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source: branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Eigen/Eigen/src/OrderingMethods/Amd.h @ 9562

Last change on this file since 9562 was 9562, checked in by gkronber, 11 years ago

#1967 worked on Gaussian process evolution.

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1// This file is part of Eigen, a lightweight C++ template library
2// for linear algebra.
3//
4// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr>
5//
6// This Source Code Form is subject to the terms of the Mozilla
7// Public License v. 2.0. If a copy of the MPL was not distributed
8// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9
10/*
11
12NOTE: this routine has been adapted from the CSparse library:
13
14Copyright (c) 2006, Timothy A. Davis.
15http://www.cise.ufl.edu/research/sparse/CSparse
16
17CSparse is free software; you can redistribute it and/or
18modify it under the terms of the GNU Lesser General Public
19License as published by the Free Software Foundation; either
20version 2.1 of the License, or (at your option) any later version.
21
22CSparse is distributed in the hope that it will be useful,
23but WITHOUT ANY WARRANTY; without even the implied warranty of
24MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
25Lesser General Public License for more details.
26
27You should have received a copy of the GNU Lesser General Public
28License along with this Module; if not, write to the Free Software
29Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301  USA
30
31*/
32
33#include "../Core/util/NonMPL2.h"
34
35#ifndef EIGEN_SPARSE_AMD_H
36#define EIGEN_SPARSE_AMD_H
37
38namespace Eigen {
39
40namespace internal {
41 
42template<typename T> inline T amd_flip(const T& i) { return -i-2; }
43template<typename T> inline T amd_unflip(const T& i) { return i<0 ? amd_flip(i) : i; }
44template<typename T0, typename T1> inline bool amd_marked(const T0* w, const T1& j) { return w[j]<0; }
45template<typename T0, typename T1> inline void amd_mark(const T0* w, const T1& j) { return w[j] = amd_flip(w[j]); }
46
47/* clear w */
48template<typename Index>
49static int cs_wclear (Index mark, Index lemax, Index *w, Index n)
50{
51  Index k;
52  if(mark < 2 || (mark + lemax < 0))
53  {
54    for(k = 0; k < n; k++)
55      if(w[k] != 0)
56        w[k] = 1;
57    mark = 2;
58  }
59  return (mark);     /* at this point, w[0..n-1] < mark holds */
60}
61
62/* depth-first search and postorder of a tree rooted at node j */
63template<typename Index>
64Index cs_tdfs(Index j, Index k, Index *head, const Index *next, Index *post, Index *stack)
65{
66  int i, p, top = 0;
67  if(!head || !next || !post || !stack) return (-1);    /* check inputs */
68  stack[0] = j;                 /* place j on the stack */
69  while (top >= 0)                /* while (stack is not empty) */
70  {
71    p = stack[top];           /* p = top of stack */
72    i = head[p];              /* i = youngest child of p */
73    if(i == -1)
74    {
75      top--;                 /* p has no unordered children left */
76      post[k++] = p;        /* node p is the kth postordered node */
77    }
78    else
79    {
80      head[p] = next[i];   /* remove i from children of p */
81      stack[++top] = i;     /* start dfs on child node i */
82    }
83  }
84  return k;
85}
86
87
88/** \internal
89  * Approximate minimum degree ordering algorithm.
90  * \returns the permutation P reducing the fill-in of the input matrix \a C
91  * The input matrix \a C must be a selfadjoint compressed column major SparseMatrix object. Both the upper and lower parts have to be stored, but the diagonal entries are optional.
92  * On exit the values of C are destroyed */
93template<typename Scalar, typename Index>
94void minimum_degree_ordering(SparseMatrix<Scalar,ColMajor,Index>& C, PermutationMatrix<Dynamic,Dynamic,Index>& perm)
95{
96  using std::sqrt;
97  typedef SparseMatrix<Scalar,ColMajor,Index> CCS;
98 
99  int d, dk, dext, lemax = 0, e, elenk, eln, i, j, k, k1,
100      k2, k3, jlast, ln, dense, nzmax, mindeg = 0, nvi, nvj, nvk, mark, wnvi,
101      ok, nel = 0, p, p1, p2, p3, p4, pj, pk, pk1, pk2, pn, q, t;
102  unsigned int h;
103 
104  Index n = C.cols();
105  dense = std::max<Index> (16, Index(10 * sqrt(double(n))));   /* find dense threshold */
106  dense = std::min<Index> (n-2, dense);
107 
108  Index cnz = C.nonZeros();
109  perm.resize(n+1);
110  t = cnz + cnz/5 + 2*n;                 /* add elbow room to C */
111  C.resizeNonZeros(t);
112 
113  Index* W       = new Index[8*(n+1)]; /* get workspace */
114  Index* len     = W;
115  Index* nv      = W +   (n+1);
116  Index* next    = W + 2*(n+1);
117  Index* head    = W + 3*(n+1);
118  Index* elen    = W + 4*(n+1);
119  Index* degree  = W + 5*(n+1);
120  Index* w       = W + 6*(n+1);
121  Index* hhead   = W + 7*(n+1);
122  Index* last    = perm.indices().data();                              /* use P as workspace for last */
123 
124  /* --- Initialize quotient graph ---------------------------------------- */
125  Index* Cp = C.outerIndexPtr();
126  Index* Ci = C.innerIndexPtr();
127  for(k = 0; k < n; k++)
128    len[k] = Cp[k+1] - Cp[k];
129  len[n] = 0;
130  nzmax = t;
131 
132  for(i = 0; i <= n; i++)
133  {
134    head[i]   = -1;                     // degree list i is empty
135    last[i]   = -1;
136    next[i]   = -1;
137    hhead[i]  = -1;                     // hash list i is empty
138    nv[i]     = 1;                      // node i is just one node
139    w[i]      = 1;                      // node i is alive
140    elen[i]   = 0;                      // Ek of node i is empty
141    degree[i] = len[i];                 // degree of node i
142  }
143  mark = internal::cs_wclear<Index>(0, 0, w, n);         /* clear w */
144  elen[n] = -2;                         /* n is a dead element */
145  Cp[n] = -1;                           /* n is a root of assembly tree */
146  w[n] = 0;                             /* n is a dead element */
147 
148  /* --- Initialize degree lists ------------------------------------------ */
149  for(i = 0; i < n; i++)
150  {
151    d = degree[i];
152    if(d == 0)                         /* node i is empty */
153    {
154      elen[i] = -2;                 /* element i is dead */
155      nel++;
156      Cp[i] = -1;                   /* i is a root of assembly tree */
157      w[i] = 0;
158    }
159    else if(d > dense)                 /* node i is dense */
160    {
161      nv[i] = 0;                    /* absorb i into element n */
162      elen[i] = -1;                 /* node i is dead */
163      nel++;
164      Cp[i] = amd_flip (n);
165      nv[n]++;
166    }
167    else
168    {
169      if(head[d] != -1) last[head[d]] = i;
170      next[i] = head[d];           /* put node i in degree list d */
171      head[d] = i;
172    }
173  }
174 
175  while (nel < n)                         /* while (selecting pivots) do */
176  {
177    /* --- Select node of minimum approximate degree -------------------- */
178    for(k = -1; mindeg < n && (k = head[mindeg]) == -1; mindeg++) {}
179    if(next[k] != -1) last[next[k]] = -1;
180    head[mindeg] = next[k];          /* remove k from degree list */
181    elenk = elen[k];                  /* elenk = |Ek| */
182    nvk = nv[k];                      /* # of nodes k represents */
183    nel += nvk;                        /* nv[k] nodes of A eliminated */
184   
185    /* --- Garbage collection ------------------------------------------- */
186    if(elenk > 0 && cnz + mindeg >= nzmax)
187    {
188      for(j = 0; j < n; j++)
189      {
190        if((p = Cp[j]) >= 0)      /* j is a live node or element */
191        {
192          Cp[j] = Ci[p];          /* save first entry of object */
193          Ci[p] = amd_flip (j);    /* first entry is now amd_flip(j) */
194        }
195      }
196      for(q = 0, p = 0; p < cnz; ) /* scan all of memory */
197      {
198        if((j = amd_flip (Ci[p++])) >= 0)  /* found object j */
199        {
200          Ci[q] = Cp[j];       /* restore first entry of object */
201          Cp[j] = q++;          /* new pointer to object j */
202          for(k3 = 0; k3 < len[j]-1; k3++) Ci[q++] = Ci[p++];
203        }
204      }
205      cnz = q;                       /* Ci[cnz...nzmax-1] now free */
206    }
207   
208    /* --- Construct new element ---------------------------------------- */
209    dk = 0;
210    nv[k] = -nvk;                     /* flag k as in Lk */
211    p = Cp[k];
212    pk1 = (elenk == 0) ? p : cnz;      /* do in place if elen[k] == 0 */
213    pk2 = pk1;
214    for(k1 = 1; k1 <= elenk + 1; k1++)
215    {
216      if(k1 > elenk)
217      {
218        e = k;                     /* search the nodes in k */
219        pj = p;                    /* list of nodes starts at Ci[pj]*/
220        ln = len[k] - elenk;      /* length of list of nodes in k */
221      }
222      else
223      {
224        e = Ci[p++];              /* search the nodes in e */
225        pj = Cp[e];
226        ln = len[e];              /* length of list of nodes in e */
227      }
228      for(k2 = 1; k2 <= ln; k2++)
229      {
230        i = Ci[pj++];
231        if((nvi = nv[i]) <= 0) continue; /* node i dead, or seen */
232        dk += nvi;                 /* degree[Lk] += size of node i */
233        nv[i] = -nvi;             /* negate nv[i] to denote i in Lk*/
234        Ci[pk2++] = i;            /* place i in Lk */
235        if(next[i] != -1) last[next[i]] = last[i];
236        if(last[i] != -1)         /* remove i from degree list */
237        {
238          next[last[i]] = next[i];
239        }
240        else
241        {
242          head[degree[i]] = next[i];
243        }
244      }
245      if(e != k)
246      {
247        Cp[e] = amd_flip (k);      /* absorb e into k */
248        w[e] = 0;                 /* e is now a dead element */
249      }
250    }
251    if(elenk != 0) cnz = pk2;         /* Ci[cnz...nzmax] is free */
252    degree[k] = dk;                   /* external degree of k - |Lk\i| */
253    Cp[k] = pk1;                      /* element k is in Ci[pk1..pk2-1] */
254    len[k] = pk2 - pk1;
255    elen[k] = -2;                     /* k is now an element */
256   
257    /* --- Find set differences ----------------------------------------- */
258    mark = internal::cs_wclear<Index>(mark, lemax, w, n);  /* clear w if necessary */
259    for(pk = pk1; pk < pk2; pk++)    /* scan 1: find |Le\Lk| */
260    {
261      i = Ci[pk];
262      if((eln = elen[i]) <= 0) continue;/* skip if elen[i] empty */
263      nvi = -nv[i];                      /* nv[i] was negated */
264      wnvi = mark - nvi;
265      for(p = Cp[i]; p <= Cp[i] + eln - 1; p++)  /* scan Ei */
266      {
267        e = Ci[p];
268        if(w[e] >= mark)
269        {
270          w[e] -= nvi;          /* decrement |Le\Lk| */
271        }
272        else if(w[e] != 0)        /* ensure e is a live element */
273        {
274          w[e] = degree[e] + wnvi; /* 1st time e seen in scan 1 */
275        }
276      }
277    }
278   
279    /* --- Degree update ------------------------------------------------ */
280    for(pk = pk1; pk < pk2; pk++)    /* scan2: degree update */
281    {
282      i = Ci[pk];                   /* consider node i in Lk */
283      p1 = Cp[i];
284      p2 = p1 + elen[i] - 1;
285      pn = p1;
286      for(h = 0, d = 0, p = p1; p <= p2; p++)    /* scan Ei */
287      {
288        e = Ci[p];
289        if(w[e] != 0)             /* e is an unabsorbed element */
290        {
291          dext = w[e] - mark;   /* dext = |Le\Lk| */
292          if(dext > 0)
293          {
294            d += dext;         /* sum up the set differences */
295            Ci[pn++] = e;     /* keep e in Ei */
296            h += e;            /* compute the hash of node i */
297          }
298          else
299          {
300            Cp[e] = amd_flip (k);  /* aggressive absorb. e->k */
301            w[e] = 0;             /* e is a dead element */
302          }
303        }
304      }
305      elen[i] = pn - p1 + 1;        /* elen[i] = |Ei| */
306      p3 = pn;
307      p4 = p1 + len[i];
308      for(p = p2 + 1; p < p4; p++) /* prune edges in Ai */
309      {
310        j = Ci[p];
311        if((nvj = nv[j]) <= 0) continue; /* node j dead or in Lk */
312        d += nvj;                  /* degree(i) += |j| */
313        Ci[pn++] = j;             /* place j in node list of i */
314        h += j;                    /* compute hash for node i */
315      }
316      if(d == 0)                     /* check for mass elimination */
317      {
318        Cp[i] = amd_flip (k);      /* absorb i into k */
319        nvi = -nv[i];
320        dk -= nvi;                 /* |Lk| -= |i| */
321        nvk += nvi;                /* |k| += nv[i] */
322        nel += nvi;
323        nv[i] = 0;
324        elen[i] = -1;             /* node i is dead */
325      }
326      else
327      {
328        degree[i] = std::min<Index> (degree[i], d);   /* update degree(i) */
329        Ci[pn] = Ci[p3];         /* move first node to end */
330        Ci[p3] = Ci[p1];         /* move 1st el. to end of Ei */
331        Ci[p1] = k;               /* add k as 1st element in of Ei */
332        len[i] = pn - p1 + 1;     /* new len of adj. list of node i */
333        h %= n;                    /* finalize hash of i */
334        next[i] = hhead[h];      /* place i in hash bucket */
335        hhead[h] = i;
336        last[i] = h;              /* save hash of i in last[i] */
337      }
338    }                                   /* scan2 is done */
339    degree[k] = dk;                   /* finalize |Lk| */
340    lemax = std::max<Index>(lemax, dk);
341    mark = internal::cs_wclear<Index>(mark+lemax, lemax, w, n);    /* clear w */
342   
343    /* --- Supernode detection ------------------------------------------ */
344    for(pk = pk1; pk < pk2; pk++)
345    {
346      i = Ci[pk];
347      if(nv[i] >= 0) continue;         /* skip if i is dead */
348      h = last[i];                      /* scan hash bucket of node i */
349      i = hhead[h];
350      hhead[h] = -1;                    /* hash bucket will be empty */
351      for(; i != -1 && next[i] != -1; i = next[i], mark++)
352      {
353        ln = len[i];
354        eln = elen[i];
355        for(p = Cp[i]+1; p <= Cp[i] + ln-1; p++) w[Ci[p]] = mark;
356        jlast = i;
357        for(j = next[i]; j != -1; ) /* compare i with all j */
358        {
359          ok = (len[j] == ln) && (elen[j] == eln);
360          for(p = Cp[j] + 1; ok && p <= Cp[j] + ln - 1; p++)
361          {
362            if(w[Ci[p]] != mark) ok = 0;    /* compare i and j*/
363          }
364          if(ok)                     /* i and j are identical */
365          {
366            Cp[j] = amd_flip (i);  /* absorb j into i */
367            nv[i] += nv[j];
368            nv[j] = 0;
369            elen[j] = -1;         /* node j is dead */
370            j = next[j];          /* delete j from hash bucket */
371            next[jlast] = j;
372          }
373          else
374          {
375            jlast = j;             /* j and i are different */
376            j = next[j];
377          }
378        }
379      }
380    }
381   
382    /* --- Finalize new element------------------------------------------ */
383    for(p = pk1, pk = pk1; pk < pk2; pk++)   /* finalize Lk */
384    {
385      i = Ci[pk];
386      if((nvi = -nv[i]) <= 0) continue;/* skip if i is dead */
387      nv[i] = nvi;                      /* restore nv[i] */
388      d = degree[i] + dk - nvi;         /* compute external degree(i) */
389      d = std::min<Index> (d, n - nel - nvi);
390      if(head[d] != -1) last[head[d]] = i;
391      next[i] = head[d];               /* put i back in degree list */
392      last[i] = -1;
393      head[d] = i;
394      mindeg = std::min<Index> (mindeg, d);       /* find new minimum degree */
395      degree[i] = d;
396      Ci[p++] = i;                      /* place i in Lk */
397    }
398    nv[k] = nvk;                      /* # nodes absorbed into k */
399    if((len[k] = p-pk1) == 0)         /* length of adj list of element k*/
400    {
401      Cp[k] = -1;                   /* k is a root of the tree */
402      w[k] = 0;                     /* k is now a dead element */
403    }
404    if(elenk != 0) cnz = p;           /* free unused space in Lk */
405  }
406 
407  /* --- Postordering ----------------------------------------------------- */
408  for(i = 0; i < n; i++) Cp[i] = amd_flip (Cp[i]);/* fix assembly tree */
409  for(j = 0; j <= n; j++) head[j] = -1;
410  for(j = n; j >= 0; j--)              /* place unordered nodes in lists */
411  {
412    if(nv[j] > 0) continue;          /* skip if j is an element */
413    next[j] = head[Cp[j]];          /* place j in list of its parent */
414    head[Cp[j]] = j;
415  }
416  for(e = n; e >= 0; e--)              /* place elements in lists */
417  {
418    if(nv[e] <= 0) continue;         /* skip unless e is an element */
419    if(Cp[e] != -1)
420    {
421      next[e] = head[Cp[e]];      /* place e in list of its parent */
422      head[Cp[e]] = e;
423    }
424  }
425  for(k = 0, i = 0; i <= n; i++)       /* postorder the assembly tree */
426  {
427    if(Cp[i] == -1) k = internal::cs_tdfs<Index>(i, k, head, next, perm.indices().data(), w);
428  }
429 
430  perm.indices().conservativeResize(n);
431
432  delete[] W;
433}
434
435} // namespace internal
436
437} // end namespace Eigen
438
439#endif // EIGEN_SPARSE_AMD_H
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