/* glplux.c */ /*********************************************************************** * This code is part of GLPK (GNU Linear Programming Kit). * * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, * 2009, 2010 Andrew Makhorin, Department for Applied Informatics, * Moscow Aviation Institute, Moscow, Russia. All rights reserved. * E-mail: . * * GLPK is free software: you can redistribute it and/or modify it * under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * GLPK is distributed in the hope that it will be useful, but WITHOUT * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public * License for more details. * * You should have received a copy of the GNU General Public License * along with GLPK. If not, see . ***********************************************************************/ #include "glplux.h" #define xfault xerror #define dmp_create_poolx(size) dmp_create_pool() /*---------------------------------------------------------------------- // lux_create - create LU-factorization. // // SYNOPSIS // // #include "glplux.h" // LUX *lux_create(int n); // // DESCRIPTION // // The routine lux_create creates LU-factorization data structure for // a matrix of the order n. Initially the factorization corresponds to // the unity matrix (F = V = P = Q = I, so A = I). // // RETURNS // // The routine returns a pointer to the created LU-factorization data // structure, which represents the unity matrix of the order n. */ LUX *lux_create(int n) { LUX *lux; int k; if (n < 1) xfault("lux_create: n = %d; invalid parameter\n", n); lux = xmalloc(sizeof(LUX)); lux->n = n; lux->pool = dmp_create_poolx(sizeof(LUXELM)); lux->F_row = xcalloc(1+n, sizeof(LUXELM *)); lux->F_col = xcalloc(1+n, sizeof(LUXELM *)); lux->V_piv = xcalloc(1+n, sizeof(mpq_t)); lux->V_row = xcalloc(1+n, sizeof(LUXELM *)); lux->V_col = xcalloc(1+n, sizeof(LUXELM *)); lux->P_row = xcalloc(1+n, sizeof(int)); lux->P_col = xcalloc(1+n, sizeof(int)); lux->Q_row = xcalloc(1+n, sizeof(int)); lux->Q_col = xcalloc(1+n, sizeof(int)); for (k = 1; k <= n; k++) { lux->F_row[k] = lux->F_col[k] = NULL; mpq_init(lux->V_piv[k]); mpq_set_si(lux->V_piv[k], 1, 1); lux->V_row[k] = lux->V_col[k] = NULL; lux->P_row[k] = lux->P_col[k] = k; lux->Q_row[k] = lux->Q_col[k] = k; } lux->rank = n; return lux; } /*---------------------------------------------------------------------- // initialize - initialize LU-factorization data structures. // // This routine initializes data structures for subsequent computing // the LU-factorization of a given matrix A, which is specified by the // formal routine col. On exit V = A and F = P = Q = I, where I is the // unity matrix. */ static void initialize(LUX *lux, int (*col)(void *info, int j, int ind[], mpq_t val[]), void *info, LUXWKA *wka) { int n = lux->n; DMP *pool = lux->pool; LUXELM **F_row = lux->F_row; LUXELM **F_col = lux->F_col; mpq_t *V_piv = lux->V_piv; LUXELM **V_row = lux->V_row; LUXELM **V_col = lux->V_col; int *P_row = lux->P_row; int *P_col = lux->P_col; int *Q_row = lux->Q_row; int *Q_col = lux->Q_col; int *R_len = wka->R_len; int *R_head = wka->R_head; int *R_prev = wka->R_prev; int *R_next = wka->R_next; int *C_len = wka->C_len; int *C_head = wka->C_head; int *C_prev = wka->C_prev; int *C_next = wka->C_next; LUXELM *fij, *vij; int i, j, k, len, *ind; mpq_t *val; /* F := I */ for (i = 1; i <= n; i++) { while (F_row[i] != NULL) { fij = F_row[i], F_row[i] = fij->r_next; mpq_clear(fij->val); dmp_free_atom(pool, fij, sizeof(LUXELM)); } } for (j = 1; j <= n; j++) F_col[j] = NULL; /* V := 0 */ for (k = 1; k <= n; k++) mpq_set_si(V_piv[k], 0, 1); for (i = 1; i <= n; i++) { while (V_row[i] != NULL) { vij = V_row[i], V_row[i] = vij->r_next; mpq_clear(vij->val); dmp_free_atom(pool, vij, sizeof(LUXELM)); } } for (j = 1; j <= n; j++) V_col[j] = NULL; /* V := A */ ind = xcalloc(1+n, sizeof(int)); val = xcalloc(1+n, sizeof(mpq_t)); for (k = 1; k <= n; k++) mpq_init(val[k]); for (j = 1; j <= n; j++) { /* obtain j-th column of matrix A */ len = col(info, j, ind, val); if (!(0 <= len && len <= n)) xfault("lux_decomp: j = %d: len = %d; invalid column length" "\n", j, len); /* copy elements of j-th column to matrix V */ for (k = 1; k <= len; k++) { /* get row index of a[i,j] */ i = ind[k]; if (!(1 <= i && i <= n)) xfault("lux_decomp: j = %d: i = %d; row index out of ran" "ge\n", j, i); /* check for duplicate indices */ if (V_row[i] != NULL && V_row[i]->j == j) xfault("lux_decomp: j = %d: i = %d; duplicate row indice" "s not allowed\n", j, i); /* check for zero value */ if (mpq_sgn(val[k]) == 0) xfault("lux_decomp: j = %d: i = %d; zero elements not al" "lowed\n", j, i); /* add new element v[i,j] = a[i,j] to V */ vij = dmp_get_atom(pool, sizeof(LUXELM)); vij->i = i, vij->j = j; mpq_init(vij->val); mpq_set(vij->val, val[k]); vij->r_prev = NULL; vij->r_next = V_row[i]; vij->c_prev = NULL; vij->c_next = V_col[j]; if (vij->r_next != NULL) vij->r_next->r_prev = vij; if (vij->c_next != NULL) vij->c_next->c_prev = vij; V_row[i] = V_col[j] = vij; } } xfree(ind); for (k = 1; k <= n; k++) mpq_clear(val[k]); xfree(val); /* P := Q := I */ for (k = 1; k <= n; k++) P_row[k] = P_col[k] = Q_row[k] = Q_col[k] = k; /* the rank of A and V is not determined yet */ lux->rank = -1; /* initially the entire matrix V is active */ /* determine its row lengths */ for (i = 1; i <= n; i++) { len = 0; for (vij = V_row[i]; vij != NULL; vij = vij->r_next) len++; R_len[i] = len; } /* build linked lists of active rows */ for (len = 0; len <= n; len++) R_head[len] = 0; for (i = 1; i <= n; i++) { len = R_len[i]; R_prev[i] = 0; R_next[i] = R_head[len]; if (R_next[i] != 0) R_prev[R_next[i]] = i; R_head[len] = i; } /* determine its column lengths */ for (j = 1; j <= n; j++) { len = 0; for (vij = V_col[j]; vij != NULL; vij = vij->c_next) len++; C_len[j] = len; } /* build linked lists of active columns */ for (len = 0; len <= n; len++) C_head[len] = 0; for (j = 1; j <= n; j++) { len = C_len[j]; C_prev[j] = 0; C_next[j] = C_head[len]; if (C_next[j] != 0) C_prev[C_next[j]] = j; C_head[len] = j; } return; } /*---------------------------------------------------------------------- // find_pivot - choose a pivot element. // // This routine chooses a pivot element v[p,q] in the active submatrix // of matrix U = P*V*Q. // // It is assumed that on entry the matrix U has the following partially // triangularized form: // // 1 k n // 1 x x x x x x x x x x // . x x x x x x x x x // . . x x x x x x x x // . . . x x x x x x x // k . . . . * * * * * * // . . . . * * * * * * // . . . . * * * * * * // . . . . * * * * * * // . . . . * * * * * * // n . . . . * * * * * * // // where rows and columns k, k+1, ..., n belong to the active submatrix // (elements of the active submatrix are marked by '*'). // // Since the matrix U = P*V*Q is not stored, the routine works with the // matrix V. It is assumed that the row-wise representation corresponds // to the matrix V, but the column-wise representation corresponds to // the active submatrix of the matrix V, i.e. elements of the matrix V, // which does not belong to the active submatrix, are missing from the // column linked lists. It is also assumed that each active row of the // matrix V is in the set R[len], where len is number of non-zeros in // the row, and each active column of the matrix V is in the set C[len], // where len is number of non-zeros in the column (in the latter case // only elements of the active submatrix are counted; such elements are // marked by '*' on the figure above). // // Due to exact arithmetic any non-zero element of the active submatrix // can be chosen as a pivot. However, to keep sparsity of the matrix V // the routine uses Markowitz strategy, trying to choose such element // v[p,q], which has smallest Markowitz cost (nr[p]-1) * (nc[q]-1), // where nr[p] and nc[q] are the number of non-zero elements, resp., in // p-th row and in q-th column of the active submatrix. // // In order to reduce the search, i.e. not to walk through all elements // of the active submatrix, the routine exploits a technique proposed by // I.Duff. This technique is based on using the sets R[len] and C[len] // of active rows and columns. // // On exit the routine returns a pointer to a pivot v[p,q] chosen, or // NULL, if the active submatrix is empty. */ static LUXELM *find_pivot(LUX *lux, LUXWKA *wka) { int n = lux->n; LUXELM **V_row = lux->V_row; LUXELM **V_col = lux->V_col; int *R_len = wka->R_len; int *R_head = wka->R_head; int *R_next = wka->R_next; int *C_len = wka->C_len; int *C_head = wka->C_head; int *C_next = wka->C_next; LUXELM *piv, *some, *vij; int i, j, len, min_len, ncand, piv_lim = 5; double best, cost; /* nothing is chosen so far */ piv = NULL, best = DBL_MAX, ncand = 0; /* if in the active submatrix there is a column that has the only non-zero (column singleton), choose it as a pivot */ j = C_head[1]; if (j != 0) { xassert(C_len[j] == 1); piv = V_col[j]; xassert(piv != NULL && piv->c_next == NULL); goto done; } /* if in the active submatrix there is a row that has the only non-zero (row singleton), choose it as a pivot */ i = R_head[1]; if (i != 0) { xassert(R_len[i] == 1); piv = V_row[i]; xassert(piv != NULL && piv->r_next == NULL); goto done; } /* there are no singletons in the active submatrix; walk through other non-empty rows and columns */ for (len = 2; len <= n; len++) { /* consider active columns having len non-zeros */ for (j = C_head[len]; j != 0; j = C_next[j]) { /* j-th column has len non-zeros */ /* find an element in the row of minimal length */ some = NULL, min_len = INT_MAX; for (vij = V_col[j]; vij != NULL; vij = vij->c_next) { if (min_len > R_len[vij->i]) some = vij, min_len = R_len[vij->i]; /* if Markowitz cost of this element is not greater than (len-1)**2, it can be chosen right now; this heuristic reduces the search and works well in many cases */ if (min_len <= len) { piv = some; goto done; } } /* j-th column has been scanned */ /* the minimal element found is a next pivot candidate */ xassert(some != NULL); ncand++; /* compute its Markowitz cost */ cost = (double)(min_len - 1) * (double)(len - 1); /* choose between the current candidate and this element */ if (cost < best) piv = some, best = cost; /* if piv_lim candidates have been considered, there is a doubt that a much better candidate exists; therefore it is the time to terminate the search */ if (ncand == piv_lim) goto done; } /* now consider active rows having len non-zeros */ for (i = R_head[len]; i != 0; i = R_next[i]) { /* i-th row has len non-zeros */ /* find an element in the column of minimal length */ some = NULL, min_len = INT_MAX; for (vij = V_row[i]; vij != NULL; vij = vij->r_next) { if (min_len > C_len[vij->j]) some = vij, min_len = C_len[vij->j]; /* if Markowitz cost of this element is not greater than (len-1)**2, it can be chosen right now; this heuristic reduces the search and works well in many cases */ if (min_len <= len) { piv = some; goto done; } } /* i-th row has been scanned */ /* the minimal element found is a next pivot candidate */ xassert(some != NULL); ncand++; /* compute its Markowitz cost */ cost = (double)(len - 1) * (double)(min_len - 1); /* choose between the current candidate and this element */ if (cost < best) piv = some, best = cost; /* if piv_lim candidates have been considered, there is a doubt that a much better candidate exists; therefore it is the time to terminate the search */ if (ncand == piv_lim) goto done; } } done: /* bring the pivot v[p,q] to the factorizing routine */ return piv; } /*---------------------------------------------------------------------- // eliminate - perform gaussian elimination. // // This routine performs elementary gaussian transformations in order // to eliminate subdiagonal elements in the k-th column of the matrix // U = P*V*Q using the pivot element u[k,k], where k is the number of // the current elimination step. // // The parameter piv specifies the pivot element v[p,q] = u[k,k]. // // Each time when the routine applies the elementary transformation to // a non-pivot row of the matrix V, it stores the corresponding element // to the matrix F in order to keep the main equality A = F*V. // // The routine assumes that on entry the matrices L = P*F*inv(P) and // U = P*V*Q are the following: // // 1 k 1 k n // 1 1 . . . . . . . . . 1 x x x x x x x x x x // x 1 . . . . . . . . . x x x x x x x x x // x x 1 . . . . . . . . . x x x x x x x x // x x x 1 . . . . . . . . . x x x x x x x // k x x x x 1 . . . . . k . . . . * * * * * * // x x x x _ 1 . . . . . . . . # * * * * * // x x x x _ . 1 . . . . . . . # * * * * * // x x x x _ . . 1 . . . . . . # * * * * * // x x x x _ . . . 1 . . . . . # * * * * * // n x x x x _ . . . . 1 n . . . . # * * * * * // // matrix L matrix U // // where rows and columns of the matrix U with numbers k, k+1, ..., n // form the active submatrix (eliminated elements are marked by '#' and // other elements of the active submatrix are marked by '*'). Note that // each eliminated non-zero element u[i,k] of the matrix U gives the // corresponding element l[i,k] of the matrix L (marked by '_'). // // Actually all operations are performed on the matrix V. Should note // that the row-wise representation corresponds to the matrix V, but the // column-wise representation corresponds to the active submatrix of the // matrix V, i.e. elements of the matrix V, which doesn't belong to the // active submatrix, are missing from the column linked lists. // // Let u[k,k] = v[p,q] be the pivot. In order to eliminate subdiagonal // elements u[i',k] = v[i,q], i' = k+1, k+2, ..., n, the routine applies // the following elementary gaussian transformations: // // (i-th row of V) := (i-th row of V) - f[i,p] * (p-th row of V), // // where f[i,p] = v[i,q] / v[p,q] is a gaussian multiplier. // // Additionally, in order to keep the main equality A = F*V, each time // when the routine applies the transformation to i-th row of the matrix // V, it also adds f[i,p] as a new element to the matrix F. // // IMPORTANT: On entry the working arrays flag and work should contain // zeros. This status is provided by the routine on exit. */ static void eliminate(LUX *lux, LUXWKA *wka, LUXELM *piv, int flag[], mpq_t work[]) { DMP *pool = lux->pool; LUXELM **F_row = lux->F_row; LUXELM **F_col = lux->F_col; mpq_t *V_piv = lux->V_piv; LUXELM **V_row = lux->V_row; LUXELM **V_col = lux->V_col; int *R_len = wka->R_len; int *R_head = wka->R_head; int *R_prev = wka->R_prev; int *R_next = wka->R_next; int *C_len = wka->C_len; int *C_head = wka->C_head; int *C_prev = wka->C_prev; int *C_next = wka->C_next; LUXELM *fip, *vij, *vpj, *viq, *next; mpq_t temp; int i, j, p, q; mpq_init(temp); /* determine row and column indices of the pivot v[p,q] */ xassert(piv != NULL); p = piv->i, q = piv->j; /* remove p-th (pivot) row from the active set; it will never return there */ if (R_prev[p] == 0) R_head[R_len[p]] = R_next[p]; else R_next[R_prev[p]] = R_next[p]; if (R_next[p] == 0) ; else R_prev[R_next[p]] = R_prev[p]; /* remove q-th (pivot) column from the active set; it will never return there */ if (C_prev[q] == 0) C_head[C_len[q]] = C_next[q]; else C_next[C_prev[q]] = C_next[q]; if (C_next[q] == 0) ; else C_prev[C_next[q]] = C_prev[q]; /* store the pivot value in a separate array */ mpq_set(V_piv[p], piv->val); /* remove the pivot from p-th row */ if (piv->r_prev == NULL) V_row[p] = piv->r_next; else piv->r_prev->r_next = piv->r_next; if (piv->r_next == NULL) ; else piv->r_next->r_prev = piv->r_prev; R_len[p]--; /* remove the pivot from q-th column */ if (piv->c_prev == NULL) V_col[q] = piv->c_next; else piv->c_prev->c_next = piv->c_next; if (piv->c_next == NULL) ; else piv->c_next->c_prev = piv->c_prev; C_len[q]--; /* free the space occupied by the pivot */ mpq_clear(piv->val); dmp_free_atom(pool, piv, sizeof(LUXELM)); /* walk through p-th (pivot) row, which already does not contain the pivot v[p,q], and do the following... */ for (vpj = V_row[p]; vpj != NULL; vpj = vpj->r_next) { /* get column index of v[p,j] */ j = vpj->j; /* store v[p,j] in the working array */ flag[j] = 1; mpq_set(work[j], vpj->val); /* remove j-th column from the active set; it will return there later with a new length */ if (C_prev[j] == 0) C_head[C_len[j]] = C_next[j]; else C_next[C_prev[j]] = C_next[j]; if (C_next[j] == 0) ; else C_prev[C_next[j]] = C_prev[j]; /* v[p,j] leaves the active submatrix, so remove it from j-th column; however, v[p,j] is kept in p-th row */ if (vpj->c_prev == NULL) V_col[j] = vpj->c_next; else vpj->c_prev->c_next = vpj->c_next; if (vpj->c_next == NULL) ; else vpj->c_next->c_prev = vpj->c_prev; C_len[j]--; } /* now walk through q-th (pivot) column, which already does not contain the pivot v[p,q], and perform gaussian elimination */ while (V_col[q] != NULL) { /* element v[i,q] has to be eliminated */ viq = V_col[q]; /* get row index of v[i,q] */ i = viq->i; /* remove i-th row from the active set; later it will return there with a new length */ if (R_prev[i] == 0) R_head[R_len[i]] = R_next[i]; else R_next[R_prev[i]] = R_next[i]; if (R_next[i] == 0) ; else R_prev[R_next[i]] = R_prev[i]; /* compute gaussian multiplier f[i,p] = v[i,q] / v[p,q] and store it in the matrix F */ fip = dmp_get_atom(pool, sizeof(LUXELM)); fip->i = i, fip->j = p; mpq_init(fip->val); mpq_div(fip->val, viq->val, V_piv[p]); fip->r_prev = NULL; fip->r_next = F_row[i]; fip->c_prev = NULL; fip->c_next = F_col[p]; if (fip->r_next != NULL) fip->r_next->r_prev = fip; if (fip->c_next != NULL) fip->c_next->c_prev = fip; F_row[i] = F_col[p] = fip; /* v[i,q] has to be eliminated, so remove it from i-th row */ if (viq->r_prev == NULL) V_row[i] = viq->r_next; else viq->r_prev->r_next = viq->r_next; if (viq->r_next == NULL) ; else viq->r_next->r_prev = viq->r_prev; R_len[i]--; /* and also from q-th column */ V_col[q] = viq->c_next; C_len[q]--; /* free the space occupied by v[i,q] */ mpq_clear(viq->val); dmp_free_atom(pool, viq, sizeof(LUXELM)); /* perform gaussian transformation: (i-th row) := (i-th row) - f[i,p] * (p-th row) note that now p-th row, which is in the working array, does not contain the pivot v[p,q], and i-th row does not contain the element v[i,q] to be eliminated */ /* walk through i-th row and transform existing non-zero elements */ for (vij = V_row[i]; vij != NULL; vij = next) { next = vij->r_next; /* get column index of v[i,j] */ j = vij->j; /* v[i,j] := v[i,j] - f[i,p] * v[p,j] */ if (flag[j]) { /* v[p,j] != 0 */ flag[j] = 0; mpq_mul(temp, fip->val, work[j]); mpq_sub(vij->val, vij->val, temp); if (mpq_sgn(vij->val) == 0) { /* new v[i,j] is zero, so remove it from the active submatrix */ /* remove v[i,j] from i-th row */ if (vij->r_prev == NULL) V_row[i] = vij->r_next; else vij->r_prev->r_next = vij->r_next; if (vij->r_next == NULL) ; else vij->r_next->r_prev = vij->r_prev; R_len[i]--; /* remove v[i,j] from j-th column */ if (vij->c_prev == NULL) V_col[j] = vij->c_next; else vij->c_prev->c_next = vij->c_next; if (vij->c_next == NULL) ; else vij->c_next->c_prev = vij->c_prev; C_len[j]--; /* free the space occupied by v[i,j] */ mpq_clear(vij->val); dmp_free_atom(pool, vij, sizeof(LUXELM)); } } } /* now flag is the pattern of the set v[p,*] \ v[i,*] */ /* walk through p-th (pivot) row and create new elements in i-th row, which appear due to fill-in */ for (vpj = V_row[p]; vpj != NULL; vpj = vpj->r_next) { j = vpj->j; if (flag[j]) { /* create new non-zero v[i,j] = 0 - f[i,p] * v[p,j] and add it to i-th row and j-th column */ vij = dmp_get_atom(pool, sizeof(LUXELM)); vij->i = i, vij->j = j; mpq_init(vij->val); mpq_mul(vij->val, fip->val, work[j]); mpq_neg(vij->val, vij->val); vij->r_prev = NULL; vij->r_next = V_row[i]; vij->c_prev = NULL; vij->c_next = V_col[j]; if (vij->r_next != NULL) vij->r_next->r_prev = vij; if (vij->c_next != NULL) vij->c_next->c_prev = vij; V_row[i] = V_col[j] = vij; R_len[i]++, C_len[j]++; } else { /* there is no fill-in, because v[i,j] already exists in i-th row; restore the flag, which was reset before */ flag[j] = 1; } } /* now i-th row has been completely transformed and can return to the active set with a new length */ R_prev[i] = 0; R_next[i] = R_head[R_len[i]]; if (R_next[i] != 0) R_prev[R_next[i]] = i; R_head[R_len[i]] = i; } /* at this point q-th (pivot) column must be empty */ xassert(C_len[q] == 0); /* walk through p-th (pivot) row again and do the following... */ for (vpj = V_row[p]; vpj != NULL; vpj = vpj->r_next) { /* get column index of v[p,j] */ j = vpj->j; /* erase v[p,j] from the working array */ flag[j] = 0; mpq_set_si(work[j], 0, 1); /* now j-th column has been completely transformed, so it can return to the active list with a new length */ C_prev[j] = 0; C_next[j] = C_head[C_len[j]]; if (C_next[j] != 0) C_prev[C_next[j]] = j; C_head[C_len[j]] = j; } mpq_clear(temp); /* return to the factorizing routine */ return; } /*---------------------------------------------------------------------- // lux_decomp - compute LU-factorization. // // SYNOPSIS // // #include "glplux.h" // int lux_decomp(LUX *lux, int (*col)(void *info, int j, int ind[], // mpq_t val[]), void *info); // // DESCRIPTION // // The routine lux_decomp computes LU-factorization of a given square // matrix A. // // The parameter lux specifies LU-factorization data structure built by // means of the routine lux_create. // // The formal routine col specifies the original matrix A. In order to // obtain j-th column of the matrix A the routine lux_decomp calls the // routine col with the parameter j (1 <= j <= n, where n is the order // of A). In response the routine col should store row indices and // numerical values of non-zero elements of j-th column of A to the // locations ind[1], ..., ind[len] and val[1], ..., val[len], resp., // where len is the number of non-zeros in j-th column, which should be // returned on exit. Neiter zero nor duplicate elements are allowed. // // The parameter info is a transit pointer passed to the formal routine // col; it can be used for various purposes. // // RETURNS // // The routine lux_decomp returns the singularity flag. Zero flag means // that the original matrix A is non-singular while non-zero flag means // that A is (exactly!) singular. // // Note that LU-factorization is valid in both cases, however, in case // of singularity some rows of the matrix V (including pivot elements) // will be empty. // // REPAIRING SINGULAR MATRIX // // If the routine lux_decomp returns non-zero flag, it provides all // necessary information that can be used for "repairing" the matrix A, // where "repairing" means replacing linearly dependent columns of the // matrix A by appropriate columns of the unity matrix. This feature is // needed when the routine lux_decomp is used for reinverting the basis // matrix within the simplex method procedure. // // On exit linearly dependent columns of the matrix U have the numbers // rank+1, rank+2, ..., n, where rank is the exact rank of the matrix A // stored by the routine to the member lux->rank. The correspondence // between columns of A and U is the same as between columns of V and U. // Thus, linearly dependent columns of the matrix A have the numbers // Q_col[rank+1], Q_col[rank+2], ..., Q_col[n], where Q_col is an array // representing the permutation matrix Q in column-like format. It is // understood that each j-th linearly dependent column of the matrix U // should be replaced by the unity vector, where all elements are zero // except the unity diagonal element u[j,j]. On the other hand j-th row // of the matrix U corresponds to the row of the matrix V (and therefore // of the matrix A) with the number P_row[j], where P_row is an array // representing the permutation matrix P in row-like format. Thus, each // j-th linearly dependent column of the matrix U should be replaced by // a column of the unity matrix with the number P_row[j]. // // The code that repairs the matrix A may look like follows: // // for (j = rank+1; j <= n; j++) // { replace column Q_col[j] of the matrix A by column P_row[j] of // the unity matrix; // } // // where rank, P_row, and Q_col are members of the structure LUX. */ int lux_decomp(LUX *lux, int (*col)(void *info, int j, int ind[], mpq_t val[]), void *info) { int n = lux->n; LUXELM **V_row = lux->V_row; LUXELM **V_col = lux->V_col; int *P_row = lux->P_row; int *P_col = lux->P_col; int *Q_row = lux->Q_row; int *Q_col = lux->Q_col; LUXELM *piv, *vij; LUXWKA *wka; int i, j, k, p, q, t, *flag; mpq_t *work; /* allocate working area */ wka = xmalloc(sizeof(LUXWKA)); wka->R_len = xcalloc(1+n, sizeof(int)); wka->R_head = xcalloc(1+n, sizeof(int)); wka->R_prev = xcalloc(1+n, sizeof(int)); wka->R_next = xcalloc(1+n, sizeof(int)); wka->C_len = xcalloc(1+n, sizeof(int)); wka->C_head = xcalloc(1+n, sizeof(int)); wka->C_prev = xcalloc(1+n, sizeof(int)); wka->C_next = xcalloc(1+n, sizeof(int)); /* initialize LU-factorization data structures */ initialize(lux, col, info, wka); /* allocate working arrays */ flag = xcalloc(1+n, sizeof(int)); work = xcalloc(1+n, sizeof(mpq_t)); for (k = 1; k <= n; k++) { flag[k] = 0; mpq_init(work[k]); } /* main elimination loop */ for (k = 1; k <= n; k++) { /* choose a pivot element v[p,q] */ piv = find_pivot(lux, wka); if (piv == NULL) { /* no pivot can be chosen, because the active submatrix is empty */ break; } /* determine row and column indices of the pivot element */ p = piv->i, q = piv->j; /* let v[p,q] correspond to u[i',j']; permute k-th and i'-th rows and k-th and j'-th columns of the matrix U = P*V*Q to move the element u[i',j'] to the position u[k,k] */ i = P_col[p], j = Q_row[q]; xassert(k <= i && i <= n && k <= j && j <= n); /* permute k-th and i-th rows of the matrix U */ t = P_row[k]; P_row[i] = t, P_col[t] = i; P_row[k] = p, P_col[p] = k; /* permute k-th and j-th columns of the matrix U */ t = Q_col[k]; Q_col[j] = t, Q_row[t] = j; Q_col[k] = q, Q_row[q] = k; /* eliminate subdiagonal elements of k-th column of the matrix U = P*V*Q using the pivot element u[k,k] = v[p,q] */ eliminate(lux, wka, piv, flag, work); } /* determine the rank of A (and V) */ lux->rank = k - 1; /* free working arrays */ xfree(flag); for (k = 1; k <= n; k++) mpq_clear(work[k]); xfree(work); /* build column lists of the matrix V using its row lists */ for (j = 1; j <= n; j++) xassert(V_col[j] == NULL); for (i = 1; i <= n; i++) { for (vij = V_row[i]; vij != NULL; vij = vij->r_next) { j = vij->j; vij->c_prev = NULL; vij->c_next = V_col[j]; if (vij->c_next != NULL) vij->c_next->c_prev = vij; V_col[j] = vij; } } /* free working area */ xfree(wka->R_len); xfree(wka->R_head); xfree(wka->R_prev); xfree(wka->R_next); xfree(wka->C_len); xfree(wka->C_head); xfree(wka->C_prev); xfree(wka->C_next); xfree(wka); /* return to the calling program */ return (lux->rank < n); } /*---------------------------------------------------------------------- // lux_f_solve - solve system F*x = b or F'*x = b. // // SYNOPSIS // // #include "glplux.h" // void lux_f_solve(LUX *lux, int tr, mpq_t x[]); // // DESCRIPTION // // The routine lux_f_solve solves either the system F*x = b (if the // flag tr is zero) or the system F'*x = b (if the flag tr is non-zero), // where the matrix F is a component of LU-factorization specified by // the parameter lux, F' is a matrix transposed to F. // // On entry the array x should contain elements of the right-hand side // vector b in locations x[1], ..., x[n], where n is the order of the // matrix F. On exit this array will contain elements of the solution // vector x in the same locations. */ void lux_f_solve(LUX *lux, int tr, mpq_t x[]) { int n = lux->n; LUXELM **F_row = lux->F_row; LUXELM **F_col = lux->F_col; int *P_row = lux->P_row; LUXELM *fik, *fkj; int i, j, k; mpq_t temp; mpq_init(temp); if (!tr) { /* solve the system F*x = b */ for (j = 1; j <= n; j++) { k = P_row[j]; if (mpq_sgn(x[k]) != 0) { for (fik = F_col[k]; fik != NULL; fik = fik->c_next) { mpq_mul(temp, fik->val, x[k]); mpq_sub(x[fik->i], x[fik->i], temp); } } } } else { /* solve the system F'*x = b */ for (i = n; i >= 1; i--) { k = P_row[i]; if (mpq_sgn(x[k]) != 0) { for (fkj = F_row[k]; fkj != NULL; fkj = fkj->r_next) { mpq_mul(temp, fkj->val, x[k]); mpq_sub(x[fkj->j], x[fkj->j], temp); } } } } mpq_clear(temp); return; } /*---------------------------------------------------------------------- // lux_v_solve - solve system V*x = b or V'*x = b. // // SYNOPSIS // // #include "glplux.h" // void lux_v_solve(LUX *lux, int tr, double x[]); // // DESCRIPTION // // The routine lux_v_solve solves either the system V*x = b (if the // flag tr is zero) or the system V'*x = b (if the flag tr is non-zero), // where the matrix V is a component of LU-factorization specified by // the parameter lux, V' is a matrix transposed to V. // // On entry the array x should contain elements of the right-hand side // vector b in locations x[1], ..., x[n], where n is the order of the // matrix V. On exit this array will contain elements of the solution // vector x in the same locations. */ void lux_v_solve(LUX *lux, int tr, mpq_t x[]) { int n = lux->n; mpq_t *V_piv = lux->V_piv; LUXELM **V_row = lux->V_row; LUXELM **V_col = lux->V_col; int *P_row = lux->P_row; int *Q_col = lux->Q_col; LUXELM *vij; int i, j, k; mpq_t *b, temp; b = xcalloc(1+n, sizeof(mpq_t)); for (k = 1; k <= n; k++) mpq_init(b[k]), mpq_set(b[k], x[k]), mpq_set_si(x[k], 0, 1); mpq_init(temp); if (!tr) { /* solve the system V*x = b */ for (k = n; k >= 1; k--) { i = P_row[k], j = Q_col[k]; if (mpq_sgn(b[i]) != 0) { mpq_set(x[j], b[i]); mpq_div(x[j], x[j], V_piv[i]); for (vij = V_col[j]; vij != NULL; vij = vij->c_next) { mpq_mul(temp, vij->val, x[j]); mpq_sub(b[vij->i], b[vij->i], temp); } } } } else { /* solve the system V'*x = b */ for (k = 1; k <= n; k++) { i = P_row[k], j = Q_col[k]; if (mpq_sgn(b[j]) != 0) { mpq_set(x[i], b[j]); mpq_div(x[i], x[i], V_piv[i]); for (vij = V_row[i]; vij != NULL; vij = vij->r_next) { mpq_mul(temp, vij->val, x[i]); mpq_sub(b[vij->j], b[vij->j], temp); } } } } for (k = 1; k <= n; k++) mpq_clear(b[k]); mpq_clear(temp); xfree(b); return; } /*---------------------------------------------------------------------- // lux_solve - solve system A*x = b or A'*x = b. // // SYNOPSIS // // #include "glplux.h" // void lux_solve(LUX *lux, int tr, mpq_t x[]); // // DESCRIPTION // // The routine lux_solve solves either the system A*x = b (if the flag // tr is zero) or the system A'*x = b (if the flag tr is non-zero), // where the parameter lux specifies LU-factorization of the matrix A, // A' is a matrix transposed to A. // // On entry the array x should contain elements of the right-hand side // vector b in locations x[1], ..., x[n], where n is the order of the // matrix A. On exit this array will contain elements of the solution // vector x in the same locations. */ void lux_solve(LUX *lux, int tr, mpq_t x[]) { if (lux->rank < lux->n) xfault("lux_solve: LU-factorization has incomplete rank\n"); if (!tr) { /* A = F*V, therefore inv(A) = inv(V)*inv(F) */ lux_f_solve(lux, 0, x); lux_v_solve(lux, 0, x); } else { /* A' = V'*F', therefore inv(A') = inv(F')*inv(V') */ lux_v_solve(lux, 1, x); lux_f_solve(lux, 1, x); } return; } /*---------------------------------------------------------------------- // lux_delete - delete LU-factorization. // // SYNOPSIS // // #include "glplux.h" // void lux_delete(LUX *lux); // // DESCRIPTION // // The routine lux_delete deletes LU-factorization data structure, // which the parameter lux points to, freeing all the memory allocated // to this object. */ void lux_delete(LUX *lux) { int n = lux->n; LUXELM *fij, *vij; int i; for (i = 1; i <= n; i++) { for (fij = lux->F_row[i]; fij != NULL; fij = fij->r_next) mpq_clear(fij->val); mpq_clear(lux->V_piv[i]); for (vij = lux->V_row[i]; vij != NULL; vij = vij->r_next) mpq_clear(vij->val); } dmp_delete_pool(lux->pool); xfree(lux->F_row); xfree(lux->F_col); xfree(lux->V_piv); xfree(lux->V_row); xfree(lux->V_col); xfree(lux->P_row); xfree(lux->P_col); xfree(lux->Q_row); xfree(lux->Q_col); xfree(lux); return; } /* eof */