LTP GCOV extension - code coverage report
Current view: directory - tpl/glpk/glpk/src - glpscf.c
Test: Acro
Date: 2008-08-19 Instrumented lines: 162
Code covered: 0.0 % Executed lines: 0

       1                 : /* glpscf.c (Schur complement factorization) */
       2                 : 
       3                 : /***********************************************************************
       4                 : *  This code is part of GLPK (GNU Linear Programming Kit).
       5                 : *
       6                 : *  Copyright (C) 2000, 01, 02, 03, 04, 05, 06, 07 Andrew Makhorin,
       7                 : *  Department for Applied Informatics, Moscow Aviation Institute,
       8                 : *  Moscow, Russia. All rights reserved. E-mail: <mao@mai2.rcnet.ru>.
       9                 : *
      10                 : *  GLPK is free software: you can redistribute it and/or modify it
      11                 : *  under the terms of the GNU General Public License as published by
      12                 : *  the Free Software Foundation, either version 3 of the License, or
      13                 : *  (at your option) any later version.
      14                 : *
      15                 : *  GLPK is distributed in the hope that it will be useful, but WITHOUT
      16                 : *  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
      17                 : *  or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
      18                 : *  License for more details.
      19                 : *
      20                 : *  You should have received a copy of the GNU General Public License
      21                 : *  along with GLPK. If not, see <http://www.gnu.org/licenses/>.
      22                 : ***********************************************************************/
      23                 : 
      24                 : #include "glplib.h"
      25                 : #include "glpscf.h"
      26                 : 
      27                 : #define _GLPSCF_DEBUG 0
      28                 : 
      29                 : #define eps 1e-10
      30                 : 
      31                 : /***********************************************************************
      32                 : *  NAME
      33                 : *
      34                 : *  scf_create_it - create Schur complement factorization
      35                 : *
      36                 : *  SYNOPSIS
      37                 : *
      38                 : *  #include "glpscf.h"
      39                 : *  SCF *scf_create_it(int n_max);
      40                 : *
      41                 : *  DESCRIPTION
      42                 : *
      43                 : *  The routine scf_create_it creates the factorization of matrix C,
      44                 : *  which initially has no rows and columns.
      45                 : *
      46                 : *  The parameter n_max specifies the maximal order of matrix C to be
      47                 : *  factorized, 1 <= n_max <= 32767.
      48                 : *
      49                 : *  RETURNS
      50                 : *
      51                 : *  The routine scf_create_it returns a pointer to the structure SCF,
      52                 : *  which defines the factorization. */
      53                 : 
      54                 : SCF *scf_create_it(int n_max)
      55               0 : {     SCF *scf;
      56                 : #if _GLPSCF_DEBUG
      57                 :       xprintf("scf_create_it: warning: debug mode enabled\n");
      58                 : #endif
      59               0 :       if (!(1 <= n_max && n_max <= 32767))
      60               0 :          xfault("scf_create_it: n_max = %d; invalid parameter\n",
      61                 :             n_max);
      62               0 :       scf = xmalloc(sizeof(SCF));
      63               0 :       scf->n_max = n_max;
      64               0 :       scf->n = 0;
      65               0 :       scf->f = xcalloc(1 + n_max * n_max, sizeof(double));
      66               0 :       scf->u = xcalloc(1 + n_max * (n_max + 1) / 2, sizeof(double));
      67               0 :       scf->p = xcalloc(1 + n_max, sizeof(int));
      68               0 :       scf->t_opt = SCF_TBG;
      69               0 :       scf->rank = 0;
      70                 : #if _GLPSCF_DEBUG
      71                 :       scf->c = xcalloc(1 + n_max * n_max, sizeof(double));
      72                 : #else
      73               0 :       scf->c = NULL;
      74                 : #endif
      75               0 :       scf->w = xcalloc(1 + n_max, sizeof(double));
      76               0 :       return scf;
      77                 : }
      78                 : 
      79                 : /***********************************************************************
      80                 : *  The routine f_loc determines location of matrix element F[i,j] in
      81                 : *  the one-dimensional array f. */
      82                 : 
      83                 : static int f_loc(SCF *scf, int i, int j)
      84               0 : {     int n_max = scf->n_max;
      85               0 :       int n = scf->n;
      86               0 :       xassert(1 <= i && i <= n);
      87               0 :       xassert(1 <= j && j <= n);
      88               0 :       return (i - 1) * n_max + j;
      89                 : }
      90                 : 
      91                 : /***********************************************************************
      92                 : *  The routine u_loc determines location of matrix element U[i,j] in
      93                 : *  the one-dimensional array u. */
      94                 : 
      95                 : static int u_loc(SCF *scf, int i, int j)
      96               0 : {     int n_max = scf->n_max;
      97               0 :       int n = scf->n;
      98               0 :       xassert(1 <= i && i <= n);
      99               0 :       xassert(i <= j && j <= n);
     100               0 :       return (i - 1) * n_max + j - i * (i - 1) / 2;
     101                 : }
     102                 : 
     103                 : /***********************************************************************
     104                 : *  The routine bg_transform applies Bartels-Golub version of gaussian
     105                 : *  elimination to restore triangular structure of matrix U.
     106                 : *
     107                 : *  On entry matrix U has the following structure:
     108                 : *
     109                 : *        1       k         n
     110                 : *     1  * * * * * * * * * *
     111                 : *        . * * * * * * * * *
     112                 : *        . . * * * * * * * *
     113                 : *        . . . * * * * * * *
     114                 : *     k  . . . . * * * * * *
     115                 : *        . . . . . * * * * *
     116                 : *        . . . . . . * * * *
     117                 : *        . . . . . . . * * *
     118                 : *        . . . . . . . . * *
     119                 : *     n  . . . . # # # # # #
     120                 : *
     121                 : *  where '#' is a row spike to be eliminated.
     122                 : *
     123                 : *  Elements of n-th row are passed separately in locations un[k], ...,
     124                 : *  un[n]. On exit the content of the array un is destroyed.
     125                 : *
     126                 : *  REFERENCES
     127                 : *
     128                 : *  R.H.Bartels, G.H.Golub, "The Simplex Method of Linear Programming
     129                 : *  Using LU-decomposition", Comm. ACM, 12, pp. 266-68, 1969. */
     130                 : 
     131                 : static void bg_transform(SCF *scf, int k, double un[])
     132               0 : {     int n = scf->n;
     133               0 :       double *f = scf->f;
     134               0 :       double *u = scf->u;
     135                 :       int j, k1, kj, kk, n1, nj;
     136                 :       double t;
     137               0 :       xassert(1 <= k && k <= n);
     138                 :       /* main elimination loop */
     139               0 :       for (k = k; k < n; k++)
     140                 :       {  /* determine location of U[k,k] */
     141               0 :          kk = u_loc(scf, k, k);
     142                 :          /* determine location of F[k,1] */
     143               0 :          k1 = f_loc(scf, k, 1);
     144                 :          /* determine location of F[n,1] */
     145               0 :          n1 = f_loc(scf, n, 1);
     146                 :          /* if |U[k,k]| < |U[n,k]|, interchange k-th and n-th rows to
     147                 :             provide |U[k,k]| >= |U[n,k]| */
     148               0 :          if (fabs(u[kk]) < fabs(un[k]))
     149                 :          {  /* interchange k-th and n-th rows of matrix U */
     150               0 :             for (j = k, kj = kk; j <= n; j++, kj++)
     151               0 :                t = u[kj], u[kj] = un[j], un[j] = t;
     152                 :             /* interchange k-th and n-th rows of matrix F to keep the
     153                 :                main equality F * C = U * P */
     154               0 :             for (j = 1, kj = k1, nj = n1; j <= n; j++, kj++, nj++)
     155               0 :                t = f[kj], f[kj] = f[nj], f[nj] = t;
     156                 :          }
     157                 :          /* now |U[k,k]| >= |U[n,k]| */
     158                 :          /* if U[k,k] is too small in the magnitude, replace U[k,k] and
     159                 :             U[n,k] by exact zero */
     160               0 :          if (fabs(u[kk]) < eps) u[kk] = un[k] = 0.0;
     161                 :          /* if U[n,k] is already zero, elimination is not needed */
     162               0 :          if (un[k] == 0.0) continue;
     163                 :          /* compute gaussian multiplier t = U[n,k] / U[k,k] */
     164               0 :          t = un[k] / u[kk];
     165                 :          /* apply gaussian elimination to nullify U[n,k] */
     166                 :          /* (n-th row of U) := (n-th row of U) - t * (k-th row of U) */
     167               0 :          for (j = k+1, kj = kk+1; j <= n; j++, kj++)
     168               0 :             un[j] -= t * u[kj];
     169                 :          /* (n-th row of F) := (n-th row of F) - t * (k-th row of F)
     170                 :             to keep the main equality F * C = U * P */
     171               0 :          for (j = 1, kj = k1, nj = n1; j <= n; j++, kj++, nj++)
     172               0 :             f[nj] -= t * f[kj];
     173                 :       }
     174                 :       /* if U[n,n] is too small in the magnitude, replace it by exact
     175                 :          zero */
     176               0 :       if (fabs(un[n]) < eps) un[n] = 0.0;
     177                 :       /* store U[n,n] in a proper location */
     178               0 :       u[u_loc(scf, n, n)] = un[n];
     179                 :       return;
     180                 : }
     181                 : 
     182                 : /***********************************************************************
     183                 : *  The routine givens computes the parameters of Givens plane rotation
     184                 : *  c = cos(teta) and s = sin(teta) such that:
     185                 : *
     186                 : *     ( c -s ) ( a )   ( r )
     187                 : *     (      ) (   ) = (   ) ,
     188                 : *     ( s  c ) ( b )   ( 0 )
     189                 : *
     190                 : *  where a and b are given scalars.
     191                 : *
     192                 : *  REFERENCES
     193                 : *
     194                 : *  G.H.Golub, C.F.Van Loan, "Matrix Computations", 2nd ed. */
     195                 : 
     196                 : static void givens(double a, double b, double *c, double *s)
     197               0 : {     double t;
     198               0 :       if (b == 0.0)
     199               0 :          (*c) = 1.0, (*s) = 0.0;
     200               0 :       else if (fabs(a) <= fabs(b))
     201               0 :          t = - a / b, (*s) = 1.0 / sqrt(1.0 + t * t), (*c) = (*s) * t;
     202                 :       else
     203               0 :          t = - b / a, (*c) = 1.0 / sqrt(1.0 + t * t), (*s) = (*c) * t;
     204                 :       return;
     205                 : }
     206                 : 
     207                 : /*----------------------------------------------------------------------
     208                 : *  The routine gr_transform applies Givens plane rotations to restore
     209                 : *  triangular structure of matrix U.
     210                 : *
     211                 : *  On entry matrix U has the following structure:
     212                 : *
     213                 : *        1       k         n
     214                 : *     1  * * * * * * * * * *
     215                 : *        . * * * * * * * * *
     216                 : *        . . * * * * * * * *
     217                 : *        . . . * * * * * * *
     218                 : *     k  . . . . * * * * * *
     219                 : *        . . . . . * * * * *
     220                 : *        . . . . . . * * * *
     221                 : *        . . . . . . . * * *
     222                 : *        . . . . . . . . * *
     223                 : *     n  . . . . # # # # # #
     224                 : *
     225                 : *  where '#' is a row spike to be eliminated.
     226                 : *
     227                 : *  Elements of n-th row are passed separately in locations un[k], ...,
     228                 : *  un[n]. On exit the content of the array un is destroyed.
     229                 : *
     230                 : *  REFERENCES
     231                 : *
     232                 : *  R.H.Bartels, G.H.Golub, "The Simplex Method of Linear Programming
     233                 : *  Using LU-decomposition", Comm. ACM, 12, pp. 266-68, 1969. */
     234                 : 
     235                 : static void gr_transform(SCF *scf, int k, double un[])
     236               0 : {     int n = scf->n;
     237               0 :       double *f = scf->f;
     238               0 :       double *u = scf->u;
     239                 :       int j, k1, kj, kk, n1, nj;
     240                 :       double c, s;
     241               0 :       xassert(1 <= k && k <= n);
     242                 :       /* main elimination loop */
     243               0 :       for (k = k; k < n; k++)
     244                 :       {  /* determine location of U[k,k] */
     245               0 :          kk = u_loc(scf, k, k);
     246                 :          /* determine location of F[k,1] */
     247               0 :          k1 = f_loc(scf, k, 1);
     248                 :          /* determine location of F[n,1] */
     249               0 :          n1 = f_loc(scf, n, 1);
     250                 :          /* if both U[k,k] and U[n,k] are too small in the magnitude,
     251                 :             replace them by exact zero */
     252               0 :          if (fabs(u[kk]) < eps && fabs(un[k]) < eps)
     253               0 :             u[kk] = un[k] = 0.0;
     254                 :          /* if U[n,k] is already zero, elimination is not needed */
     255               0 :          if (un[k] == 0.0) continue;
     256                 :          /* compute the parameters of Givens plane rotation */
     257               0 :          givens(u[kk], un[k], &c, &s);
     258                 :          /* apply Givens rotation to k-th and n-th rows of matrix U */
     259               0 :          for (j = k, kj = kk; j <= n; j++, kj++)
     260               0 :          {  double ukj = u[kj], unj = un[j];
     261               0 :             u[kj] = c * ukj - s * unj;
     262               0 :             un[j] = s * ukj + c * unj;
     263                 :          }
     264                 :          /* apply Givens rotation to k-th and n-th rows of matrix F
     265                 :             to keep the main equality F * C = U * P */
     266               0 :          for (j = 1, kj = k1, nj = n1; j <= n; j++, kj++, nj++)
     267               0 :          {  double fkj = f[kj], fnj = f[nj];
     268               0 :             f[kj] = c * fkj - s * fnj;
     269               0 :             f[nj] = s * fkj + c * fnj;
     270                 :          }
     271                 :       }
     272                 :       /* if U[n,n] is too small in the magnitude, replace it by exact
     273                 :          zero */
     274               0 :       if (fabs(un[n]) < eps) un[n] = 0.0;
     275                 :       /* store U[n,n] in a proper location */
     276               0 :       u[u_loc(scf, n, n)] = un[n];
     277                 :       return;
     278                 : }
     279                 : 
     280                 : /***********************************************************************
     281                 : *  The routine transform restores triangular structure of matrix U.
     282                 : *  It is a driver to the routines bg_transform and gr_transform (see
     283                 : *  comments to these routines above). */
     284                 : 
     285                 : static void transform(SCF *scf, int k, double un[])
     286               0 : {     switch (scf->t_opt)
     287                 :       {  case SCF_TBG:
     288               0 :             bg_transform(scf, k, un);
     289               0 :             break;
     290                 :          case SCF_TGR:
     291               0 :             gr_transform(scf, k, un);
     292               0 :             break;
     293                 :          default:
     294               0 :             xassert(scf != scf);
     295                 :       }
     296                 :       return;
     297                 : }
     298                 : 
     299                 : /***********************************************************************
     300                 : *  The routine estimate_rank estimates the rank of matrix C.
     301                 : *
     302                 : *  Since all transformations applied to matrix F are non-singular,
     303                 : *  and F is assumed to be well conditioned, from the main equaility
     304                 : *  F * C = U * P it follows that rank(C) = rank(U), where rank(U) is
     305                 : *  estimated as the number of non-zero diagonal elements of U. */
     306                 : 
     307                 : static int estimate_rank(SCF *scf)
     308               0 : {     int n_max = scf->n_max;
     309               0 :       int n = scf->n;
     310               0 :       double *u = scf->u;
     311               0 :       int i, ii, inc, rank = 0;
     312               0 :       for (i = 1, ii = u_loc(scf, i, i), inc = n_max; i <= n;
     313               0 :          i++, ii += inc, inc--)
     314               0 :          if (u[ii] != 0.0) rank++;
     315               0 :       return rank;
     316                 : }
     317                 : 
     318                 : #if _GLPSCF_DEBUG
     319                 : /***********************************************************************
     320                 : *  The routine check_error computes the maximal relative error between
     321                 : *  left- and right-hand sides of the main equality F * C = U * P. (This
     322                 : *  routine is intended only for debugging.) */
     323                 : 
     324                 : static void check_error(SCF *scf, const char *func)
     325                 : {     int n = scf->n;
     326                 :       double *f = scf->f;
     327                 :       double *u = scf->u;
     328                 :       int *p = scf->p;
     329                 :       double *c = scf->c;
     330                 :       int i, j, k;
     331                 :       double d, dmax = 0.0, s, t;
     332                 :       xassert(c != NULL);
     333                 :       for (i = 1; i <= n; i++)
     334                 :       {  for (j = 1; j <= n; j++)
     335                 :          {  /* compute element (i,j) of product F * C */
     336                 :             s = 0.0;
     337                 :             for (k = 1; k <= n; k++)
     338                 :                s += f[f_loc(scf, i, k)] * c[f_loc(scf, k, j)];
     339                 :             /* compute element (i,j) of product U * P */
     340                 :             k = p[j];
     341                 :             t = (i <= k ? u[u_loc(scf, i, k)] : 0.0);
     342                 :             /* compute the maximal relative error */
     343                 :             d = fabs(s - t) / (1.0 + fabs(t));
     344                 :             if (dmax < d) dmax = d;
     345                 :          }
     346                 :       }
     347                 :       if (dmax > 1e-8)
     348                 :          xprintf("%s: dmax = %g; relative error too large\n", func,
     349                 :             dmax);
     350                 :       return;
     351                 : }
     352                 : #endif
     353                 : 
     354                 : /***********************************************************************
     355                 : *  NAME
     356                 : *
     357                 : *  scf_update_exp - update factorization on expanding C
     358                 : *
     359                 : *  SYNOPSIS
     360                 : *
     361                 : *  #include "glpscf.h"
     362                 : *  int scf_update_exp(SCF *scf, const double x[], const double y[],
     363                 : *     double z);
     364                 : *
     365                 : *  DESCRIPTION
     366                 : *
     367                 : *  The routine scf_update_exp updates the factorization of matrix C on
     368                 : *  expanding it by adding a new row and column as follows:
     369                 : *
     370                 : *             ( C  x )
     371                 : *     new C = (      )
     372                 : *             ( y' z )
     373                 : *
     374                 : *  where x[1,...,n] is a new column, y[1,...,n] is a new row, and z is
     375                 : *  a new diagonal element.
     376                 : *
     377                 : *  If on entry the factorization is empty, the parameters x and y can
     378                 : *  be specified as NULL.
     379                 : *
     380                 : *  RETURNS
     381                 : *
     382                 : *  0  The factorization has been successfully updated.
     383                 : *
     384                 : *  SCF_ESING
     385                 : *     The factorization has been successfully updated, however, new
     386                 : *     matrix C is singular within working precision. Note that the new
     387                 : *     factorization remains valid.
     388                 : *
     389                 : *  SCF_ELIMIT
     390                 : *     There is not enough room to expand the factorization, because
     391                 : *     n = n_max. The factorization remains unchanged.
     392                 : *
     393                 : *  ALGORITHM
     394                 : *
     395                 : *  We can see that:
     396                 : *
     397                 : *     ( F  0 ) ( C  x )   ( FC  Fx )   ( UP  Fx )
     398                 : *     (      ) (      ) = (        ) = (        ) =
     399                 : *     ( 0  1 ) ( y' z )   ( y'   z )   ( y'   z )
     400                 : *
     401                 : *        ( U   Fx ) ( P  0 )
     402                 : *     =  (        ) (      ),
     403                 : *        ( y'P' z ) ( 0  1 )
     404                 : *
     405                 : *  therefore to keep the main equality F * C = U * P we can take:
     406                 : *
     407                 : *             ( F  0 )           ( U   Fx )           ( P  0 )
     408                 : *     new F = (      ),  new U = (        ),  new P = (      ),
     409                 : *             ( 0  1 )           ( y'P' z )           ( 0  1 )
     410                 : *
     411                 : *  and eliminate the row spike y'P' in the last row of new U to restore
     412                 : *  its upper triangular structure. */
     413                 : 
     414                 : int scf_update_exp(SCF *scf, const double x[], const double y[],
     415                 :       double z)
     416               0 : {     int n_max = scf->n_max;
     417               0 :       int n = scf->n;
     418               0 :       double *f = scf->f;
     419               0 :       double *u = scf->u;
     420               0 :       int *p = scf->p;
     421                 : #if _GLPSCF_DEBUG
     422                 :       double *c = scf->c;
     423                 : #endif
     424               0 :       double *un = scf->w;
     425               0 :       int i, ij, in, j, k, nj, ret = 0;
     426                 :       double t;
     427                 :       /* check if the factorization can be expanded */
     428               0 :       if (n == n_max)
     429                 :       {  /* there is not enough room */
     430               0 :          ret = SCF_ELIMIT;
     431               0 :          goto done;
     432                 :       }
     433                 :       /* increase the order of the factorization */
     434               0 :       scf->n = ++n;
     435                 :       /* fill new zero column of matrix F */
     436               0 :       for (i = 1, in = f_loc(scf, i, n); i < n; i++, in += n_max)
     437               0 :          f[in] = 0.0;
     438                 :       /* fill new zero row of matrix F */
     439               0 :       for (j = 1, nj = f_loc(scf, n, j); j < n; j++, nj++)
     440               0 :          f[nj] = 0.0;
     441                 :       /* fill new unity diagonal element of matrix F */
     442               0 :       f[f_loc(scf, n, n)] = 1.0;
     443                 :       /* compute new column of matrix U, which is (old F) * x */
     444               0 :       for (i = 1; i < n; i++)
     445                 :       {  /* u[i,n] := (i-th row of old F) * x */
     446               0 :          t = 0.0;
     447               0 :          for (j = 1, ij = f_loc(scf, i, 1); j < n; j++, ij++)
     448               0 :             t += f[ij] * x[j];
     449               0 :          u[u_loc(scf, i, n)] = t;
     450                 :       }
     451                 :       /* compute new (spiked) row of matrix U, which is (old P) * y */
     452               0 :       for (j = 1; j < n; j++) un[j] = y[p[j]];
     453                 :       /* store new diagonal element of matrix U, which is z */
     454               0 :       un[n] = z;
     455                 :       /* expand matrix P */
     456               0 :       p[n] = n;
     457                 : #if _GLPSCF_DEBUG
     458                 :       /* expand matrix C */
     459                 :       /* fill its new column, which is x */
     460                 :       for (i = 1, in = f_loc(scf, i, n); i < n; i++, in += n_max)
     461                 :          c[in] = x[i];
     462                 :       /* fill its new row, which is y */
     463                 :       for (j = 1, nj = f_loc(scf, n, j); j < n; j++, nj++)
     464                 :          c[nj] = y[j];
     465                 :       /* fill its new diagonal element, which is z */
     466                 :       c[f_loc(scf, n, n)] = z;
     467                 : #endif
     468                 :       /* restore upper triangular structure of matrix U */
     469               0 :       for (k = 1; k < n; k++)
     470               0 :          if (un[k] != 0.0) break;
     471               0 :       transform(scf, k, un);
     472                 :       /* estimate the rank of matrices C and U */
     473               0 :       scf->rank = estimate_rank(scf);
     474               0 :       if (scf->rank != n) ret = SCF_ESING;
     475                 : #if _GLPSCF_DEBUG
     476                 :       /* check that the factorization is accurate enough */
     477                 :       check_error(scf, "scf_update_exp");
     478                 : #endif
     479               0 : done: return ret;
     480                 : }
     481                 : 
     482                 : /***********************************************************************
     483                 : *  The routine solve solves the system C * x = b.
     484                 : *
     485                 : *  From the main equation F * C = U * P it follows that:
     486                 : *
     487                 : *     C * x = b  =>  F * C * x = F * b  =>  U * P * x = F * b  =>
     488                 : *
     489                 : *     P * x = inv(U) * F * b  =>  x = P' * inv(U) * F * b.
     490                 : *
     491                 : *  On entry the array x contains right-hand side vector b. On exit this
     492                 : *  array contains solution vector x. */
     493                 : 
     494                 : static void solve(SCF *scf, double x[])
     495               0 : {     int n = scf->n;
     496               0 :       double *f = scf->f;
     497               0 :       double *u = scf->u;
     498               0 :       int *p = scf->p;
     499               0 :       double *y = scf->w;
     500                 :       int i, j, ij;
     501                 :       double t;
     502                 :       /* y := F * b */
     503               0 :       for (i = 1; i <= n; i++)
     504                 :       {  /* y[i] = (i-th row of F) * b */
     505               0 :          t = 0.0;
     506               0 :          for (j = 1, ij = f_loc(scf, i, 1); j <= n; j++, ij++)
     507               0 :             t += f[ij] * x[j];
     508               0 :          y[i] = t;
     509                 :       }
     510                 :       /* y := inv(U) * y */
     511               0 :       for (i = n; i >= 1; i--)
     512               0 :       {  t = y[i];
     513               0 :          for (j = n, ij = u_loc(scf, i, n); j > i; j--, ij--)
     514               0 :             t -= u[ij] * y[j];
     515               0 :          y[i] = t / u[ij];
     516                 :       }
     517                 :       /* x := P' * y */
     518               0 :       for (i = 1; i <= n; i++) x[p[i]] = y[i];
     519                 :       return;
     520                 : }
     521                 : 
     522                 : /***********************************************************************
     523                 : *  The routine tsolve solves the transposed system C' * x = b.
     524                 : *
     525                 : *  From the main equation F * C = U * P it follows that:
     526                 : *
     527                 : *     C' * F' = P' * U',
     528                 : *
     529                 : *  therefore:
     530                 : *
     531                 : *     C' * x = b  =>  C' * F' * inv(F') * x = b  =>
     532                 : *
     533                 : *     P' * U' * inv(F') * x = b  =>  U' * inv(F') * x = P * b  =>
     534                 : *
     535                 : *     inv(F') * x = inv(U') * P * b  =>  x = F' * inv(U') * P * b.
     536                 : *
     537                 : *  On entry the array x contains right-hand side vector b. On exit this
     538                 : *  array contains solution vector x. */
     539                 : 
     540                 : static void tsolve(SCF *scf, double x[])
     541               0 : {     int n = scf->n;
     542               0 :       double *f = scf->f;
     543               0 :       double *u = scf->u;
     544               0 :       int *p = scf->p;
     545               0 :       double *y = scf->w;
     546                 :       int i, j, ij;
     547                 :       double t;
     548                 :       /* y := P * b */
     549               0 :       for (i = 1; i <= n; i++) y[i] = x[p[i]];
     550                 :       /* y := inv(U') * y */
     551               0 :       for (i = 1; i <= n; i++)
     552                 :       {  /* compute y[i] */
     553               0 :          ij = u_loc(scf, i, i);
     554               0 :          t = (y[i] /= u[ij]);
     555                 :          /* substitute y[i] in other equations */
     556               0 :          for (j = i+1, ij++; j <= n; j++, ij++)
     557               0 :             y[j] -= u[ij] * t;
     558                 :       }
     559                 :       /* x := F' * y (computed as linear combination of rows of F) */
     560               0 :       for (j = 1; j <= n; j++) x[j] = 0.0;
     561               0 :       for (i = 1; i <= n; i++)
     562               0 :       {  t = y[i]; /* coefficient of linear combination */
     563               0 :          for (j = 1, ij = f_loc(scf, i, 1); j <= n; j++, ij++)
     564               0 :             x[j] += f[ij] * t;
     565                 :       }
     566                 :       return;
     567                 : }
     568                 : 
     569                 : /***********************************************************************
     570                 : *  NAME
     571                 : *
     572                 : *  scf_solve_it - solve either system C * x = b or C' * x = b
     573                 : *
     574                 : *  SYNOPSIS
     575                 : *
     576                 : *  #include "glpscf.h"
     577                 : *  void scf_solve_it(SCF *scf, int tr, double x[]);
     578                 : *
     579                 : *  DESCRIPTION
     580                 : *
     581                 : *  The routine scf_solve_it solves either the system C * x = b (if tr
     582                 : *  is zero) or the system C' * x = b, where C' is a matrix transposed
     583                 : *  to C (if tr is non-zero). C is assumed to be non-singular.
     584                 : *
     585                 : *  On entry the array x should contain the right-hand side vector b in
     586                 : *  locations x[1], ..., x[n], where n is the order of matrix C. On exit
     587                 : *  the array x contains the solution vector x in the same locations. */
     588                 : 
     589                 : void scf_solve_it(SCF *scf, int tr, double x[])
     590               0 : {     if (scf->rank < scf->n)
     591               0 :          xfault("scf_solve_it: singular matrix\n");
     592               0 :       if (!tr)
     593               0 :          solve(scf, x);
     594                 :       else
     595               0 :          tsolve(scf, x);
     596                 :       return;
     597                 : }
     598                 : 
     599                 : void scf_reset_it(SCF *scf)
     600               0 : {     /* reset factorization for empty matrix C */
     601               0 :       scf->n = scf->rank = 0;
     602                 :       return;
     603                 : }
     604                 : 
     605                 : /***********************************************************************
     606                 : *  NAME
     607                 : *
     608                 : *  scf_delete_it - delete Schur complement factorization
     609                 : *
     610                 : *  SYNOPSIS
     611                 : *
     612                 : *  #include "glpscf.h"
     613                 : *  void scf_delete_it(SCF *scf);
     614                 : *
     615                 : *  DESCRIPTION
     616                 : *
     617                 : *  The routine scf_delete_it deletes the specified factorization and
     618                 : *  frees all the memory allocated to this object. */
     619                 : 
     620                 : void scf_delete_it(SCF *scf)
     621               0 : {     xfree(scf->f);
     622               0 :       xfree(scf->u);
     623               0 :       xfree(scf->p);
     624                 : #if _GLPSCF_DEBUG
     625                 :       xfree(scf->c);
     626                 : #endif
     627               0 :       xfree(scf->w);
     628               0 :       xfree(scf);
     629                 :       return;
     630                 : }
     631                 : 
     632                 : /* eof */

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