38 lines
1.5 KiB
C
38 lines
1.5 KiB
C
#include "cs.h"
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/* sparse Cholesky update/downdate, L*L' + sigma*w*w' (sigma = +1 or -1) */
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int cs_updown (cs *L, int sigma, const cs *C, const int *parent)
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{
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int n, p, f, j, *Lp, *Li, *Cp, *Ci ;
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double *Lx, *Cx, alpha, beta = 1, delta, gamma, w1, w2, *w, beta2 = 1 ;
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if (!CS_CSC (L) || !CS_CSC (C) || !parent) return (0) ; /* check inputs */
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Lp = L->p ; Li = L->i ; Lx = L->x ; n = L->n ;
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Cp = C->p ; Ci = C->i ; Cx = C->x ;
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if ((p = Cp [0]) >= Cp [1]) return (1) ; /* return if C empty */
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w = cs_malloc (n, sizeof (double)) ; /* get workspace */
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if (!w) return (0) ; /* out of memory */
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f = Ci [p] ;
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for ( ; p < Cp [1] ; p++) f = CS_MIN (f, Ci [p]) ; /* f = min (find (C)) */
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for (j = f ; j != -1 ; j = parent [j]) w [j] = 0 ; /* clear workspace w */
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for (p = Cp [0] ; p < Cp [1] ; p++) w [Ci [p]] = Cx [p] ; /* w = C */
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for (j = f ; j != -1 ; j = parent [j]) /* walk path f up to root */
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{
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p = Lp [j] ;
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alpha = w [j] / Lx [p] ; /* alpha = w(j) / L(j,j) */
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beta2 = beta*beta + sigma*alpha*alpha ;
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if (beta2 <= 0) break ; /* not positive definite */
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beta2 = sqrt (beta2) ;
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delta = (sigma > 0) ? (beta / beta2) : (beta2 / beta) ;
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gamma = sigma * alpha / (beta2 * beta) ;
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Lx [p] = delta * Lx [p] + ((sigma > 0) ? (gamma * w [j]) : 0) ;
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beta = beta2 ;
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for (p++ ; p < Lp [j+1] ; p++)
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{
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w1 = w [Li [p]] ;
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w [Li [p]] = w2 = w1 - alpha * Lx [p] ;
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Lx [p] = delta * Lx [p] + gamma * ((sigma > 0) ? w1 : w2) ;
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}
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}
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cs_free (w) ;
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return (beta2 > 0) ;
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}
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