/* ***** BEGIN LICENSE BLOCK *****
*
* CSparse: a Concise Sparse matrix package.
* Copyright (c) 2006, Timothy A. Davis.
* http://www.cise.ufl.edu/research/sparse/CSparse
*
* -------------------------------------------------------------------------
*
* CSparseJ is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* CSparseJ is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this Module; if not, write to the Free Software
* Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
*
* ***** END LICENSE BLOCK ***** */
package edu.emory.mathcs.csparsej.tdouble;
import edu.emory.mathcs.csparsej.tdouble.Dcs_common.Dcs;
/**
* Sparse rank-1 Cholesky update/downate.
*
* @author Piotr Wendykier (piotr.wendykier@gmail.com)
*
*/
public class Dcs_updown {
/**
* Sparse Cholesky rank-1 update/downdate, L*L' + sigma*w*w' (sigma = +1 or
* -1)
*
* @param L
* factorization to update/downdate
* @param sigma
* +1 for update, -1 for downdate
* @param C
* the vector c
* @param parent
* the elimination tree of L
* @return true if successful, false on error
*/
public static boolean cs_updown(Dcs L, int sigma, Dcs C, int[] parent) {
int n, p, f, j, Lp[], Li[], Cp[], Ci[];
double Lx[], Cx[], alpha, beta = 1, delta, gamma, w1, w2, w[], beta2 = 1;
if (!Dcs_util.CS_CSC(L) || !Dcs_util.CS_CSC(C) || parent == null)
return (false); /* check inputs */
Lp = L.p;
Li = L.i;
Lx = L.x;
n = L.n;
Cp = C.p;
Ci = C.i;
Cx = C.x;
if ((p = Cp[0]) >= Cp[1])
return (true); /* return if C empty */
w = new double[n]; /* get workspace */
f = Ci[p];
for (; p < Cp[1]; p++)
f = Math.min(f, Ci[p]); /* f = min (find (C)) */
for (j = f; j != -1; j = parent[j])
w[j] = 0; /* clear workspace w */
for (p = Cp[0]; p < Cp[1]; p++)
w[Ci[p]] = Cx[p]; /* w = C */
for (j = f; j != -1; j = parent[j]) /* walk path f up to root */
{
p = Lp[j];
alpha = w[j] / Lx[p]; /* alpha = w(j) / L(j,j) */
beta2 = beta * beta + sigma * alpha * alpha;
if (beta2 <= 0)
break; /* not positive definite */
beta2 = Math.sqrt(beta2);
delta = (sigma > 0) ? (beta / beta2) : (beta2 / beta);
gamma = sigma * alpha / (beta2 * beta);
Lx[p] = delta * Lx[p] + ((sigma > 0) ? (gamma * w[j]) : 0);
beta = beta2;
for (p++; p < Lp[j + 1]; p++) {
w1 = w[Li[p]];
w[Li[p]] = w2 = w1 - alpha * Lx[p];
Lx[p] = delta * Lx[p] + gamma * ((sigma > 0) ? w1 : w2);
}
}
return (beta2 > 0);
}
}
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