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z3/src/math/lp/lu.h
Lev Nachmanson 62bd3bd1e6 rm lu
Signed-off-by: Lev Nachmanson <levnach@hotmail.com>
2023-03-08 10:27:05 -08:00

326 lines
9.4 KiB
C++

/*++
Copyright (c) 2017 Microsoft Corporation
Module Name:
<name>
Abstract:
<abstract>
for matrix B we have
t0*...*tn-1*B = Q*U*R
here ti are matrices corresponding to pivot operations,
including columns and rows swaps,
or a multiplication matrix row by a number
Q, R - permutations and U is an upper triangular matrix
Author:
Lev Nachmanson (levnach)
Revision History:
--*/
#pragma once
#include "util/vector.h"
#include "util/debug.h"
#include <algorithm>
#include <set>
#include "math/lp/square_sparse_matrix.h"
#include "math/lp/static_matrix.h"
#include <string>
#include "math/lp/numeric_pair.h"
#include <ostream>
#include <fstream>
#include "math/lp/row_eta_matrix.h"
#include "math/lp/square_dense_submatrix.h"
#include "math/lp/dense_matrix.h"
namespace lp {
template <typename T, typename X> // print the nr x nc submatrix at the top left corner
void print_submatrix(square_sparse_matrix<T, X> & m, unsigned mr, unsigned nc);
template <typename M>
void print_matrix(M &m, std::ostream & out);
template <typename T, typename X>
X dot_product(const vector<T> & a, const vector<X> & b) {
lp_assert(a.size() == b.size());
auto r = zero_of_type<X>();
for (unsigned i = 0; i < a.size(); i++) {
r += a[i] * b[i];
}
return r;
}
template <typename T, typename X>
class one_elem_on_diag: public tail_matrix<T, X> {
unsigned m_i;
T m_val;
public:
one_elem_on_diag(unsigned i, T val) : m_i(i), m_val(val) {
#ifdef Z3DEBUG
m_one_over_val = numeric_traits<T>::one() / m_val;
#endif
}
bool is_dense() const override { return false; }
one_elem_on_diag(const one_elem_on_diag & o);
#ifdef Z3DEBUG
unsigned m_m;
unsigned m_n;
void set_number_of_rows(unsigned m) override { m_m = m; m_n = m; }
void set_number_of_columns(unsigned n) override { m_m = n; m_n = n; }
T m_one_over_val;
T get_elem (unsigned i, unsigned j) const override;
unsigned row_count() const override { return m_m; } // not defined }
unsigned column_count() const override { return m_m; } // not defined }
#endif
void apply_from_left(vector<X> & w, lp_settings &) override {
w[m_i] /= m_val;
}
void apply_from_right(vector<T> & w) override {
w[m_i] /= m_val;
}
void apply_from_right(indexed_vector<T> & w) override {
if (is_zero(w.m_data[m_i]))
return;
auto & v = w.m_data[m_i] /= m_val;
if (lp_settings::is_eps_small_general(v, 1e-14)) {
w.erase_from_index(m_i);
v = zero_of_type<T>();
}
}
void apply_from_left_to_T(indexed_vector<T> & w, lp_settings & settings) override;
void conjugate_by_permutation(permutation_matrix<T, X> & p) {
// this = p * this * p(-1)
#ifdef Z3DEBUG
// auto rev = p.get_reverse();
// auto deb = ((*this) * rev);
// deb = p * deb;
#endif
m_i = p.apply_reverse(m_i);
#ifdef Z3DEBUG
// lp_assert(*this == deb);
#endif
}
}; // end of one_elem_on_diag
enum class LU_status { OK, Degenerated};
// This class supports updates of the columns of B, and solves systems Bx=b,and yB=c
// Using Suhl-Suhl method described in the dissertation of Achim Koberstein, Chapter 5
template <typename M>
class lu {
LU_status m_status;
public:
typedef typename M::coefftype T;
typedef typename M::argtype X;
// the fields
unsigned m_dim;
const M & m_A;
permutation_matrix<T, X> m_Q;
permutation_matrix<T, X> m_R;
permutation_matrix<T, X> m_r_wave;
square_sparse_matrix<T, X> m_U;
square_dense_submatrix<T, X>* m_dense_LU;
vector<tail_matrix<T, X> *> m_tail;
lp_settings & m_settings;
bool m_failure;
indexed_vector<T> m_row_eta_work_vector;
indexed_vector<T> m_w_for_extension;
indexed_vector<T> m_y_copy;
indexed_vector<unsigned> m_ii; //to optimize the work with the m_index fields
unsigned m_refactor_counter;
// constructor
// if A is an m by n matrix then basis has length m and values in [0,n); the values are all different
// they represent the set of m columns
lu(const M & A,
vector<unsigned>& basis,
lp_settings & settings);
lu(const M & A, lp_settings&);
void debug_test_of_basis(const M & A, vector<unsigned> & basis);
void solve_Bd_when_w_is_ready(vector<T> & d, indexed_vector<T>& w );
void solve_By(indexed_vector<X> & y);
void solve_By(vector<X> & y);
void solve_By_for_T_indexed_only(indexed_vector<T>& y, const lp_settings &);
template <typename L>
void solve_By_when_y_is_ready(indexed_vector<L> & y);
void solve_By_when_y_is_ready_for_X(vector<X> & y);
void solve_By_when_y_is_ready_for_T(vector<T> & y, vector<unsigned> & index);
void print_indexed_vector(indexed_vector<T> & w, std::ofstream & f);
void print_matrix_compact(std::ostream & f);
void print(indexed_vector<T> & w, const vector<unsigned>& basis);
void solve_Bd_faster(unsigned a_column, indexed_vector<T> & d); // d is the right side on the input and the solution at the exit
void solve_yB_indexed(indexed_vector<T>& y);
void add_delta_to_solution_indexed(indexed_vector<T>& y);
void add_delta_to_solution(const vector<T>& yc, vector<T>& y);
void find_error_of_yB(vector<T>& yc, const vector<T>& y,
const vector<unsigned>& basis);
void find_error_of_yB_indexed(const indexed_vector<T>& y,
const vector<int>& heading, const lp_settings& settings);
void solve_yB_with_error_check(vector<T> & y, const vector<unsigned>& basis);
void solve_yB_with_error_check_indexed(indexed_vector<T> & y, const vector<int>& heading, const vector<unsigned> & basis, const lp_settings &);
void apply_Q_R_to_U(permutation_matrix<T, X> & r_wave);
LU_status get_status() { return m_status; }
void set_status(LU_status status) {
m_status = status;
}
~lu();
void init_vector_y(vector<X> & y);
void perform_transformations_on_w(indexed_vector<T>& w);
void init_vector_w(unsigned entering, indexed_vector<T> & w);
void apply_lp_list_to_w(indexed_vector<T> & w);
void apply_lp_list_to_y(vector<X>& y);
void swap_rows(int j, int k);
void swap_columns(int j, int pivot_column);
void push_matrix_to_tail(tail_matrix<T, X>* tm) {
m_tail.push_back(tm);
}
bool pivot_the_row(int row);
eta_matrix<T, X> * get_eta_matrix_for_pivot(unsigned j);
// we're processing the column j now
eta_matrix<T, X> * get_eta_matrix_for_pivot(unsigned j, square_sparse_matrix<T, X>& copy_of_U);
// see page 407 of Chvatal
unsigned transform_U_to_V_by_replacing_column(indexed_vector<T> & w, unsigned leaving_column_of_U);
#ifdef Z3DEBUG
void check_vector_w(unsigned entering);
void check_apply_matrix_to_vector(matrix<T, X> *lp, T *w);
void check_apply_lp_lists_to_w(T * w);
// provide some access operators for testing
permutation_matrix<T, X> & Q() { return m_Q; }
permutation_matrix<T, X> & R() { return m_R; }
matrix<T, X> & U() { return m_U; }
unsigned tail_size() { return m_tail.size(); }
tail_matrix<T, X> * get_lp_matrix(unsigned i) {
return m_tail[i];
}
T B_(unsigned i, unsigned j, const vector<unsigned>& basis) {
return m_A[i][basis[j]];
}
unsigned dimension() { return m_dim; }
#endif
unsigned get_number_of_nonzeroes() {
return m_U.get_number_of_nonzeroes();
}
void process_column(int j);
bool is_correct(const vector<unsigned>& basis);
bool is_correct();
// needed for debugging purposes
void copy_w(T *buffer, indexed_vector<T> & w);
// needed for debugging purposes
void restore_w(T *buffer, indexed_vector<T> & w);
bool all_columns_and_rows_are_active();
bool too_dense(unsigned j) const;
void pivot_in_dense_mode(unsigned i);
void create_initial_factorization();
void calculate_r_wave_and_update_U(unsigned bump_start, unsigned bump_end, permutation_matrix<T, X> & r_wave);
void scan_last_row_to_work_vector(unsigned lowest_row_of_the_bump);
bool diagonal_element_is_off(T /* diag_element */) { return false; }
void pivot_and_solve_the_system(unsigned replaced_column, unsigned lowest_row_of_the_bump);
// see Achim Koberstein's thesis page 58, but here we solve the system and pivot to the last
// row at the same time
void replace_column(T pivot_elem, indexed_vector<T> & w, unsigned leaving_column_of_U);
void calculate_Lwave_Pwave_for_bump(unsigned replaced_column, unsigned lowest_row_of_the_bump);
void calculate_Lwave_Pwave_for_last_row(unsigned lowest_row_of_the_bump, T diagonal_element);
void prepare_entering(unsigned entering, indexed_vector<T> & w) {
lp_assert(false);
}
bool need_to_refactor() { lp_assert(false);
return m_refactor_counter >= 200; }
void adjust_dimension_with_matrix_A() {
lp_assert(false);
}
}; // end of lu
template <typename M>
void init_factorization(lu<M>* & factorization, M & m_A, vector<unsigned> & m_basis, lp_settings &m_settings);
#ifdef Z3DEBUG
template <typename T, typename X, typename M>
dense_matrix<T, X> get_B(lu<M>& f, const vector<unsigned>& basis);
template <typename T, typename X, typename M>
dense_matrix<T, X> get_B(lu<M>& f);
#endif
}