eigen/Eigen/src/SparseLU/SparseLU_Memory.h
2012-09-25 09:58:29 +02:00

204 lines
6.8 KiB
C++

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
/*
* NOTE: This file is the modified version of [s,d,c,z]memory.c files in SuperLU
* -- SuperLU routine (version 3.1) --
* Univ. of California Berkeley, Xerox Palo Alto Research Center,
* and Lawrence Berkeley National Lab.
* August 1, 2008
*
* Copyright (c) 1994 by Xerox Corporation. All rights reserved.
*
* THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
* EXPRESSED OR IMPLIED. ANY USE IS AT YOUR OWN RISK.
*
* Permission is hereby granted to use or copy this program for any
* purpose, provided the above notices are retained on all copies.
* Permission to modify the code and to distribute modified code is
* granted, provided the above notices are retained, and a notice that
* the code was modified is included with the above copyright notice.
*/
#ifndef EIGEN_SPARSELU_MEMORY
#define EIGEN_SPARSELU_MEMORY
#define LU_NO_MARKER 3
#define LU_NUM_TEMPV(m,w,t,b) ((std::max)(m, (t+b)*w) )
#define IND_EMPTY (-1)
#define LU_Reduce(alpha) ((alpha + 1) / 2) // i.e (alpha-1)/2 + 1
#define LU_GluIntArray(n) (5* (n) + 5)
#define LU_TempSpace(m, w) ( (2*w + 4 + LU_NO_MARKER) * m * sizeof(Index) \
+ (w + 1) * m * sizeof(Scalar) )
/**
* Expand the existing storage to accomodate more fill-ins
* \param vec Valid pointer to the vector to allocate or expand
* \param [in,out]length At input, contain the current length of the vector that is to be increased. At output, length of the newly allocated vector
* \param [in]nbElts Current number of elements in the factors
* \param keep_prev 1: use length and do not expand the vector; 0: compute new_len and expand
* \param [in,out]num_expansions Number of times the memory has been expanded
*/
template <typename Scalar, typename Index>
template <typename VectorType>
int SparseLUBase<Scalar,Index>::expand(VectorType& vec, int& length, int nbElts, int keep_prev, int& num_expansions)
{
float alpha = 1.5; // Ratio of the memory increase
int new_len; // New size of the allocated memory
if(num_expansions == 0 || keep_prev)
new_len = length ; // First time allocate requested
else
new_len = alpha * length ;
VectorType old_vec; // Temporary vector to hold the previous values
if (nbElts > 0 )
old_vec = vec.segment(0,nbElts);
//Allocate or expand the current vector
try
{
vec.resize(new_len);
}
catch(std::bad_alloc& )
{
if ( !num_expansions )
{
// First time to allocate from LUMemInit()
throw; // Pass the exception to LUMemInit() which has a try... catch block
}
if (keep_prev)
{
// In this case, the memory length should not not be reduced
return new_len;
}
else
{
// Reduce the size and increase again
int tries = 0; // Number of attempts
do
{
alpha = LU_Reduce(alpha);
new_len = alpha * length ;
try
{
vec.resize(new_len);
}
catch(std::bad_alloc& )
{
tries += 1;
if ( tries > 10) return new_len;
}
} while (!vec.size());
}
}
//Copy the previous values to the newly allocated space
if (nbElts > 0)
vec.segment(0, nbElts) = old_vec;
length = new_len;
if(num_expansions) ++num_expansions;
return 0;
}
/**
* \brief Allocate various working space for the numerical factorization phase.
* \param m number of rows of the input matrix
* \param n number of columns
* \param annz number of initial nonzeros in the matrix
* \param lwork if lwork=-1, this routine returns an estimated size of the required memory
* \param glu persistent data to facilitate multiple factors : will be deleted later ??
* \return an estimated size of the required memory if lwork = -1; otherwise, return the size of actually allocated memory when allocation failed, and 0 on success
* NOTE Unlike SuperLU, this routine does not support successive factorization with the same pattern and the same row permutation
*/
template <typename Scalar, typename Index>
int SparseLUBase<Scalar,Index>::LUMemInit(int m, int n, int annz, int lwork, int fillratio, int panel_size, GlobalLU_t& glu)
{
int& num_expansions = glu.num_expansions; //No memory expansions so far
num_expansions = 0;
glu.nzumax = glu.nzlumax = std::max(fillratio * annz, m*n); // estimated number of nonzeros in U
glu.nzlmax = std::max(1., fillratio/4.) * annz; // estimated nnz in L factor
// Return the estimated size to the user if necessary
if (lwork == IND_EMPTY)
{
int estimated_size;
estimated_size = LU_GluIntArray(n) * sizeof(Index) + LU_TempSpace(m, panel_size)
+ (glu.nzlmax + glu.nzumax) * sizeof(Index) + (glu.nzlumax+glu.nzumax) * sizeof(Scalar) + n;
return estimated_size;
}
// Setup the required space
// First allocate Integer pointers for L\U factors
glu.xsup.resize(n+1);
glu.supno.resize(n+1);
glu.xlsub.resize(n+1);
glu.xlusup.resize(n+1);
glu.xusub.resize(n+1);
// Reserve memory for L/U factors
do
{
try
{
expand<ScalarVector>(glu.lusup, glu.nzlumax, 0, 0, num_expansions);
expand<ScalarVector>(glu.ucol,glu.nzumax, 0, 0, num_expansions);
expand<IndexVector>(glu.lsub,glu.nzlmax, 0, 0, num_expansions);
expand<IndexVector>(glu.usub,glu.nzumax, 0, 1, num_expansions);
}
catch(std::bad_alloc& )
{
//Reduce the estimated size and retry
glu.nzlumax /= 2;
glu.nzumax /= 2;
glu.nzlmax /= 2;
if (glu.nzlumax < annz ) return glu.nzlumax;
}
} while (!glu.lusup.size() || !glu.ucol.size() || !glu.lsub.size() || !glu.usub.size());
++num_expansions;
return 0;
} // end LuMemInit
/**
* \brief Expand the existing storage
* \param vec vector to expand
* \param [in,out]maxlen On input, previous size of vec (Number of elements to copy ). on output, new size
* \param nbElts current number of elements in the vector.
* \param glu Global data structure
* \return 0 on success, > 0 size of the memory allocated so far
*/
template <typename Scalar, typename Index>
template <typename VectorType>
int SparseLUBase<Scalar,Index>::LUMemXpand(VectorType& vec, int& maxlen, int nbElts, LU_MemType memtype, int& num_expansions)
{
int failed_size;
if (memtype == USUB)
failed_size = expand<VectorType>(vec, maxlen, nbElts, 1, num_expansions);
else
failed_size = expand<VectorType>(vec, maxlen, nbElts, 0, num_expansions);
if (failed_size)
return failed_size;
return 0 ;
}
#endif