/* ========================================================================== */ /* === Cholesky/cholmod_rcond =============================================== */ /* ========================================================================== */ /* ----------------------------------------------------------------------------- * CHOLMOD/Cholesky Module. Copyright (C) 2005-2006, Timothy A. Davis * The CHOLMOD/Cholesky Module is licensed under Version 2.1 of the GNU * Lesser General Public License. See lesser.txt for a text of the license. * CHOLMOD is also available under other licenses; contact authors for details. * http://www.cise.ufl.edu/research/sparse * -------------------------------------------------------------------------- */ /* Return a rough estimate of the reciprocal of the condition number: * the minimum entry on the diagonal of L (or absolute entry of D for an LDL' * factorization) divided by the maximum entry (squared for LL'). L can be * real, complex, or zomplex. Returns -1 on error, 0 if the matrix is singular * or has a zero entry on the diagonal of L, 1 if the matrix is 0-by-0, or * min(diag(L))/max(diag(L)) otherwise. Never returns NaN; if L has a NaN on * the diagonal it returns zero instead. * * For an LL' factorization, (min(diag(L))/max(diag(L)))^2 is returned. * For an LDL' factorization, (min(diag(D))/max(diag(D))) is returned. */ #ifndef NCHOLESKY #include "cholmod_internal.h" #include "cholmod_cholesky.h" /* ========================================================================== */ /* === LMINMAX ============================================================== */ /* ========================================================================== */ /* Update lmin and lmax for one entry L(j,j) */ #define FIRST_LMINMAX(Ljj,lmin,lmax) \ { \ double ljj = Ljj ; \ if (IS_NAN (ljj)) \ { \ return (0) ; \ } \ lmin = ljj ; \ lmax = ljj ; \ } #define LMINMAX(Ljj,lmin,lmax) \ { \ double ljj = Ljj ; \ if (IS_NAN (ljj)) \ { \ return (0) ; \ } \ if (ljj < lmin) \ { \ lmin = ljj ; \ } \ else if (ljj > lmax) \ { \ lmax = ljj ; \ } \ } /* ========================================================================== */ /* === cholmod_rcond ======================================================== */ /* ========================================================================== */ double CHOLMOD(rcond) /* return min(diag(L)) / max(diag(L)) */ ( /* ---- input ---- */ cholmod_factor *L, /* --------------- */ cholmod_common *Common ) { double lmin, lmax, rcond ; double *Lx ; Int *Lpi, *Lpx, *Super, *Lp ; Int n, e, nsuper, s, k1, k2, psi, psend, psx, nsrow, nscol, jj, j ; /* ---------------------------------------------------------------------- */ /* check inputs */ /* ---------------------------------------------------------------------- */ RETURN_IF_NULL_COMMON (EMPTY) ; RETURN_IF_NULL (L, EMPTY) ; RETURN_IF_XTYPE_INVALID (L, CHOLMOD_REAL, CHOLMOD_ZOMPLEX, EMPTY) ; Common->status = CHOLMOD_OK ; /* ---------------------------------------------------------------------- */ /* get inputs */ /* ---------------------------------------------------------------------- */ n = L->n ; if (n == 0) { return (1) ; } if (L->minor < L->n) { return (0) ; } e = (L->xtype == CHOLMOD_COMPLEX) ? 2 : 1 ; if (L->is_super) { /* L is supernodal */ nsuper = L->nsuper ; /* number of supernodes in L */ Lpi = L->pi ; /* column pointers for integer pattern */ Lpx = L->px ; /* column pointers for numeric values */ Super = L->super ; /* supernode sizes */ Lx = L->x ; /* numeric values */ FIRST_LMINMAX (Lx [0], lmin, lmax) ; /* first diagonal entry of L */ for (s = 0 ; s < nsuper ; s++) { k1 = Super [s] ; /* first column in supernode s */ k2 = Super [s+1] ; /* last column in supernode is k2-1 */ psi = Lpi [s] ; /* first row index is L->s [psi] */ psend = Lpi [s+1] ; /* last row index is L->s [psend-1] */ psx = Lpx [s] ; /* first numeric entry is Lx [psx] */ nsrow = psend - psi ; /* supernode is nsrow-by-nscol */ nscol = k2 - k1 ; for (jj = 0 ; jj < nscol ; jj++) { LMINMAX (Lx [e * (psx + jj + jj*nsrow)], lmin, lmax) ; } } } else { /* L is simplicial */ Lp = L->p ; Lx = L->x ; if (L->is_ll) { /* LL' factorization */ FIRST_LMINMAX (Lx [Lp [0]], lmin, lmax) ; for (j = 1 ; j < n ; j++) { LMINMAX (Lx [e * Lp [j]], lmin, lmax) ; } } else { /* LDL' factorization, the diagonal might be negative */ FIRST_LMINMAX (fabs (Lx [Lp [0]]), lmin, lmax) ; for (j = 1 ; j < n ; j++) { LMINMAX (fabs (Lx [e * Lp [j]]), lmin, lmax) ; } } } rcond = lmin / lmax ; if (L->is_ll) { rcond = rcond*rcond ; } return (rcond) ; } #endif