/* --------------------------------------------------------------------------
CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-18 Bradley M. Bell

CppAD is distributed under the terms of the
             Eclipse Public License Version 2.0.

This Source Code may also be made available under the following
Secondary License when the conditions for such availability set forth
in the Eclipse Public License, Version 2.0 are satisfied:
      GNU General Public License, Version 2.0 or later.
---------------------------------------------------------------------------- */

/*
$begin lu_vec_ad.cpp$$
$spell
    signdet
    Lu
    Vec
    Rhs
    logdet
    Cpp
$$


$section Lu Factor and Solve with Recorded Pivoting$$

$pre
$$

$head Syntax$$
$codei%int LuVecAD(
    size_t %n%,
    size_t %m%,
    VecAD<%double%> &%Matrix%,
    VecAD<%double%> &%Rhs%,
    VecAD<%double%> &%Result%,
    AD<%double%> &%logdet%)%$$


$head Purpose$$
Solves the linear equation
$latex \[
    Matrix * Result = Rhs
\] $$
where $icode Matrix$$ is an $latex n \times n$$ matrix,
$icode Rhs$$ is an $latex n x m$$ matrix, and
$icode Result$$ is an $latex n x m$$ matrix.
$pre

$$
The routine $cref LuSolve$$ uses an arbitrary vector type,
instead of $cref VecAD$$,
to hold its elements.
The pivoting operations for a $code ADFun$$ object
corresponding to an $code LuVecAD$$ solution
will change to be optimal for the matrix being factored.
$pre

$$
It is often the case that
$code LuSolve$$ is faster than $code LuVecAD$$ when $code LuSolve$$
uses a simple vector class with
$cref/elements of type double/SimpleVector/Elements of Specified Type/$$,
but the corresponding $cref ADFun$$ objects have a fixed
set of pivoting operations.

$head Storage Convention$$
The matrices stored in row major order.
To be specific, if $latex A$$ contains the vector storage for an
$latex n x m$$ matrix,
$latex i$$ is between zero and $latex  n-1$$,
and $latex j$$ is between zero and $latex m-1$$,
$latex \[

    A_{i,j} = A[ i * m + j ]
\] $$
(The length of $latex A$$ must be equal to $latex  n * m $$.)

$head n$$
is the number of rows in
$icode Matrix$$,
$icode Rhs$$,
and $icode Result$$.

$head m$$
is the number of columns in
$icode Rhs$$
and $icode Result$$.
It is ok for $icode m$$ to be zero which is reasonable when
you are only interested in the determinant of $icode Matrix$$.


$head Matrix$$
On input, this is an
$latex n \times n$$ matrix containing the variable coefficients for
the equation we wish to solve.
On output, the elements of $icode Matrix$$ have been overwritten
and are not specified.

$head Rhs$$
On input, this is an
$latex n \times m$$ matrix containing the right hand side
for the equation we wish to solve.
On output, the elements of $icode Rhs$$ have been overwritten
and are not specified.
If $icode m$$ is zero, $icode Rhs$$ is not used.

$head Result$$
On input, this is an
$latex n \times m$$ matrix and the value of its elements do not matter.
On output, the elements of $icode Rhs$$ contain the solution
of the equation we wish to solve
(unless the value returned by $code LuVecAD$$ is equal to zero).
If $icode m$$ is zero, $icode Result$$ is not used.

$head logdet$$
On input, the value of $icode logdet$$ does not matter.
On output, it has been set to the
log of the determinant of $icode Matrix$$ (but not quite).
To be more specific,
if $icode signdet$$ is the value returned by $code LuVecAD$$,
the determinant of $icode Matrix$$ is given by the formula
$latex \[
    det = signdet \exp( logdet )
\] $$
This enables $code LuVecAD$$ to use logs of absolute values.


$head Example$$
$children%
    example/general/lu_vec_ad_ok.cpp
%$$
The file
$cref lu_vec_ad_ok.cpp$$
contains an example and test of $code LuVecAD$$.


$end
------------------------------------------------------------------------------
*/

# include "lu_vec_ad.hpp"
# include <cppad/cppad.hpp>

// BEGIN CppAD namespace
namespace CppAD {

AD<double> LuVecAD(
    size_t                           n,
    size_t                           m,
    CppAD::VecAD<double>             &Matrix,
    CppAD::VecAD<double>             &Rhs,
    CppAD::VecAD<double>             &Result,
    CppAD::AD<double>                &logdet)
{
    using namespace CppAD;
    typedef AD<double> Type;

    // temporary index
    Type index;
    Type jndex;

    // index and maximum element value
    Type   imax;
    Type   jmax;
    Type   itmp;
    Type   jtmp;
    Type   emax;

    // some temporary indices
    Type i;
    Type j;
    Type k;

    // count pivots
    Type p;

    // sign of the determinant
    Type  signdet;

    // temporary values
    Type  etmp;
    Type  diff;

    // pivot element
    Type  pivot;

    // singular matrix
    Type  singular = 0.;

    // some constants
    Type M(m);
    Type N(n);
    Type One(1);
    Type Zero(0);

    // pivot row and column order in the matrix
    VecAD<double> ip(n);
    VecAD<double> jp(n);

    // -------------------------------------------------------

    // initialize row and column order in matrix not yet pivoted
    for(i = 0; i < N; i += 1.)
    {   ip[i] = i;
        jp[i] = i;
    }

    // initialize the log determinant
    logdet  = 0.;
    signdet = 1;

    for(p = 0; p < N; p += 1.)
    {
        // determine row and column corresponding to element of
        // maximum absolute value in remaining part of Matrix
        imax = N;
        jmax = N;
        emax = 0.;
        for(i = p; i < N; i += 1.)
        {   itmp = ip[i] * N;
            for(j = p; j < N; j += 1.)
            {   assert(
                    (ip[i] < N) & (jp[j] < N)
                );
                index = itmp + jp[j];
                etmp  = Matrix[ index ];

                // compute absolute value of element
                etmp = fabs(etmp);

                // update maximum absolute value so far
                emax = CondExpGe(etmp, emax, etmp, emax);
                imax = CondExpGe(etmp, emax,    i, imax);
                jmax = CondExpGe(etmp, emax,    j, jmax);
            }
        }
        assert( (imax < N) & (jmax < N) );


        // switch rows so max absolute element is in row p
        index    = ip[p];
        ip[p]    = ip[imax];
        ip[imax] = index;

        // if imax != p, switch sign of determinant
        signdet  = CondExpEq(imax, p, signdet,  -signdet);

        // switch columns so max absolute element is in column p
        jndex    = jp[p];
        jp[p]    = jp[jmax];
        jp[jmax] = jndex;

        // if imax != p, switch sign of determinant
        signdet  = CondExpEq(jmax, p, signdet,  -signdet);

        // pivot using the max absolute element
        itmp    = ip[p] * N;
        index   = itmp + jp[p];
        pivot   = Matrix[ index ];

        // update the singular matrix flag
        singular = CondExpEq(pivot, Zero, One, singular);

        // update the log of absolute determinant and its sign
        etmp     = fabs(pivot);
        logdet   = logdet + log( etmp );
        signdet  = CondExpGe(pivot, Zero, signdet, - signdet);

        /*
        Reduce by the elementary transformations that maps
        Matrix( ip[p], jp[p] ) to one and Matrix( ip[i], jp[p] )
        to zero for i = p + 1., ... , n-1
        */

        // divide row number ip[p] by pivot element
        for(j = p + 1.; j < N; j += 1.)
        {
            index           = itmp + jp[j];
            Matrix[ index ] = Matrix[ index ] / pivot;
        }

        // not used anymore so no need to set to 1
        // Matrix[ ip[p] * N + jp[p] ] = Type(1);

        // divide corresponding row of right hand side by pivot element
        itmp = ip[p] * M;
        for(k = 0; k < M; k += 1.)
        {
            index = itmp + k;
            Rhs[ index ] = Rhs[ index ] / pivot;
        }

        for(i = p + 1.; i < N; i += 1. )
        {   itmp  = ip[i] * N;
            jtmp  = ip[p] * N;

            index = itmp + jp[p];
            etmp  = Matrix[ index ];

            for(j = p + 1.; j < N; j += 1.)
            {   index = itmp + jp[j];
                jndex = jtmp + jp[j];
                Matrix[ index ] = Matrix[ index ]
                            - etmp * Matrix[ jndex ];
            }

            itmp = ip[i] * M;
            jtmp = ip[p] * M;
            for(k = 0; k < M; k += 1.)
            {
                index = itmp + k;
                jndex = jtmp + k;
                Rhs[ index ] = Rhs[ index ]
                             - etmp * Rhs[ jndex ];
            }

            // not used any more so no need to set to zero
            // Matrix[ ip[i] * N + jp[p] ] = 0.;
        }

    }

    // loop over equations
    for(k = 0; k < M; k += 1.)
    {   // loop over variables
        p = N;
        while( p > 0. )
        {   p -= 1.;
            index = ip[p] * M + k;
            jndex = jp[p] * M + k;
            etmp            = Rhs[ index ];
            Result[ jndex ] = etmp;
            for(i = 0; i < p; i += 1. )
            {
                index = ip[i] * M + k;
                jndex = ip[i] * N + jp[p];
                Rhs[ index ] = Rhs[ index ]
                             - etmp * Matrix[ jndex ];
            }
        }
    }

    // make sure return zero in the singular case
    return (1. - singular) * signdet;
}

} // END CppAD namespace
