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authorGravatar Benoit Steiner <benoit.steiner.goog@gmail.com>2016-04-11 17:20:17 -0700
committerGravatar Benoit Steiner <benoit.steiner.goog@gmail.com>2016-04-11 17:20:17 -0700
commitd6e596174d09446236b3f398d8ec39148c638ed9 (patch)
treeccb4116b05dc11d7931bac0129fd1394abe1e0b0 /Eigen/src/CholmodSupport/CholmodSupport.h
parent3ca1ae2bb761d7738bcdad885639f422a6b7c914 (diff)
parent833efb39bfe4957934982112fe435ab30a0c3b4f (diff)
Pull latest updates from upstream
Diffstat (limited to 'Eigen/src/CholmodSupport/CholmodSupport.h')
-rw-r--r--Eigen/src/CholmodSupport/CholmodSupport.h70
1 files changed, 61 insertions, 9 deletions
diff --git a/Eigen/src/CholmodSupport/CholmodSupport.h b/Eigen/src/CholmodSupport/CholmodSupport.h
index 06421d5ed..b8020a92c 100644
--- a/Eigen/src/CholmodSupport/CholmodSupport.h
+++ b/Eigen/src/CholmodSupport/CholmodSupport.h
@@ -78,7 +78,7 @@ cholmod_sparse viewAsCholmod(SparseMatrix<_Scalar,_Options,_StorageIndex>& mat)
{
res.itype = CHOLMOD_INT;
}
- else if (internal::is_same<_StorageIndex,SuiteSparse_long>::value)
+ else if (internal::is_same<_StorageIndex,long>::value)
{
res.itype = CHOLMOD_LONG;
}
@@ -178,14 +178,14 @@ class CholmodBase : public SparseSolverBase<Derived>
public:
CholmodBase()
- : m_cholmodFactor(0), m_info(Success)
+ : m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false)
{
m_shiftOffset[0] = m_shiftOffset[1] = RealScalar(0.0);
cholmod_start(&m_cholmod);
}
explicit CholmodBase(const MatrixType& matrix)
- : m_cholmodFactor(0), m_info(Success)
+ : m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false)
{
m_shiftOffset[0] = m_shiftOffset[1] = RealScalar(0.0);
cholmod_start(&m_cholmod);
@@ -273,9 +273,10 @@ class CholmodBase : public SparseSolverBase<Derived>
const Index size = m_cholmodFactor->n;
EIGEN_UNUSED_VARIABLE(size);
eigen_assert(size==b.rows());
+
+ // Cholmod needs column-major stoarge without inner-stride, which corresponds to the default behavior of Ref.
+ Ref<const Matrix<typename Rhs::Scalar,Dynamic,Dynamic,ColMajor> > b_ref(b.derived());
- // note: cd stands for Cholmod Dense
- Rhs& b_ref(b.const_cast_derived());
cholmod_dense b_cd = viewAsCholmod(b_ref);
cholmod_dense* x_cd = cholmod_solve(CHOLMOD_A, m_cholmodFactor, &b_cd, &m_cholmod);
if(!x_cd)
@@ -327,6 +328,57 @@ class CholmodBase : public SparseSolverBase<Derived>
return derived();
}
+ /** \returns the determinant of the underlying matrix from the current factorization */
+ Scalar determinant() const
+ {
+ using std::exp;
+ return exp(logDeterminant());
+ }
+
+ /** \returns the log determinant of the underlying matrix from the current factorization */
+ Scalar logDeterminant() const
+ {
+ using std::log;
+ using numext::real;
+ eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
+
+ RealScalar logDet = 0;
+ Scalar *x = static_cast<Scalar*>(m_cholmodFactor->x);
+ if (m_cholmodFactor->is_super)
+ {
+ // Supernodal factorization stored as a packed list of dense column-major blocs,
+ // as described by the following structure:
+
+ // super[k] == index of the first column of the j-th super node
+ StorageIndex *super = static_cast<StorageIndex*>(m_cholmodFactor->super);
+ // pi[k] == offset to the description of row indices
+ StorageIndex *pi = static_cast<StorageIndex*>(m_cholmodFactor->pi);
+ // px[k] == offset to the respective dense block
+ StorageIndex *px = static_cast<StorageIndex*>(m_cholmodFactor->px);
+
+ Index nb_super_nodes = m_cholmodFactor->nsuper;
+ for (Index k=0; k < nb_super_nodes; ++k)
+ {
+ StorageIndex ncols = super[k + 1] - super[k];
+ StorageIndex nrows = pi[k + 1] - pi[k];
+
+ Map<const Array<Scalar,1,Dynamic>, 0, InnerStride<> > sk(x + px[k], ncols, InnerStride<>(nrows+1));
+ logDet += sk.real().log().sum();
+ }
+ }
+ else
+ {
+ // Simplicial factorization stored as standard CSC matrix.
+ StorageIndex *p = static_cast<StorageIndex*>(m_cholmodFactor->p);
+ Index size = m_cholmodFactor->n;
+ for (Index k=0; k<size; ++k)
+ logDet += log(real( x[p[k]] ));
+ }
+ if (m_cholmodFactor->is_ll)
+ logDet *= 2.0;
+ return logDet;
+ };
+
template<typename Stream>
void dumpMemory(Stream& /*s*/)
{}
@@ -358,7 +410,7 @@ class CholmodBase : public SparseSolverBase<Derived>
*
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
*
- * \sa \ref TutorialSparseDirectSolvers, class CholmodSupernodalLLT, class SimplicialLLT
+ * \sa \ref TutorialSparseSolverConcept, class CholmodSupernodalLLT, class SimplicialLLT
*/
template<typename _MatrixType, int _UpLo = Lower>
class CholmodSimplicialLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT<_MatrixType, _UpLo> >
@@ -407,7 +459,7 @@ class CholmodSimplicialLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimpl
*
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
*
- * \sa \ref TutorialSparseDirectSolvers, class CholmodSupernodalLLT, class SimplicialLDLT
+ * \sa \ref TutorialSparseSolverConcept, class CholmodSupernodalLLT, class SimplicialLDLT
*/
template<typename _MatrixType, int _UpLo = Lower>
class CholmodSimplicialLDLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT<_MatrixType, _UpLo> >
@@ -454,7 +506,7 @@ class CholmodSimplicialLDLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimp
*
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
*
- * \sa \ref TutorialSparseDirectSolvers
+ * \sa \ref TutorialSparseSolverConcept
*/
template<typename _MatrixType, int _UpLo = Lower>
class CholmodSupernodalLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT<_MatrixType, _UpLo> >
@@ -503,7 +555,7 @@ class CholmodSupernodalLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSuper
*
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
*
- * \sa \ref TutorialSparseDirectSolvers
+ * \sa \ref TutorialSparseSolverConcept
*/
template<typename _MatrixType, int _UpLo = Lower>
class CholmodDecomposition : public CholmodBase<_MatrixType, _UpLo, CholmodDecomposition<_MatrixType, _UpLo> >