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fvn_sparse/UMFPACK/Demo/umf4.c 16.9 KB
422234dc3   daniau   git-svn-id: https...
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  /* ========================================================================== */
  /* === umf4 ================================================================= */
  /* ========================================================================== */
  
  /* -------------------------------------------------------------------------- */
  /* 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                       */
  /* -------------------------------------------------------------------------- */
  
  /* Demo program for UMFPACK.  Reads in a triplet-form matrix in the
   * directory tmp/A, whose size and # of nonzeros are in the file tmp/Asize.
   * Then calls UMFPACK to analyze, factor, and solve the system.
   *
   * Syntax:
   *
   *	umf4		default "auto" strategy, 1-norm row scaling
   *	umf4 a		default "auto" strategy, 1-norm row scaling
   *	umf4 u		unsymmetric strategy, 1-norm row scaling
   *	umf4 s		symmetric strategy, 1-norm row scaling
   *	umf4 2		2-by-2 strategy, maxnorm row scaling
   *	umf4 A		default "auto" strategy, maxnorm row scaling
   *	umf4 U		unsymmetric strategy, maxnorm row scaling
   *	umf4 S		symmetric strategy, maxnorm row scaling
   *	umf4 T		2-by-2 strategy , maxnorm row scaling
   *
   * To test a matrix in the Harwell/Boeing format, do the following:
   *
   *	readhb < HB/arc130.rua > tmp/A
   *	readhb_size < HB/arc130.rua > tmp/Asize
   *	umf4
   *
   * The above options do not drop any nonzero entry in L or U.  To compute an
   * incomplete factorization, you can add a second argument to give the drop
   * tolerance.  Entries less than or equal to the drop tolerance are then
   * removed from L and U during factorization, unless dropping those entries
   * does not save any memory space.  For example:
   *
   *	umf4 a 1e-6	default "auto" strategy, 1-norm row scaling,
   *			drop tolerance of 1e-6.
   *
   * Note that adding a drop tolerance can lead to an apparent (but not real)
   * increase in peak memory usage.  This is illustrated in the arc130.rua
   * matrix.  With a drop tolerance, garbage collection happens to be avoided
   * for this matrix.  During garbage collection, both internal and external
   * fragmentation in the memory space is removed.  Peak memory usage includes
   * all internal memory fragmentation, even though this can be removed via
   * garbage collection.
   *
   * Control parameters can also be set in the optional tmp/control.umf4 file.
   * The right-hand-side can be provided in the optional tmp/b file.  The solution
   * is written to tmp/x, and the output statistics are written to tmp/info.umf4.
   *
   * After the matrix is factorized, solved, and the LU factors deallocated,
   * this program then test the AMD ordering routine.  This call to AMD is NOT
   * part of the UMFPACK analysis, factorize, or solve steps.  It is just a
   * separate test of the AMD ordering routine.  If the matrix is unsymmetric,
   * AMD orders the pattern of A+A'.
   */
  
  #include <stdio.h>
  #include <stdlib.h>
  #include <math.h>
  #include "umfpack.h"
  #include "amd.h"
  
  #define SMAX 256
  #define ABS(x) ((x) >= 0 ? (x) : -(x))
  #define MAX(a,b) (((a) > (b)) ? (a) : (b))
  
  #define XTRUE(i,n) (1.0 + ((double) i) / ((double) n))
  
  #ifndef FALSE
  #define FALSE 0
  #endif
  
  #ifndef TRUE
  #define TRUE 1
  #endif
  
  /* -------------------------------------------------------------------------- */
  /* err: compute the relative error, ||x-xtrue||/||xtrue|| */
  /* -------------------------------------------------------------------------- */
  
  static double err
  (
      int n,
      double x [ ]
  )
  {
      int i  ;
      double enorm, e, abse, absxtrue, xnorm ;
      enorm = 0 ;
      xnorm = 0 ;
  
      for (i = 0 ; i < n ; i++)
      {
  	if (isnan (x [i]))
  	{
  	    enorm = x [i] ;
  	    break ;
  	}
  	e = x [i] - XTRUE (i,n) ;
  	abse = ABS (e) ;
  	enorm = MAX (enorm, abse) ;
      }
  
      for (i = 0 ; i < n ; i++)
      {
  	/* XTRUE is positive, but do this in case XTRUE is redefined */
  	absxtrue = ABS (XTRUE (i,n)) ;
  	xnorm = MAX (xnorm, absxtrue) ;
      }
  
      if (xnorm == 0)
      {
  	xnorm = 1 ;
      }
      return (enorm / xnorm) ;
  }
  
  
  /* -------------------------------------------------------------------------- */
  /* resid: compute the relative residual, ||Ax-b||/||b|| or ||A'x-b||/||b|| */
  /* -------------------------------------------------------------------------- */
  
  static double resid
  (
      int n,
      int Ap [ ],
      int Ai [ ],
      double Ax [ ],
      double x [ ],
      double r [ ],
      double b [ ],
      int transpose
  )
  {
      int i, j, p ;
      double rnorm, absr, absb, bnorm ;
      for (i = 0 ; i < n ; i++)
      {
  	r [i] = 0 ;
      }
  
      if (transpose)
      {
  	for (j = 0 ; j < n ; j++)
  	{
  	    for (p = Ap [j] ; p < Ap [j+1] ; p++)
  	    {
  		i = Ai [p] ;
  		r [j] += Ax [p] * x [i] ;
  	    }
  	}
      }
      else
      {
  	for (j = 0 ; j < n ; j++)
  	{
  	    for (p = Ap [j] ; p < Ap [j+1] ; p++)
  	    {
  		i = Ai [p] ;
  		r [i] += Ax [p] * x [j] ;
  	    }
  	}
      }
  
      for (i = 0 ; i < n ; i++)
      {
  	r [i] -= b [i] ;
      }
      rnorm = 0. ;
      bnorm = 0. ;
      for (i = 0 ; i < n ; i++)
      {
  	if (isnan (r [i]))
  	{
  	    rnorm = r [i] ;
  	    break ;
  	}
  	absr = ABS (r [i]) ;
  	rnorm = MAX (rnorm, absr) ;
      }
      for (i = 0 ; i < n ; i++)
      {
  	if (isnan (b [i]))
  	{
  	    bnorm = b [i] ;
  	    break ;
  	}
  	absb = ABS (b [i]) ;
  	bnorm = MAX (bnorm, absb) ;
      }
      if (bnorm == 0)
      {
  	bnorm = 1 ;
      }
      return (rnorm / bnorm) ;
  }
  
  
  /* -------------------------------------------------------------------------- */
  /* Atimesx: compute y = A*x  or A'*x, where x (i) = 1 + i/n */
  /* -------------------------------------------------------------------------- */
  
  static void Atimesx
  (
      int n,
      int Ap [ ],
      int Ai [ ],
      double Ax [ ],
      double y [ ],
      int transpose
  )
  {
      int i, j, p ;
      for (i = 0 ; i < n ; i++)
      {
  	y [i] = 0 ;
      }
      if (transpose)
      {
  	for (j = 0 ; j < n ; j++)
  	{
  	    for (p = Ap [j] ; p < Ap [j+1] ; p++)
  	    {
  		i = Ai [p] ;
  		y [j] += Ax [p] * XTRUE (i,n) ;
  	    }
  	}
      }
      else
      {
  	for (j = 0 ; j < n ; j++)
  	{
  	    for (p = Ap [j] ; p < Ap [j+1] ; p++)
  	    {
  		i = Ai [p] ;
  		y [i] += Ax [p] * XTRUE (j,n) ;
  	    }
  	}
      }
  }
  
  /* -------------------------------------------------------------------------- */
  /* main program */
  /* -------------------------------------------------------------------------- */
  
  int main (int argc, char **argv)
  {
      int i, j, k, n, nz, *Ap, *Ai, *Ti, *Tj, status, *Pamd, nrow, ncol, rhs ;
      double *Ax, *b, *x, Control [UMFPACK_CONTROL], Info [UMFPACK_INFO], aij,
  	*Tx, *r, amd_Control [AMD_CONTROL], amd_Info [AMD_INFO], tamd [2],
  	stats [2], droptol ;
      void *Symbolic, *Numeric ;
      FILE *f, *f2 ;
      char s [SMAX] ;
  
      /* ---------------------------------------------------------------------- */
      /* set controls */
      /* ---------------------------------------------------------------------- */
  
      printf ("
  ===========================================================
  "
  	    "=== UMFPACK v%d.%d.%d ========================================
  "
  	    "===========================================================
  ",
  	    UMFPACK_MAIN_VERSION, UMFPACK_SUB_VERSION, UMFPACK_SUBSUB_VERSION) ;
  
      umfpack_di_defaults (Control) ;
      Control [UMFPACK_PRL] = 3 ;
      Control [UMFPACK_BLOCK_SIZE] = 32 ;
  
      f = fopen ("tmp/control.umf4", "r") ;
      if (f != (FILE *) NULL)
      {
  	printf ("Reading control file tmp/control.umf4
  ") ;
  	for (i = 0 ; i < UMFPACK_CONTROL ; i++)
  	{
  	    fscanf (f, "%lg
  ", & Control [i]) ;
  	}
  	fclose (f) ;
      }
  
      if (argc > 1)
      {
  	char *s = argv [1] ;
  
  	/* get the strategy */
  	if (s [0] == 'u')
  	{
  	    Control [UMFPACK_STRATEGY] = UMFPACK_STRATEGY_UNSYMMETRIC ;
  	}
  	else if (s [0] == 'a')
  	{
  	    Control [UMFPACK_STRATEGY] = UMFPACK_STRATEGY_AUTO ;
  	}
  	else if (s [0] == 's')
  	{
  	    Control [UMFPACK_STRATEGY] = UMFPACK_STRATEGY_SYMMETRIC ;
  	}
  	else if (s [0] == '2')
  	{
  	    Control [UMFPACK_STRATEGY] = UMFPACK_STRATEGY_2BY2 ;
  	}
  	else if (s [0] == 'U')
  	{
  	    Control [UMFPACK_STRATEGY] = UMFPACK_STRATEGY_UNSYMMETRIC ;
  	    Control [UMFPACK_SCALE] = UMFPACK_SCALE_MAX ;
  	}
  	else if (s [0] == 'A')
  	{
  	    Control [UMFPACK_STRATEGY] = UMFPACK_STRATEGY_AUTO ;
  	    Control [UMFPACK_SCALE] = UMFPACK_SCALE_MAX ;
  	}
  	else if (s [0] == 'S')
  	{
  	    Control [UMFPACK_STRATEGY] = UMFPACK_STRATEGY_SYMMETRIC ;
  	    Control [UMFPACK_SCALE] = UMFPACK_SCALE_MAX ;
  	}
  	else if (s [0] == 'T')
  	{
  	    Control [UMFPACK_STRATEGY] = UMFPACK_STRATEGY_2BY2 ;
  	    Control [UMFPACK_SCALE] = UMFPACK_SCALE_MAX ;
  	}
  	else
  	{
  	    printf ("unrecognized strategy: %s
  ", argv [1]) ;
  	}
  
  	if (s [1] == 'n')
  	{
  	    /* no aggressive absorption */
  	    Control [UMFPACK_AGGRESSIVE] = FALSE ;
  	}
      }
  
      if (argc > 2)
      {
  	/* get the drop tolerance */
  	sscanf (argv [2], "%lg", &droptol) ;
  	printf ("droptol %g
  ", droptol) ;
  	Control [UMFPACK_DROPTOL] = droptol ;
      }
  
      umfpack_di_report_control (Control) ;
  
      /* ---------------------------------------------------------------------- */
      /* open the matrix file (tmp/A) */
      /* ---------------------------------------------------------------------- */
  
      printf ("File: tmp/A
  ") ;
      f = fopen ("tmp/A", "r") ;
      if (!f)
      {
  	printf ("Unable to open file
  ") ;
  	exit (1) ;
      }
  
      /* ---------------------------------------------------------------------- */
      /* get n and nz */
      /* ---------------------------------------------------------------------- */
  
      printf ("File: tmp/Asize
  ") ;
      f2 = fopen ("tmp/Asize", "r") ;
      if (f2)
      {
  	fscanf (f2, "%d %d %d
  ", &nrow, &ncol, &nz) ;
  	fclose (f2) ;
      }
      else
      {
  	nrow = 1 ;
  	ncol = 1 ;
      }
      nz = 0 ;
      while (fgets (s, SMAX, f) != (char *) NULL)
      {
  	sscanf (s, "%d %d %lg", &i, &j, &aij) ;
  #ifdef ZERO_BASED
  	/* matrix is zero based */
  	i++ ;
  	j++ ;
  #endif
  	nrow = MAX (nrow, i) ;
  	ncol = MAX (ncol, j) ;
  	nz++ ;
      }
      fclose (f) ;
      n = MAX (nrow, ncol) ;
  
      printf ("n %d nrow %d ncol %d nz %d
  ", n, nrow, ncol, nz) ;
  
      /* ---------------------------------------------------------------------- */
      /* allocate space for the input triplet form */
      /* ---------------------------------------------------------------------- */
  
      Ti = (int *) malloc (nz * sizeof (int)) ;
      Tj = (int *) malloc (nz * sizeof (int)) ;
      Tx = (double *) malloc (nz * sizeof (double)) ;
      if (!Ti || !Tj || !Tx)
      {
  	printf ("out of memory for input matrix
  ") ;
  	exit (1) ;
      }
  
      /* ---------------------------------------------------------------------- */
      /* read in the triplet form */
      /* ---------------------------------------------------------------------- */
  
      f2 = fopen ("tmp/A", "r") ;
      if (!f2)
      {
  	printf ("Unable to open file
  ") ;
  	exit (1) ;
      }
  
      k = 0 ;
      while (fgets (s, SMAX, f2) != (char *) NULL)
      {
  	sscanf (s, "%d %d %lg", &i, &j, &aij) ;
  #ifndef ZERO_BASED
  	i-- ;	/* convert to 0-based */
  	j-- ;
  #endif
  	if (k >= nz)
  	{
  	    printf ("Error!  Matrix size is wrong
  ") ;
  	    exit (1) ;
  	}
  	Ti [k] = i ;
  	Tj [k] = j ;
  	Tx [k] = aij ;
  	k++ ;
      }
      fclose (f2) ;
  
      (void) umfpack_di_report_triplet (nrow, ncol, nz, Ti, Tj, Tx, Control) ;
  
      /* ---------------------------------------------------------------------- */
      /* convert to column form */
      /* ---------------------------------------------------------------------- */
  
      /* convert to column form */
      Ap = (int *) malloc ((n+1) * sizeof (int)) ;
      Ai = (int *) malloc (nz * sizeof (int)) ;
      Ax = (double *) malloc (nz * sizeof (double)) ;
      b = (double *) malloc (n * sizeof (double)) ;
      r = (double *) malloc (n * sizeof (double)) ;
      x = (double *) malloc (n * sizeof (double)) ;
      if (!Ap || !Ai || !Ax || !b || !r)
      {
  	printf ("out of memory") ;
  	exit (1) ;
      }
      umfpack_tic (stats) ;
      status = umfpack_di_triplet_to_col (nrow, ncol, nz, Ti, Tj, Tx, Ap, Ai, Ax,
  	(int *) NULL) ;
      umfpack_toc (stats) ;
      printf ("triplet-to-col time: wall %g cpu %g
  ", stats [0], stats [1]) ;
      if (status != UMFPACK_OK)
      {
  	umfpack_di_report_status (Control, status) ;
  	printf ("umfpack_di_triplet_to_col failed") ;
  	exit (1) ;
      }
  
      /* print the column-form of A */
      (void) umfpack_di_report_matrix (nrow, ncol, Ap, Ai, Ax, 1, Control) ;
  
      /* b = A * xtrue */
      rhs = FALSE ;
      if (nrow == ncol)
      {
  	f = fopen ("tmp/b", "r") ;
  	if (f != (FILE *) NULL)
  	{
  	    printf ("Reading tmp/b
  ") ;
  	    rhs = TRUE ;
  	    for (i = 0 ; i < n ; i++)
  	    {
  		fscanf (f, "%lg
  ", &b [i]) ;
  	    }
  	    fclose (f) ;
  	}
  	else
  	{
  	    Atimesx (n, Ap, Ai, Ax, b, FALSE) ;
  	}
      }
  
      /* ---------------------------------------------------------------------- */
      /* free the triplet form */
      /* ---------------------------------------------------------------------- */
  
      free (Ti) ;
      free (Tj) ;
      free (Tx) ;
  
      /* ---------------------------------------------------------------------- */
      /* symbolic factorization */
      /* ---------------------------------------------------------------------- */
  
      status = umfpack_di_symbolic (nrow, ncol, Ap, Ai, Ax, &Symbolic,
  	    Control, Info) ;
  
      umfpack_di_report_info (Control, Info) ;
      if (status != UMFPACK_OK)
      {
  	umfpack_di_report_status (Control, status) ;
  	printf ("umfpack_di_symbolic failed") ;
  	exit (1) ;
      }
  
      /* print the symbolic factorization */
      (void) umfpack_di_report_symbolic (Symbolic, Control) ;
  
      /* ---------------------------------------------------------------------- */
      /* numeric factorization */
      /* ---------------------------------------------------------------------- */
  
      status = umfpack_di_numeric (Ap, Ai, Ax, Symbolic, &Numeric, Control, Info);
      if (status < UMFPACK_OK)
      {
  	umfpack_di_report_info (Control, Info) ;
  	umfpack_di_report_status (Control, status) ;
  	fprintf (stderr, "umfpack_di_numeric failed: %d
  ", status) ;
  	printf ("umfpack_di_numeric failed
  ") ;
  	exit (1) ;
      }
  
      /* print the numeric factorization */
      (void) umfpack_di_report_numeric (Numeric, Control) ;
  
      /* ---------------------------------------------------------------------- */
      /* solve Ax=b */
      /* ---------------------------------------------------------------------- */
  
      if (nrow == ncol && status == UMFPACK_OK)
      {
  	status = umfpack_di_solve (UMFPACK_A, Ap, Ai, Ax, x, b, Numeric,
  		Control, Info) ;
  
  	umfpack_di_report_info (Control, Info) ;
  	umfpack_di_report_status (Control, status) ;
  	if (status < UMFPACK_OK)
  	{
  	    printf ("umfpack_di_solve failed
  ") ;
  	    exit (1) ;
  	}
  	(void) umfpack_di_report_vector (n, x, Control) ;
  	printf ("relative maxnorm of residual, ||Ax-b||/||b||: %g
  ",
  	    resid (n, Ap, Ai, Ax, x, r, b, FALSE)) ;
  	if (!rhs)
  	{
  	    printf ("relative maxnorm of error, ||x-xtrue||/||xtrue||: %g
  
  ",
  		err (n, x)) ;
  	}
  
  	f = fopen ("tmp/x", "w") ;
  	if (f != (FILE *) NULL)
  	{
  	    printf ("Writing tmp/x
  ") ;
  	    for (i = 0 ; i < n ; i++)
  	    {
  		fprintf (f, "%30.20e
  ", x [i]) ;
  	    }
  	    fclose (f) ;
  	}
  	else
  	{
  	    printf ("Unable to write output x!
  ") ;
  	    exit (1) ;
  	}
  
  	f = fopen ("tmp/info.umf4", "w") ;
  	if (f != (FILE *) NULL)
  	{
  	    printf ("Writing tmp/info.umf4
  ") ;
  	    for (i = 0 ; i < UMFPACK_INFO ; i++)
  	    {
  		fprintf (f, "%30.20e
  ", Info [i]) ;
  	    }
  	    fclose (f) ;
  	}
  	else
  	{
  	    printf ("Unable to write output info!
  ") ;
  	    exit (1) ;
  	}
      }
      else
      {
  	/* don't solve, just report the results */
  	umfpack_di_report_info (Control, Info) ;
  	umfpack_di_report_status (Control, status) ;
      }
  
      /* ---------------------------------------------------------------------- */
      /* free the Symbolic and Numeric factorization */
      /* ---------------------------------------------------------------------- */
  
      umfpack_di_free_symbolic (&Symbolic) ;
      umfpack_di_free_numeric (&Numeric) ;
  
      printf ("umf4 done, strategy: %g
  ", Control [UMFPACK_STRATEGY]) ;
  
      /* ---------------------------------------------------------------------- */
      /* test just AMD ordering (not part of UMFPACK, but a separate test) */
      /* ---------------------------------------------------------------------- */
  
      /* first make the matrix square */
      if (ncol < n)
      {
  	for (j = ncol+1 ; j <= n ; j++)
  	{
  	    Ap [j] = Ap [ncol] ;
  	}
      }
  
      printf (
  	"
  
  ===========================================================
  "
  	"=== AMD ===================================================
  "
  	"===========================================================
  ") ;
      printf ("
  
  ------- Now trying the AMD ordering.  This not part of
  "
  	"the UMFPACK analysis or factorization, above, but a separate
  "
  	"test of just the AMD ordering routine.
  ") ;
  	Pamd = (int *) malloc (n * sizeof (int)) ;
      if (!Pamd)
      {
  	printf ("out of memory
  ") ;
  	exit (1) ;
      }
      amd_defaults (amd_Control) ;
      amd_control (amd_Control) ;
      umfpack_tic (tamd) ;
      status = amd_order (n, Ap, Ai, Pamd, amd_Control, amd_Info) ;
      umfpack_toc (tamd) ;
      printf ("AMD ordering time: cpu %10.2f wall %10.2f
  ",
  	tamd [1], tamd [0]) ;
      if (status != AMD_OK)
      {
  	printf ("amd failed: %d
  ", status) ;
  	exit (1) ;
      }
      amd_info (amd_Info) ;
      free (Pamd) ;
      printf ("AMD test done
  ") ;
  
      return (0) ;
  }