/* * CXSPARSE: a Concise Sparse Matrix package - Extended. * Copyright (c) 2006-2009, Timothy A. Davis. * http://www.cise.ufl.edu/research/sparse/CXSparse * * CXSparse is free software; you can redistribute it and/or * modify it under the terms of the GNU Lesser General Public * License as published by the Free Software Foundation; either * version 2.1 of the License, or (at your option) any later version. * * CXSparse is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * Lesser General Public License for more details. * * You should have received a copy of the GNU Lesser General Public * License along with this Module; if not, write to the Free Software * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA */ #include "cs.h" /* sparse Cholesky update/downdate, L*L' + sigma*w*w' (sigma = +1 or -1) */ CS_INT cs_updown (cs *L, CS_INT sigma, const cs *C, const CS_INT *parent) { CS_INT n, p, f, j, *Lp, *Li, *Cp, *Ci ; CS_ENTRY *Lx, *Cx, alpha, gamma, w1, w2, *w ; double beta = 1, beta2 = 1, delta ; #ifdef CS_COMPLEX cs_complex_t phase ; #endif if (!CS_CSC (L) || !CS_CSC (C) || !parent) return (0) ; /* check inputs */ Lp = L->p ; Li = L->i ; Lx = L->x ; n = L->n ; Cp = C->p ; Ci = C->i ; Cx = C->x ; if ((p = Cp [0]) >= Cp [1]) return (1) ; /* return if C empty */ w = cs_malloc (n, sizeof (CS_ENTRY)) ; /* get workspace */ if (!w) return (0) ; /* out of memory */ f = Ci [p] ; for ( ; p < Cp [1] ; p++) f = CS_MIN (f, Ci [p]) ; /* f = min (find (C)) */ for (j = f ; j != -1 ; j = parent [j]) w [j] = 0 ; /* clear workspace w */ for (p = Cp [0] ; p < Cp [1] ; p++) w [Ci [p]] = Cx [p] ; /* w = C */ for (j = f ; j != -1 ; j = parent [j]) /* walk path f up to root */ { p = Lp [j] ; alpha = w [j] / Lx [p] ; /* alpha = w(j) / L(j,j) */ beta2 = beta*beta + sigma*alpha*CS_CONJ(alpha) ; if (beta2 <= 0) break ; /* not positive definite */ beta2 = sqrt (beta2) ; delta = (sigma > 0) ? (beta / beta2) : (beta2 / beta) ; gamma = sigma * CS_CONJ(alpha) / (beta2 * beta) ; Lx [p] = delta * Lx [p] + ((sigma > 0) ? (gamma * w [j]) : 0) ; beta = beta2 ; #ifdef CS_COMPLEX phase = CS_ABS (Lx [p]) / Lx [p] ; /* phase = abs(L(j,j))/L(j,j)*/ Lx [p] *= phase ; /* L(j,j) = L(j,j) * phase */ #endif for (p++ ; p < Lp [j+1] ; p++) { w1 = w [Li [p]] ; w [Li [p]] = w2 = w1 - alpha * Lx [p] ; Lx [p] = delta * Lx [p] + gamma * ((sigma > 0) ? w1 : w2) ; #ifdef CS_COMPLEX Lx [p] *= phase ; /* L(i,j) = L(i,j) * phase */ #endif } } cs_free (w) ; return (beta2 > 0) ; }