/*! @file dgsitf.c
* \brief Computes an ILU factorization of a general sparse matrix
*
*
* -- SuperLU routine (version 4.1) --
* Lawrence Berkeley National Laboratory.
* June 30, 2009
*
*/
#include "slu_ddefs.h"
#ifdef DEBUG
int num_drop_L;
#endif
/*! \brief
*
*
* Purpose
* =======
*
* DGSITRF computes an ILU factorization of a general sparse m-by-n
* matrix A using partial pivoting with row interchanges.
* The factorization has the form
* Pr * A = L * U
* where Pr is a row permutation matrix, L is lower triangular with unit
* diagonal elements (lower trapezoidal if A->nrow > A->ncol), and U is upper
* triangular (upper trapezoidal if A->nrow < A->ncol).
*
* 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 ILU decomposition will be performed.
*
* A (input) SuperMatrix*
* Original matrix A, permuted by columns, of dimension
* (A->nrow, A->ncol). The type of A can be:
* Stype = SLU_NCP; Dtype = SLU_D; Mtype = SLU_GE.
*
* relax (input) int
* To control degree of relaxing supernodes. If the number
* of nodes (columns) in a subtree of the elimination tree is less
* than relax, this subtree is considered as one supernode,
* regardless of the row structures of those columns.
*
* panel_size (input) int
* A panel consists of at most panel_size consecutive columns.
*
* etree (input) int*, dimension (A->ncol)
* Elimination tree of A'*A.
* 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.
* On input, the columns of A should be permuted so that the
* etree is in a certain postorder.
*
* work (input/output) void*, size (lwork) (in bytes)
* User-supplied work space and space for the output data structures.
* Not referenced if lwork = 0;
*
* 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
* *info; no other side effects.
*
* perm_c (input) int*, dimension (A->ncol)
* Column permutation vector, which defines the
* permutation matrix Pc; perm_c[i] = j means column i of A is
* in position j in A*Pc.
* When searching for diagonal, perm_c[*] is applied to the
* row subscripts of A, so that diagonal threshold pivoting
* can find the diagonal of A, rather than that of A*Pc.
*
* perm_r (input/output) int*, dimension (A->nrow)
* Row permutation vector which defines the permutation matrix Pr,
* perm_r[i] = j means row i of A is in position j in Pr*A.
* 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;
*
* L (output) SuperMatrix*
* The factor L from the factorization Pr*A=L*U; use compressed row
* subscripts storage for supernodes, i.e., L has type:
* Stype = SLU_SC, Dtype = SLU_D, Mtype = SLU_TRLU.
*
* U (output) SuperMatrix*
* The factor U from the factorization Pr*A*Pc=L*U. Use column-wise
* storage scheme, i.e., U has types: Stype = SLU_NC,
* Dtype = SLU_D, Mtype = SLU_TRU.
*
* 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: number of zero pivots. They are replaced by small
* entries according to options->ILU_FillTol.
* > A->ncol: number of bytes allocated when memory allocation
* failure occurred, plus A->ncol. If lwork = -1, it is
* the estimated amount of space needed, plus A->ncol.
*
* ======================================================================
*
* Local Working Arrays:
* ======================
* m = number of rows in the matrix
* n = number of columns in the matrix
*
* marker[0:3*m-1]: marker[i] = j means that node i has been
* reached when working on column j.
* Storage: relative to original row subscripts
* NOTE: There are 4 of them:
* marker/marker1 are used for panel dfs, see (ilu_)dpanel_dfs.c;
* marker2 is used for inner-factorization, see (ilu)_dcolumn_dfs.c;
* marker_relax(has its own space) is used for relaxed supernodes.
*
* parent[0:m-1]: parent vector used during dfs
* Storage: relative to new row subscripts
*
* xplore[0:m-1]: xplore[i] gives the location of the next (dfs)
* unexplored neighbor of i in lsub[*]
*
* segrep[0:nseg-1]: contains the list of supernodal representatives
* in topological order of the dfs. A supernode representative is the
* last column of a supernode.
* The maximum size of segrep[] is n.
*
* repfnz[0:W*m-1]: for a nonzero segment U[*,j] that ends at a
* supernodal representative r, repfnz[r] is the location of the first
* nonzero in this segment. It is also used during the dfs: repfnz[r]>0
* indicates the supernode r has been explored.
* NOTE: There are W of them, each used for one column of a panel.
*
* panel_lsub[0:W*m-1]: temporary for the nonzeros row indices below
* the panel diagonal. These are filled in during dpanel_dfs(), and are
* used later in the inner LU factorization within the panel.
* panel_lsub[]/dense[] pair forms the SPA data structure.
* NOTE: There are W of them.
*
* dense[0:W*m-1]: sparse accumulating (SPA) vector for intermediate values;
* NOTE: there are W of them.
*
* tempv[0:*]: real temporary used for dense numeric kernels;
* The size of this array is defined by NUM_TEMPV() in slu_util.h.
* It is also used by the dropping routine ilu_ddrop_row().
*
*/
void
dgsitrf(superlu_options_t *options, SuperMatrix *A, int relax, int panel_size,
int *etree, void *work, int lwork, int *perm_c, int *perm_r,
SuperMatrix *L, SuperMatrix *U, SuperLUStat_t *stat, int *info)
{
/* Local working arrays */
NCPformat *Astore;
int *iperm_r = NULL; /* inverse of perm_r; used when
options->Fact == SamePattern_SameRowPerm */
int *iperm_c; /* inverse of perm_c */
int *swap, *iswap; /* swap is used to store the row permutation
during the factorization. Initially, it is set
to iperm_c (row indeces of Pc*A*Pc').
iswap is the inverse of swap. After the
factorization, it is equal to perm_r. */
int *iwork;
double *dwork;
int *segrep, *repfnz, *parent, *xplore;
int *panel_lsub; /* dense[]/panel_lsub[] pair forms a w-wide SPA */
int *marker, *marker_relax;
double *dense, *tempv;
int *relax_end, *relax_fsupc;
double *a;
int *asub;
int *xa_begin, *xa_end;
int *xsup, *supno;
int *xlsub, *xlusup, *xusub;
int nzlumax;
double *amax;
double drop_sum;
double alpha, omega; /* used in MILU, mimicing DRIC */
static GlobalLU_t Glu; /* persistent to facilitate multiple factors. */
double *dwork2; /* used by the second dropping rule */
/* Local scalars */
fact_t fact = options->Fact;
double diag_pivot_thresh = options->DiagPivotThresh;
double drop_tol = options->ILU_DropTol; /* tau */
double fill_ini = options->ILU_FillTol; /* tau^hat */
double gamma = options->ILU_FillFactor;
int drop_rule = options->ILU_DropRule;
milu_t milu = options->ILU_MILU;
double fill_tol;
int pivrow; /* pivotal row number in the original matrix A */
int nseg1; /* no of segments in U-column above panel row jcol */
int nseg; /* no of segments in each U-column */
register int jcol;
register int kcol; /* end column of a relaxed snode */
register int icol;
register int i, k, jj, new_next, iinfo;
int m, n, min_mn, jsupno, fsupc, nextlu, nextu;
int w_def; /* upper bound on panel width */
int usepr, iperm_r_allocated = 0;
int nnzL, nnzU;
int *panel_histo = stat->panel_histo;
flops_t *ops = stat->ops;
int last_drop;/* the last column which the dropping rules applied */
int quota;
int nnzAj; /* number of nonzeros in A(:,1:j) */
int nnzLj, nnzUj;
double tol_L = drop_tol, tol_U = drop_tol;
double zero = 0.0;
double one = 1.0;
/* Executable */
iinfo = 0;
m = A->nrow;
n = A->ncol;
min_mn = SUPERLU_MIN(m, n);
Astore = A->Store;
a = Astore->nzval;
asub = Astore->rowind;
xa_begin = Astore->colbeg;
xa_end = Astore->colend;
/* Allocate storage common to the factor routines */
*info = dLUMemInit(fact, work, lwork, m, n, Astore->nnz, panel_size,
gamma, L, U, &Glu, &iwork, &dwork);
if ( *info ) return;
xsup = Glu.xsup;
supno = Glu.supno;
xlsub = Glu.xlsub;
xlusup = Glu.xlusup;
xusub = Glu.xusub;
SetIWork(m, n, panel_size, iwork, &segrep, &parent, &xplore,
&repfnz, &panel_lsub, &marker_relax, &marker);
dSetRWork(m, panel_size, dwork, &dense, &tempv);
usepr = (fact == SamePattern_SameRowPerm);
if ( usepr ) {
/* Compute the inverse of perm_r */
iperm_r = (int *) intMalloc(m);
for (k = 0; k < m; ++k) iperm_r[perm_r[k]] = k;
iperm_r_allocated = 1;
}
iperm_c = (int *) intMalloc(n);
for (k = 0; k < n; ++k) iperm_c[perm_c[k]] = k;
swap = (int *)intMalloc(n);
for (k = 0; k < n; k++) swap[k] = iperm_c[k];
iswap = (int *)intMalloc(n);
for (k = 0; k < n; k++) iswap[k] = perm_c[k];
amax = (double *) doubleMalloc(panel_size);
if (drop_rule & DROP_SECONDARY)
dwork2 = (double *)doubleMalloc(n);
else
dwork2 = NULL;
nnzAj = 0;
nnzLj = 0;
nnzUj = 0;
last_drop = SUPERLU_MAX(min_mn - 2 * sp_ienv(7), (int)(min_mn * 0.95));
alpha = pow((double)n, -1.0 / options->ILU_MILU_Dim);
/* Identify relaxed snodes */
relax_end = (int *) intMalloc(n);
relax_fsupc = (int *) intMalloc(n);
if ( options->SymmetricMode == YES )
ilu_heap_relax_snode(n, etree, relax, marker, relax_end, relax_fsupc);
else
ilu_relax_snode(n, etree, relax, marker, relax_end, relax_fsupc);
ifill (perm_r, m, EMPTY);
ifill (marker, m * NO_MARKER, EMPTY);
supno[0] = -1;
xsup[0] = xlsub[0] = xusub[0] = xlusup[0] = 0;
w_def = panel_size;
/* Mark the rows used by relaxed supernodes */
ifill (marker_relax, m, EMPTY);
i = mark_relax(m, relax_end, relax_fsupc, xa_begin, xa_end,
asub, marker_relax);
#if ( PRNTlevel >= 1)
printf("%d relaxed supernodes.\n", i);
#endif
/*
* Work on one "panel" at a time. A panel is one of the following:
* (a) a relaxed supernode at the bottom of the etree, or
* (b) panel_size contiguous columns, defined by the user
*/
for (jcol = 0; jcol < min_mn; ) {
if ( relax_end[jcol] != EMPTY ) { /* start of a relaxed snode */
kcol = relax_end[jcol]; /* end of the relaxed snode */
panel_histo[kcol-jcol+1]++;
/* Drop small rows in the previous supernode. */
if (jcol > 0 && jcol < last_drop) {
int first = xsup[supno[jcol - 1]];
int last = jcol - 1;
int quota;
/* Compute the quota */
if (drop_rule & DROP_PROWS)
quota = gamma * Astore->nnz / m * (m - first) / m
* (last - first + 1);
else if (drop_rule & DROP_COLUMN) {
int i;
quota = 0;
for (i = first; i <= last; i++)
quota += xa_end[i] - xa_begin[i];
quota = gamma * quota * (m - first) / m;
} else if (drop_rule & DROP_AREA)
quota = gamma * nnzAj * (1.0 - 0.5 * (last + 1.0) / m)
- nnzLj;
else
quota = m * n;
fill_tol = pow(fill_ini, 1.0 - 0.5 * (first + last) / min_mn);
/* Drop small rows */
i = ilu_ddrop_row(options, first, last, tol_L, quota, &nnzLj,
&fill_tol, &Glu, tempv, dwork2, 0);
/* Reset the parameters */
if (drop_rule & DROP_DYNAMIC) {
if (gamma * nnzAj * (1.0 - 0.5 * (last + 1.0) / m)
< nnzLj)
tol_L = SUPERLU_MIN(1.0, tol_L * 2.0);
else
tol_L = SUPERLU_MAX(drop_tol, tol_L * 0.5);
}
if (fill_tol < 0) iinfo -= (int)fill_tol;
#ifdef DEBUG
num_drop_L += i * (last - first + 1);
#endif
}
/* --------------------------------------
* Factorize the relaxed supernode(jcol:kcol)
* -------------------------------------- */
/* Determine the union of the row structure of the snode */
if ( (*info = ilu_dsnode_dfs(jcol, kcol, asub, xa_begin, xa_end,
marker, &Glu)) != 0 )
return;
nextu = xusub[jcol];
nextlu = xlusup[jcol];
jsupno = supno[jcol];
fsupc = xsup[jsupno];
new_next = nextlu + (xlsub[fsupc+1]-xlsub[fsupc])*(kcol-jcol+1);
nzlumax = Glu.nzlumax;
while ( new_next > nzlumax ) {
if ((*info = dLUMemXpand(jcol, nextlu, LUSUP, &nzlumax, &Glu)))
return;
}
for (icol = jcol; icol <= kcol; icol++) {
xusub[icol+1] = nextu;
amax[0] = 0.0;
/* Scatter into SPA dense[*] */
for (k = xa_begin[icol]; k < xa_end[icol]; k++) {
register double tmp = fabs(a[k]);
if (tmp > amax[0]) amax[0] = tmp;
dense[asub[k]] = a[k];
}
nnzAj += xa_end[icol] - xa_begin[icol];
if (amax[0] == 0.0) {
amax[0] = fill_ini;
#if ( PRNTlevel >= 1)
printf("Column %d is entirely zero!\n", icol);
fflush(stdout);
#endif
}
/* Numeric update within the snode */
dsnode_bmod(icol, jsupno, fsupc, dense, tempv, &Glu, stat);
if (usepr) pivrow = iperm_r[icol];
fill_tol = pow(fill_ini, 1.0 - (double)icol / (double)min_mn);
if ( (*info = ilu_dpivotL(icol, diag_pivot_thresh, &usepr,
perm_r, iperm_c[icol], swap, iswap,
marker_relax, &pivrow,
amax[0] * fill_tol, milu, zero,
&Glu, stat)) ) {
iinfo++;
marker[pivrow] = kcol;
}
}
jcol = kcol + 1;
} else { /* Work on one panel of panel_size columns */
/* Adjust panel_size so that a panel won't overlap with the next
* relaxed snode.
*/
panel_size = w_def;
for (k = jcol + 1; k < SUPERLU_MIN(jcol+panel_size, min_mn); k++)
if ( relax_end[k] != EMPTY ) {
panel_size = k - jcol;
break;
}
if ( k == min_mn ) panel_size = min_mn - jcol;
panel_histo[panel_size]++;
/* symbolic factor on a panel of columns */
ilu_dpanel_dfs(m, panel_size, jcol, A, perm_r, &nseg1,
dense, amax, panel_lsub, segrep, repfnz,
marker, parent, xplore, &Glu);
/* numeric sup-panel updates in topological order */
dpanel_bmod(m, panel_size, jcol, nseg1, dense,
tempv, segrep, repfnz, &Glu, stat);
/* Sparse LU within the panel, and below panel diagonal */
for (jj = jcol; jj < jcol + panel_size; jj++) {
k = (jj - jcol) * m; /* column index for w-wide arrays */
nseg = nseg1; /* Begin after all the panel segments */
nnzAj += xa_end[jj] - xa_begin[jj];
if ((*info = ilu_dcolumn_dfs(m, jj, perm_r, &nseg,
&panel_lsub[k], segrep, &repfnz[k],
marker, parent, xplore, &Glu)))
return;
/* Numeric updates */
if ((*info = dcolumn_bmod(jj, (nseg - nseg1), &dense[k],
tempv, &segrep[nseg1], &repfnz[k],
jcol, &Glu, stat)) != 0) return;
/* Make a fill-in position if the column is entirely zero */
if (xlsub[jj + 1] == xlsub[jj]) {
register int i, row;
int nextl;
int nzlmax = Glu.nzlmax;
int *lsub = Glu.lsub;
int *marker2 = marker + 2 * m;
/* Allocate memory */
nextl = xlsub[jj] + 1;
if (nextl >= nzlmax) {
int error = dLUMemXpand(jj, nextl, LSUB, &nzlmax, &Glu);
if (error) { *info = error; return; }
lsub = Glu.lsub;
}
xlsub[jj + 1]++;
assert(xlusup[jj]==xlusup[jj+1]);
xlusup[jj + 1]++;
Glu.lusup[xlusup[jj]] = zero;
/* Choose a row index (pivrow) for fill-in */
for (i = jj; i < n; i++)
if (marker_relax[swap[i]] <= jj) break;
row = swap[i];
marker2[row] = jj;
lsub[xlsub[jj]] = row;
#ifdef DEBUG
printf("Fill col %d.\n", jj);
fflush(stdout);
#endif
}
/* Computer the quota */
if (drop_rule & DROP_PROWS)
quota = gamma * Astore->nnz / m * jj / m;
else if (drop_rule & DROP_COLUMN)
quota = gamma * (xa_end[jj] - xa_begin[jj]) *
(jj + 1) / m;
else if (drop_rule & DROP_AREA)
quota = gamma * 0.9 * nnzAj * 0.5 - nnzUj;
else
quota = m;
/* Copy the U-segments to ucol[*] and drop small entries */
if ((*info = ilu_dcopy_to_ucol(jj, nseg, segrep, &repfnz[k],
perm_r, &dense[k], drop_rule,
milu, amax[jj - jcol] * tol_U,
quota, &drop_sum, &nnzUj, &Glu,
dwork2)) != 0)
return;
/* Reset the dropping threshold if required */
if (drop_rule & DROP_DYNAMIC) {
if (gamma * 0.9 * nnzAj * 0.5 < nnzLj)
tol_U = SUPERLU_MIN(1.0, tol_U * 2.0);
else
tol_U = SUPERLU_MAX(drop_tol, tol_U * 0.5);
}
if (drop_sum != zero)
{
if (drop_sum > zero)
omega = SUPERLU_MIN(2.0 * (1.0 - alpha)
* amax[jj - jcol] / drop_sum, one);
else
omega = SUPERLU_MAX(2.0 * (1.0 - alpha)
* amax[jj - jcol] / drop_sum, -one);
drop_sum *= omega;
}
if (usepr) pivrow = iperm_r[jj];
fill_tol = pow(fill_ini, 1.0 - (double)jj / (double)min_mn);
if ( (*info = ilu_dpivotL(jj, diag_pivot_thresh, &usepr, perm_r,
iperm_c[jj], swap, iswap,
marker_relax, &pivrow,
amax[jj - jcol] * fill_tol, milu,
drop_sum, &Glu, stat)) ) {
iinfo++;
marker[m + pivrow] = jj;
marker[2 * m + pivrow] = jj;
}
/* Reset repfnz[] for this column */
resetrep_col (nseg, segrep, &repfnz[k]);
/* Start a new supernode, drop the previous one */
if (jj > 0 && supno[jj] > supno[jj - 1] && jj < last_drop) {
int first = xsup[supno[jj - 1]];
int last = jj - 1;
int quota;
/* Compute the quota */
if (drop_rule & DROP_PROWS)
quota = gamma * Astore->nnz / m * (m - first) / m
* (last - first + 1);
else if (drop_rule & DROP_COLUMN) {
int i;
quota = 0;
for (i = first; i <= last; i++)
quota += xa_end[i] - xa_begin[i];
quota = gamma * quota * (m - first) / m;
} else if (drop_rule & DROP_AREA)
quota = gamma * nnzAj * (1.0 - 0.5 * (last + 1.0)
/ m) - nnzLj;
else
quota = m * n;
fill_tol = pow(fill_ini, 1.0 - 0.5 * (first + last) /
(double)min_mn);
/* Drop small rows */
i = ilu_ddrop_row(options, first, last, tol_L, quota,
&nnzLj, &fill_tol, &Glu, tempv, dwork2,
1);
/* Reset the parameters */
if (drop_rule & DROP_DYNAMIC) {
if (gamma * nnzAj * (1.0 - 0.5 * (last + 1.0) / m)
< nnzLj)
tol_L = SUPERLU_MIN(1.0, tol_L * 2.0);
else
tol_L = SUPERLU_MAX(drop_tol, tol_L * 0.5);
}
if (fill_tol < 0) iinfo -= (int)fill_tol;
#ifdef DEBUG
num_drop_L += i * (last - first + 1);
#endif
} /* if start a new supernode */
} /* for */
jcol += panel_size; /* Move to the next panel */
} /* else */
} /* for */
*info = iinfo;
if ( m > n ) {
k = 0;
for (i = 0; i < m; ++i)
if ( perm_r[i] == EMPTY ) {
perm_r[i] = n + k;
++k;
}
}
ilu_countnz(min_mn, &nnzL, &nnzU, &Glu);
fixupL(min_mn, perm_r, &Glu);
dLUWorkFree(iwork, dwork, &Glu); /* Free work space and compress storage */
if ( fact == SamePattern_SameRowPerm ) {
/* L and U structures may have changed due to possibly different
pivoting, even though the storage is available.
There could also be memory expansions, so the array locations
may have changed, */
((SCformat *)L->Store)->nnz = nnzL;
((SCformat *)L->Store)->nsuper = Glu.supno[n];
((SCformat *)L->Store)->nzval = Glu.lusup;
((SCformat *)L->Store)->nzval_colptr = Glu.xlusup;
((SCformat *)L->Store)->rowind = Glu.lsub;
((SCformat *)L->Store)->rowind_colptr = Glu.xlsub;
((NCformat *)U->Store)->nnz = nnzU;
((NCformat *)U->Store)->nzval = Glu.ucol;
((NCformat *)U->Store)->rowind = Glu.usub;
((NCformat *)U->Store)->colptr = Glu.xusub;
} else {
dCreate_SuperNode_Matrix(L, A->nrow, min_mn, nnzL, Glu.lusup,
Glu.xlusup, Glu.lsub, Glu.xlsub, Glu.supno,
Glu.xsup, SLU_SC, SLU_D, SLU_TRLU);
dCreate_CompCol_Matrix(U, min_mn, min_mn, nnzU, Glu.ucol,
Glu.usub, Glu.xusub, SLU_NC, SLU_D, SLU_TRU);
}
ops[FACT] += ops[TRSV] + ops[GEMV];
stat->expansions = --(Glu.num_expansions);
if ( iperm_r_allocated ) SUPERLU_FREE (iperm_r);
SUPERLU_FREE (iperm_c);
SUPERLU_FREE (relax_end);
SUPERLU_FREE (swap);
SUPERLU_FREE (iswap);
SUPERLU_FREE (relax_fsupc);
SUPERLU_FREE (amax);
if ( dwork2 ) SUPERLU_FREE (dwork2);
}