/* * MATRIX SOLVE MODULE * * Author: Advising professor: * Kenneth S. Kundert Alberto Sangiovanni-Vincentelli * UC Berkeley * * This file contains the forward and backward substitution routines for * the sparse matrix routines. * * >>> User accessible functions contained in this file: * spSolve * spSolveTransposed * * >>> Other functions contained in this file: * SolveComplexMatrix * SolveComplexTransposedMatrix */ /* * Revision and copyright information. * * Copyright (c) 1985,86,87,88 * by Kenneth S. Kundert and the University of California. * * Permission to use, copy, modify, and distribute this software and * its documentation for any purpose and without fee is hereby granted, * provided that the copyright notices appear in all copies and * supporting documentation and that the authors and the University of * California are properly credited. The authors and the University of * California make no representations as to the suitability of this * software for any purpose. It is provided `as is', without express * or implied warranty. */ #ifndef lint static char copyright[] = "Sparse1.3: Copyright (c) 1985,86,87,88 by Kenneth S. Kundert"; static char RCSid[] = "@(#)$Header: spSolve.c,v 1.2 88/06/18 11:15:54 kundert Exp $"; #endif /* * IMPORTS * * >>> Import descriptions: * spConfig.h * Macros that customize the sparse matrix routines. * spmatrix.h * Macros and declarations to be imported by the user. * spDefs.h * Matrix type and macro definitions for the sparse matrix routines. */ #define spINSIDE_SPARSE #include "spConfig.h" #include "spmatrix.h" #include "spDefs.h" /* * SOLVE MATRIX EQUATION * * Performs forward elimination and back substitution to find the * unknown vector from the RHS vector and factored matrix. This * routine assumes that the pivots are associated with the lower * triangular (L) matrix and that the diagonal of the upper triangular * (U) matrix consists of ones. This routine arranges the computation * in different way than is traditionally used in order to exploit the * sparsity of the right-hand side. See the reference in spRevision. * * >>> Arguments: * Matrix (char *) * Pointer to matrix. * RHS (RealVector) * RHS is the input data array, the right hand side. This data is * undisturbed and may be reused for other solves. * Solution (RealVector) * Solution is the output data array. This routine is constructed such that * RHS and Solution can be the same array. * iRHS (RealVector) * iRHS is the imaginary portion of the input data array, the right * hand side. This data is undisturbed and may be reused for other solves. * This argument is only necessary if matrix is complex and if * spSEPARATED_COMPLEX_VECTOR is set true. * iSolution (RealVector) * iSolution is the imaginary portion of the output data array. This * routine is constructed such that iRHS and iSolution can be * the same array. This argument is only necessary if matrix is complex * and if spSEPARATED_COMPLEX_VECTOR is set true. * * >>> Local variables: * Intermediate (RealVector) * Temporary storage for use in forward elimination and backward * substitution. Commonly referred to as c, when the LU factorization * equations are given as Ax = b, Lc = b, Ux = c Local version of * Matrix->Intermediate, which was created during the initial * factorization in function CreateInternalVectors() in the matrix * factorization module. * pElement (ElementPtr) * Pointer used to address elements in both the lower and upper triangle * matrices. * pExtOrder (int *) * Pointer used to sequentially access each entry in IntToExtRowMap * and IntToExtColMap arrays. Used to quickly scramble and unscramble * RHS and Solution to account for row and column interchanges. * pPivot (ElementPtr) * Pointer that points to current pivot or diagonal element. * Size (int) * Size of matrix. Made local to reduce indirection. * Temp (RealNumber) * Temporary storage for entries in arrays. * * >>> Obscure Macros * IMAG_VECTORS * Replaces itself with `, iRHS, iSolution' if the options spCOMPLEX and * spSEPARATED_COMPLEX_VECTORS are set, otherwise it disappears * without a trace. */ /*VARARGS3*/ void spSolve( eMatrix, RHS, Solution IMAG_VECTORS ) char *eMatrix; RealVector RHS, Solution IMAG_VECTORS; { MatrixPtr Matrix = (MatrixPtr)eMatrix; register ElementPtr pElement; register RealVector Intermediate; register RealNumber Temp; register int I, *pExtOrder, Size; ElementPtr pPivot; void SolveComplexMatrix(); /* Begin `spSolve'. */ ASSERT( IS_VALID(Matrix) AND IS_FACTORED(Matrix) ); #if spCOMPLEX if (Matrix->Complex) { SolveComplexMatrix( Matrix, RHS, Solution IMAG_VECTORS ); return; } #endif #if REAL Intermediate = Matrix->Intermediate; Size = Matrix->Size; /* Correct array pointers for ARRAY_OFFSET. */ #if NOT ARRAY_OFFSET --RHS; --Solution; #endif /* Initialize Intermediate vector. */ pExtOrder = &Matrix->IntToExtRowMap[Size]; for (I = Size; I > 0; I--) Intermediate[I] = RHS[*(pExtOrder--)]; /* Forward elimination. Solves Lc = b.*/ for (I = 1; I <= Size; I++) { /* This step of the elimination is skipped if Temp equals zero. */ if ((Temp = Intermediate[I]) != 0.0) { pPivot = Matrix->Diag[I]; Intermediate[I] = (Temp *= pPivot->Real); pElement = pPivot->NextInCol; while (pElement != NULL) { Intermediate[pElement->Row] -= Temp * pElement->Real; pElement = pElement->NextInCol; } } } /* Backward Substitution. Solves Ux = c.*/ for (I = Size; I > 0; I--) { Temp = Intermediate[I]; pElement = Matrix->Diag[I]->NextInRow; while (pElement != NULL) { Temp -= pElement->Real * Intermediate[pElement->Col]; pElement = pElement->NextInRow; } Intermediate[I] = Temp; } /* Unscramble Intermediate vector while placing data in to Solution vector. */ pExtOrder = &Matrix->IntToExtColMap[Size]; for (I = Size; I > 0; I--) Solution[*(pExtOrder--)] = Intermediate[I]; return; #endif /* REAL */ } #if spCOMPLEX /* * SOLVE COMPLEX MATRIX EQUATION * * Performs forward elimination and back substitution to find the * unknown vector from the RHS vector and factored matrix. This * routine assumes that the pivots are associated with the lower * triangular (L) matrix and that the diagonal of the upper triangular * (U) matrix consists of ones. This routine arranges the computation * in different way than is traditionally used in order to exploit the * sparsity of the right-hand side. See the reference in spRevision. * * >>> Arguments: * Matrix (char *) * Pointer to matrix. * RHS (RealVector) * RHS is the real portion of the input data array, the right hand * side. This data is undisturbed and may be reused for other solves. * Solution (RealVector) * Solution is the real portion of the output data array. This routine * is constructed such that RHS and Solution can be the same * array. * iRHS (RealVector) * iRHS is the imaginary portion of the input data array, the right * hand side. This data is undisturbed and may be reused for other solves. * If spSEPARATED_COMPLEX_VECTOR is set false, there is no need to * supply this array. * iSolution (RealVector) * iSolution is the imaginary portion of the output data array. This * routine is constructed such that iRHS and iSolution can be * the same array. If spSEPARATED_COMPLEX_VECTOR is set false, there is no * need to supply this array. * * >>> Local variables: * Intermediate (ComplexVector) * Temporary storage for use in forward elimination and backward * substitution. Commonly referred to as c, when the LU factorization * equations are given as Ax = b, Lc = b, Ux = c. * Local version of Matrix->Intermediate, which was created during * the initial factorization in function CreateInternalVectors() in the * matrix factorization module. * pElement (ElementPtr) * Pointer used to address elements in both the lower and upper triangle * matrices. * pExtOrder (int *) * Pointer used to sequentially access each entry in IntToExtRowMap * and IntToExtColMap arrays. Used to quickly scramble and unscramble * RHS and Solution to account for row and column interchanges. * pPivot (ElementPtr) * Pointer that points to current pivot or diagonal element. * Size (int) * Size of matrix. Made local to reduce indirection. * Temp (ComplexNumber) * Temporary storage for entries in arrays. * * >>> Obscure Macros * IMAG_VECTORS * Replaces itself with `, iRHS, iSolution' if the options spCOMPLEX and * spSEPARATED_COMPLEX_VECTORS are set, otherwise it disappears * without a trace. */ static void SolveComplexMatrix( Matrix, RHS, Solution IMAG_VECTORS ) MatrixPtr Matrix; RealVector RHS, Solution IMAG_VECTORS; { register ElementPtr pElement; register ComplexVector Intermediate; register int I, *pExtOrder, Size; ElementPtr pPivot; register ComplexVector ExtVector; ComplexNumber Temp; /* Begin `SolveComplexMatrix'. */ Size = Matrix->Size; Intermediate = (ComplexVector)Matrix->Intermediate; /* Correct array pointers for ARRAY_OFFSET. */ #if NOT ARRAY_OFFSET #if spSEPARATED_COMPLEX_VECTORS --RHS; --iRHS; --Solution; --iSolution; #else RHS -= 2; Solution -= 2; #endif #endif /* Initialize Intermediate vector. */ pExtOrder = &Matrix->IntToExtRowMap[Size]; #if spSEPARATED_COMPLEX_VECTORS for (I = Size; I > 0; I--) { Intermediate[I].Real = RHS[*(pExtOrder)]; Intermediate[I].Imag = iRHS[*(pExtOrder--)]; } #else ExtVector = (ComplexVector)RHS; for (I = Size; I > 0; I--) Intermediate[I] = ExtVector[*(pExtOrder--)]; #endif /* Forward substitution. Solves Lc = b.*/ for (I = 1; I <= Size; I++) { Temp = Intermediate[I]; /* This step of the substitution is skipped if Temp equals zero. */ if ((Temp.Real != 0.0) OR (Temp.Imag != 0.0)) { pPivot = Matrix->Diag[I]; /* Cmplx expr: Temp *= (1.0 / Pivot). */ CMPLX_MULT_ASSIGN(Temp, *pPivot); Intermediate[I] = Temp; pElement = pPivot->NextInCol; while (pElement != NULL) { /* Cmplx expr: Intermediate[Element->Row] -= Temp * *Element. */ CMPLX_MULT_SUBT_ASSIGN(Intermediate[pElement->Row], Temp, *pElement); pElement = pElement->NextInCol; } } } /* Backward Substitution. Solves Ux = c.*/ for (I = Size; I > 0; I--) { Temp = Intermediate[I]; pElement = Matrix->Diag[I]->NextInRow; while (pElement != NULL) { /* Cmplx expr: Temp -= *Element * Intermediate[Element->Col]. */ CMPLX_MULT_SUBT_ASSIGN(Temp, *pElement,Intermediate[pElement->Col]); pElement = pElement->NextInRow; } Intermediate[I] = Temp; } /* Unscramble Intermediate vector while placing data in to Solution vector. */ pExtOrder = &Matrix->IntToExtColMap[Size]; #if spSEPARATED_COMPLEX_VECTORS for (I = Size; I > 0; I--) { Solution[*(pExtOrder)] = Intermediate[I].Real; iSolution[*(pExtOrder--)] = Intermediate[I].Imag; } #else ExtVector = (ComplexVector)Solution; for (I = Size; I > 0; I--) ExtVector[*(pExtOrder--)] = Intermediate[I]; #endif return; } #endif /* spCOMPLEX */ #if TRANSPOSE /* * SOLVE TRANSPOSED MATRIX EQUATION * * Performs forward elimination and back substitution to find the * unknown vector from the RHS vector and transposed factored * matrix. This routine is useful when performing sensitivity analysis * on a circuit using the adjoint method. This routine assumes that * the pivots are associated with the untransposed lower triangular * (L) matrix and that the diagonal of the untransposed upper * triangular (U) matrix consists of ones. * * >>> Arguments: * Matrix (char *) * Pointer to matrix. * RHS (RealVector) * RHS is the input data array, the right hand side. This data is * undisturbed and may be reused for other solves. * Solution (RealVector) * Solution is the output data array. This routine is constructed such that * RHS and Solution can be the same array. * iRHS (RealVector) * iRHS is the imaginary portion of the input data array, the right * hand side. This data is undisturbed and may be reused for other solves. * If spSEPARATED_COMPLEX_VECTOR is set false, or if matrix is real, there * is no need to supply this array. * iSolution (RealVector) * iSolution is the imaginary portion of the output data array. This * routine is constructed such that iRHS and iSolution can be * the same array. If spSEPARATED_COMPLEX_VECTOR is set false, or if * matrix is real, there is no need to supply this array. * * >>> Local variables: * Intermediate (RealVector) * Temporary storage for use in forward elimination and backward * substitution. Commonly referred to as c, when the LU factorization * equations are given as Ax = b, Lc = b, Ux = c. Local version of * Matrix->Intermediate, which was created during the initial * factorization in function CreateInternalVectors() in the matrix * factorization module. * pElement (ElementPtr) * Pointer used to address elements in both the lower and upper triangle * matrices. * pExtOrder (int *) * Pointer used to sequentially access each entry in IntToExtRowMap * and IntToExtRowMap arrays. Used to quickly scramble and unscramble * RHS and Solution to account for row and column interchanges. * pPivot (ElementPtr) * Pointer that points to current pivot or diagonal element. * Size (int) * Size of matrix. Made local to reduce indirection. * Temp (RealNumber) * Temporary storage for entries in arrays. * * >>> Obscure Macros * IMAG_VECTORS * Replaces itself with `, iRHS, iSolution' if the options spCOMPLEX and * spSEPARATED_COMPLEX_VECTORS are set, otherwise it disappears * without a trace. */ /*VARARGS3*/ void spSolveTransposed( eMatrix, RHS, Solution IMAG_VECTORS ) char *eMatrix; RealVector RHS, Solution IMAG_VECTORS; { MatrixPtr Matrix = (MatrixPtr)eMatrix; register ElementPtr pElement; register RealVector Intermediate; register int I, *pExtOrder, Size; ElementPtr pPivot; RealNumber Temp; void SolveComplexTransposedMatrix(); /* Begin `spSolveTransposed'. */ ASSERT( IS_VALID(Matrix) AND IS_FACTORED(Matrix) ); #if spCOMPLEX if (Matrix->Complex) { SolveComplexTransposedMatrix( Matrix, RHS, Solution IMAG_VECTORS ); return; } #endif #if REAL Size = Matrix->Size; Intermediate = Matrix->Intermediate; /* Correct array pointers for ARRAY_OFFSET. */ #if NOT ARRAY_OFFSET --RHS; --Solution; #endif /* Initialize Intermediate vector. */ pExtOrder = &Matrix->IntToExtColMap[Size]; for (I = Size; I > 0; I--) Intermediate[I] = RHS[*(pExtOrder--)]; /* Forward elimination. */ for (I = 1; I <= Size; I++) { /* This step of the elimination is skipped if Temp equals zero. */ if ((Temp = Intermediate[I]) != 0.0) { pElement = Matrix->Diag[I]->NextInRow; while (pElement != NULL) { Intermediate[pElement->Col] -= Temp * pElement->Real; pElement = pElement->NextInRow; } } } /* Backward Substitution. */ for (I = Size; I > 0; I--) { pPivot = Matrix->Diag[I]; Temp = Intermediate[I]; pElement = pPivot->NextInCol; while (pElement != NULL) { Temp -= pElement->Real * Intermediate[pElement->Row]; pElement = pElement->NextInCol; } Intermediate[I] = Temp * pPivot->Real; } /* Unscramble Intermediate vector while placing data in to Solution vector. */ pExtOrder = &Matrix->IntToExtRowMap[Size]; for (I = Size; I > 0; I--) Solution[*(pExtOrder--)] = Intermediate[I]; return; #endif /* REAL */ } #endif /* TRANSPOSE */ #if TRANSPOSE AND spCOMPLEX /* * SOLVE COMPLEX TRANSPOSED MATRIX EQUATION * * Performs forward elimination and back substitution to find the * unknown vector from the RHS vector and transposed factored * matrix. This routine is useful when performing sensitivity analysis * on a circuit using the adjoint method. This routine assumes that * the pivots are associated with the untransposed lower triangular * (L) matrix and that the diagonal of the untransposed upper * triangular (U) matrix consists of ones. * * >>> Arguments: * Matrix (char *) * Pointer to matrix. * RHS (RealVector) * RHS is the input data array, the right hand * side. This data is undisturbed and may be reused for other solves. * This vector is only the real portion if the matrix is complex and * spSEPARATED_COMPLEX_VECTORS is set true. * Solution (RealVector) * Solution is the real portion of the output data array. This routine * is constructed such that RHS and Solution can be the same array. * This vector is only the real portion if the matrix is complex and * spSEPARATED_COMPLEX_VECTORS is set true. * iRHS (RealVector) * iRHS is the imaginary portion of the input data array, the right * hand side. This data is undisturbed and may be reused for other solves. * If either spCOMPLEX or spSEPARATED_COMPLEX_VECTOR is set false, there * is no need to supply this array. * iSolution (RealVector) * iSolution is the imaginary portion of the output data array. This * routine is constructed such that iRHS and iSolution can be * the same array. If spCOMPLEX or spSEPARATED_COMPLEX_VECTOR is set * false, there is no need to supply this array. * * >>> Local variables: * Intermediate (ComplexVector) * Temporary storage for use in forward elimination and backward * substitution. Commonly referred to as c, when the LU factorization * equations are given as Ax = b, Lc = b, Ux = c. Local version of * Matrix->Intermediate, which was created during * the initial factorization in function CreateInternalVectors() in the * matrix factorization module. * pElement (ElementPtr) * Pointer used to address elements in both the lower and upper triangle * matrices. * pExtOrder (int *) * Pointer used to sequentially access each entry in IntToExtRowMap * and IntToExtColMap arrays. Used to quickly scramble and unscramble * RHS and Solution to account for row and column interchanges. * pPivot (ElementPtr) * Pointer that points to current pivot or diagonal element. * Size (int) * Size of matrix. Made local to reduce indirection. * Temp (ComplexNumber) * Temporary storage for entries in arrays. * * >>> Obscure Macros * IMAG_VECTORS * Replaces itself with `, iRHS, iSolution' if the options spCOMPLEX and * spSEPARATED_COMPLEX_VECTORS are set, otherwise it disappears * without a trace. */ static void SolveComplexTransposedMatrix(Matrix, RHS, Solution IMAG_VECTORS ) MatrixPtr Matrix; RealVector RHS, Solution IMAG_VECTORS; { register ElementPtr pElement; register ComplexVector Intermediate; register int I, *pExtOrder, Size; register ComplexVector ExtVector; ElementPtr pPivot; ComplexNumber Temp; /* Begin `SolveComplexTransposedMatrix'. */ Size = Matrix->Size; Intermediate = (ComplexVector)Matrix->Intermediate; /* Correct array pointers for ARRAY_OFFSET. */ #if NOT ARRAY_OFFSET #if spSEPARATED_COMPLEX_VECTORS --RHS; --iRHS; --Solution; --iSolution; #else RHS -= 2; Solution -= 2; #endif #endif /* Initialize Intermediate vector. */ pExtOrder = &Matrix->IntToExtColMap[Size]; #if spSEPARATED_COMPLEX_VECTORS for (I = Size; I > 0; I--) { Intermediate[I].Real = RHS[*(pExtOrder)]; Intermediate[I].Imag = iRHS[*(pExtOrder--)]; } #else ExtVector = (ComplexVector)RHS; for (I = Size; I > 0; I--) Intermediate[I] = ExtVector[*(pExtOrder--)]; #endif /* Forward elimination. */ for (I = 1; I <= Size; I++) { Temp = Intermediate[I]; /* This step of the elimination is skipped if Temp equals zero. */ if ((Temp.Real != 0.0) OR (Temp.Imag != 0.0)) { pElement = Matrix->Diag[I]->NextInRow; while (pElement != NULL) { /* Cmplx expr: Intermediate[Element->Col] -= Temp * *Element. */ CMPLX_MULT_SUBT_ASSIGN( Intermediate[pElement->Col], Temp, *pElement); pElement = pElement->NextInRow; } } } /* Backward Substitution. */ for (I = Size; I > 0; I--) { pPivot = Matrix->Diag[I]; Temp = Intermediate[I]; pElement = pPivot->NextInCol; while (pElement != NULL) { /* Cmplx expr: Temp -= Intermediate[Element->Row] * *Element. */ CMPLX_MULT_SUBT_ASSIGN(Temp,Intermediate[pElement->Row],*pElement); pElement = pElement->NextInCol; } /* Cmplx expr: Intermediate = Temp * (1.0 / *pPivot). */ CMPLX_MULT(Intermediate[I], Temp, *pPivot); } /* Unscramble Intermediate vector while placing data in to Solution vector. */ pExtOrder = &Matrix->IntToExtRowMap[Size]; #if spSEPARATED_COMPLEX_VECTORS for (I = Size; I > 0; I--) { Solution[*(pExtOrder)] = Intermediate[I].Real; iSolution[*(pExtOrder--)] = Intermediate[I].Imag; } #else ExtVector = (ComplexVector)Solution; for (I = Size; I > 0; I--) ExtVector[*(pExtOrder--)] = Intermediate[I]; #endif return; } #endif /* TRANSPOSE AND spCOMPLEX */