patchGNU Octave - Patches: patch #8542, Handle sparse matrices in...


patch #8542: Handle sparse matrices in cholinsert

Submitter:  Daniel Kraft <domob>
Submitted:  Wed 24 Sep 2014 05:15:24 AM UTC
Category:  Core : other Priority:  5 - Normal
Status:  None Privacy:  Public
Assigned to:  None Open/Closed:  Open
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Wed 24 Sep 2014 05:15:24 AM UTC, original submission:  

Octave doesn't currently handle sparse matrices in cholinsert (or cholupdate/choldelete).  The functionality is supported by CHOLMOD, though.

The attached patches implement cholinsert for sparse matrices.  It will be easy to extend them to cholupdate and choldelete, also.  In addition to the usage for dense matrices, it is also possible to "bulk insert" multiple rows at once--this is more efficient than calling cholinsert repeatedly, since the conversion to/from cholmod_factor can be skipped.

According to discussions with the CHOLMOD maintainer, the current implementation has problems if exact zeros were dropped in the Cholesky factor.  It seems to work fine for my own purposes so far, but it may be necessary to fix that.  A possible idea is to do a symbolic factorisation of the matrix (which is fast) and then use the resulting sparsity pattern to fill in exact zeros in L.  The sparsity pattern could even be returned as an optional output of chol.  Users of cholinsert could then just keep it alongside of L and pass it to the sparse version of cholinsert.

Daniel Kraft <domob>


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Attach Files:

Attached Files
file #32175:  patch_1.diff added by domob (10KiB - text/x-patch - First version of a patch set.)
file #32176:  patch_2.diff added by domob (11KiB - text/x-patch - First version of a patch set.)
file #32177:  patch_3.diff added by domob (17KiB - text/x-patch - First version of a patch set.)


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  • -email is unavailable- added by lachlan (Updated the item)
  • -email is unavailable- added by domob (Submitted the item)

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    Date Changed by Updated Field Previous Value => Replaced by
    2016-07-07 lachlan CategoryNone Core : other
    2014-09-24 domob Carbon-CopyRemoved -email is unavailable- -
    2014-09-24 domob Attached File- Added patch_1.diff, #32175
        Attached File- Added patch_2.diff, #32176
        Attached File- Added patch_3.diff, #32177
        Carbon-Copy- Added -email is unavailable-

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