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

 
 

patch #8542: Handle sparse matrices in cholinsert

Submitted by:  Daniel Kraft <domob>
Submitted on:  Wed 24 Sep 2014 05:15:24 AM UTC  
 
Category: Core : otherPriority: 5 - Normal
Status: NonePrivacy: Public
Assigned to: NoneOpen/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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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.)

 

Depends on the following items: None found

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  • -unavailable- added by lachlan (Updated the item)
  • -unavailable- added by domob (Submitted the item)
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    Follow 6 latest changes.

    Date Changed By Updated Field Previous Value => Replaced By
    Thu 07 Jul 2016 11:08:45 PM UTClachlanCategoryNone=>Core : other
    Wed 24 Sep 2014 05:15:46 AM UTCdomobCarbon-CopyRemoved -unavailable-=>-
    Wed 24 Sep 2014 05:15:24 AM UTCdomobAttached File-=>Added patch_1.diff, #32175
      Attached File-=>Added patch_2.diff, #32176
      Attached File-=>Added patch_3.diff, #32177
      Carbon-Copy-=>Added -unavailable-

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