/*! @file dgssvx.c
* \brief Solves the system of linear equations A*X=B or A'*X=B
*
*
* -- SuperLU routine (version 3.0) --
* Univ. of California Berkeley, Xerox Palo Alto Research Center,
* and Lawrence Berkeley National Lab.
* October 15, 2003
*
*/
#include "slu_ddefs.h"
/*! \brief
*
*
* Purpose
* =======
*
* DGSSVX solves the system of linear equations A*X=B or A'*X=B, using
* the LU factorization from dgstrf(). Error bounds on the solution and
* a condition estimate are also provided. It performs the following steps:
*
* 1. If A is stored column-wise (A->Stype = SLU_NC):
*
* 1.1. If options->Equil = YES, scaling factors are computed to
* equilibrate the system:
* options->Trans = NOTRANS:
* diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
* options->Trans = TRANS:
* (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
* options->Trans = CONJ:
* (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
* Whether or not the system will be equilibrated depends on the
* scaling of the matrix A, but if equilibration is used, A is
* overwritten by diag(R)*A*diag(C) and B by diag(R)*B
* (if options->Trans=NOTRANS) or diag(C)*B (if options->Trans
* = TRANS or CONJ).
*
* 1.2. Permute columns of A, forming A*Pc, where Pc is a permutation
* matrix that usually preserves sparsity.
* For more details of this step, see sp_preorder.c.
*
* 1.3. If options->Fact != FACTORED, the LU decomposition is used to
* factor the matrix A (after equilibration if options->Equil = YES)
* as Pr*A*Pc = L*U, with Pr determined by partial pivoting.
*
* 1.4. Compute the reciprocal pivot growth factor.
*
* 1.5. If some U(i,i) = 0, so that U is exactly singular, then the
* routine returns with info = i. Otherwise, the factored form of
* A is used to estimate the condition number of the matrix A. If
* the reciprocal of the condition number is less than machine
* precision, info = A->ncol+1 is returned as a warning, but the
* routine still goes on to solve for X and computes error bounds
* as described below.
*
* 1.6. The system of equations is solved for X using the factored form
* of A.
*
* 1.7. If options->IterRefine != NOREFINE, iterative refinement is
* applied to improve the computed solution matrix and calculate
* error bounds and backward error estimates for it.
*
* 1.8. If equilibration was used, the matrix X is premultiplied by
* diag(C) (if options->Trans = NOTRANS) or diag(R)
* (if options->Trans = TRANS or CONJ) so that it solves the
* original system before equilibration.
*
* 2. If A is stored row-wise (A->Stype = SLU_NR), apply the above algorithm
* to the transpose of A:
*
* 2.1. If options->Equil = YES, scaling factors are computed to
* equilibrate the system:
* options->Trans = NOTRANS:
* diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
* options->Trans = TRANS:
* (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
* options->Trans = CONJ:
* (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
* Whether or not the system will be equilibrated depends on the
* scaling of the matrix A, but if equilibration is used, A' is
* overwritten by diag(R)*A'*diag(C) and B by diag(R)*B
* (if trans='N') or diag(C)*B (if trans = 'T' or 'C').
*
* 2.2. Permute columns of transpose(A) (rows of A),
* forming transpose(A)*Pc, where Pc is a permutation matrix that
* usually preserves sparsity.
* For more details of this step, see sp_preorder.c.
*
* 2.3. If options->Fact != FACTORED, the LU decomposition is used to
* factor the transpose(A) (after equilibration if
* options->Fact = YES) as Pr*transpose(A)*Pc = L*U with the
* permutation Pr determined by partial pivoting.
*
* 2.4. Compute the reciprocal pivot growth factor.
*
* 2.5. If some U(i,i) = 0, so that U is exactly singular, then the
* routine returns with info = i. Otherwise, the factored form
* of transpose(A) is used to estimate the condition number of the
* matrix A. If the reciprocal of the condition number
* is less than machine precision, info = A->nrow+1 is returned as
* a warning, but the routine still goes on to solve for X and
* computes error bounds as described below.
*
* 2.6. The system of equations is solved for X using the factored form
* of transpose(A).
*
* 2.7. If options->IterRefine != NOREFINE, iterative refinement is
* applied to improve the computed solution matrix and calculate
* error bounds and backward error estimates for it.
*
* 2.8. If equilibration was used, the matrix X is premultiplied by
* diag(C) (if options->Trans = NOTRANS) or diag(R)
* (if options->Trans = TRANS or CONJ) so that it solves the
* original system before equilibration.
*
* See supermatrix.h for the definition of 'SuperMatrix' structure.
*
* Arguments
* =========
*
* options (input) superlu_options_t*
* The structure defines the input parameters to control
* how the LU decomposition will be performed and how the
* system will be solved.
*
* A (input/output) SuperMatrix*
* Matrix A in A*X=B, of dimension (A->nrow, A->ncol). The number
* of the linear equations is A->nrow. Currently, the type of A can be:
* Stype = SLU_NC or SLU_NR, Dtype = SLU_D, Mtype = SLU_GE.
* In the future, more general A may be handled.
*
* On entry, If options->Fact = FACTORED and equed is not 'N',
* then A must have been equilibrated by the scaling factors in
* R and/or C.
* On exit, A is not modified if options->Equil = NO, or if
* options->Equil = YES but equed = 'N' on exit.
* Otherwise, if options->Equil = YES and equed is not 'N',
* A is scaled as follows:
* If A->Stype = SLU_NC:
* equed = 'R': A := diag(R) * A
* equed = 'C': A := A * diag(C)
* equed = 'B': A := diag(R) * A * diag(C).
* If A->Stype = SLU_NR:
* equed = 'R': transpose(A) := diag(R) * transpose(A)
* equed = 'C': transpose(A) := transpose(A) * diag(C)
* equed = 'B': transpose(A) := diag(R) * transpose(A) * diag(C).
*
* perm_c (input/output) int*
* If A->Stype = SLU_NC, Column permutation vector of size A->ncol,
* which defines the permutation matrix Pc; perm_c[i] = j means
* column i of A is in position j in A*Pc.
* On exit, perm_c may be overwritten by the product of the input
* perm_c and a permutation that postorders the elimination tree
* of Pc'*A'*A*Pc; perm_c is not changed if the elimination tree
* is already in postorder.
*
* If A->Stype = SLU_NR, column permutation vector of size A->nrow,
* which describes permutation of columns of transpose(A)
* (rows of A) as described above.
*
* perm_r (input/output) int*
* If A->Stype = SLU_NC, row permutation vector of size A->nrow,
* which defines the permutation matrix Pr, and is determined
* by partial pivoting. perm_r[i] = j means row i of A is in
* position j in Pr*A.
*
* If A->Stype = SLU_NR, permutation vector of size A->ncol, which
* determines permutation of rows of transpose(A)
* (columns of A) as described above.
*
* If options->Fact = SamePattern_SameRowPerm, the pivoting routine
* will try to use the input perm_r, unless a certain threshold
* criterion is violated. In that case, perm_r is overwritten by a
* new permutation determined by partial pivoting or diagonal
* threshold pivoting.
* Otherwise, perm_r is output argument.
*
* etree (input/output) int*, dimension (A->ncol)
* Elimination tree of Pc'*A'*A*Pc.
* If options->Fact != FACTORED and options->Fact != DOFACT,
* etree is an input argument, otherwise it is an output argument.
* Note: etree is a vector of parent pointers for a forest whose
* vertices are the integers 0 to A->ncol-1; etree[root]==A->ncol.
*
* equed (input/output) char*
* Specifies the form of equilibration that was done.
* = 'N': No equilibration.
* = 'R': Row equilibration, i.e., A was premultiplied by diag(R).
* = 'C': Column equilibration, i.e., A was postmultiplied by diag(C).
* = 'B': Both row and column equilibration, i.e., A was replaced
* by diag(R)*A*diag(C).
* If options->Fact = FACTORED, equed is an input argument,
* otherwise it is an output argument.
*
* R (input/output) double*, dimension (A->nrow)
* The row scale factors for A or transpose(A).
* If equed = 'R' or 'B', A (if A->Stype = SLU_NC) or transpose(A)
* (if A->Stype = SLU_NR) is multiplied on the left by diag(R).
* If equed = 'N' or 'C', R is not accessed.
* If options->Fact = FACTORED, R is an input argument,
* otherwise, R is output.
* If options->zFact = FACTORED and equed = 'R' or 'B', each element
* of R must be positive.
*
* C (input/output) double*, dimension (A->ncol)
* The column scale factors for A or transpose(A).
* If equed = 'C' or 'B', A (if A->Stype = SLU_NC) or transpose(A)
* (if A->Stype = SLU_NR) is multiplied on the right by diag(C).
* If equed = 'N' or 'R', C is not accessed.
* If options->Fact = FACTORED, C is an input argument,
* otherwise, C is output.
* If options->Fact = FACTORED and equed = 'C' or 'B', each element
* of C must be positive.
*
* L (output) SuperMatrix*
* The factor L from the factorization
* Pr*A*Pc=L*U (if A->Stype SLU_= NC) or
* Pr*transpose(A)*Pc=L*U (if A->Stype = SLU_NR).
* Uses compressed row subscripts storage for supernodes, i.e.,
* L has types: Stype = SLU_SC, Dtype = SLU_D, Mtype = SLU_TRLU.
*
* U (output) SuperMatrix*
* The factor U from the factorization
* Pr*A*Pc=L*U (if A->Stype = SLU_NC) or
* Pr*transpose(A)*Pc=L*U (if A->Stype = SLU_NR).
* Uses column-wise storage scheme, i.e., U has types:
* Stype = SLU_NC, Dtype = SLU_D, Mtype = SLU_TRU.
*
* work (workspace/output) void*, size (lwork) (in bytes)
* User supplied workspace, should be large enough
* to hold data structures for factors L and U.
* On exit, if fact is not 'F', L and U point to this array.
*
* lwork (input) int
* Specifies the size of work array in bytes.
* = 0: allocate space internally by system malloc;
* > 0: use user-supplied work array of length lwork in bytes,
* returns error if space runs out.
* = -1: the routine guesses the amount of space needed without
* performing the factorization, and returns it in
* mem_usage->total_needed; no other side effects.
*
* See argument 'mem_usage' for memory usage statistics.
*
* B (input/output) SuperMatrix*
* B has types: Stype = SLU_DN, Dtype = SLU_D, Mtype = SLU_GE.
* On entry, the right hand side matrix.
* If B->ncol = 0, only LU decomposition is performed, the triangular
* solve is skipped.
* On exit,
* if equed = 'N', B is not modified; otherwise
* if A->Stype = SLU_NC:
* if options->Trans = NOTRANS and equed = 'R' or 'B',
* B is overwritten by diag(R)*B;
* if options->Trans = TRANS or CONJ and equed = 'C' of 'B',
* B is overwritten by diag(C)*B;
* if A->Stype = SLU_NR:
* if options->Trans = NOTRANS and equed = 'C' or 'B',
* B is overwritten by diag(C)*B;
* if options->Trans = TRANS or CONJ and equed = 'R' of 'B',
* B is overwritten by diag(R)*B.
*
* X (output) SuperMatrix*
* X has types: Stype = SLU_DN, Dtype = SLU_D, Mtype = SLU_GE.
* If info = 0 or info = A->ncol+1, X contains the solution matrix
* to the original system of equations. Note that A and B are modified
* on exit if equed is not 'N', and the solution to the equilibrated
* system is inv(diag(C))*X if options->Trans = NOTRANS and
* equed = 'C' or 'B', or inv(diag(R))*X if options->Trans = 'T' or 'C'
* and equed = 'R' or 'B'.
*
* recip_pivot_growth (output) double*
* The reciprocal pivot growth factor max_j( norm(A_j)/norm(U_j) ).
* The infinity norm is used. If recip_pivot_growth is much less
* than 1, the stability of the LU factorization could be poor.
*
* rcond (output) double*
* The estimate of the reciprocal condition number of the matrix A
* after equilibration (if done). If rcond is less than the machine
* precision (in particular, if rcond = 0), the matrix is singular
* to working precision. This condition is indicated by a return
* code of info > 0.
*
* FERR (output) double*, dimension (B->ncol)
* The estimated forward error bound for each solution vector
* X(j) (the j-th column of the solution matrix X).
* If XTRUE is the true solution corresponding to X(j), FERR(j)
* is an estimated upper bound for the magnitude of the largest
* element in (X(j) - XTRUE) divided by the magnitude of the
* largest element in X(j). The estimate is as reliable as
* the estimate for RCOND, and is almost always a slight
* overestimate of the true error.
* If options->IterRefine = NOREFINE, ferr = 1.0.
*
* BERR (output) double*, dimension (B->ncol)
* The componentwise relative backward error of each solution
* vector X(j) (i.e., the smallest relative change in
* any element of A or B that makes X(j) an exact solution).
* If options->IterRefine = NOREFINE, berr = 1.0.
*
* mem_usage (output) mem_usage_t*
* Record the memory usage statistics, consisting of following fields:
* - for_lu (float)
* The amount of space used in bytes for L\U data structures.
* - total_needed (float)
* The amount of space needed in bytes to perform factorization.
* - expansions (int)
* The number of memory expansions during the LU factorization.
*
* stat (output) SuperLUStat_t*
* Record the statistics on runtime and floating-point operation count.
* See slu_util.h for the definition of 'SuperLUStat_t'.
*
* info (output) int*
* = 0: successful exit
* < 0: if info = -i, the i-th argument had an illegal value
* > 0: if info = i, and i is
* <= A->ncol: U(i,i) is exactly zero. The factorization has
* been completed, but the factor U is exactly
* singular, so the solution and error bounds
* could not be computed.
* = A->ncol+1: U is nonsingular, but RCOND is less than machine
* precision, meaning that the matrix is singular to
* working precision. Nevertheless, the solution and
* error bounds are computed because there are a number
* of situations where the computed solution can be more
* accurate than the value of RCOND would suggest.
* > A->ncol+1: number of bytes allocated when memory allocation
* failure occurred, plus A->ncol.
*
*/
void
dgssvx(superlu_options_t *options, SuperMatrix *A, int *perm_c, int *perm_r,
int *etree, char *equed, double *R, double *C,
SuperMatrix *L, SuperMatrix *U, void *work, int lwork,
SuperMatrix *B, SuperMatrix *X, double *recip_pivot_growth,
double *rcond, double *ferr, double *berr,
mem_usage_t *mem_usage, SuperLUStat_t *stat, int *info )
{
DNformat *Bstore, *Xstore;
double *Bmat, *Xmat;
int ldb, ldx, nrhs;
SuperMatrix *AA;/* A in SLU_NC format used by the factorization routine.*/
SuperMatrix AC; /* Matrix postmultiplied by Pc */
int colequ, equil, nofact, notran, rowequ, permc_spec;
trans_t trant;
char norm[1];
int i, j, info1;
double amax, anorm, bignum, smlnum, colcnd, rowcnd, rcmax, rcmin;
int relax, panel_size;
double diag_pivot_thresh;
double t0; /* temporary time */
double *utime;
/* External functions */
extern double dlangs(char *, SuperMatrix *);
Bstore = B->Store;
Xstore = X->Store;
Bmat = Bstore->nzval;
Xmat = Xstore->nzval;
ldb = Bstore->lda;
ldx = Xstore->lda;
nrhs = B->ncol;
*info = 0;
nofact = (options->Fact != FACTORED);
equil = (options->Equil == YES);
notran = (options->Trans == NOTRANS);
if ( nofact ) {
*(unsigned char *)equed = 'N';
rowequ = FALSE;
colequ = FALSE;
} else {
rowequ = lsame_(equed, "R") || lsame_(equed, "B");
colequ = lsame_(equed, "C") || lsame_(equed, "B");
smlnum = dlamch_("Safe minimum");
bignum = 1. / smlnum;
}
#if 0
printf("dgssvx: Fact=%4d, Trans=%4d, equed=%c\n",
options->Fact, options->Trans, *equed);
#endif
/* Test the input parameters */
if (!nofact && options->Fact != DOFACT && options->Fact != SamePattern &&
options->Fact != SamePattern_SameRowPerm &&
!notran && options->Trans != TRANS && options->Trans != CONJ &&
!equil && options->Equil != NO)
*info = -1;
else if ( A->nrow != A->ncol || A->nrow < 0 ||
(A->Stype != SLU_NC && A->Stype != SLU_NR) ||
A->Dtype != SLU_D || A->Mtype != SLU_GE )
*info = -2;
else if (options->Fact == FACTORED &&
!(rowequ || colequ || lsame_(equed, "N")))
*info = -6;
else {
if (rowequ) {
rcmin = bignum;
rcmax = 0.;
for (j = 0; j < A->nrow; ++j) {
rcmin = SUPERLU_MIN(rcmin, R[j]);
rcmax = SUPERLU_MAX(rcmax, R[j]);
}
if (rcmin <= 0.) *info = -7;
else if ( A->nrow > 0)
rowcnd = SUPERLU_MAX(rcmin,smlnum) / SUPERLU_MIN(rcmax,bignum);
else rowcnd = 1.;
}
if (colequ && *info == 0) {
rcmin = bignum;
rcmax = 0.;
for (j = 0; j < A->nrow; ++j) {
rcmin = SUPERLU_MIN(rcmin, C[j]);
rcmax = SUPERLU_MAX(rcmax, C[j]);
}
if (rcmin <= 0.) *info = -8;
else if (A->nrow > 0)
colcnd = SUPERLU_MAX(rcmin,smlnum) / SUPERLU_MIN(rcmax,bignum);
else colcnd = 1.;
}
if (*info == 0) {
if ( lwork < -1 ) *info = -12;
else if ( B->ncol < 0 || Bstore->lda < SUPERLU_MAX(0, A->nrow) ||
B->Stype != SLU_DN || B->Dtype != SLU_D ||
B->Mtype != SLU_GE )
*info = -13;
else if ( X->ncol < 0 || Xstore->lda < SUPERLU_MAX(0, A->nrow) ||
(B->ncol != 0 && B->ncol != X->ncol) ||
X->Stype != SLU_DN ||
X->Dtype != SLU_D || X->Mtype != SLU_GE )
*info = -14;
}
}
if (*info != 0) {
i = -(*info);
xerbla_("dgssvx", &i);
return;
}
/* Initialization for factor parameters */
panel_size = sp_ienv(1);
relax = sp_ienv(2);
diag_pivot_thresh = options->DiagPivotThresh;
utime = stat->utime;
/* Convert A to SLU_NC format when necessary. */
if ( A->Stype == SLU_NR ) {
NRformat *Astore = A->Store;
AA = (SuperMatrix *) SUPERLU_MALLOC( sizeof(SuperMatrix) );
dCreate_CompCol_Matrix(AA, A->ncol, A->nrow, Astore->nnz,
Astore->nzval, Astore->colind, Astore->rowptr,
SLU_NC, A->Dtype, A->Mtype);
if ( notran ) { /* Reverse the transpose argument. */
trant = TRANS;
notran = 0;
} else {
trant = NOTRANS;
notran = 1;
}
} else { /* A->Stype == SLU_NC */
trant = options->Trans;
AA = A;
}
if ( nofact && equil ) {
t0 = SuperLU_timer_();
/* Compute row and column scalings to equilibrate the matrix A. */
dgsequ(AA, R, C, &rowcnd, &colcnd, &amax, &info1);
if ( info1 == 0 ) {
/* Equilibrate matrix A. */
dlaqgs(AA, R, C, rowcnd, colcnd, amax, equed);
rowequ = lsame_(equed, "R") || lsame_(equed, "B");
colequ = lsame_(equed, "C") || lsame_(equed, "B");
}
utime[EQUIL] = SuperLU_timer_() - t0;
}
if ( nofact ) {
t0 = SuperLU_timer_();
/*
* Gnet column permutation vector perm_c[], according to permc_spec:
* permc_spec = NATURAL: natural ordering
* permc_spec = MMD_AT_PLUS_A: minimum degree on structure of A'+A
* permc_spec = MMD_ATA: minimum degree on structure of A'*A
* permc_spec = COLAMD: approximate minimum degree column ordering
* permc_spec = MY_PERMC: the ordering already supplied in perm_c[]
*/
permc_spec = options->ColPerm;
if ( permc_spec != MY_PERMC && options->Fact == DOFACT )
get_perm_c(permc_spec, AA, perm_c);
utime[COLPERM] = SuperLU_timer_() - t0;
t0 = SuperLU_timer_();
sp_preorder(options, AA, perm_c, etree, &AC);
utime[ETREE] = SuperLU_timer_() - t0;
/* printf("Factor PA = LU ... relax %d\tw %d\tmaxsuper %d\trowblk %d\n",
relax, panel_size, sp_ienv(3), sp_ienv(4));
fflush(stdout); */
/* Compute the LU factorization of A*Pc. */
t0 = SuperLU_timer_();
dgstrf(options, &AC, relax, panel_size, etree,
work, lwork, perm_c, perm_r, L, U, stat, info);
utime[FACT] = SuperLU_timer_() - t0;
if ( lwork == -1 ) {
mem_usage->total_needed = *info - A->ncol;
return;
}
}
if ( options->PivotGrowth ) {
if ( *info > 0 ) {
if ( *info <= A->ncol ) {
/* Compute the reciprocal pivot growth factor of the leading
rank-deficient *info columns of A. */
*recip_pivot_growth = dPivotGrowth(*info, AA, perm_c, L, U);
}
return;
}
/* Compute the reciprocal pivot growth factor *recip_pivot_growth. */
*recip_pivot_growth = dPivotGrowth(A->ncol, AA, perm_c, L, U);
}
if ( options->ConditionNumber ) {
/* Estimate the reciprocal of the condition number of A. */
t0 = SuperLU_timer_();
if ( notran ) {
*(unsigned char *)norm = '1';
} else {
*(unsigned char *)norm = 'I';
}
anorm = dlangs(norm, AA);
dgscon(norm, L, U, anorm, rcond, stat, info);
utime[RCOND] = SuperLU_timer_() - t0;
}
if ( nrhs > 0 ) {
/* Scale the right hand side if equilibration was performed. */
if ( notran ) {
if ( rowequ ) {
for (j = 0; j < nrhs; ++j)
for (i = 0; i < A->nrow; ++i)
Bmat[i + j*ldb] *= R[i];
}
} else if ( colequ ) {
for (j = 0; j < nrhs; ++j)
for (i = 0; i < A->nrow; ++i)
Bmat[i + j*ldb] *= C[i];
}
/* Compute the solution matrix X. */
for (j = 0; j < nrhs; j++) /* Save a copy of the right hand sides */
for (i = 0; i < B->nrow; i++)
Xmat[i + j*ldx] = Bmat[i + j*ldb];
t0 = SuperLU_timer_();
dgstrs (trant, L, U, perm_c, perm_r, X, stat, info);
utime[SOLVE] = SuperLU_timer_() - t0;
/* Use iterative refinement to improve the computed solution and compute
error bounds and backward error estimates for it. */
t0 = SuperLU_timer_();
if ( options->IterRefine != NOREFINE ) {
dgsrfs(trant, AA, L, U, perm_c, perm_r, equed, R, C, B,
X, ferr, berr, stat, info);
} else {
for (j = 0; j < nrhs; ++j) ferr[j] = berr[j] = 1.0;
}
utime[REFINE] = SuperLU_timer_() - t0;
/* Transform the solution matrix X to a solution of the original system. */
if ( notran ) {
if ( colequ ) {
for (j = 0; j < nrhs; ++j)
for (i = 0; i < A->nrow; ++i)
Xmat[i + j*ldx] *= C[i];
}
} else if ( rowequ ) {
for (j = 0; j < nrhs; ++j)
for (i = 0; i < A->nrow; ++i)
Xmat[i + j*ldx] *= R[i];
}
} /* end if nrhs > 0 */
if ( options->ConditionNumber ) {
/* Set INFO = A->ncol+1 if the matrix is singular to working precision. */
if ( *rcond < dlamch_("E") ) *info = A->ncol + 1;
}
if ( nofact ) {
dQuerySpace(L, U, mem_usage);
Destroy_CompCol_Permuted(&AC);
}
if ( A->Stype == SLU_NR ) {
Destroy_SuperMatrix_Store(AA);
SUPERLU_FREE(AA);
}
}