ColPack
Public Member Functions | Private Member Functions
ColPack::HessianRecovery Class Reference
Recovery Classes

class HessianRecovery in group5. More...

#include <HessianRecovery.h>

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List of all members.

Public Member Functions

int DirectRecover_RowCompressedFormat (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, double ***dp3_HessianValue)
 A routine for recovering a Hessian from a star-coloring based compressed representation.
int DirectRecover_RowCompressedFormat_unmanaged (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, double ***dp3_HessianValue)
 Same as DirectRecover_RowCompressedFormat(), except that the output is NOT managed by ColPack.
int DirectRecover_RowCompressedFormat_usermem (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, double ***dp3_HessianValue)
 Same as DirectRecover_RowCompressedFormat_unmanaged(), except that memory allocation for output vector(s) is done by user.
int DirectRecover_CoordinateFormat (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue)
 A routine for recovering a Hessian from a star-coloring based compressed representation.
int DirectRecover_CoordinateFormat_OMP (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue)
int DirectRecover_CoordinateFormat_unmanaged (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue)
 Same as DirectRecover_CoordinateFormat(), except that the output is NOT managed by ColPack.
int DirectRecover_CoordinateFormat_unmanaged_OMP (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue)
int DirectRecover_CoordinateFormat_usermem_serial (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue)
 Same as DirectRecover_CoordinateFormat_unmanaged(), except that memory allocation for output vector(s) is done by user. (OpenMP enabled)
int DirectRecover_CoordinateFormat_usermem (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue)
int DirectRecover_SparseSolversFormat (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue)
 A routine for recovering a Hessian from a star-coloring based compressed representation.
int DirectRecover_SparseSolversFormat_unmanaged (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue, unsigned int numOfNonZerosInHessianValue=0)
 Same as DirectRecover_SparseSolversFormat(), except that the output is NOT managed by ColPack.
int DirectRecover_SparseSolversFormat_usermem (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue, unsigned int numOfNonZerosInHessianValue)
 Same as DirectRecover_SparseSolversFormat_unmanaged(), except that memory allocation for output vector(s) is done by user.
int IndirectRecover_RowCompressedFormat (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, double ***dp3_HessianValue)
 A routine for recovering a Hessian from a acyclic-coloring based compressed representation.
int IndirectRecover_RowCompressedFormat_unmanaged (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, double ***dp3_HessianValue)
 Same as IndirectRecover_RowCompressedFormat(), except that the output is NOT managed by ColPack.
int IndirectRecover_RowCompressedFormat_usermem (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, double ***dp3_HessianValue)
 Same as IndirectRecover_RowCompressedFormat_unmanaged(), except that memory allocation for output vector(s) is done by user.
int IndirectRecover_CoordinateFormat (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue)
 A routine for recovering a Hessian from a acyclic-coloring based compressed representation.
int IndirectRecover_CoordinateFormat_unmanaged (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue)
 Same as IndirectRecover_CoordinateFormat(), except that the output is NOT managed by ColPack.
int IndirectRecover_CoordinateFormat_usermem (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue)
 Same as IndirectRecover_CoordinateFormat_unmanaged(), except that memory allocation for output vector(s) is done by user.
int IndirectRecover_SparseSolversFormat (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue)
 A routine for recovering a Hessian from a acyclic-coloring based compressed representation.
int IndirectRecover_SparseSolversFormat_unmanaged (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue, unsigned int numOfNonZerosInHessianValue=0)
 Same as IndirectRecover_SparseSolversFormat(), except that the output is NOT managed by ColPack.
int IndirectRecover_SparseSolversFormat_usermem (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, unsigned int **uip2_RowIndex, unsigned int **uip2_ColumnIndex, double **dp2_HessianValue, unsigned int numOfNonZerosInHessianValue)
 Same as IndirectRecover_SparseSolversFormat_unmanaged(), except that memory allocation for output vector(s) is done by user.

Private Member Functions

int DirectRecover_CoordinateFormat_vectors (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, vector< unsigned int > &RowIndex, vector< unsigned int > &ColumnIndex, vector< double > &HessianValue)
int DirectRecover_CoordinateFormat_vectors_OMP (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, vector< unsigned int > &RowIndex, vector< unsigned int > &ColumnIndex, vector< double > &HessianValue)
int IndirectRecover_CoordinateFormat_vectors (GraphColoringInterface *g, double **dp2_CompressedMatrix, unsigned int **uip2_HessianSparsityPattern, vector< unsigned int > &RowIndex, vector< unsigned int > &ColumnIndex, vector< double > &HessianValue)

Detailed Description

class HessianRecovery in group5.

Definition at line 31 of file HessianRecovery.h.

Member Function Documentation

int ColPack::HessianRecovery::DirectRecover_CoordinateFormat ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue 
)

A routine for recovering a Hessian from a star-coloring based compressed representation.

Precondition:

  • (*uip2_RowIndex), (*uip2_ColumnIndex), and (*dp2_JacobianValue) are equal to NULL, i.e. no memory has been allocated for these 3 vectors yet

Return value: size of (*uip2_RowIndex) array

Return by recovery routine: three vectors in "Coordinate Format" (zero-based indexing) http://www.intel.com/software/products/mkl/docs/webhelp/appendices/mkl_appA_SMSF.html#mkl_appA_SMSF_5

  • unsigned int** uip2_RowIndex
  • unsigned int** uip2_ColumnIndex
  • double** dp2_JacobianValue // corresponding non-zero values NOTE: Since we are returning a symmetric matrix, only the upper triangle are stored.

The memory allocated for these 3 output vectors are managed by ColPack. The memory will be deallocated when this function is called again or when the Recovery ojbect is deallocated.

Definition at line 538 of file HessianRecovery.cpp.

References ColPack::GraphCore::GetVertexCount().

Referenced by main().

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int ColPack::HessianRecovery::DirectRecover_CoordinateFormat_OMP ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue 
)

Definition at line 524 of file HessianRecovery.cpp.

References ColPack::GraphCore::GetVertexCount().

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int ColPack::HessianRecovery::DirectRecover_CoordinateFormat_unmanaged ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue 
)

Same as DirectRecover_CoordinateFormat(), except that the output is NOT managed by ColPack.

Notes:

  • The output is NOT managed by ColPack. Therefore, the user should free the output manually using free() (NOT delete) function when it is no longer needed.

Definition at line 498 of file HessianRecovery.cpp.

References _FALSE.

int ColPack::HessianRecovery::DirectRecover_CoordinateFormat_unmanaged_OMP ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue 
)

Definition at line 459 of file HessianRecovery.cpp.

References _FALSE.

int ColPack::HessianRecovery::DirectRecover_CoordinateFormat_usermem ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue 
)

Definition at line 412 of file HessianRecovery.cpp.

References _FALSE.

int ColPack::HessianRecovery::DirectRecover_CoordinateFormat_usermem_serial ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue 
)

Same as DirectRecover_CoordinateFormat_unmanaged(), except that memory allocation for output vector(s) is done by user. (OpenMP enabled)

Notes:

  • This function will assume the user has properly allocate memory output vector(s). No checking will be done so if you got a SEGMENTATION FAULT in this function, you should check and see if you have allocated memory properly for the output vector(s).

Definition at line 436 of file HessianRecovery.cpp.

References _FALSE.

int ColPack::HessianRecovery::DirectRecover_CoordinateFormat_vectors ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
vector< unsigned int > &  RowIndex,
vector< unsigned int > &  ColumnIndex,
vector< double > &  HessianValue 
) [private]

Definition at line 358 of file HessianRecovery.cpp.

References free_2DMatrix(), ColPack::GraphColoring::GetVertexColorCount(), ColPack::GraphColoring::GetVertexColors(), and ColPack::GraphCore::GetVertexCount().

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int ColPack::HessianRecovery::DirectRecover_CoordinateFormat_vectors_OMP ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
vector< unsigned int > &  RowIndex,
vector< unsigned int > &  ColumnIndex,
vector< double > &  HessianValue 
) [private]

!! Working

Definition at line 253 of file HessianRecovery.cpp.

References free_2DMatrix(), ColPack::GraphColoring::GetVertexColorCount(), ColPack::GraphColoring::GetVertexColors(), and ColPack::GraphCore::GetVertexCount().

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int ColPack::HessianRecovery::DirectRecover_RowCompressedFormat ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
double ***  dp3_HessianValue 
)

A routine for recovering a Hessian from a star-coloring based compressed representation.

Parameter:

  • Input:
    • *g: GraphColoringInterface object, providing the coloring information
    • dp2_CompressedMatrix: The compressed matrix that contains all computed values
    • uip2_HessianSparsityPattern.
  • Output:
    • dp3_HessianValue

Precondition:

  • Star coloring routine has been called.
  • uip2_HessianSparsityPattern: The Hessian matrix must be stored in compressed sparse rows format
  • dp3_HessianValue is just a pointer pointing to a 2D matrix (no memory allocated yet). This matrix will be created (memory will be allocated) by this routine and the pointer will be assigned to dp3_HessianValue

Postcondition:

  • dp3_HessianValue points to a 2d matrix contains the numerical values of the Hessian. Row Compressed Format is used The memory allocated for this output vector is managed by ColPack. The memory will be deallocated when this function is called again or when the Recovery ojbect is deallocated.

Return value: size of (*dp3_HessianValue) array

About input parameters:

  • This routine doesn't need to take (star) coloring result m_vi_VertexColors of the Hessian as another paramenter because that information is known already (because of the 1st precondition). The cologin result can be retrieved from the first parameter "GraphColoringInterface* g"

Row Compressed Format for dp3_HessianValue:

  • This is a 2D matrix of doubles.
  • The first element of each row will specify the number of non-zeros in the Hessian => Value of the first element + 1 will be the length of that row.
  • The value of each element after the 1st element is the value of the non-zero in the Hessian. The value of dp3_HessianValue[col][row] is the value of element [col][uip2_HessianSparsityPattern[col][row]] in the real (uncompressed) Hessian
  • An example of compressed sparse rows format:
    • Uncompressed matrix:
      1 .5 0
      .5 2 3
      0 3 -.5
    • Corresponding uip2_HessianSparsityPattern:
      2 0 1
      3 0 1 2
      2 1 2
    • Corresponding dp3_HessianValue:
      2 1 .5
      3 .5 2 3
      2 3 -.5

Algorithm: optimized version of the algorithm in Figure 2, pg 8, "Efficient Computation of Sparse Hessians using Coloring and Automatic Differentiation" paper. The complexity of this routine is O(|E|) versus O(|E|*average distance-1 neighbour) for DirectRecover1

  • Do (column-)color statistic for each row, i.e., see how many elements in that row has color 0, color 1 ... Results are stored in map<int,int>* colorStatistic. colorStatistic[0] is (column-)color statistic for row 0 If row 0 has 5 columns with color 3 => colorStatistic[0][3] = 5;
  • Allocate memory for *dp3_HessianValue
  • (Main part) Recover the values of non-zero entries in the Hessian: For each row, for each entry, see how many entries in that row have the same color by checking colorStatistic[row][column-color of the entry]. If colorStatistic[#][#] == 1 => This entry has unique color (in this row). H[j,i] = B[j,color[hi]] else H[j,i] = B[i,color[hj]] Each non-zero value of the Hessian will be recovered from left to right, top to bottom Note: column-color of entry [row 5][column 3] is m_vi_VertexColors[column 3]

Definition at line 106 of file HessianRecovery.cpp.

References ColPack::GraphCore::GetVertexCount().

Referenced by main().

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int ColPack::HessianRecovery::DirectRecover_RowCompressedFormat_unmanaged ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
double ***  dp3_HessianValue 
)

Same as DirectRecover_RowCompressedFormat(), except that the output is NOT managed by ColPack.

Notes:

  • The output is NOT managed by ColPack. Therefore, the user should free the output manually using free() (NOT delete) function when it is no longer needed.

Definition at line 86 of file HessianRecovery.cpp.

References _FALSE, and ColPack::GraphCore::GetVertexCount().

Referenced by main().

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int ColPack::HessianRecovery::DirectRecover_RowCompressedFormat_usermem ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
double ***  dp3_HessianValue 
)

Same as DirectRecover_RowCompressedFormat_unmanaged(), except that memory allocation for output vector(s) is done by user.

Notes:

  • This function will assume the user has properly allocate memory output vector(s). No checking will be done so if you got a SEGMENTATION FAULT in this function, you should check and see if you have allocated memory properly for the output vector(s). (*dp3_HessianValue) should have the same structure as uip2_HessianSparsityPattern

Definition at line 28 of file HessianRecovery.cpp.

References _FALSE, free_2DMatrix(), ColPack::GraphColoring::GetVertexColorCount(), ColPack::GraphColoring::GetVertexColors(), and ColPack::GraphCore::GetVertexCount().

Referenced by main().

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int ColPack::HessianRecovery::DirectRecover_SparseSolversFormat ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue 
)

A routine for recovering a Hessian from a star-coloring based compressed representation.

Precondition:

  • (*uip2_RowIndex), (*uip2_ColumnIndex), and (*dp2_JacobianValue) are equal to NULL, i.e. no memory has been allocated for these 3 vectors yet

Return value: size of (*uip2_RowIndex) array

Return by recovery routine: three vectors in "Storage Formats for the Direct Sparse Solvers" (zero-based indexing) http://software.intel.com/sites/products/documentation/hpc/mkl/webhelp/appendices/mkl_appA_SMSF.html#mkl_appA_SMSF_1

  • unsigned int** uip2_RowIndex
  • unsigned int** uip2_ColumnIndex
  • double** dp2_JacobianValue // corresponding non-zero values NOTE: Since we are returning a symmetric matrix, according to format, only the upper triangle are stored.

The memory allocated for these 3 output vectors are managed by ColPack. The memory will be deallocated when this function is called again or when the Recovery ojbect is deallocated.

Definition at line 236 of file HessianRecovery.cpp.

References ColPack::GraphCore::GetVertexCount().

Referenced by main().

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int ColPack::HessianRecovery::DirectRecover_SparseSolversFormat_unmanaged ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue,
unsigned int  numOfNonZerosInHessianValue = 0 
)

Same as DirectRecover_SparseSolversFormat(), except that the output is NOT managed by ColPack.

About input parameters:

  • numOfNonZerosInHessianValue: the size of (*uip2_ColumnIndex) and (*dp2_HessianValue) arrays. The value of numOfNonZerosInHessianValue will be calculated if not provided (i.e. <1).

Notes:

  • The output is NOT managed by ColPack. Therefore, the user should free the output manually using free() (NOT delete) function when it is no longer needed.

Definition at line 205 of file HessianRecovery.cpp.

References _FALSE, ConvertRowCompressedFormat2SparseSolversFormat_StructureOnly(), and ColPack::GraphCore::GetVertexCount().

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int ColPack::HessianRecovery::DirectRecover_SparseSolversFormat_usermem ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue,
unsigned int  numOfNonZerosInHessianValue 
)

Same as DirectRecover_SparseSolversFormat_unmanaged(), except that memory allocation for output vector(s) is done by user.

About input parameters:

  • numOfNonZerosInHessianValue: the size of (*uip2_ColumnIndex) and (*dp2_HessianValue) arrays.

Notes:

  • This function will assume the user has properly allocate memory output vector(s). No checking will be done so if you got a SEGMENTATION FAULT in this function, you should check and see if you have allocated memory properly for the output vector(s).

Definition at line 120 of file HessianRecovery.cpp.

References _FALSE, free_2DMatrix(), ColPack::GraphColoring::GetVertexColorCount(), ColPack::GraphColoring::GetVertexColors(), and ColPack::GraphCore::GetVertexCount().

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int ColPack::HessianRecovery::IndirectRecover_CoordinateFormat ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue 
)

A routine for recovering a Hessian from a acyclic-coloring based compressed representation.

Precondition:

  • (*uip2_RowIndex), (*uip2_ColumnIndex), and (*dp2_JacobianValue) are equal to NULL, i.e. no memory has been allocated for these 3 vectors yet

Return value: size of (*uip2_RowIndex) array

Return by recovery routine: three vectors in "Coordinate Format" (zero-based indexing) http://www.intel.com/software/products/mkl/docs/webhelp/appendices/mkl_appA_SMSF.html#mkl_appA_SMSF_5

  • unsigned int** uip2_RowIndex
  • unsigned int** uip2_ColumnIndex
  • double** dp2_JacobianValue // corresponding non-zero values NOTE: Since we are returning a symmetric matrix, only the upper triangle are stored.

The memory allocated for these 3 output vectors are managed by ColPack. The memory will be deallocated when this function is called again or when the Recovery ojbect is deallocated.

Definition at line 1707 of file HessianRecovery.cpp.

int ColPack::HessianRecovery::IndirectRecover_CoordinateFormat_unmanaged ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue 
)

Same as IndirectRecover_CoordinateFormat(), except that the output is NOT managed by ColPack.

Notes:

  • The output is NOT managed by ColPack. Therefore, the user should free the output manually using free() (NOT delete) function when it is no longer needed.

Definition at line 1322 of file HessianRecovery.cpp.

References _FALSE, ConvertCoordinateFormat2RowCompressedFormat(), ColPack::GraphColoring::GetVertexColorCount(), ColPack::GraphCore::GetVertexCount(), and WriteMatrixMarket_ADOLCInput().

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int ColPack::HessianRecovery::IndirectRecover_CoordinateFormat_usermem ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue 
)

Same as IndirectRecover_CoordinateFormat_unmanaged(), except that memory allocation for output vector(s) is done by user.

Notes:

  • This function will assume the user has properly allocate memory output vector(s). No checking will be done so if you got a SEGMENTATION FAULT in this function, you should check and see if you have allocated memory properly for the output vector(s).

Definition at line 1683 of file HessianRecovery.cpp.

References _FALSE.

int ColPack::HessianRecovery::IndirectRecover_CoordinateFormat_vectors ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
vector< unsigned int > &  RowIndex,
vector< unsigned int > &  ColumnIndex,
vector< double > &  HessianValue 
) [private]

Definition at line 1369 of file HessianRecovery.cpp.

References _FALSE, _TRUE, _UNKNOWN, ColPack::DisjointSets::FindAndCompress(), ColPack::GraphCore::GetDisjointSets(), ColPack::GraphCore::GetEdges(), ColPack::GraphCore::GetMaximumVertexDegree(), ColPack::GraphColoring::GetVertexColors(), ColPack::GraphCore::GetVertexCount(), ColPack::GraphCore::GetVertexEdgeMap(), ColPack::GraphCore::GetVertices(), STEP_DOWN, and STEP_UP.

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int ColPack::HessianRecovery::IndirectRecover_RowCompressedFormat ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
double ***  dp3_HessianValue 
)

A routine for recovering a Hessian from a acyclic-coloring based compressed representation.

Parameter:

  • Input:
    • *g: GraphColoringInterface object, providing the coloring information
    • dp2_CompressedMatrix: The compressed matrix that contains all computed values
    • uip2_HessianSparsityPattern.
  • Output:
    • dp3_HessianValue

Precondition:

  • Acyclic coloring routine has been called.
  • uip2_HessianSparsityPattern: The Hessian matrix must be stored in compressed sparse rows format
  • dp3_HessianValue is just a pointer pointing to a 2D matrix (no memory allocated yet). This matrix will be created (memory will be allocated) by IndirectRecover2() and the pointer will be assigned to dp3_HessianValue

Postcondition:

  • dp3_HessianValue points to a 2d matrix contains the numerical values of the Hessian. Row Compressed Format is used The memory allocated for this output vector is managed by ColPack. The memory will be deallocated when this function is called again or when the Recovery ojbect is deallocated.

Return value: size of (*dp3_HessianValue) array

About input parameters:

  • This routine doesn't need to take (acyclic) coloring result m_vi_VertexColors of the Hessian as another paramenter because that information is known already (because of the 1st precondition).

Row Compressed Format for dp3_HessianValue: see DirectRecover2()

Algorithm: created by Assefaw, 1st implemented by Arijit Tarafdar. This function is just a modification of Arijit's implementation

Definition at line 907 of file HessianRecovery.cpp.

References ColPack::GraphCore::GetVertexCount().

Referenced by main().

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int ColPack::HessianRecovery::IndirectRecover_RowCompressedFormat_unmanaged ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
double ***  dp3_HessianValue 
)

Same as IndirectRecover_RowCompressedFormat(), except that the output is NOT managed by ColPack.

Notes:

  • The output is NOT managed by ColPack. Therefore, the user should free the output manually using free() (NOT delete) function when it is no longer needed.

Definition at line 887 of file HessianRecovery.cpp.

References _FALSE, and ColPack::GraphCore::GetVertexCount().

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int ColPack::HessianRecovery::IndirectRecover_RowCompressedFormat_usermem ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
double ***  dp3_HessianValue 
)

Same as IndirectRecover_RowCompressedFormat_unmanaged(), except that memory allocation for output vector(s) is done by user.

Notes:

  • This function will assume the user has properly allocate memory output vector(s). No checking will be done so if you got a SEGMENTATION FAULT in this function, you should check and see if you have allocated memory properly for the output vector(s).

Definition at line 552 of file HessianRecovery.cpp.

References _FALSE, _TRUE, _UNKNOWN, ColPack::DisjointSets::FindAndCompress(), ColPack::GraphCore::GetDisjointSets(), ColPack::GraphCore::GetEdges(), ColPack::GraphCore::GetMaximumVertexDegree(), ColPack::GraphColoring::GetVertexColors(), ColPack::GraphCore::GetVertexCount(), ColPack::GraphCore::GetVertexEdgeMap(), ColPack::GraphCore::GetVertices(), STEP_DOWN, and STEP_UP.

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int ColPack::HessianRecovery::IndirectRecover_SparseSolversFormat ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue 
)

A routine for recovering a Hessian from a acyclic-coloring based compressed representation.

Precondition:

  • (*uip2_RowIndex), (*uip2_ColumnIndex), and (*dp2_JacobianValue) are equal to NULL, i.e. no memory has been allocated for these 3 vectors yet

Return value: size of (*uip2_RowIndex) array

Return by recovery routine: three vectors in "Storage Formats for the Direct Sparse Solvers" (zero-based indexing) http://software.intel.com/sites/products/documentation/hpc/mkl/webhelp/appendices/mkl_appA_SMSF.html#mkl_appA_SMSF_1

  • unsigned int** uip2_RowIndex
  • unsigned int** uip2_ColumnIndex
  • double** dp2_JacobianValue // corresponding non-zero values NOTE: Since we are returning a symmetric matrix, according to format, only the upper triangle are stored.

The memory allocated for these 3 output vectors are managed by ColPack. The memory will be deallocated when this function is called again or when the Recovery ojbect is deallocated.

Definition at line 1304 of file HessianRecovery.cpp.

References ColPack::GraphCore::GetVertexCount().

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int ColPack::HessianRecovery::IndirectRecover_SparseSolversFormat_unmanaged ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue,
unsigned int  numOfNonZerosInHessianValue = 0 
)

Same as IndirectRecover_SparseSolversFormat(), except that the output is NOT managed by ColPack.

About input parameters:

  • numOfNonZerosInHessianValue: the size of (*uip2_ColumnIndex) and (*dp2_HessianValue) arrays. The value of numOfNonZerosInHessianValue will be calculated if not provided (i.e. <1).

Notes:

  • The output is NOT managed by ColPack. Therefore, the user should free the output manually using free() (NOT delete) function when it is no longer needed.

Definition at line 1273 of file HessianRecovery.cpp.

References _FALSE, ConvertRowCompressedFormat2SparseSolversFormat_StructureOnly(), and ColPack::GraphCore::GetVertexCount().

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int ColPack::HessianRecovery::IndirectRecover_SparseSolversFormat_usermem ( GraphColoringInterface *  g,
double **  dp2_CompressedMatrix,
unsigned int **  uip2_HessianSparsityPattern,
unsigned int **  uip2_RowIndex,
unsigned int **  uip2_ColumnIndex,
double **  dp2_HessianValue,
unsigned int  numOfNonZerosInHessianValue 
)

Same as IndirectRecover_SparseSolversFormat_unmanaged(), except that memory allocation for output vector(s) is done by user.

About input parameters:

  • numOfNonZerosInHessianValue: the size of (*uip2_ColumnIndex) and (*dp2_HessianValue) arrays.

Notes:

  • This function will assume the user has properly allocate memory output vector(s). No checking will be done so if you got a SEGMENTATION FAULT in this function, you should check and see if you have allocated memory properly for the output vector(s).

Definition at line 920 of file HessianRecovery.cpp.

References _FALSE, _TRUE, _UNKNOWN, ColPack::DisjointSets::FindAndCompress(), ColPack::GraphCore::GetDisjointSets(), ColPack::GraphCore::GetEdges(), ColPack::GraphCore::GetMaximumVertexDegree(), ColPack::GraphColoring::GetVertexColors(), ColPack::GraphCore::GetVertexCount(), ColPack::GraphCore::GetVertexEdgeMap(), ColPack::GraphCore::GetVertices(), STEP_DOWN, and STEP_UP.

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