CSparse: Copyright (c) 2006-2011, Timothy A. Davis. Refer to "Direct Methods for Sparse Linear Systems," Timothy A. Davis, SIAM, Philadelphia, 2006. No detailed user guide is included in this package; the user guide is the book itself. The algorithms contained in CSparse have been chosen with five goals in mind: (1) they must embody much of the theory behind sparse matrix algorithms, (2) they must be either asymptotically optimal in their run time and memory usage or be fast in practice, (3) they must be concise so as to be easily understood and short enough to print in the book, (4) they must cover a wide spectrum of matrix operations, and (5) they must be accurate and robust. The focus is on direct methods; iterative methods and solvers for eigenvalue problems are beyond the scope of this package. No detailed user guide is included in this package; the user guide is the book itself. Some indication of how to call the CSparse C routines is given by the M-files in the MATLAB/CSparse directory. Complex matrices are not supported, except for methods that operate only on the nonzero pattern of a matrix. A complex version of CSparse appears as a separate package, CXSparse ("Concise Extended Sparse matrix package"). The performance of the sparse factorization methods in CSparse will not be competitive with UMFPACK or CHOLMOD, but the codes are much more concise and easy to understand (see the above goals). Other methods are competitive. Some of the MATLAB tests require the AMD package. See http://www.cise.ufl.edu/research/sparse for CSparse and the AMD ordering package. See the Doc/License.txt file for the license (GNU LGPL). To compile the C-library (./Source) and C demo programs (./Demo) just type "make" in this directory. This should work on any system with the "make" command. To run the exhaustive tests, type "make" in the Tcov directory (Linux is assumed). To compile the MATLAB mexFunctions type "make mex" in this directory, or just "make" in the MATLAB directory. To remove all files not in the original distribution, type "make distclean". I recommend that you use a different level of optimization than "cc -O", which was chosen so that the Makefile is portable. See Source/Makefile. You can simply type "cs_install" while in the CSparse/MATLAB directory to compile and install CSparse for use in MATLAB. This is especially useful for a typical Microsoft Windows system, which does not include "make". For more details, see CSparse/MATLAB/README.txt. -------------------------------------------------------------------------------- Contents: -------------------------------------------------------------------------------- Demo/ demo C programs that use CSparse Doc/ license and change log Makefile Makefile for the whole package MATLAB/ MATLAB interface, demos, and tests for CSparse Matrix/ sample matrices README.txt this file Source/ primary CSparse source files (C only, no MATLAB) Tcov/ CSparse tests -------------------------------------------------------------------------------- ./Doc: license and change log -------------------------------------------------------------------------------- ChangeLog changes in CSparse since first release lesser.txt the GNU LGPL License.txt license (GNU LGPL) -------------------------------------------------------------------------------- ./Source: Primary source code for CSparse -------------------------------------------------------------------------------- cs_add.c add sparse matrices cs_amd.c approximate minimum degree cs_chol.c sparse Cholesky cs_cholsol.c x=A\b using sparse Cholesky cs_compress.c convert a triplet form to compressed-column form cs_counts.c column counts for Cholesky and QR cs_cumsum.c cumulative sum cs_dfs.c depth-first-search cs_dmperm.c Dulmage-Mendelsohn permutation cs_droptol.c drop small entries from a sparse matrix cs_dropzeros.c drop zeros from a sparse matrix cs_dupl.c remove (and sum) duplicates cs_entry.c add an entry to a triplet matrix cs_ereach.c nonzero pattern of Cholesky L(k,:) from etree and triu(A(:,k)) cs_etree.c find elimination tree cs_fkeep.c drop entries from a sparse matrix cs_gaxpy.c sparse matrix times dense matrix cs.h include file for CSparse cs_happly.c apply Householder reflection cs_house.c compute Householder reflection cs_ipvec.c x(p)=b cs_leaf.c determine if j is a leaf of the skeleton matrix and find lca cs_load.c load a sparse matrix from a file cs_lsolve.c x=L\b cs_ltsolve.c x=L'\b cs_lu.c sparse LU factorization cs_lusol.c x=A\b using sparse LU factorization cs_malloc.c memory manager cs_maxtrans.c maximum transveral (permutation for zero-free diagonal) cs_multiply.c sparse matrix multiply cs_norm.c sparse matrix norm cs_permute.c permute a sparse matrix cs_pinv.c invert a permutation vector cs_post.c postorder an elimination tree cs_print.c print a sparse matrix cs_pvec.c x=b(p) cs_qr.c sparse QR cs_qrsol.c solve a least-squares problem cs_randperm.c random permutation cs_reach.c find nonzero pattern of x=L\b for sparse L and b cs_scatter.c scatter a sparse vector cs_scc.c strongly-connected components cs_schol.c symbolic Cholesky cs_spsolve.c x=G\b where G, x, and b are sparse, and G upper/lower triangular cs_sqr.c symbolic QR (also can be used for LU) cs_symperm.c symmetric permutation of a sparse matrix cs_tdfs.c depth-first-search of a tree cs_transpose.c transpose a sparse matrix cs_updown.c sparse rank-1 Cholesky update/downate cs_usolve.c x=U\b cs_util.c various utilities (allocate/free matrices, workspace, etc) cs_utsolve.c x=U'\b Makefile Makefile for CSparse README.txt README file for CSparse -------------------------------------------------------------------------------- ./Demo: C program demos -------------------------------------------------------------------------------- cs_demo1.c read a matrix from a file and perform basic matrix operations cs_demo2.c read a matrix from a file and solve a linear system cs_demo3.c read a matrix, solve a linear system, update/downdate cs_demo.c support routines for cs_demo*.c cs_demo.h include file for demo programs cs_demo.out output of "make", which runs the demos on some matrices Makefile Makefile for Demo programs readhb.f read a Rutherford-Boeing matrix README.txt Demo README file -------------------------------------------------------------------------------- ./MATLAB: MATLAB interface, demos, and tests -------------------------------------------------------------------------------- cs_install.m MATLAB function for compiling and installing CSparse for MATLAB CSparse/ MATLAB interface for CSparse Demo/ MATLAB demos for CSparse Makefile MATLAB interface Makefile README.txt MATLAB README file Test/ MATLAB test for CSparse, and "textbook" routines UFget/ MATLAB interface to UF Sparse Matrix Collection -------------------------------------------------------------------------------- ./MATLAB/CSparse: MATLAB interface for CSparse -------------------------------------------------------------------------------- Contents.m Contents of MATLAB interface to CSparse cs_add.m add two sparse matrices cs_add_mex.c cs_amd.m approximate minimum degree cs_amd_mex.c cs_chol.m sparse Cholesky cs_chol_mex.c cs_cholsol.m x=A\b using a sparse Cholesky cs_cholsol_mex.c cs_counts.m column counts for Cholesky or QR (like "symbfact" in MATLAB) cs_counts_mex.c cs_dmperm.m Dulmage-Mendelsohn permutation cs_dmperm_mex.c cs_dmsol.m x=A\b using dmperm cs_dmspy.m plot a picture of a dmperm-permuted matrix cs_droptol.m drop small entries cs_droptol_mex.c cs_esep.m find edge separator cs_etree.m compute elimination tree cs_etree_mex.c cs_gaxpy.m sparse matrix times dense vector cs_gaxpy_mex.c cs_lsolve.m x=L\b where L is lower triangular cs_lsolve_mex.c cs_ltsolve.m x=L'\b where L is lower triangular cs_ltsolve_mex.c cs_lu.m sparse LU factorization cs_lu_mex.c cs_lusol.m x=A\b using sparse LU factorization cs_lusol_mex.c cs_make.m compiles CSparse for use in MATLAB cs_mex.c support routines for CSparse mexFunctions cs_mex.h cs_multiply.m sparse matrix multiply cs_multiply_mex.c cs_must_compile.m determine if a source file needs to be compiled with mex cs_nd.m nested dissection cs_nsep.m find node separator cs_permute.m permute a sparse matrix cs_permute_mex.c cs_print.m print a sparse matrix cs_print_mex.c cs_qleft.m apply Householder vectors to the left cs_qright.m apply Householder vectors to the right cs_qr.m sparse QR factorization cs_qr_mex.c cs_qrsol.m solve a sparse least squares problem cs_qrsol_mex.c cs_randperm.m randdom permutation cs_randperm_mex.c cs_scc.m strongly-connected components cs_scc_mex.c cs_sep.m convert an edge separator into a node separator cs_sparse.m convert a triplet form matrix to a compress-column form cs_sparse_mex.c cs_symperm.m symmetric permutation of a sparse matrix cs_symperm_mex.c cs_sqr.m symbolic QR ordering and analysis cs_sqr_mex.c cs_thumb_mex.c compute small "thumbnail" of a sparse matrix (for cspy). cs_transpose.m transpose a sparse matrix cs_transpose_mex.c cs_updown.m sparse Cholesky update/downdate cs_updown_mex.c cs_usolve.m x=U\b where U is upper triangular cs_usolve_mex.c cs_utsolve.m x=U'\b where U is upper triangular cs_utsolve_mex.c cspy.m a color "spy" Makefile Makefile for CSparse MATLAB interface README.txt README file for CSparse MATLAB interface -------------------------------------------------------------------------------- ./MATLAB/Demo: MATLAB demos for CSparse -------------------------------------------------------------------------------- Contents.m Contents of MATLAB demo for CSparse cs_demo.m run all MATLAB demos for CSparse cs_demo1.m MATLAB version of Demo/cs_demo1.c cs_demo2.m MATLAB version of Demo/cs_demo2.c cs_demo3.m MATLAB version of Demo/cs_demo3.c private/ private functions for MATLAB demos README.txt README file for CSparse MATLAB demo -------------------------------------------------------------------------------- ./MATLAB/Demo/private: private functions for MATLAB demos -------------------------------------------------------------------------------- demo2.m demo 2 demo3.m demo 3 ex_1.m example 1 ex2.m example 2 ex3.m example 3 frand.m generate a random finite-element matrix get_problem.m get a matrix is_sym.m determine if a matrix is symmetric mesh2d1.m construct a 2D mesh (method 1) mesh2d2.m construct a 2D mesh (method 2) mesh3d1.m construct a 3D mesh (method 1) mesh3d2.m construct a 3D mesh (method 2) print_order.m print the ordering method used resid.m compute residual rhs.m create right-hand-side -------------------------------------------------------------------------------- ./MATLAB/Test: Extensive test of CSparse, in MATLAB -------------------------------------------------------------------------------- Makefile Makefile for MATLAB Test directory README.txt README file for MATLAB/Test Contents.m Contents of MATLAB/Test, "textbook" files only chol_downdate.m downdate a Cholesky factorization. chol_left.m left-looking Cholesky factorization. chol_left2.m left-looking Cholesky factorization, more details. chol_right.m right-looking Cholesky factorization. chol_super.m left-looking "supernodal" Cholesky factorization. chol_up.m up-looking Cholesky factorization. chol_update.m update a Cholesky factorization. chol_updown.m update or downdate a Cholesky factorization. cond1est.m 1-norm condition estimate. cs_fiedler.m the Fiedler vector of a connected graph. givens2.m find a Givens rotation. house.m find a Householder reflection. lu_left.m left-looking LU factorization. lu_right.m right-looking LU factorization. lu_rightp.m right-looking LU factorization, with partial pivoting. lu_rightpr.m recursive right-looking LU, with partial pivoting. lu_rightr.m recursive right-looking LU. norm1est.m 1-norm estimate. qr_givens.m Givens-rotation QR factorization. qr_givens_full.m Givens-rotation QR factorization, for full matrices. qr_left.m left-looking Householder QR factorization. qr_right.m right-looking Householder QR factorization. cs_fiedler.m Fiedler vector cs_frand.m generate a random finite-element matrix cs_frand_mex.c cs_ipvec.m x(p)=b cs_ipvec_mex.c cs_maxtransr.m recursive maximum matching algorithm cs_maxtransr_mex.c cs_pvec.m x=b(p) cs_pvec_mex.c interface for cs_pvec cs_reach.m non-recursive reach (interface to CSparse cs_reach) cs_reach_mex.c non-recursive x=spones(L\sparse(b)) cs_reachr.m recursive reach (interface to CSparse cs_reachr) cs_reachr_mex.c cs_rowcnt.m row counts for sparse Cholesky cs_rowcnt_mex.c row counts for sparse Cholesky cs_sparse2.m same as cs_sparse, to test cs_entry function cs_sparse2_mex.c like cs_sparse, but for testing cs_entry cs_test_make.m compiles MATLAB tests check_if_same.m check if two inputs are identical or not choldn.m Cholesky downdate cholup.m Cholesky update, using Given's rotations cholupdown.m Cholesky update/downdate (Bischof, Pan, and Tang method) cs_q1.m construct Q from Householder vectors cs_test_make.m compiles the CSparse, Demo, and Test mexFunctions. dmperm_test.m test cs_dmperm chol_example.m simple Cholesky factorization example etree_sample.m construct a sample etree and symbolic factorization gqr3.m QR factorization, based on Givens rotations happly.m apply Householder reflection to a vector hmake1.m construct a Householder reflection mynormest1.m estimate norm(A,1), using LU factorization (L*U = P*A*Q). myqr.m QR factorization using Householder reflections another_colormap.m try another color map cspy_test.m test cspy and cs_dmspy qr2.m QR factorization based on Householder reflections sample_colormap.m try a colormap for use in cspy signum.m compute and display the sign of a column vector x sqr_example.m test cs_sqr dmspy_test.m test cspy, cs_dmspy, and cs_dmperm test_qr.m test various QR factorization methods test_randperms.m test random permutations testh.m test Householder reflections test_qr1.m test QR factorizations test_qrsol.m test cs_qrsol test_sep.m test cs_sep, and compare with Gilbert's meshpart vtxsep testall.m test all CSparse functions (run tests 1 to 28 below) test1.m test cs_transpose test2.m test cs_sparse test3.m test cs_lsolve, cs_ltsolve, cs_usolve, cs_chol test4.m test cs_multiply test5.m test cs_add test6.m test cs_reach, cs_reachr, cs_lsolve, cs_usolve test7.m test cs_lu test8.m test cs_cholsol, cs_lusol test9.m test cs_qr test10.m test cs_qr test11.m test cs_rowcnt test12.m test cs_qr and compare with svd test13.m test cs_counts, cs_etree test14.m test cs_droptol test15.m test cs_amd test16.m test cs_amd test17.m test cs_qr, cs_qright, cs_q1, cs_qrleft, cs_qrsol test18.m test iterative refinement after backslash test19.m test cs_dmperm, cs_maxtransr, cs_dmspy, cs_scc test20.m test cholupdown test21.m test cs_updown test22.m test cond1est test23.m test cs_dmspy test24.m test cs_fielder test25.m test cs_nd test26.m test cs_dmsol and cs_dmspy test27.m test cs_qr, cs_utsolve, cs_qrsol test28.m test cs_randperm, cs_dmperm -------------------------------------------------------------------------------- ./MATLAB/UFget: MATLAB interface for the UF Sparse Matrix Collection -------------------------------------------------------------------------------- Contents.m Contents of UFget mat/ default directory where downloaded matrices will be put README.txt README file for UFget UFget_defaults.m default parameter settings UFget_example.m example of use UFget_install.m installs UFget temporarily (for current session) UFget_java.class read a url and load it in into MATLAB (compiled Java code) UFget_java.java read a url and load it in into MATLAB (Java source code) UFget_lookup.m look up a matrix in the index UFget.m UFget itself (primary user interface) UFweb.m open url for a matrix or collection mat/UF_Index.mat index of matrices in UF Sparse Matrix Collection -------------------------------------------------------------------------------- ./Matrix: Sample matrices, most from Rutherford/Boeing collection -------------------------------------------------------------------------------- ash219 overdetermined pattern of Holland survey. Ashkenazi, 1974. bcsstk01 stiffness matrix for small generalized eigenvalue problem bcsstk16 stiffness matrix, Corp of Engineers dam fs_183_1 unsymmetric facsimile convergence matrix lp_afiro NETLIB afiro linear programming problem mbeacxc US economy, 1972. Dan Szyld, while at NYU t1 small example used in Chapter 2 west0067 Cavett problem with 5 components (chemical eng., Westerberg) -------------------------------------------------------------------------------- ./Tcov: Exhaustive test coverage of CSparse -------------------------------------------------------------------------------- covall same as covall.linux covall.linux find coverage (Linux) covall.sol find coverage (Solaris) cov.awk coverage summary cover print uncovered lines covs print uncovered lines cstcov_malloc_test.c malloc test cstcov_malloc_test.h cstcov_test.c main program for Tcov tests gcovs run gcov (Linux) Makefile Makefile for Tcov tests nil an empty matrix zero a 1-by-1 zero matrix README.txt README file for Tcov directory