diff options
author | Desire NUENTSA <desire.nuentsa_wakam@inria.fr> | 2013-01-25 18:17:17 +0100 |
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committer | Desire NUENTSA <desire.nuentsa_wakam@inria.fr> | 2013-01-25 18:17:17 +0100 |
commit | 81d4bfa8d9c9f17a58d827956f7d529085151afe (patch) | |
tree | 5eb0170dfcf48ad9b9a5aa3ebd3d5ffe134e5935 /Eigen/src | |
parent | 7282a45a0aacf6ba08062d12a7111feeff2484df (diff) |
add support for solving with sparse right hand side
Diffstat (limited to 'Eigen/src')
-rw-r--r-- | Eigen/src/PaStiXSupport/PaStiXSupport.h | 23 | ||||
-rw-r--r-- | Eigen/src/PardisoSupport/PardisoSupport.h | 25 | ||||
-rw-r--r-- | Eigen/src/SparseCholesky/SimplicialCholesky.h | 23 | ||||
-rw-r--r-- | Eigen/src/SuperLUSupport/SuperLUSupport.h | 18 | ||||
-rw-r--r-- | Eigen/src/UmfPackSupport/UmfPackSupport.h | 21 | ||||
-rw-r--r-- | Eigen/src/misc/SparseSolve.h | 17 |
6 files changed, 40 insertions, 87 deletions
diff --git a/Eigen/src/PaStiXSupport/PaStiXSupport.h b/Eigen/src/PaStiXSupport/PaStiXSupport.h index 82e137c64..a955287d1 100644 --- a/Eigen/src/PaStiXSupport/PaStiXSupport.h +++ b/Eigen/src/PaStiXSupport/PaStiXSupport.h @@ -157,27 +157,6 @@ class PastixBase : internal::noncopyable template<typename Rhs,typename Dest> bool _solve (const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const; - /** \internal */ - template<typename Rhs, typename DestScalar, int DestOptions, typename DestIndex> - void _solve_sparse(const Rhs& b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const - { - eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()"); - eigen_assert(rows()==b.rows()); - - // we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix. - static const int NbColsAtOnce = 1; - int rhsCols = b.cols(); - int size = b.rows(); - Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmp(size,rhsCols); - for(int k=0; k<rhsCols; k+=NbColsAtOnce) - { - int actualCols = std::min<int>(rhsCols-k, NbColsAtOnce); - tmp.leftCols(actualCols) = b.middleCols(k,actualCols); - tmp.leftCols(actualCols) = derived().solve(tmp.leftCols(actualCols)); - dest.middleCols(k,actualCols) = tmp.leftCols(actualCols).sparseView(); - } - } - Derived& derived() { return *static_cast<Derived*>(this); @@ -731,7 +710,7 @@ struct sparse_solve_retval<PastixBase<_MatrixType>, Rhs> template<typename Dest> void evalTo(Dest& dst) const { - dec()._solve_sparse(rhs(),dst); + this->defaultEvalTo(dst); } }; diff --git a/Eigen/src/PardisoSupport/PardisoSupport.h b/Eigen/src/PardisoSupport/PardisoSupport.h index d623bf518..1c48f0df7 100644 --- a/Eigen/src/PardisoSupport/PardisoSupport.h +++ b/Eigen/src/PardisoSupport/PardisoSupport.h @@ -206,29 +206,6 @@ class PardisoImpl template<typename BDerived, typename XDerived> bool _solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>& x) const; - /** \internal */ - template<typename Rhs, typename DestScalar, int DestOptions, typename DestIndex> - void _solve_sparse(const Rhs& b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const - { - eigen_assert(m_size==b.rows()); - - // we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix. - static const int NbColsAtOnce = 4; - int rhsCols = b.cols(); - int size = b.rows(); - // Pardiso cannot solve in-place, - // so we need two temporaries - Eigen::Matrix<DestScalar,Dynamic,Dynamic,ColMajor> tmp_rhs(size,rhsCols); - Eigen::Matrix<DestScalar,Dynamic,Dynamic,ColMajor> tmp_res(size,rhsCols); - for(int k=0; k<rhsCols; k+=NbColsAtOnce) - { - int actualCols = std::min<int>(rhsCols-k, NbColsAtOnce); - tmp_rhs.leftCols(actualCols) = b.middleCols(k,actualCols); - tmp_res.leftCols(actualCols) = derived().solve(tmp_rhs.leftCols(actualCols)); - dest.middleCols(k,actualCols) = tmp_res.leftCols(actualCols).sparseView(); - } - } - protected: void pardisoRelease() { @@ -604,7 +581,7 @@ struct sparse_solve_retval<PardisoImpl<Derived>, Rhs> template<typename Dest> void evalTo(Dest& dst) const { - dec().derived()._solve_sparse(rhs(),dst); + this->defaultEvalTo(dst); } }; diff --git a/Eigen/src/SparseCholesky/SimplicialCholesky.h b/Eigen/src/SparseCholesky/SimplicialCholesky.h index 51f6fe9ef..59bddb1e4 100644 --- a/Eigen/src/SparseCholesky/SimplicialCholesky.h +++ b/Eigen/src/SparseCholesky/SimplicialCholesky.h @@ -215,27 +215,6 @@ class SimplicialCholeskyBase : internal::noncopyable dest = m_Pinv * dest; } - /** \internal */ - template<typename Rhs, typename DestScalar, int DestOptions, typename DestIndex> - void _solve_sparse(const Rhs& b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const - { - eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()"); - eigen_assert(m_matrix.rows()==b.rows()); - - // we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix. - static const int NbColsAtOnce = 4; - int rhsCols = b.cols(); - int size = b.rows(); - Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmp(size,rhsCols); - for(int k=0; k<rhsCols; k+=NbColsAtOnce) - { - int actualCols = std::min<int>(rhsCols-k, NbColsAtOnce); - tmp.leftCols(actualCols) = b.middleCols(k,actualCols); - tmp.leftCols(actualCols) = derived().solve(tmp.leftCols(actualCols)); - dest.middleCols(k,actualCols) = tmp.leftCols(actualCols).sparseView(); - } - } - #endif // EIGEN_PARSED_BY_DOXYGEN protected: @@ -864,7 +843,7 @@ struct sparse_solve_retval<SimplicialCholeskyBase<Derived>, Rhs> template<typename Dest> void evalTo(Dest& dst) const { - dec().derived()._solve_sparse(rhs(),dst); + this->defaultEvalTo(dst); } }; diff --git a/Eigen/src/SuperLUSupport/SuperLUSupport.h b/Eigen/src/SuperLUSupport/SuperLUSupport.h index cd6c4b91f..3034c7af5 100644 --- a/Eigen/src/SuperLUSupport/SuperLUSupport.h +++ b/Eigen/src/SuperLUSupport/SuperLUSupport.h @@ -353,14 +353,14 @@ class SuperLUBase : internal::noncopyable * * \sa compute() */ -// template<typename Rhs> -// inline const internal::sparse_solve_retval<SuperLU, Rhs> solve(const SparseMatrixBase<Rhs>& b) const -// { -// eigen_assert(m_isInitialized && "SuperLU is not initialized."); -// eigen_assert(rows()==b.rows() -// && "SuperLU::solve(): invalid number of rows of the right hand side matrix b"); -// return internal::sparse_solve_retval<SuperLU, Rhs>(*this, b.derived()); -// } + template<typename Rhs> + inline const internal::sparse_solve_retval<SuperLUBase, Rhs> solve(const SparseMatrixBase<Rhs>& b) const + { + eigen_assert(m_isInitialized && "SuperLU is not initialized."); + eigen_assert(rows()==b.rows() + && "SuperLU::solve(): invalid number of rows of the right hand side matrix b"); + return internal::sparse_solve_retval<SuperLUBase, Rhs>(*this, b.derived()); + } /** Performs a symbolic decomposition on the sparcity of \a matrix. * @@ -1015,7 +1015,7 @@ struct sparse_solve_retval<SuperLUBase<_MatrixType,Derived>, Rhs> template<typename Dest> void evalTo(Dest& dst) const { - dec().derived()._solve(rhs(),dst); + this->defaultEvalTo(dst); } }; diff --git a/Eigen/src/UmfPackSupport/UmfPackSupport.h b/Eigen/src/UmfPackSupport/UmfPackSupport.h index 22d049089..d85b8be85 100644 --- a/Eigen/src/UmfPackSupport/UmfPackSupport.h +++ b/Eigen/src/UmfPackSupport/UmfPackSupport.h @@ -215,14 +215,14 @@ class UmfPackLU : internal::noncopyable * * \sa compute() */ -// template<typename Rhs> -// inline const internal::sparse_solve_retval<UmfPAckLU, Rhs> solve(const SparseMatrixBase<Rhs>& b) const -// { -// eigen_assert(m_isInitialized && "UmfPAckLU is not initialized."); -// eigen_assert(rows()==b.rows() -// && "UmfPAckLU::solve(): invalid number of rows of the right hand side matrix b"); -// return internal::sparse_solve_retval<UmfPAckLU, Rhs>(*this, b.derived()); -// } + template<typename Rhs> + inline const internal::sparse_solve_retval<UmfPackLU, Rhs> solve(const SparseMatrixBase<Rhs>& b) const + { + eigen_assert(m_isInitialized && "UmfPackLU is not initialized."); + eigen_assert(rows()==b.rows() + && "UmfPackLU::solve(): invalid number of rows of the right hand side matrix b"); + return internal::sparse_solve_retval<UmfPackLU, Rhs>(*this, b.derived()); + } /** Performs a symbolic decomposition on the sparcity of \a matrix. * @@ -381,7 +381,8 @@ bool UmfPackLU<MatrixType>::_solve(const MatrixBase<BDerived> &b, MatrixBase<XDe const int rhsCols = b.cols(); eigen_assert((BDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major rhs yet"); eigen_assert((XDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major result yet"); - + eigen_assert(b.derived().data() != x.derived().data() && " Umfpack does not support inplace solve"); + int errorCode; for (int j=0; j<rhsCols; ++j) { @@ -420,7 +421,7 @@ struct sparse_solve_retval<UmfPackLU<_MatrixType>, Rhs> template<typename Dest> void evalTo(Dest& dst) const { - dec()._solve(rhs(),dst); + this->defaultEvalTo(dst); } }; diff --git a/Eigen/src/misc/SparseSolve.h b/Eigen/src/misc/SparseSolve.h index 272c4a479..244bb8ec7 100644 --- a/Eigen/src/misc/SparseSolve.h +++ b/Eigen/src/misc/SparseSolve.h @@ -47,6 +47,23 @@ template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_b } protected: + template<typename DestScalar, int DestOptions, typename DestIndex> + inline void defaultEvalTo(SparseMatrix<DestScalar,DestOptions,DestIndex>& dst) const + { + // we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix. + static const int NbColsAtOnce = 4; + int rhsCols = m_rhs.cols(); + int size = m_rhs.rows(); + Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmp(size,rhsCols); + Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmpX(size,rhsCols); + for(int k=0; k<rhsCols; k+=NbColsAtOnce) + { + int actualCols = std::min<int>(rhsCols-k, NbColsAtOnce); + tmp.leftCols(actualCols) = m_rhs.middleCols(k,actualCols); + tmpX.leftCols(actualCols) = m_dec.solve(tmp.leftCols(actualCols)); + dst.middleCols(k,actualCols) = tmpX.leftCols(actualCols).sparseView(); + } + } const DecompositionType& m_dec; typename Rhs::Nested m_rhs; }; |