/src/gdal/alg/gdallinearsystem.cpp
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1 | | /****************************************************************************** |
2 | | * |
3 | | * Project: GDAL |
4 | | * Purpose: Linear system solver |
5 | | * Author: VIZRT Development Team. |
6 | | * |
7 | | * This code was provided by Gilad Ronnen (gro at visrt dot com) with |
8 | | * permission to reuse under the following license. |
9 | | * |
10 | | ****************************************************************************** |
11 | | * Copyright (c) 2004, VIZRT Inc. |
12 | | * Copyright (c) 2008-2014, Even Rouault <even dot rouault at spatialys.com> |
13 | | * Copyright (c) 2019, Martin Franzke <martin dot franzke at telekom dot de> |
14 | | * |
15 | | * SPDX-License-Identifier: MIT |
16 | | ****************************************************************************/ |
17 | | |
18 | | /*! @cond Doxygen_Suppress */ |
19 | | |
20 | | #include "cpl_port.h" |
21 | | #include "cpl_conv.h" |
22 | | #include "gdallinearsystem.h" |
23 | | |
24 | | #ifdef HAVE_ARMADILLO |
25 | | #include "armadillo_headers.h" |
26 | | #endif |
27 | | |
28 | | #include <cstdio> |
29 | | #include <algorithm> |
30 | | #include <cassert> |
31 | | #include <cmath> |
32 | | |
33 | | namespace |
34 | | { |
35 | | // LU decomposition of the quadratic matrix A |
36 | | // see https://en.wikipedia.org/wiki/LU_decomposition#C_code_examples |
37 | | bool solve(GDALMatrix &A, GDALMatrix &RHS, GDALMatrix &X, double eps) |
38 | 24.5k | { |
39 | 24.5k | assert(A.getNumRows() == A.getNumCols()); |
40 | 24.5k | if (eps < 0) |
41 | 0 | return false; |
42 | 24.5k | int const m = A.getNumRows(); |
43 | 24.5k | int const n = RHS.getNumCols(); |
44 | | // row permutations |
45 | 24.5k | std::vector<int> perm(m); |
46 | 157k | for (int iRow = 0; iRow < m; ++iRow) |
47 | 133k | perm[iRow] = iRow; |
48 | | |
49 | | // Arbitrary threshold to trigger progress in debug mode |
50 | 24.5k | const bool bDebug = (m > 10000); |
51 | 24.5k | int nLastPct = -1; |
52 | | |
53 | 127k | for (int step = 0; step < m - 1; ++step) |
54 | 104k | { |
55 | 104k | if (bDebug) |
56 | 0 | { |
57 | 0 | const int nPct = (step * 100 * 10 / m) / 2; |
58 | 0 | if (nPct != nLastPct) |
59 | 0 | { |
60 | 0 | CPLDebug("GDAL", "solve(): %d.%d %%", nPct / 10, nPct % 10); |
61 | 0 | nLastPct = nPct; |
62 | 0 | } |
63 | 0 | } |
64 | | |
65 | | // determine pivot element |
66 | 104k | int iMax = step; |
67 | 104k | double dMax = std::abs(A(step, step)); |
68 | 819k | for (int i = step + 1; i < m; ++i) |
69 | 714k | { |
70 | 714k | if (std::abs(A(i, step)) > dMax) |
71 | 3.62k | { |
72 | 3.62k | iMax = i; |
73 | 3.62k | dMax = std::abs(A(i, step)); |
74 | 3.62k | } |
75 | 714k | } |
76 | 104k | if (dMax <= eps) |
77 | 2.07k | { |
78 | 2.07k | CPLError(CE_Failure, CPLE_AppDefined, |
79 | 2.07k | "GDALLinearSystemSolve: matrix not invertible"); |
80 | 2.07k | return false; |
81 | 2.07k | } |
82 | | // swap rows |
83 | 102k | if (iMax != step) |
84 | 3.62k | { |
85 | 3.62k | std::swap(perm[iMax], perm[step]); |
86 | 79.7k | for (int iCol = 0; iCol < m; ++iCol) |
87 | 76.1k | { |
88 | 76.1k | std::swap(A(iMax, iCol), A(step, iCol)); |
89 | 76.1k | } |
90 | 3.62k | } |
91 | 810k | for (int iRow = step + 1; iRow < m; ++iRow) |
92 | 708k | { |
93 | 708k | A(iRow, step) /= A(step, step); |
94 | 708k | } |
95 | 810k | for (int iCol = step + 1; iCol < m; ++iCol) |
96 | 708k | { |
97 | 24.9M | for (int iRow = step + 1; iRow < m; ++iRow) |
98 | 24.2M | { |
99 | 24.2M | A(iRow, iCol) -= A(iRow, step) * A(step, iCol); |
100 | 24.2M | } |
101 | 708k | } |
102 | 102k | } |
103 | | |
104 | | // LUP solve; |
105 | 89.7k | for (int iCol = 0; iCol < n; ++iCol) |
106 | 67.2k | { |
107 | 67.2k | if (bDebug) |
108 | 0 | { |
109 | 0 | const int nPct = 500 + (iCol * 100 * 10 / n) / 2; |
110 | 0 | if (nPct != nLastPct) |
111 | 0 | { |
112 | 0 | CPLDebug("GDAL", "solve(): %d.%d %%", nPct / 10, nPct % 10); |
113 | 0 | nLastPct = nPct; |
114 | 0 | } |
115 | 0 | } |
116 | | |
117 | 430k | for (int iRow = 0; iRow < m; ++iRow) |
118 | 362k | { |
119 | 362k | X(iRow, iCol) = RHS(perm[iRow], iCol); |
120 | 2.43M | for (int k = 0; k < iRow; ++k) |
121 | 2.06M | { |
122 | 2.06M | X(iRow, iCol) -= A(iRow, k) * X(k, iCol); |
123 | 2.06M | } |
124 | 362k | } |
125 | 430k | for (int iRow = m - 1; iRow >= 0; --iRow) |
126 | 362k | { |
127 | 2.43M | for (int k = iRow + 1; k < m; ++k) |
128 | 2.06M | { |
129 | 2.06M | X(iRow, iCol) -= A(iRow, k) * X(k, iCol); |
130 | 2.06M | } |
131 | 362k | X(iRow, iCol) /= A(iRow, iRow); |
132 | 362k | } |
133 | 67.2k | } |
134 | | |
135 | 22.4k | if (bDebug) |
136 | 0 | { |
137 | 0 | CPLDebug("GDAL", "solve(): 100.0 %%"); |
138 | 0 | } |
139 | | |
140 | 22.4k | return true; |
141 | 24.5k | } |
142 | | } // namespace |
143 | | |
144 | | /************************************************************************/ |
145 | | /* GDALLinearSystemSolve() */ |
146 | | /* */ |
147 | | /* Solves the linear system A*X_i = RHS_i for each column i */ |
148 | | /* where A is a square matrix. */ |
149 | | /************************************************************************/ |
150 | | bool GDALLinearSystemSolve(GDALMatrix &A, GDALMatrix &RHS, GDALMatrix &X, |
151 | | [[maybe_unused]] bool bForceBuiltinMethod) |
152 | 24.5k | { |
153 | 24.5k | assert(A.getNumRows() == RHS.getNumRows()); |
154 | 24.5k | assert(A.getNumCols() == X.getNumRows()); |
155 | 24.5k | assert(RHS.getNumCols() == X.getNumCols()); |
156 | | |
157 | | #ifdef HAVE_ARMADILLO |
158 | | if (!bForceBuiltinMethod) |
159 | | { |
160 | | try |
161 | | { |
162 | | arma::mat matA(A.data(), A.getNumRows(), A.getNumCols(), false, |
163 | | true); |
164 | | arma::mat matRHS(RHS.data(), RHS.getNumRows(), RHS.getNumCols(), |
165 | | false, true); |
166 | | arma::mat matOut(X.data(), X.getNumRows(), X.getNumCols(), false, |
167 | | true); |
168 | | #if ARMA_VERSION_MAJOR > 6 || \ |
169 | | (ARMA_VERSION_MAJOR == 6 && ARMA_VERSION_MINOR >= 500) |
170 | | // Perhaps available in earlier versions, but didn't check |
171 | | return arma::solve(matOut, matA, matRHS, |
172 | | arma::solve_opts::equilibrate + |
173 | | arma::solve_opts::no_approx); |
174 | | #else |
175 | | return arma::solve(matOut, matA, matRHS); |
176 | | #endif |
177 | | } |
178 | | catch (std::exception const &e) |
179 | | { |
180 | | CPLError(CE_Failure, CPLE_AppDefined, "GDALLinearSystemSolve: %s", |
181 | | e.what()); |
182 | | return false; |
183 | | } |
184 | | } |
185 | | #endif // HAVE_ARMADILLO |
186 | | |
187 | 24.5k | return solve(A, RHS, X, 0); |
188 | 24.5k | } |
189 | | |
190 | | /*! @endcond */ |