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fvn_sparse/UMFPACK/Source/umfpack_get_determinant.c 7.99 KB
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  /* ========================================================================== */
  /* === UMFPACK_get_determinant ============================================== */
  /* ========================================================================== */
  
  /* -------------------------------------------------------------------------- */
  /* UMFPACK Copyright (c) Timothy A. Davis, CISE,                              */
  /* Univ. of Florida.  All Rights Reserved.  See ../Doc/License for License.   */
  /* web: http://www.cise.ufl.edu/research/sparse/umfpack                       */
  /* UMFPACK_get_determinant contributed by David Bateman, Motorola, Paris. */
  /* -------------------------------------------------------------------------- */
  
  /*
      User-callable.  From the LU factors, scale factor, and permutation vectors
      held in the Numeric object, calculates the determinant of the matrix A.
      See umfpack_get_determinant.h for a more detailed description.
  
      Dynamic memory usage:  calls UMF_malloc once, for a total space of
      n integers, and then frees all of it via UMF_free when done.
  
      Contributed by David Bateman, Motorola, Nov. 2004.
      Modified for V4.4, Jan. 2005.
  */
  
  #include "umf_internal.h"
  #include "umf_valid_numeric.h"
  #include "umf_malloc.h"
  #include "umf_free.h"
  
  /* ========================================================================== */
  /* === rescale_determinant ================================================== */
  /* ========================================================================== */
  
  /* If the mantissa is too big or too small, rescale it and change exponent */
  
  PRIVATE Int rescale_determinant
  (
      Entry *d_mantissa,
      double *d_exponent
  )
  {
      double d_abs ;
  
      ABS (d_abs, *d_mantissa) ;
  
      if (SCALAR_IS_ZERO (d_abs))
      {
  	/* the determinant is zero */
  	*d_exponent = 0 ;
  	return (FALSE) ;
      }
  
      if (SCALAR_IS_NAN (d_abs))
      {
  	/* the determinant is NaN */
  	return (FALSE) ;
      }
  
      while (d_abs < 1.)
      {
  	SCALE (*d_mantissa, 10.0) ;
  	*d_exponent = *d_exponent - 1.0 ;
  	ABS (d_abs, *d_mantissa) ;
      }
  
      while (d_abs >= 10.)
      {
  	SCALE (*d_mantissa, 0.1) ;
  	*d_exponent = *d_exponent + 1.0 ;
  	ABS (d_abs, *d_mantissa) ;
      }
  
      return (TRUE) ;
  }
  
  /* ========================================================================== */
  /* === UMFPACK_get_determinant ============================================== */
  /* ========================================================================== */
  
  GLOBAL Int UMFPACK_get_determinant
  (
      double *Mx,
  #ifdef COMPLEX
      double *Mz,
  #endif
      double *Ex,
      void *NumericHandle,
      double User_Info [UMFPACK_INFO]
  )
  {
      /* ---------------------------------------------------------------------- */
      /* local variables */
      /* ---------------------------------------------------------------------- */
  
      Entry d_mantissa, d_tmp ;
      double d_exponent, Info2 [UMFPACK_INFO], one [2] = {1.0, 0.0}, d_sign ;
      Entry *D ;
      double *Info, *Rs ;
      NumericType *Numeric ;
      Int i, n, itmp, npiv, *Wi, *Rperm, *Cperm, do_scale ;
  
  #ifndef NRECIPROCAL
      Int do_recip ;
  #endif
  
      /* ---------------------------------------------------------------------- */
      /* check input parameters */
      /* ---------------------------------------------------------------------- */
  
      if (User_Info != (double *) NULL)
      {
  	/* return Info in user's array */
  	Info = User_Info ;
      }
      else
      {
  	/* no Info array passed - use local one instead */
  	Info = Info2 ;
  	for (i = 0 ; i < UMFPACK_INFO ; i++)
  	{
  	    Info [i] = EMPTY ;
  	}
      }
  
      Info [UMFPACK_STATUS] = UMFPACK_OK ;
  
      Numeric = (NumericType *) NumericHandle ;
      if (!UMF_valid_numeric (Numeric))
      {
  	Info [UMFPACK_STATUS] = UMFPACK_ERROR_invalid_Numeric_object ;
  	return (UMFPACK_ERROR_invalid_Numeric_object) ;
      }
  
      if (Numeric->n_row != Numeric->n_col)
      {
  	/* only square systems can be handled */
  	Info [UMFPACK_STATUS] = UMFPACK_ERROR_invalid_system ;
  	return (UMFPACK_ERROR_invalid_system) ;
      }
  
      if (Mx == (double *) NULL)
      {
  	Info [UMFPACK_STATUS] = UMFPACK_ERROR_argument_missing ;
  	return (UMFPACK_ERROR_argument_missing) ;
      }
  
      n = Numeric->n_row ;
  
      /* ---------------------------------------------------------------------- */
      /* allocate workspace */
      /* ---------------------------------------------------------------------- */
  
      Wi = (Int *) UMF_malloc (n, sizeof (Int)) ;
  
      if (!Wi)
      {
  	DEBUGm4 (("out of memory: get determinant
  ")) ;
  	Info [UMFPACK_STATUS] = UMFPACK_ERROR_out_of_memory ;
  	return (UMFPACK_ERROR_out_of_memory) ;
      }
  
      /* ---------------------------------------------------------------------- */
      /* compute the determinant */
      /* ---------------------------------------------------------------------- */
  
      Rs = Numeric->Rs ;		/* row scale factors */
      do_scale = (Rs != (double *) NULL) ;
  
  #ifndef NRECIPROCAL
      do_recip = Numeric->do_recip ;
  #endif
  
      d_mantissa = ((Entry *) one) [0] ;
      d_exponent = 0.0 ;
      D = Numeric->D ;
  
      /* compute product of diagonal entries of U */
      for (i = 0 ; i < n ; i++)
      {
  	MULT (d_tmp, d_mantissa, D [i]) ;
  	d_mantissa = d_tmp ;
  
  	if (!rescale_determinant (&d_mantissa, &d_exponent))
  	{
  	    /* the determinant is zero or NaN */
  	    Info [UMFPACK_STATUS] = UMFPACK_WARNING_singular_matrix ;
  	    /* no need to compute the determinant of R */
  	    do_scale = FALSE ;
  	    break ;
  	}
      }
  
      /* compute product of diagonal entries of R (or its inverse) */
      if (do_scale)
      {
  	for (i = 0 ; i < n ; i++)
  	{
  #ifndef NRECIPROCAL
  	    if (do_recip)
  	    {
  		/* compute determinant of R inverse */
  		SCALE_DIV (d_mantissa, Rs [i]) ;
  	    }
  	    else
  #endif
  	    {
  		/* compute determinant of R */
  		SCALE (d_mantissa, Rs [i]) ;
  	    }
  	    if (!rescale_determinant (&d_mantissa, &d_exponent))
  	    {
  		/* the determinant is zero or NaN.  This is very unlikey to
  		 * occur here, since the scale factors for a tiny or zero row
  		 * are set to 1. */
  		Info [UMFPACK_STATUS] = UMFPACK_WARNING_singular_matrix ;
  		break ;
  	    }
  	}
      }
  
      /* ---------------------------------------------------------------------- */
      /* determine if P and Q are odd or even permutations */
      /* ---------------------------------------------------------------------- */
  
      npiv = 0 ;
      Rperm = Numeric->Rperm ;
  
      for (i = 0 ; i < n ; i++)
      {
  	Wi [i] = Rperm [i] ;
      }
  
      for (i = 0 ; i < n ; i++)
      {
  	while (Wi [i] != i)
  	{
  	    itmp = Wi [Wi [i]] ;
  	    Wi [Wi [i]] = Wi [i] ;
  	    Wi [i] = itmp ;
  	    npiv++ ;
  	}
      }
  
      Cperm = Numeric->Cperm ;
  
      for (i = 0 ; i < n ; i++)
      {
  	Wi [i] = Cperm [i] ;
      }
  
      for (i = 0 ; i < n ; i++)
      {
  	while (Wi [i] != i)
  	{
  	    itmp = Wi [Wi [i]] ;
  	    Wi [Wi [i]] = Wi [i] ;
  	    Wi [i] = itmp ;
  	    npiv++ ;
  	}
      }
  
      /* if npiv is odd, the sign is -1.  if it is even, the sign is +1 */
      d_sign = (npiv % 2) ? -1. : 1. ;
  
      /* ---------------------------------------------------------------------- */
      /* free workspace */
      /* ---------------------------------------------------------------------- */
  
      (void) UMF_free ((void *) Wi) ;
  
      /* ---------------------------------------------------------------------- */
      /* compute the magnitude and exponent of the determinant */
      /* ---------------------------------------------------------------------- */
  
      if (Ex == (double *) NULL)
      {
  	/* Ex is not provided, so return the entire determinant in d_mantissa */
  	SCALE (d_mantissa, pow (10.0, d_exponent)) ;
      }
      else
      {
  	Ex [0] = d_exponent ;
      }
  
      Mx [0] = d_sign * REAL_COMPONENT (d_mantissa) ;
  
  #ifdef COMPLEX
      if (SPLIT (Mz))
      {
  	Mz [0] = d_sign * IMAG_COMPONENT (d_mantissa) ;
      }
      else
      {
  	Mx [1] = d_sign * IMAG_COMPONENT (d_mantissa) ;
      }
  #endif
  
      /* determine if the determinant has (or will) overflow or underflow */
      if (d_exponent + 1.0 > log10 (DBL_MAX))
      {
  	Info [UMFPACK_STATUS] = UMFPACK_WARNING_determinant_overflow ;
      }
      else if (d_exponent - 1.0 < log10 (DBL_MIN))
      {
  	Info [UMFPACK_STATUS] = UMFPACK_WARNING_determinant_underflow ;
      }
  
      return (UMFPACK_OK) ;
  }