From d6b4f1ac2fa6a99ba2cf957d628fbf2e58c94393 Mon Sep 17 00:00:00 2001 From: Andreas Longva Date: Tue, 19 Jan 2021 15:27:37 +0100 Subject: [PATCH] Add CscCholesky::factor_numerical --- nalgebra-sparse/src/factorization/cholesky.rs | 19 ++++++++++++------- 1 file changed, 12 insertions(+), 7 deletions(-) diff --git a/nalgebra-sparse/src/factorization/cholesky.rs b/nalgebra-sparse/src/factorization/cholesky.rs index 9dfd20ff..7195080f 100644 --- a/nalgebra-sparse/src/factorization/cholesky.rs +++ b/nalgebra-sparse/src/factorization/cholesky.rs @@ -58,31 +58,36 @@ impl Display for CholeskyError { impl std::error::Error for CholeskyError {} impl CscCholesky { - - pub fn factor(matrix: &CscMatrix) -> Result { - let symbolic = CscSymbolicCholesky::factor(&*matrix.pattern()); + pub fn factor_numerical(symbolic: CscSymbolicCholesky, values: &[T]) -> Result { assert_eq!(symbolic.l_pattern.nnz(), symbolic.u_pattern.nnz(), - "u is just the transpose of l, so should have the same nnz"); + "u is just the transpose of l, so should have the same nnz"); let l_nnz = symbolic.l_pattern.nnz(); let l_values = vec![T::zero(); l_nnz]; let l_factor = CscMatrix::try_from_pattern_and_values(Arc::new(symbolic.l_pattern), l_values) .unwrap(); + let (nrows, ncols) = (l_factor.nrows(), l_factor.ncols()); + let mut factorization = CscCholesky { m_pattern: symbolic.m_pattern, l_factor, u_pattern: symbolic.u_pattern, - work_x: vec![T::zero(); matrix.nrows()], + work_x: vec![T::zero(); nrows], // Fill with MAX so that things hopefully totally fail if values are not // overwritten. Might be easier to debug this way - work_c: vec![usize::MAX, matrix.ncols()], + work_c: vec![usize::MAX, ncols], }; - factorization.refactor(matrix.values())?; + factorization.refactor(values)?; Ok(factorization) } + pub fn factor(matrix: &CscMatrix) -> Result { + let symbolic = CscSymbolicCholesky::factor(&*matrix.pattern()); + Self::factor_numerical(symbolic, matrix.values()) + } + pub fn refactor(&mut self, values: &[T]) -> Result<(), CholeskyError> { self.decompose_left_looking(values) }