_next = vpj->c_next; |
|
509 if (vpj->c_next == NULL) |
|
510 ; |
|
511 else |
|
512 vpj->c_next->c_prev = vpj->c_prev; |
|
513 C_len[j]--; |
|
514 } |
|
515 /* now walk through q-th (pivot) column, which already does not |
|
516 contain the pivot v[p,q], and perform gaussian elimination */ |
|
517 while (V_col[q] != NULL) |
|
518 { /* element v[i,q] has to be eliminated */ |
|
519 viq = V_col[q]; |
|
520 /* get row index of v[i,q] */ |
|
521 i = viq->i; |
|
522 /* remove i-th row from the active set; later it will return |
|
523 there with a new length */ |
|
524 if (R_prev[i] == 0) |
|
525 R_head[R_len[i]] = R_next[i]; |
|
526 else |
|
527 R_next[R_prev[i]] = R_next[i]; |
|
528 if (R_next[i] == 0) |
|
529 ; |
|
530 else |
|
531 R_prev[R_next[i]] = R_prev[i]; |
|
532 /* compute gaussian multiplier f[i,p] = v[i,q] / v[p,q] and |
|
533 store it in the matrix F */ |
|
534 fip = dmp_get_atom(pool, sizeof(LUXELM)); |
|
535 fip->i = i, fip->j = p; |
|
536 mpq_init(fip->val); |
|
537 mpq_div(fip->val, viq->val, V_piv[p]); |
|
538 fip->r_prev = NULL; |
|
539 fip->r_next = F_row[i]; |
|
540 fip->c_prev = NULL; |
|
541 fip->c_next = F_col[p]; |
|
542 if (fip->r_next != NULL) fip->r_next->r_prev = fip; |
|
543 if (fip->c_next != NULL) fip->c_next->c_prev = fip; |
|
544 F_row[i] = F_col[p] = fip; |
|
545 /* v[i,q] has to be eliminated, so remove it from i-th row */ |
|
546 if (viq->r_prev == NULL) |
|
547 V_row[i] = viq->r_next; |
|
548 else |
|
549 viq->r_prev->r_next = viq->r_next; |
|
550 if (viq->r_next == NULL) |
|
551 ; |
|
552 else |
|
553 viq->r_next->r_prev = viq->r_prev; |
|
554 R_len[i]--; |
|
555 /* and also from q-th column */ |
|
556 V_col[q] = viq->c_next; |
|
557 C_len[q]--; |
|
558 /* free the space occupied by v[i,q] */ |
|
559 mpq_clear(viq->val); |
|
560 dmp_free_atom(pool, viq, sizeof(LUXELM)); |
|
561 /* perform gaussian transformation: |
|
562 (i-th row) := (i-th row) - f[i,p] * (p-th row) |
|
563 note that now p-th row, which is in the working array, |
|
564 does not contain the pivot v[p,q], and i-th row does not |
|
565 contain the element v[i,q] to be eliminated */ |
|
566 /* walk through i-th row and transform existing non-zero |
|
567 elements */ |
|
568 for (vij = V_row[i]; vij != NULL; vij = next) |
|
569 { next = vij->r_next; |
|
570 /* get column index of v[i,j] */ |
|
571 j = vij->j; |
|
572 /* v[i,j] := v[i,j] - f[i,p] * v[p,j] */ |
|
573 if (flag[j]) |
|
574 { /* v[p,j] != 0 */ |
|
575 flag[j] = 0; |
|
576 mpq_mul(temp, fip->val, work[j]); |
|
577 mpq_sub(vij->val, vij->val, temp); |
|
578 if (mpq_sgn(vij->val) == 0) |
|
579 { /* new v[i,j] is zero, so remove it from the active |
|
580 submatrix */ |
|
581 /* remove v[i,j] from i-th row */ |
|
582 if (vij->r_prev == NULL) |
|
583 V_row[i] = vij->r_next; |
|
584 else |
|
585 vij->r_prev->r_next = vij->r_next; |
|
586 if (vij->r_next == NULL) |
|
587 ; |
|
588 else |
|
589 vij->r_next->r_prev = vij->r_prev; |
|
590 R_len[i]--; |
|
591 /* remove v[i,j] from j-th column */ |
|
592 if (vij->c_prev == NULL) |
|
593 V_col[j] = vij->c_next; |
|
594 else |
|
595 vij->c_prev->c_next = vij->c_next; |
|
596 if (vij->c_next == NULL) |
|
597 ; |
|
598 else |
|
599 vij->c_next->c_prev = vij->c_prev; |
|
600 C_len[j]--; |
|
601 /* free the space occupied by v[i,j] */ |
|
602 mpq_clear(vij->val); |
|
603 dmp_free_atom(pool, vij, sizeof(LUXELM)); |
|
604 } |
|
605 } |
|
606 } |
|
607 /* now flag is the pattern of the set v[p,*] \ v[i,*] */ |
|
608 /* walk through p-th (pivot) row and create new elements in |
|
609 i-th row, which appear due to fill-in */ |
|
610 for (vpj = V_row[p]; vpj != NULL; vpj = vpj->r_next) |
|
611 { j = vpj->j; |
|
612 if (flag[j]) |
|
613 { /* create new non-zero v[i,j] = 0 - f[i,p] * v[p,j] and |
|
614 add it to i-th row and j-th column */ |
|
615 vij = dmp_get_atom(pool, sizeof(LUXELM)); |
|
616 vij->i = i, vij->j = j; |
|
617 mpq_init(vij->val); |
|
618 mpq_mul(vij->val, fip->val, work[j]); |
|
619 mpq_neg(vij->val, vij->val); |
|
620 vij->r_prev = NULL; |
|
621 vij->r_next = V_row[i]; |
|
622 vij->c_prev = NULL; |
|
623 vij->c_next = V_col[j]; |
|
624 if (vij->r_next != NULL) vij->r_next->r_prev = vij; |
|
625 if (vij->c_next != NULL) vij->c_next->c_prev = vij; |
|
626 V_row[i] = V_col[j] = vij; |
|
627 R_len[i]++, C_len[j]++; |
|
628 } |
|
629 else |
|
630 { /* there is no fill-in, because v[i,j] already exists in |
|
631 i-th row; restore the flag, which was reset before */ |
|
632 flag[j] = 1; |
|
633 } |
|
634 } |
|
635 /* now i-th row has been completely transformed and can return |
|
636 to the active set with a new length */ |
|
637 R_prev[i] = 0; |
|
638 R_next[i] = R_head[R_len[i]]; |
|
639 if (R_next[i] != 0) R_prev[R_next[i]] = i; |
|
640 R_head[R_len[i]] = i; |
|
641 } |
|
642 /* at this point q-th (pivot) column must be empty */ |
|
643 xassert(C_len[q] == 0); |
|
644 /* walk through p-th (pivot) row again and do the following... */ |
|
645 for (vpj = V_row[p]; vpj != NULL; vpj = vpj->r_next) |
|
646 { /* get column index of v[p,j] */ |
|
647 j = vpj->j; |
|
648 /* erase v[p,j] from the working array */ |
|
649 flag[j] = 0; |
|
650 mpq_set_si(work[j], 0, 1); |
|
651 /* now j-th column has been completely transformed, so it can |
|
652 return to the active list with a new length */ |
|
653 C_prev[j] = 0; |
|
654 C_next[j] = C_head[C_len[j]]; |
|
655 if (C_next[j] != 0) C_prev[C_next[j]] = j; |
|
656 C_head[C_len[j]] = j; |
|
657 } |
|
658 mpq_clear(temp); |
|
659 /* return to the factorizing routine */ |
|
660 return; |
|
661 } |
|
662 |
|
663 /*---------------------------------------------------------------------- |
|
664 // lux_decomp - compute LU-factorization. |
|
665 // |
|
666 // SYNOPSIS |
|
667 // |
|
668 // #include "glplux.h" |
|
669 // int lux_decomp(LUX *lux, int (*col)(void *info, int j, int ind[], |
|
670 // mpq_t val[]), void *info); |
|
671 // |
|
672 // DESCRIPTION |
|
673 // |
|
674 // The routine lux_decomp computes LU-factorization of a given square |
|
675 // matrix A. |
|
676 // |
|
677 // The parameter lux specifies LU-factorization data structure built by |
|
678 // means of the routine lux_create. |
|
679 // |
|
680 // The formal routine col specifies the original matrix A. In order to |
|
681 // obtain j-th column of the matrix A the routine lux_decomp calls the |
|
682 // routine col with the parameter j (1 <= j <= n, where n is the order |
|
683 // of A). In response the routine col should store row indices and |
|
684 // numerical values of non-zero elements of j-th column of A to the |
|
685 // locations ind[1], ..., ind[len] and val[1], ..., val[len], resp., |
|
686 // where len is the number of non-zeros in j-th column, which should be |
|
687 // returned on exit. Neiter zero nor duplicate elements are allowed. |
|
688 // |
|
689 // The parameter info is a transit pointer passed to the formal routine |
|
690 // col; it can be used for various purposes. |
|
691 // |
|
692 // RETURNS |
|
693 // |
|
694 // The routine lux_decomp returns the singularity flag. Zero flag means |
|
695 // that the original matrix A is non-singular while non-zero flag means |
|
696 // that A is (exactly!) singular. |
|
697 // |
|
698 // Note that LU-factorization is valid in both cases, however, in case |
|
699 // of singularity some rows of the matrix V (including pivot elements) |
|
700 // will be empty. |
|
701 // |
|
702 // REPAIRING SINGULAR MATRIX |
|
703 // |
|
704 // If the routine lux_decomp returns non-zero flag, it provides all |
|
705 // necessary information that can be used for "repairing" the matrix A, |
|
706 // where "repairing" means replacing linearly dependent columns of the |
|
707 // matrix A by appropriate columns of the unity matrix. This feature is |
|
708 // needed when the routine lux_decomp is used for reinverting the basis |
|
709 // matrix within the simplex method procedure. |
|
710 // |
|
711 // On exit linearly dependent columns of the matrix U have the numbers |
|
712 // rank+1, rank+2, ..., n, where rank is the exact rank of the matrix A |
|
713 // stored by the routine to the member lux->rank. The correspondence |
|
714 // between columns of A and U is the same as between columns of V and U. |
|
715 // Thus, linearly dependent columns of the matrix A have the numbers |
|
716 // Q_col[rank+1], Q_col[rank+2], ..., Q_col[n], where Q_col is an array |
|
717 // representing the permutation matrix Q in column-like format. It is |
|
718 // understood that each j-th linearly dependent column of the matrix U |
|
719 // should be replaced by the unity vector, where all elements are zero |
|
720 // except the unity diagonal element u[j,j]. On the other hand j-th row |
|
721 // of the matrix U corresponds to the row of the matrix V (and therefore |
|
722 // of the matrix A) with the number P_row[j], where P_row is an array |
|
723 // representing the permutation matrix P in row-like format. Thus, each |
|
724 // j-th linearly dependent column of the matrix U should be replaced by |
|
725 // a column of the unity matrix with the number P_row[j]. |
|
726 // |
|
727 // The code that repairs the matrix A may look like follows: |
|
728 // |
|
729 // for (j = rank+1; j <= n; j++) |
|
730 // { replace column Q_col[j] of the matrix A by column P_row[j] of |
|
731 // the unity matrix; |
|
732 // } |
|
733 // |
|
734 // where rank, P_row, and Q_col are members of the structure LUX. */ |
|
735 |
|
736 int lux_decomp(LUX *lux, int (*col)(void *info, int j, int ind[], |
|
737 mpq_t val[]), void *info) |
|
738 { int n = lux->n; |
|
739 LUXELM **V_row = lux->V_row; |
|
740 LUXELM **V_col = lux->V_col; |
|
741 int *P_row = lux->P_row; |
|
742 int *P_col = lux->P_col; |
|
743 int *Q_row = lux->Q_row; |
|
744 int *Q_col = lux->Q_col; |
|
745 LUXELM *piv, *vij; |
|
746 LUXWKA *wka; |
|
747 int i, j, k, p, q, t, *flag; |
|
748 mpq_t *work; |
|
749 /* allocate working area */ |
|
750 wka = xmalloc(sizeof(LUXWKA)); |
|
751 wka->R_len = xcalloc(1+n, sizeof(int)); |
|
752 wka->R_head = xcalloc(1+n, sizeof(int)); |
|
753 wka->R_prev = xcalloc(1+n, sizeof(int)); |
|
754 wka->R_next = xcalloc(1+n, sizeof(int)); |
|
755 wka->C_len = xcalloc(1+n, sizeof(int)); |
|
756 wka->C_head = xcalloc(1+n, sizeof(int)); |
|
757 wka->C_prev = xcalloc(1+n, sizeof(int)); |
|
758 wka->C_next = xcalloc(1+n, sizeof(int)); |
|
759 /* initialize LU-factorization data structures */ |
|
760 initialize(lux, col, info, wka); |
|
761 /* allocate working arrays */ |
|
762 flag = xcalloc(1+n, sizeof(int)); |
|
763 work = xcalloc(1+n, sizeof(mpq_t)); |
|
764 for (k = 1; k <= n; k++) |
|
765 { flag[k] = 0; |
|
766 mpq_init(work[k]); |
|
767 } |
|
768 /* main elimination loop */ |
|
769 for (k = 1; k <= n; k++) |
|
770 { /* choose a pivot element v[p,q] */ |
|
771 piv = find_pivot(lux, wka); |
|
772 if (piv == NULL) |
|
773 { /* no pivot can be chosen, because the active submatrix is |
|
774 empty */ |
|
775 break; |
|
776 } |
|
777 /* determine row and column indices of the pivot element */ |
|
778 p = piv->i, q = piv->j; |
|
779 /* let v[p,q] correspond to u[i',j']; permute k-th and i'-th |
|
780 rows and k-th and j'-th columns of the matrix U = P*V*Q to |
|
781 move the element u[i',j'] to the position u[k,k] */ |
|
782 i = P_col[p], j = Q_row[q]; |
|
783 xassert(k <= i && i <= n && k <= j && j <= n); |
|
784 /* permute k-th and i-th rows of the matrix U */ |
|
785 t = P_row[k]; |
|
786 P_row[i] = t, P_col[t] = i; |
|
787 P_row[k] = p, P_col[p] = k; |
|
788 /* permute k-th and j-th columns of the matrix U */ |
|
789 t = Q_col[k]; |
|
790 Q_col[j] = t, Q_row[t] = j; |
|
791 Q_col[k] = q, Q_row[q] = k; |
|
792 /* eliminate subdiagonal elements of k-th column of the matrix |
|
793 U = P*V*Q using the pivot element u[k,k] = v[p,q] */ |
|
794 eliminate(lux, wka, piv, flag, work); |
|
795 } |
|
796 /* determine the rank of A (and V) */ |
|
797 lux->rank = k - 1; |
|
798 /* free working arrays */ |
|
799 xfree(flag); |
|
800 for (k = 1; k <= n; k++) mpq_clear(work[k]); |
|
801 xfree(work); |
|
802 /* build column lists of the matrix V using its row lists */ |
|
803 for (j = 1; j <= n; j++) |
|
804 xassert(V_col[j] == NULL); |
|
805 for (i = 1; i <= n; i++) |
|
806 { for (vij = V_row[i]; vij != NULL; vij = vij->r_next) |
|
807 { j = vij->j; |
|
808 vij->c_prev = NULL; |
|
809 vij->c_next = V_col[j]; |
|
810 if (vij->c_next != NULL) vij->c_next->c_prev = vij; |
|
811 V_col[j] = vij; |
|
812 } |
|
813 } |
|
814 /* free working area */ |
|
815 xfree(wka->R_len); |
|
816 xfree(wka->R_head); |
|
817 xfree(wka->R_prev); |
|
818 xfree(wka->R_next); |
|
819 xfree(wka->C_len); |
|
820 xfree(wka->C_head); |
|
821 xfree(wka->C_prev); |
|
822 xfree(wka->C_next); |
|
823 xfree(wka); |
|
824 /* return to the calling program */ |
|
825 return (lux->rank < n); |
|
826 } |
|
827 |
|
828 /*---------------------------------------------------------------------- |
|
829 // lux_f_solve - solve system F*x = b or F'*x = b. |
|
830 // |
|
831 // SYNOPSIS |
|
832 // |
|
833 // #include "glplux.h" |
|
834 // void lux_f_solve(LUX *lux, int tr, mpq_t x[]); |
|
835 // |
|
836 // DESCRIPTION |
|
837 // |
|
838 // The routine lux_f_solve solves either the system F*x = b (if the |
|
839 // flag tr is zero) or the system F'*x = b (if the flag tr is non-zero), |
|
840 // where the matrix F is a component of LU-factorization specified by |
|
841 // the parameter lux, F' is a matrix transposed to F. |
|
842 // |
|
843 // On entry the array x should contain elements of the right-hand side |
|
844 // vector b in locations x[1], ..., x[n], where n is the order of the |
|
845 // matrix F. On exit this array will contain elements of the solution |
|
846 // vector x in the same locations. */ |
|
847 |
|
848 void lux_f_solve(LUX *lux, int tr, mpq_t x[]) |
|
849 { int n = lux->n; |
|
850 LUXELM **F_row = lux->F_row; |
|
851 LUXELM **F_col = lux->F_col; |
|
852 int *P_row = lux->P_row; |
|
853 LUXELM *fik, *fkj; |
|
854 int i, j, k; |
|
855 mpq_t temp; |
|
856 mpq_init(temp); |
|
857 if (!tr) |
|
858 { /* solve the system F*x = b */ |
|
859 for (j = 1; j <= n; j++) |
|
860 { k = P_row[j]; |
|
861 if (mpq_sgn(x[k]) != 0) |
|
862 { for (fik = F_col[k]; fik != NULL; fik = fik->c_next) |
|
863 { mpq_mul(temp, fik->val, x[k]); |
|
864 mpq_sub(x[fik->i], x[fik->i], temp); |
|
865 } |
|
866 } |
|
867 } |
|
868 } |
|
869 else |
|
870 { /* solve the system F'*x = b */ |
|
871 for (i = n; i >= 1; i--) |
|
872 { k = P_row[i]; |
|
873 if (mpq_sgn(x[k]) != 0) |
|
874 { for (fkj = F_row[k]; fkj != NULL; fkj = fkj->r_next) |
|
875 { mpq_mul(temp, fkj->val, x[k]); |
|
876 mpq_sub(x[fkj->j], x[fkj->j], temp); |
|
877 } |
|
878 } |
|
879 } |
|
880 } |
|
881 mpq_clear(temp); |
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882 return; |
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883 } |
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884 |
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885 /*---------------------------------------------------------------------- |
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886 // lux_v_solve - solve system V*x = b or V'*x = b. |
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887 // |
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888 // SYNOPSIS |
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889 // |
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890 // #include "glplux.h" |
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891 // void lux_v_solve(LUX *lux, int tr, double x[]); |
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892 // |
|
893 // DESCRIPTION |
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894 // |
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895 // The routine lux_v_solve solves either the system V*x = b (if the |
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896 // flag tr is zero) or the system V'*x = b (if the flag tr is non-zero), |
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897 // where the matrix V is a component of LU-factorization specified by |
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898 // the parameter lux, V' is a matrix transposed to V. |
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899 // |
|
900 // On entry the array x should contain elements of the right-hand side |
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901 // vector b in locations x[1], ..., x[n], where n is the order of the |
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902 // matrix V. On exit this array will contain elements of the solution |
|
903 // vector x in the same locations. */ |
|
904 |
|
905 void lux_v_solve(LUX *lux, int tr, mpq_t x[]) |
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906 { int n = lux->n; |
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907 mpq_t *V_piv = lux->V_piv; |
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908 LUXELM **V_row = lux->V_row; |
|
909 LUXELM **V_col = lux->V_col; |
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910 int *P_row = lux->P_row; |
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911 int *Q_col = lux->Q_col; |
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912 LUXELM *vij; |
|
913 int i, j, k; |
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914 mpq_t *b, temp; |
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915 b = xcalloc(1+n, sizeof(mpq_t)); |
|
916 for (k = 1; k <= n; k++) |
|
917 mpq_init(b[k]), mpq_set(b[k], x[k]), mpq_set_si(x[k], 0, 1); |
|
918 mpq_init(temp); |
|
919 if (!tr) |
|
920 { /* solve the system V*x = b */ |
|
921 for (k = n; k >= 1; k--) |
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922 { i = P_row[k], j = Q_col[k]; |
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923 if (mpq_sgn(b[i]) != 0) |
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924 { mpq_set(x[j], b[i]); |
|
925 mpq_div(x[j], x[j], V_piv[i]); |
|
926 for (vij = V_col[j]; vij != NULL; vij = vij->c_next) |
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927 { mpq_mul(temp, vij->val, x[j]); |
|
928 mpq_sub(b[vij->i], b[vij->i], temp); |
|
929 } |
|
930 } |
|
931 } |
|
932 } |
|
933 else |
|
934 { /* solve the system V'*x = b */ |
|
935 for (k = 1; k <= n; k++) |
|
936 { i = P_row[k], j = Q_col[k]; |
|
937 if (mpq_sgn(b[j]) != 0) |
|
938 { mpq_set(x[i], b[j]); |
|
939 mpq_div(x[i], x[i], V_piv[i]); |
|
940 for (vij = V_row[i]; vij != NULL; vij = vij->r_next) |
|
941 { mpq_mul(temp, vij->val, x[i]); |
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942 mpq_sub(b[vij->j], b[vij->j], temp); |
|
943 } |
|
944 } |
|
945 } |
|
946 } |
|
947 for (k = 1; k <= n; k++) mpq_clear(b[k]); |
|
948 mpq_clear(temp); |
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949 xfree(b); |
|
950 return; |
|
951 } |
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952 |
|
953 /*---------------------------------------------------------------------- |
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954 // lux_solve - solve system A*x = b or A'*x = b. |
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955 // |
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956 // SYNOPSIS |
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957 // |
|
958 // #include "glplux.h" |
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959 // void lux_solve(LUX *lux, int tr, mpq_t x[]); |
|
960 // |
|
961 // DESCRIPTION |
|
962 // |
|
963 // The routine lux_solve solves either the system A*x = b (if the flag |
|
964 // tr is zero) or the system A'*x = b (if the flag tr is non-zero), |
|
965 // where the parameter lux specifies LU-factorization of the matrix A, |
|
966 // A' is a matrix transposed to A. |
|
967 // |
|
968 // On entry the array x should contain elements of the right-hand side |
|
969 // vector b in locations x[1], ..., x[n], where n is the order of the |
|
970 // matrix A. On exit this array will contain elements of the solution |
|
971 // vector x in the same locations. */ |
|
972 |
|
973 void lux_solve(LUX *lux, int tr, mpq_t x[]) |
|
974 { if (lux->rank < lux->n) |
|
975 xfault("lux_solve: LU-factorization has incomplete rank\n"); |
|
976 if (!tr) |
|
977 { /* A = F*V, therefore inv(A) = inv(V)*inv(F) */ |
|
978 lux_f_solve(lux, 0, x); |
|
979 lux_v_solve(lux, 0, x); |
|
980 } |
|
981 else |
|
982 { /* A' = V'*F', therefore inv(A') = inv(F')*inv(V') */ |
|
983 lux_v_solve(lux, 1, x); |
|
984 lux_f_solve(lux, 1, x); |
|
985 } |
|
986 return; |
|
987 } |
|
988 |
|
989 /*---------------------------------------------------------------------- |
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990 // lux_delete - delete LU-factorization. |
|
991 // |
|
992 // SYNOPSIS |
|
993 // |
|
994 // #include "glplux.h" |
|
995 // void lux_delete(LUX *lux); |
|
996 // |
|
997 // DESCRIPTION |
|
998 // |
|
999 // The routine lux_delete deletes LU-factorization data structure, |
|
1000 // which the parameter lux points to, freeing all the memory allocated |
|
1001 // to this object. */ |
|
1002 |
|
1003 void lux_delete(LUX *lux) |
|
1004 { int n = lux->n; |
|
1005 LUXELM *fij, *vij; |
|
1006 int i; |
|
1007 for (i = 1; i <= n; i++) |
|
1008 { for (fij = lux->F_row[i]; fij != NULL; fij = fij->r_next) |
|
1009 mpq_clear(fij->val); |
|
1010 mpq_clear(lux->V_piv[i]); |
|
1011 for (vij = lux->V_row[i]; vij != NULL; vij = vij->r_next) |
|
1012 mpq_clear(vij->val); |
|
1013 } |
|
1014 dmp_delete_pool(lux->pool); |
|
1015 xfree(lux->F_row); |
|
1016 xfree(lux->F_col); |
|
1017 xfree(lux->V_piv); |
|
1018 xfree(lux->V_row); |
|
1019 xfree(lux->V_col); |
|
1020 xfree(lux->P_row); |
|
1021 xfree(lux->P_col); |
|
1022 xfree(lux->Q_row); |
|
1023 xfree(lux->Q_col); |
|
1024 xfree(lux); |
|
1025 return; |
|
1026 } |
|
1027 |
|
1028 /* eof */ |