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cholmod.jl
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cholmod.jl
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# This file is a part of Julia. License is MIT: http:https://julialang.org/license
module CHOLMOD
import Base: (*), convert, copy, eltype, get, getindex, show, showarray, size,
linearindexing, LinearFast, LinearSlow, ctranspose
import Base.LinAlg: (\), A_mul_Bc, A_mul_Bt, Ac_ldiv_B, Ac_mul_B, At_ldiv_B, At_mul_B,
cholfact, cholfact!, det, diag, ishermitian, isposdef,
issym, ldltfact, ldltfact!, logdet
importall ..SparseArrays
export
Dense,
Factor,
Sparse
import ..SparseArrays: AbstractSparseMatrix, SparseMatrixCSC, increment, indtype
#########
# Setup #
#########
include("cholmod_h.jl")
const CHOLMOD_MIN_VERSION = v"2.1.1"
### These offsets are defined in SuiteSparse_wrapper.c
const common_size = ccall((:jl_cholmod_common_size,:libsuitesparse_wrapper),Int,())
const cholmod_com_offsets = Array(Csize_t, 19)
ccall((:jl_cholmod_common_offsets, :libsuitesparse_wrapper),
Void, (Ptr{Csize_t},), cholmod_com_offsets)
## macro to generate the name of the C function according to the integer type
macro cholmod_name(nm,typ) string("cholmod_", eval(typ) == SuiteSparse_long ? "l_" : "", nm) end
function start(a::Vector{UInt8})
@isok ccall((@cholmod_name("start", SuiteSparse_long), :libcholmod),
Cint, (Ptr{UInt8},), a)
return a
end
function finish(a::Vector{UInt8})
@isok ccall((@cholmod_name("finish", SuiteSparse_long), :libcholmod),
Cint, (Ptr{UInt8},), a)
return a
end
function defaults(a::Vector{UInt8})
@isok ccall((@cholmod_name("defaults", SuiteSparse_long), :libcholmod),
Cint, (Ptr{UInt8},), a)
return a
end
common() = commonStruct
const build_version_array = Array(Cint, 3)
ccall((:jl_cholmod_version, :libsuitesparse_wrapper), Cint, (Ptr{Cint},), build_version_array)
const build_version = VersionNumber(build_version_array...)
function __init__()
try
### Check if the linked library is compatible with the Julia code
if Libdl.dlsym_e(Libdl.dlopen("libcholmod"), :cholmod_version) != C_NULL
current_version_array = Array(Cint, 3)
ccall((:cholmod_version, :libcholmod), Cint, (Ptr{Cint},), current_version_array)
current_version = VersionNumber(current_version_array...)
else # CHOLMOD < 2.1.1 does not include cholmod_version()
current_version = v"0.0.0"
end
if current_version < CHOLMOD_MIN_VERSION
warn("""
CHOLMOD version incompatibility
Julia was compiled with CHOLMOD version $build_version. It is
currently linked with a version older than
$(CHOLMOD_MIN_VERSION). This might cause Julia to
terminate when working with sparse matrix factorizations,
e.g. solving systems of equations with \\.
It is recommended that you use Julia with a recent version
of CHOLMOD, or download the generic binaries
from www.julialang.org, which ship with the correct
versions of all dependencies.
""")
elseif build_version_array[1] != current_version_array[1]
warn("""
CHOLMOD version incompatibility
Julia was compiled with CHOLMOD version $build_version. It is
currently linked with version $current_version.
This might cause Julia to terminate when working with
sparse matrix factorizations, e.g. solving systems of
equations with \\.
It is recommended that you use Julia with the same major
version of CHOLMOD as the one used during the build, or
download the generic binaries from www.julialang.org,
which ship with the correct versions of all dependencies.
""")
end
intsize = Int(ccall((:jl_cholmod_sizeof_long,:libsuitesparse_wrapper),Csize_t,()))
if intsize != 4length(IndexTypes)
warn("""
CHOLMOD integer size incompatibility
Julia was compiled with a version of CHOLMOD that
supported $(32length(IndexTypes)) bit integers. It is
currently linked with version that supports $(8intsize)
integers. This might cause Julia to terminate when
working with sparse matrix factorizations, e.g. solving
systems of equations with \\.
This problem can be fixed by modifying the Julia build
configuration or by downloading the OS X or generic
Linux binary from www.julialang.org, which include
the correct versions of all dependencies.
""")
end
### Initiate CHOLMOD
### The common struct. Controls the type of factorization and keeps pointers
### to temporary memory.
global const commonStruct = fill(0xff, common_size)
global const common_supernodal =
convert(Ptr{Cint}, pointer(commonStruct, cholmod_com_offsets[4] + 1))
global const common_final_ll =
convert(Ptr{Cint}, pointer(commonStruct, cholmod_com_offsets[7] + 1))
global const common_print =
convert(Ptr{Cint}, pointer(commonStruct, cholmod_com_offsets[13] + 1))
global const common_itype =
convert(Ptr{Cint}, pointer(commonStruct, cholmod_com_offsets[18] + 1))
global const common_dtype =
convert(Ptr{Cint}, pointer(commonStruct, cholmod_com_offsets[19] + 1))
global const common_nmethods =
convert(Ptr{Cint}, pointer(commonStruct, cholmod_com_offsets[15] + 1))
global const common_postorder =
convert(Ptr{Cint}, pointer(commonStruct, cholmod_com_offsets[17] + 1))
start(commonStruct) # initializes CHOLMOD
set_print_level(commonStruct, 0) # no printing from CHOLMOD by default
# Register gc tracked allocator if CHOLMOD is new enough
if current_version >= v"3.0.0"
cnfg = cglobal((:SuiteSparse_config, :libsuitesparseconfig), Ptr{Void})
unsafe_store!(cnfg, cglobal(:jl_malloc, Ptr{Void}), 1)
unsafe_store!(cnfg, cglobal(:jl_calloc, Ptr{Void}), 2)
unsafe_store!(cnfg, cglobal(:jl_realloc, Ptr{Void}), 3)
unsafe_store!(cnfg, cglobal(:jl_free, Ptr{Void}), 4)
end
catch ex
Base.showerror_nostdio(ex,
"WARNING: Error during initialization of module CHOLMOD")
end
end
function set_print_level(cm::Array{UInt8}, lev::Integer)
global common_print
unsafe_store!(common_print, lev)
end
####################
# Type definitions #
####################
abstract SuiteSparseStruct
# The three core data types for CHOLMOD: Dense, Sparse and Factor.
# CHOLMOD manages the memory, so the Julia versions only wrap a
# pointer to a struct. Therefore finalizers should be registered each
# time a pointer is returned from CHOLMOD.
# Dense
immutable C_Dense{T<:VTypes} <: SuiteSparseStruct
nrow::Csize_t
ncol::Csize_t
nzmax::Csize_t
d::Csize_t
x::Ptr{T}
z::Ptr{Void}
xtype::Cint
dtype::Cint
end
type Dense{T<:VTypes} <: DenseMatrix{T}
p::Ptr{C_Dense{T}}
end
# Sparse
immutable C_Sparse{Tv<:VTypes} <: SuiteSparseStruct
nrow::Csize_t
ncol::Csize_t
nzmax::Csize_t
p::Ptr{SuiteSparse_long}
i::Ptr{SuiteSparse_long}
nz::Ptr{SuiteSparse_long}
x::Ptr{Tv}
z::Ptr{Void}
stype::Cint
itype::Cint
xtype::Cint
dtype::Cint
sorted::Cint
packed::Cint
end
# Corresponds to the exact definition of cholmod_sparse_struct in the library.
# Useful when reading matrices of unknown type from files as in
# cholmod_read_sparse
immutable C_SparseVoid <: SuiteSparseStruct
nrow::Csize_t
ncol::Csize_t
nzmax::Csize_t
p::Ptr{Void}
i::Ptr{Void}
nz::Ptr{Void}
x::Ptr{Void}
z::Ptr{Void}
stype::Cint
itype::Cint
xtype::Cint
dtype::Cint
sorted::Cint
packed::Cint
end
type Sparse{Tv<:VTypes} <: AbstractSparseMatrix{Tv,SuiteSparse_long}
p::Ptr{C_Sparse{Tv}}
function Sparse(p::Ptr{C_Sparse{Tv}})
if p == C_NULL
throw(ArgumentError("sparse matrix construction failed for unknown reasons. Please submit a bug report."))
end
new(p)
end
end
Sparse{Tv<:VTypes}(p::Ptr{C_Sparse{Tv}}) = Sparse{Tv}(p)
# Factor
if build_version >= v"2.1.0" # CHOLMOD version 2.1.0 or later
immutable C_Factor{Tv<:VTypes} <: SuiteSparseStruct
n::Csize_t
minor::Csize_t
Perm::Ptr{SuiteSparse_long}
ColCount::Ptr{SuiteSparse_long}
IPerm::Ptr{SuiteSparse_long} # this pointer was added in verison 2.1.0
nzmax::Csize_t
p::Ptr{SuiteSparse_long}
i::Ptr{SuiteSparse_long}
x::Ptr{Tv}
z::Ptr{Void}
nz::Ptr{SuiteSparse_long}
next::Ptr{SuiteSparse_long}
prev::Ptr{SuiteSparse_long}
nsuper::Csize_t
ssize::Csize_t
xsize::Csize_t
maxcsize::Csize_t
maxesize::Csize_t
super::Ptr{SuiteSparse_long}
pi::Ptr{SuiteSparse_long}
px::Ptr{SuiteSparse_long}
s::Ptr{SuiteSparse_long}
ordering::Cint
is_ll::Cint
is_super::Cint
is_monotonic::Cint
itype::Cint
xtype::Cint
dtype::Cint
end
else
immutable C_Factor{Tv<:VTypes} <: SuiteSparseStruct
n::Csize_t
minor::Csize_t
Perm::Ptr{SuiteSparse_long}
ColCount::Ptr{SuiteSparse_long}
nzmax::Csize_t
p::Ptr{SuiteSparse_long}
i::Ptr{SuiteSparse_long}
x::Ptr{Tv}
z::Ptr{Void}
nz::Ptr{SuiteSparse_long}
next::Ptr{SuiteSparse_long}
prev::Ptr{SuiteSparse_long}
nsuper::Csize_t
ssize::Csize_t
xsize::Csize_t
maxcsize::Csize_t
maxesize::Csize_t
super::Ptr{SuiteSparse_long}
pi::Ptr{SuiteSparse_long}
px::Ptr{SuiteSparse_long}
s::Ptr{SuiteSparse_long}
ordering::Cint
is_ll::Cint
is_super::Cint
is_monotonic::Cint
itype::Cint
xtype::Cint
dtype::Cint
end
end
type Factor{Tv} <: Factorization{Tv}
p::Ptr{C_Factor{Tv}}
function Factor(p::Ptr{C_Factor{Tv}})
if p == C_NULL
throw(ArgumentError("factorization construction failed for unknown reasons. Please submit a bug report."))
end
new(p)
end
end
Factor{Tv<:VTypes}(p::Ptr{C_Factor{Tv}}) = Factor{Tv}(p)
# Define get similar to get(Nullable) to check pointers. All pointer loads should be wrapped in get to make sure
# that SuiteSparse is not called with a C_NULL pointer which could cause a segfault. Pointers are set to null
# when serialized so this can happen when mutiple processes are in use.
function get{T<:SuiteSparseStruct}(p::Ptr{T})
if p == C_NULL
throw(ArgumentError("pointer to the $T object is null. This can happen if the object has been serialized."))
else
return p
end
end
# FactorComponent, for encoding particular factors from a factorization
type FactorComponent{Tv,S} <: AbstractMatrix{Tv}
F::Factor{Tv}
function FactorComponent(F::Factor{Tv})
s = unsafe_load(get(F.p))
if s.is_ll != 0
S == :L || S == :U || S == :PtL || S == :UP || throw(CHOLMODException(string(S, " not supported for sparse LLt matrices; try :L, :U, :PtL, or :UP")))
else
S == :L || S == :U || S == :PtL || S == :UP ||
S == :D || S == :LD || S == :DU || S == :PtLD || S == :DUP ||
throw(CHOLMODException(string(S, " not supported for sparse LDLt matrices; try :L, :U, :PtL, :UP, :D, :LD, :DU, :PtLD, or :DUP")))
end
new(F)
end
end
function FactorComponent{Tv}(F::Factor{Tv}, sym::Symbol)
FactorComponent{Tv,sym}(F)
end
Factor(FC::FactorComponent) = Factor(FC.F)
#################
# Thin wrappers #
#################
# Dense wrappers
## Note! Integer type defaults to Cint, but this is actually not necessary, but
## making this a choice would require another type parameter in the Dense type
### cholmod_core_h ###
function allocate_dense(nrow::Integer, ncol::Integer, d::Integer, ::Type{Float64})
d = Dense(ccall((:cholmod_l_allocate_dense, :libcholmod), Ptr{C_Dense{Float64}},
(Csize_t, Csize_t, Csize_t, Cint, Ptr{Void}),
nrow, ncol, d, REAL, common()))
finalizer(d, free!)
d
end
function allocate_dense(nrow::Integer, ncol::Integer, d::Integer, ::Type{Complex{Float64}})
d = Dense(ccall((:cholmod_l_allocate_dense, :libcholmod), Ptr{C_Dense{Complex{Float64}}},
(Csize_t, Csize_t, Csize_t, Cint, Ptr{Void}),
nrow, ncol, d, COMPLEX, common()))
finalizer(d, free!)
d
end
free_dense!{T}(p::Ptr{C_Dense{T}}) = ccall((:cholmod_l_free_dense, :libcholmod), Cint, (Ref{Ptr{C_Dense{T}}}, Ptr{Void}), p, common())
function zeros{T<:VTypes}(m::Integer, n::Integer, ::Type{T})
d = Dense(ccall((:cholmod_l_zeros, :libcholmod), Ptr{C_Dense{T}},
(Csize_t, Csize_t, Cint, Ptr{UInt8}),
m, n, xtyp(T), common()))
finalizer(d, free!)
d
end
zeros(m::Integer, n::Integer) = zeros(m, n, Float64)
function ones{T<:VTypes}(m::Integer, n::Integer, ::Type{T})
d = Dense(ccall((:cholmod_l_ones, :libcholmod), Ptr{C_Dense{T}},
(Csize_t, Csize_t, Cint, Ptr{UInt8}),
m, n, xtyp(T), common()))
finalizer(d, free!)
d
end
ones(m::Integer, n::Integer) = ones(m, n, Float64)
function eye{T<:VTypes}(m::Integer, n::Integer, ::Type{T})
d = Dense(ccall((:cholmod_l_eye, :libcholmod), Ptr{C_Dense{T}},
(Csize_t, Csize_t, Cint, Ptr{UInt8}),
m, n, xtyp(T), common()))
finalizer(d, free!)
d
end
eye(m::Integer, n::Integer) = eye(m, n, Float64)
eye(n::Integer) = eye(n, n, Float64)
function copy_dense{Tv<:VTypes}(A::Dense{Tv})
d = Dense(ccall((:cholmod_l_copy_dense, :libcholmod), Ptr{C_Dense{Tv}},
(Ptr{C_Dense{Tv}}, Ptr{UInt8}),
get(A.p), common()))
finalizer(d, free!)
d
end
### cholmod_matrixops.h ###
function norm_dense{Tv<:VTypes}(D::Dense{Tv}, p::Integer)
s = unsafe_load(get(D.p))
if p == 2
if s.ncol > 1
throw(ArgumentError("2 norm only supported when matrix has one column"))
end
elseif p != 0 && p != 1
throw(ArgumentError("second argument must be either 0 (Inf norm), 1, or 2"))
end
ccall((:cholmod_l_norm_dense, :libcholmod), Cdouble,
(Ptr{C_Dense{Tv}}, Cint, Ptr{UInt8}),
get(D.p), p, common())
end
### cholmod_check.h ###
function check_dense{T<:VTypes}(A::Dense{T})
ccall((:cholmod_l_check_dense, :libcholmod), Cint,
(Ptr{C_Dense{T}}, Ptr{UInt8}),
A.p, common())!=0
end
# Non-Dense wrappers
### cholmod_core.h ###
function allocate_sparse(nrow::Integer, ncol::Integer, nzmax::Integer, sorted::Bool, packed::Bool, stype::Integer, ::Type{Float64})
s = Sparse(ccall((@cholmod_name("allocate_sparse", SuiteSparse_long), :libcholmod), Ptr{C_Sparse{Float64}},
(Csize_t, Csize_t, Csize_t, Cint,
Cint, Cint, Cint, Ptr{Void}),
nrow, ncol, nzmax, sorted,
packed, stype, REAL, common()))
finalizer(s, free!)
s
end
function allocate_sparse(nrow::Integer, ncol::Integer, nzmax::Integer, sorted::Bool, packed::Bool, stype::Integer, ::Type{Complex{Float64}})
s = Sparse(ccall((@cholmod_name("allocate_sparse", SuiteSparse_long), :libcholmod),
Ptr{C_Sparse{Complex{Float64}}},
(Csize_t, Csize_t, Csize_t, Cint,
Cint, Cint, Cint, Ptr{Void}),
nrow, ncol, nzmax, sorted,
packed, stype, COMPLEX, common()))
finalizer(s, free!)
s
end
function free_sparse!{Tv<:VTypes}(ptr::Ptr{C_Sparse{Tv}})
@isok ccall((@cholmod_name("free_sparse", SuiteSparse_long), :libcholmod), Cint,
(Ptr{Ptr{C_Sparse{Tv}}}, Ptr{UInt8}),
&ptr, common())
end
function free_sparse!(ptr::Ptr{C_SparseVoid})
@isok ccall((@cholmod_name("free_sparse", SuiteSparse_long), :libcholmod), Cint,
(Ptr{Ptr{C_SparseVoid}}, Ptr{UInt8}),
&ptr, common())
end
function free_factor!{Tv<:VTypes}(ptr::Ptr{C_Factor{Tv}})
# Warning! Important that finalizer doesn't modify the global Common struct.
@isok ccall((@cholmod_name("free_factor", SuiteSparse_long), :libcholmod), Cint,
(Ptr{Ptr{C_Factor{Tv}}}, Ptr{Void}),
&ptr, common())
end
function aat{Tv<:VRealTypes}(A::Sparse{Tv}, fset::Vector{SuiteSparse_long}, mode::Integer)
s = Sparse(ccall((@cholmod_name("aat", SuiteSparse_long), :libcholmod),
Ptr{C_Sparse{Tv}},
(Ptr{C_Sparse{Tv}}, Ptr{SuiteSparse_long}, Csize_t, Cint, Ptr{UInt8}),
get(A.p), fset, length(fset), mode, common()))
finalizer(s, free!)
s
end
function sparse_to_dense{Tv<:VTypes}(A::Sparse{Tv})
d = Dense(ccall((@cholmod_name("sparse_to_dense", SuiteSparse_long),:libcholmod),
Ptr{C_Dense{Tv}},
(Ptr{C_Sparse{Tv}}, Ptr{UInt8}),
get(A.p), common()))
finalizer(d, free!)
d
end
function dense_to_sparse{Tv<:VTypes}(D::Dense{Tv}, ::Type{SuiteSparse_long})
s = Sparse(ccall((@cholmod_name("dense_to_sparse", SuiteSparse_long),:libcholmod),
Ptr{C_Sparse{Tv}},
(Ptr{C_Dense{Tv}}, Cint, Ptr{UInt8}),
get(D.p), true, common()))
finalizer(s, free!)
s
end
function factor_to_sparse!{Tv<:VTypes}(F::Factor{Tv})
ss = unsafe_load(F.p)
ss.xtype > PATTERN || throw(CHOLMODException("only numeric factors are supported"))
s = Sparse(ccall((@cholmod_name("factor_to_sparse", SuiteSparse_long),:libcholmod),
Ptr{C_Sparse{Tv}},
(Ptr{C_Factor{Tv}}, Ptr{UInt8}),
get(F.p), common()))
finalizer(s, free!)
s
end
function change_factor!{Tv<:VTypes}(::Type{Float64}, to_ll::Bool, to_super::Bool, to_packed::Bool, to_monotonic::Bool, F::Factor{Tv})
@isok ccall((@cholmod_name("change_factor", SuiteSparse_long),:libcholmod), Cint,
(Cint, Cint, Cint, Cint, Cint, Ptr{C_Factor{Tv}}, Ptr{UInt8}),
REAL, to_ll, to_super, to_packed, to_monotonic, get(F.p), common())
Factor{Float64}(F.p)
end
function change_factor!{Tv<:VTypes}(::Type{Complex{Float64}}, to_ll::Bool, to_super::Bool, to_packed::Bool, to_monotonic::Bool, F::Factor{Tv})
@isok ccall((@cholmod_name("change_factor", SuiteSparse_long),:libcholmod), Cint,
(Cint, Cint, Cint, Cint, Cint, Ptr{C_Factor{Tv}}, Ptr{UInt8}),
COMPLEX, to_ll, to_super, to_packed, to_monotonic, get(F.p), common())
Factor{Complex{Float64}}(F.p)
end
function check_sparse{Tv<:VTypes}(A::Sparse{Tv})
ccall((@cholmod_name("check_sparse", SuiteSparse_long),:libcholmod), Cint,
(Ptr{C_Sparse{Tv}}, Ptr{UInt8}),
get(A.p), common())!=0
end
function check_factor{Tv<:VTypes}(F::Factor{Tv})
ccall((@cholmod_name("check_factor", SuiteSparse_long),:libcholmod), Cint,
(Ptr{C_Factor{Tv}}, Ptr{UInt8}),
get(F.p), common())!=0
end
function nnz{Tv<:VTypes}(A::Sparse{Tv})
ccall((@cholmod_name("nnz", SuiteSparse_long),:libcholmod), Int,
(Ptr{C_Sparse{Tv}}, Ptr{UInt8}),
get(A.p), common())
end
function speye{Tv<:VTypes}(m::Integer, n::Integer, ::Type{Tv})
s = Sparse(ccall((@cholmod_name("speye", SuiteSparse_long), :libcholmod),
Ptr{C_Sparse{Tv}},
(Csize_t, Csize_t, Cint, Ptr{UInt8}),
m, n, xtyp(Tv), common()))
finalizer(s, free!)
s
end
function spzeros{Tv<:VTypes}(m::Integer, n::Integer, nzmax::Integer, ::Type{Tv})
s = Sparse(ccall((@cholmod_name("spzeros", SuiteSparse_long), :libcholmod),
Ptr{C_Sparse{Tv}},
(Csize_t, Csize_t, Csize_t, Cint, Ptr{UInt8}),
m, n, nzmax, xtyp(Tv), common()))
finalizer(s, free!)
s
end
function transpose_{Tv<:VTypes}(A::Sparse{Tv}, values::Integer)
s = Sparse(ccall((@cholmod_name("transpose", SuiteSparse_long),:libcholmod),
Ptr{C_Sparse{Tv}},
(Ptr{C_Sparse{Tv}}, Cint, Ptr{UInt8}),
get(A.p), values, common()))
finalizer(s, free!)
s
end
function copy_factor{Tv<:VTypes}(F::Factor{Tv})
f = Factor(ccall((@cholmod_name("copy_factor", SuiteSparse_long),:libcholmod),
Ptr{C_Factor{Tv}},
(Ptr{C_Factor{Tv}}, Ptr{UInt8}),
get(F.p), common()))
finalizer(f, free!)
f
end
function copy_sparse{Tv<:VTypes}(A::Sparse{Tv})
s = Sparse(ccall((@cholmod_name("copy_sparse", SuiteSparse_long),:libcholmod),
Ptr{C_Sparse{Tv}},
(Ptr{C_Sparse{Tv}}, Ptr{UInt8}),
get(A.p), common()))
finalizer(s, free!)
s
end
function copy{Tv<:VRealTypes}(A::Sparse{Tv}, stype::Integer, mode::Integer)
s = Sparse(ccall((@cholmod_name("copy", SuiteSparse_long),:libcholmod),
Ptr{C_Sparse{Tv}},
(Ptr{C_Sparse{Tv}}, Cint, Cint, Ptr{UInt8}),
get(A.p), stype, mode, common()))
finalizer(s, free!)
s
end
### cholmod_check.h ###
function print_sparse{Tv<:VTypes}(A::Sparse{Tv}, name::ASCIIString)
cm = common()
set_print_level(cm, 3)
@isok ccall((@cholmod_name("print_sparse", SuiteSparse_long),:libcholmod), Cint,
(Ptr{C_Sparse{Tv}}, Ptr{UInt8}, Ptr{UInt8}),
get(A.p), name, cm)
nothing
end
function print_factor{Tv<:VTypes}(F::Factor{Tv}, name::ASCIIString)
cm = common()
set_print_level(cm, 3)
@isok ccall((@cholmod_name("print_factor", SuiteSparse_long),:libcholmod), Cint,
(Ptr{C_Factor{Tv}}, Ptr{UInt8}, Ptr{UInt8}),
get(F.p), name, cm)
nothing
end
### cholmod_matrixops.h ###
function ssmult{Tv<:VRealTypes}(A::Sparse{Tv}, B::Sparse{Tv}, stype::Integer, values::Bool, sorted::Bool)
lA = unsafe_load(get(A.p))
lB = unsafe_load(get(B.p))
if lA.ncol != lB.nrow
throw(DimensionMismatch("inner matrix dimensions do not fit"))
end
s = Sparse(ccall((@cholmod_name("ssmult", SuiteSparse_long),:libcholmod),
Ptr{C_Sparse{Tv}},
(Ptr{C_Sparse{Tv}}, Ptr{C_Sparse{Tv}}, Cint, Cint,
Cint, Ptr{UInt8}),
get(A.p), get(B.p), stype, values,
sorted, common()))
finalizer(s, free!)
s
end
function norm_sparse{Tv<:VTypes}(A::Sparse{Tv}, norm::Integer)
if norm != 0 && norm != 1
throw(ArgumentError("norm argument must be either 0 or 1"))
end
ccall((@cholmod_name("norm_sparse", SuiteSparse_long), :libcholmod), Cdouble,
(Ptr{C_Sparse{Tv}}, Cint, Ptr{UInt8}),
get(A.p), norm, common())
end
function horzcat{Tv<:VRealTypes}(A::Sparse{Tv}, B::Sparse{Tv}, values::Bool)
s = Sparse(ccall((@cholmod_name("horzcat", SuiteSparse_long), :libcholmod),
Ptr{C_Sparse{Tv}},
(Ptr{C_Sparse{Tv}}, Ptr{C_Sparse{Tv}}, Cint, Ptr{UInt8}),
get(A.p), get(B.p), values, common()))
finalizer(s, free!)
s
end
function scale!{Tv<:VRealTypes}(S::Dense{Tv}, scale::Integer, A::Sparse{Tv})
sS = unsafe_load(get(S.p))
sA = unsafe_load(get(A.p))
sS.ncol == 1 || sS.nrow == 1 || throw(DimensionMismatch("first argument must be a vector"))
if scale == SCALAR && sS.nrow != 1
throw(DimensionMismatch("scaling argument must have length one"))
elseif scale == ROW && sS.nrow*sS.ncol != sA.nrow
throw(DimensionMismatch("scaling vector has length $(sS.nrow*sS.ncol), but matrix has $(sA.nrow) rows."))
elseif scale == COL && sS.nrow*sS.ncol != sA.ncol
throw(DimensionMismatch("scaling vector has length $(sS.nrow*sS.ncol), but matrix has $(sA.ncol) columns"))
elseif scale == SYM
if sA.nrow != sA.ncol
throw(DimensionMismatch("matrix must be square"))
elseif sS.nrow*sS.ncol != sA.nrow
throw(DimensionMismatch("scaling vector has length $(sS.nrow*sS.ncol), but matrix has $(sA.ncol) columns and rows"))
end
end
sA = unsafe_load(get(A.p))
@isok ccall((@cholmod_name("scale",SuiteSparse_long),:libcholmod), Cint,
(Ptr{C_Dense{Tv}}, Cint, Ptr{C_Sparse{Tv}}, Ptr{UInt8}),
get(S.p), scale, get(A.p), common())
A
end
function sdmult!{Tv<:VTypes}(A::Sparse{Tv}, transpose::Bool, α::Number, β::Number, X::Dense{Tv}, Y::Dense{Tv})
m, n = size(A)
nc = transpose ? m : n
nr = transpose ? n : m
if nc != size(X, 1)
throw(DimensionMismatch("incompatible dimensions, $nc and $(size(X,1))"))
end
@isok ccall((@cholmod_name("sdmult", SuiteSparse_long),:libcholmod), Cint,
(Ptr{C_Sparse{Tv}}, Cint,
Ref{Complex128}, Ref{Complex128},
Ptr{C_Dense{Tv}}, Ptr{C_Dense{Tv}}, Ptr{UInt8}),
get(A.p), transpose, α, β, get(X.p), get(Y.p), common())
Y
end
function vertcat{Tv<:VRealTypes}(A::Sparse{Tv}, B::Sparse{Tv}, values::Bool)
s = Sparse(ccall((@cholmod_name("vertcat", SuiteSparse_long), :libcholmod), Ptr{C_Sparse{Tv}},
(Ptr{C_Sparse{Tv}}, Ptr{C_Sparse{Tv}}, Cint, Ptr{UInt8}),
get(A.p), get(B.p), values, common()))
finalizer(s, free!)
s
end
function symmetry{Tv<:VTypes}(A::Sparse{Tv}, option::Integer)
xmatched = Array(SuiteSparse_long, 1)
pmatched = Array(SuiteSparse_long, 1)
nzoffdiag = Array(SuiteSparse_long, 1)
nzdiag = Array(SuiteSparse_long, 1)
rv = ccall((@cholmod_name("symmetry", SuiteSparse_long), :libcholmod), Cint,
(Ptr{C_Sparse{Tv}}, Cint, Ptr{SuiteSparse_long}, Ptr{SuiteSparse_long},
Ptr{SuiteSparse_long}, Ptr{SuiteSparse_long}, Ptr{UInt8}),
get(A.p), option, xmatched, pmatched,
nzoffdiag, nzdiag, common())
rv, xmatched[1], pmatched[1], nzoffdiag[1], nzdiag[1]
end
# cholmod_cholesky.h
# For analyze, analyze_p, and factorize_p!, the Common argument must be
# supplied in order to control if the factorization is LLt or LDLt
function analyze{Tv<:VTypes}(A::Sparse{Tv}, cmmn::Vector{UInt8})
f = Factor(ccall((@cholmod_name("analyze", SuiteSparse_long),:libcholmod),
Ptr{C_Factor{Tv}},
(Ptr{C_Sparse{Tv}}, Ptr{UInt8}),
get(A.p), cmmn))
finalizer(f, free!)
f
end
function analyze_p{Tv<:VTypes}(A::Sparse{Tv}, perm::Vector{SuiteSparse_long},
cmmn::Vector{UInt8})
length(perm) != size(A,1) && throw(BoundsError())
f = Factor(ccall((@cholmod_name("analyze_p", SuiteSparse_long),:libcholmod),
Ptr{C_Factor{Tv}},
(Ptr{C_Sparse{Tv}}, Ptr{SuiteSparse_long}, Ptr{SuiteSparse_long}, Csize_t, Ptr{UInt8}),
get(A.p), perm, C_NULL, 0, cmmn))
finalizer(f, free!)
f
end
function factorize!{Tv<:VTypes}(A::Sparse{Tv}, F::Factor{Tv}, cmmn::Vector{UInt8})
@isok ccall((@cholmod_name("factorize", SuiteSparse_long),:libcholmod), Cint,
(Ptr{C_Sparse{Tv}}, Ptr{C_Factor{Tv}}, Ptr{UInt8}),
get(A.p), get(F.p), cmmn)
F
end
function factorize_p!{Tv<:VTypes}(A::Sparse{Tv}, β::Real, F::Factor{Tv}, cmmn::Vector{UInt8})
# note that β is passed as a complex number (double beta[2]),
# but the CHOLMOD manual says that only beta[0] (real part) is used
@isok ccall((@cholmod_name("factorize_p", SuiteSparse_long),:libcholmod), Cint,
(Ptr{C_Sparse{Tv}}, Ref{Complex128}, Ptr{SuiteSparse_long}, Csize_t,
Ptr{C_Factor{Tv}}, Ptr{UInt8}),
get(A.p), β, C_NULL, 0, get(F.p), cmmn)
F
end
function solve{Tv<:VTypes}(sys::Integer, F::Factor{Tv}, B::Dense{Tv})
if size(F,1) != size(B,1)
throw(DimensionMismatch("LHS and RHS should have the same number of rows. LHS has $(size(F,1)) rows, but RHS has $(size(B,1)) rows."))
end
d = Dense(ccall((@cholmod_name("solve", SuiteSparse_long),:libcholmod), Ptr{C_Dense{Tv}},
(Cint, Ptr{C_Factor{Tv}}, Ptr{C_Dense{Tv}}, Ptr{UInt8}),
sys, get(F.p), get(B.p), common()))
finalizer(d, free!)
d
end
function spsolve{Tv<:VTypes}(sys::Integer, F::Factor{Tv}, B::Sparse{Tv})
if size(F,1) != size(B,1)
throw(DimensionMismatch("LHS and RHS should have the same number of rows. LHS has $(size(F,1)) rows, but RHS has $(size(B,1)) rows."))
end
s = Sparse(ccall((@cholmod_name("spsolve", SuiteSparse_long),:libcholmod),
Ptr{C_Sparse{Tv}},
(Cint, Ptr{C_Factor{Tv}}, Ptr{C_Sparse{Tv}}, Ptr{UInt8}),
sys, get(F.p), get(B.p), common()))
finalizer(s, free!)
s
end
# Autodetects the types
function read_sparse(file::Libc.FILE, ::Type{SuiteSparse_long})
ptr = ccall((@cholmod_name("read_sparse", SuiteSparse_long), :libcholmod),
Ptr{C_SparseVoid},
(Ptr{Void}, Ptr{UInt8}),
file.ptr, common())
if ptr == C_NULL
throw(ArgumentError("sparse matrix construction failed. Check that input file is valid."))
end
s = Sparse(ptr)
finalizer(s, free!)
s
end
function read_sparse(file::IO, T)
cfile = Libc.FILE(file)
try return read_sparse(cfile, T)
finally close(cfile)
end
end
function get_perm(F::Factor)
s = unsafe_load(get(F.p))
p = pointer_to_array(s.Perm, s.n, false)
p+1
end
get_perm(FC::FactorComponent) = get_perm(Factor(FC))
#########################
# High level interfaces #
#########################
# Convertion/construction
function convert{T<:VTypes}(::Type{Dense}, A::VecOrMat{T})
d = allocate_dense(size(A, 1), size(A, 2), stride(A, 2), T)
s = unsafe_load(d.p)
unsafe_copy!(s.x, pointer(A), length(A))
d
end
convert(::Type{Dense}, A::VecOrMat) = Dense(float(A))
convert(::Type{Dense}, A::Sparse) = sparse_to_dense(A)
# This constructior assumes zero based colptr and rowval
function convert{Tv<:VTypes}(::Type{Sparse}, m::Integer, n::Integer, colptr::Vector{SuiteSparse_long}, rowval::Vector{SuiteSparse_long}, nzval::Vector{Tv}, stype)
# check if columns are sorted
iss = true
for i = 2:length(colptr)
if !issorted(sub(rowval, colptr[i - 1] + 1:colptr[i]))
iss = false
break
end
end
o = allocate_sparse(m, n, length(nzval), iss, true, stype, Tv)
s = unsafe_load(o.p)
unsafe_copy!(s.p, pointer(colptr), length(colptr))
unsafe_copy!(s.i, pointer(rowval), length(rowval))
unsafe_copy!(s.x, pointer(nzval), length(nzval))
@isok check_sparse(o)
return o
end
function convert{Tv<:VTypes}(::Type{Sparse}, m::Integer, n::Integer, colptr::Vector{SuiteSparse_long}, rowval::Vector{SuiteSparse_long}, nzval::Vector{Tv})
o = Sparse(m, n, colptr, rowval, nzval, 0)
# check if array is symmetric and change stype if it is
if ishermitian(o)
change_stype!(o, -1)
end
o
end
function convert{Tv<:VTypes}(::Type{Sparse}, A::SparseMatrixCSC{Tv,SuiteSparse_long}, stype::Integer)
o = allocate_sparse(A.m, A.n, length(A.nzval), true, true, stype, Tv)
s = unsafe_load(o.p)
for i = 1:length(A.colptr)
unsafe_store!(s.p, A.colptr[i] - 1, i)
end
for i = 1:length(A.rowval)
unsafe_store!(s.i, A.rowval[i] - 1, i)
end
unsafe_copy!(s.x, pointer(A.nzval), length(A.nzval))
@isok check_sparse(o)
return o
end
# convert SparseVectors into CHOLMOD Sparse types through a mx1 CSC matrix
convert{Tv<:VTypes}(::Type{Sparse}, A::SparseVector{Tv,SuiteSparse_long}) = convert(Sparse, convert(SparseMatrixCSC, A))
function convert{Tv<:VTypes,Ti<:ITypes}(::Type{Sparse}, A::SparseMatrixCSC{Tv,Ti})
o = Sparse(A, 0)
# check if array is symmetric and change stype if it is
if ishermitian(o)
change_stype!(o, -1)
end
o
end
convert{Ti<:ITypes}(::Type{Sparse}, A::SparseMatrixCSC{Float32,Ti}) = convert(Sparse, convert(SparseMatrixCSC{Float64,SuiteSparse_long}, A))
convert{Ti<:ITypes}(::Type{Sparse}, A::SparseMatrixCSC{Complex{Float32},Ti}) = convert(Sparse, convert(SparseMatrixCSC{Complex{Float64},SuiteSparse_long}, A))
convert(::Type{Sparse}, A::Symmetric{Float64,SparseMatrixCSC{Float64,SuiteSparse_long}}) = Sparse(A.data, A.uplo == 'L' ? -1 : 1)
convert{Tv<:VTypes}(::Type{Sparse}, A::Hermitian{Tv,SparseMatrixCSC{Tv,SuiteSparse_long}}) = Sparse(A.data, A.uplo == 'L' ? -1 : 1)
function convert{T,Ti<:ITypes}(::Type{Sparse},
A::Union{SparseMatrixCSC{T,Ti},
Symmetric{T,SparseMatrixCSC{T,Ti}},
Hermitian{T,SparseMatrixCSC{T,Ti}}},
args...)
return Sparse(float(A), args...)
end
# Useful when reading in files, but not type stable
function convert(::Type{Sparse}, p::Ptr{C_SparseVoid})
if p == C_NULL
throw(ArgumentError("sparse matrix construction failed for unknown reasons. Please submit a bug report."))
end
s = unsafe_load(p)
# Check integer type
if s.itype == INT
free_sparse!(p)
throw(CHOLMODException("the value of itype was $s.itype. Only integer type of $SuiteSparse_long is supported."))
elseif s.itype == INTLONG
free_sparse!(p)
throw(CHOLMODException("the value of itype was $s.itype. This combination of integer types shouldn't happen. Please submit a bug report."))
elseif s.itype != LONG # must be s.itype == LONG
free_sparse!(p)
throw(CHOLMODException("illegal value of itype: $s.itype"))
end
# Check for double or single precision
if s.dtype == DOUBLE
Tv = Float64
elseif s.dtype == SINGLE
# Tv = Float32 # this should be supported at some point
free_sparse!(p)
throw(CHOLMODException("single precision not supported yet"))
else
free_sparse!(p)
throw(CHOLMODException("illegal value of dtype: $s.dtype"))
end
# Check for real or complex
if s.xtype == COMPLEX
Tv = Complex{Tv}
elseif s.xtype != REAL
free_sparse!(p)
throw(CHOLMODException("illegal value of xtype: $s.xtype"))
end
return Sparse(convert(Ptr{C_Sparse{Tv}}, p))
end
convert(::Type{Sparse}, A::Dense) = dense_to_sparse(A, SuiteSparse_long)
convert(::Type{Sparse}, L::Factor) = factor_to_sparse!(copy(L))
function convert(::Type{Sparse}, filename::ByteString)
open(filename) do f
return read_sparse(f, SuiteSparse_long)
end
end
## convertion back to base Julia types
function convert{T}(::Type{Matrix{T}}, D::Dense{T})
s = unsafe_load(D.p)
a = Array(T, s.nrow, s.ncol)
if s.d == s.nrow
unsafe_copy!(pointer(a), s.x, s.d*s.ncol)
else
for j = 1:s.ncol
for i = 1:s.nrow
a[i,j] = unsafe_load(s.x, i + (j - 1)*s.d)
end
end
end
a
end
convert{T}(::Type{Matrix}, D::Dense{T}) = convert(Matrix{T}, D)
function convert{T}(::Type{Vector{T}}, D::Dense{T})
if size(D, 2) > 1
throw(DimensionMismatch("input must be a vector but had $(size(D, 2)) columns"))
end
reshape(convert(Matrix, D), size(D, 1))
end
convert{T}(::Type{Vector}, D::Dense{T}) = convert(Vector{T}, D)
function convert{Tv}(::Type{SparseMatrixCSC{Tv,SuiteSparse_long}}, A::Sparse{Tv})
s = unsafe_load(A.p)
if s.stype != 0
throw(ArgumentError("matrix has stype != 0. Convert to matrix with stype == 0 before converting to SparseMatrixCSC"))
end
return SparseMatrixCSC(s.nrow, s.ncol, increment(pointer_to_array(s.p, (s.ncol + 1,), false)), increment(pointer_to_array(s.i, (s.nzmax,), false)), copy(pointer_to_array(s.x, (s.nzmax,), false)))
end
function convert(::Type{Symmetric{Float64,SparseMatrixCSC{Float64,SuiteSparse_long}}}, A::Sparse{Float64})
s = unsafe_load(A.p)
if !issym(A)
throw(ArgumentError("matrix is not symmetric"))
end
return Symmetric(SparseMatrixCSC(s.nrow, s.ncol, increment(pointer_to_array(s.p, (s.ncol + 1,), false)), increment(pointer_to_array(s.i, (s.nzmax,), false)), copy(pointer_to_array(s.x, (s.nzmax,), false))), s.stype > 0 ? :U : :L)
end
function convert{Tv<:VTypes}(::Type{Hermitian{Tv,SparseMatrixCSC{Tv,SuiteSparse_long}}}, A::Sparse{Tv})
s = unsafe_load(A.p)
if !ishermitian(A)
throw(ArgumentError("matrix is not Hermitian"))
end
return Hermitian(SparseMatrixCSC(s.nrow, s.ncol, increment(pointer_to_array(s.p, (s.ncol + 1,), false)), increment(pointer_to_array(s.i, (s.nzmax,), false)), copy(pointer_to_array(s.x, (s.nzmax,), false))), s.stype > 0 ? :U : :L)
end
function sparse(A::Sparse{Float64}) # Notice! Cannot be type stable because of stype
s = unsafe_load(A.p)
if s.stype == 0
return convert(SparseMatrixCSC{Float64,SuiteSparse_long}, A)
end
return convert(Symmetric{Float64,SparseMatrixCSC{Float64,SuiteSparse_long}}, A)
end
function sparse(A::Sparse{Complex{Float64}}) # Notice! Cannot be type stable because of stype
s = unsafe_load(A.p)
if s.stype == 0
return convert(SparseMatrixCSC{Complex{Float64},SuiteSparse_long}, A)