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Add CscCholesky::factor_numerical

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This commit is contained in:
Andreas Longva 2021-01-19 15:27:37 +01:00
parent cd9c3baead
commit d6b4f1ac2f
1 changed files with 12 additions and 7 deletions
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19
nalgebra-sparse/src/factorization/cholesky.rs
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@ -58,31 +58,36 @@ impl Display for CholeskyError {
impl std::error::Error for CholeskyError {}
impl<T: RealField> CscCholesky<T> {
pub fn factor(matrix: &CscMatrix<T>) -> Result<Self, CholeskyError> {
let symbolic = CscSymbolicCholesky::factor(&*matrix.pattern());
pub fn factor_numerical(symbolic: CscSymbolicCholesky, values: &[T]) -> Result<Self, CholeskyError> {
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<T>) -> Result<Self, CholeskyError> {
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)
}