diff options
author | Desire NUENTSA <desire.nuentsa_wakam@inria.fr> | 2012-06-12 18:19:59 +0200 |
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committer | Desire NUENTSA <desire.nuentsa_wakam@inria.fr> | 2012-06-12 18:19:59 +0200 |
commit | c0ad1094995e28a2d564e83a2ca1c6b76cfbd536 (patch) | |
tree | 2e9ec18c5734e9dc052bd035427d509bb580997a /Eigen/src/SparseLU/SparseLU.h | |
parent | bccf64d34281066da48cf2da29fd61f7ed703025 (diff) |
Checking Data structures and function prototypes
Diffstat (limited to 'Eigen/src/SparseLU/SparseLU.h')
-rw-r--r-- | Eigen/src/SparseLU/SparseLU.h | 126 |
1 files changed, 77 insertions, 49 deletions
diff --git a/Eigen/src/SparseLU/SparseLU.h b/Eigen/src/SparseLU/SparseLU.h index a4b4fa98b..36b1ce570 100644 --- a/Eigen/src/SparseLU/SparseLU.h +++ b/Eigen/src/SparseLU/SparseLU.h @@ -27,19 +27,12 @@ #define EIGEN_SPARSE_LU namespace Eigen { - -template <typename _MatrixType> -class SparseLU; -#include <Ordering.h> + +// Data structure needed by all routines #include <SparseLU_Structs.h> -#include <SparseLU_Memory.h> -#include <SparseLU_Utils.h> -#include <SuperNodalMatrix.h> +#include <SparseLU_Matrix.h> -#include <SparseLU_Coletree.h> -#include <SparseLU_heap_relax_snode.h> -#include <SparseLU_relax_snode.h> /** * \ingroup SparseLU_Module * \brief Sparse supernodal LU factorization for general matrices @@ -62,7 +55,7 @@ class SparseLU typedef Matrix<Index,Dynamic,1> IndexVector; typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType; public: - SparseLU():m_isInitialized(true),m_symmetricmode(false),m_fact(DOFACT),m_diagpivotthresh(1.0) + SparseLU():m_isInitialized(true),m_symmetricmode(false),m_diagpivotthresh(1.0) { initperfvalues(); } @@ -106,7 +99,7 @@ class SparseLU } - /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + /** \returns the solution X of \f$ A X = b \f$ using the current decomposition of A. * * \sa compute() */ @@ -122,20 +115,34 @@ class SparseLU protected: // Functions void initperfvalues(); - template <typename IndexVector, typename ScalarVector> - int LU_snode_dfs(const int jcol, const int kcol, const IndexVector* asub, - const IndexVector* colptr, IndexVector& xprune, IndexVector& marker, LU_GlobalLU_t& glu); - - template <typename Index, typename ScalarVector> + int LU_snode_dfs(const int jcol, const int kcol, const IndexVector* asub, + const IndexVector* colptr, IndexVector& xprune, IndexVector& marker, LU_GlobalLU_t& glu); int LU_dsnode_bmod (const Index jcol, const Index jsupno, const Index fsupc, - ScalarVector& dense, ScalarVector& tempv, LU_GlobalLu_t& Glu); + ScalarVector& dense, LU_GlobalLU_t& Glu); + int LU_pivotL(const int jcol, const RealScalar diagpivotthresh, IndexVector& perm_r, + IndexVector& iperm_c, int& pivrow, GlobalLU_t& Glu); + void LU_panel_dfs(const int m, const int w, const int jcol, MatrixType& A, + IndexVector& perm_r, int& nseg, ScalarVector& dense, IndexVector& panel_lsub, + IndexVector& segrep, IndexVector& repfnz, IndexVector& xprune, IndexVector& marker, + IndexVector& parent, IndexVector& xplore, LU_GlobalLU_t& Glu); + void LU_panel_bmod(const int m, const int w, const int jcol, const int nseg, + ScalarVector& dense, ScalarVector& tempv, IndexVector& segrep, + IndexVector& repfnz, LU_GlobalLU_t& glu); + int LU_column_dfs(const int m, const int jcol, IndexVector& perm_r, IndexVector& nseg, + IndexVector& lsub_col, IndexVector& segrep, IndexVector& repfnz, + IndexVector& xprune, IndexVector& marker, IndexVector& parent, IndexVector& xplore, LU_GlobalLU_t& glu); + int LU_column_bmod(const int jcol, const int nseg, ScalarVector& dense, ScalarVector& tempv, + IndexVector& segrep, IndexVector& repfnz, int fpanelc, LU_GlobalLU_t& Glu); + int LU_copy_to_ucol(const int jcol, const int nseg, IndexVector& segrep, IndexVector& repfnz, + IndexVector& perm_r, ScalarVector& dense, LU_GlobalLU_t& glu); + void LU_pruneL(const int jcol, const IndexVector& perm_r, const int pivrow, const int nseg, + const IndexVector& segrep, IndexVector& repfnz, IndexVector& xprune, GlobalLU_t& Glu) // Variables mutable ComputationInfo m_info; bool m_isInitialized; bool m_factorizationIsOk; bool m_analysisIsOk; - fact_t m_fact; NCMatrix m_mat; // The input (permuted ) matrix SCMatrix m_Lstore; // The lower triangular matrix (supernodal) NCMatrix m_Ustore; // The upper triangular matrix @@ -146,7 +153,8 @@ class SparseLU ScalarVector m_work; // Scalar work vector IndexVector m_iwork; //Index work vector static LU_GlobalLU_t m_glu; // persistent data to facilitate multiple factors - // should be defined as a class member + // FIXME All fields of this struct can be defined separately as class members + // SuperLU/SparseLU options bool m_symmetricmode; @@ -179,7 +187,10 @@ void SparseLU::initperfvalues() m_fillfactor = 20; } - +// Functions needed by the anaysis phase +#include <SparseLU_Coletree.h> +// Ordering interface +#include <Ordering.h> /** * Compute the column permutation to minimize the fill-in (file amd.c ) * @@ -206,7 +217,7 @@ void SparseLU::analyzePattern(const MatrixType& mat) // Apply the permutation to the column of the input matrix - m_mat = mat * m_perm_c; //FIXME Check if this is valid, check as well how to permute only the index + m_mat = mat * m_perm_c; // Compute the column elimination tree of the permuted matrix if (m_etree.size() == 0) m_etree.resize(m_mat.cols()); @@ -234,6 +245,21 @@ void SparseLU::analyzePattern(const MatrixType& mat) m_analysisIsok = true; } +// Functions needed by the numerical factorization phase +#include <SparseLU_Memory.h> +#include <SparseLU_heap_relax_snode.h> +#include <SparseLU_relax_snode.h> +#include <SparseLU_snode_dfs.h> +#include <SparseLU_snode_bmod.h> +#include <SparseLU_pivotL.h> +#include <SparseLU_panel_dfs.h> +#include <SparseLU_panel_bmod.h> +#include <SparseLU_column_dfs.h> +#include <SparseLU_column_bmod.h> +#include <SparseLU_copy_to_ucol.h> +#include <SparseLU_pruneL.h> +#include <SparseLU_Utils.h> + /** * - Numerical factorization * - Interleaved with the symbolic factorization @@ -284,7 +310,7 @@ void SparseLU::factorize(const MatrixType& matrix) idx += m; VectorBlock<IndexVector> xplore(m_iwork, idx, m); idx += m; - VectorBlock<IndexVector> repnfnz(m_iwork, idx, maxpanel); + VectorBlock<IndexVector> repfnz(m_iwork, idx, maxpanel); idx += maxpanel; VectorBlock<IndexVector> panel_lsub(m_iwork, idx, maxpanel) idx += maxpanel; @@ -324,8 +350,6 @@ void SparseLU::factorize(const MatrixType& matrix) supno(0) = IND_EMPTY; xsup(0) = xlsub(0) = xusub(0) = xlusup(0) = 0; - int panel_size = m_panel_size; - int wdef = m_panel_size; // upper bound on panel width // Work on one 'panel' at a time. A panel is one of the following : // (a) a relaxed supernode at the bottom of the etree, or @@ -348,9 +372,9 @@ void SparseLU::factorize(const MatrixType& matrix) info = LU_snode_dfs(jcol, kcol, m_mat.innerIndexPtr(), m_mat.outerIndexPtr(), xprune, marker); if ( info ) { + std::cerr << "MEMORY ALLOCATION FAILED IN SNODE_DFS() \n"; m_info = NumericalIssue; m_factorizationIsOk = false; - std::cerr << "MEMORY ALLOCATION FAILED IN SNODE_DFS() \n"; return; } nextu = xusub(jcol); //starting location of column jcol in ucol @@ -377,13 +401,14 @@ void SparseLU::factorize(const MatrixType& matrix) dense(it.row()) = it.val(); // Numeric update within the snode - LU_snode_bmod(icol, jsupno, fsupc, dense, tempv); + LU_snode_bmod(icol, jsupno, fsupc, dense, glu); // Eliminate the current column info = LU_pivotL(icol, m_diagpivotthresh, m_perm_r, m_iperm_c, pivrow, m_glu); if ( info ) { m_info = NumericalIssue; + std::cerr<< "THE MATRIX IS STRUCTURALLY SINGULAR ... ZERO COLUMN AT " << info <<std::endl; m_factorizationIsOk = false; return; } @@ -394,7 +419,7 @@ void SparseLU::factorize(const MatrixType& matrix) { // Work on one panel of panel_size columns // Adjust panel size so that a panel won't overlap with the next relaxed snode. - panel_size = w_def; + int panel_size = wdef; // upper bound on panel width for (k = jcol + 1; k < std::min(jcol+panel_size, n); k++) { if (relax_end(k) != IND_EMPTY) @@ -419,31 +444,33 @@ void SparseLU::factorize(const MatrixType& matrix) nseg = nseg1; // begin after all the panel segments //Depth-first-search for the current column - VectorBlock<IndexVector> panel_lsubk(panel_lsub, k, m); //FIXME - VectorBlock<IndexVector> repfnz_k(repfnz, k, m); //FIXME + VectorBlock<IndexVector> panel_lsubk(panel_lsub, k, m); + VectorBlock<IndexVector> repfnz_k(repfnz, k, m); info = LU_column_dfs(m, jj, perm_r, nseg, panel_lsub(k), segrep, repfnz_k, xprune, marker, parent, xplore, m_glu); if ( !info ) { + std::cerr << "UNABLE TO EXPAND MEMORY IN COLUMN_DFS() \n"; m_info = NumericalIssue; m_factorizationIsOk = false; return; } // Numeric updates to this column - VectorBlock<IndexVector> dense_k(dense, k, m); //FIXME - VectorBlock<IndexVector> segrep_k(segrep, nseg1, m) // FIXME Check the length + VectorBlock<IndexVector> dense_k(dense, k, m); + VectorBlock<IndexVector> segrep_k(segrep, nseg1, m); info = LU_column_bmod(jj, (nseg - nseg1), dense_k, tempv, segrep_k, repfnz_k, jcol, m_glu); if ( info ) { + std::cerr << "UNABLE TO EXPAND MEMORY IN COLUMN_BMOD() \n"; m_info = NumericalIssue; m_factorizationIsOk = false; return; } // Copy the U-segments to ucol(*) - //FIXME Check that repfnz_k, dense_k... have stored references to modified columns info = LU_copy_to_col(jj, nseg, segrep, repfnz_k, perm_r, dense_k, m_glu); if ( info ) { + std::cerr << "UNABLE TO EXPAND MEMORY IN COPY_TO_UCOL() \n"; m_info = NumericalIssue; m_factorizationIsOk = false; return; @@ -453,6 +480,7 @@ void SparseLU::factorize(const MatrixType& matrix) info = LU_pivotL(jj, m_diagpivotthresh, m_perm_r, iperm_c, pivrow, m_glu); if ( info ) { + std::cerr<< "THE MATRIX IS STRUCTURALLY SINGULAR ... ZERO COLUMN AT " << info <<std::endl; m_info = NumericalIssue; m_factorizationIsOk = false; return; @@ -472,7 +500,7 @@ void SparseLU::factorize(const MatrixType& matrix) } // end else } // end for -- end elimination - // Adjust row permutation in the case of rectangular matrices + // Adjust row permutation in the case of rectangular matrices... Deprecated if (m > n ) { k = 0; @@ -504,18 +532,18 @@ void SparseLU::factorize(const MatrixType& matrix) } template<typename Rhs, typename Dest> -bool SparseLU::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const +bool SparseLU::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &X) const { eigen_assert(m_isInitialized && "The matrix should be factorized first"); EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES); - x = b; /* on return, x is overwritten by the computed solution */ + X = b; /* on return, X is overwritten by the computed solution */ int nrhs = b.cols(); // Permute the right hand side to form Pr*B - x = m_perm_r * x; + X = m_perm_r * X; // Forward solve PLy = Pb; Index fsupc; // First column of the current supernode @@ -547,7 +575,7 @@ bool SparseLU::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const { irow = m_Lstore.rowIndex()[iptr]; ++luptr; - x(irow, j) -= x(fsupc, j) * Lval[luptr]; + X(irow, j) -= X(fsupc, j) * Lval[luptr]; } } } @@ -558,8 +586,8 @@ bool SparseLU::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const // Triangular solve luptr = m_Lstore.colIndexPtr()[fsupc]; //FIXME Should be outside the loop Map<Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > A( &(Lval[luptr]), nsupc, nsupc, OuterStride<>(nsupr) ); -// Map<Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride > u( &(x(fsupc,0)), nsupc, nrhs, OuterStride<>(x.rows()) ); - Matrix<Scalar,Dynamic,Dynamic>& u = x.block(fsupc, 0, nsupc, nrhs); //FIXME Check this +// Map<Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride > u( &(X(fsupc,0)), nsupc, nrhs, OuterStride<>(X.rows()) ); + Matrix<Scalar,Dynamic,Dynamic>& u = X.block(fsupc, 0, nsupc, nrhs); //FIXME Check this u = A.triangularView<Lower>().solve(u); // Matrix-vector product @@ -573,7 +601,7 @@ bool SparseLU::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const for (i = 0; i < nrow; i++) { irow = m_Lstore.rowIndex()[iptr]; - x(irow, j) -= work(i, j); // Scatter operation + X(irow, j) -= work(i, j); // Scatter operation work(i, j) = Scalar(0); iptr++; } @@ -594,13 +622,13 @@ bool SparseLU::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const { for (j = 0; j < nrhs; j++) { - x(fsupc, j) /= Lval[luptr]; + X(fsupc, j) /= Lval[luptr]; } } else { Map<Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > A( &(Lval[luptr]), nsupc, nsupc, OuterStride<>(nsupr) ); - Matrix<Scalar,Dynamic,Dynamic>& u = x.block(fsupc, 0, nsupc, nrhs); + Matrix<Scalar,Dynamic,Dynamic>& u = X.block(fsupc, 0, nsupc, nrhs); u = A.triangularView<Upper>().solve(u); } @@ -608,17 +636,17 @@ bool SparseLU::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const { for (jcol = fsupc; jcol < fsupc + nsupc; jcol++) { - for (i = m_Ustore.outerIndexPtr()[jcol]; i < m_Ustore.outerIndexPtr()[jcol]; i++) - { - irow = m_Ustore.InnerIndices()[i]; - x(irow, j) -= x(irow, jcol) * m_Ustore.Values()[i]; - } + for (i = m_Ustore.outerIndexPtr()[jcol]; i < m_Ustore.outerIndexPtr()[jcol]; i++) + { + irow = m_Ustore.InnerIndices()[i]; + X(irow, j) -= X(irow, jcol) * m_Ustore.Values()[i]; + } } } } // End For U-solve // Permute back the solution - x = x * m_perm_c; + X = m_perm_c * X; return true; } |