sparse_linear_systems.sql_in File Reference

SQL functions for linear systems. More...

Functions
float8 []	sparse_inmem_iterative_linear_system_transition (float8[] state, integer row_id, integer col_id, float8 value, float8 b, integer num_eqs, integer num_vars, integer nnz, integer algorithm, integer maxiter, float8 termtoler)
float8 []	sparse_inmem_iterative_linear_system_merge_states (float8[] state1, float8[] state2)
sparse_linear_solver_result	sparse_inmem_iterative_linear_system_final (float8[] state)
aggregate sparse_linear_solver_result	sparse_inmem_iterative_linear_system (integer row_id, integer col_id, float8 value, float8 right_hand_side, integer numEquations, integer numVars, integer nnz, integer algorithm, integer maxIter, float8 termToler)
	Solve a system of linear equations using the inmem_iterative method. More...
float8 []	sparse_direct_linear_system_transition (float8[] state, integer row_id, integer col_id, float8 value, float8 b, integer num_eqs, integer num_vars, integer nnz, integer algorithm)
float8 []	sparse_direct_linear_system_merge_states (float8[] state1, float8[] state2)
sparse_linear_solver_result	sparse_direct_linear_system_final (float8[] state)
aggregate sparse_linear_solver_result	sparse_direct_linear_system (integer row_id, integer col_id, float8 value, float8 right_hand_side, integer numEquations, integer numVars, integer nnz, integer algorithm)
	Solve a system of linear equations using the direct method. More...
varchar	linear_solver_sparse (varchar input_string)
	Help function, to print out the supported families. More...
varchar	linear_solver_sparse ()
void	linear_solver_sparse (varchar lhs_table, varchar rhs_table, varchar out_table, varchar lhs_row_id, varchar lhs_col_id, varchar lhs_value, varchar rhs_row_id, varchar rhs_value, integer num_vars, varchar grouping_cols, varchar optimizer, varchar optimizer_options)
	A wrapper function for the various marginal linear_systemsion analyzes. More...
void	linear_solver_sparse (varchar lhs_table, varchar rhs_table, varchar out_table, varchar lhs_row_id, varchar lhs_col_id, varchar lhs_value, varchar rhs_row_id, varchar rhs_value, integer num_vars)
	Marginal effects with default variables. More...
void	linear_solver_sparse (varchar lhs_table, varchar rhs_table, varchar out_table, varchar lhs_row_id, varchar lhs_col_id, varchar lhs_value, varchar rhs_row_id, varchar rhs_value, integer num_vars, varchar grouping_cols)
	Marginal effects with default variables. More...
void	linear_solver_sparse (varchar lhs_table, varchar rhs_table, varchar out_table, varchar lhs_row_id, varchar lhs_col_id, varchar lhs_value, varchar rhs_row_id, varchar rhs_value, integer num_vars, varchar grouping_cols, varchar optimizer)
	Marginal effects with default variables. More...

Detailed Description

Date

January 2011

See also

Computes the solution of a consistent linear system

Function Documentation

linear_solver_sparse() [1/6]

varchar linear_solver_sparse

(

varchar

input_string

)

linear_solver_sparse() [2/6]

varchar linear_solver_sparse

(

)

linear_solver_sparse() [3/6]

void linear_solver_sparse	(	varchar	lhs_table,
		varchar	rhs_table,
		varchar	out_table,
		varchar	lhs_row_id,
		varchar	lhs_col_id,
		varchar	lhs_value,
		varchar	rhs_row_id,
		varchar	rhs_value,
		integer	num_vars,
		varchar	grouping_cols,
		varchar	optimizer,
		varchar	optimizer_options
	)

Parameters

lhs_table	String identifying the input A matrix
rhs_table	String identifying the input b vector
out_table	String identifying the output table to be created
lhs_row_id	Column name containing the LHS of the equations
lhs_col_id	Column name containing the LHS of the equations
lhs_value	Column name containing the LHS of the equations
rhs_row_id	Column name containing the RHS of the equations
rhs_value	Column name containing the RHS of the equations
num_vars	Number of variables in the system
grouping_cols	Columns to group the linear systems by
optimizer	Optimizer to be used
optimizer_options	Optimizer options used

Returns

void

Usage

For function summary information. Run sql> select linear_solver_sparse('help'); OR sql> select linear_solver_sparse(); OR sql> select linear_solver_sparse('?'); For function usage information. Run sql> select linear_solver_sparse('usage');

linear_solver_sparse() [4/6]

void linear_solver_sparse	(	varchar	lhs_table,
		varchar	rhs_table,
		varchar	out_table,
		varchar	lhs_row_id,
		varchar	lhs_col_id,
		varchar	lhs_value,
		varchar	rhs_row_id,
		varchar	rhs_value,
		integer	num_vars
	)

linear_solver_sparse() [5/6]

void linear_solver_sparse	(	varchar	lhs_table,
		varchar	rhs_table,
		varchar	out_table,
		varchar	lhs_row_id,
		varchar	lhs_col_id,
		varchar	lhs_value,
		varchar	rhs_row_id,
		varchar	rhs_value,
		integer	num_vars,
		varchar	grouping_cols
	)

linear_solver_sparse() [6/6]

void linear_solver_sparse	(	varchar	lhs_table,
		varchar	rhs_table,
		varchar	out_table,
		varchar	lhs_row_id,
		varchar	lhs_col_id,
		varchar	lhs_value,
		varchar	rhs_row_id,
		varchar	rhs_value,
		integer	num_vars,
		varchar	grouping_cols,
		varchar	optimizer
	)

sparse_direct_linear_system()

aggregate sparse_linear_solver_result sparse_direct_linear_system	(	integer	row_id,
		integer	col_id,
		float8	value,
		float8	right_hand_side,
		integer	numEquations,
		integer	numVars,
		integer	nnz,
		integer	algorithm
	)

Parameters

row_id	Column containing the row_id
col_id	Column containing the col_id
value	Value of the LHS matrix
right_hand_side	Column containing the right hand side of the system
numEquations	Number of equations
numVars	Number of variables
nnz	Number of non-zero values
algorithm	Algorithm used for the sparse linear solver

Returns

A composite value:

• solution FLOAT8[] - Array of marginal effects
• residual_norm FLOAT8 - Norm of the residual
• iters INTEGER - Iterations taken

Usage

• Get all the diagnostic statistics:
  

  SELECT linear_system_sparse(<em>row_id</em>,
  *                                    <em>left_hand_side</em>,
  *                                    <em> right_hand_side </em>,
  *                                    <em> numEquations </em>)
  *   FROM <em>dataTable</em>;
  * 

sparse_direct_linear_system_final()

sparse_linear_solver_result sparse_direct_linear_system_final

(

float8 []

state

)

sparse_direct_linear_system_merge_states()

float8 [] sparse_direct_linear_system_merge_states	(	float8 []	state1,
		float8 []	state2
	)

sparse_direct_linear_system_transition()

float8 [] sparse_direct_linear_system_transition	(	float8 []	state,
		integer	row_id,
		integer	col_id,
		float8	value,
		float8	b,
		integer	num_eqs,
		integer	num_vars,
		integer	nnz,
		integer	algorithm
	)

sparse_inmem_iterative_linear_system()

aggregate sparse_linear_solver_result sparse_inmem_iterative_linear_system	(	integer	row_id,
		integer	col_id,
		float8	value,
		float8	right_hand_side,
		integer	numEquations,
		integer	numVars,
		integer	nnz,
		integer	algorithm,
		integer	maxIter,
		float8	termToler
	)

Parameters

row_id	Column containing the row_id
col_id	Column containing the col_id
value	Value of the LHS matrix
right_hand_side	Column containing the right hand side of the system
numEquations	Number of equations
numVars	Number of variables
nnz	Number of non-zero values
algorithm	Algorithm used for the sparse linear solver
maxIter	Maximum number of iterations
termToler	Termination tolerance

Returns

A composite value:

• solution FLOAT8[] - Array of marginal effects
• residual_norm FLOAT8 - Norm of the residual
• iters INTEGER - Iterations taken

Usage

• Get all the diagnostic statistics:
  

  SELECT linear_system_sparse(<em>row_id</em>,
  *                                    <em>left_hand_side</em>,
  *                                    <em> right_hand_side </em>,
  *                                    <em> numEquations </em>)
  *   FROM <em>dataTable</em>;
  * 

sparse_inmem_iterative_linear_system_final()

sparse_linear_solver_result sparse_inmem_iterative_linear_system_final

(

float8 []

state

)

sparse_inmem_iterative_linear_system_merge_states()

float8 [] sparse_inmem_iterative_linear_system_merge_states	(	float8 []	state1,
		float8 []	state2
	)

sparse_inmem_iterative_linear_system_transition()

float8 [] sparse_inmem_iterative_linear_system_transition	(	float8 []	state,
		integer	row_id,
		integer	col_id,
		float8	value,
		float8	b,
		integer	num_eqs,
		integer	num_vars,
		integer	nnz,
		integer	algorithm,
		integer	maxiter,
		float8	termtoler
	)