ChangeLog 17.7 KB
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May 31, 2007, version 5.1.0
* port to 64-bit MATLAB
* Makefiles updated to reflect directory changes to AMD (UMFPACK v5.1.0
requires AMD v2.2.0)
* Source/Makefile and GNUMakefile moved to Lib/
Dec 12, 2006: version 5.0.3
* minor MATLAB cleanup. Renamed umfpack mexFunction to umfpack2, to avoid
filename clash with the built-in version of umfpack.
Dec 2, 2006, version 5.0.2
* minor change to umfpack_report_info: does not print timings less
than 0.001 seconds.
* bug fix for complex case when using a non-gcc compiler (simplified the
scaling of the pivot column). Does not affect the use of UMFPACK in
MATLAB.
Aug 31, 2006, version 5.0.1
* Minor correction to comments in umfpack_get_numeric.h.
May 5, 2006, version 5.0
* Tcov subdirectory added. This has existed since the first C version of
UMFPACK, but is only now included in the released version. It provides
a near 100% test coverage for UMFPACK. The code isn't pretty, but it
works.
* now uses CHOLMOD's method for interfacing to the BLAS, including the
BLAS_INT definition. This way, the UF_long version of UMFPACK can
call the int BLAS.
* revised to use AMD v2.0
Apr 7, 2006
* Minor correction to UMFPACK/Source/Makefile, for those who
do not have GNU make. No change to version number, because
no code was modified.
Oct 10, 2005, version 4.6
* umf_solve.c modified for the complex case. A, X, and b can be
split complex or unsplit. Prior version required the form of
A, X, and B to be identical (all split or all unsplit).
(Thanks to David Bateman).
* added Cygwin to architecture detection.
* added UMFPACK_SUBSUB_VERSION
Aug. 30, 2005: v4.5 released
* License changed to GNU LGPL.
* The Make/ directory removed; configurations are now in ../UFconfig.
* requires AMD v1.2 or later
* added UMFPACK_MAIN_VERSION and UMFPACK_SUB_VERSION, defined as 4 and 5,
respectively, for version 4.5. These macros will be updated for all
future versions. See Include/umfpack.h for details.
* function pointers used for malloc, free, calloc, realloc, printf,
hypot, and complex divide. Defined in AMD/Source/amd_global.c,
AMD/Source/amd_internal.h, UMFPACK/Source/umfpack_global.c,
and UMFPACK/Include/umfpack_global.h.
Compile-time dependence on The MathWorks "util.h", ut* routines
and ut* macros removed.
Jan. 28, 2005: v4.4 released
* bug fix: when Qinit is provided to umfpack_*_qsymbolic,
only the symmetric and unsymmetric strategies are now permitted.
The auto and 2-by-2 strategies are not allowed. In v4.3 and
earlier, providing Qinit and requesting the symmetric strategy
did not always work (you got the unsymmetric strategy instead).
This does not affect umfpack_*_symbolic, which computes its own
ordering and can use all 4 strategies (auto, symmetric, unsymmetric,
and 2-by-2).
* umfpack_get_determinant added. (Thanks to David Bateman).
* packed complex case added for all routines (previously only used in
umfpack_report_vector). This allows arrays of ANSI C/C++ complex
type to be passed directly to UMFPACK.
* added umf_multicomple.c to assist in the compilation of UMFPACK
in Microsoft Visual Studio, which does not have the required
flexibility of the Unix "make" command.
* local variable declarations reordered to encourage double-word
alignment of double's and Entry's, for better performance.
* note that with the exception of the behavior when a user-provided
ordering is passed to umfpack_*_qsymbolic, versions 4.1 through 4.4
have comparable performance (ordering quality, memory usage,
and run time). v4.1 is much better than v4.0 in performance.
Jan. 11, 2005: v4.3.1 released
* bug fix in umf_solve. This bug is only the 4th one found in the C
versions of UMFPACK to date (Version 3.0 to 4.3.1, from March 2001 to
Jan. 2005, excluding workarounds for quirky compilers). No bugs have
been reported in the last Fortran version of UMFPACK (MA38, or UMFPACK
V2.2.1) since its release in Jan. 1998.
In Version 4.3, a bug in umf_solve caused iterative refinement
to be disabled when solving A'x=b or A.'x=b after factorizing A.
Modified the umfpack mexFunction to factorize A and then solve A'x=b
when performing the operation x=b/A (as "umfpack(b,'/',A). Note that
this has no effect on the use of UMFPACK in MATLAB itself, since MATLAB
does not use the umfpack mexFunction for x=b/A. When computing x=b/A,
MATLAB factorizes A' and computes x=(A'\b')' instead. The following
source code files changed:
UMFPACK/MATLAB/umfpackmex.c (see above)
UMFPACK/Source/umf_solve.c (see source code: 2 lines changed)
UMFPACK/Include/umfpack.h (version and date changed)
UMFPACK/MATLAB/umfpack_test.m (new file)
Jan. 16, 2004: v4.3 released.
* user interface of v4.3 is upwardly-compatible with v4.2 and v4.1.
No bugs found in v4.1 (except for one workaround for an old compiler).
These changes add features only.
* Note that v4.0 has a bug in umf_scale_column.c. The bug was patched
in that version on Jan. 12, 2004. The bug does not appear in v4.1
and later. The bug is thus present in MATLAB 6.5, but it occurs
very rarely, fortunately. It can occur when dividing a nonzero entry
in the pivot column by the pivot value results in an underflow.
* <float.h> added to umfpackmex.c, for DBL_EPSILON. Some non-standard
compilers (Microsoft Visual C++) require this.
* #pragma added to umf_analyze.c, as a workaround around a bug in an
old Intel compiler.
* mexFunction interface to MATLAB modified. Call to mexCallMATLAB removed,
which can be slow. In V4.1 it was used only to get MATLAB's
spparms ('spumoni') value.
* The AMD mexFunction was also modified in the same way (v1.1), with
the call to mexCallMATLAB removed. Note that UMFPACK v4.1 through
v4.3 can use either AMD v1.0 or AMD v1.1.
* -DNO_DIVIDE_BY_ZERO option added. If this non-default option is enabled
at compile time, and if the pivot value is zero, then no division
occurs (zeros on the diagonal of U are treated as if they were equal
to one). By default, the division by zero does occur.
* -DNO_TIMER option added. If this non-default option is enabled at
compile time, then no timers (times ( ), clock ( ), getrusage ( ))
are used.
V4.2: A special release for COMSOL, Inc., only (FEMLAB)
* drop tolerance added. A few new parameters in the Control array are used,
and a few new Info entries.
May 6, 2003: V4.1 released.
* No bugs were found in the prior version, Version 4.0. New features
added only. Major changes throughout the code. User interface
nearly unchanged, however.
* Version 4.1 is upward-compatible with Version 4.0. The calling
sequence of some user-callable routines in Version 4.0 have changed
in this version. The routines umfpack_*_symbolic, umfpack_*_qsymbolic,
umfpack_*_get_symbolic, and umfpack_*_get_numeric have new arguments
added to them. The new arguments are optional. If you want to use
a calling sequence similar to v4.0, simply pass NULL pointers in
place of the new arguments. There are two new timing routines,
umfpack_tic and umfpack_toc. A new user-callable routine,
umfpack_*_scale, has been added.
* "auto", "unsymmetric", "symmetric", and "2-by-2" strategies added.
The symmetric strategy uses AMD on A+A' as the column preordering,
followed by a postorder of the assembly tree of A+A'. Column ordering
refinement is turned off, and diagonal entries are prefered as pivots.
V4.0 only had the unsymmetric strategy. The 2-by-2 strategy does row
permutations and attempts to find a zero-free diagonal while at the
same time maintaining structural symmetry, and then uses the
symmetric strategy on the permuted matrix.
* row-scaling added. The default is to divide each row by the sum of
the absolute values of each row. Other options are no scaling,
and to divide each row by the max abs value in each row.
* Matrices with upper bound memory usage greater than the maximum integer
(2GB for 32-bit int's) can now be factorized (assuming the actual
memory usage is still less than the maximum integer). With this change,
the UMFPACK_ERROR_problem_too_large error code is no longer returned.
* The current frontal matrix (Work->Fx) is no longer allocated as a
static size, via malloc. It can grow and shrink, and is allocated
from Numeric->Memory.
* The AMD (Version 1.0) package is now required. It is available
separately. To compile UMFPACK, it must appear as ../AMD if you are
in the main UMFPACK directory.
* The UMFPACK mexFunction now uses the internal utMalloc, utRealloc,
and utFree routines, by default (except on Windows).
* Three control parameters for modifying relaxed amalgamation removed.
These values are now fixed at compile-time.
* Many new statistics added to Info, and new control parameters added.
* The umfpack mexFunction now returns permutation matrices for P and Q,
not permutation vectors. It also returns the scale factors as a
diagonal matrix. The factorization is now L*U = P*(R\A)*Q.
* Option added for controlling the initial allocation of the workspace for
the current frontal matrix.
* pivot tolerance of zero treated differently. symmetric pivot tolerance
added.
* Makefile and GNUmakefile changed. umf_* routines with no double or
complex values are now compiled just twice (int and long versions)
rather than 4 times.
* New routines added to save and load the Numeric and Symbolic objects
to/from binary files.
* Simple Fortran interface added.
Apr 11, 2002:
* Version 4.0 released.
* bug fix: the Microsoft compiler doesn't handle NaN's properly.
utIsNaN, and other ut* routines, added for MathWorks version
to handle this properly.
Apr 1, 2002:
* bug fix: if a column was all NaN's, then UMFPACK would fail
to find a pivot row. umf_row_search.c and umf_internal.h
modified to fix this problem.
Mar 9, 2002: V4.0beta released
* Map argument added to umfpack_*_triplet_to_col. New files
(umf_triplet.[ch]) added.
* minor changes made so that UMFPACK can be compiled with g++
* additional error checking added to umfpack_*_numeric, for
detecting more changes in pattern (Ap, Ai) since last
call to umfpack_*_symbolic
Feb 21, 2002:
* User Guide explains the Makefile vs. GNUmakefile
* umf_config.h modified, so that the complex SCSL C-BLAS uses
(void *) arguments instead of (scsl_zomplex *). gcc generates
some spurious warnings (cc doesn't complain). Affects the SGI
IRIX only.
* ported to Compaq Alpha
Feb 20, 2002: V4.0 (alpha) released.
* V4.0 not yet ported to the Compaq Alpha (V3.2 was ported).
Feb 6 to Feb 19, 2002:
* Relaxed restrictions on sizes of arrays for umfpack_*_transpose and
umfpack_*_triplet_to_col. Size of "max(n,nz)" now just size nz.
* workspace for umfpack_*_wsolve increased in size.
* two user arrays for umfpack_*_get_symbolic increased in size,
by 1 (Chain_maxrows, Chain_maxcols).
* lu_normest.m added.
Jan 18 to Feb 5, 2002:
* The matrix A can be complex, singular, and/or rectangular.
The solve step that uses the LU factors can only handle
matrices that are complex or real, singuluar or non-singular,
and *** square ***, however.
* Estimate of the condition number computed:
(min (abs (diag (U))) / (max (abs (diag (U)))))
* Forward/backsolves can solve with A.' as well as A'.
* char * arguments removed from user-callable routines to make it
easier for Fortran to call UMFPACK. No Fortran interface is (yet)
provided, however.
The solve codes for umfpack_*_*solve changed to #define'd
integers:
UMFPACK_A Ax=b
UMFPACK_At A'x=b
UMFPACK_Aat A.'x=b
UMFPACK_Pt_L P'Lx=b
UMFPACK_L Lx=b
UMFPACK_Lt_P L'Px=b
UMFPACK_Lat_P L.'Px=b
UMFPACK_Lt L'x=b
UMFPACK_U_Qt UQ'x=b
UMFPACK_U Ux=b
UMFPACK_Q_Ut QU'x=b
UMFPACK_Q_Uat QU.'x=b
UMFPACK_Ut U'x=b
UMFPACK_Uat U.'x=b
All arguments are now either int, long scalars (pass by value),
or int, long, double arrays (pass by reference), or void * pointers
(pass by value or reference). A void * pointer is of size 32 or 64
bits on most machines. There is no need for the caller (C or Fortran)
to dereference the void * pointers, so these can be treated as
integer*4 or integer*8 in Fortran. A Fortran interface would have to
have all arguments passed by reference.
* All user-callable routine names changed. The four sets are now:
umfpack_di_* real (double precision), int's as integers
umfpack_dl_* real (double precision), longs's as integers
umfpack_zi_* real (double precision), int's as integers
umfpack_zl_* real (double precision), longs's as integers
* Ptree (row preordering) and info on pivotal rows for each front
added to Symbolic object (extracted by umfpack_*_get_symbolic).
Ptree added as output argument to "umfpack (A, 'symbolic')"
mexFunction.
* umfpack_*_transpose can do A' or A.'
* umfpack_wsolve.c file removed (now generated from umfpack_solve.c).
* Can now extract just the diagonal of U with umfpack_*_get_numeric,
without having to extract the entire matrix U.
* UMFPACK_ERROR_singular_matrix (-2) removed.
* UMFPACK_WARNING_singular_matrix (1) added.
* Control [UMFPACK_PIVOT_OPTION] removed. No longer any symmetric
pivot option (conflicts with the handling of singular and
rectangular matrices).
* Iterative refinement can do Ax=b, A'x=b, or A.'x=b.
* Most floating-point operations done in macros, to support the complex
versions.
* Info [UMFPACK_N] is now Info [UMFPACK_NROW]
* Info [UMFPACK_NCOL], Info [UMFPACK_UDIAG_NZ], Info [UMFPACK_UDIAG_NZ]
added.
* umfpack_* routines with "n" as input now use two arguments,
n_row and n_col.
* umfpack mexFunction now explicitly transposes A for b/A. It computes
it using the array transpose as (A.'\b.').'
January 1, 2002: UMFPACK Version 3.2 released. Submitted to ACM Trans.
on Mathematical Software.
* The umfpack mexFunction now returns the Info array when the matrix
is singular. Returned an empty array prior to this change.
* Renamed variable that conflicted with system library routines
(system and j1).
* Added a #ifdef MATHWORKS definition, so the built-in UMFPACK routine
(in a future release of MATLAB) can use the internal ut* memory
allocation routines, ut* assertion routine, and utPrintf.
* MAX and MIN are not defined if they are already defined.
* A bug fix in umf_kernel_init (a variable was not properly initialized).
* Removed unused variables.
October 8, 2001: UMFPACK Version 3.1 released.
August-October, 2001:
* added umfpack_btf M-file.
* modified the BLAS update in the frontal matrix. If there are only
a few pivots in remaining in the current front, then the BLAS3 update
is delayed to include pivots in the next front.
* Removed the special-case handling of dense columns from the numerical
factorization (kept it in the colamd preordering). This improves the
performance of UMFPACK on dense matrices by a factor of 5 or so, and
simplifies the code.
* Added a symmetric-preference pivoting option. The option slightly
(but uniformly) improves the ordering when factorizing matrices with
symmetric nonzero pattern. That class of matrix is better handled by
the symmetric-pattern multifrontal method (MA41 in the Harwell
Subroutine Library), however.
* Fixed the detection of integer overflow. The 32-bit version cannot
make use of more than 2GB of main memory (use the 64-bit version
in that case, instead). The 32-bit version did not correctly detect
when it was trying to factorize too large of a matrix.
May 4, 2001:
* SGI port extended. It can now call the SCSL Scientific Library, with
64-bit BLAS. Make.sgi and umf_config.h modified.
April 30, 2001: UMFPACK Version 3.0 released. Changes since 3.0Beta release:
* long integer version added (umfpack_l_* user-callable routines).
* Peak memory usage in the numerical factorization reduced by a total of
12n integers (8n temporary workspace used during numerical factorization,
and 4n for the permanent LU factors which was allocated
at the beginning of factorization).
* Ported to the IBM RS 6000 and Compaq Alpha, with help from Anshul Gupta
and Friedrich Grund, respectively.
* 64-bit version added. Uses dgemm_64, dgemv_64, and dger_64 in the Sun
Performance Library. 64-bit versions with the BLAS might not work on
any other platform, because they take int's as their integer input
arguments instead of long's. Unfortunately, the proposed ANSI
definition of the C-BLAS also uses int's as input integer arguments.
It ought to use long's, or include a version that uses long's, just
like the Sun Performance Library BLAS.
* Additional statistics returned in Info:
Info [UMFPACK_SIZE_OF_INT] sizeof (int)
Info [UMFPACK_SIZE_OF_LONG] sizeof (long)
Info [UMFPACK_SIZE_OF_POINTER] sizeof (void *)
Info [UMFPACK_SIZE_OF_ENTRY] (was Info [UMFPACK_WORD])
Info [UMFPACK_MAX_FRONT_SIZE_ESTIMATE] est. front matrix size
Info [UMFPACK_MAX_FRONT_SIZE] actual max frontal matrix size.
Contents of Info rearranged.
* UMFPACK_ERROR_bad_configurution error code replaced with
UMFPACK_ERROR_problem_too_large error code. The "bad configuration"
error occured when sizeof (int) < sizeof (size_t). Now, the int
version of UMFPACK can use 32-bit int's and 64-bit pointers, and the
long version can use 64-bit long's and 64-bit pointers. Both versions
check to see if the array sizes allocated are larger than what can be
accessed by an integer index variable (int or long, depending on the
version), and returns UMFPACK_ERROR_problem_too_large if they become
too large.
March 15, 2001: UMFPACK Version 3.0Beta released.