From f41959ccb2d9d4c722fe8fc3351401d53bcf4900 Mon Sep 17 00:00:00 2001 From: Manjunath Kudlur Date: Fri, 6 Nov 2015 16:27:58 -0800 Subject: TensorFlow: Initial commit of TensorFlow library. TensorFlow is an open source software library for numerical computation using data flow graphs. Base CL: 107276108 --- .../eigen3/Eigen/src/SparseLU/SparseLU_pivotL.h | 136 +++++++++++++++++++++ 1 file changed, 136 insertions(+) create mode 100644 third_party/eigen3/Eigen/src/SparseLU/SparseLU_pivotL.h (limited to 'third_party/eigen3/Eigen/src/SparseLU/SparseLU_pivotL.h') diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_pivotL.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_pivotL.h new file mode 100644 index 0000000000..457789c780 --- /dev/null +++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_pivotL.h @@ -0,0 +1,136 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2012 Désiré Nuentsa-Wakam +// +// This Source Code Form is subject to the terms of the Mozilla +// Public License v. 2.0. If a copy of the MPL was not distributed +// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. + +/* + + * NOTE: This file is the modified version of xpivotL.c file in SuperLU + + * -- SuperLU routine (version 3.0) -- + * Univ. of California Berkeley, Xerox Palo Alto Research Center, + * and Lawrence Berkeley National Lab. + * October 15, 2003 + * + * Copyright (c) 1994 by Xerox Corporation. All rights reserved. + * + * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY + * EXPRESSED OR IMPLIED. ANY USE IS AT YOUR OWN RISK. + * + * Permission is hereby granted to use or copy this program for any + * purpose, provided the above notices are retained on all copies. + * Permission to modify the code and to distribute modified code is + * granted, provided the above notices are retained, and a notice that + * the code was modified is included with the above copyright notice. + */ +#ifndef SPARSELU_PIVOTL_H +#define SPARSELU_PIVOTL_H + +namespace Eigen { +namespace internal { + +/** + * \brief Performs the numerical pivotin on the current column of L, and the CDIV operation. + * + * Pivot policy : + * (1) Compute thresh = u * max_(i>=j) abs(A_ij); + * (2) IF user specifies pivot row k and abs(A_kj) >= thresh THEN + * pivot row = k; + * ELSE IF abs(A_jj) >= thresh THEN + * pivot row = j; + * ELSE + * pivot row = m; + * + * Note: If you absolutely want to use a given pivot order, then set u=0.0. + * + * \param jcol The current column of L + * \param diagpivotthresh diagonal pivoting threshold + * \param[in,out] perm_r Row permutation (threshold pivoting) + * \param[in] iperm_c column permutation - used to finf diagonal of Pc*A*Pc' + * \param[out] pivrow The pivot row + * \param glu Global LU data + * \return 0 if success, i > 0 if U(i,i) is exactly zero + * + */ +template +Index SparseLUImpl::pivotL(const Index jcol, const RealScalar& diagpivotthresh, IndexVector& perm_r, IndexVector& iperm_c, Index& pivrow, GlobalLU_t& glu) +{ + + Index fsupc = (glu.xsup)((glu.supno)(jcol)); // First column in the supernode containing the column jcol + Index nsupc = jcol - fsupc; // Number of columns in the supernode portion, excluding jcol; nsupc >=0 + Index lptr = glu.xlsub(fsupc); // pointer to the starting location of the row subscripts for this supernode portion + Index nsupr = glu.xlsub(fsupc+1) - lptr; // Number of rows in the supernode + Index lda = glu.xlusup(fsupc+1) - glu.xlusup(fsupc); // leading dimension + Scalar* lu_sup_ptr = &(glu.lusup.data()[glu.xlusup(fsupc)]); // Start of the current supernode + Scalar* lu_col_ptr = &(glu.lusup.data()[glu.xlusup(jcol)]); // Start of jcol in the supernode + Index* lsub_ptr = &(glu.lsub.data()[lptr]); // Start of row indices of the supernode + + // Determine the largest abs numerical value for partial pivoting + Index diagind = iperm_c(jcol); // diagonal index + RealScalar pivmax = 0.0; + Index pivptr = nsupc; + Index diag = emptyIdxLU; + RealScalar rtemp; + Index isub, icol, itemp, k; + for (isub = nsupc; isub < nsupr; ++isub) { + using std::abs; + rtemp = abs(lu_col_ptr[isub]); + if (rtemp > pivmax) { + pivmax = rtemp; + pivptr = isub; + } + if (lsub_ptr[isub] == diagind) diag = isub; + } + + // Test for singularity + if ( pivmax == 0.0 ) { + pivrow = lsub_ptr[pivptr]; + perm_r(pivrow) = jcol; + return (jcol+1); + } + + RealScalar thresh = diagpivotthresh * pivmax; + + // Choose appropriate pivotal element + + { + // Test if the diagonal element can be used as a pivot (given the threshold value) + if (diag >= 0 ) + { + // Diagonal element exists + using std::abs; + rtemp = abs(lu_col_ptr[diag]); + if (rtemp != 0.0 && rtemp >= thresh) pivptr = diag; + } + pivrow = lsub_ptr[pivptr]; + } + + // Record pivot row + perm_r(pivrow) = jcol; + // Interchange row subscripts + if (pivptr != nsupc ) + { + std::swap( lsub_ptr[pivptr], lsub_ptr[nsupc] ); + // Interchange numerical values as well, for the two rows in the whole snode + // such that L is indexed the same way as A + for (icol = 0; icol <= nsupc; icol++) + { + itemp = pivptr + icol * lda; + std::swap(lu_sup_ptr[itemp], lu_sup_ptr[nsupc + icol * lda]); + } + } + // cdiv operations + Scalar temp = Scalar(1.0) / lu_col_ptr[nsupc]; + for (k = nsupc+1; k < nsupr; k++) + lu_col_ptr[k] *= temp; + return 0; +} + +} // end namespace internal +} // end namespace Eigen + +#endif // SPARSELU_PIVOTL_H -- cgit v1.2.3