Detailed Description
Main solver API.
- See also
- ladel.h
Functions | |
| ladel_int | ladel_factorize (ladel_sparse_matrix *M, ladel_symbolics *sym, ladel_int ordering_method, ladel_factor **LD, ladel_work *work) |
| Computes the \(LDL^T\) factorization of \(M\). More... | |
| ladel_int | ladel_factorize_with_diag (ladel_sparse_matrix *M, ladel_diag d, ladel_symbolics *sym, ladel_int ordering_method, ladel_factor **LD, ladel_work *work) |
| Computes the \(LDL^T\) factorization of \(M + \alpha \begin{bmatrix}I_{n} & \\ & 0\end{bmatrix}\). More... | |
| ladel_int | ladel_factorize_advanced (ladel_sparse_matrix *M, ladel_symbolics *sym, ladel_int ordering_method, ladel_factor **LD, ladel_sparse_matrix *Mbasis, ladel_work *work) |
| Computes the \(LDL^T\) factorization of \(M,\) but allocates based on Mbasis. More... | |
| ladel_int | ladel_factorize_advanced_with_diag (ladel_sparse_matrix *M, ladel_diag d, ladel_symbolics *sym, ladel_int ordering_method, ladel_factor **LD, ladel_sparse_matrix *Mbasis, ladel_work *work) |
| Computes the \(LDL^T\) factorization of \(M+ \alpha \begin{bmatrix}I_{n} & \\ & 0\end{bmatrix},\) but allocates based on Mbasis. More... | |
| ladel_int | ladel_factorize_with_prior_basis (ladel_sparse_matrix *M, ladel_symbolics *sym, ladel_factor *LD, ladel_work *work) |
| Computes the \(LDL^T\) factorization of \(M,\) provided LD was allocated before. More... | |
| ladel_int | ladel_factorize_with_prior_basis_with_diag (ladel_sparse_matrix *M, ladel_diag d, ladel_symbolics *sym, ladel_factor *LD, ladel_work *work) |
| Computes the \(LDL^T\) factorization of \(M+ \alpha \begin{bmatrix}I_{n} & \\ & 0\end{bmatrix},\) provided LD was allocated before. More... | |
| ladel_int | ladel_dense_solve (const ladel_factor *LD, const ladel_double *rhs, ladel_double *y, ladel_work *work) |
| Computes \(y = LDL^T \backslash rhs\). More... | |
| ladel_int | ladel_rank1_update (ladel_factor *LD, ladel_symbolics *sym, ladel_sparse_matrix *W, ladel_int col_in_W, ladel_double factor, ladel_int up_or_down, ladel_work *work) |
| Updates an \(LDL^T\) factorization. More... | |
| ladel_int | ladel_row_add (ladel_factor *LD, ladel_symbolics *sym, ladel_int row_in_L, ladel_sparse_matrix *W, ladel_int col_in_W, ladel_double diag, ladel_work *work) |
| Updates an \(LDL^T\) factorization. More... | |
| ladel_int | ladel_row_del (ladel_factor *LD, ladel_symbolics *sym, ladel_int row_in_L, ladel_work *work) |
| Updates an \(LDL^T\) factorization. More... | |
Function Documentation
◆ ladel_dense_solve()
| ladel_int ladel_dense_solve | ( | const ladel_factor * | LD, |
| const ladel_double * | rhs, | ||
| ladel_double * | y, | ||
| ladel_work * | work | ||
| ) |
◆ ladel_factorize()
| ladel_int ladel_factorize | ( | ladel_sparse_matrix * | M, |
| ladel_symbolics * | sym, | ||
| ladel_int | ordering_method, | ||
| ladel_factor ** | LD, | ||
| ladel_work * | work | ||
| ) |
Computes the \(LDL^T\) factorization of \(M\).
- Parameters
-
M Matrix to be factorized sym Symbolics of the factorization ordering_method Indicator to choose the ordering method: AMD, NO_ORDERING or GIVEN_ORDERING LD Output struct containing the \(LDL^T\) factors work LADEL workspace
- Returns
- Status
Definition at line 11 of file ladel.c.
Here is the call graph for this function:◆ ladel_factorize_advanced()
| ladel_int ladel_factorize_advanced | ( | ladel_sparse_matrix * | M, |
| ladel_symbolics * | sym, | ||
| ladel_int | ordering_method, | ||
| ladel_factor ** | LD, | ||
| ladel_sparse_matrix * | Mbasis, | ||
| ladel_work * | work | ||
| ) |
Computes the \(LDL^T\) factorization of \(M,\) but allocates based on Mbasis.
This routine is used for subsequent update routines. LADEL assumes the user knows in advance the possible updates (at least the pattern), so that it can allocate the factor once. Dynamic reallocation during update routines is currently not supported.
- Parameters
-
M Matrix to be factorized sym Symbolics of the factorization ordering_method Indicator to choose the ordering method: AMD, NO_ORDERING or GIVEN_ORDERING LD Output struct containing the \(LDL^T\) factors Mbasis Matrix that is used in the symbolic part of the factorization to allocate LD work LADEL workspace
- Returns
- Status
Definition at line 46 of file ladel.c.
Here is the call graph for this function:◆ ladel_factorize_advanced_with_diag()
| ladel_int ladel_factorize_advanced_with_diag | ( | ladel_sparse_matrix * | M, |
| ladel_diag | d, | ||
| ladel_symbolics * | sym, | ||
| ladel_int | ordering_method, | ||
| ladel_factor ** | LD, | ||
| ladel_sparse_matrix * | Mbasis, | ||
| ladel_work * | work | ||
| ) |
Computes the \(LDL^T\) factorization of \(M+ \alpha \begin{bmatrix}I_{n} & \\ & 0\end{bmatrix},\) but allocates based on Mbasis.
This routine is used for subsequent update routines. LADEL assumes the user knows in advance the possible updates (at least the pattern), so that it can allocate the factor once. Dynamic reallocation during update routines is currently not supported.
- Parameters
-
M Matrix to be factorized d Diagonal parameters \(\alpha\) and \(n\) sym Symbolics of the factorization ordering_method Indicator to choose the ordering method: AMD, NO_ORDERING or GIVEN_ORDERING LD Output struct containing the \(LDL^T\) factors Mbasis Matrix that is used in the symbolic part of the factorization to allocate LD work LADEL workspace
- Returns
- Status
Definition at line 53 of file ladel.c.
Here is the call graph for this function: Here is the caller graph for this function:◆ ladel_factorize_with_diag()
| ladel_int ladel_factorize_with_diag | ( | ladel_sparse_matrix * | M, |
| ladel_diag | d, | ||
| ladel_symbolics * | sym, | ||
| ladel_int | ordering_method, | ||
| ladel_factor ** | LD, | ||
| ladel_work * | work | ||
| ) |
Computes the \(LDL^T\) factorization of \(M + \alpha \begin{bmatrix}I_{n} & \\ & 0\end{bmatrix}\).
- Parameters
-
M Matrix to be factorized d Diagonal parameters \(\alpha\) and \(n\) sym Symbolics of the factorization ordering_method Indicator to choose the ordering method: AMD, NO_ORDERING or GIVEN_ORDERING LD Output struct containing the \(LDL^T\) factors work LADEL workspace
- Returns
- Status
Definition at line 18 of file ladel.c.
Here is the call graph for this function: Here is the caller graph for this function:◆ ladel_factorize_with_prior_basis()
| ladel_int ladel_factorize_with_prior_basis | ( | ladel_sparse_matrix * | M, |
| ladel_symbolics * | sym, | ||
| ladel_factor * | LD, | ||
| ladel_work * | work | ||
| ) |
Computes the \(LDL^T\) factorization of \(M,\) provided LD was allocated before.
- Parameters
-
M Matrix to be factorized sym Symbolics of the factorization LD Output struct containing the \(LDL^T\) factors work LADEL workspace
- Returns
- Status
Definition at line 90 of file ladel.c.
Here is the call graph for this function:◆ ladel_factorize_with_prior_basis_with_diag()
| ladel_int ladel_factorize_with_prior_basis_with_diag | ( | ladel_sparse_matrix * | M, |
| ladel_diag | d, | ||
| ladel_symbolics * | sym, | ||
| ladel_factor * | LD, | ||
| ladel_work * | work | ||
| ) |
Computes the \(LDL^T\) factorization of \(M+ \alpha \begin{bmatrix}I_{n} & \\ & 0\end{bmatrix},\) provided LD was allocated before.
- Parameters
-
M Matrix to be factorized d Diagonal parameters \(\alpha\) and \(n\) sym Symbolics of the factorization LD Output struct containing the \(LDL^T\) factors work LADEL workspace
- Returns
- Status
Definition at line 97 of file ladel.c.
Here is the call graph for this function: Here is the caller graph for this function:◆ ladel_rank1_update()
| ladel_int ladel_rank1_update | ( | ladel_factor * | LD, |
| ladel_symbolics * | sym, | ||
| ladel_sparse_matrix * | W, | ||
| ladel_int | col_in_W, | ||
| ladel_double | factor, | ||
| ladel_int | up_or_down, | ||
| ladel_work * | work | ||
| ) |
Updates an \(LDL^T\) factorization.
If LD contains the factors of \(M\) on input, LD will contain the factors of \(M + up\_or\_down*factor^2*ww^T,\) where \(w = W(:, col\_in\_W).\)
- Parameters
-
LD Factors of an \(LDL^T\) factorization sym Associated symbolic information W Sparse matrix containing the vector for the update col_in_W Column of W that is used for the update factor Scaling factor for the update vector up_or_down Flag indicating UPDATE or DOWNDATE work LADEL workspace
- Returns
- Status
Definition at line 122 of file ladel_rank1_mod.c.
Here is the call graph for this function: Here is the caller graph for this function:◆ ladel_row_add()
| ladel_int ladel_row_add | ( | ladel_factor * | LD, |
| ladel_symbolics * | sym, | ||
| ladel_int | row_in_L, | ||
| ladel_sparse_matrix * | W, | ||
| ladel_int | col_in_W, | ||
| ladel_double | diag, | ||
| ladel_work * | work | ||
| ) |
Updates an \(LDL^T\) factorization.
If LD contains the factors of \(M = \begin{bmatrix} M_{11} & 0 & M_{13} \\ 0 & 1 & 0 \\ M_{13}^T & 0 & M_{33} \end{bmatrix} \) on input, LD will contain the factors of \(\begin{bmatrix} M_{11} & m_{12} & M_{13} \\ m_{12}^T & m_{22} & m_{32}^T \\ M_{13}^T & m_{32} & M_{33} \end{bmatrix} \) on output, where \(m = W(:, col\_in\_ W),\) and \(row\_in\_L = n + 1\) with \([n,n] = size(M_{11}).\)
- Parameters
-
LD Factors of an \(LDL^T\) factorization sym Associated symbolic information row_in_L Position of the added row/column W Sparse matrix containing the vector for the update col_in_W Column of W that is used for the update diag Diagonal element \(m_{22}\) work LADEL workspace
- Returns
- Status
Definition at line 12 of file ladel_row_mod.c.
Here is the call graph for this function:◆ ladel_row_del()
| ladel_int ladel_row_del | ( | ladel_factor * | LD, |
| ladel_symbolics * | sym, | ||
| ladel_int | row_in_L, | ||
| ladel_work * | work | ||
| ) |
Updates an \(LDL^T\) factorization.
If LD contains the factors of \(\begin{bmatrix} M_{11} & m_{12} & M_{13} \\ m_{12}^T & m_{22} & m_{32}^T \\ M_{13}^T & m_{32} & M_{33} \end{bmatrix} \) on input, LD will contain the factors of \(M = \begin{bmatrix} M_{11} & 0 & M_{13} \\ 0 & 1 & 0 \\ M_{13}^T & 0 & M_{33} \end{bmatrix} \) on output, where \(row\_in\_L = n + 1\) with \([n,n] = size(M_{11}).\)
- Parameters
-
LD Factors of an \(LDL^T\) factorization sym Associated symbolic information row_in_L Position of the deleted row/column work LADEL workspace
- Returns
- Status
Definition at line 120 of file ladel_row_mod.c.
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