-
Notifications
You must be signed in to change notification settings - Fork 0
/
lusol8a.c
269 lines (259 loc) · 10.6 KB
/
lusol8a.c
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
/* ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
File lusol8a
lu8rpc
Sparse LU update: Replace Column
LUSOL's sparse implementation of the Bartels-Golub update.
01 May 2002: Derived from LUSOL's original lu8a.f file.
01 May 2002: Current version of lusol8a.f.
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ */
/* ==================================================================
lu8rpc updates the LU factorization A = L*U when column jrep
is replaced by some vector a(new).
lu8rpc is an implementation of the Bartels-Golub update,
designed for the case where A is rectangular and/or singular.
L is a product of stabilized eliminations (m x m, nonsingular).
P U Q is upper trapezoidal (m x n, rank nrank).
If mode1 = 0, the old column is taken to be zero
(so it does not have to be removed from U).
If mode1 = 1, the old column need not have been zero.
If mode2 = 0, the new column is taken to be zero.
v(*) is not used or altered.
If mode2 = 1, v(*) must contain the new column a(new).
On exit, v(*) will satisfy L*v = a(new).
If mode2 = 2, v(*) must satisfy L*v = a(new).
The array w(*) is not used or altered.
On entry, all elements of locc are assumed to be zero.
On a successful exit (inform ne 7), this will again be true.
On exit:
inform = -1 if the rank of U decreased by 1.
inform = 0 if the rank of U stayed the same.
inform = 1 if the rank of U increased by 1.
inform = 2 if the update seemed to be unstable
(diag much bigger than vnorm).
inform = 7 if the update was not completed (lack of storage).
inform = 8 if jrep is not between 1 and n.
------------------------------------------------------------------
-- Jan 1985: Original F66 version.
-- Jul 1987: Modified to maintain U in trapezoidal form.
10 May 1988: First f77 version.
16 Oct 2000: Added test for instability (inform = 2).
================================================================== */
void LU8RPC(LUSOLrec *LUSOL, int MODE1, int MODE2,
int JREP, REAL V[], REAL W[],
int *INFORM, REAL *DIAG, REAL *VNORM)
{
MYBOOL SINGLR;
int LPRINT, NRANK, LENL, LENU, LROW, NRANK0, KREP, KLAST, IW, L1, J1, JSING;
REAL UTOL1, UTOL2;
LPRINT = LUSOL->luparm[LUSOL_IP_PRINTLEVEL];
NRANK = LUSOL->luparm[LUSOL_IP_RANK_U];
LENL = LUSOL->luparm[LUSOL_IP_NONZEROS_L];
LENU = LUSOL->luparm[LUSOL_IP_NONZEROS_U];
LROW = LUSOL->luparm[LUSOL_IP_NONZEROS_ROW];
UTOL1 = LUSOL->parmlu[LUSOL_RP_SMALLDIAG_U];
UTOL2 = LUSOL->parmlu[LUSOL_RP_EPSDIAG_U];
NRANK0 = NRANK;
*DIAG = ZERO;
*VNORM = ZERO;
if(JREP<1)
goto x980;
if(JREP>LUSOL->n)
goto x980;
/* ------------------------------------------------------------------
If mode1 = 0, there are no elements to be removed from U
but we still have to set krep (using a backward loop).
Otherwise, use lu7zap to remove column jrep from U
and set krep at the same time.
------------------------------------------------------------------ */
if(MODE1==LUSOL_UPDATE_OLDEMPTY) {
KREP = LUSOL->n+1;
x10:
KREP--;
if(LUSOL->iq[KREP]!=JREP)
goto x10;
}
else
LU7ZAP(LUSOL, JREP,&KREP,&LENU,&LROW,NRANK);
/* ------------------------------------------------------------------
Insert a new column of u and find klast.
------------------------------------------------------------------ */
if(MODE2==LUSOL_UPDATE_NEWEMPTY) {
KLAST = 0;
}
else {
if(MODE2==LUSOL_UPDATE_NEWNONEMPTY) {
/* Transform v = a(new) to satisfy L*v = a(new). */
LU6SOL(LUSOL, LUSOL_SOLVE_Lv_v, V,W, NULL, INFORM);
}
else if(V==NULL)
/* Otherwise, the V vector is taken to satisfy this already, or stored earlier. */
V=LUSOL->vLU6L;
/* Insert into U any nonzeros in the top of v.
row ip(klast) will contain the last nonzero in pivotal order.
Note that klast will be in the range ( 0, nrank ). */
LU7ADD(LUSOL, JREP,V,LENL,&LENU,&LROW,NRANK,INFORM,&KLAST,VNORM);
if(*INFORM==LUSOL_INFORM_ANEEDMEM)
goto x970;
}
/* ------------------------------------------------------------------
In general, the new column causes U to look like this:
krep n krep n
....a......... ..........a...
. a . . a .
. a . . a .
.a . . a .
P U Q = a . or . a .
b. . . a .
b . . . a .
b . . . a .
b ...... ..a... nrank
c c
c c
c c m
klast points to the last nonzero "a" or "b".
klast = 0 means all "a" and "b" entries are zero.
------------------------------------------------------------------ */
if(MODE2==LUSOL_UPDATE_NEWEMPTY) {
if(KREP>NRANK)
goto x900;
}
else if(NRANK<LUSOL->m) {
/* Eliminate any "c"s (in either case).
Row nrank + 1 may end up containing one nonzero. */
LU7ELM(LUSOL, JREP,V,&LENL,&LROW,NRANK,INFORM,DIAG);
if(*INFORM==LUSOL_INFORM_ANEEDMEM)
goto x970;
if(*INFORM==LUSOL_INFORM_LUSINGULAR) {
/* The nonzero is apparently significant.
Increase nrank by 1 and make klast point to the bottom. */
NRANK++;
KLAST = NRANK;
}
}
if(NRANK<LUSOL->n) {
/* The column rank is low.
In the first case, we want the new column to end up in
position nrank, so the trapezoidal columns will have a chance
later on (in lu7rnk) to pivot in that position.
Otherwise the new column is not part of the triangle. We
swap it into position nrank so we can judge it for singularity.
lu7rnk might choose some other trapezoidal column later. */
if(KREP<NRANK)
KLAST = NRANK;
else {
LUSOL->iq[KREP] = LUSOL->iq[NRANK];
LUSOL->iq[NRANK] = JREP;
KREP = NRANK;
}
}
/* ------------------------------------------------------------------
If krep .lt. klast, there are some "b"s to eliminate:
krep
....a.........
. a .
. a .
.a .
P U Q = a . krep
b. .
b . .
b . .
b ...... nrank
If krep .eq. klast, there are no "b"s, but the last "a" still
has to be moved to the front of row krep (by lu7for).
------------------------------------------------------------------ */
if(KREP<=KLAST) {
/* Perform a cyclic permutation on the current pivotal order,
and eliminate the resulting row spike. krep becomes klast.
The final diagonal (if any) will be correctly positioned at
the front of the new krep-th row. nrank stays the same. */
LU7CYC(LUSOL, KREP,KLAST,LUSOL->ip);
LU7CYC(LUSOL, KREP,KLAST,LUSOL->iq);
LU7FOR(LUSOL, KREP,KLAST,&LENL,&LENU,&LROW,INFORM,DIAG);
if(*INFORM==LUSOL_INFORM_ANEEDMEM)
goto x970;
KREP = KLAST;
/* Test for instability (diag much bigger than vnorm). */
SINGLR = (MYBOOL) ((*VNORM)<UTOL2*fabs(*DIAG));
if(SINGLR)
goto x920;
}
/* ------------------------------------------------------------------
Test for singularity in column krep (where krep .le. nrank).
------------------------------------------------------------------ */
*DIAG = ZERO;
IW = LUSOL->ip[KREP];
SINGLR = (MYBOOL) (LUSOL->lenr[IW]==0);
if(!SINGLR) {
L1 = LUSOL->locr[IW];
J1 = LUSOL->indr[L1];
SINGLR = (MYBOOL) (J1!=JREP);
if(!SINGLR) {
*DIAG = LUSOL->a[L1];
SINGLR = (MYBOOL) (fabs(*DIAG)<=UTOL1 || fabs(*DIAG)<=UTOL2*(*VNORM));
}
}
if(SINGLR && KREP<NRANK) {
/* Perform cyclic permutations to move column jrep to the end.
Move the corresponding row to position nrank
then eliminate the resulting row spike. */
LU7CYC(LUSOL, KREP,NRANK,LUSOL->ip);
LU7CYC(LUSOL, KREP,LUSOL->n,LUSOL->iq);
LU7FOR(LUSOL, KREP,NRANK,&LENL,&LENU,&LROW,INFORM,DIAG);
if(*INFORM==LUSOL_INFORM_ANEEDMEM)
goto x970;
}
/* Find the best column to be in position nrank.
If singlr, it can't be the new column, jrep.
If nothing satisfactory exists, nrank will be decreased. */
if(SINGLR || NRANK<LUSOL->n) {
JSING = 0;
if(SINGLR)
JSING = JREP;
LU7RNK(LUSOL, JSING,&LENU,&LROW,&NRANK,INFORM,DIAG);
}
/* ------------------------------------------------------------------
Set inform for exit.
------------------------------------------------------------------ */
x900:
if(NRANK==NRANK0)
*INFORM = LUSOL_INFORM_LUSUCCESS;
else if(NRANK<NRANK0) {
*INFORM = LUSOL_INFORM_RANKLOSS;
if(NRANK0==LUSOL->n) {
if(LPRINT>=LUSOL_MSG_SINGULARITY)
LUSOL_report(LUSOL, 0, "lu8rpc warning...\nSingularity after replacing column. jrep=%8d diag=%g\n",
JREP,DIAG);
}
}
else
*INFORM = LUSOL_INFORM_LUSINGULAR;
goto x990;
/* Instability. */
x920:
*INFORM = LUSOL_INFORM_LUUNSTABLE;
if(LPRINT>=LUSOL_MSG_SINGULARITY)
LUSOL_report(LUSOL, 0, "lu8rpc warning...\nInstability after replacing column. jrep=%8d diag=%g\n",
JREP,DIAG);
goto x990;
/* Not enough storage. */
x970:
*INFORM = LUSOL_INFORM_ANEEDMEM;
if(LPRINT>=LUSOL_MSG_SINGULARITY)
LUSOL_report(LUSOL, 0, "lu8rpc error...\nInsufficient memory. lena=%8d\n",
LUSOL->lena);
goto x990;
/* jrep is out of range. */
x980:
*INFORM = LUSOL_INFORM_FATALERR;
if(LPRINT>=LUSOL_MSG_SINGULARITY)
LUSOL_report(LUSOL, 0, "lu8rpc error...\njrep is out of range. m=%8d n=%8d jrep=%8d\n",
LUSOL->m,LUSOL->n,JREP);
/* Exit. */
x990:
LUSOL->luparm[LUSOL_IP_INFORM] = *INFORM;
LUSOL->luparm[LUSOL_IP_UPDATECOUNT]++;
LUSOL->luparm[LUSOL_IP_RANK_U] = NRANK;
LUSOL->luparm[LUSOL_IP_NONZEROS_L] = LENL;
LUSOL->luparm[LUSOL_IP_NONZEROS_U] = LENU;
LUSOL->luparm[LUSOL_IP_NONZEROS_ROW] = LROW;
}