src/glpluf.c
author Alpar Juttner <alpar@cs.elte.hu>
Mon, 06 Dec 2010 13:09:21 +0100
changeset 1 c445c931472f
permissions -rw-r--r--
Import glpk-4.45

- Generated files and doc/notes are removed
     1 /* glpluf.c (LU-factorization) */
     2 
     3 /***********************************************************************
     4 *  This code is part of GLPK (GNU Linear Programming Kit).
     5 *
     6 *  Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
     7 *  2009, 2010 Andrew Makhorin, Department for Applied Informatics,
     8 *  Moscow Aviation Institute, Moscow, Russia. All rights reserved.
     9 *  E-mail: <mao@gnu.org>.
    10 *
    11 *  GLPK is free software: you can redistribute it and/or modify it
    12 *  under the terms of the GNU General Public License as published by
    13 *  the Free Software Foundation, either version 3 of the License, or
    14 *  (at your option) any later version.
    15 *
    16 *  GLPK is distributed in the hope that it will be useful, but WITHOUT
    17 *  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
    18 *  or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
    19 *  License for more details.
    20 *
    21 *  You should have received a copy of the GNU General Public License
    22 *  along with GLPK. If not, see <http://www.gnu.org/licenses/>.
    23 ***********************************************************************/
    24 
    25 #include "glpenv.h"
    26 #include "glpluf.h"
    27 #define xfault xerror
    28 
    29 /* CAUTION: DO NOT CHANGE THE LIMIT BELOW */
    30 
    31 #define N_MAX 100000000 /* = 100*10^6 */
    32 /* maximal order of the original matrix */
    33 
    34 /***********************************************************************
    35 *  NAME
    36 *
    37 *  luf_create_it - create LU-factorization
    38 *
    39 *  SYNOPSIS
    40 *
    41 *  #include "glpluf.h"
    42 *  LUF *luf_create_it(void);
    43 *
    44 *  DESCRIPTION
    45 *
    46 *  The routine luf_create_it creates a program object, which represents
    47 *  LU-factorization of a square matrix.
    48 *
    49 *  RETURNS
    50 *
    51 *  The routine luf_create_it returns a pointer to the object created. */
    52 
    53 LUF *luf_create_it(void)
    54 {     LUF *luf;
    55       luf = xmalloc(sizeof(LUF));
    56       luf->n_max = luf->n = 0;
    57       luf->valid = 0;
    58       luf->fr_ptr = luf->fr_len = NULL;
    59       luf->fc_ptr = luf->fc_len = NULL;
    60       luf->vr_ptr = luf->vr_len = luf->vr_cap = NULL;
    61       luf->vr_piv = NULL;
    62       luf->vc_ptr = luf->vc_len = luf->vc_cap = NULL;
    63       luf->pp_row = luf->pp_col = NULL;
    64       luf->qq_row = luf->qq_col = NULL;
    65       luf->sv_size = 0;
    66       luf->sv_beg = luf->sv_end = 0;
    67       luf->sv_ind = NULL;
    68       luf->sv_val = NULL;
    69       luf->sv_head = luf->sv_tail = 0;
    70       luf->sv_prev = luf->sv_next = NULL;
    71       luf->vr_max = NULL;
    72       luf->rs_head = luf->rs_prev = luf->rs_next = NULL;
    73       luf->cs_head = luf->cs_prev = luf->cs_next = NULL;
    74       luf->flag = NULL;
    75       luf->work = NULL;
    76       luf->new_sva = 0;
    77       luf->piv_tol = 0.10;
    78       luf->piv_lim = 4;
    79       luf->suhl = 1;
    80       luf->eps_tol = 1e-15;
    81       luf->max_gro = 1e+10;
    82       luf->nnz_a = luf->nnz_f = luf->nnz_v = 0;
    83       luf->max_a = luf->big_v = 0.0;
    84       luf->rank = 0;
    85       return luf;
    86 }
    87 
    88 /***********************************************************************
    89 *  NAME
    90 *
    91 *  luf_defrag_sva - defragment the sparse vector area
    92 *
    93 *  SYNOPSIS
    94 *
    95 *  #include "glpluf.h"
    96 *  void luf_defrag_sva(LUF *luf);
    97 *
    98 *  DESCRIPTION
    99 *
   100 *  The routine luf_defrag_sva defragments the sparse vector area (SVA)
   101 *  gathering all unused locations in one continuous extent. In order to
   102 *  do that the routine moves all unused locations from the left part of
   103 *  SVA (which contains rows and columns of the matrix V) to the middle
   104 *  part (which contains free locations). This is attained by relocating
   105 *  elements of rows and columns of the matrix V toward the beginning of
   106 *  the left part.
   107 *
   108 *  NOTE that this "garbage collection" involves changing row and column
   109 *  pointers of the matrix V. */
   110 
   111 void luf_defrag_sva(LUF *luf)
   112 {     int n = luf->n;
   113       int *vr_ptr = luf->vr_ptr;
   114       int *vr_len = luf->vr_len;
   115       int *vr_cap = luf->vr_cap;
   116       int *vc_ptr = luf->vc_ptr;
   117       int *vc_len = luf->vc_len;
   118       int *vc_cap = luf->vc_cap;
   119       int *sv_ind = luf->sv_ind;
   120       double *sv_val = luf->sv_val;
   121       int *sv_next = luf->sv_next;
   122       int sv_beg = 1;
   123       int i, j, k;
   124       /* skip rows and columns, which do not need to be relocated */
   125       for (k = luf->sv_head; k != 0; k = sv_next[k])
   126       {  if (k <= n)
   127          {  /* i-th row of the matrix V */
   128             i = k;
   129             if (vr_ptr[i] != sv_beg) break;
   130             vr_cap[i] = vr_len[i];
   131             sv_beg += vr_cap[i];
   132          }
   133          else
   134          {  /* j-th column of the matrix V */
   135             j = k - n;
   136             if (vc_ptr[j] != sv_beg) break;
   137             vc_cap[j] = vc_len[j];
   138             sv_beg += vc_cap[j];
   139          }
   140       }
   141       /* relocate other rows and columns in order to gather all unused
   142          locations in one continuous extent */
   143       for (k = k; k != 0; k = sv_next[k])
   144       {  if (k <= n)
   145          {  /* i-th row of the matrix V */
   146             i = k;
   147             memmove(&sv_ind[sv_beg], &sv_ind[vr_ptr[i]],
   148                vr_len[i] * sizeof(int));
   149             memmove(&sv_val[sv_beg], &sv_val[vr_ptr[i]],
   150                vr_len[i] * sizeof(double));
   151             vr_ptr[i] = sv_beg;
   152             vr_cap[i] = vr_len[i];
   153             sv_beg += vr_cap[i];
   154          }
   155          else
   156          {  /* j-th column of the matrix V */
   157             j = k - n;
   158             memmove(&sv_ind[sv_beg], &sv_ind[vc_ptr[j]],
   159                vc_len[j] * sizeof(int));
   160             memmove(&sv_val[sv_beg], &sv_val[vc_ptr[j]],
   161                vc_len[j] * sizeof(double));
   162             vc_ptr[j] = sv_beg;
   163             vc_cap[j] = vc_len[j];
   164             sv_beg += vc_cap[j];
   165          }
   166       }
   167       /* set new pointer to the beginning of the free part */
   168       luf->sv_beg = sv_beg;
   169       return;
   170 }
   171 
   172 /***********************************************************************
   173 *  NAME
   174 *
   175 *  luf_enlarge_row - enlarge row capacity
   176 *
   177 *  SYNOPSIS
   178 *
   179 *  #include "glpluf.h"
   180 *  int luf_enlarge_row(LUF *luf, int i, int cap);
   181 *
   182 *  DESCRIPTION
   183 *
   184 *  The routine luf_enlarge_row enlarges capacity of the i-th row of the
   185 *  matrix V to cap locations (assuming that its current capacity is less
   186 *  than cap). In order to do that the routine relocates elements of the
   187 *  i-th row to the end of the left part of SVA (which contains rows and
   188 *  columns of the matrix V) and then expands the left part by allocating
   189 *  cap free locations from the free part. If there are less than cap
   190 *  free locations, the routine defragments the sparse vector area.
   191 *
   192 *  Due to "garbage collection" this operation may change row and column
   193 *  pointers of the matrix V.
   194 *
   195 *  RETURNS
   196 *
   197 *  If no error occured, the routine returns zero. Otherwise, in case of
   198 *  overflow of the sparse vector area, the routine returns non-zero. */
   199 
   200 int luf_enlarge_row(LUF *luf, int i, int cap)
   201 {     int n = luf->n;
   202       int *vr_ptr = luf->vr_ptr;
   203       int *vr_len = luf->vr_len;
   204       int *vr_cap = luf->vr_cap;
   205       int *vc_cap = luf->vc_cap;
   206       int *sv_ind = luf->sv_ind;
   207       double *sv_val = luf->sv_val;
   208       int *sv_prev = luf->sv_prev;
   209       int *sv_next = luf->sv_next;
   210       int ret = 0;
   211       int cur, k, kk;
   212       xassert(1 <= i && i <= n);
   213       xassert(vr_cap[i] < cap);
   214       /* if there are less than cap free locations, defragment SVA */
   215       if (luf->sv_end - luf->sv_beg < cap)
   216       {  luf_defrag_sva(luf);
   217          if (luf->sv_end - luf->sv_beg < cap)
   218          {  ret = 1;
   219             goto done;
   220          }
   221       }
   222       /* save current capacity of the i-th row */
   223       cur = vr_cap[i];
   224       /* copy existing elements to the beginning of the free part */
   225       memmove(&sv_ind[luf->sv_beg], &sv_ind[vr_ptr[i]],
   226          vr_len[i] * sizeof(int));
   227       memmove(&sv_val[luf->sv_beg], &sv_val[vr_ptr[i]],
   228          vr_len[i] * sizeof(double));
   229       /* set new pointer and new capacity of the i-th row */
   230       vr_ptr[i] = luf->sv_beg;
   231       vr_cap[i] = cap;
   232       /* set new pointer to the beginning of the free part */
   233       luf->sv_beg += cap;
   234       /* now the i-th row starts in the rightmost location among other
   235          rows and columns of the matrix V, so its node should be moved
   236          to the end of the row/column linked list */
   237       k = i;
   238       /* remove the i-th row node from the linked list */
   239       if (sv_prev[k] == 0)
   240          luf->sv_head = sv_next[k];
   241       else
   242       {  /* capacity of the previous row/column can be increased at the
   243             expense of old locations of the i-th row */
   244          kk = sv_prev[k];
   245          if (kk <= n) vr_cap[kk] += cur; else vc_cap[kk-n] += cur;
   246          sv_next[sv_prev[k]] = sv_next[k];
   247       }
   248       if (sv_next[k] == 0)
   249          luf->sv_tail = sv_prev[k];
   250       else
   251          sv_prev[sv_next[k]] = sv_prev[k];
   252       /* insert the i-th row node to the end of the linked list */
   253       sv_prev[k] = luf->sv_tail;
   254       sv_next[k] = 0;
   255       if (sv_prev[k] == 0)
   256          luf->sv_head = k;
   257       else
   258          sv_next[sv_prev[k]] = k;
   259       luf->sv_tail = k;
   260 done: return ret;
   261 }
   262 
   263 /***********************************************************************
   264 *  NAME
   265 *
   266 *  luf_enlarge_col - enlarge column capacity
   267 *
   268 *  SYNOPSIS
   269 *
   270 *  #include "glpluf.h"
   271 *  int luf_enlarge_col(LUF *luf, int j, int cap);
   272 *
   273 *  DESCRIPTION
   274 *
   275 *  The routine luf_enlarge_col enlarges capacity of the j-th column of
   276 *  the matrix V to cap locations (assuming that its current capacity is
   277 *  less than cap). In order to do that the routine relocates elements
   278 *  of the j-th column to the end of the left part of SVA (which contains
   279 *  rows and columns of the matrix V) and then expands the left part by
   280 *  allocating cap free locations from the free part. If there are less
   281 *  than cap free locations, the routine defragments the sparse vector
   282 *  area.
   283 *
   284 *  Due to "garbage collection" this operation may change row and column
   285 *  pointers of the matrix V.
   286 *
   287 *  RETURNS
   288 *
   289 *  If no error occured, the routine returns zero. Otherwise, in case of
   290 *  overflow of the sparse vector area, the routine returns non-zero. */
   291 
   292 int luf_enlarge_col(LUF *luf, int j, int cap)
   293 {     int n = luf->n;
   294       int *vr_cap = luf->vr_cap;
   295       int *vc_ptr = luf->vc_ptr;
   296       int *vc_len = luf->vc_len;
   297       int *vc_cap = luf->vc_cap;
   298       int *sv_ind = luf->sv_ind;
   299       double *sv_val = luf->sv_val;
   300       int *sv_prev = luf->sv_prev;
   301       int *sv_next = luf->sv_next;
   302       int ret = 0;
   303       int cur, k, kk;
   304       xassert(1 <= j && j <= n);
   305       xassert(vc_cap[j] < cap);
   306       /* if there are less than cap free locations, defragment SVA */
   307       if (luf->sv_end - luf->sv_beg < cap)
   308       {  luf_defrag_sva(luf);
   309          if (luf->sv_end - luf->sv_beg < cap)
   310          {  ret = 1;
   311             goto done;
   312          }
   313       }
   314       /* save current capacity of the j-th column */
   315       cur = vc_cap[j];
   316       /* copy existing elements to the beginning of the free part */
   317       memmove(&sv_ind[luf->sv_beg], &sv_ind[vc_ptr[j]],
   318          vc_len[j] * sizeof(int));
   319       memmove(&sv_val[luf->sv_beg], &sv_val[vc_ptr[j]],
   320          vc_len[j] * sizeof(double));
   321       /* set new pointer and new capacity of the j-th column */
   322       vc_ptr[j] = luf->sv_beg;
   323       vc_cap[j] = cap;
   324       /* set new pointer to the beginning of the free part */
   325       luf->sv_beg += cap;
   326       /* now the j-th column starts in the rightmost location among
   327          other rows and columns of the matrix V, so its node should be
   328          moved to the end of the row/column linked list */
   329       k = n + j;
   330       /* remove the j-th column node from the linked list */
   331       if (sv_prev[k] == 0)
   332          luf->sv_head = sv_next[k];
   333       else
   334       {  /* capacity of the previous row/column can be increased at the
   335             expense of old locations of the j-th column */
   336          kk = sv_prev[k];
   337          if (kk <= n) vr_cap[kk] += cur; else vc_cap[kk-n] += cur;
   338          sv_next[sv_prev[k]] = sv_next[k];
   339       }
   340       if (sv_next[k] == 0)
   341          luf->sv_tail = sv_prev[k];
   342       else
   343          sv_prev[sv_next[k]] = sv_prev[k];
   344       /* insert the j-th column node to the end of the linked list */
   345       sv_prev[k] = luf->sv_tail;
   346       sv_next[k] = 0;
   347       if (sv_prev[k] == 0)
   348          luf->sv_head = k;
   349       else
   350          sv_next[sv_prev[k]] = k;
   351       luf->sv_tail = k;
   352 done: return ret;
   353 }
   354 
   355 /***********************************************************************
   356 *  reallocate - reallocate LU-factorization arrays
   357 *
   358 *  This routine reallocates arrays, whose size depends of n, the order
   359 *  of the matrix A to be factorized. */
   360 
   361 static void reallocate(LUF *luf, int n)
   362 {     int n_max = luf->n_max;
   363       luf->n = n;
   364       if (n <= n_max) goto done;
   365       if (luf->fr_ptr != NULL) xfree(luf->fr_ptr);
   366       if (luf->fr_len != NULL) xfree(luf->fr_len);
   367       if (luf->fc_ptr != NULL) xfree(luf->fc_ptr);
   368       if (luf->fc_len != NULL) xfree(luf->fc_len);
   369       if (luf->vr_ptr != NULL) xfree(luf->vr_ptr);
   370       if (luf->vr_len != NULL) xfree(luf->vr_len);
   371       if (luf->vr_cap != NULL) xfree(luf->vr_cap);
   372       if (luf->vr_piv != NULL) xfree(luf->vr_piv);
   373       if (luf->vc_ptr != NULL) xfree(luf->vc_ptr);
   374       if (luf->vc_len != NULL) xfree(luf->vc_len);
   375       if (luf->vc_cap != NULL) xfree(luf->vc_cap);
   376       if (luf->pp_row != NULL) xfree(luf->pp_row);
   377       if (luf->pp_col != NULL) xfree(luf->pp_col);
   378       if (luf->qq_row != NULL) xfree(luf->qq_row);
   379       if (luf->qq_col != NULL) xfree(luf->qq_col);
   380       if (luf->sv_prev != NULL) xfree(luf->sv_prev);
   381       if (luf->sv_next != NULL) xfree(luf->sv_next);
   382       if (luf->vr_max != NULL) xfree(luf->vr_max);
   383       if (luf->rs_head != NULL) xfree(luf->rs_head);
   384       if (luf->rs_prev != NULL) xfree(luf->rs_prev);
   385       if (luf->rs_next != NULL) xfree(luf->rs_next);
   386       if (luf->cs_head != NULL) xfree(luf->cs_head);
   387       if (luf->cs_prev != NULL) xfree(luf->cs_prev);
   388       if (luf->cs_next != NULL) xfree(luf->cs_next);
   389       if (luf->flag != NULL) xfree(luf->flag);
   390       if (luf->work != NULL) xfree(luf->work);
   391       luf->n_max = n_max = n + 100;
   392       luf->fr_ptr = xcalloc(1+n_max, sizeof(int));
   393       luf->fr_len = xcalloc(1+n_max, sizeof(int));
   394       luf->fc_ptr = xcalloc(1+n_max, sizeof(int));
   395       luf->fc_len = xcalloc(1+n_max, sizeof(int));
   396       luf->vr_ptr = xcalloc(1+n_max, sizeof(int));
   397       luf->vr_len = xcalloc(1+n_max, sizeof(int));
   398       luf->vr_cap = xcalloc(1+n_max, sizeof(int));
   399       luf->vr_piv = xcalloc(1+n_max, sizeof(double));
   400       luf->vc_ptr = xcalloc(1+n_max, sizeof(int));
   401       luf->vc_len = xcalloc(1+n_max, sizeof(int));
   402       luf->vc_cap = xcalloc(1+n_max, sizeof(int));
   403       luf->pp_row = xcalloc(1+n_max, sizeof(int));
   404       luf->pp_col = xcalloc(1+n_max, sizeof(int));
   405       luf->qq_row = xcalloc(1+n_max, sizeof(int));
   406       luf->qq_col = xcalloc(1+n_max, sizeof(int));
   407       luf->sv_prev = xcalloc(1+n_max+n_max, sizeof(int));
   408       luf->sv_next = xcalloc(1+n_max+n_max, sizeof(int));
   409       luf->vr_max = xcalloc(1+n_max, sizeof(double));
   410       luf->rs_head = xcalloc(1+n_max, sizeof(int));
   411       luf->rs_prev = xcalloc(1+n_max, sizeof(int));
   412       luf->rs_next = xcalloc(1+n_max, sizeof(int));
   413       luf->cs_head = xcalloc(1+n_max, sizeof(int));
   414       luf->cs_prev = xcalloc(1+n_max, sizeof(int));
   415       luf->cs_next = xcalloc(1+n_max, sizeof(int));
   416       luf->flag = xcalloc(1+n_max, sizeof(int));
   417       luf->work = xcalloc(1+n_max, sizeof(double));
   418 done: return;
   419 }
   420 
   421 /***********************************************************************
   422 *  initialize - initialize LU-factorization data structures
   423 *
   424 *  This routine initializes data structures for subsequent computing
   425 *  the LU-factorization of a given matrix A, which is specified by the
   426 *  formal routine col. On exit V = A and F = P = Q = I, where I is the
   427 *  unity matrix. (Row-wise representation of the matrix F is not used
   428 *  at the factorization stage and therefore is not initialized.)
   429 *
   430 *  If no error occured, the routine returns zero. Otherwise, in case of
   431 *  overflow of the sparse vector area, the routine returns non-zero. */
   432 
   433 static int initialize(LUF *luf, int (*col)(void *info, int j, int rn[],
   434       double aj[]), void *info)
   435 {     int n = luf->n;
   436       int *fc_ptr = luf->fc_ptr;
   437       int *fc_len = luf->fc_len;
   438       int *vr_ptr = luf->vr_ptr;
   439       int *vr_len = luf->vr_len;
   440       int *vr_cap = luf->vr_cap;
   441       int *vc_ptr = luf->vc_ptr;
   442       int *vc_len = luf->vc_len;
   443       int *vc_cap = luf->vc_cap;
   444       int *pp_row = luf->pp_row;
   445       int *pp_col = luf->pp_col;
   446       int *qq_row = luf->qq_row;
   447       int *qq_col = luf->qq_col;
   448       int *sv_ind = luf->sv_ind;
   449       double *sv_val = luf->sv_val;
   450       int *sv_prev = luf->sv_prev;
   451       int *sv_next = luf->sv_next;
   452       double *vr_max = luf->vr_max;
   453       int *rs_head = luf->rs_head;
   454       int *rs_prev = luf->rs_prev;
   455       int *rs_next = luf->rs_next;
   456       int *cs_head = luf->cs_head;
   457       int *cs_prev = luf->cs_prev;
   458       int *cs_next = luf->cs_next;
   459       int *flag = luf->flag;
   460       double *work = luf->work;
   461       int ret = 0;
   462       int i, i_ptr, j, j_beg, j_end, k, len, nnz, sv_beg, sv_end, ptr;
   463       double big, val;
   464       /* free all locations of the sparse vector area */
   465       sv_beg = 1;
   466       sv_end = luf->sv_size + 1;
   467       /* (row-wise representation of the matrix F is not initialized,
   468          because it is not used at the factorization stage) */
   469       /* build the matrix F in column-wise format (initially F = I) */
   470       for (j = 1; j <= n; j++)
   471       {  fc_ptr[j] = sv_end;
   472          fc_len[j] = 0;
   473       }
   474       /* clear rows of the matrix V; clear the flag array */
   475       for (i = 1; i <= n; i++)
   476          vr_len[i] = vr_cap[i] = 0, flag[i] = 0;
   477       /* build the matrix V in column-wise format (initially V = A);
   478          count non-zeros in rows of this matrix; count total number of
   479          non-zeros; compute largest of absolute values of elements */
   480       nnz = 0;
   481       big = 0.0;
   482       for (j = 1; j <= n; j++)
   483       {  int *rn = pp_row;
   484          double *aj = work;
   485          /* obtain j-th column of the matrix A */
   486          len = col(info, j, rn, aj);
   487          if (!(0 <= len && len <= n))
   488             xfault("luf_factorize: j = %d; len = %d; invalid column len"
   489                "gth\n", j, len);
   490          /* check for free locations */
   491          if (sv_end - sv_beg < len)
   492          {  /* overflow of the sparse vector area */
   493             ret = 1;
   494             goto done;
   495          }
   496          /* set pointer to the j-th column */
   497          vc_ptr[j] = sv_beg;
   498          /* set length of the j-th column */
   499          vc_len[j] = vc_cap[j] = len;
   500          /* count total number of non-zeros */
   501          nnz += len;
   502          /* walk through elements of the j-th column */
   503          for (ptr = 1; ptr <= len; ptr++)
   504          {  /* get row index and numerical value of a[i,j] */
   505             i = rn[ptr];
   506             val = aj[ptr];
   507             if (!(1 <= i && i <= n))
   508                xfault("luf_factorize: i = %d; j = %d; invalid row index"
   509                   "\n", i, j);
   510             if (flag[i])
   511                xfault("luf_factorize: i = %d; j = %d; duplicate element"
   512                   " not allowed\n", i, j);
   513             if (val == 0.0)
   514                xfault("luf_factorize: i = %d; j = %d; zero element not "
   515                   "allowed\n", i, j);
   516             /* add new element v[i,j] = a[i,j] to j-th column */
   517             sv_ind[sv_beg] = i;
   518             sv_val[sv_beg] = val;
   519             sv_beg++;
   520             /* big := max(big, |a[i,j]|) */
   521             if (val < 0.0) val = - val;
   522             if (big < val) big = val;
   523             /* mark non-zero in the i-th position of the j-th column */
   524             flag[i] = 1;
   525             /* increase length of the i-th row */
   526             vr_cap[i]++;
   527          }
   528          /* reset all non-zero marks */
   529          for (ptr = 1; ptr <= len; ptr++) flag[rn[ptr]] = 0;
   530       }
   531       /* allocate rows of the matrix V */
   532       for (i = 1; i <= n; i++)
   533       {  /* get length of the i-th row */
   534          len = vr_cap[i];
   535          /* check for free locations */
   536          if (sv_end - sv_beg < len)
   537          {  /* overflow of the sparse vector area */
   538             ret = 1;
   539             goto done;
   540          }
   541          /* set pointer to the i-th row */
   542          vr_ptr[i] = sv_beg;
   543          /* reserve locations for the i-th row */
   544          sv_beg += len;
   545       }
   546       /* build the matrix V in row-wise format using representation of
   547          this matrix in column-wise format */
   548       for (j = 1; j <= n; j++)
   549       {  /* walk through elements of the j-th column */
   550          j_beg = vc_ptr[j];
   551          j_end = j_beg + vc_len[j] - 1;
   552          for (k = j_beg; k <= j_end; k++)
   553          {  /* get row index and numerical value of v[i,j] */
   554             i = sv_ind[k];
   555             val = sv_val[k];
   556             /* store element in the i-th row */
   557             i_ptr = vr_ptr[i] + vr_len[i];
   558             sv_ind[i_ptr] = j;
   559             sv_val[i_ptr] = val;
   560             /* increase count of the i-th row */
   561             vr_len[i]++;
   562          }
   563       }
   564       /* initialize the matrices P and Q (initially P = Q = I) */
   565       for (k = 1; k <= n; k++)
   566          pp_row[k] = pp_col[k] = qq_row[k] = qq_col[k] = k;
   567       /* set sva partitioning pointers */
   568       luf->sv_beg = sv_beg;
   569       luf->sv_end = sv_end;
   570       /* the initial physical order of rows and columns of the matrix V
   571          is n+1, ..., n+n, 1, ..., n (firstly columns, then rows) */
   572       luf->sv_head = n+1;
   573       luf->sv_tail = n;
   574       for (i = 1; i <= n; i++)
   575       {  sv_prev[i] = i-1;
   576          sv_next[i] = i+1;
   577       }
   578       sv_prev[1] = n+n;
   579       sv_next[n] = 0;
   580       for (j = 1; j <= n; j++)
   581       {  sv_prev[n+j] = n+j-1;
   582          sv_next[n+j] = n+j+1;
   583       }
   584       sv_prev[n+1] = 0;
   585       sv_next[n+n] = 1;
   586       /* clear working arrays */
   587       for (k = 1; k <= n; k++)
   588       {  flag[k] = 0;
   589          work[k] = 0.0;
   590       }
   591       /* initialize some statistics */
   592       luf->nnz_a = nnz;
   593       luf->nnz_f = 0;
   594       luf->nnz_v = nnz;
   595       luf->max_a = big;
   596       luf->big_v = big;
   597       luf->rank = -1;
   598       /* initially the active submatrix is the entire matrix V */
   599       /* largest of absolute values of elements in each active row is
   600          unknown yet */
   601       for (i = 1; i <= n; i++) vr_max[i] = -1.0;
   602       /* build linked lists of active rows */
   603       for (len = 0; len <= n; len++) rs_head[len] = 0;
   604       for (i = 1; i <= n; i++)
   605       {  len = vr_len[i];
   606          rs_prev[i] = 0;
   607          rs_next[i] = rs_head[len];
   608          if (rs_next[i] != 0) rs_prev[rs_next[i]] = i;
   609          rs_head[len] = i;
   610       }
   611       /* build linked lists of active columns */
   612       for (len = 0; len <= n; len++) cs_head[len] = 0;
   613       for (j = 1; j <= n; j++)
   614       {  len = vc_len[j];
   615          cs_prev[j] = 0;
   616          cs_next[j] = cs_head[len];
   617          if (cs_next[j] != 0) cs_prev[cs_next[j]] = j;
   618          cs_head[len] = j;
   619       }
   620 done: /* return to the factorizing routine */
   621       return ret;
   622 }
   623 
   624 /***********************************************************************
   625 *  find_pivot - choose a pivot element
   626 *
   627 *  This routine chooses a pivot element in the active submatrix of the
   628 *  matrix U = P*V*Q.
   629 *
   630 *  It is assumed that on entry the matrix U has the following partially
   631 *  triangularized form:
   632 * 
   633 *        1       k         n
   634 *     1  x x x x x x x x x x
   635 *        . x x x x x x x x x
   636 *        . . x x x x x x x x
   637 *        . . . x x x x x x x
   638 *     k  . . . . * * * * * *
   639 *        . . . . * * * * * *
   640 *        . . . . * * * * * *
   641 *        . . . . * * * * * *
   642 *        . . . . * * * * * *
   643 *     n  . . . . * * * * * *
   644 * 
   645 *  where rows and columns k, k+1, ..., n belong to the active submatrix
   646 *  (elements of the active submatrix are marked by '*').
   647 *
   648 *  Since the matrix U = P*V*Q is not stored, the routine works with the
   649 *  matrix V. It is assumed that the row-wise representation corresponds
   650 *  to the matrix V, but the column-wise representation corresponds to
   651 *  the active submatrix of the matrix V, i.e. elements of the matrix V,
   652 *  which doesn't belong to the active submatrix, are missing from the
   653 *  column linked lists. It is also assumed that each active row of the
   654 *  matrix V is in the set R[len], where len is number of non-zeros in
   655 *  the row, and each active column of the matrix V is in the set C[len],
   656 *  where len is number of non-zeros in the column (in the latter case
   657 *  only elements of the active submatrix are counted; such elements are
   658 *  marked by '*' on the figure above).
   659 * 
   660 *  For the reason of numerical stability the routine applies so called
   661 *  threshold pivoting proposed by J.Reid. It is assumed that an element
   662 *  v[i,j] can be selected as a pivot candidate if it is not very small
   663 *  (in absolute value) among other elements in the same row, i.e. if it
   664 *  satisfies to the stability condition |v[i,j]| >= tol * max|v[i,*]|,
   665 *  where 0 < tol < 1 is a given tolerance.
   666 * 
   667 *  In order to keep sparsity of the matrix V the routine uses Markowitz
   668 *  strategy, trying to choose such element v[p,q], which satisfies to
   669 *  the stability condition (see above) and has smallest Markowitz cost
   670 *  (nr[p]-1) * (nc[q]-1), where nr[p] and nc[q] are numbers of non-zero
   671 *  elements, respectively, in the p-th row and in the q-th column of the
   672 *  active submatrix.
   673 * 
   674 *  In order to reduce the search, i.e. not to walk through all elements
   675 *  of the active submatrix, the routine exploits a technique proposed by
   676 *  I.Duff. This technique is based on using the sets R[len] and C[len]
   677 *  of active rows and columns.
   678 * 
   679 *  If the pivot element v[p,q] has been chosen, the routine stores its
   680 *  indices to the locations *p and *q and returns zero. Otherwise, if
   681 *  the active submatrix is empty and therefore the pivot element can't
   682 *  be chosen, the routine returns non-zero. */
   683 
   684 static int find_pivot(LUF *luf, int *_p, int *_q)
   685 {     int n = luf->n;
   686       int *vr_ptr = luf->vr_ptr;
   687       int *vr_len = luf->vr_len;
   688       int *vc_ptr = luf->vc_ptr;
   689       int *vc_len = luf->vc_len;
   690       int *sv_ind = luf->sv_ind;
   691       double *sv_val = luf->sv_val;
   692       double *vr_max = luf->vr_max;
   693       int *rs_head = luf->rs_head;
   694       int *rs_next = luf->rs_next;
   695       int *cs_head = luf->cs_head;
   696       int *cs_prev = luf->cs_prev;
   697       int *cs_next = luf->cs_next;
   698       double piv_tol = luf->piv_tol;
   699       int piv_lim = luf->piv_lim;
   700       int suhl = luf->suhl;
   701       int p, q, len, i, i_beg, i_end, i_ptr, j, j_beg, j_end, j_ptr,
   702          ncand, next_j, min_p, min_q, min_len;
   703       double best, cost, big, temp;
   704       /* initially no pivot candidates have been found so far */
   705       p = q = 0, best = DBL_MAX, ncand = 0;
   706       /* if in the active submatrix there is a column that has the only
   707          non-zero (column singleton), choose it as pivot */
   708       j = cs_head[1];
   709       if (j != 0)
   710       {  xassert(vc_len[j] == 1);
   711          p = sv_ind[vc_ptr[j]], q = j;
   712          goto done;
   713       }
   714       /* if in the active submatrix there is a row that has the only
   715          non-zero (row singleton), choose it as pivot */
   716       i = rs_head[1];
   717       if (i != 0)
   718       {  xassert(vr_len[i] == 1);
   719          p = i, q = sv_ind[vr_ptr[i]];
   720          goto done;
   721       }
   722       /* there are no singletons in the active submatrix; walk through
   723          other non-empty rows and columns */
   724       for (len = 2; len <= n; len++)
   725       {  /* consider active columns that have len non-zeros */
   726          for (j = cs_head[len]; j != 0; j = next_j)
   727          {  /* the j-th column has len non-zeros */
   728             j_beg = vc_ptr[j];
   729             j_end = j_beg + vc_len[j] - 1;
   730             /* save pointer to the next column with the same length */
   731             next_j = cs_next[j];
   732             /* find an element in the j-th column, which is placed in a
   733                row with minimal number of non-zeros and satisfies to the
   734                stability condition (such element may not exist) */
   735             min_p = min_q = 0, min_len = INT_MAX;
   736             for (j_ptr = j_beg; j_ptr <= j_end; j_ptr++)
   737             {  /* get row index of v[i,j] */
   738                i = sv_ind[j_ptr];
   739                i_beg = vr_ptr[i];
   740                i_end = i_beg + vr_len[i] - 1;
   741                /* if the i-th row is not shorter than that one, where
   742                   minimal element is currently placed, skip v[i,j] */
   743                if (vr_len[i] >= min_len) continue;
   744                /* determine the largest of absolute values of elements
   745                   in the i-th row */
   746                big = vr_max[i];
   747                if (big < 0.0)
   748                {  /* the largest value is unknown yet; compute it */
   749                   for (i_ptr = i_beg; i_ptr <= i_end; i_ptr++)
   750                   {  temp = sv_val[i_ptr];
   751                      if (temp < 0.0) temp = - temp;
   752                      if (big < temp) big = temp;
   753                   }
   754                   vr_max[i] = big;
   755                }
   756                /* find v[i,j] in the i-th row */
   757                for (i_ptr = vr_ptr[i]; sv_ind[i_ptr] != j; i_ptr++);
   758                xassert(i_ptr <= i_end);
   759                /* if v[i,j] doesn't satisfy to the stability condition,
   760                   skip it */
   761                temp = sv_val[i_ptr];
   762                if (temp < 0.0) temp = - temp;
   763                if (temp < piv_tol * big) continue;
   764                /* v[i,j] is better than the current minimal element */
   765                min_p = i, min_q = j, min_len = vr_len[i];
   766                /* if Markowitz cost of the current minimal element is
   767                   not greater than (len-1)**2, it can be chosen right
   768                   now; this heuristic reduces the search and works well
   769                   in many cases */
   770                if (min_len <= len)
   771                {  p = min_p, q = min_q;
   772                   goto done;
   773                }
   774             }
   775             /* the j-th column has been scanned */
   776             if (min_p != 0)
   777             {  /* the minimal element is a next pivot candidate */
   778                ncand++;
   779                /* compute its Markowitz cost */
   780                cost = (double)(min_len - 1) * (double)(len - 1);
   781                /* choose between the minimal element and the current
   782                   candidate */
   783                if (cost < best) p = min_p, q = min_q, best = cost;
   784                /* if piv_lim candidates have been considered, there are
   785                   doubts that a much better candidate exists; therefore
   786                   it's time to terminate the search */
   787                if (ncand == piv_lim) goto done;
   788             }
   789             else
   790             {  /* the j-th column has no elements, which satisfy to the
   791                   stability condition; Uwe Suhl suggests to exclude such
   792                   column from the further consideration until it becomes
   793                   a column singleton; in hard cases this significantly
   794                   reduces a time needed for pivot searching */
   795                if (suhl)
   796                {  /* remove the j-th column from the active set */
   797                   if (cs_prev[j] == 0)
   798                      cs_head[len] = cs_next[j];
   799                   else
   800                      cs_next[cs_prev[j]] = cs_next[j];
   801                   if (cs_next[j] == 0)
   802                      /* nop */;
   803                   else
   804                      cs_prev[cs_next[j]] = cs_prev[j];
   805                   /* the following assignment is used to avoid an error
   806                      when the routine eliminate (see below) will try to
   807                      remove the j-th column from the active set */
   808                   cs_prev[j] = cs_next[j] = j;
   809                }
   810             }
   811          }
   812          /* consider active rows that have len non-zeros */
   813          for (i = rs_head[len]; i != 0; i = rs_next[i])
   814          {  /* the i-th row has len non-zeros */
   815             i_beg = vr_ptr[i];
   816             i_end = i_beg + vr_len[i] - 1;
   817             /* determine the largest of absolute values of elements in
   818                the i-th row */
   819             big = vr_max[i];
   820             if (big < 0.0)
   821             {  /* the largest value is unknown yet; compute it */
   822                for (i_ptr = i_beg; i_ptr <= i_end; i_ptr++)
   823                {  temp = sv_val[i_ptr];
   824                   if (temp < 0.0) temp = - temp;
   825                   if (big < temp) big = temp;
   826                }
   827                vr_max[i] = big;
   828             }
   829             /* find an element in the i-th row, which is placed in a
   830                column with minimal number of non-zeros and satisfies to
   831                the stability condition (such element always exists) */
   832             min_p = min_q = 0, min_len = INT_MAX;
   833             for (i_ptr = i_beg; i_ptr <= i_end; i_ptr++)
   834             {  /* get column index of v[i,j] */
   835                j = sv_ind[i_ptr];
   836                /* if the j-th column is not shorter than that one, where
   837                   minimal element is currently placed, skip v[i,j] */
   838                if (vc_len[j] >= min_len) continue;
   839                /* if v[i,j] doesn't satisfy to the stability condition,
   840                   skip it */
   841                temp = sv_val[i_ptr];
   842                if (temp < 0.0) temp = - temp;
   843                if (temp < piv_tol * big) continue;
   844                /* v[i,j] is better than the current minimal element */
   845                min_p = i, min_q = j, min_len = vc_len[j];
   846                /* if Markowitz cost of the current minimal element is
   847                   not greater than (len-1)**2, it can be chosen right
   848                   now; this heuristic reduces the search and works well
   849                   in many cases */
   850                if (min_len <= len)
   851                {  p = min_p, q = min_q;
   852                   goto done;
   853                }
   854             }
   855             /* the i-th row has been scanned */
   856             if (min_p != 0)
   857             {  /* the minimal element is a next pivot candidate */
   858                ncand++;
   859                /* compute its Markowitz cost */
   860                cost = (double)(len - 1) * (double)(min_len - 1);
   861                /* choose between the minimal element and the current
   862                   candidate */
   863                if (cost < best) p = min_p, q = min_q, best = cost;
   864                /* if piv_lim candidates have been considered, there are
   865                   doubts that a much better candidate exists; therefore
   866                   it's time to terminate the search */
   867                if (ncand == piv_lim) goto done;
   868             }
   869             else
   870             {  /* this can't be because this can never be */
   871                xassert(min_p != min_p);
   872             }
   873          }
   874       }
   875 done: /* bring the pivot to the factorizing routine */
   876       *_p = p, *_q = q;
   877       return (p == 0);
   878 }
   879 
   880 /***********************************************************************
   881 *  eliminate - perform gaussian elimination.
   882 * 
   883 *  This routine performs elementary gaussian transformations in order
   884 *  to eliminate subdiagonal elements in the k-th column of the matrix
   885 *  U = P*V*Q using the pivot element u[k,k], where k is the number of
   886 *  the current elimination step.
   887 * 
   888 *  The parameters p and q are, respectively, row and column indices of
   889 *  the element v[p,q], which corresponds to the element u[k,k].
   890 * 
   891 *  Each time when the routine applies the elementary transformation to
   892 *  a non-pivot row of the matrix V, it stores the corresponding element
   893 *  to the matrix F in order to keep the main equality A = F*V.
   894 * 
   895 *  The routine assumes that on entry the matrices L = P*F*inv(P) and
   896 *  U = P*V*Q are the following:
   897 * 
   898 *        1       k                  1       k         n
   899 *     1  1 . . . . . . . . .     1  x x x x x x x x x x
   900 *        x 1 . . . . . . . .        . x x x x x x x x x
   901 *        x x 1 . . . . . . .        . . x x x x x x x x
   902 *        x x x 1 . . . . . .        . . . x x x x x x x
   903 *     k  x x x x 1 . . . . .     k  . . . . * * * * * *
   904 *        x x x x _ 1 . . . .        . . . . # * * * * *
   905 *        x x x x _ . 1 . . .        . . . . # * * * * *
   906 *        x x x x _ . . 1 . .        . . . . # * * * * *
   907 *        x x x x _ . . . 1 .        . . . . # * * * * *
   908 *     n  x x x x _ . . . . 1     n  . . . . # * * * * *
   909 * 
   910 *             matrix L                   matrix U
   911 * 
   912 *  where rows and columns of the matrix U with numbers k, k+1, ..., n
   913 *  form the active submatrix (eliminated elements are marked by '#' and
   914 *  other elements of the active submatrix are marked by '*'). Note that
   915 *  each eliminated non-zero element u[i,k] of the matrix U gives the
   916 *  corresponding element l[i,k] of the matrix L (marked by '_').
   917 * 
   918 *  Actually all operations are performed on the matrix V. Should note
   919 *  that the row-wise representation corresponds to the matrix V, but the
   920 *  column-wise representation corresponds to the active submatrix of the
   921 *  matrix V, i.e. elements of the matrix V, which doesn't belong to the
   922 *  active submatrix, are missing from the column linked lists.
   923 * 
   924 *  Let u[k,k] = v[p,q] be the pivot. In order to eliminate subdiagonal
   925 *  elements u[i',k] = v[i,q], i' = k+1, k+2, ..., n, the routine applies
   926 *  the following elementary gaussian transformations:
   927 * 
   928 *     (i-th row of V) := (i-th row of V) - f[i,p] * (p-th row of V),
   929 * 
   930 *  where f[i,p] = v[i,q] / v[p,q] is a gaussian multiplier.
   931 *
   932 *  Additionally, in order to keep the main equality A = F*V, each time
   933 *  when the routine applies the transformation to i-th row of the matrix
   934 *  V, it also adds f[i,p] as a new element to the matrix F.
   935 *
   936 *  IMPORTANT: On entry the working arrays flag and work should contain
   937 *  zeros. This status is provided by the routine on exit.
   938 *
   939 *  If no error occured, the routine returns zero. Otherwise, in case of
   940 *  overflow of the sparse vector area, the routine returns non-zero. */
   941 
   942 static int eliminate(LUF *luf, int p, int q)
   943 {     int n = luf->n;
   944       int *fc_ptr = luf->fc_ptr;
   945       int *fc_len = luf->fc_len;
   946       int *vr_ptr = luf->vr_ptr;
   947       int *vr_len = luf->vr_len;
   948       int *vr_cap = luf->vr_cap;
   949       double *vr_piv = luf->vr_piv;
   950       int *vc_ptr = luf->vc_ptr;
   951       int *vc_len = luf->vc_len;
   952       int *vc_cap = luf->vc_cap;
   953       int *sv_ind = luf->sv_ind;
   954       double *sv_val = luf->sv_val;
   955       int *sv_prev = luf->sv_prev;
   956       int *sv_next = luf->sv_next;
   957       double *vr_max = luf->vr_max;
   958       int *rs_head = luf->rs_head;
   959       int *rs_prev = luf->rs_prev;
   960       int *rs_next = luf->rs_next;
   961       int *cs_head = luf->cs_head;
   962       int *cs_prev = luf->cs_prev;
   963       int *cs_next = luf->cs_next;
   964       int *flag = luf->flag;
   965       double *work = luf->work;
   966       double eps_tol = luf->eps_tol;
   967       /* at this stage the row-wise representation of the matrix F is
   968          not used, so fr_len can be used as a working array */
   969       int *ndx = luf->fr_len;
   970       int ret = 0;
   971       int len, fill, i, i_beg, i_end, i_ptr, j, j_beg, j_end, j_ptr, k,
   972          p_beg, p_end, p_ptr, q_beg, q_end, q_ptr;
   973       double fip, val, vpq, temp;
   974       xassert(1 <= p && p <= n);
   975       xassert(1 <= q && q <= n);
   976       /* remove the p-th (pivot) row from the active set; this row will
   977          never return there */
   978       if (rs_prev[p] == 0)
   979          rs_head[vr_len[p]] = rs_next[p];
   980       else
   981          rs_next[rs_prev[p]] = rs_next[p];
   982       if (rs_next[p] == 0)
   983          ;
   984       else
   985          rs_prev[rs_next[p]] = rs_prev[p];
   986       /* remove the q-th (pivot) column from the active set; this column
   987          will never return there */
   988       if (cs_prev[q] == 0)
   989          cs_head[vc_len[q]] = cs_next[q];
   990       else
   991          cs_next[cs_prev[q]] = cs_next[q];
   992       if (cs_next[q] == 0)
   993          ;
   994       else
   995          cs_prev[cs_next[q]] = cs_prev[q];
   996       /* find the pivot v[p,q] = u[k,k] in the p-th row */
   997       p_beg = vr_ptr[p];
   998       p_end = p_beg + vr_len[p] - 1;
   999       for (p_ptr = p_beg; sv_ind[p_ptr] != q; p_ptr++) /* nop */;
  1000       xassert(p_ptr <= p_end);
  1001       /* store value of the pivot */
  1002       vpq = (vr_piv[p] = sv_val[p_ptr]);
  1003       /* remove the pivot from the p-th row */
  1004       sv_ind[p_ptr] = sv_ind[p_end];
  1005       sv_val[p_ptr] = sv_val[p_end];
  1006       vr_len[p]--;
  1007       p_end--;
  1008       /* find the pivot v[p,q] = u[k,k] in the q-th column */
  1009       q_beg = vc_ptr[q];
  1010       q_end = q_beg + vc_len[q] - 1;
  1011       for (q_ptr = q_beg; sv_ind[q_ptr] != p; q_ptr++) /* nop */;
  1012       xassert(q_ptr <= q_end);
  1013       /* remove the pivot from the q-th column */
  1014       sv_ind[q_ptr] = sv_ind[q_end];
  1015       vc_len[q]--;
  1016       q_end--;
  1017       /* walk through the p-th (pivot) row, which doesn't contain the
  1018          pivot v[p,q] already, and do the following... */
  1019       for (p_ptr = p_beg; p_ptr <= p_end; p_ptr++)
  1020       {  /* get column index of v[p,j] */
  1021          j = sv_ind[p_ptr];
  1022          /* store v[p,j] to the working array */
  1023          flag[j] = 1;
  1024          work[j] = sv_val[p_ptr];
  1025          /* remove the j-th column from the active set; this column will
  1026             return there later with new length */
  1027          if (cs_prev[j] == 0)
  1028             cs_head[vc_len[j]] = cs_next[j];
  1029          else
  1030             cs_next[cs_prev[j]] = cs_next[j];
  1031          if (cs_next[j] == 0)
  1032             ;
  1033          else
  1034             cs_prev[cs_next[j]] = cs_prev[j];
  1035          /* find v[p,j] in the j-th column */
  1036          j_beg = vc_ptr[j];
  1037          j_end = j_beg + vc_len[j] - 1;
  1038          for (j_ptr = j_beg; sv_ind[j_ptr] != p; j_ptr++) /* nop */;
  1039          xassert(j_ptr <= j_end);
  1040          /* since v[p,j] leaves the active submatrix, remove it from the
  1041             j-th column; however, v[p,j] is kept in the p-th row */
  1042          sv_ind[j_ptr] = sv_ind[j_end];
  1043          vc_len[j]--;
  1044       }
  1045       /* walk through the q-th (pivot) column, which doesn't contain the
  1046          pivot v[p,q] already, and perform gaussian elimination */
  1047       while (q_beg <= q_end)
  1048       {  /* element v[i,q] should be eliminated */
  1049          /* get row index of v[i,q] */
  1050          i = sv_ind[q_beg];
  1051          /* remove the i-th row from the active set; later this row will
  1052             return there with new length */
  1053          if (rs_prev[i] == 0)
  1054             rs_head[vr_len[i]] = rs_next[i];
  1055          else
  1056             rs_next[rs_prev[i]] = rs_next[i];
  1057          if (rs_next[i] == 0)
  1058             ;
  1059          else
  1060             rs_prev[rs_next[i]] = rs_prev[i];
  1061          /* find v[i,q] in the i-th row */
  1062          i_beg = vr_ptr[i];
  1063          i_end = i_beg + vr_len[i] - 1;
  1064          for (i_ptr = i_beg; sv_ind[i_ptr] != q; i_ptr++) /* nop */;
  1065          xassert(i_ptr <= i_end);
  1066          /* compute gaussian multiplier f[i,p] = v[i,q] / v[p,q] */
  1067          fip = sv_val[i_ptr] / vpq;
  1068          /* since v[i,q] should be eliminated, remove it from the i-th
  1069             row */
  1070          sv_ind[i_ptr] = sv_ind[i_end];
  1071          sv_val[i_ptr] = sv_val[i_end];
  1072          vr_len[i]--;
  1073          i_end--;
  1074          /* and from the q-th column */
  1075          sv_ind[q_beg] = sv_ind[q_end];
  1076          vc_len[q]--;
  1077          q_end--;
  1078          /* perform gaussian transformation:
  1079             (i-th row) := (i-th row) - f[i,p] * (p-th row)
  1080             note that now the p-th row, which is in the working array,
  1081             doesn't contain the pivot v[p,q], and the i-th row doesn't
  1082             contain the eliminated element v[i,q] */
  1083          /* walk through the i-th row and transform existing non-zero
  1084             elements */
  1085          fill = vr_len[p];
  1086          for (i_ptr = i_beg; i_ptr <= i_end; i_ptr++)
  1087          {  /* get column index of v[i,j] */
  1088             j = sv_ind[i_ptr];
  1089             /* v[i,j] := v[i,j] - f[i,p] * v[p,j] */
  1090             if (flag[j])
  1091             {  /* v[p,j] != 0 */
  1092                temp = (sv_val[i_ptr] -= fip * work[j]);
  1093                if (temp < 0.0) temp = - temp;
  1094                flag[j] = 0;
  1095                fill--; /* since both v[i,j] and v[p,j] exist */
  1096                if (temp == 0.0 || temp < eps_tol)
  1097                {  /* new v[i,j] is closer to zero; replace it by exact
  1098                      zero, i.e. remove it from the active submatrix */
  1099                   /* remove v[i,j] from the i-th row */
  1100                   sv_ind[i_ptr] = sv_ind[i_end];
  1101                   sv_val[i_ptr] = sv_val[i_end];
  1102                   vr_len[i]--;
  1103                   i_ptr--;
  1104                   i_end--;
  1105                   /* find v[i,j] in the j-th column */
  1106                   j_beg = vc_ptr[j];
  1107                   j_end = j_beg + vc_len[j] - 1;
  1108                   for (j_ptr = j_beg; sv_ind[j_ptr] != i; j_ptr++);
  1109                   xassert(j_ptr <= j_end);
  1110                   /* remove v[i,j] from the j-th column */
  1111                   sv_ind[j_ptr] = sv_ind[j_end];
  1112                   vc_len[j]--;
  1113                }
  1114                else
  1115                {  /* v_big := max(v_big, |v[i,j]|) */
  1116                   if (luf->big_v < temp) luf->big_v = temp;
  1117                }
  1118             }
  1119          }
  1120          /* now flag is the pattern of the set v[p,*] \ v[i,*], and fill
  1121             is number of non-zeros in this set; therefore up to fill new
  1122             non-zeros may appear in the i-th row */
  1123          if (vr_len[i] + fill > vr_cap[i])
  1124          {  /* enlarge the i-th row */
  1125             if (luf_enlarge_row(luf, i, vr_len[i] + fill))
  1126             {  /* overflow of the sparse vector area */
  1127                ret = 1;
  1128                goto done;
  1129             }
  1130             /* defragmentation may change row and column pointers of the
  1131                matrix V */
  1132             p_beg = vr_ptr[p];
  1133             p_end = p_beg + vr_len[p] - 1;
  1134             q_beg = vc_ptr[q];
  1135             q_end = q_beg + vc_len[q] - 1;
  1136          }
  1137          /* walk through the p-th (pivot) row and create new elements
  1138             of the i-th row that appear due to fill-in; column indices
  1139             of these new elements are accumulated in the array ndx */
  1140          len = 0;
  1141          for (p_ptr = p_beg; p_ptr <= p_end; p_ptr++)
  1142          {  /* get column index of v[p,j], which may cause fill-in */
  1143             j = sv_ind[p_ptr];
  1144             if (flag[j])
  1145             {  /* compute new non-zero v[i,j] = 0 - f[i,p] * v[p,j] */
  1146                temp = (val = - fip * work[j]);
  1147                if (temp < 0.0) temp = - temp;
  1148                if (temp == 0.0 || temp < eps_tol)
  1149                   /* if v[i,j] is closer to zero; just ignore it */;
  1150                else
  1151                {  /* add v[i,j] to the i-th row */
  1152                   i_ptr = vr_ptr[i] + vr_len[i];
  1153                   sv_ind[i_ptr] = j;
  1154                   sv_val[i_ptr] = val;
  1155                   vr_len[i]++;
  1156                   /* remember column index of v[i,j] */
  1157                   ndx[++len] = j;
  1158                   /* big_v := max(big_v, |v[i,j]|) */
  1159                   if (luf->big_v < temp) luf->big_v = temp;
  1160                }
  1161             }
  1162             else
  1163             {  /* there is no fill-in, because v[i,j] already exists in
  1164                   the i-th row; restore the flag of the element v[p,j],
  1165                   which was reset before */
  1166                flag[j] = 1;
  1167             }
  1168          }
  1169          /* add new non-zeros v[i,j] to the corresponding columns */
  1170          for (k = 1; k <= len; k++)
  1171          {  /* get column index of new non-zero v[i,j] */
  1172             j = ndx[k];
  1173             /* one free location is needed in the j-th column */
  1174             if (vc_len[j] + 1 > vc_cap[j])
  1175             {  /* enlarge the j-th column */
  1176                if (luf_enlarge_col(luf, j, vc_len[j] + 10))
  1177                {  /* overflow of the sparse vector area */
  1178                   ret = 1;
  1179                   goto done;
  1180                }
  1181                /* defragmentation may change row and column pointers of
  1182                   the matrix V */
  1183                p_beg = vr_ptr[p];
  1184                p_end = p_beg + vr_len[p] - 1;
  1185                q_beg = vc_ptr[q];
  1186                q_end = q_beg + vc_len[q] - 1;
  1187             }
  1188             /* add new non-zero v[i,j] to the j-th column */
  1189             j_ptr = vc_ptr[j] + vc_len[j];
  1190             sv_ind[j_ptr] = i;
  1191             vc_len[j]++;
  1192          }
  1193          /* now the i-th row has been completely transformed, therefore
  1194             it can return to the active set with new length */
  1195          rs_prev[i] = 0;
  1196          rs_next[i] = rs_head[vr_len[i]];
  1197          if (rs_next[i] != 0) rs_prev[rs_next[i]] = i;
  1198          rs_head[vr_len[i]] = i;
  1199          /* the largest of absolute values of elements in the i-th row
  1200             is currently unknown */
  1201          vr_max[i] = -1.0;
  1202          /* at least one free location is needed to store the gaussian
  1203             multiplier */
  1204          if (luf->sv_end - luf->sv_beg < 1)
  1205          {  /* there are no free locations at all; defragment SVA */
  1206             luf_defrag_sva(luf);
  1207             if (luf->sv_end - luf->sv_beg < 1)
  1208             {  /* overflow of the sparse vector area */
  1209                ret = 1;
  1210                goto done;
  1211             }
  1212             /* defragmentation may change row and column pointers of the
  1213                matrix V */
  1214             p_beg = vr_ptr[p];
  1215             p_end = p_beg + vr_len[p] - 1;
  1216             q_beg = vc_ptr[q];
  1217             q_end = q_beg + vc_len[q] - 1;
  1218          }
  1219          /* add the element f[i,p], which is the gaussian multiplier,
  1220             to the matrix F */
  1221          luf->sv_end--;
  1222          sv_ind[luf->sv_end] = i;
  1223          sv_val[luf->sv_end] = fip;
  1224          fc_len[p]++;
  1225          /* end of elimination loop */
  1226       }
  1227       /* at this point the q-th (pivot) column should be empty */
  1228       xassert(vc_len[q] == 0);
  1229       /* reset capacity of the q-th column */
  1230       vc_cap[q] = 0;
  1231       /* remove node of the q-th column from the addressing list */
  1232       k = n + q;
  1233       if (sv_prev[k] == 0)
  1234          luf->sv_head = sv_next[k];
  1235       else
  1236          sv_next[sv_prev[k]] = sv_next[k];
  1237       if (sv_next[k] == 0)
  1238          luf->sv_tail = sv_prev[k];
  1239       else
  1240          sv_prev[sv_next[k]] = sv_prev[k];
  1241       /* the p-th column of the matrix F has been completely built; set
  1242          its pointer */
  1243       fc_ptr[p] = luf->sv_end;
  1244       /* walk through the p-th (pivot) row and do the following... */
  1245       for (p_ptr = p_beg; p_ptr <= p_end; p_ptr++)
  1246       {  /* get column index of v[p,j] */
  1247          j = sv_ind[p_ptr];
  1248          /* erase v[p,j] from the working array */
  1249          flag[j] = 0;
  1250          work[j] = 0.0;
  1251          /* the j-th column has been completely transformed, therefore
  1252             it can return to the active set with new length; however
  1253             the special case c_prev[j] = c_next[j] = j means that the
  1254             routine find_pivot excluded the j-th column from the active
  1255             set due to Uwe Suhl's rule, and therefore in this case the
  1256             column can return to the active set only if it is a column
  1257             singleton */
  1258          if (!(vc_len[j] != 1 && cs_prev[j] == j && cs_next[j] == j))
  1259          {  cs_prev[j] = 0;
  1260             cs_next[j] = cs_head[vc_len[j]];
  1261             if (cs_next[j] != 0) cs_prev[cs_next[j]] = j;
  1262             cs_head[vc_len[j]] = j;
  1263          }
  1264       }
  1265 done: /* return to the factorizing routine */
  1266       return ret;
  1267 }
  1268 
  1269 /***********************************************************************
  1270 *  build_v_cols - build the matrix V in column-wise format
  1271 *
  1272 *  This routine builds the column-wise representation of the matrix V
  1273 *  using its row-wise representation.
  1274 *
  1275 *  If no error occured, the routine returns zero. Otherwise, in case of
  1276 *  overflow of the sparse vector area, the routine returns non-zero. */
  1277 
  1278 static int build_v_cols(LUF *luf)
  1279 {     int n = luf->n;
  1280       int *vr_ptr = luf->vr_ptr;
  1281       int *vr_len = luf->vr_len;
  1282       int *vc_ptr = luf->vc_ptr;
  1283       int *vc_len = luf->vc_len;
  1284       int *vc_cap = luf->vc_cap;
  1285       int *sv_ind = luf->sv_ind;
  1286       double *sv_val = luf->sv_val;
  1287       int *sv_prev = luf->sv_prev;
  1288       int *sv_next = luf->sv_next;
  1289       int ret = 0;
  1290       int i, i_beg, i_end, i_ptr, j, j_ptr, k, nnz;
  1291       /* it is assumed that on entry all columns of the matrix V are
  1292          empty, i.e. vc_len[j] = vc_cap[j] = 0 for all j = 1, ..., n,
  1293          and have been removed from the addressing list */
  1294       /* count non-zeros in columns of the matrix V; count total number
  1295          of non-zeros in this matrix */
  1296       nnz = 0;
  1297       for (i = 1; i <= n; i++)
  1298       {  /* walk through elements of the i-th row and count non-zeros
  1299             in the corresponding columns */
  1300          i_beg = vr_ptr[i];
  1301          i_end = i_beg + vr_len[i] - 1;
  1302          for (i_ptr = i_beg; i_ptr <= i_end; i_ptr++)
  1303             vc_cap[sv_ind[i_ptr]]++;
  1304          /* count total number of non-zeros */
  1305          nnz += vr_len[i];
  1306       }
  1307       /* store total number of non-zeros */
  1308       luf->nnz_v = nnz;
  1309       /* check for free locations */
  1310       if (luf->sv_end - luf->sv_beg < nnz)
  1311       {  /* overflow of the sparse vector area */
  1312          ret = 1;
  1313          goto done;
  1314       }
  1315       /* allocate columns of the matrix V */
  1316       for (j = 1; j <= n; j++)
  1317       {  /* set pointer to the j-th column */
  1318          vc_ptr[j] = luf->sv_beg;
  1319          /* reserve locations for the j-th column */
  1320          luf->sv_beg += vc_cap[j];
  1321       }
  1322       /* build the matrix V in column-wise format using this matrix in
  1323          row-wise format */
  1324       for (i = 1; i <= n; i++)
  1325       {  /* walk through elements of the i-th row */
  1326          i_beg = vr_ptr[i];
  1327          i_end = i_beg + vr_len[i] - 1;
  1328          for (i_ptr = i_beg; i_ptr <= i_end; i_ptr++)
  1329          {  /* get column index */
  1330             j = sv_ind[i_ptr];
  1331             /* store element in the j-th column */
  1332             j_ptr = vc_ptr[j] + vc_len[j];
  1333             sv_ind[j_ptr] = i;
  1334             sv_val[j_ptr] = sv_val[i_ptr];
  1335             /* increase length of the j-th column */
  1336             vc_len[j]++;
  1337          }
  1338       }
  1339       /* now columns are placed in the sparse vector area behind rows
  1340          in the order n+1, n+2, ..., n+n; so insert column nodes in the
  1341          addressing list using this order */
  1342       for (k = n+1; k <= n+n; k++)
  1343       {  sv_prev[k] = k-1;
  1344          sv_next[k] = k+1;
  1345       }
  1346       sv_prev[n+1] = luf->sv_tail;
  1347       sv_next[luf->sv_tail] = n+1;
  1348       sv_next[n+n] = 0;
  1349       luf->sv_tail = n+n;
  1350 done: /* return to the factorizing routine */
  1351       return ret;
  1352 }
  1353 
  1354 /***********************************************************************
  1355 *  build_f_rows - build the matrix F in row-wise format
  1356 *
  1357 *  This routine builds the row-wise representation of the matrix F using
  1358 *  its column-wise representation.
  1359 *
  1360 *  If no error occured, the routine returns zero. Otherwise, in case of
  1361 *  overflow of the sparse vector area, the routine returns non-zero. */
  1362 
  1363 static int build_f_rows(LUF *luf)
  1364 {     int n = luf->n;
  1365       int *fr_ptr = luf->fr_ptr;
  1366       int *fr_len = luf->fr_len;
  1367       int *fc_ptr = luf->fc_ptr;
  1368       int *fc_len = luf->fc_len;
  1369       int *sv_ind = luf->sv_ind;
  1370       double *sv_val = luf->sv_val;
  1371       int ret = 0;
  1372       int i, j, j_beg, j_end, j_ptr, ptr, nnz;
  1373       /* clear rows of the matrix F */
  1374       for (i = 1; i <= n; i++) fr_len[i] = 0;
  1375       /* count non-zeros in rows of the matrix F; count total number of
  1376          non-zeros in this matrix */
  1377       nnz = 0;
  1378       for (j = 1; j <= n; j++)
  1379       {  /* walk through elements of the j-th column and count non-zeros
  1380             in the corresponding rows */
  1381          j_beg = fc_ptr[j];
  1382          j_end = j_beg + fc_len[j] - 1;
  1383          for (j_ptr = j_beg; j_ptr <= j_end; j_ptr++)
  1384             fr_len[sv_ind[j_ptr]]++;
  1385          /* increase total number of non-zeros */
  1386          nnz += fc_len[j];
  1387       }
  1388       /* store total number of non-zeros */
  1389       luf->nnz_f = nnz;
  1390       /* check for free locations */
  1391       if (luf->sv_end - luf->sv_beg < nnz)
  1392       {  /* overflow of the sparse vector area */
  1393          ret = 1;
  1394          goto done;
  1395       }
  1396       /* allocate rows of the matrix F */
  1397       for (i = 1; i <= n; i++)
  1398       {  /* set pointer to the end of the i-th row; later this pointer
  1399             will be set to the beginning of the i-th row */
  1400          fr_ptr[i] = luf->sv_end;
  1401          /* reserve locations for the i-th row */
  1402          luf->sv_end -= fr_len[i];
  1403       }
  1404       /* build the matrix F in row-wise format using this matrix in
  1405          column-wise format */
  1406       for (j = 1; j <= n; j++)
  1407       {  /* walk through elements of the j-th column */
  1408          j_beg = fc_ptr[j];
  1409          j_end = j_beg + fc_len[j] - 1;
  1410          for (j_ptr = j_beg; j_ptr <= j_end; j_ptr++)
  1411          {  /* get row index */
  1412             i = sv_ind[j_ptr];
  1413             /* store element in the i-th row */
  1414             ptr = --fr_ptr[i];
  1415             sv_ind[ptr] = j;
  1416             sv_val[ptr] = sv_val[j_ptr];
  1417          }
  1418       }
  1419 done: /* return to the factorizing routine */
  1420       return ret;
  1421 }
  1422 
  1423 /***********************************************************************
  1424 *  NAME
  1425 *
  1426 *  luf_factorize - compute LU-factorization
  1427 *
  1428 *  SYNOPSIS
  1429 *
  1430 *  #include "glpluf.h"
  1431 *  int luf_factorize(LUF *luf, int n, int (*col)(void *info, int j,
  1432 *     int ind[], double val[]), void *info);
  1433 *
  1434 *  DESCRIPTION
  1435 *
  1436 *  The routine luf_factorize computes LU-factorization of a specified
  1437 *  square matrix A.
  1438 *
  1439 *  The parameter luf specifies LU-factorization program object created
  1440 *  by the routine luf_create_it.
  1441 *
  1442 *  The parameter n specifies the order of A, n > 0.
  1443 *
  1444 *  The formal routine col specifies the matrix A to be factorized. To
  1445 *  obtain j-th column of A the routine luf_factorize calls the routine
  1446 *  col with the parameter j (1 <= j <= n). In response the routine col
  1447 *  should store row indices and numerical values of non-zero elements
  1448 *  of j-th column of A to locations ind[1,...,len] and val[1,...,len],
  1449 *  respectively, where len is the number of non-zeros in j-th column
  1450 *  returned on exit. Neither zero nor duplicate elements are allowed.
  1451 *
  1452 *  The parameter info is a transit pointer passed to the routine col.
  1453 *
  1454 *  RETURNS
  1455 *
  1456 *  0  LU-factorization has been successfully computed.
  1457 *
  1458 *  LUF_ESING
  1459 *     The specified matrix is singular within the working precision.
  1460 *     (On some elimination step the active submatrix is exactly zero,
  1461 *     so no pivot can be chosen.)
  1462 *
  1463 *  LUF_ECOND
  1464 *     The specified matrix is ill-conditioned.
  1465 *     (On some elimination step too intensive growth of elements of the
  1466 *     active submatix has been detected.)
  1467 *
  1468 *  If matrix A is well scaled, the return code LUF_ECOND may also mean
  1469 *  that the threshold pivoting tolerance piv_tol should be increased.
  1470 *
  1471 *  In case of non-zero return code the factorization becomes invalid.
  1472 *  It should not be used in other operations until the cause of failure
  1473 *  has been eliminated and the factorization has been recomputed again
  1474 *  with the routine luf_factorize.
  1475 *
  1476 *  REPAIRING SINGULAR MATRIX
  1477 *
  1478 *  If the routine luf_factorize returns non-zero code, it provides all
  1479 *  necessary information that can be used for "repairing" the matrix A,
  1480 *  where "repairing" means replacing linearly dependent columns of the
  1481 *  matrix A by appropriate columns of the unity matrix. This feature is
  1482 *  needed when this routine is used for factorizing the basis matrix
  1483 *  within the simplex method procedure.
  1484 *
  1485 *  On exit linearly dependent columns of the (partially transformed)
  1486 *  matrix U have numbers rank+1, rank+2, ..., n, where rank is estimated
  1487 *  rank of the matrix A stored by the routine to the member luf->rank.
  1488 *  The correspondence between columns of A and U is the same as between
  1489 *  columns of V and U. Thus, linearly dependent columns of the matrix A
  1490 *  have numbers qq_col[rank+1], qq_col[rank+2], ..., qq_col[n], where
  1491 *  qq_col is the column-like representation of the permutation matrix Q.
  1492 *  It is understood that each j-th linearly dependent column of the
  1493 *  matrix U should be replaced by the unity vector, where all elements
  1494 *  are zero except the unity diagonal element u[j,j]. On the other hand
  1495 *  j-th row of the matrix U corresponds to the row of the matrix V (and
  1496 *  therefore of the matrix A) with the number pp_row[j], where pp_row is
  1497 *  the row-like representation of the permutation matrix P. Thus, each
  1498 *  j-th linearly dependent column of the matrix U should be replaced by
  1499 *  column of the unity matrix with the number pp_row[j].
  1500 *
  1501 *  The code that repairs the matrix A may look like follows:
  1502 *
  1503 *     for (j = rank+1; j <= n; j++)
  1504 *     {  replace the column qq_col[j] of the matrix A by the column
  1505 *        pp_row[j] of the unity matrix;
  1506 *     }
  1507 *
  1508 *  where rank, pp_row, and qq_col are members of the structure LUF. */
  1509 
  1510 int luf_factorize(LUF *luf, int n, int (*col)(void *info, int j,
  1511       int ind[], double val[]), void *info)
  1512 {     int *pp_row, *pp_col, *qq_row, *qq_col;
  1513       double max_gro = luf->max_gro;
  1514       int i, j, k, p, q, t, ret;
  1515       if (n < 1)
  1516          xfault("luf_factorize: n = %d; invalid parameter\n", n);
  1517       if (n > N_MAX)
  1518          xfault("luf_factorize: n = %d; matrix too big\n", n);
  1519       /* invalidate the factorization */
  1520       luf->valid = 0;
  1521       /* reallocate arrays, if necessary */
  1522       reallocate(luf, n);
  1523       pp_row = luf->pp_row;
  1524       pp_col = luf->pp_col;
  1525       qq_row = luf->qq_row;
  1526       qq_col = luf->qq_col;
  1527       /* estimate initial size of the SVA, if not specified */
  1528       if (luf->sv_size == 0 && luf->new_sva == 0)
  1529          luf->new_sva = 5 * (n + 10);
  1530 more: /* reallocate the sparse vector area, if required */
  1531       if (luf->new_sva > 0)
  1532       {  if (luf->sv_ind != NULL) xfree(luf->sv_ind);
  1533          if (luf->sv_val != NULL) xfree(luf->sv_val);
  1534          luf->sv_size = luf->new_sva;
  1535          luf->sv_ind = xcalloc(1+luf->sv_size, sizeof(int));
  1536          luf->sv_val = xcalloc(1+luf->sv_size, sizeof(double));
  1537          luf->new_sva = 0;
  1538       }
  1539       /* initialize LU-factorization data structures */
  1540       if (initialize(luf, col, info))
  1541       {  /* overflow of the sparse vector area */
  1542          luf->new_sva = luf->sv_size + luf->sv_size;
  1543          xassert(luf->new_sva > luf->sv_size);
  1544          goto more;
  1545       }
  1546       /* main elimination loop */
  1547       for (k = 1; k <= n; k++)
  1548       {  /* choose a pivot element v[p,q] */
  1549          if (find_pivot(luf, &p, &q))
  1550          {  /* no pivot can be chosen, because the active submatrix is
  1551                exactly zero */
  1552             luf->rank = k - 1;
  1553             ret = LUF_ESING;
  1554             goto done;
  1555          }
  1556          /* let v[p,q] correspond to u[i',j']; permute k-th and i'-th
  1557             rows and k-th and j'-th columns of the matrix U = P*V*Q to
  1558             move the element u[i',j'] to the position u[k,k] */
  1559          i = pp_col[p], j = qq_row[q];
  1560          xassert(k <= i && i <= n && k <= j && j <= n);
  1561          /* permute k-th and i-th rows of the matrix U */
  1562          t = pp_row[k];
  1563          pp_row[i] = t, pp_col[t] = i;
  1564          pp_row[k] = p, pp_col[p] = k;
  1565          /* permute k-th and j-th columns of the matrix U */
  1566          t = qq_col[k];
  1567          qq_col[j] = t, qq_row[t] = j;
  1568          qq_col[k] = q, qq_row[q] = k;
  1569          /* eliminate subdiagonal elements of k-th column of the matrix
  1570             U = P*V*Q using the pivot element u[k,k] = v[p,q] */
  1571          if (eliminate(luf, p, q))
  1572          {  /* overflow of the sparse vector area */
  1573             luf->new_sva = luf->sv_size + luf->sv_size;
  1574             xassert(luf->new_sva > luf->sv_size);
  1575             goto more;
  1576          }
  1577          /* check relative growth of elements of the matrix V */
  1578          if (luf->big_v > max_gro * luf->max_a)
  1579          {  /* the growth is too intensive, therefore most probably the
  1580                matrix A is ill-conditioned */
  1581             luf->rank = k - 1;
  1582             ret = LUF_ECOND;
  1583             goto done;
  1584          }
  1585       }
  1586       /* now the matrix U = P*V*Q is upper triangular, the matrix V has
  1587          been built in row-wise format, and the matrix F has been built
  1588          in column-wise format */
  1589       /* defragment the sparse vector area in order to merge all free
  1590          locations in one continuous extent */
  1591       luf_defrag_sva(luf);
  1592       /* build the matrix V in column-wise format */
  1593       if (build_v_cols(luf))
  1594       {  /* overflow of the sparse vector area */
  1595          luf->new_sva = luf->sv_size + luf->sv_size;
  1596          xassert(luf->new_sva > luf->sv_size);
  1597          goto more;
  1598       }
  1599       /* build the matrix F in row-wise format */
  1600       if (build_f_rows(luf))
  1601       {  /* overflow of the sparse vector area */
  1602          luf->new_sva = luf->sv_size + luf->sv_size;
  1603          xassert(luf->new_sva > luf->sv_size);
  1604          goto more;
  1605       }
  1606       /* the LU-factorization has been successfully computed */
  1607       luf->valid = 1;
  1608       luf->rank = n;
  1609       ret = 0;
  1610       /* if there are few free locations in the sparse vector area, try
  1611          increasing its size in the future */
  1612       t = 3 * (n + luf->nnz_v) + 2 * luf->nnz_f;
  1613       if (luf->sv_size < t)
  1614       {  luf->new_sva = luf->sv_size;
  1615          while (luf->new_sva < t)
  1616          {  k = luf->new_sva;
  1617             luf->new_sva = k + k;
  1618             xassert(luf->new_sva > k);
  1619          }
  1620       }
  1621 done: /* return to the calling program */
  1622       return ret;
  1623 }
  1624 
  1625 /***********************************************************************
  1626 *  NAME
  1627 *
  1628 *  luf_f_solve - solve system F*x = b or F'*x = b
  1629 *
  1630 *  SYNOPSIS
  1631 *
  1632 *  #include "glpluf.h"
  1633 *  void luf_f_solve(LUF *luf, int tr, double x[]);
  1634 *
  1635 *  DESCRIPTION
  1636 *
  1637 *  The routine luf_f_solve solves either the system F*x = b (if the
  1638 *  flag tr is zero) or the system F'*x = b (if the flag tr is non-zero),
  1639 *  where the matrix F is a component of LU-factorization specified by
  1640 *  the parameter luf, F' is a matrix transposed to F.
  1641 *
  1642 *  On entry the array x should contain elements of the right-hand side
  1643 *  vector b in locations x[1], ..., x[n], where n is the order of the
  1644 *  matrix F. On exit this array will contain elements of the solution
  1645 *  vector x in the same locations. */
  1646 
  1647 void luf_f_solve(LUF *luf, int tr, double x[])
  1648 {     int n = luf->n;
  1649       int *fr_ptr = luf->fr_ptr;
  1650       int *fr_len = luf->fr_len;
  1651       int *fc_ptr = luf->fc_ptr;
  1652       int *fc_len = luf->fc_len;
  1653       int *pp_row = luf->pp_row;
  1654       int *sv_ind = luf->sv_ind;
  1655       double *sv_val = luf->sv_val;
  1656       int i, j, k, beg, end, ptr;
  1657       double xk;
  1658       if (!luf->valid)
  1659          xfault("luf_f_solve: LU-factorization is not valid\n");
  1660       if (!tr)
  1661       {  /* solve the system F*x = b */
  1662          for (j = 1; j <= n; j++)
  1663          {  k = pp_row[j];
  1664             xk = x[k];
  1665             if (xk != 0.0)
  1666             {  beg = fc_ptr[k];
  1667                end = beg + fc_len[k] - 1;
  1668                for (ptr = beg; ptr <= end; ptr++)
  1669                   x[sv_ind[ptr]] -= sv_val[ptr] * xk;
  1670             }
  1671          }
  1672       }
  1673       else
  1674       {  /* solve the system F'*x = b */
  1675          for (i = n; i >= 1; i--)
  1676          {  k = pp_row[i];
  1677             xk = x[k];
  1678             if (xk != 0.0)
  1679             {  beg = fr_ptr[k];
  1680                end = beg + fr_len[k] - 1;
  1681                for (ptr = beg; ptr <= end; ptr++)
  1682                   x[sv_ind[ptr]] -= sv_val[ptr] * xk;
  1683             }
  1684          }
  1685       }
  1686       return;
  1687 }
  1688 
  1689 /***********************************************************************
  1690 *  NAME
  1691 *
  1692 *  luf_v_solve - solve system V*x = b or V'*x = b
  1693 *
  1694 *  SYNOPSIS
  1695 *
  1696 *  #include "glpluf.h"
  1697 *  void luf_v_solve(LUF *luf, int tr, double x[]);
  1698 *
  1699 *  DESCRIPTION
  1700 *
  1701 *  The routine luf_v_solve solves either the system V*x = b (if the
  1702 *  flag tr is zero) or the system V'*x = b (if the flag tr is non-zero),
  1703 *  where the matrix V is a component of LU-factorization specified by
  1704 *  the parameter luf, V' is a matrix transposed to V.
  1705 *
  1706 *  On entry the array x should contain elements of the right-hand side
  1707 *  vector b in locations x[1], ..., x[n], where n is the order of the
  1708 *  matrix V. On exit this array will contain elements of the solution
  1709 *  vector x in the same locations. */
  1710 
  1711 void luf_v_solve(LUF *luf, int tr, double x[])
  1712 {     int n = luf->n;
  1713       int *vr_ptr = luf->vr_ptr;
  1714       int *vr_len = luf->vr_len;
  1715       double *vr_piv = luf->vr_piv;
  1716       int *vc_ptr = luf->vc_ptr;
  1717       int *vc_len = luf->vc_len;
  1718       int *pp_row = luf->pp_row;
  1719       int *qq_col = luf->qq_col;
  1720       int *sv_ind = luf->sv_ind;
  1721       double *sv_val = luf->sv_val;
  1722       double *b = luf->work;
  1723       int i, j, k, beg, end, ptr;
  1724       double temp;
  1725       if (!luf->valid)
  1726          xfault("luf_v_solve: LU-factorization is not valid\n");
  1727       for (k = 1; k <= n; k++) b[k] = x[k], x[k] = 0.0;
  1728       if (!tr)
  1729       {  /* solve the system V*x = b */
  1730          for (k = n; k >= 1; k--)
  1731          {  i = pp_row[k], j = qq_col[k];
  1732             temp = b[i];
  1733             if (temp != 0.0)
  1734             {  x[j] = (temp /= vr_piv[i]);
  1735                beg = vc_ptr[j];
  1736                end = beg + vc_len[j] - 1;
  1737                for (ptr = beg; ptr <= end; ptr++)
  1738                   b[sv_ind[ptr]] -= sv_val[ptr] * temp;
  1739             }
  1740          }
  1741       }
  1742       else
  1743       {  /* solve the system V'*x = b */
  1744          for (k = 1; k <= n; k++)
  1745          {  i = pp_row[k], j = qq_col[k];
  1746             temp = b[j];
  1747             if (temp != 0.0)
  1748             {  x[i] = (temp /= vr_piv[i]);
  1749                beg = vr_ptr[i];
  1750                end = beg + vr_len[i] - 1;
  1751                for (ptr = beg; ptr <= end; ptr++)
  1752                   b[sv_ind[ptr]] -= sv_val[ptr] * temp;
  1753             }
  1754          }
  1755       }
  1756       return;
  1757 }
  1758 
  1759 /***********************************************************************
  1760 *  NAME
  1761 *
  1762 *  luf_a_solve - solve system A*x = b or A'*x = b
  1763 *
  1764 *  SYNOPSIS
  1765 *
  1766 *  #include "glpluf.h"
  1767 *  void luf_a_solve(LUF *luf, int tr, double x[]);
  1768 *
  1769 *  DESCRIPTION
  1770 *
  1771 *  The routine luf_a_solve solves either the system A*x = b (if the
  1772 *  flag tr is zero) or the system A'*x = b (if the flag tr is non-zero),
  1773 *  where the parameter luf specifies LU-factorization of the matrix A,
  1774 *  A' is a matrix transposed to A.
  1775 *
  1776 *  On entry the array x should contain elements of the right-hand side
  1777 *  vector b in locations x[1], ..., x[n], where n is the order of the
  1778 *  matrix A. On exit this array will contain elements of the solution
  1779 *  vector x in the same locations. */
  1780 
  1781 void luf_a_solve(LUF *luf, int tr, double x[])
  1782 {     if (!luf->valid)
  1783          xfault("luf_a_solve: LU-factorization is not valid\n");
  1784       if (!tr)
  1785       {  /* A = F*V, therefore inv(A) = inv(V)*inv(F) */
  1786          luf_f_solve(luf, 0, x);
  1787          luf_v_solve(luf, 0, x);
  1788       }
  1789       else
  1790       {  /* A' = V'*F', therefore inv(A') = inv(F')*inv(V') */
  1791          luf_v_solve(luf, 1, x);
  1792          luf_f_solve(luf, 1, x);
  1793       }
  1794       return;
  1795 }
  1796 
  1797 /***********************************************************************
  1798 *  NAME
  1799 *
  1800 *  luf_delete_it - delete LU-factorization
  1801 *
  1802 *  SYNOPSIS
  1803 *
  1804 *  #include "glpluf.h"
  1805 *  void luf_delete_it(LUF *luf);
  1806 *
  1807 *  DESCRIPTION
  1808 *
  1809 *  The routine luf_delete deletes LU-factorization specified by the
  1810 *  parameter luf and frees all the memory allocated to this program
  1811 *  object. */
  1812 
  1813 void luf_delete_it(LUF *luf)
  1814 {     if (luf->fr_ptr != NULL) xfree(luf->fr_ptr);
  1815       if (luf->fr_len != NULL) xfree(luf->fr_len);
  1816       if (luf->fc_ptr != NULL) xfree(luf->fc_ptr);
  1817       if (luf->fc_len != NULL) xfree(luf->fc_len);
  1818       if (luf->vr_ptr != NULL) xfree(luf->vr_ptr);
  1819       if (luf->vr_len != NULL) xfree(luf->vr_len);
  1820       if (luf->vr_cap != NULL) xfree(luf->vr_cap);
  1821       if (luf->vr_piv != NULL) xfree(luf->vr_piv);
  1822       if (luf->vc_ptr != NULL) xfree(luf->vc_ptr);
  1823       if (luf->vc_len != NULL) xfree(luf->vc_len);
  1824       if (luf->vc_cap != NULL) xfree(luf->vc_cap);
  1825       if (luf->pp_row != NULL) xfree(luf->pp_row);
  1826       if (luf->pp_col != NULL) xfree(luf->pp_col);
  1827       if (luf->qq_row != NULL) xfree(luf->qq_row);
  1828       if (luf->qq_col != NULL) xfree(luf->qq_col);
  1829       if (luf->sv_ind != NULL) xfree(luf->sv_ind);
  1830       if (luf->sv_val != NULL) xfree(luf->sv_val);
  1831       if (luf->sv_prev != NULL) xfree(luf->sv_prev);
  1832       if (luf->sv_next != NULL) xfree(luf->sv_next);
  1833       if (luf->vr_max != NULL) xfree(luf->vr_max);
  1834       if (luf->rs_head != NULL) xfree(luf->rs_head);
  1835       if (luf->rs_prev != NULL) xfree(luf->rs_prev);
  1836       if (luf->rs_next != NULL) xfree(luf->rs_next);
  1837       if (luf->cs_head != NULL) xfree(luf->cs_head);
  1838       if (luf->cs_prev != NULL) xfree(luf->cs_prev);
  1839       if (luf->cs_next != NULL) xfree(luf->cs_next);
  1840       if (luf->flag != NULL) xfree(luf->flag);
  1841       if (luf->work != NULL) xfree(luf->work);
  1842       xfree(luf);
  1843       return;
  1844 }
  1845 
  1846 /* eof */