/******************************************************************* Copyright (C) 2017, 2020 AMPL Optimization, Inc.; written by David M. Gay. Permission to use, copy, modify, and distribute this software and its documentation for any purpose and without fee is hereby granted, provided that the above copyright notice appear in all copies and that both that the copyright notice and this permission notice and warranty disclaimer appear in supporting documentation. The author and AMPL Optimization, Inc. disclaim all warranties with regard to this software, including all implied warranties of merchantability and fitness. In no event shall the author be liable for any special, indirect or consequential damages or any damages whatsoever resulting from loss of use, data or profits, whether in an action of contract, negligence or other tortious action, arising out of or in connection with the use or performance of this software. *******************************************************************/ #include "asl_pfgh.h" #include "obj_adj.h" static void hv_fwd(ASL_pfgh *asl, expr *e) { expr *e1, **ep; real dO; de *d; derp *D, *D1; for(; e; e = e->fwd) { e->aO = e->adO = 0; switch(e->a) { case Hv_timesR: case Hv_binaryR: e->dO.r = e->R.e->dO.r; break; case Hv_timesLR: case Hv_binaryLR: case Hv_divLR: e->dO.r = e->L.e->dO.r + e->R.e->dO.r; break; case Hv_timesL: case Hv_unary: e->dO.r = e->L.e->dO.r; break; case Hv_vararg: e->dO.r = 0; for(d = ((expr_va*)e)->L.d; d->e; d++) { if ((e1 = d->ef)) { hv_fwd(asl, e1); e->dO.r += d->ee->dO.r; } else if ((e1 = d->e)) e->dO.r += e1->dO.r; } if (!((expr_va*)e)->val && (D = ((expr_va*)e)->R.D)) { D->a.rp = adjoints_nv1; D1 = ((expr_va*)e)->d0; d = ((expr_va*)e)->L.d; ((expr_va*)e)->val = d->e; do { D->next = d->d; while(D->next != D1) D = D->next; d->dlast = D; ++d; } while(d->e); ((expr_va*)e)->next = asl->P.valist; asl->P.valist = (expr_va*)e; } break; case Hv_if: e->dO.r = 0; if ((e1 = ((expr_if*)e)->Tf)) { hv_fwd(asl, e1); e->dO.r = ((expr_if *)e)->Te->dO.r; } else if ((e1 = ((expr_if*)e)->T) && e1->op != f_OPNUM) e->dO.r = e1->dO.r; if ((e1 = ((expr_if*)e)->Ff)) { hv_fwd(asl, e1); e->dO.r += ((expr_if *)e)->Fe->dO.r; } else if ((e1 = ((expr_if*)e)->F) && e1->op != f_OPNUM) e->dO.r += e1->dO.r; if (!((expr_if*)e)->val && (D = ((expr_if*)e)->D)) { ((expr_if*)e)->val = ((expr_if*)e)->T; D->a.rp = adjoints_nv1; D1 = ((expr_if*)e)->d0; D->next = ((expr_if*)e)->dT; while(D->next != D1) D = D->next; ((expr_if*)e)->dTlast = D; D->next = ((expr_if*)e)->dF; ((expr_if*)e)->next = asl->P.iflist; asl->P.iflist = (expr_if*)e; } break; case Hv_plterm: e->dO.r = e->R.e->dO.r; break; case Hv_sumlist: ep = e->R.ep; for(dO = 0; (e1 = *ep); ep++) dO += e1->dO.r; e->dO.r = dO; break; case Hv_func: e->dO.r = 1.; break; case Hv_negate: e->dO.r = e->L.e->dO.r; break; case Hv_plusR: e->dO.r = e->R.e->dO.r; break; case Hv_plusL: e->dO.r = e->L.e->dO.r; break; case Hv_plusLR: e->dO.r = e->L.e->dO.r + e->R.e->dO.r; break; case Hv_minusR: e->dO.r = e->R.e->dO.r; break; case Hv_minusLR: e->dO.r = e->L.e->dO.r + e->R.e->dO.r; break; default:/*DEBUG*/ fprintf(Stderr, "bad e->a = %d in hv_fwd\n", e->a); exit(1); } } } static void func_back(expr_f *f) { argpair *da, *da1, *dae; expr *e; real aO, adO, t; aO = f->aO; adO = f->adO; da = f->da; for(dae = f->dae; da < dae; da++) { e = da->e; e->aO += aO; e->adO += adO; t = adO*e->dO.r; for(da1 = f->da; da1 < dae; da1++) { e = da1->e; e->aO += t; } } } static void hv_back(expr *e) { de *d; expr *e1, **ep, *e2; real adO, t1, t2; if (!e || (!e->aO && !e->adO)) return; for(; e; e = e->bak) switch(e->a) { case Hv_binaryR: e1 = e->R.e; e1->adO += e->adO; e1->aO += e->aO + e->adO * e1->dO.r; break; case Hv_binaryLR: e1 = e->L.e; e2 = e->R.e; adO = e->adO; t1 = adO * e1->dO.r; t2 = adO * e2->dO.r; e1->aO += e->aO + t1 + t2; e2->aO += e->aO + t1 + t2; e1->adO += adO; e2->adO += adO; break; case Hv_divLR: e1 = e->L.e; e2 = e->R.e; adO = e->adO; t1 = adO * e1->dO.r; t2 = adO * e2->dO.r; e1->aO += e->aO + t2; e2->aO += e->aO + t1 + t2; e1->adO += adO; e2->adO += adO; break; case Hv_unary: e1 = e->L.e; e1->adO += e->adO; e1->aO += e->aO + e->adO * e1->dO.r; break; case Hv_vararg: for(d = ((expr_va*)e)->L.d; d->e; d++) { if ((e1 = d->ee)) { e1->aO = e->aO; e1->adO = e->adO; hv_back(e1); } else { e1 = d->e; if (e1->op != f_OPNUM) { e1->aO = e->aO; e1->adO = e->adO; } } } break; case Hv_if: if (!((expr_if *)e)->Fe) { e1 = ((expr_if *)e)->F; if (e1->op != f_OPNUM) { e1->aO = e->aO; e1->adO = e->adO; } } if ((e1 = ((expr_if *)e)->Te)) { e1->aO = e->aO; e1->adO = e->adO; hv_back(e1); } else { e1 = ((expr_if *)e)->T; if (e1->op != f_OPNUM) { e1->aO = e->aO; e1->adO = e->adO; } } if ((e1 = ((expr_if *)e)->Fe)) { e1->aO = e->aO; e1->adO = e->adO; hv_back(e1); } break; case Hv_plterm: e->R.e->aO += e->aO; break; case Hv_sumlist: ep = e->R.ep; t1 = e->aO; t2 = e->adO; while((e1 = *ep++)) { e1->aO += t1; e1->adO += t2; } break; case Hv_func: func_back((expr_f *)e); break; case Hv_negate: e1 = e->L.e; neg_end: e1->aO += e->aO; e1->adO += e->adO; break; case Hv_plusR: e1 = e->R.e; goto plus_end; case Hv_plusL: e1 = e->L.e; plus_end: e1->aO += e->aO; e1->adO += e->adO; break; case Hv_plusLR: e1 = e->L.e; e1->aO += t1 = e->aO; e1->adO += t2 = e->adO; e1 = e->R.e; e1->aO += t1; e1->adO += t2; break; case Hv_minusR: e1 = e->R.e; goto neg_end; case Hv_minusLR: e1 = e->L.e; e1->aO += t1 = e->aO; e1->adO += t2 = e->adO; e1 = e->R.e; e1->aO += t1; e1->adO += t2; break; case Hv_timesR: e1 = e->R.e; e1->adO += e->adO; e1->aO += e->aO; break; case Hv_timesL: e1 = e->L.e; e1->adO += e->adO; e1->aO += e->aO; break; case Hv_timesLR: e1 = e->L.e; e2 = e->R.e; adO = e->adO; e1->aO += e->aO + adO * e2->dO.r; e2->aO += e->aO + adO * e1->dO.r; e1->adO += adO; e2->adO += adO; break; default:/*DEBUG*/ fprintf(Stderr, "bad e->a = %d in hv_back\n", e->a); exit(1); } } static void hv_fwd0(ASL_pfgh *asl, cexp *c, expr_v *v) { linarg *la; linpart *L, *Le; real x; v->aO = v->adO = 0; if (c->ef) { hv_fwd(asl, c->ef); x = c->ee->dO.r; } else if (c->e->op != f_OPNUM) x = c->e->dO.r; else x = 0; if ((la = c->la)) x += la->v->dO.r; else if ((L = c->L)) for(Le = L + c->nlin; L < Le; L++) x += ((expr_v*)L->v.vp)->dO.r; v->dO.r = x; } static void pshv_prod1(ASL_pfgh *asl, range *r, int nobj, int ow, int y) { int *cei, *cei0, *ceie, i; linarg *la, **lap, **lap1, **lape; linpart *L, *Le; expr_v *v; cexp *c; expr *e; real *s; psb_elem *b; s = asl->P.dOscratch; lap = lap1 = r->lap; lape = lap + r->n; while(lap1 < lape) { la = *lap1++; v = la->v; v->dO.r = *s++; v->adO = v->aO = 0.; } if ((cei = cei0 = r->cei)) { i = *cei0++; ceie = (cei = cei0) + i; do { i = *cei++; hv_fwd0(asl, cexps + i, asl->P.vp[i]); } while(cei < ceie); } for(b = r->refs; b; b = b->next) { if ((i = b->conno) < 0) { i = -2 - i; if (!ow && i != nobj) continue; } else if (!y) continue; if ((e = b->D.ef)) { hv_fwd(asl, e); e = b->D.ee; e->aO = 0; e->adO = 1.; hv_back(e); } else if ((e = b->D.e)->op != f_OPNUM) { e->aO = 0; e->adO = 1.; } } while(cei > cei0) { i = *--cei; c = cexps + i; v = asl->P.vp[i]; if (v->aO && (L = c->L)) { if ((la = c->la)) la->v->aO = 1; else { for(Le = L + c->nlin; L < Le; L++) ((expr_v*)L->v.vp)->aO++; } } if ((e = c->ee)) { e->aO = 1.; e->adO = v->adO; hv_back(e); } else if ((e = c->e)->op != f_OPNUM) { e->aO = 1.; e->adO = v->adO; } } } #ifdef __cplusplus extern "C" { static int compar(const void*, const void*); } #endif static int compar(const void *a, const void *b) { return *(int*)a - *(int*)b; } #undef nzc #undef asl #undef del_mblk #define del_mblk(b,c) Del_mblk_ASL(a,b,(Char*)(c)) static void new_Hesoprod(ASL_pfgh *asl, ograd *L, ograd *R, real coef) { Hesoprod *h, **hp, *h1, *h2; int kh; Char **mblk_free; ACQUIRE_DTOA_LOCK(HESOPROD_LOCK); if (!(h = asl->P.hop_free)) { mblk_free = asl->mblk_free; kh = asl->P.khesoprod; while(kh < 8 && !mblk_free[kh]) kh++; asl->P.khesoprod = kh; h = h1 = (Hesoprod *)new_mblk(kh); h2 = h + (sizeof(Char*) << kh)/sizeof(Hesoprod) - 1; while(h1 < h2) h1 = h1->next = h1 + 1; h1->next = 0; } asl->P.hop_free = h->next; FREE_DTOA_LOCK(HESOPROD_LOCK); h->left = L; h->right = R; h->coef = coef; hp = asl->P.otodo + R->varno; h->next = *hp; *hp = h; } static void del_Hesoprod(ASL_pfgh *asl, Hesoprod *x) { x->next = asl->P.hop_free; asl->P.hop_free = x; } static real * saveog(ASL_pfgh *asl, int no, int noe, int y, int *kp) { real *o, *ogsave; int i, k, n; ps_func *p, *pe; psg_elem *g, *ge; ograd *og; n = 0; if (asl->P.nobjgroups) for(i = no; i < noe; i++) { p = asl->P.ops + i; g = p->g; for(ge = g + p->ng; g < ge; g++) for(og = g->og; og; og = og->next) n++; } if (asl->P.ncongroups && y) { p = asl->P.cps; for(pe = p + asl->i.nlc0; p < pe; p++) for(g = p->g, ge = g + p->ng; g < ge; g++) for(og = g->og; og; og = og->next) n++; } if (!n) return 0; k = *kp = htcl(n*sizeof(real)); o = ogsave = (real*)new_mblk(k); if (asl->P.nobjgroups) for(i = no; i < noe; i++) { p = asl->P.ops + i; g = p->g; for(ge = g + p->ng; g < ge; g++) for(og = g->og; og; og = og->next) *o++ = og->coef; } if (asl->P.ncongroups && y) { p = asl->P.cps; for(pe = p + asl->i.nlc0; p < pe; p++) for(g = p->g, ge = g + p->ng; g < ge; g++) for(og = g->og; og; og = og->next) *o++ = og->coef; } return ogsave; } static void restog(ASL_pfgh *asl, real *ogsave, int no, int noe, int y, int k) { real *o = ogsave; int i; ps_func *p, *pe; psg_elem *g, *ge; ograd *og; if (asl->P.nobjgroups) for(i = no; i < noe; i++) { p = asl->P.ops + i; g = p->g; for(ge = g + p->ng; g < ge; g++) for(og = g->og; og; og = og->next) og->coef = *o++; } if (asl->P.ncongroups && y) { p = asl->P.cps; for(pe = p + asl->i.nlc0; p < pe; p++) for(g = p->g, ge = g + p->ng; g < ge; g++) for(og = g->og; og; og = og->next) og->coef = *o++; } Del_mblk_ASL((ASL*)asl, k, ogsave); } static fint bothadj(ASL_pfgh *asl, SputInfo *spi) { /* Adjust to compute both triangles of Hessian */ fint *hr, *hre, *hrn, *hrn0; int kz; size_t *hcs, *ucs; size_t i, i0, i1, j, k, k0, L, n, n1, nz; ssize_t nod, *ulc, *uli, *z, *z0, *z1; n = n_var; if ((nod = spi->nod) >= 0) { if (!nod) return 0; goto done; } n1 = n + 1; hcs = spi->hcolstartsZ; nod = nz = hcs[n] - hcs[0]; hr = spi->hrownos - 1; i = i0 = Fortran; for(j = i + n; i < j; i++, hcs++) { hr += k = hcs[1] - hcs[0]; if (k && *hr == i) --nod; } /* nod = number of off-diagonal elements in upper triangle */ if (!(spi->nod = nod)) return 0; /* diagonal Hessian */ nz += nod; L = nz*sizeof(fint) + (2*(nod+n1))*sizeof(size_t); if (sizeof(size_t) != sizeof(fint)) L += n1*sizeof(fint); spi->khinfob = kz = htcl(L); spi->ulinc0 = uli = (ssize_t*)new_mblk(kz); spi->ulcopy0 = ulc = uli + n1; spi->hcs[1] = hcs = (size_t*)(ulc + 2*nod); hrn0 = (fint*)(hcs + n1); if (sizeof(size_t) != sizeof(fint)) hrn0 += n1; spi->hrn[1] = hrn0; z = z0 = (ssize_t*)new_mblk(kz = htcl(n*sizeof(ssize_t))); z1 = z - Fortran; ucs = spi->hcs[0]; hre = spi->hrn[0]; for(i = i0; i < j; i++, ucs++) { hr = hre; hre += *z++ = ucs[1] - ucs[0]; while(hr < hre) if ((k = *hr++) != i) z1[k]++; } ucs = spi->hcs[0]; hre = spi->hrn[0]; *uli++ = 0; for(i = k = i0; i < j; i++, ucs++) { hr = hre; hre += L = ucs[1] - ucs[0]; *hcs++ = k; k0 = k - i0; hrn = hrn0 + k0; *uli++ = z1[i] - L; k += z1[i]; z1[i] = k0 + L; while(hr < hre) if ((i1 = *hrn++ = *hr++) != i) { *ulc++ = k0++; hrn0[*ulc++ = z1[i1]++] = i; } } *hcs = k; spi->ulcend = ulc; Del_mblk_ASL((ASL*)asl, kz, z0); spi->ulinc = spi->ulinc0; spi->ulcopy = spi->ulcopy0; done: spi->hrownos = spi->hrn[1]; spi->hcolstartsZ = spi->hcs[1]; return nod; } static void upper_to_lower(ASL_pfgh *asl, SputInfo *spi, size_t nz) { /* convert upper to lower triangular */ fint *hrownos, *rn; int k, k1, *u0, *utoL; size_t L, *cs, *hcolstarts; ssize_t f, i, j, j1, j2, n, n1, *rs, *z; f = Fortran; n = n_var; n1 = n + 1; hrownos = spi->hrownos; hcolstarts = spi->hcolstartsZ; L = nz*sizeof(fint) + n1*sizeof(size_t); if (sizeof(size_t) != sizeof(fint)) L += n1*sizeof(fint); spi->khinfob = k = htcl(L); spi->hcolstartsZ = cs = (size_t*)new_mblk(k); spi->ulinc0 = (ssize_t*)cs; rn = (fint*)(cs + n1); if (sizeof(size_t) != sizeof(fint)) rn += n1; spi->hrownos = rn; k = htcl((n+nz)*sizeof(ssize_t)); rs = (ssize_t*)new_mblk(k); z = rs + n; memset(rs, 0, n*sizeof(size_t)); for(i = 0; i < nz; i++) rs[hrownos[i]-f]++; for(i = j = 0; i < n; i++) { cs[i] = j + f; j1 = rs[i]; rs[i] = j; j += j1; } cs[n] = nz + f; j1 = hcolstarts[1] - f; for(i = j = 0; i < nz; i++) { while(i >= j1) j1 = hcolstarts[++j + 1] - f; rn[z[i] = rs[hrownos[i]-f]++] = j + f; } for(i = j = 0; i < nz; i++) { if ((j1 = z[i]) <= i) { if (j1 < 0) z[i] = -(j1 + 1); continue; } j += 3; while((j2 = z[j1]) != i) { z[j1] = -(j2 + 1); j++; j1 = j2; } } if (j) { j += 2; k1 = htcl(j*sizeof(int)); spi->uptolow = utoL = (int*)new_mblk(k1); *utoL++ = k1; for(i = 0; i < nz; i++) { if ((j = z[i]) <= i) continue; u0 = utoL++; *utoL++ = i; *utoL++ = j; while((j2 = z[j]) != i) { z[j] = -(j2 + 1); j = *utoL++ = j2; } *u0 = (utoL - u0) - 1; } *utoL = 0; } Del_mblk_ASL((ASL*)asl, k, rs); } fint sphes_setup_ASL(ASL *a, SputInfo **pspi, int nobj, int ow, int y, int uptri) { ASL_pfgh *asl; Hesoprod *hop, *hop1, **otodo, **otodoi, **otodoj; Objrep **por, *or; SputInfo *spi, *spi1; de *d; derp *D1; expr_if *iflist; expr_v *v; expr_va *valist; fint *hr, *hre, *hrownos, rv; int *ui, *zc, *zci; int i, j, k, khinfo, kog, kz, n, n1, nhinfo, nlc0, no, noe, nqslim, nzc; int rfilter, robjno; linarg *la, **lap, **lap1, **lape; ograd *og, *og1, **ogp, **ogpe; ps_func *p, *pe; psb_elem *b; psg_elem *g, *ge; range *r, *r0, **rp, **rtodo; real *ogsave, *s, *si, t; size_t *hcolstarts, iz, jz, n1spi, *tf; uHeswork *uhw, *uhwi, **utodo, **utodoi, **utodoj; asl = pscheck_ASL(a, "sphes_setup"); n1 = n_var + 1; if (!pspi) pspi = &asl->i.sputinfo_; nlc0 = asl->i.nlc0; if (nobj >= 0 && nobj < n_obj) { robjno = -2 - nobj; rfilter = n_obj > 1 || (!y && nlc0 > 0); ow = 0; no = nobj; noe = no + 1; } else { robjno = nobj = -1; rfilter = (!ow && n_obj > 0) || (!y && nlc0 > 0); no = noe = 0; if (ow) { noe = n_obj; ow = 1; if ((por = asl->i.Or)) { for(i = 0; i < noe; ++i) { if (por[i]) { y = 1; break; } } } } } if (y) y = 1; if ((n = nlvo) < nlvc) n = nlvc; if ((spi = *pspi)) { if (spi->ow == ow && spi->y == y && spi->nobj == nobj && spi->uptri == uptri) goto done; del_mblk(spi->khinfo, spi); if (spi->ulinc0) del_mblk(spi->khinfob, spi->ulinc0); if ((ui = spi->uptolow)) del_mblk(*ui, ui); *pspi = 0; } if (!asl->P.hes_setup_called) (*asl->p.Hesset)(a, 1, 0, nlo, 0, nlc0); asl->P.hes_setup_called = 3; asl->P.iflist = 0; asl->P.valist = 0; otodo = otodoi = asl->P.otodo; rtodo = asl->P.rtodo; utodo = utodoi = asl->P.utodo; s = asl->P.dOscratch; nqslim = n >> 3; kz = htcl(2*sizeof(int)*n); zc = (int*)new_mblk_ASL(a, kz); zci = zc + n; memset(zc, 0, n*sizeof(int)); n1spi = sizeof(SputInfo) + n1*sizeof(size_t); if (sizeof(size_t) != sizeof(fint)) n1spi += n1*sizeof(fint); khinfo = htcl((n1 + 30)*sizeof(fint) + n1spi); spi = (SputInfo*)new_mblk_ASL(a, khinfo); hcolstarts = (size_t*)(spi+1); hr = hrownos = (fint*)((char*)spi + n1spi); nhinfo = ((sizeof(Char*)<P.rlist; for(r = asl->P.rlist.next; r != r0; r = r->rlist.next) { if ((j = r->n) <= 0) continue; if (rfilter) { for(b = r->refs; b; b = b->next) { if (b->conno >= 0) { if (y) goto keep; } else if (b->conno == robjno) goto keep; } continue; } keep: i = r->lasttermno; rp = rtodo + i; r->hnext = *rp; *rp = r; } kog = 0; /* silence bogus "not-initialized" warning */ ogsave = asl->P.npsgcomp ? saveog(asl, no, noe, y, &kog) : 0; if (asl->P.nobjgroups) for(i = no; i < noe; i++) { p = asl->P.ops + i; g = p->g; for(ge = g + p->ng; g < ge; g++) if ((og = g->og)) { do og->coef = 1; while((og = og->next)); og = g->og; new_Hesoprod(asl, og, og, 1.); } } if (asl->P.ncongroups && y) { p = asl->P.cps; for(pe = p + nlc0; p < pe; p++) for(g = p->g, ge = g + p->ng; g < ge; g++) if ((og = g->og)) { do og->coef = 1; while((og = og->next)); og = g->og; new_Hesoprod(asl, og, og, 1.); } } for(i = 0; i < n; i++) { nzc = 0; rp = rtodo; uhwi = *utodoi; *utodoi++ = 0; while((r = *rp)) { rp = &r->hnext; lap = r->lap; lape = lap + r->n; if (r->n >= r->nv) { k = htcl(sizeof(uHeswork) + (r->n - 1)*sizeof(ograd*)); uhw = (uHeswork *)new_mblk_ASL(a, k); uhw->k = k; uhw->next = uhwi; uhwi = uhw; uhw->r = r; uhw->ui = ui = r->ui; uhw->uie = ui + r->nv; ogp = uhw->ogp; while(lap < lape) *ogp++ = (*lap++)->nz; } else { si = s; while(lap < lape) { *si = 1; pshv_prod1(asl, r, nobj, ow, y); *si++ = 0; lap1 = lap++; la = *lap1++; og = la->nz; v = la->v; if ((t = v->aO)) new_Hesoprod(asl,og,og,t); while(lap1 < lape) { la = *lap1++; v = la->v; if ((t = v->aO)) { og1 = la->nz; new_Hesoprod(asl,og,og1,t); new_Hesoprod(asl,og1,og,t); } } } } } *rtodo++ = 0; /* reset */ while((uhw = uhwi)) { uhwi = uhwi->next; ogp = uhw->ogp; r = uhw->r; ogpe = ogp + r->n; si = s; do { if ((og = *ogp) && og->varno == i) *si = 1.; /* og->coef til 20080629 */ si++; } while(++ogp < ogpe); pshv_prod1(asl, r, nobj, ow, y); lap = r->lap; lape = lap + r->n; do { la = *lap++; if (la->v->aO) for(og = la->nz; og; og = og->next) if ((j = og->varno) <= i && !zc[j]++) zci[nzc++] = j; } while(lap < lape); ogp = uhw->ogp; si = s; do { if ((og = *ogp) && og->varno == i) { *si = 0; *ogp = og->next; } si++; } while(++ogp < ogpe); if ((ui = ++uhw->ui) >= uhw->uie) del_mblk(uhw->k, uhw); else { utodoj = utodo + *ui; uhw->next = *utodoj; *utodoj = uhw; } } hop1 = *otodoi; *otodoi++ = 0; while((hop = hop1)) { hop1 = hop->next; og = hop->left; og1 = hop->right; while((j = og->varno) <= i) { if (!zc[j]++) zci[nzc++] = j; if (!(og = og->next)) break; } if ((og = og1->next)) { hop->right = og; otodoj = otodo + og->varno; hop->next = *otodoj; *otodoj = hop; } else del_Hesoprod(asl,hop); } hcolstarts[i] = hr - hrownos; if (nzc > hre - hr) { k = khinfo++; spi1 = (SputInfo*)new_mblk_ASL(a, khinfo); tf = (size_t*)(spi1+1); memcpy(tf, hcolstarts, (char*)hr - (char*)hcolstarts); del_mblk(k, spi); spi = spi1; hcolstarts = tf; hrownos = (fint*)((char*)spi1 + n1spi); hr = hrownos + hcolstarts[i]; nhinfo = ((sizeof(Char*)< nqslim) { for(j = 0; j < n; j++) if (zc[j]) zc[*hr++ = j] = 0; } else { if (nzc > 1) qsort(zci, nzc, sizeof(int), compar); for(j = 0; j < nzc; j++) zc[*hr++ = zci[j]] = 0; } } for(valist = asl->P.valist; valist; valist = valist->next) { D1 = valist->d0; for(d = valist->L.d; d->e; d++) d->dlast->next = D1; } for(iflist = asl->P.iflist; iflist; iflist = iflist->next) iflist->dTlast->next = iflist->d0; jz = hcolstarts[n] = hr - hrownos; for(i = n; ++i < n1; ) hcolstarts[i] = jz; if ((j = Fortran)) { for(i = 0; i < n1; i++) hcolstarts[i] += j; iz = hcolstarts[n] - j; while(iz) hrownos[--iz] += j; } spi->hcs[0] = hcolstarts; spi->hrn[0] = hrownos; spi->nod = -1; spi->ulcend = 0; spi->khinfo = khinfo; spi->nobj = nobj; spi->ow = ow; spi->y = y; spi->uptri = uptri; *pspi = spi; if (ogsave) restog(asl, ogsave, no, noe, y, kog); spi->ulinc0 = spi->ulinc = 0; spi->ulcopy = 0; spi->uptolow = 0; del_mblk(kz, zc); done: spi->hrownos = spi->hrn[0]; spi->hcolstartsZ = hcolstarts = spi->hcs[0]; rv = hcolstarts[n] - hcolstarts[0]; switch(uptri) { case 0: rv += bothadj(asl, spi); break; case 2: upper_to_lower(asl, spi, rv); } hcolstarts = spi->hcolstartsZ; if (sizeof(size_t) == sizeof(fint)) spi->hcolstarts = (fint*)hcolstarts; else { spi->hcolstarts = hr = (fint*)(hcolstarts + n1); for(i = 0; i < n1; ++i) hr[i] = hcolstarts[i]; } return rv; } void sphes_ASL(ASL *a, SputInfo **pspi, real *H, int nobj, real *ow, real *y) { /* sparse upper triangle of Hessian */ ASL_pfgh *asl; Hesoprod *hop, *hop1, **otodo, **otodoi, **otodoj; SputInfo *spi; expr_v *v; fint *hr; int i, j, k, kh, n, nlc0, no, noe, *ui; linarg *la, **lap, **lap1, **lape; ograd *og, *og1, **ogp, **ogpe; ps_func *p, *pe; psg_elem *g, *ge; range *r, *r0, **rp, **rtodo; real *Hi, *H0, *H00; real *cscale, *owi, *s, *si, t, t1, *vsc0, *vsc1, *vsc, *y1; size_t *hcs; ssize_t *ulc, *uli; uHeswork *uhw, *uhwi, **utodo, **utodoi, **utodoj; asl = pscheck_ASL(a, "sputhes"); if (asl->i.Derrs) deriv2_errchk_ASL(a, 3); xpsg_check_ASL(asl, nobj, ow, y); if (!pspi) pspi = &a->i.sputinfo_; no = n_obj; nlc0 = asl->i.nlc0; if (nobj >= no) nobj = -1; i = j = 0; if (y) j = 1; if (nobj >= 0) { no = nobj; noe = no + 1; owi = ow ? ow + no : &edag_one_ASL; ow = 0; } else { nobj = -1; no = noe = 0; if ((owi = ow)) { noe = n_obj; i = 1; } } if (asl->P.hes_setup_called != 3) sphes_setup_ASL(a, pspi, nobj, ow != 0, y != 0, 0); spi = *pspi; if ((spi->nobj != nobj && nobj >= 0) || spi->ow < i || spi->y < j) { fprintf(Stderr, "\nsphes() call inconsistent with previous sphsetup()\n"); exit(1); } otodo = otodoi = asl->P.otodo; rtodo = asl->P.rtodo; utodo = utodoi = asl->P.utodo; s = asl->P.dOscratch; if ((n = nlvo) < nlvc) n = nlvc; Hi = H0 = (real*)new_mblk_ASL(a, kh = htcl(n*sizeof(real))); memset(Hi, 0, n * sizeof(real)); H0 -= Fortran; r0 = (range*)&asl->P.rlist; for(r = asl->P.rlist.next; r != r0; r = r->rlist.next) { if ((j = r->n) <= 0) continue; i = r->lasttermno; rp = rtodo + i; r->hnext = *rp; *rp = r; } if (asl->P.nobjgroups) for(; no < noe; no++) if ((t = *owi++)) { p = asl->P.ops + no; g = p->g; for(ge = g + p->ng; g < ge; g++) if ((t1 = t*g->g2)) for(og = g->og; og; og = og->next) if (og->coef) { new_Hesoprod(asl, og, og, t1); break; } } if (asl->P.ncongroups && y) { cscale = asl->i.lscale; p = asl->P.cps; y1 = y; for(pe = p + asl->i.nlc0; p < pe; p++, y1++) if ((t = cscale ? *cscale++ * *y1 : *y1)) for(g = p->g, ge = g + p->ng; g < ge; g++) if ((t1 = t*g->g2)) for(og = g->og; og; og = og->next) if (og->coef) { new_Hesoprod(asl, og, og, t1); break; } } hcs = spi->hcs[0]; hr = spi->hrn[0]; uli = spi->ulinc; H00 = H; vsc = asl->i.vscale; vsc0 = vsc - Fortran; vsc1 = vsc; for(i = 0; i < n; i++) { rp = rtodo; uhwi = *utodoi; *utodoi++ = 0; while((r = *rp)) { rp = &r->hnext; lap = r->lap; lape = lap + r->n; if (r->n >= r->nv) { k = htcl(sizeof(uHeswork) + (r->n - 1)*sizeof(ograd*)); uhw = (uHeswork *)new_mblk_ASL(a, k); uhw->k = k; uhw->next = uhwi; uhwi = uhw; uhw->r = r; uhw->ui = ui = r->ui; uhw->uie = ui + r->nv; ogp = uhw->ogp; while(lap < lape) *ogp++ = (*lap++)->nz; } else { si = s; while(lap < lape) { *si = 1; pshv_prod_ASL(asl, r, nobj, ow, y); *si++ = 0; lap1 = lap++; la = *lap1++; og = la->nz; v = la->v; if ((t = v->aO)) new_Hesoprod(asl,og,og,t); while(lap1 < lape) { la = *lap1++; v = la->v; if ((t = v->aO)) { og1 = la->nz; new_Hesoprod(asl,og,og1,t); new_Hesoprod(asl,og1,og,t); } } } } } *rtodo++ = 0; /* reset */ while((uhw = uhwi)) { uhwi = uhwi->next; ogp = uhw->ogp; r = uhw->r; ogpe = ogp + r->n; si = s; do { if ((og = *ogp) && og->varno == i) *si = og->coef; si++; } while(++ogp < ogpe); pshv_prod_ASL(asl, r, nobj, ow, y); lap = r->lap; lape = lap + r->n; do { la = *lap++; if ((t = la->v->aO)) for(og = la->nz; og; og = og->next) if ((j = og->varno) <= i) Hi[j] += t*og->coef; } while(lap < lape); ogp = uhw->ogp; si = s; do { if ((og = *ogp) && og->varno == i) { *si = 0; *ogp = og->next; } si++; } while(++ogp < ogpe); if ((ui = ++uhw->ui) >= uhw->uie) del_mblk(uhw->k, uhw); else { utodoj = utodo + *ui; uhw->next = *utodoj; *utodoj = uhw; } } hop1 = *otodoi; *otodoi++ = 0; while((hop = hop1)) { hop1 = hop->next; og = hop->left; og1 = hop->right; t = hop->coef * og1->coef; while((j = og->varno) <= i) { Hi[j] += t*og->coef; if (!(og = og->next)) break; } if ((og = og1->next)) { hop->right = og; otodoj = otodo + og->varno; hop->next = *otodoj; *otodoj = hop; } else del_Hesoprod(asl,hop); } k = (int)(hcs[1] - hcs[0]); hcs++; if (uli) H += *uli++; if (vsc) { t = *vsc1++; while(--k >= 0) { j = (int)*hr++; *H++ = t * vsc0[j] * H0[j]; H0[j] = 0; } } else while(--k >= 0) { *H++ = H0[j = (int)*hr++]; H0[j] = 0; } } del_mblk(kh, Hi); H = H00; if ((ulc = spi->ulcopy)) for(uli = spi->ulcend; ulc < uli; ulc += 2) H[ulc[1]] = H[ulc[0]]; else if ((ui = spi->uptolow)) while((k = *++ui)) { t = H[j = *++ui]; while(--k) { t1 = H[i = *++ui]; H[i] = t; t = t1; } H[j] = t; } } /* Variant of sphes that has a final nerror argument, working similarly to the final nerror argument to objval_(), etc. */ void sphese_ASL(ASL *asl, SputInfo **spi, real *H, int nobj, real *ow, real *y, fint *nerror) { Jmp_buf **Jp, *Jsave, b; Jp = !nerror || *nerror >= 0 ? &err_jmp : &err_jmp1; Jsave = *Jp; *Jp = &b; *nerror = 0; if (setjmp(b.jb)) *nerror = 1; else sphes_ASL(asl, spi, H, nobj, ow, y); *Jp = Jsave; }