SparseLU_pivotL.h
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1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
5 //
6 // This Source Code Form is subject to the terms of the Mozilla
7 // Public License v. 2.0. If a copy of the MPL was not distributed
8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9 
10 /*
11 
12  * NOTE: This file is the modified version of xpivotL.c file in SuperLU
13 
14  * -- SuperLU routine (version 3.0) --
15  * Univ. of California Berkeley, Xerox Palo Alto Research Center,
16  * and Lawrence Berkeley National Lab.
17  * October 15, 2003
18  *
19  * Copyright (c) 1994 by Xerox Corporation. All rights reserved.
20  *
21  * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
22  * EXPRESSED OR IMPLIED. ANY USE IS AT YOUR OWN RISK.
23  *
24  * Permission is hereby granted to use or copy this program for any
25  * purpose, provided the above notices are retained on all copies.
26  * Permission to modify the code and to distribute modified code is
27  * granted, provided the above notices are retained, and a notice that
28  * the code was modified is included with the above copyright notice.
29  */
30 #ifndef SPARSELU_PIVOTL_H
31 #define SPARSELU_PIVOTL_H
32 
33 namespace Eigen {
34 namespace internal {
35 
59 template <typename Scalar, typename Index>
60 Index SparseLUImpl<Scalar,Index>::pivotL(const Index jcol, const RealScalar& diagpivotthresh, IndexVector& perm_r, IndexVector& iperm_c, Index& pivrow, GlobalLU_t& glu)
61 {
62 
63  Index fsupc = (glu.xsup)((glu.supno)(jcol)); // First column in the supernode containing the column jcol
64  Index nsupc = jcol - fsupc; // Number of columns in the supernode portion, excluding jcol; nsupc >=0
65  Index lptr = glu.xlsub(fsupc); // pointer to the starting location of the row subscripts for this supernode portion
66  Index nsupr = glu.xlsub(fsupc+1) - lptr; // Number of rows in the supernode
67  Index lda = glu.xlusup(fsupc+1) - glu.xlusup(fsupc); // leading dimension
68  Scalar* lu_sup_ptr = &(glu.lusup.data()[glu.xlusup(fsupc)]); // Start of the current supernode
69  Scalar* lu_col_ptr = &(glu.lusup.data()[glu.xlusup(jcol)]); // Start of jcol in the supernode
70  Index* lsub_ptr = &(glu.lsub.data()[lptr]); // Start of row indices of the supernode
71 
72  // Determine the largest abs numerical value for partial pivoting
73  Index diagind = iperm_c(jcol); // diagonal index
74  RealScalar pivmax = 0.0;
75  Index pivptr = nsupc;
76  Index diag = emptyIdxLU;
77  RealScalar rtemp;
78  Index isub, icol, itemp, k;
79  for (isub = nsupc; isub < nsupr; ++isub) {
80  rtemp = std::abs(lu_col_ptr[isub]);
81  if (rtemp > pivmax) {
82  pivmax = rtemp;
83  pivptr = isub;
84  }
85  if (lsub_ptr[isub] == diagind) diag = isub;
86  }
87 
88  // Test for singularity
89  if ( pivmax == 0.0 ) {
90  pivrow = lsub_ptr[pivptr];
91  perm_r(pivrow) = jcol;
92  return (jcol+1);
93  }
94 
95  RealScalar thresh = diagpivotthresh * pivmax;
96 
97  // Choose appropriate pivotal element
98 
99  {
100  // Test if the diagonal element can be used as a pivot (given the threshold value)
101  if (diag >= 0 )
102  {
103  // Diagonal element exists
104  rtemp = std::abs(lu_col_ptr[diag]);
105  if (rtemp != 0.0 && rtemp >= thresh) pivptr = diag;
106  }
107  pivrow = lsub_ptr[pivptr];
108  }
109 
110  // Record pivot row
111  perm_r(pivrow) = jcol;
112  // Interchange row subscripts
113  if (pivptr != nsupc )
114  {
115  std::swap( lsub_ptr[pivptr], lsub_ptr[nsupc] );
116  // Interchange numerical values as well, for the two rows in the whole snode
117  // such that L is indexed the same way as A
118  for (icol = 0; icol <= nsupc; icol++)
119  {
120  itemp = pivptr + icol * lda;
121  std::swap(lu_sup_ptr[itemp], lu_sup_ptr[nsupc + icol * lda]);
122  }
123  }
124  // cdiv operations
125  Scalar temp = Scalar(1.0) / lu_col_ptr[nsupc];
126  for (k = nsupc+1; k < nsupr; k++)
127  lu_col_ptr[k] *= temp;
128  return 0;
129 }
130 
131 } // end namespace internal
132 } // end namespace Eigen
133 
134 #endif // SPARSELU_PIVOTL_H
iterative scaling algorithm to equilibrate rows and column norms in matrices
Definition: matrix.hpp:471
EIGEN_STRONG_INLINE const CwiseUnaryOp< internal::scalar_abs_op< Scalar >, const Derived > abs() const
Index pivotL(const Index jcol, const RealScalar &diagpivotthresh, IndexVector &perm_r, IndexVector &iperm_c, Index &pivrow, GlobalLU_t &glu)
Performs the numerical pivotin on the current column of L, and the CDIV operation.
ScalarVector::RealScalar RealScalar
Definition: SparseLUImpl.h:25


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Mon Jun 10 2019 12:35:08