hs_sparse.cpp File Reference

(* $Id$)

#include <fvar.hpp>
#include "hs.h"

Go to the source code of this file.

Defines
#define	USE_ADJOINT_CODE
#define	XCONST   const
Functions
int	allocated (const dcompressed_triplet &_st)
int	allocated (const dvar_compressed_triplet &_st)
int	chol (XCONST hs_smatrix &A, XCONST hs_symbolic &T, hs_smatrix &L)
int	chol (XCONST dvar_hs_smatrix &AA, XCONST hs_symbolic &T, dvar_hs_smatrix &LL)
int	cholnew (XCONST hs_smatrix &A, XCONST hs_symbolic &S, hs_smatrix &L)
hs_smatrix	cs_add (XCONST hs_smatrix &AA, XCONST hs_smatrix &BB, double alpha, double beta)
dvar_hs_smatrix	cs_add (XCONST dvar_hs_smatrix &AA, XCONST dvar_hs_smatrix &BB, double alpha, double beta)
ivector	cs_amd (XCONST hs_smatrix &A)
	p = amd(A+A') if symmetric is true, or amd(A'A) otherwise
ivector	cs_amd (XCONST dvar_hs_smatrix &A)
ivector	cs_counts (XCONST hs_smatrix &A, XCONST ivector &parent, XCONST ivector &post)
ivector	cs_counts (XCONST dvar_hs_smatrix &A, XCONST ivector &parent, XCONST ivector &post)
double	cs_cumsum (ivector &p, ivector &c, int n)
int	cs_diag (int i, int j, double aij, void *other)
int	cs_diag (int i, int j, const prevariable &aij, void *other)
int	cs_ereach (XCONST hs_smatrix &_A, int k, XCONST ivector &parent, ivector &s, ivector &w)
int	cs_ereach (XCONST dvar_hs_smatrix &_A, int k, XCONST ivector &parent, ivector &s, ivector &w)
ivector	cs_etree (XCONST hs_smatrix &_A)
ivector	cs_etree (XCONST dvar_hs_smatrix &_A)
int	cs_fkeep (hs_smatrix &A, int(*fkeep)(int, int, double, void *), void *other)
int	cs_fkeep (dvar_hs_smatrix &A, int(*fkeep)(int, int, const prevariable &, void *), void *other)
dvector	cs_ipvec (XCONST ivector &p, XCONST dvector &b)
int	cs_leaf (int i, int j, XCONST ivector &first, ivector &maxfirst, ivector &prevleaf, ivector &ancestor, int *jleaf)
dvector	cs_lsolve (XCONST hs_smatrix &LL, XCONST dvector &y)
dvar_vector	cs_lsolve (XCONST dvar_hs_smatrix &LL, XCONST dvar_vector &y)
dvar_vector	cs_lsolve (XCONST dvar_hs_smatrix &LL, XCONST dvector &y)
dvector	cs_ltsolve (XCONST hs_smatrix &LL, XCONST dvector &y)
dvar_vector	cs_ltsolve (XCONST dvar_hs_smatrix &LL, XCONST dvar_vector &y)
hs_smatrix	cs_multiply (const hs_smatrix &A, const hs_smatrix &B)
ivector	cs_pinv (XCONST ivector &p, int n)
ivector	cs_post (XCONST ivector &parent, int n)
dvector	cs_pvec (XCONST ivector &p, XCONST dvector &b)
dvar_vector	cs_pvec (XCONST ivector &p, XCONST dvar_vector &b)
int	cs_scatter (XCONST hs_smatrix &AA, int j, double beta, ivector &w, dvector &x, int mark, hs_smatrix &C, int nz)
int	cs_scatter (XCONST dvar_hs_smatrix &AA, int j, double beta, ivector &w, dvar_vector &x, int mark, dvar_hs_smatrix &C, int nz)
int	cs_tdfs (int j, int k, ivector &head, XCONST ivector &next, ivector &post, ivector &stack)
void	cs_transpose (XCONST hs_smatrix &_A, int values, hs_smatrix &C)
void	cs_transpose (XCONST dvar_hs_smatrix &_A, int values, dvar_hs_smatrix &C)
int	cs_wclear (int mark, int lemax, ivector &w, int n)
static void	dfcholeski_sparse (void)
void	get_inverse_sparse_hessian (dcompressed_triplet &st, hs_symbolic &S, uostream &ofs1, ofstream &ofs, int usize, int xsize, dvector &u)
void	hs_symperm (XCONST hs_smatrix &_A, XCONST ivector &pinv, hs_smatrix &C)
void	hs_symperm (XCONST dvar_hs_smatrix &_A, XCONST ivector &pinv, dvar_hs_smatrix &C)
dvariable	ln_det (XCONST dvar_hs_smatrix &M)
dvariable	ln_det (XCONST dvar_hs_smatrix &_M, int &sgn)
double	ln_det (XCONST hs_smatrix &_M)
double	ln_det (XCONST hs_smatrix &_M, int &sgn)
dvariable	ln_det (dvar_compressed_triplet &VM)
dvariable	ln_det (dvar_compressed_triplet &VM, hs_symbolic &S)
dvariable	ln_det (dvar_compressed_triplet &VM, hs_symbolic &S, dcompressed_triplet &s)
double	ln_det (const dcompressed_triplet &VVM, const hs_symbolic &T)
double	ln_det (const dcompressed_triplet &VVM)
dcompressed_triplet	make_dcompressed_triplet (const dmatrix &M)
dmatrix	make_dmatrix (dcompressed_triplet &M, int n, int m)
dmatrix	make_dmatrix (dcompressed_triplet &M)
dmatrix	make_dmatrix (const hs_smatrix &M)
dvar_matrix	make_dvar_matrix (dvar_compressed_triplet &M)
dvar_matrix	make_dvar_matrix (dvar_compressed_triplet &M, int n, int m)
hs_smatrix	make_hs_smatrix (const dmatrix &M)
dmatrix	make_sdmatrix (dcompressed_triplet &M)
dvar_matrix	make_sdvar_matrix (dvar_compressed_triplet &M)
void	myacc (int &p, int Lpi1, int ci, const ivector &Li, dvector &x, const dvector &Lx, const double &lki)
hs_smatrix	operator* (const hs_smatrix &A, const hs_smatrix &B)
ostream &	operator<< (const ostream &_ofs, const hs_smatrix &M)
istream &	operator>> (istream &is, dcompressed_triplet &M)
istream &	operator>> (istream &is, dvar_compressed_triplet &M)
void	report_derivatives (const dvar_vector &x)
void	report_dvar_vector_derivatives (void)
hs_smatrix *	return_choleski_decomp (dcompressed_triplet &st)
dvar_hs_smatrix *	return_choleski_decomp (dvar_compressed_triplet &st)
dvector	return_choleski_decomp_solve (dcompressed_triplet &st, dvector &eps)
dvector	return_choleski_factor_solve (hs_smatrix *PL, dvector &eps)
dvar_vector	return_choleski_factor_solve (dvar_hs_smatrix *PL, dvector &eps)
dvector	solve (dcompressed_triplet &st, dmatrix &Hess, dvector &grad)
dvector	solve (dcompressed_triplet &st, dmatrix &Hess, dvector &grad, hs_symbolic &S)
dvector	solve (const dcompressed_triplet &_st, const dvector &_grad, const hs_symbolic &S)
dvector	solve (const dcompressed_triplet &_st, const dvector &_grad, const hs_symbolic &S, int &ierr)
int	tmpxchol (XCONST hs_smatrix &A, XCONST hs_symbolic &S, hs_smatrix &L, ivector &xcount)
int	tmpxchol1 (XCONST hs_smatrix &A, XCONST hs_symbolic &T, hs_smatrix &L, ivector &nxcount)
int	varchol (XCONST dvar_hs_smatrix &A, XCONST hs_symbolic &S, dvar_hs_smatrix &L, dcompressed_triplet &sparse_triplet2)
static void	xxx (int i)
static void	xxx (ivector &i)
static void	xxxv (ivector &x)
Variables
int	check_flag = 0

---

Define Documentation

#define USE_ADJOINT_CODE

Definition at line 21 of file hs_sparse.cpp.

#define XCONST   const

Definition at line 17 of file hs_sparse.cpp.

---

Function Documentation

int allocated

(

const dcompressed_triplet &

_st

)

Definition at line 2855 of file hs_sparse.cpp.

int allocated

(

const dvar_compressed_triplet &

_st

)

Definition at line 2860 of file hs_sparse.cpp.

int chol	(	XCONST hs_smatrix &	A,
		XCONST hs_symbolic &	T,
		hs_smatrix &	L
	)

Definition at line 899 of file hs_sparse.cpp.

Referenced by get_inverse_sparse_hessian(), ln_det(), return_choleski_decomp(), return_choleski_decomp_solve(), and solve().

int chol	(	XCONST dvar_hs_smatrix &	AA,
		XCONST hs_symbolic &	T,
		dvar_hs_smatrix &	LL
	)

Definition at line 3428 of file hs_sparse.cpp.

int cholnew	(	XCONST hs_smatrix &	A,
		XCONST hs_symbolic &	S,
		hs_smatrix &	L
	)

Definition at line 2972 of file hs_sparse.cpp.

hs_smatrix cs_add	(	XCONST hs_smatrix &	AA,
		XCONST hs_smatrix &	BB,
		double	alpha,
		double	beta
	)

Definition at line 1404 of file hs_sparse.cpp.

Referenced by cs_amd().

dvar_hs_smatrix cs_add	(	XCONST dvar_hs_smatrix &	AA,
		XCONST dvar_hs_smatrix &	BB,
		double	alpha,
		double	beta
	)

Definition at line 1449 of file hs_sparse.cpp.

ivector cs_amd

(

XCONST hs_smatrix &

A

)

p = amd(A+A') if symmetric is true, or amd(A'A) otherwise

Todo:

Need test case.

Definition at line 1522 of file hs_sparse.cpp.

ivector cs_amd

(

XCONST dvar_hs_smatrix &

A

)

Todo:

Need test case.

Definition at line 1859 of file hs_sparse.cpp.

ivector cs_counts	(	XCONST hs_smatrix &	A,
		XCONST ivector &	parent,
		XCONST ivector &	post
	)

Definition at line 2308 of file hs_sparse.cpp.

ivector cs_counts	(	XCONST dvar_hs_smatrix &	A,
		XCONST ivector &	parent,
		XCONST ivector &	post
	)

Definition at line 2364 of file hs_sparse.cpp.

double cs_cumsum	(	ivector &	p,
		ivector &	c,
		int	n
	)

Definition at line 59 of file hs_sparse.cpp.

Referenced by cs_transpose(), and hs_symperm().

int cs_diag	(	int	i,
		int	j,
		double	aij,
		void *	other
	)

Definition at line 1273 of file hs_sparse.cpp.

Referenced by cs_amd().

int cs_diag	(	int	i,
		int	j,
		const prevariable &	aij,
		void *	other
	)

Definition at line 1274 of file hs_sparse.cpp.

int cs_ereach	(	XCONST hs_smatrix &	_A,
		int	k,
		XCONST ivector &	parent,
		ivector &	s,
		ivector &	w
	)

Definition at line 744 of file hs_sparse.cpp.

Referenced by chol(), cholnew(), dfcholeski_sparse(), tmpxchol1(), and varchol().

int cs_ereach	(	XCONST dvar_hs_smatrix &	_A,
		int	k,
		XCONST ivector &	parent,
		ivector &	s,
		ivector &	w
	)

Definition at line 773 of file hs_sparse.cpp.

ivector cs_etree

(

XCONST hs_smatrix &

_A

)

Definition at line 2193 of file hs_sparse.cpp.

ivector cs_etree

(

XCONST dvar_hs_smatrix &

_A

)

Definition at line 2225 of file hs_sparse.cpp.

int cs_fkeep	(	hs_smatrix &	A,
		int(*)(int, int, double, void *)	fkeep,
		void *	other
	)

Definition at line 1278 of file hs_sparse.cpp.

Referenced by cs_amd().

int cs_fkeep	(	dvar_hs_smatrix &	A,
		int(*)(int, int, const prevariable &, void *)	fkeep,
		void *	other
	)

Definition at line 1305 of file hs_sparse.cpp.

dvector cs_ipvec	(	XCONST ivector &	p,
		XCONST dvector &	b
	)

Definition at line 1104 of file hs_sparse.cpp.

Referenced by get_inverse_sparse_hessian(), return_choleski_decomp_solve(), return_choleski_factor_solve(), and solve().

int cs_leaf	(	int	i,
		int	j,
		XCONST ivector &	first,
		ivector &	maxfirst,
		ivector &	prevleaf,
		ivector &	ancestor,
		int *	jleaf
	)

Definition at line 2287 of file hs_sparse.cpp.

Referenced by cs_counts().

dvector cs_lsolve	(	XCONST hs_smatrix &	LL,
		XCONST dvector &	y
	)

Definition at line 1148 of file hs_sparse.cpp.

Referenced by get_inverse_sparse_hessian(), return_choleski_decomp_solve(), return_choleski_factor_solve(), and solve().

dvar_vector cs_lsolve	(	XCONST dvar_hs_smatrix &	LL,
		XCONST dvar_vector &	y
	)

Definition at line 1173 of file hs_sparse.cpp.

dvar_vector cs_lsolve	(	XCONST dvar_hs_smatrix &	LL,
		XCONST dvector &	y
	)

Definition at line 1198 of file hs_sparse.cpp.

dvector cs_ltsolve	(	XCONST hs_smatrix &	LL,
		XCONST dvector &	y
	)

Definition at line 1224 of file hs_sparse.cpp.

Referenced by get_inverse_sparse_hessian(), and solve().

dvar_vector cs_ltsolve	(	XCONST dvar_hs_smatrix &	LL,
		XCONST dvar_vector &	y
	)

Definition at line 1248 of file hs_sparse.cpp.

hs_smatrix cs_multiply	(	const hs_smatrix &	A,
		const hs_smatrix &	B
	)

Definition at line 3595 of file hs_sparse.cpp.

Referenced by operator*().

ivector cs_pinv	(	XCONST ivector &	p,
		int	n
	)

Definition at line 2421 of file hs_sparse.cpp.

ivector cs_post	(	XCONST ivector &	parent,
		int	n
	)

Definition at line 2258 of file hs_sparse.cpp.

dvector cs_pvec	(	XCONST ivector &	p,
		XCONST dvector &	b
	)

Definition at line 1119 of file hs_sparse.cpp.

Referenced by get_inverse_sparse_hessian(), return_choleski_decomp_solve(), return_choleski_factor_solve(), and solve().

dvar_vector cs_pvec	(	XCONST ivector &	p,
		XCONST dvar_vector &	b
	)

Definition at line 1133 of file hs_sparse.cpp.

int cs_scatter	(	XCONST hs_smatrix &	AA,
		int	j,
		double	beta,
		ivector &	w,
		dvector &	x,
		int	mark,
		hs_smatrix &	C,
		int	nz
	)

Definition at line 1333 of file hs_sparse.cpp.

Referenced by cs_add(), and cs_multiply().

int cs_scatter	(	XCONST dvar_hs_smatrix &	AA,
		int	j,
		double	beta,
		ivector &	w,
		dvar_vector &	x,
		int	mark,
		dvar_hs_smatrix &	C,
		int	nz
	)

Definition at line 1379 of file hs_sparse.cpp.

int cs_tdfs	(	int	j,
		int	k,
		ivector &	head,
		XCONST ivector &	next,
		ivector &	post,
		ivector &	stack
	)

Definition at line 1495 of file hs_sparse.cpp.

Referenced by cs_amd(), and cs_post().

void cs_transpose	(	XCONST hs_smatrix &	_A,
		int	values,
		hs_smatrix &	C
	)

Definition at line 87 of file hs_sparse.cpp.

Referenced by cs_amd(), and cs_counts().

void cs_transpose	(	XCONST dvar_hs_smatrix &	_A,
		int	values,
		dvar_hs_smatrix &	C
	)

Definition at line 119 of file hs_sparse.cpp.

int cs_wclear	(	int	mark,
		int	lemax,
		ivector &	w,
		int	n
	)

Definition at line 75 of file hs_sparse.cpp.

Referenced by cs_amd().

static void dfcholeski_sparse

(

void

)

[static]

Definition at line 3170 of file hs_sparse.cpp.

Referenced by varchol().

void get_inverse_sparse_hessian	(	dcompressed_triplet &	st,
		hs_symbolic &	S,
		uostream &	ofs1,
		ofstream &	ofs,
		int	usize,
		int	xsize,
		dvector &	u
	)

Definition at line 3566 of file hs_sparse.cpp.

Referenced by function_minimizer::hess_routine_noparallel_random_effects().

void hs_symperm	(	XCONST hs_smatrix &	_A,
		XCONST ivector &	pinv,
		hs_smatrix &	C
	)

Definition at line 803 of file hs_sparse.cpp.

Referenced by chol(), cholnew(), dfcholeski_sparse(), tmpxchol1(), and varchol().

void hs_symperm	(	XCONST dvar_hs_smatrix &	_A,
		XCONST ivector &	pinv,
		dvar_hs_smatrix &	C
	)

Definition at line 845 of file hs_sparse.cpp.

dvariable ln_det

(

XCONST dvar_hs_smatrix &

M

)

Definition at line 666 of file hs_sparse.cpp.

dvariable ln_det	(	XCONST dvar_hs_smatrix &	_M,
		int &	sgn
	)

Definition at line 673 of file hs_sparse.cpp.

double ln_det

(

XCONST hs_smatrix &

_M

)

Definition at line 679 of file hs_sparse.cpp.

double ln_det	(	XCONST hs_smatrix &	_M,
		int &	sgn
	)

Definition at line 685 of file hs_sparse.cpp.

dvariable ln_det

(

dvar_compressed_triplet &

VM

)

Definition at line 2865 of file hs_sparse.cpp.

dvariable ln_det	(	dvar_compressed_triplet &	VM,
		hs_symbolic &	S
	)

Definition at line 2882 of file hs_sparse.cpp.

dvariable ln_det	(	dvar_compressed_triplet &	VM,
		hs_symbolic &	S,
		dcompressed_triplet &	s
	)

Definition at line 2901 of file hs_sparse.cpp.

double ln_det	(	const dcompressed_triplet &	VVM,
		const hs_symbolic &	T
	)

Definition at line 2931 of file hs_sparse.cpp.

double ln_det

(

const dcompressed_triplet &

VVM

)

Definition at line 2953 of file hs_sparse.cpp.

dcompressed_triplet make_dcompressed_triplet

(

const dmatrix &

M

)

Definition at line 3647 of file hs_sparse.cpp.

Referenced by make_hs_smatrix().

dmatrix make_dmatrix	(	dcompressed_triplet &	M,
		int	n,
		int	m
	)

Definition at line 153 of file hs_sparse.cpp.

dmatrix make_dmatrix

(

dcompressed_triplet &

M

)

Definition at line 202 of file hs_sparse.cpp.

Referenced by laplace_approximation_calculator::do_newton_raphson_banded().

dmatrix make_dmatrix

(

const hs_smatrix &

M

)

Definition at line 3710 of file hs_sparse.cpp.

dvar_matrix make_dvar_matrix

(

dvar_compressed_triplet &

M

)

Definition at line 187 of file hs_sparse.cpp.

dvar_matrix make_dvar_matrix	(	dvar_compressed_triplet &	M,
		int	n,
		int	m
	)

Definition at line 234 of file hs_sparse.cpp.

hs_smatrix make_hs_smatrix

(

const dmatrix &

M

)

Definition at line 3694 of file hs_sparse.cpp.

dmatrix make_sdmatrix

(

dcompressed_triplet &

M

)

Definition at line 216 of file hs_sparse.cpp.

dvar_matrix make_sdvar_matrix

(

dvar_compressed_triplet &

M

)

Definition at line 169 of file hs_sparse.cpp.

void myacc	(	int &	p,
		int	Lpi1,
		int	ci,
		const ivector &	Li,
		dvector &	x,
		const dvector &	Lx,
		const double &	lki
	)

Definition at line 889 of file hs_sparse.cpp.

Referenced by cholnew().

hs_smatrix operator*	(	const hs_smatrix &	A,
		const hs_smatrix &	B
	)

Definition at line 3643 of file hs_sparse.cpp.

ostream& operator<<	(	const ostream &	_ofs,
		const hs_smatrix &	M
	)

Definition at line 3699 of file hs_sparse.cpp.

istream& operator>>	(	istream &	is,
		dcompressed_triplet &	M
	)

Definition at line 2610 of file hs_sparse.cpp.

istream& operator>>	(	istream &	is,
		dvar_compressed_triplet &	M
	)

Definition at line 2623 of file hs_sparse.cpp.

void report_derivatives

(

const dvar_vector &

x

)

Definition at line 3557 of file hs_sparse.cpp.

void report_dvar_vector_derivatives

(

void

)

Definition at line 3548 of file hs_sparse.cpp.

Referenced by report_derivatives().

hs_smatrix* return_choleski_decomp

(

dcompressed_triplet &

st

)

Definition at line 2636 of file hs_sparse.cpp.

Referenced by calculate_importance_sample_shess().

dvar_hs_smatrix* return_choleski_decomp

(

dvar_compressed_triplet &

st

)

Definition at line 2653 of file hs_sparse.cpp.

dvector return_choleski_decomp_solve	(	dcompressed_triplet &	st,
		dvector &	eps
	)

Definition at line 2670 of file hs_sparse.cpp.

dvector return_choleski_factor_solve	(	hs_smatrix *	PL,
		dvector &	eps
	)

Definition at line 2693 of file hs_sparse.cpp.

Referenced by calculate_importance_sample_shess().

dvar_vector return_choleski_factor_solve	(	dvar_hs_smatrix *	PL,
		dvector &	eps
	)

Definition at line 2710 of file hs_sparse.cpp.

dvector solve	(	dcompressed_triplet &	st,
		dmatrix &	Hess,
		dvector &	grad
	)

Definition at line 2728 of file hs_sparse.cpp.

dvector solve	(	dcompressed_triplet &	st,
		dmatrix &	Hess,
		dvector &	grad,
		hs_symbolic &	S
	)

Definition at line 2758 of file hs_sparse.cpp.

dvector solve	(	const dcompressed_triplet &	_st,
		const dvector &	_grad,
		const hs_symbolic &	S
	)

Definition at line 2793 of file hs_sparse.cpp.

dvector solve	(	const dcompressed_triplet &	_st,
		const dvector &	_grad,
		const hs_symbolic &	S,
		int &	ierr
	)

Definition at line 2820 of file hs_sparse.cpp.

int tmpxchol	(	XCONST hs_smatrix &	A,
		XCONST hs_symbolic &	S,
		hs_smatrix &	L,
		ivector &	xcount
	)

int tmpxchol1	(	XCONST hs_smatrix &	A,
		XCONST hs_symbolic &	T,
		hs_smatrix &	L,
		ivector &	nxcount
	)

Definition at line 976 of file hs_sparse.cpp.

int varchol	(	XCONST dvar_hs_smatrix &	A,
		XCONST hs_symbolic &	S,
		dvar_hs_smatrix &	L,
		dcompressed_triplet &	sparse_triplet2
	)

Definition at line 3060 of file hs_sparse.cpp.

Referenced by ln_det().

static void xxx

(

int

i

)

[static]

Definition at line 24 of file hs_sparse.cpp.

static void xxx

(

ivector &

i

)

[static]

Definition at line 25 of file hs_sparse.cpp.

static void xxxv

(

ivector &

x

)

[static]

Definition at line 26 of file hs_sparse.cpp.

Referenced by tmpxchol1().

---

Variable Documentation

int check_flag = 0

Definition at line 2899 of file hs_sparse.cpp.