// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au) // Copyright 2008-2016 National ICT Australia (NICTA) // // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. // ------------------------------------------------------------------------ //! \addtogroup fn_spsolve //! @{ //! Solve a system of linear equations, i.e., A*X = B, where X is unknown, //! A is sparse, and B is dense. X will be dense too. template inline bool spsolve_helper ( Mat& out, const SpBase& A, const Base& B, const char* solver, const spsolve_opts_base& settings, const typename arma_blas_type_only::result* junk = 0 ) { arma_extra_debug_sigprint(); arma_ignore(junk); typedef typename T1::pod_type T; typedef typename T1::elem_type eT; const char sig = (solver != NULL) ? solver[0] : char(0); arma_debug_check( ((sig != 'l') && (sig != 's')), "spsolve(): unknown solver" ); T rcond = T(0); bool status = false; superlu_opts superlu_opts_default; // if(is_float ::value) { superlu_opts_default.refine = superlu_opts::REF_SINGLE; } // if(is_double::value) { superlu_opts_default.refine = superlu_opts::REF_DOUBLE; } const superlu_opts& opts = (settings.id == 1) ? static_cast(settings) : superlu_opts_default; arma_debug_check( ( (opts.pivot_thresh < double(0)) || (opts.pivot_thresh > double(1)) ), "spsolve(): pivot_thresh out of bounds" ); if(sig == 's') // SuperLU solver { if( (opts.equilibrate == false) && (opts.refine == superlu_opts::REF_NONE) ) { status = sp_auxlib::spsolve_simple(out, A.get_ref(), B.get_ref(), opts); } else { status = sp_auxlib::spsolve_refine(out, rcond, A.get_ref(), B.get_ref(), opts); } } else if(sig == 'l') // brutal LAPACK solver { if( (settings.id != 0) && ((opts.symmetric) || (opts.pivot_thresh != double(1))) ) { arma_debug_warn("spsolve(): ignoring settings not applicable to LAPACK based solver"); } Mat AA; bool conversion_ok = false; try { Mat tmp(A.get_ref()); // conversion from sparse to dense can throw std::bad_alloc AA.steal_mem(tmp); conversion_ok = true; } catch(std::bad_alloc&) { arma_debug_warn("spsolve(): not enough memory to use LAPACK based solver"); } if(conversion_ok) { arma_debug_check( (AA.n_rows != AA.n_cols), "spsolve(): matrix A must be square sized" ); uword flags = solve_opts::flag_none; if(opts.refine != superlu_opts::REF_NONE) { flags |= solve_opts::flag_refine; } if(opts.equilibrate == true ) { flags |= solve_opts::flag_equilibrate; } if(opts.allow_ugly == true ) { flags |= solve_opts::flag_allow_ugly; } status = glue_solve_gen::apply(out, AA, B.get_ref(), flags); } } if(status == false) { if(rcond > T(0)) { arma_debug_warn("spsolve(): system seems singular (rcond: ", rcond, ")"); } else { arma_debug_warn("spsolve(): system seems singular"); } out.soft_reset(); } if( (status == true) && (rcond > T(0)) && (rcond < auxlib::epsilon_lapack(out)) ) { arma_debug_warn("solve(): solution computed, but system seems singular to working precision (rcond: ", rcond, ")"); } return status; } template inline bool spsolve ( Mat& out, const SpBase& A, const Base& B, const char* solver = "superlu", const spsolve_opts_base& settings = spsolve_opts_none(), const typename arma_blas_type_only::result* junk = 0 ) { arma_extra_debug_sigprint(); arma_ignore(junk); const bool status = spsolve_helper(out, A.get_ref(), B.get_ref(), solver, settings); return status; } template arma_warn_unused inline Mat spsolve ( const SpBase& A, const Base& B, const char* solver = "superlu", const spsolve_opts_base& settings = spsolve_opts_none(), const typename arma_blas_type_only::result* junk = 0 ) { arma_extra_debug_sigprint(); arma_ignore(junk); typedef typename T1::elem_type eT; Mat out; const bool status = spsolve_helper(out, A.get_ref(), B.get_ref(), solver, settings); if(status == false) { arma_stop_runtime_error("spsolve(): solution not found"); } return out; } //! @}