/* ========================================================================== */ /* === 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\n")) ; 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) ; }