swh:1:snp:a72e953ecd624a7df6e6196bbdd05851996c5e40
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Tip revision: 05c6461b55d9a66f05ead24926f5ee062b920d6b authored by Stefan Karpinski on 16 November 2013, 23:44:20 UTC
VERSION: 0.2.0
Tip revision: 05c6461
csparse.jl
# These functions are based on C functions in the CSparse library by Tim Davis.
# These are pure Julia implementations, and do not link to the CSparse library.
# CSparse can be downloaded from http://www.cise.ufl.edu/research/sparse/CSparse/CSparse.tar.gz
# CSparse is Copyright (c) 2006-2007, Timothy A. Davis and released under
# Lesser GNU Public License, version 2.1 or later.  A copy of the license can be
# downloaded from http://www.gnu.org/licenses/lgpl-2.1.html

# Because these functions are based on code covered by LGPL-2.1+ the same license
# must apply to the code in this file which is
# Copyright (c) 2013 Viral Shah, Douglas Bates and other contributors

# Based on Direct Methods for Sparse Linear Systems, T. A. Davis, SIAM, Philadelphia, Sept. 2006.
# Section 2.4: Triplet form
# http://www.cise.ufl.edu/research/sparse/CSparse/
function sparse{Tv,Ti<:Integer}(I::AbstractVector{Ti}, J::AbstractVector{Ti}, 
                                V::AbstractVector{Tv},
                                nrow::Integer, ncol::Integer, combine::Function)

    if length(I) == 0; return spzeros(eltype(V),nrow,ncol); end

    # Work array
    Wj = Array(Ti, max(nrow,ncol)+1)

    # Allocate sparse matrix data structure
    # Count entries in each row
    nz = length(I)
    Rnz = zeros(Ti, nrow+1)
    Rnz[1] = 1
    for k=1:nz
        Rnz[I[k]+1] += 1
    end
    Rp = cumsum(Rnz)
    Ri = Array(Ti, nz)
    Rx = Array(Tv, nz)

    # Construct row form
    # place triplet (i,j,x) in column i of R
    # Use work array for temporary row pointers
    for i=1:nrow; Wj[i] = Rp[i]; end

    for k=1:nz
        ind = I[k]
        p = Wj[ind]
        Wj[ind] += 1
        Rx[p] = V[k]
        Ri[p] = J[k]
    end

    # Reset work array for use in counting duplicates
    for j=1:ncol; Wj[j] = 0; end

    # Sum up duplicates and squeeze
    anz = 0
    for i=1:nrow
        p1 = Rp[i]
        p2 = Rp[i+1] - 1
        pdest = p1

        for p = p1:p2
            j = Ri[p]
            pj = Wj[j]
            if pj >= p1
                Rx[pj] = combine (Rx[pj], Rx[p])
            else
                Wj[j] = pdest
                if pdest != p
                    Ri[pdest] = j
                    Rx[pdest] = Rx[p]
                end
                pdest += 1
            end
        end

        Rnz[i] = pdest - p1
        anz += (pdest - p1)
    end

    # Transpose from row format to get the CSC format
    RiT = Array(Ti, anz)
    RxT = Array(Tv, anz)

    # Reset work array to build the final colptr
    Wj[1] = 1
    for i=2:(ncol+1); Wj[i] = 0; end
    for j = 1:nrow
        p1 = Rp[j]
        p2 = p1 + Rnz[j] - 1        
        for p = p1:p2
            Wj[Ri[p]+1] += 1
        end
    end
    RpT = cumsum(Wj[1:(ncol+1)])

    # Transpose 
    for i=1:length(RpT); Wj[i] = RpT[i]; end
    for j = 1:nrow
        p1 = Rp[j]
        p2 = p1 + Rnz[j] - 1
        for p = p1:p2
            ind = Ri[p]
            q = Wj[ind]
            Wj[ind] += 1
            RiT[q] = j
            RxT[q] = Rx[p]
        end
    end

    return SparseMatrixCSC(nrow, ncol, RpT, RiT, RxT)
end

## Transpose

# Based on Direct Methods for Sparse Linear Systems, T. A. Davis, SIAM, Philadelphia, Sept. 2006.
# Section 2.5: Transpose
# http://www.cise.ufl.edu/research/sparse/CSparse/

# NOTE: When calling transpose!(S,T), the colptr in the result matrix T must be set up
# by counting the nonzeros in every row of S.
function transpose!{Tv,Ti}(S::SparseMatrixCSC{Tv,Ti}, T::SparseMatrixCSC{Tv,Ti})
    (mT, nT) = size(T)
    colptr_T = T.colptr
    rowval_T = T.rowval
    nzval_T = T.nzval

    nnzS = nnz(S)
    colptr_S = S.colptr
    rowval_S = S.rowval
    nzval_S = S.nzval

    w = copy(colptr_T)
    @inbounds for j = 1:mT, p = colptr_S[j]:(colptr_S[j+1]-1)
        ind = rowval_S[p]
        q = w[ind]
        w[ind] += 1
        rowval_T[q] = j
        nzval_T[q] = nzval_S[p]
    end

    return SparseMatrixCSC(mT, nT, colptr_T, rowval_T, nzval_T)
end

function transpose{Tv,Ti}(S::SparseMatrixCSC{Tv,Ti})
    (nT, mT) = size(S)
    nnzS = nnz(S)    
    rowval_S = S.rowval

    rowval_T = Array(Ti, nnzS)
    nzval_T = Array(Tv, nnzS)

    colptr_T = zeros(Ti, nT+1)
    colptr_T[1] = 1
    @inbounds for i=1:nnz(S)
        colptr_T[rowval_S[i]+1] += 1
    end
    colptr_T = cumsum(colptr_T)

    T = SparseMatrixCSC(mT, nT, colptr_T, rowval_T, nzval_T)
    return transpose!(S, T)
end

# NOTE: When calling ctranspose!(S,T), the colptr in the result matrix T must be set up
# by counting the nonzeros in every row of S.
function ctranspose!{Tv,Ti}(S::SparseMatrixCSC{Tv,Ti}, T::SparseMatrixCSC{Tv,Ti})
    (mT, nT) = size(T)
    colptr_T = T.colptr
    rowval_T = T.rowval
    nzval_T = T.nzval

    nnzS = nnz(S)
    colptr_S = S.colptr
    rowval_S = S.rowval
    nzval_S = S.nzval

    w = copy(colptr_T)
    @inbounds for j = 1:mT, p = colptr_S[j]:(colptr_S[j+1]-1)
        ind = rowval_S[p]
        q = w[ind]
        w[ind] += 1
        rowval_T[q] = j
        nzval_T[q] = conj(nzval_S[p])
    end

    return SparseMatrixCSC(mT, nT, colptr_T, rowval_T, nzval_T)
end

function ctranspose{Tv,Ti}(S::SparseMatrixCSC{Tv,Ti}) 
    (nT, mT) = size(S)
    nnzS = nnz(S)
    rowval_S = S.rowval
    
    rowval_T = Array(Ti, nnzS)
    nzval_T = Array(Tv, nnzS)

    colptr_T = zeros(Ti, nT+1)
    colptr_T[1] = 1
    @inbounds for i=1:nnz(S)
        colptr_T[rowval_S[i]+1] += 1
    end
    colptr_T = cumsum(colptr_T)

    T = SparseMatrixCSC(mT, nT, colptr_T, rowval_T, nzval_T)
    return ctranspose!(S, T)
end

# Compute the elimination tree of A using triu(A) returning the parent vector.
# A root node is indicated by 0. This tree may actually be a forest in that
# there may be more than one root, indicating complete separability.
# A trivial example is speye(n, n) in which every node is a root.
function etree(A::SparseMatrixCSC, postorder::Bool)
    m,n = size(A); Ap = A.colptr; Ai = A.rowval; T = eltype(Ai)
    parent = zeros(T, n); ancestor = zeros(T, n)
    for k in 1:n, p in Ap[k]:(Ap[k+1] - 1)
        i = Ai[p]
        while i != 0 && i < k
            inext = ancestor[i] # inext = ancestor of i
            ancestor[i] = k     # path compression
            if (inext == 0) parent[i] = k end # no anc., parent is k
            i = inext
        end
    end
    if !postorder return parent end
    head = zeros(T,n)                   # empty linked lists
    next = zeros(T,n)
    for j in n:-1:1                      # traverse in reverse order
        if (parent[j] == 0) continue end # j is a root
        next[j] = head[parent[j]]        # add j to list of its parent
        head[parent[j]] = j
    end
    stack = T[]
    sizehint(stack, n)
    post = zeros(T,n)
    k = 1
    for j in 1:n
        if (parent[j] != 0) continue end # skip j if it is not a root
        push!(stack, j)                  # place j on the stack
        while (length(stack) > 0)        # while (stack is not empty)
            p = stack[end]               # p = top of stack
            i = head[p]                  # i = youngest child of p
            if (i == 0)
                pop!(stack)
                post[k] = p       # node p is the kth postordered node
                k += 1
            else
            head[p] = next[i]           # remove i from children of p
            push!(stack, i)
            end
        end
    end
    parent, post
end

etree(A::SparseMatrixCSC) = etree(A, false)

# find nonzero pattern of Cholesky L(k,1:k-1) using etree and triu(A(:,k))
# based on cs_ereach p. 43, "Direct Methods for Sparse Linear Systems"
function ereach{Tv,Ti}(A::SparseMatrixCSC{Tv,Ti}, k::Integer, parent::Vector{Ti})
    m,n = size(A); Ap = A.colptr; Ai = A.rowval
    s = Ti[]; sizehint(s, n)            # to be used as a stack
    visited = falses(n)
    visited[k] = true
    for p in Ap[k]:(Ap[k+1] - 1)
        i = Ai[p]                # A(i,k) is nonzero
        if i > k continue end    # only use upper triangular part of A
        while !visited[i]        # traverse up etree
            push!(s,i)           # L(k,i) is nonzero
            visited[i] = true
            i = parent[i]
        end
    end
    s
end

# based on cs_permute p. 21, "Direct Methods for Sparse Linear Systems"
function csc_permute{Tv,Ti}(A::SparseMatrixCSC{Tv,Ti}, pinv::Vector{Ti}, q::Vector{Ti})
    m,n = size(A); Ap = A.colptr; Ai = A.rowval; Ax = A.nzval
    if length(pinv) != m || length(q) !=  n 
        error("Dimension mismatch, size(A) = $(size(A)), length(pinv) = $(length(pinv)) and length(q) = $(length(q))")
    end
    if !isperm(pinv) || !isperm(q) error("Both pinv and q must be permutations") end
    C = copy(A); Cp = C.colptr; Ci = C.rowval; Cx = C.nzval
    nz = zero(Ti)
    for k in 1:n
        Cp[k] = nz
        j = q[k]
        for t = Ap[j]:(Ap[j+1]-1)
            Cx[nz] = Ax[t]
            Ci[nz] = pinv[Ai[t]]
            nz += one(Ti)
        end
    end
    Cp[n + 1] = nz
    (C.').'                    # double transpose to order the columns
end

# based on cs_symperm p. 21, "Direct Methods for Sparse Linear Systems"
# form A[p,p] for a symmetric A stored in the upper triangle
function symperm{Tv,Ti}(A::SparseMatrixCSC{Tv,Ti}, pinv::Vector{Ti})
    m,n = size(A); Ap = A.colptr; Ai = A.rowval; Ax = A.nzval
    isperm(pinv) || error("perm must be a permutation")
    m == n == length(pinv) || error("Dimension mismatch")
    C = copy(A); Cp = C.colptr; Ci = C.rowval; Cx = C.nzval
    w = zeros(Ti,n)
    for j in 1:n                   # count entries in each column of C
        j2 = pinv[j]
        for p in Ap[j]:(Ap[j+1]-1)
            (i = Ai[p]) > j || (w[max(pinv[i],j2)] += one(Ti))
        end
    end
    Cp[:] = cumsum(vcat(one(Ti),w))
    copy!(w,Cp[1:n])          # needed to be consistent with cs_cumsum
    for j in 1:n
        j2 = pinv[j]
        for p = Ap[j]:(Ap[j+1]-1)
            (i = Ai[p]) > j && continue
            i2 = pinv[i]
            ind = max(i2,j2)
            Ci[q = w[ind]] = min(i2,j2)
            w[ind] += 1
            Cx[q] = Ax[p]
        end
    end
    (C.').'                    # double transpose to order the columns
end

# Based on Direct Methods for Sparse Linear Systems, T. A. Davis, SIAM, Philadelphia, Sept. 2006.
# Section 2.7: Removing entries from a matrix
# http://www.cise.ufl.edu/research/sparse/CSparse/
function fkeep!{Tv,Ti}(A::SparseMatrixCSC{Tv,Ti}, f, other)
    nzorig = nnz(A)
    nz = 1
    for j = 1:A.n
        p = A.colptr[j]                 # record current position
        A.colptr[j] = nz                # set new position
        while p < A.colptr[j+1]
            if f(A.rowval[p], j, A.nzval[p], other)
                A.nzval[nz] = A.nzval[p]
                A.rowval[nz] = A.rowval[p]
                nz += 1
            end
            p += 1
        end
    end
    A.colptr[A.n + 1] = nz
    nz -= 1
    if nz < nzorig
        resize!(A.nzval, nz)
        resize!(A.rowval, nz)
    end
    A
end

droptol!(A::SparseMatrixCSC, tol) = fkeep!(A, (i,j,x,other)->abs(x)>other, tol)
dropzeros!(A::SparseMatrixCSC) = fkeep!(A, (i,j,x,other)->x!=zero(Tv), None)
triu!(A::SparseMatrixCSC) = fkeep!(A, (i,j,x,other)->(j>=i), None)
triu(A::SparseMatrixCSC) = triu!(copy(A))
tril!(A::SparseMatrixCSC) = fkeep!(A, (i,j,x,other)->(i>=j), None)
tril(A::SparseMatrixCSC) = tril!(copy(A))
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