ClpCholeskyUfl.cpp

/* $Id$ */
// Copyright (C) 2004, International Business Machines
// Corporation and others.  All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).

#include "ClpConfig.h"

extern "C" {
#ifndef COIN_HAS_CHOLMOD
#ifndef COIN_HAS_AMD
#error "Need to have AMD or CHOLMOD to compile ClpCholeskyUfl."
#else
#include "amd.h"
#endif
#else
#include "cholmod.h"
#endif
}

#include "CoinPragma.hpp"
#include "ClpCholeskyUfl.hpp"
#include "ClpMessage.hpp"
#include "ClpInterior.hpp"
#include "CoinHelperFunctions.hpp"
#include "ClpHelperFunctions.hpp"
//#############################################################################
// Constructors / Destructor / Assignment
//#############################################################################

//-------------------------------------------------------------------
// Default Constructor
//-------------------------------------------------------------------
ClpCholeskyUfl::ClpCholeskyUfl(int denseThreshold)
  : ClpCholeskyBase(denseThreshold)
{
  type_ = 14;
  L_ = NULL;
  c_ = NULL;

#ifdef COIN_HAS_CHOLMOD
  c_ = (cholmod_common *)malloc(sizeof(cholmod_common));
  cholmod_start(c_);
  // Can't use supernodal as may not be positive definite
  c_->supernodal = 0;
#endif
}

//-------------------------------------------------------------------
// Copy constructor
//-------------------------------------------------------------------
ClpCholeskyUfl::ClpCholeskyUfl(const ClpCholeskyUfl &rhs)
  : ClpCholeskyBase(rhs)
{
  abort();
}

//-------------------------------------------------------------------
// Destructor
//-------------------------------------------------------------------
ClpCholeskyUfl::~ClpCholeskyUfl()
{
#ifdef COIN_HAS_CHOLMOD
  cholmod_free_factor(&L_, c_);
  cholmod_finish(c_);
  free(c_);
#endif
}

//----------------------------------------------------------------
// Assignment operator
//-------------------------------------------------------------------
ClpCholeskyUfl &
ClpCholeskyUfl::operator=(const ClpCholeskyUfl &rhs)
{
  if (this != &rhs) {
    ClpCholeskyBase::operator=(rhs);
    abort();
  }
  return *this;
}

//-------------------------------------------------------------------
// Clone
//-------------------------------------------------------------------
ClpCholeskyBase *ClpCholeskyUfl::clone() const
{
  return new ClpCholeskyUfl(*this);
}

#ifndef COIN_HAS_CHOLMOD
/* Orders rows and saves pointer to matrix.and model */
int ClpCholeskyUfl::order(ClpInterior *model)
{
  int iRow;
  model_ = model;
  if (preOrder(false, true, doKKT_))
    return -1;
  permuteInverse_ = new int[numberRows_];
  permute_ = new int[numberRows_];
  double Control[AMD_CONTROL];
  double Info[AMD_INFO];

  amd_defaults(Control);
  //amd_control(Control);

  int returnCode = amd_order(numberRows_, choleskyStart_, choleskyRow_,
    permute_, Control, Info);
  delete[] choleskyRow_;
  choleskyRow_ = NULL;
  delete[] choleskyStart_;
  choleskyStart_ = NULL;
  //amd_info(Info);

  if (returnCode != AMD_OK) {
    std::cout << "AMD ordering failed" << std::endl;
    return 1;
  }
  for (iRow = 0; iRow < numberRows_; iRow++) {
    permuteInverse_[permute_[iRow]] = iRow;
  }
  return 0;
}
#else
/* Orders rows and saves pointer to matrix.and model */
int ClpCholeskyUfl::order(ClpInterior *model)
{
  numberRows_ = model->numberRows();
  if (doKKT_) {
    numberRows_ += numberRows_ + model->numberColumns();
    printf("finish coding UFL KKT!\n");
    abort();
  }
  rowsDropped_ = new char[numberRows_];
  memset(rowsDropped_, 0, numberRows_);
  numberRowsDropped_ = 0;
  model_ = model;
  rowCopy_ = model->clpMatrix()->reverseOrderedCopy();
  // Space for starts
  choleskyStart_ = new CoinBigIndex[numberRows_ + 1];
  const CoinBigIndex *columnStart = model_->clpMatrix()->getVectorStarts();
  const int *columnLength = model_->clpMatrix()->getVectorLengths();
  const int *row = model_->clpMatrix()->getIndices();
  const CoinBigIndex *rowStart = rowCopy_->getVectorStarts();
  const int *rowLength = rowCopy_->getVectorLengths();
  const int *column = rowCopy_->getIndices();
  // We need two arrays for counts
  int *which = new int[numberRows_];
  int *used = new int[numberRows_ + 1];
  CoinZeroN(used, numberRows_);
  int iRow;
  sizeFactor_ = 0;
  for (iRow = 0; iRow < numberRows_; iRow++) {
    int number = 1;
    // make sure diagonal exists
    which[0] = iRow;
    used[iRow] = 1;
    if (!rowsDropped_[iRow]) {
      CoinBigIndex startRow = rowStart[iRow];
      CoinBigIndex endRow = rowStart[iRow] + rowLength[iRow];
      for (CoinBigIndex k = startRow; k < endRow; k++) {
        int iColumn = column[k];
        CoinBigIndex start = columnStart[iColumn];
        CoinBigIndex end = columnStart[iColumn] + columnLength[iColumn];
        for (CoinBigIndex j = start; j < end; j++) {
          int jRow = row[j];
          if (jRow >= iRow && !rowsDropped_[jRow]) {
            if (!used[jRow]) {
              used[jRow] = 1;
              which[number++] = jRow;
            }
          }
        }
      }
      sizeFactor_ += number;
      int j;
      for (j = 0; j < number; j++)
        used[which[j]] = 0;
    }
  }
  delete[] which;
  // Now we have size - create arrays and fill in
  try {
    choleskyRow_ = new int[sizeFactor_];
  } catch (...) {
    // no memory
    delete[] choleskyStart_;
    choleskyStart_ = NULL;
    return -1;
  }
  try {
    sparseFactor_ = new double[sizeFactor_];
  } catch (...) {
    // no memory
    delete[] choleskyRow_;
    choleskyRow_ = NULL;
    delete[] choleskyStart_;
    choleskyStart_ = NULL;
    return -1;
  }

  sizeFactor_ = 0;
  which = choleskyRow_;
  for (iRow = 0; iRow < numberRows_; iRow++) {
    int number = 1;
    // make sure diagonal exists
    which[0] = iRow;
    used[iRow] = 1;
    choleskyStart_[iRow] = sizeFactor_;
    if (!rowsDropped_[iRow]) {
      CoinBigIndex startRow = rowStart[iRow];
      CoinBigIndex endRow = rowStart[iRow] + rowLength[iRow];
      for (CoinBigIndex k = startRow; k < endRow; k++) {
        int iColumn = column[k];
        CoinBigIndex start = columnStart[iColumn];
        CoinBigIndex end = columnStart[iColumn] + columnLength[iColumn];
        for (CoinBigIndex j = start; j < end; j++) {
          int jRow = row[j];
          if (jRow >= iRow && !rowsDropped_[jRow]) {
            if (!used[jRow]) {
              used[jRow] = 1;
              which[number++] = jRow;
            }
          }
        }
      }
      sizeFactor_ += number;
      int j;
      for (j = 0; j < number; j++)
        used[which[j]] = 0;
      // Sort
      std::sort(which, which + number);
      // move which on
      which += number;
    }
  }
  choleskyStart_[numberRows_] = sizeFactor_;
  delete[] used;
  permuteInverse_ = new int[numberRows_];
  permute_ = new int[numberRows_];
  cholmod_sparse A;
  A.nrow = numberRows_;
  A.ncol = numberRows_;
  A.nzmax = choleskyStart_[numberRows_];
  A.p = choleskyStart_;
  A.i = choleskyRow_;
  A.x = NULL;
  A.stype = -1;
  A.itype = CHOLMOD_INT;
  A.xtype = CHOLMOD_PATTERN;
  A.dtype = CHOLMOD_DOUBLE;
  A.sorted = 1;
  A.packed = 1;
  c_->nmethods = 9;
  c_->postorder = true;
  //c_->dbound=1.0e-20;
  L_ = cholmod_analyze(&A, c_);
  if (c_->status) {
    COIN_DETAIL_PRINT(std::cout << "CHOLMOD ordering failed" << std::endl);
    return 1;
  } else {
    COIN_DETAIL_PRINT(printf("%g nonzeros, flop count %g\n", c_->lnz, c_->fl));
  }
  for (iRow = 0; iRow < numberRows_; iRow++) {
    permuteInverse_[iRow] = iRow;
    permute_[iRow] = iRow;
  }
  return 0;
}
#endif

/* Does Symbolic factorization given permutation.
   This is called immediately after order.  If user provides this then
   user must provide factorize and solve.  Otherwise the default factorization is used
   returns non-zero if not enough memory */
int ClpCholeskyUfl::symbolic()
{
#ifdef COIN_HAS_CHOLMOD
  return 0;
#else
  return ClpCholeskyBase::symbolic();
#endif
}

#ifdef COIN_HAS_CHOLMOD
/* Factorize - filling in rowsDropped and returning number dropped */
int ClpCholeskyUfl::factorize(const double *diagonal, int *rowsDropped)
{
  const CoinBigIndex *columnStart = model_->clpMatrix()->getVectorStarts();
  const int *columnLength = model_->clpMatrix()->getVectorLengths();
  const int *row = model_->clpMatrix()->getIndices();
  const double *element = model_->clpMatrix()->getElements();
  const CoinBigIndex *rowStart = rowCopy_->getVectorStarts();
  const int *rowLength = rowCopy_->getVectorLengths();
  const int *column = rowCopy_->getIndices();
  const double *elementByRow = rowCopy_->getElements();
  int numberColumns = model_->clpMatrix()->getNumCols();
  int iRow;
  double *work = new double[numberRows_];
  CoinZeroN(work, numberRows_);
  const double *diagonalSlack = diagonal + numberColumns;
  int newDropped = 0;
  double largest;
  //double smallest;
  //perturbation
  double perturbation = model_->diagonalPerturbation() * model_->diagonalNorm();
  perturbation = 0.0;
  perturbation = perturbation * perturbation;
  if (perturbation > 1.0) {
#ifdef COIN_DEVELOP
    //if (model_->model()->logLevel()&4)
    std::cout << "large perturbation " << perturbation << std::endl;
#endif
    perturbation = sqrt(perturbation);
    ;
    perturbation = 1.0;
  }
  double delta2 = model_->delta(); // add delta*delta to diagonal
  delta2 *= delta2;
  for (iRow = 0; iRow < numberRows_; iRow++) {
    double *put = sparseFactor_ + choleskyStart_[iRow];
    int *which = choleskyRow_ + choleskyStart_[iRow];
    int number = choleskyStart_[iRow + 1] - choleskyStart_[iRow];
    if (!rowLength[iRow])
      rowsDropped_[iRow] = 1;
    if (!rowsDropped_[iRow]) {
      CoinBigIndex startRow = rowStart[iRow];
      CoinBigIndex endRow = rowStart[iRow] + rowLength[iRow];
      work[iRow] = diagonalSlack[iRow] + delta2;
      for (CoinBigIndex k = startRow; k < endRow; k++) {
        int iColumn = column[k];
        if (!whichDense_ || !whichDense_[iColumn]) {
          CoinBigIndex start = columnStart[iColumn];
          CoinBigIndex end = columnStart[iColumn] + columnLength[iColumn];
          double multiplier = diagonal[iColumn] * elementByRow[k];
          for (CoinBigIndex j = start; j < end; j++) {
            int jRow = row[j];
            if (jRow >= iRow && !rowsDropped_[jRow]) {
              double value = element[j] * multiplier;
              work[jRow] += value;
            }
          }
        }
      }
      int j;
      for (j = 0; j < number; j++) {
        int jRow = which[j];
        put[j] = work[jRow];
        work[jRow] = 0.0;
      }
    } else {
      // dropped
      int j;
      for (j = 1; j < number; j++) {
        put[j] = 0.0;
      }
      put[0] = 1.0;
    }
  }
  //check sizes
  double largest2 = maximumAbsElement(sparseFactor_, sizeFactor_);
  largest2 *= 1.0e-20;
  largest = CoinMin(largest2, 1.0e-11);
  int numberDroppedBefore = 0;
  for (iRow = 0; iRow < numberRows_; iRow++) {
    int dropped = rowsDropped_[iRow];
    // Move to int array
    rowsDropped[iRow] = dropped;
    if (!dropped) {
      CoinBigIndex start = choleskyStart_[iRow];
      double diagonal = sparseFactor_[start];
      if (diagonal > largest2) {
        sparseFactor_[start] = CoinMax(diagonal, 1.0e-10);
      } else {
        sparseFactor_[start] = CoinMax(diagonal, 1.0e-10);
        rowsDropped[iRow] = 2;
        numberDroppedBefore++;
      }
    }
  }
  delete[] work;
  cholmod_sparse A;
  A.nrow = numberRows_;
  A.ncol = numberRows_;
  A.nzmax = choleskyStart_[numberRows_];
  A.p = choleskyStart_;
  A.i = choleskyRow_;
  A.x = sparseFactor_;
  A.stype = -1;
  A.itype = CHOLMOD_INT;
  A.xtype = CHOLMOD_REAL;
  A.dtype = CHOLMOD_DOUBLE;
  A.sorted = 1;
  A.packed = 1;
  cholmod_factorize(&A, L_, c_); /* factorize */
  choleskyCondition_ = 1.0;
  bool cleanCholesky;
  if (model_->numberIterations() < 2000)
    cleanCholesky = true;
  else
    cleanCholesky = false;
  if (cleanCholesky) {
    //drop fresh makes some formADAT easier
    //int oldDropped=numberRowsDropped_;
    if (newDropped || numberRowsDropped_) {
      //std::cout <<"Rank "<<numberRows_-newDropped<<" ( "<<
      //  newDropped<<" dropped)";
      //if (newDropped>oldDropped)
      //std::cout<<" ( "<<newDropped-oldDropped<<" dropped this time)";
      //std::cout<<std::endl;
      newDropped = 0;
      for (int i = 0; i < numberRows_; i++) {
        int dropped = rowsDropped[i];
        rowsDropped_[i] = (char)dropped;
        if (dropped == 2) {
          //dropped this time
          rowsDropped[newDropped++] = i;
          rowsDropped_[i] = 0;
        }
      }
      numberRowsDropped_ = newDropped;
      newDropped = -(2 + newDropped);
    }
  } else {
    if (newDropped) {
      newDropped = 0;
      for (int i = 0; i < numberRows_; i++) {
        int dropped = rowsDropped[i];
        rowsDropped_[i] = (char)dropped;
        if (dropped == 2) {
          //dropped this time
          rowsDropped[newDropped++] = i;
          rowsDropped_[i] = 1;
        }
      }
    }
    numberRowsDropped_ += newDropped;
    if (numberRowsDropped_ && 0) {
      std::cout << "Rank " << numberRows_ - numberRowsDropped_ << " ( " << numberRowsDropped_ << " dropped)";
      if (newDropped) {
        std::cout << " ( " << newDropped << " dropped this time)";
      }
      std::cout << std::endl;
    }
  }
  status_ = 0;
  return newDropped;
}
#else
/* Factorize - filling in rowsDropped and returning number dropped */
int ClpCholeskyUfl::factorize(const double *diagonal, int *rowsDropped)
{
  return ClpCholeskyBase::factorize(diagonal, rowsDropped);
}
#endif

#ifdef COIN_HAS_CHOLMOD
/* Uses factorization to solve. */
void ClpCholeskyUfl::solve(double *region)
{
  cholmod_dense *x, *b;
  b = cholmod_allocate_dense(numberRows_, 1, numberRows_, CHOLMOD_REAL, c_);
  CoinMemcpyN(region, numberRows_, (double *)b->x);
  x = cholmod_solve(CHOLMOD_A, L_, b, c_);
  CoinMemcpyN((double *)x->x, numberRows_, region);
  cholmod_free_dense(&x, c_);
  cholmod_free_dense(&b, c_);
}
#else
void ClpCholeskyUfl::solve(double *region)
{
  ClpCholeskyBase::solve(region);
}
#endif

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