/* ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ File lusol7a lu7add lu7cyc lu7elm lu7for lu7rnk lu7zap Utilities for LUSOL's update routines. lu7for is the most important -- the forward sweep. 01 May 2002: Derived from LUSOL's original lu7a.f file. 01 May 2002: Current version of lusol7a.f. ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ */ /* ================================================================== lu7add inserts the first nrank elements of the vector v(*) as column jadd of U. We assume that U does not yet have any entries in this column. Elements no larger than parmlu(3) are treated as zero. klast will be set so that the last row to be affected (in pivotal order) is row ip(klast). ------------------------------------------------------------------ 09 May 1988: First f77 version. ================================================================== */ void LU7ADD(LUSOLrec *LUSOL, int JADD, REAL V[], int LENL, int *LENU, int *LROW, int NRANK, int *INFORM, int *KLAST, REAL *VNORM) { REAL SMALL; int K, I, LENI, MINFRE, NFREE, LR1, LR2, L; #ifndef LUSOLFastMove int J; #endif SMALL = LUSOL->parmlu[LUSOL_RP_ZEROTOLERANCE]; *VNORM = ZERO; *KLAST = 0; for(K = 1; K <= NRANK; K++) { I = LUSOL->ip[K]; if(fabs(V[I])<=SMALL) continue; *KLAST = K; (*VNORM) += fabs(V[I]); LENI = LUSOL->lenr[I]; /* Compress row file if necessary. */ MINFRE = LENI+1; NFREE = LUSOL->lena - LENL - *LROW; if(NFREEm, TRUE,LROW,LUSOL->indr,LUSOL->lenr,LUSOL->locr); NFREE = LUSOL->lena - LENL - *LROW; if(NFREElocr[I] = (*LROW) + 1; LR1 = LUSOL->locr[I]; LR2 = (LR1+LENI)-1; if(LR2==*LROW) goto x150; if(LUSOL->indr[LR2+1]==0) goto x180; LUSOL->locr[I] = (*LROW) + 1; #ifdef LUSOLFastMove L = LR2-LR1+1; if(L > 0) { LR2 = (*LROW)+1; MEMMOVE(LUSOL->a+LR2, LUSOL->a+LR1, L); MEMMOVE(LUSOL->indr+LR2, LUSOL->indr+LR1, L); MEMCLEAR(LUSOL->indr+LR1, L); *LROW += L; } #else for(L = LR1; L <= LR2; L++) { (*LROW)++; LUSOL->a[*LROW] = LUSOL->a[L]; J = LUSOL->indr[L]; LUSOL->indr[L] = 0; LUSOL->indr[*LROW] = J; } #endif x150: LR2 = *LROW; (*LROW)++; /* Add the element of v. */ x180: LR2++; LUSOL->a[LR2] = V[I]; LUSOL->indr[LR2] = JADD; LUSOL->lenr[I] = LENI+1; (*LENU)++; } /* Normal exit. */ *INFORM = LUSOL_INFORM_LUSUCCESS; goto x990; /* Not enough storage. */ x970: *INFORM = LUSOL_INFORM_ANEEDMEM; x990: ; } /* ================================================================== lu7cyc performs a cyclic permutation on the row or column ordering stored in ip, moving entry kfirst down to klast. If kfirst .ge. klast, lu7cyc should not be called. Sometimes klast = 0 and nothing should happen. ------------------------------------------------------------------ 09 May 1988: First f77 version. ================================================================== */ void LU7CYC(LUSOLrec *LUSOL, int KFIRST, int KLAST, int IX[]) { if(KFIRST 0, y has just become column jelm of the matrix A. lu7elm should not be called unless m is greater than nrank. inform = 0 if y contained no subdiagonal nonzeros to eliminate. inform = 1 if y contained at least one nontrivial subdiagonal. inform = 7 if there is insufficient storage. ------------------------------------------------------------------ 09 May 1988: First f77 version. No longer calls lu7for at end. lu8rpc, lu8mod do so. ================================================================== */ void LU7ELM(LUSOLrec *LUSOL, int JELM, REAL V[], int *LENL, int *LROW, int NRANK, int *INFORM, REAL *DIAG) { REAL VI, VMAX, SMALL; int NRANK1, MINFRE, NFREE, KMAX, L, K, I, LMAX, IMAX, L1, L2; #ifdef ForceInitialization LMAX = 0; #endif SMALL = LUSOL->parmlu[LUSOL_RP_ZEROTOLERANCE]; NRANK1 = NRANK+1; *DIAG = ZERO; /* Compress row file if necessary. */ MINFRE = LUSOL->m-NRANK; NFREE = LUSOL->lena-(*LENL)-(*LROW); if(NFREE>=MINFRE) goto x100; LU1REC(LUSOL, LUSOL->m,TRUE,LROW,LUSOL->indr,LUSOL->lenr,LUSOL->locr); NFREE = LUSOL->lena-(*LENL)-(*LROW); if(NFREElena-(*LENL))+1; for(K = NRANK1; K <= LUSOL->m; K++) { I = LUSOL->ip[K]; VI = fabs(V[I]); if(VI<=SMALL) continue; L--; LUSOL->a[L] = V[I]; LUSOL->indc[L] = I; if(VMAX>=VI) continue; VMAX = VI; KMAX = K; LMAX = L; } if(KMAX==0) goto x900; /* ------------------------------------------------------------------ Remove vmax by overwriting it with the last packed v(i). Then set the multipliers in L for the other elements. ------------------------------------------------------------------ */ IMAX = LUSOL->ip[KMAX]; VMAX = LUSOL->a[LMAX]; LUSOL->a[LMAX] = LUSOL->a[L]; LUSOL->indc[LMAX] = LUSOL->indc[L]; L1 = L+1; L2 = LUSOL->lena-(*LENL); *LENL = ((*LENL)+L2)-L; for(L = L1; L <= L2; L++) { LUSOL->a[L] /= -VMAX; LUSOL->indr[L] = IMAX; } /* Move the row containing vmax to pivotal position nrank + 1. */ LUSOL->ip[KMAX] = LUSOL->ip[NRANK1]; LUSOL->ip[NRANK1] = IMAX; *DIAG = VMAX; /* ------------------------------------------------------------------ If jelm is positive, insert vmax into a new row of U. This is now the only subdiagonal element. ------------------------------------------------------------------ */ if(JELM>0) { (*LROW)++; LUSOL->locr[IMAX] = *LROW; LUSOL->lenr[IMAX] = 1; LUSOL->a[*LROW] = VMAX; LUSOL->indr[*LROW] = JELM; } *INFORM = LUSOL_INFORM_LUSINGULAR; goto x990; /* No elements to eliminate. */ x900: *INFORM = LUSOL_INFORM_LUSUCCESS; goto x990; /* Not enough storage. */ x970: *INFORM = LUSOL_INFORM_ANEEDMEM; x990: ; } /* ================================================================== lu7for (forward sweep) updates the LU factorization A = L*U when row iw = ip(klast) of U is eliminated by a forward sweep of stabilized row operations, leaving ip * U * iq upper triangular. The row permutation ip is updated to preserve stability and/or sparsity. The column permutation iq is not altered. kfirst is such that row ip(kfirst) is the first row involved in eliminating row iw. (Hence, kfirst marks the first nonzero in row iw in pivotal order.) If kfirst is unknown it may be input as 1. klast is such that row ip(klast) is the row being eliminated. klast is not altered. lu7for should be called only if kfirst .le. klast. If kfirst = klast, there are no nonzeros to eliminate, but the diagonal element of row ip(klast) may need to be moved to the front of the row. ------------------------------------------------------------------ On entry, locc(*) must be zero. On exit: inform = 0 if row iw has a nonzero diagonal (could be small). inform = 1 if row iw has no diagonal. inform = 7 if there is not enough storage to finish the update. On a successful exit (inform le 1), locc(*) will again be zero. ------------------------------------------------------------------ Jan 1985: Final f66 version. 09 May 1988: First f77 version. ================================================================== */ void LU7FOR(LUSOLrec *LUSOL, int KFIRST, int KLAST, int *LENL, int *LENU, int *LROW, int *INFORM, REAL *DIAG) { MYBOOL SWAPPD; int KBEGIN, IW, LENW, LW1, LW2, JFIRST, MINFRE, NFREE, L, J, KSTART, KSTOP, K, LFIRST, IV, LENV, LV1, JLAST, LV2, LV3, LV, JV, LW, LDIAG, LIMIT; REAL AMULT, LTOL, USPACE, SMALL, VJ, WJ; LTOL = LUSOL->parmlu[LUSOL_RP_UPDATEMAX_Lij]; SMALL = LUSOL->parmlu[LUSOL_RP_ZEROTOLERANCE]; USPACE = LUSOL->parmlu[LUSOL_RP_COMPSPACE_U]; KBEGIN = KFIRST; SWAPPD = FALSE; /* We come back here from below if a row interchange is performed. */ x100: IW = LUSOL->ip[KLAST]; LENW = LUSOL->lenr[IW]; if(LENW==0) goto x910; LW1 = LUSOL->locr[IW]; LW2 = (LW1+LENW)-1; JFIRST = LUSOL->iq[KBEGIN]; if(KBEGIN>=KLAST) goto x700; /* Make sure there is room at the end of the row file in case row iw is moved there and fills in completely. */ MINFRE = LUSOL->n+1; NFREE = LUSOL->lena-(*LENL)-(*LROW); if(NFREEm,TRUE,LROW,LUSOL->indr,LUSOL->lenr,LUSOL->locr); LW1 = LUSOL->locr[IW]; LW2 = (LW1+LENW)-1; NFREE = LUSOL->lena-(*LENL)-(*LROW); if(NFREEindr[L]; LUSOL->locc[J] = L; } /* ================================================================== Main elimination loop. ================================================================== */ KSTART = KBEGIN; KSTOP = MIN(KLAST,LUSOL->n); for(K = KSTART; K <= KSTOP; K++) { JFIRST = LUSOL->iq[K]; LFIRST = LUSOL->locc[JFIRST]; if(LFIRST==0) goto x490; /* Row iw has its first element in column jfirst. */ WJ = LUSOL->a[LFIRST]; if(K==KLAST) goto x490; /* --------------------------------------------------------------- We are about to use the first element of row iv to eliminate the first element of row iw. However, we may wish to interchange the rows instead, to preserve stability and/or sparsity. --------------------------------------------------------------- */ IV = LUSOL->ip[K]; LENV = LUSOL->lenr[IV]; LV1 = LUSOL->locr[IV]; VJ = ZERO; if(LENV==0) goto x150; if(LUSOL->indr[LV1]!=JFIRST) goto x150; VJ = LUSOL->a[LV1]; if(SWAPPD) goto x200; if(LTOL*fabs(WJ)ip[KLAST] = IV; LUSOL->ip[K] = IW; KBEGIN = K; SWAPPD = TRUE; goto x600; /* --------------------------------------------------------------- Delete the eliminated element from row iw by overwriting it with the last element. --------------------------------------------------------------- */ x200: LUSOL->a[LFIRST] = LUSOL->a[LW2]; JLAST = LUSOL->indr[LW2]; LUSOL->indr[LFIRST] = JLAST; LUSOL->indr[LW2] = 0; LUSOL->locc[JLAST] = LFIRST; LUSOL->locc[JFIRST] = 0; LENW--; (*LENU)--; if(*LROW==LW2) (*LROW)--; LW2 = LW2-1; /* --------------------------------------------------------------- Form the multiplier and store it in the L file. --------------------------------------------------------------- */ if(fabs(WJ)<=SMALL) goto x490; AMULT = -WJ/VJ; L = LUSOL->lena-(*LENL); LUSOL->a[L] = AMULT; LUSOL->indr[L] = IV; LUSOL->indc[L] = IW; (*LENL)++; /* --------------------------------------------------------------- Add the appropriate multiple of row iv to row iw. We use two different inner loops. The first one is for the case where row iw is not at the end of storage. --------------------------------------------------------------- */ if(LENV==1) goto x490; LV2 = LV1+1; LV3 = (LV1+LENV)-1; if(LW2==*LROW) goto x400; /* ............................................................... This inner loop will be interrupted only if fill-in occurs enough to bump into the next row. ............................................................... */ for(LV = LV2; LV <= LV3; LV++) { JV = LUSOL->indr[LV]; LW = LUSOL->locc[JV]; if(LW>0) { /* No fill-in. */ LUSOL->a[LW] += AMULT*LUSOL->a[LV]; if(fabs(LUSOL->a[LW])<=SMALL) { /* Delete small computed element. */ LUSOL->a[LW] = LUSOL->a[LW2]; J = LUSOL->indr[LW2]; LUSOL->indr[LW] = J; LUSOL->indr[LW2] = 0; LUSOL->locc[J] = LW; LUSOL->locc[JV] = 0; (*LENU)--; LENW--; LW2--; } } else { /* Row iw doesn't have an element in column jv yet so there is a fill-in. */ if(LUSOL->indr[LW2+1]!=0) goto x360; (*LENU)++; LENW++; LW2++; LUSOL->a[LW2] = AMULT*LUSOL->a[LV]; LUSOL->indr[LW2] = JV; LUSOL->locc[JV] = LW2; } } goto x490; /* Fill-in interrupted the previous loop. Move row iw to the end of the row file. */ x360: LV2 = LV; LUSOL->locr[IW] = (*LROW)+1; #ifdef LUSOLFastMove L = LW2-LW1+1; if(L > 0) { int loci, *locp; for(loci = LW1, locp = LUSOL->indr+LW1; loci <= LW2; loci++, locp++) { (*LROW)++; LUSOL->locc[*locp] = *LROW; } LW2 = (*LROW)-L+1; MEMMOVE(LUSOL->a+LW2, LUSOL->a+LW1, L); MEMMOVE(LUSOL->indr+LW2, LUSOL->indr+LW1, L); MEMCLEAR(LUSOL->indr+LW1, L); } #else for(L = LW1; L <= LW2; L++) { (*LROW)++; LUSOL->a[*LROW] = LUSOL->a[L]; J = LUSOL->indr[L]; LUSOL->indr[L] = 0; LUSOL->indr[*LROW] = J; LUSOL->locc[J] = *LROW; } #endif LW1 = LUSOL->locr[IW]; LW2 = *LROW; /* ............................................................... Inner loop with row iw at the end of storage. ............................................................... */ x400: for(LV = LV2; LV <= LV3; LV++) { JV = LUSOL->indr[LV]; LW = LUSOL->locc[JV]; if(LW>0) { /* No fill-in. */ LUSOL->a[LW] += AMULT*LUSOL->a[LV]; if(fabs(LUSOL->a[LW])<=SMALL) { /* Delete small computed element. */ LUSOL->a[LW] = LUSOL->a[LW2]; J = LUSOL->indr[LW2]; LUSOL->indr[LW] = J; LUSOL->indr[LW2] = 0; LUSOL->locc[J] = LW; LUSOL->locc[JV] = 0; (*LENU)--; LENW--; LW2--; } } else { /* Row iw doesn't have an element in column jv yet so there is a fill-in. */ (*LENU)++; LENW++; LW2++; LUSOL->a[LW2] = AMULT*LUSOL->a[LV]; LUSOL->indr[LW2] = JV; LUSOL->locc[JV] = LW2; } } *LROW = LW2; /* The k-th element of row iw has been processed. Reset swappd before looking at the next element. */ x490: SWAPPD = FALSE; } /* ================================================================== End of main elimination loop. ================================================================== Cancel markers on row iw. */ x600: LUSOL->lenr[IW] = LENW; if(LENW==0) goto x910; for(L = LW1; L <= LW2; L++) { J = LUSOL->indr[L]; LUSOL->locc[J] = 0; } /* Move the diagonal element to the front of row iw. At this stage, lenw gt 0 and klast le n. */ x700: for(L = LW1; L <= LW2; L++) { LDIAG = L; if(LUSOL->indr[L]==JFIRST) goto x730; } goto x910; x730: *DIAG = LUSOL->a[LDIAG]; LUSOL->a[LDIAG] = LUSOL->a[LW1]; LUSOL->a[LW1] = *DIAG; LUSOL->indr[LDIAG] = LUSOL->indr[LW1]; LUSOL->indr[LW1] = JFIRST; /* If an interchange is needed, repeat from the beginning with the new row iw, knowing that the opposite interchange cannot occur. */ if(SWAPPD) goto x100; *INFORM = LUSOL_INFORM_LUSUCCESS; goto x950; /* Singular. */ x910: *DIAG = ZERO; *INFORM = LUSOL_INFORM_LUSINGULAR; /* Force a compression if the file for U is much longer than the no. of nonzeros in U (i.e. if lrow is much bigger than lenU). This should prevent memory fragmentation when there is far more memory than necessary (i.e. when lena is huge). */ x950: LIMIT = (int) (USPACE*(*LENU))+LUSOL->m+LUSOL->n+1000; if(*LROW>LIMIT) LU1REC(LUSOL, LUSOL->m,TRUE,LROW,LUSOL->indr,LUSOL->lenr,LUSOL->locr); goto x990; /* Not enough storage. */ x970: *INFORM = LUSOL_INFORM_ANEEDMEM; /* Exit. */ x990: ; } /* ================================================================== lu7rnk (check rank) assumes U is currently nrank by n and determines if row nrank contains an acceptable pivot. If not, the row is deleted and nrank is decreased by 1. jsing is an input parameter (not altered). If jsing is positive, column jsing has already been judged dependent. A substitute (if any) must be some other column. ------------------------------------------------------------------ -- Jul 1987: First version. 09 May 1988: First f77 version. ================================================================== */ void LU7RNK(LUSOLrec *LUSOL, int JSING, int *LENU, int *LROW, int *NRANK, int *INFORM, REAL *DIAG) { REAL UTOL1, UMAX; int IW, LENW, L1, L2, LMAX, L, JMAX, KMAX; #ifdef ForceInitialization L1 = 0; L2 = 0; #endif UTOL1 = LUSOL->parmlu[LUSOL_RP_SMALLDIAG_U]; *DIAG = ZERO; /* Find Umax, the largest element in row nrank. */ IW = LUSOL->ip[*NRANK]; LENW = LUSOL->lenr[IW]; if(LENW==0) goto x400; L1 = LUSOL->locr[IW]; L2 = (L1+LENW)-1; UMAX = ZERO; LMAX = L1; for(L = L1; L <= L2; L++) { if(UMAXa[L])) { UMAX = fabs(LUSOL->a[L]); LMAX = L; } } /* Find which column that guy is in (in pivotal order). Interchange him with column nrank, then move him to be the new diagonal at the front of row nrank. */ *DIAG = LUSOL->a[LMAX]; JMAX = LUSOL->indr[LMAX]; for(KMAX = *NRANK; KMAX <= LUSOL->n; KMAX++) { if(LUSOL->iq[KMAX]==JMAX) break; } LUSOL->iq[KMAX] = LUSOL->iq[*NRANK]; LUSOL->iq[*NRANK] = JMAX; LUSOL->a[LMAX] = LUSOL->a[L1]; LUSOL->a[L1] = *DIAG; LUSOL->indr[LMAX] = LUSOL->indr[L1]; LUSOL->indr[L1] = JMAX; /* See if the new diagonal is big enough. */ if(UMAX<=UTOL1) goto x400; if(JMAX==JSING) goto x400; /* ------------------------------------------------------------------ The rank stays the same. ------------------------------------------------------------------ */ *INFORM = LUSOL_INFORM_LUSUCCESS; return; /* ------------------------------------------------------------------ The rank decreases by one. ------------------------------------------------------------------ */ x400: *INFORM = LUSOL_INFORM_RANKLOSS; (*NRANK)--; if(LENW>0) { /* Delete row nrank from U. */ LENU = LENU-LENW; LUSOL->lenr[IW] = 0; for(L = L1; L <= L2; L++) { LUSOL->indr[L] = 0; } if(L2==*LROW) { /* This row was at the end of the data structure. We have to reset lrow. Preceding rows might already have been deleted, so we have to be prepared to go all the way back to 1. */ for(L = 1; L <= L2; L++) { if(LUSOL->indr[*LROW]>0) goto x900; (*LROW)--; } } } x900: ; } /* ================================================================== lu7zap eliminates all nonzeros in column jzap of U. It also sets kzap to the position of jzap in pivotal order. Thus, on exit we have iq(kzap) = jzap. ------------------------------------------------------------------ -- Jul 1987: nrank added. 10 May 1988: First f77 version. ================================================================== */ void LU7ZAP(LUSOLrec *LUSOL, int JZAP, int *KZAP, int *LENU, int *LROW, int NRANK) { int K, I, LENI, LR1, LR2, L; for(K = 1; K <= NRANK; K++) { I = LUSOL->ip[K]; LENI = LUSOL->lenr[I]; if(LENI==0) goto x90; LR1 = LUSOL->locr[I]; LR2 = (LR1+LENI)-1; for(L = LR1; L <= LR2; L++) { if(LUSOL->indr[L]==JZAP) goto x60; } goto x90; /* Delete the old element. */ x60: LUSOL->a[L] = LUSOL->a[LR2]; LUSOL->indr[L] = LUSOL->indr[LR2]; LUSOL->indr[LR2] = 0; LUSOL->lenr[I] = LENI-1; (*LENU)--; /* Stop if we know there are no more rows containing jzap. */ x90: *KZAP = K; if(LUSOL->iq[K]==JZAP) goto x800; } /* nrank must be smaller than n because we haven't found kzap yet. */ L = LUSOL->n; for(K = NRANK+1; K <= L; K++) { *KZAP = K; if(LUSOL->iq[K]==JZAP) break; } /* See if we zapped the last element in the file. */ x800: if(*LROW>0) { if(LUSOL->indr[*LROW]==0) (*LROW)--; } }