umfpack_demo.m 6.75 KB
function umfpack_demo (c)
%UMFPACK_DEMO a lenghty demo
%
% A demo of UMFPACK for MATLAB.
%
% Example:
% umfpack_demo
%
% See also umfpack, umfpack2, umfpack_make, umfpack_details, umfpack_report,
% and umfpack_simple.
% Copyright 1995-2007 by Timothy A. Davis.
%-------------------------------------------------------------------------------
% get default control parameters
%-------------------------------------------------------------------------------
control = umfpack2 ;
if (nargin < 1)
fprintf ('\nEnter the printing level for UMFPACK''s output statistics:\n') ;
fprintf ('0: none, 1: errors only, 2: statistics, 4: print some outputs\n');
c = input ('5: print all output [default is 1]: ', 's') ;
c = str2double (c) ;
end
if (isempty (c))
c = 1 ;
end
control (1) = c ;
%-------------------------------------------------------------------------------
% solve a simple system
%-------------------------------------------------------------------------------
fprintf ('\n--------------------------------------------------------------\n') ;
fprintf ('Factor and solve a small system, Ax=b, using default parameters\n') ;
if (control (1) > 1)
fprintf ('(except for verbose printing enabled)\n') ;
end
load west0067
A = spconvert (west0067) ;
n = size (A, 1) ;
b = rand (n, 1) ;
fprintf ('Solving Ax=b via UMFPACK:\n') ;
xu = umfpack2 (A, '\', b, control) ;
fprintf ('Solving Ax=b via MATLAB:\n') ;
xm = A\b ;
fprintf ('Difference between UMFPACK and MATLAB solution: %g\n', ...
norm (xu - xm, Inf)) ;
%-------------------------------------------------------------------------------
% spy the results
%-------------------------------------------------------------------------------
figure (1)
clf
subplot (2,3,1)
spy (A)
title ('The matrix A') ;
subplot (2,3,2)
[P1, Q1, Fr, Ch, Info] = umfpack2 (A, 'symbolic') ; %#ok
treeplot (Fr (1:end-1,2)') ;
title ('Supernodal column elimination tree') ;
subplot (2,3,3)
spy (P1 * A * Q1)
title ('A, with initial row and column order') ;
subplot (2,3,4)
fprintf ('\n--------------------------------------------------------------\n') ;
fprintf ('\nFactorizing [L, U, P, Q, R] = umfpack2 (A)\n') ;
[L, U, P, Q, R] = umfpack2 (A) ;
spy (P*A*Q)
title ('A, with final row/column order') ;
fprintf ('\nP * (R\\A) * Q - L*U should be zero:\n') ;
fprintf ('norm (P*(R\\A)*Q - L*U, 1) = %g (exact) %g (estimated)\n', ...
norm (P * (R\A) * Q - L*U, 1), lu_normest (P * (R\A) * Q, L, U)) ;
fprintf ('\nSolution to Ax=b via UMFPACK factorization:\n') ;
fprintf ('x = Q * (U \\ (L \\ (P * (R \\ b))))\n') ;
xu = Q * (U \ (L \ (P * (R \ b)))) ;
fprintf ('\nUMFPACK flop count: %d\n', luflop (L, U)) ;
subplot (2,3,5)
spy (spones (L) + spones (U))
title ('UMFPACK LU factors') ;
subplot (2,3,6)
fprintf ('\nFactorizing [L, U, P] = lu (A (:, q))\n') ;
fprintf ('If you are using a version of MATLAB prior to V6.0, then the\n') ;
fprintf ('following statement (q = colamd (A)) may fail. Either download\n');
fprintf ('colamd from http://www.cise.ufl.edu/research/sparse, upgrade to\n') ;
fprintf ('MATLAB V6.0 or later, or replace the statement with\n') ;
fprintf ('q = colmmd (A) ;\n') ;
try
q = colamd (A) ;
catch
fprintf ('\n *** colamd not found, using colmmd instead *** \n') ;
q = colmmd (A) ;
end
[L, U, P] = lu (A (:,q)) ;
spy (spones (L) + spones (U))
title ('MATLAB LU factors') ;
fprintf ('\nSolution to Ax=b via MATLAB factorization:\n') ;
fprintf ('x = U \\ (L \\ (P * b)) ; x (q) = x ;\n') ;
xm = U \ (L \ (P * b)) ;
xm (q) = xm ;
fprintf ('Difference between UMFPACK and MATLAB solution: %g\n', ...
norm (xu - xm, Inf)) ;
fprintf ('\nMATLAB LU flop count: %d\n', luflop (L, U)) ;
%-------------------------------------------------------------------------------
% solve A'x=b
%-------------------------------------------------------------------------------
fprintf ('\n--------------------------------------------------------------\n') ;
fprintf ('Solve A''x=b:\n') ;
fprintf ('Solving A''x=b via UMFPACK:\n') ;
xu = umfpack2 (b', '/', A, control) ;
xu = xu' ;
fprintf ('Solving A''x=b via MATLAB:\n') ;
xm = (b'/A)' ;
fprintf ('Difference between UMFPACK and MATLAB solution: %g\n', ...
norm (xu - xm, Inf)) ;
%-------------------------------------------------------------------------------
% factor A' and then solve Ax=b using the factors of A'
%-------------------------------------------------------------------------------
fprintf ('\n--------------------------------------------------------------\n') ;
fprintf ('Compute C = A'', and compute the LU factorization of C.\n') ;
fprintf ('Factorizing A'' can sometimes be better than factorizing A itself\n');
fprintf ('(less work and memory usage). Solve C''x=b; the solution is the\n') ;
fprintf ('same as the solution to Ax=b for the original A.\n');
C = A' ;
% factorize C (P,Q) = L*U
[L, U, P, Q, R, info] = umfpack2 (C, control) ; %#ok
fprintf ('\nP * (R\\C) * Q - L*U should be zero:\n') ;
fprintf ('norm (P*(R\\C)*Q - L*U, 1) = %g (exact) %g (estimated)\n', ...
norm (P * (R\C) * Q - L*U, 1), lu_normest (P * (R\C) * Q, L, U)) ;
fprintf ('\nSolution to Ax=b via UMFPACK, using the factors of C:\n') ;
fprintf ('x = R \\ (P'' * (L'' \\ (U'' \\ (Q'' * b)))) ;\n') ;
xu = R \ (P' * (L' \ (U' \ (Q' * b)))) ;
fprintf ('Solution to Ax=b via MATLAB:\n') ;
xm = A\b ;
fprintf ('Difference between UMFPACK and MATLAB solution: %g\n', ...
norm (xu - xm, Inf)) ;
%-------------------------------------------------------------------------------
% solve Ax=B
%-------------------------------------------------------------------------------
fprintf ('\n--------------------------------------------------------------\n') ;
fprintf ('\nSolve AX=B, where B is n-by-10, and sparse\n') ;
B = sprandn (n, 10, 0.05) ;
XU = umfpack_solve (A, '\', B, control) ;
XM = A\B ;
fprintf ('Difference between UMFPACK and MATLAB solution: %g\n', ...
norm (XU - XM, Inf)) ;
fprintf ('\n--------------------------------------------------------------\n') ;
fprintf ('\nSolve AX=B, where B is n-by-10, and sparse, using umfpack_btf\n') ;
XU = umfpack_btf (A, B, control) ;
fprintf ('Difference between UMFPACK and MATLAB solution: %g\n', ...
norm (XU - XM, Inf)) ;
fprintf ('\n--------------------------------------------------------------\n') ;
fprintf ('\nSolve A''X=B, where B is n-by-10, and sparse\n') ;
XU = umfpack_solve (B', '/', A, control) ;
XM = B'/A ;
fprintf ('Difference between UMFPACK and MATLAB solution: %g\n', ...
norm (XU - XM, Inf)) ;
%-------------------------------------------------------------------------------
% compute the determinant
%-------------------------------------------------------------------------------
fprintf ('\n--------------------------------------------------------------\n') ;
fprintf ('det(A): %g UMFPACK determinant: %g\n', det (A), umfpack2 (A, 'det'));