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authorGravatar Gael Guennebaud <g.gael@free.fr>2011-11-12 14:11:27 +0100
committerGravatar Gael Guennebaud <g.gael@free.fr>2011-11-12 14:11:27 +0100
commit53fa8517245e0136c83b77526b05ce67de232a56 (patch)
tree99dd17062c742eabfc3626a04c38fd6f72e43bc4 /unsupported/Eigen/src/SparseExtra
parentdcb66d6b403ed2c4341fdb091f2ef22b73ea8b8a (diff)
move sparse solvers from unsupported/ to main Eigen/ and remove the "not stable yet" warning
Diffstat (limited to 'unsupported/Eigen/src/SparseExtra')
-rw-r--r--unsupported/Eigen/src/SparseExtra/Amd.h448
-rw-r--r--unsupported/Eigen/src/SparseExtra/CholmodSupport.h399
-rw-r--r--unsupported/Eigen/src/SparseExtra/CholmodSupportLegacy.h520
-rw-r--r--unsupported/Eigen/src/SparseExtra/SimplicialCholesky.h802
-rw-r--r--unsupported/Eigen/src/SparseExtra/Solve.h122
-rw-r--r--unsupported/Eigen/src/SparseExtra/SuperLUSupport.h989
-rw-r--r--unsupported/Eigen/src/SparseExtra/SuperLUSupportLegacy.h407
-rw-r--r--unsupported/Eigen/src/SparseExtra/UmfPackSupport.h406
-rw-r--r--unsupported/Eigen/src/SparseExtra/UmfPackSupportLegacy.h257
9 files changed, 0 insertions, 4350 deletions
diff --git a/unsupported/Eigen/src/SparseExtra/Amd.h b/unsupported/Eigen/src/SparseExtra/Amd.h
deleted file mode 100644
index 3cf8bd1e1..000000000
--- a/unsupported/Eigen/src/SparseExtra/Amd.h
+++ /dev/null
@@ -1,448 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
-
-/*
-
-NOTE: this routine has been adapted from the CSparse library:
-
-Copyright (c) 2006, Timothy A. Davis.
-http://www.cise.ufl.edu/research/sparse/CSparse
-
-CSparse is free software; you can redistribute it and/or
-modify it under the terms of the GNU Lesser General Public
-License as published by the Free Software Foundation; either
-version 2.1 of the License, or (at your option) any later version.
-
-CSparse is distributed in the hope that it will be useful,
-but WITHOUT ANY WARRANTY; without even the implied warranty of
-MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
-Lesser General Public License for more details.
-
-You should have received a copy of the GNU Lesser General Public
-License along with this Module; if not, write to the Free Software
-Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
-
-*/
-
-#ifndef EIGEN_SPARSE_AMD_H
-#define EIGEN_SPARSE_AMD_H
-
-namespace internal {
-
-
-#define CS_FLIP(i) (-(i)-2)
-#define CS_UNFLIP(i) (((i) < 0) ? CS_FLIP(i) : (i))
-#define CS_MARKED(w,j) (w[j] < 0)
-#define CS_MARK(w,j) { w[j] = CS_FLIP (w[j]); }
-
-/* clear w */
-template<typename Index>
-static int cs_wclear (Index mark, Index lemax, Index *w, Index n)
-{
- Index k;
- if(mark < 2 || (mark + lemax < 0))
- {
- for(k = 0; k < n; k++)
- if(w[k] != 0)
- w[k] = 1;
- mark = 2;
- }
- return (mark); /* at this point, w[0..n-1] < mark holds */
-}
-
-/* depth-first search and postorder of a tree rooted at node j */
-template<typename Index>
-Index cs_tdfs(Index j, Index k, Index *head, const Index *next, Index *post, Index *stack)
-{
- int i, p, top = 0;
- if(!head || !next || !post || !stack) return (-1); /* check inputs */
- stack[0] = j; /* place j on the stack */
- while (top >= 0) /* while (stack is not empty) */
- {
- p = stack[top]; /* p = top of stack */
- i = head[p]; /* i = youngest child of p */
- if(i == -1)
- {
- top--; /* p has no unordered children left */
- post[k++] = p; /* node p is the kth postordered node */
- }
- else
- {
- head[p] = next[i]; /* remove i from children of p */
- stack[++top] = i; /* start dfs on child node i */
- }
- }
- return k;
-}
-
-
-/** \internal
- * Approximate minimum degree ordering algorithm.
- * \returns the permutation P reducing the fill-in of the input matrix \a C
- * The input matrix \a C must be a selfadjoint compressed column major SparseMatrix object. Both the upper and lower parts have to be stored, but the diagonal entries are optional.
- * On exit the values of C are destroyed */
-template<typename Scalar, typename Index>
-void minimum_degree_ordering(SparseMatrix<Scalar,ColMajor,Index>& C, PermutationMatrix<Dynamic,Dynamic,Index>& perm)
-{
- typedef SparseMatrix<Scalar,ColMajor,Index> CCS;
-
- int d, dk, dext, lemax = 0, e, elenk, eln, i, j, k, k1,
- k2, k3, jlast, ln, dense, nzmax, mindeg = 0, nvi, nvj, nvk, mark, wnvi,
- ok, nel = 0, p, p1, p2, p3, p4, pj, pk, pk1, pk2, pn, q, t;
- unsigned int h;
-
- Index n = C.cols();
- dense = std::max<Index> (16, 10 * sqrt ((double) n)); /* find dense threshold */
- dense = std::min<Index> (n-2, dense);
-
- Index cnz = C.nonZeros();
- perm.resize(n+1);
- t = cnz + cnz/5 + 2*n; /* add elbow room to C */
- C.resizeNonZeros(t);
-
- Index* W = new Index[8*(n+1)]; /* get workspace */
- Index* len = W;
- Index* nv = W + (n+1);
- Index* next = W + 2*(n+1);
- Index* head = W + 3*(n+1);
- Index* elen = W + 4*(n+1);
- Index* degree = W + 5*(n+1);
- Index* w = W + 6*(n+1);
- Index* hhead = W + 7*(n+1);
- Index* last = perm.indices().data(); /* use P as workspace for last */
-
- /* --- Initialize quotient graph ---------------------------------------- */
- Index* Cp = C._outerIndexPtr();
- Index* Ci = C._innerIndexPtr();
- for(k = 0; k < n; k++)
- len[k] = Cp[k+1] - Cp[k];
- len[n] = 0;
- nzmax = t;
-
- for(i = 0; i <= n; i++)
- {
- head[i] = -1; // degree list i is empty
- last[i] = -1;
- next[i] = -1;
- hhead[i] = -1; // hash list i is empty
- nv[i] = 1; // node i is just one node
- w[i] = 1; // node i is alive
- elen[i] = 0; // Ek of node i is empty
- degree[i] = len[i]; // degree of node i
- }
- mark = cs_wclear<Index>(0, 0, w, n); /* clear w */
- elen[n] = -2; /* n is a dead element */
- Cp[n] = -1; /* n is a root of assembly tree */
- w[n] = 0; /* n is a dead element */
-
- /* --- Initialize degree lists ------------------------------------------ */
- for(i = 0; i < n; i++)
- {
- d = degree[i];
- if(d == 0) /* node i is empty */
- {
- elen[i] = -2; /* element i is dead */
- nel++;
- Cp[i] = -1; /* i is a root of assembly tree */
- w[i] = 0;
- }
- else if(d > dense) /* node i is dense */
- {
- nv[i] = 0; /* absorb i into element n */
- elen[i] = -1; /* node i is dead */
- nel++;
- Cp[i] = CS_FLIP (n);
- nv[n]++;
- }
- else
- {
- if(head[d] != -1) last[head[d]] = i;
- next[i] = head[d]; /* put node i in degree list d */
- head[d] = i;
- }
- }
-
- while (nel < n) /* while (selecting pivots) do */
- {
- /* --- Select node of minimum approximate degree -------------------- */
- for(k = -1; mindeg < n && (k = head[mindeg]) == -1; mindeg++) {}
- if(next[k] != -1) last[next[k]] = -1;
- head[mindeg] = next[k]; /* remove k from degree list */
- elenk = elen[k]; /* elenk = |Ek| */
- nvk = nv[k]; /* # of nodes k represents */
- nel += nvk; /* nv[k] nodes of A eliminated */
-
- /* --- Garbage collection ------------------------------------------- */
- if(elenk > 0 && cnz + mindeg >= nzmax)
- {
- for(j = 0; j < n; j++)
- {
- if((p = Cp[j]) >= 0) /* j is a live node or element */
- {
- Cp[j] = Ci[p]; /* save first entry of object */
- Ci[p] = CS_FLIP (j); /* first entry is now CS_FLIP(j) */
- }
- }
- for(q = 0, p = 0; p < cnz; ) /* scan all of memory */
- {
- if((j = CS_FLIP (Ci[p++])) >= 0) /* found object j */
- {
- Ci[q] = Cp[j]; /* restore first entry of object */
- Cp[j] = q++; /* new pointer to object j */
- for(k3 = 0; k3 < len[j]-1; k3++) Ci[q++] = Ci[p++];
- }
- }
- cnz = q; /* Ci[cnz...nzmax-1] now free */
- }
-
- /* --- Construct new element ---------------------------------------- */
- dk = 0;
- nv[k] = -nvk; /* flag k as in Lk */
- p = Cp[k];
- pk1 = (elenk == 0) ? p : cnz; /* do in place if elen[k] == 0 */
- pk2 = pk1;
- for(k1 = 1; k1 <= elenk + 1; k1++)
- {
- if(k1 > elenk)
- {
- e = k; /* search the nodes in k */
- pj = p; /* list of nodes starts at Ci[pj]*/
- ln = len[k] - elenk; /* length of list of nodes in k */
- }
- else
- {
- e = Ci[p++]; /* search the nodes in e */
- pj = Cp[e];
- ln = len[e]; /* length of list of nodes in e */
- }
- for(k2 = 1; k2 <= ln; k2++)
- {
- i = Ci[pj++];
- if((nvi = nv[i]) <= 0) continue; /* node i dead, or seen */
- dk += nvi; /* degree[Lk] += size of node i */
- nv[i] = -nvi; /* negate nv[i] to denote i in Lk*/
- Ci[pk2++] = i; /* place i in Lk */
- if(next[i] != -1) last[next[i]] = last[i];
- if(last[i] != -1) /* remove i from degree list */
- {
- next[last[i]] = next[i];
- }
- else
- {
- head[degree[i]] = next[i];
- }
- }
- if(e != k)
- {
- Cp[e] = CS_FLIP (k); /* absorb e into k */
- w[e] = 0; /* e is now a dead element */
- }
- }
- if(elenk != 0) cnz = pk2; /* Ci[cnz...nzmax] is free */
- degree[k] = dk; /* external degree of k - |Lk\i| */
- Cp[k] = pk1; /* element k is in Ci[pk1..pk2-1] */
- len[k] = pk2 - pk1;
- elen[k] = -2; /* k is now an element */
-
- /* --- Find set differences ----------------------------------------- */
- mark = cs_wclear<Index>(mark, lemax, w, n); /* clear w if necessary */
- for(pk = pk1; pk < pk2; pk++) /* scan 1: find |Le\Lk| */
- {
- i = Ci[pk];
- if((eln = elen[i]) <= 0) continue;/* skip if elen[i] empty */
- nvi = -nv[i]; /* nv[i] was negated */
- wnvi = mark - nvi;
- for(p = Cp[i]; p <= Cp[i] + eln - 1; p++) /* scan Ei */
- {
- e = Ci[p];
- if(w[e] >= mark)
- {
- w[e] -= nvi; /* decrement |Le\Lk| */
- }
- else if(w[e] != 0) /* ensure e is a live element */
- {
- w[e] = degree[e] + wnvi; /* 1st time e seen in scan 1 */
- }
- }
- }
-
- /* --- Degree update ------------------------------------------------ */
- for(pk = pk1; pk < pk2; pk++) /* scan2: degree update */
- {
- i = Ci[pk]; /* consider node i in Lk */
- p1 = Cp[i];
- p2 = p1 + elen[i] - 1;
- pn = p1;
- for(h = 0, d = 0, p = p1; p <= p2; p++) /* scan Ei */
- {
- e = Ci[p];
- if(w[e] != 0) /* e is an unabsorbed element */
- {
- dext = w[e] - mark; /* dext = |Le\Lk| */
- if(dext > 0)
- {
- d += dext; /* sum up the set differences */
- Ci[pn++] = e; /* keep e in Ei */
- h += e; /* compute the hash of node i */
- }
- else
- {
- Cp[e] = CS_FLIP (k); /* aggressive absorb. e->k */
- w[e] = 0; /* e is a dead element */
- }
- }
- }
- elen[i] = pn - p1 + 1; /* elen[i] = |Ei| */
- p3 = pn;
- p4 = p1 + len[i];
- for(p = p2 + 1; p < p4; p++) /* prune edges in Ai */
- {
- j = Ci[p];
- if((nvj = nv[j]) <= 0) continue; /* node j dead or in Lk */
- d += nvj; /* degree(i) += |j| */
- Ci[pn++] = j; /* place j in node list of i */
- h += j; /* compute hash for node i */
- }
- if(d == 0) /* check for mass elimination */
- {
- Cp[i] = CS_FLIP (k); /* absorb i into k */
- nvi = -nv[i];
- dk -= nvi; /* |Lk| -= |i| */
- nvk += nvi; /* |k| += nv[i] */
- nel += nvi;
- nv[i] = 0;
- elen[i] = -1; /* node i is dead */
- }
- else
- {
- degree[i] = std::min<Index> (degree[i], d); /* update degree(i) */
- Ci[pn] = Ci[p3]; /* move first node to end */
- Ci[p3] = Ci[p1]; /* move 1st el. to end of Ei */
- Ci[p1] = k; /* add k as 1st element in of Ei */
- len[i] = pn - p1 + 1; /* new len of adj. list of node i */
- h %= n; /* finalize hash of i */
- next[i] = hhead[h]; /* place i in hash bucket */
- hhead[h] = i;
- last[i] = h; /* save hash of i in last[i] */
- }
- } /* scan2 is done */
- degree[k] = dk; /* finalize |Lk| */
- lemax = std::max<Index>(lemax, dk);
- mark = cs_wclear<Index>(mark+lemax, lemax, w, n); /* clear w */
-
- /* --- Supernode detection ------------------------------------------ */
- for(pk = pk1; pk < pk2; pk++)
- {
- i = Ci[pk];
- if(nv[i] >= 0) continue; /* skip if i is dead */
- h = last[i]; /* scan hash bucket of node i */
- i = hhead[h];
- hhead[h] = -1; /* hash bucket will be empty */
- for(; i != -1 && next[i] != -1; i = next[i], mark++)
- {
- ln = len[i];
- eln = elen[i];
- for(p = Cp[i]+1; p <= Cp[i] + ln-1; p++) w[Ci[p]] = mark;
- jlast = i;
- for(j = next[i]; j != -1; ) /* compare i with all j */
- {
- ok = (len[j] == ln) && (elen[j] == eln);
- for(p = Cp[j] + 1; ok && p <= Cp[j] + ln - 1; p++)
- {
- if(w[Ci[p]] != mark) ok = 0; /* compare i and j*/
- }
- if(ok) /* i and j are identical */
- {
- Cp[j] = CS_FLIP (i); /* absorb j into i */
- nv[i] += nv[j];
- nv[j] = 0;
- elen[j] = -1; /* node j is dead */
- j = next[j]; /* delete j from hash bucket */
- next[jlast] = j;
- }
- else
- {
- jlast = j; /* j and i are different */
- j = next[j];
- }
- }
- }
- }
-
- /* --- Finalize new element------------------------------------------ */
- for(p = pk1, pk = pk1; pk < pk2; pk++) /* finalize Lk */
- {
- i = Ci[pk];
- if((nvi = -nv[i]) <= 0) continue;/* skip if i is dead */
- nv[i] = nvi; /* restore nv[i] */
- d = degree[i] + dk - nvi; /* compute external degree(i) */
- d = std::min<Index> (d, n - nel - nvi);
- if(head[d] != -1) last[head[d]] = i;
- next[i] = head[d]; /* put i back in degree list */
- last[i] = -1;
- head[d] = i;
- mindeg = std::min<Index> (mindeg, d); /* find new minimum degree */
- degree[i] = d;
- Ci[p++] = i; /* place i in Lk */
- }
- nv[k] = nvk; /* # nodes absorbed into k */
- if((len[k] = p-pk1) == 0) /* length of adj list of element k*/
- {
- Cp[k] = -1; /* k is a root of the tree */
- w[k] = 0; /* k is now a dead element */
- }
- if(elenk != 0) cnz = p; /* free unused space in Lk */
- }
-
- /* --- Postordering ----------------------------------------------------- */
- for(i = 0; i < n; i++) Cp[i] = CS_FLIP (Cp[i]);/* fix assembly tree */
- for(j = 0; j <= n; j++) head[j] = -1;
- for(j = n; j >= 0; j--) /* place unordered nodes in lists */
- {
- if(nv[j] > 0) continue; /* skip if j is an element */
- next[j] = head[Cp[j]]; /* place j in list of its parent */
- head[Cp[j]] = j;
- }
- for(e = n; e >= 0; e--) /* place elements in lists */
- {
- if(nv[e] <= 0) continue; /* skip unless e is an element */
- if(Cp[e] != -1)
- {
- next[e] = head[Cp[e]]; /* place e in list of its parent */
- head[Cp[e]] = e;
- }
- }
- for(k = 0, i = 0; i <= n; i++) /* postorder the assembly tree */
- {
- if(Cp[i] == -1) k = cs_tdfs<Index>(i, k, head, next, perm.indices().data(), w);
- }
-
- perm.indices().conservativeResize(n);
-
- delete[] W;
-}
-
-} // namespace internal
-
-#endif // EIGEN_SPARSE_AMD_H
diff --git a/unsupported/Eigen/src/SparseExtra/CholmodSupport.h b/unsupported/Eigen/src/SparseExtra/CholmodSupport.h
deleted file mode 100644
index 3e502c0aa..000000000
--- a/unsupported/Eigen/src/SparseExtra/CholmodSupport.h
+++ /dev/null
@@ -1,399 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
-
-#ifndef EIGEN_CHOLMODSUPPORT_H
-#define EIGEN_CHOLMODSUPPORT_H
-
-namespace internal {
-
-template<typename Scalar, typename CholmodType>
-void cholmod_configure_matrix(CholmodType& mat)
-{
- if (internal::is_same<Scalar,float>::value)
- {
- mat.xtype = CHOLMOD_REAL;
- mat.dtype = CHOLMOD_SINGLE;
- }
- else if (internal::is_same<Scalar,double>::value)
- {
- mat.xtype = CHOLMOD_REAL;
- mat.dtype = CHOLMOD_DOUBLE;
- }
- else if (internal::is_same<Scalar,std::complex<float> >::value)
- {
- mat.xtype = CHOLMOD_COMPLEX;
- mat.dtype = CHOLMOD_SINGLE;
- }
- else if (internal::is_same<Scalar,std::complex<double> >::value)
- {
- mat.xtype = CHOLMOD_COMPLEX;
- mat.dtype = CHOLMOD_DOUBLE;
- }
- else
- {
- eigen_assert(false && "Scalar type not supported by CHOLMOD");
- }
-}
-
-} // namespace internal
-
-/** Wraps the Eigen sparse matrix \a mat into a Cholmod sparse matrix object.
- * Note that the data are shared.
- */
-template<typename _Scalar, int _Options, typename _Index>
-cholmod_sparse viewAsCholmod(SparseMatrix<_Scalar,_Options,_Index>& mat)
-{
- typedef SparseMatrix<_Scalar,_Options,_Index> MatrixType;
- cholmod_sparse res;
- res.nzmax = mat.nonZeros();
- res.nrow = mat.rows();;
- res.ncol = mat.cols();
- res.p = mat._outerIndexPtr();
- res.i = mat._innerIndexPtr();
- res.x = mat._valuePtr();
- res.sorted = 1;
- res.packed = 1;
- res.dtype = 0;
- res.stype = -1;
-
- if (internal::is_same<_Index,int>::value)
- {
- res.itype = CHOLMOD_INT;
- }
- else
- {
- eigen_assert(false && "Index type different than int is not supported yet");
- }
-
- // setup res.xtype
- internal::cholmod_configure_matrix<_Scalar>(res);
-
- res.stype = 0;
-
- return res;
-}
-
-template<typename _Scalar, int _Options, typename _Index>
-const cholmod_sparse viewAsCholmod(const SparseMatrix<_Scalar,_Options,_Index>& mat)
-{
- cholmod_sparse res = viewAsCholmod(mat.const_cast_derived());
- return res;
-}
-
-/** Returns a view of the Eigen sparse matrix \a mat as Cholmod sparse matrix.
- * The data are not copied but shared. */
-template<typename _Scalar, int _Options, typename _Index, unsigned int UpLo>
-cholmod_sparse viewAsCholmod(const SparseSelfAdjointView<SparseMatrix<_Scalar,_Options,_Index>, UpLo>& mat)
-{
- cholmod_sparse res = viewAsCholmod(mat.matrix().const_cast_derived());
-
- if(UpLo==Upper) res.stype = 1;
- if(UpLo==Lower) res.stype = -1;
-
- return res;
-}
-
-/** Returns a view of the Eigen \b dense matrix \a mat as Cholmod dense matrix.
- * The data are not copied but shared. */
-template<typename Derived>
-cholmod_dense viewAsCholmod(MatrixBase<Derived>& mat)
-{
- EIGEN_STATIC_ASSERT((internal::traits<Derived>::Flags&RowMajorBit)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
- typedef typename Derived::Scalar Scalar;
-
- cholmod_dense res;
- res.nrow = mat.rows();
- res.ncol = mat.cols();
- res.nzmax = res.nrow * res.ncol;
- res.d = Derived::IsVectorAtCompileTime ? mat.derived().size() : mat.derived().outerStride();
- res.x = mat.derived().data();
- res.z = 0;
-
- internal::cholmod_configure_matrix<Scalar>(res);
-
- return res;
-}
-
-/** Returns a view of the Cholmod sparse matrix \a cm as an Eigen sparse matrix.
- * The data are not copied but shared. */
-template<typename Scalar, int Flags, typename Index>
-MappedSparseMatrix<Scalar,Flags,Index> viewAsEigen(cholmod_sparse& cm)
-{
- return MappedSparseMatrix<Scalar,Flags,Index>
- (cm.nrow, cm.ncol, reinterpret_cast<Index*>(cm.p)[cm.ncol],
- reinterpret_cast<Index*>(cm.p), reinterpret_cast<Index*>(cm.i),reinterpret_cast<Scalar*>(cm.x) );
-}
-
-enum CholmodMode {
- CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt
-};
-
-/** \brief A Cholesky factorization and solver based on Cholmod
- *
- * This class allows to solve for A.X = B sparse linear problems via a LL^T or LDL^T Cholesky factorization
- * using the Cholmod library. The sparse matrix A must be selfajoint and positive definite. The vectors or matrices
- * X and B can be either dense or sparse.
- *
- * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
- * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
- * or Upper. Default is Lower.
- *
- */
-template<typename _MatrixType, int _UpLo = Lower>
-class CholmodDecomposition
-{
- public:
- typedef _MatrixType MatrixType;
- enum { UpLo = _UpLo };
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- typedef MatrixType CholMatrixType;
- typedef typename MatrixType::Index Index;
-
- public:
-
- CholmodDecomposition()
- : m_cholmodFactor(0), m_info(Success), m_isInitialized(false)
- {
- cholmod_start(&m_cholmod);
- setMode(CholmodLDLt);
- }
-
- CholmodDecomposition(const MatrixType& matrix)
- : m_cholmodFactor(0), m_info(Success), m_isInitialized(false)
- {
- cholmod_start(&m_cholmod);
- compute(matrix);
- }
-
- ~CholmodDecomposition()
- {
- if(m_cholmodFactor)
- cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
- cholmod_finish(&m_cholmod);
- }
-
- inline Index cols() const { return m_cholmodFactor->n; }
- inline Index rows() const { return m_cholmodFactor->n; }
-
- void setMode(CholmodMode mode)
- {
- switch(mode)
- {
- case CholmodAuto:
- m_cholmod.final_asis = 1;
- m_cholmod.supernodal = CHOLMOD_AUTO;
- break;
- case CholmodSimplicialLLt:
- m_cholmod.final_asis = 0;
- m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
- m_cholmod.final_ll = 1;
- break;
- case CholmodSupernodalLLt:
- m_cholmod.final_asis = 1;
- m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
- break;
- case CholmodLDLt:
- m_cholmod.final_asis = 1;
- m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
- break;
- default:
- break;
- }
- }
-
- /** \brief Reports whether previous computation was successful.
- *
- * \returns \c Success if computation was succesful,
- * \c NumericalIssue if the matrix.appears to be negative.
- */
- ComputationInfo info() const
- {
- eigen_assert(m_isInitialized && "Decomposition is not initialized.");
- return m_info;
- }
-
- /** Computes the sparse Cholesky decomposition of \a matrix */
- void compute(const MatrixType& matrix)
- {
- analyzePattern(matrix);
- factorize(matrix);
- }
-
- /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
- *
- * \sa compute()
- */
- template<typename Rhs>
- inline const internal::solve_retval<CholmodDecomposition, Rhs>
- solve(const MatrixBase<Rhs>& b) const
- {
- eigen_assert(m_isInitialized && "LLT is not initialized.");
- eigen_assert(rows()==b.rows()
- && "CholmodDecomposition::solve(): invalid number of rows of the right hand side matrix b");
- return internal::solve_retval<CholmodDecomposition, Rhs>(*this, b.derived());
- }
-
- /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
- *
- * \sa compute()
- */
- template<typename Rhs>
- inline const internal::sparse_solve_retval<CholmodDecomposition, Rhs>
- solve(const SparseMatrixBase<Rhs>& b) const
- {
- eigen_assert(m_isInitialized && "LLT is not initialized.");
- eigen_assert(rows()==b.rows()
- && "CholmodDecomposition::solve(): invalid number of rows of the right hand side matrix b");
- return internal::sparse_solve_retval<CholmodDecomposition, Rhs>(*this, b.derived());
- }
-
- /** Performs a symbolic decomposition on the sparcity of \a matrix.
- *
- * This function is particularly useful when solving for several problems having the same structure.
- *
- * \sa factorize()
- */
- void analyzePattern(const MatrixType& matrix)
- {
- if(m_cholmodFactor)
- {
- cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
- m_cholmodFactor = 0;
- }
- cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
- m_cholmodFactor = cholmod_analyze(&A, &m_cholmod);
-
- this->m_isInitialized = true;
- this->m_info = Success;
- m_analysisIsOk = true;
- m_factorizationIsOk = false;
- }
-
- /** Performs a numeric decomposition of \a matrix
- *
- * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
- *
- * \sa analyzePattern()
- */
- void factorize(const MatrixType& matrix)
- {
- eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
- cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
- cholmod_factorize(&A, m_cholmodFactor, &m_cholmod);
-
- this->m_info = Success;
- m_factorizationIsOk = true;
- }
-
- /** Returns a reference to the Cholmod's configuration structure to get a full control over the performed operations.
- * See the Cholmod user guide for details. */
- cholmod_common& cholmod() { return m_cholmod; }
-
- #ifndef EIGEN_PARSED_BY_DOXYGEN
- /** \internal */
- template<typename Rhs,typename Dest>
- void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &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()");
- const Index size = m_cholmodFactor->n;
- eigen_assert(size==b.rows());
-
- // note: cd stands for Cholmod Dense
- cholmod_dense b_cd = viewAsCholmod(b.const_cast_derived());
- cholmod_dense* x_cd = cholmod_solve(CHOLMOD_A, m_cholmodFactor, &b_cd, &m_cholmod);
- if(!x_cd)
- {
- this->m_info = NumericalIssue;
- }
- // TODO optimize this copy by swapping when possible (be carreful with alignment, etc.)
- dest = Matrix<Scalar,Dest::RowsAtCompileTime,Dest::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x),b.rows(),b.cols());
- cholmod_free_dense(&x_cd, &m_cholmod);
- }
-
- /** \internal */
- template<typename RhsScalar, int RhsOptions, typename RhsIndex, typename DestScalar, int DestOptions, typename DestIndex>
- void _solve(const SparseMatrix<RhsScalar,RhsOptions,RhsIndex> &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()");
- const Index size = m_cholmodFactor->n;
- eigen_assert(size==b.rows());
-
- // note: cs stands for Cholmod Sparse
- cholmod_sparse b_cs = viewAsCholmod(b);
- cholmod_sparse* x_cs = cholmod_spsolve(CHOLMOD_A, m_cholmodFactor, &b_cs, &m_cholmod);
- if(!x_cs)
- {
- this->m_info = NumericalIssue;
- }
- // TODO optimize this copy by swapping when possible (be carreful with alignment, etc.)
- dest = viewAsEigen<DestScalar,DestOptions,DestIndex>(*x_cs);
- cholmod_free_sparse(&x_cs, &m_cholmod);
- }
- #endif // EIGEN_PARSED_BY_DOXYGEN
-
- template<typename Stream>
- void dumpMemory(Stream& s)
- {}
-
- protected:
- mutable cholmod_common m_cholmod;
- cholmod_factor* m_cholmodFactor;
- mutable ComputationInfo m_info;
- bool m_isInitialized;
- int m_factorizationIsOk;
- int m_analysisIsOk;
-};
-
-namespace internal {
-
-template<typename _MatrixType, int _UpLo, typename Rhs>
-struct solve_retval<CholmodDecomposition<_MatrixType,_UpLo>, Rhs>
- : solve_retval_base<CholmodDecomposition<_MatrixType,_UpLo>, Rhs>
-{
- typedef CholmodDecomposition<_MatrixType,_UpLo> Dec;
- EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- dec()._solve(rhs(),dst);
- }
-};
-
-template<typename _MatrixType, int _UpLo, typename Rhs>
-struct sparse_solve_retval<CholmodDecomposition<_MatrixType,_UpLo>, Rhs>
- : sparse_solve_retval_base<CholmodDecomposition<_MatrixType,_UpLo>, Rhs>
-{
- typedef CholmodDecomposition<_MatrixType,_UpLo> Dec;
- EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- dec()._solve(rhs(),dst);
- }
-};
-
-}
-
-#endif // EIGEN_CHOLMODSUPPORT_H
diff --git a/unsupported/Eigen/src/SparseExtra/CholmodSupportLegacy.h b/unsupported/Eigen/src/SparseExtra/CholmodSupportLegacy.h
deleted file mode 100644
index 33af6a176..000000000
--- a/unsupported/Eigen/src/SparseExtra/CholmodSupportLegacy.h
+++ /dev/null
@@ -1,520 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
-
-#ifndef EIGEN_CHOLMODSUPPORT_LEGACY_H
-#define EIGEN_CHOLMODSUPPORT_LEGACY_H
-
-namespace internal {
-
-template<typename Scalar, typename CholmodType>
-void cholmod_configure_matrix_legacy(CholmodType& mat)
-{
- if (internal::is_same<Scalar,float>::value)
- {
- mat.xtype = CHOLMOD_REAL;
- mat.dtype = CHOLMOD_SINGLE;
- }
- else if (internal::is_same<Scalar,double>::value)
- {
- mat.xtype = CHOLMOD_REAL;
- mat.dtype = CHOLMOD_DOUBLE;
- }
- else if (internal::is_same<Scalar,std::complex<float> >::value)
- {
- mat.xtype = CHOLMOD_COMPLEX;
- mat.dtype = CHOLMOD_SINGLE;
- }
- else if (internal::is_same<Scalar,std::complex<double> >::value)
- {
- mat.xtype = CHOLMOD_COMPLEX;
- mat.dtype = CHOLMOD_DOUBLE;
- }
- else
- {
- eigen_assert(false && "Scalar type not supported by CHOLMOD");
- }
-}
-
-template<typename _MatrixType>
-cholmod_sparse cholmod_map_eigen_to_sparse(_MatrixType& mat)
-{
- typedef typename _MatrixType::Scalar Scalar;
- cholmod_sparse res;
- res.nzmax = mat.nonZeros();
- res.nrow = mat.rows();;
- res.ncol = mat.cols();
- res.p = mat._outerIndexPtr();
- res.i = mat._innerIndexPtr();
- res.x = mat._valuePtr();
- res.xtype = CHOLMOD_REAL;
- res.itype = CHOLMOD_INT;
- res.sorted = 1;
- res.packed = 1;
- res.dtype = 0;
- res.stype = -1;
-
- internal::cholmod_configure_matrix_legacy<Scalar>(res);
-
-
- if (_MatrixType::Flags & SelfAdjoint)
- {
- if (_MatrixType::Flags & Upper)
- res.stype = 1;
- else if (_MatrixType::Flags & Lower)
- res.stype = -1;
- else
- res.stype = 0;
- }
- else
- res.stype = -1; // by default we consider the lower part
-
- return res;
-}
-
-template<typename Derived>
-cholmod_dense cholmod_map_eigen_to_dense(MatrixBase<Derived>& mat)
-{
- EIGEN_STATIC_ASSERT((internal::traits<Derived>::Flags&RowMajorBit)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
- typedef typename Derived::Scalar Scalar;
-
- cholmod_dense res;
- res.nrow = mat.rows();
- res.ncol = mat.cols();
- res.nzmax = res.nrow * res.ncol;
- res.d = Derived::IsVectorAtCompileTime ? mat.derived().size() : mat.derived().outerStride();
- res.x = mat.derived().data();
- res.z = 0;
-
- internal::cholmod_configure_matrix_legacy<Scalar>(res);
-
- return res;
-}
-
-template<typename Scalar, int Flags, typename Index>
-MappedSparseMatrix<Scalar,Flags,Index> map_cholmod_sparse_to_eigen(cholmod_sparse& cm)
-{
- return MappedSparseMatrix<Scalar,Flags,Index>
- (cm.nrow, cm.ncol, reinterpret_cast<Index*>(cm.p)[cm.ncol],
- reinterpret_cast<Index*>(cm.p), reinterpret_cast<Index*>(cm.i),reinterpret_cast<Scalar*>(cm.x) );
-}
-
-} // namespace internal
-
-/** \deprecated use class SimplicialLDLT, or class SimplicialLLT, class ConjugateGradient */
-template<typename _MatrixType>
-class SparseLLT<_MatrixType, Cholmod> : public SparseLLT<_MatrixType>
-{
- protected:
- typedef SparseLLT<_MatrixType> Base;
- typedef typename Base::Scalar Scalar;
- typedef typename Base::RealScalar RealScalar;
- typedef typename Base::CholMatrixType CholMatrixType;
- using Base::MatrixLIsDirty;
- using Base::SupernodalFactorIsDirty;
- using Base::m_flags;
- using Base::m_matrix;
- using Base::m_status;
-
- public:
- typedef _MatrixType MatrixType;
- typedef typename MatrixType::Index Index;
-
- /** \deprecated the entire class is deprecated */
- EIGEN_DEPRECATED SparseLLT(int flags = 0)
- : Base(flags), m_cholmodFactor(0)
- {
- cholmod_start(&m_cholmod);
- }
-
- /** \deprecated the entire class is deprecated */
- EIGEN_DEPRECATED SparseLLT(const MatrixType& matrix, int flags = 0)
- : Base(flags), m_cholmodFactor(0)
- {
- cholmod_start(&m_cholmod);
- compute(matrix);
- }
-
- ~SparseLLT()
- {
- if (m_cholmodFactor)
- cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
- cholmod_finish(&m_cholmod);
- }
-
- inline const CholMatrixType& matrixL() const;
-
- template<typename Derived>
- bool solveInPlace(MatrixBase<Derived> &b) const;
-
- template<typename Rhs>
- inline const internal::solve_retval<SparseLLT<MatrixType, Cholmod>, Rhs>
- solve(const MatrixBase<Rhs>& b) const
- {
- eigen_assert(true && "SparseLLT is not initialized.");
- return internal::solve_retval<SparseLLT<MatrixType, Cholmod>, Rhs>(*this, b.derived());
- }
-
- void compute(const MatrixType& matrix);
-
- inline Index cols() const { return m_matrix.cols(); }
- inline Index rows() const { return m_matrix.rows(); }
-
- inline const cholmod_factor* cholmodFactor() const
- { return m_cholmodFactor; }
-
- inline cholmod_common* cholmodCommon() const
- { return &m_cholmod; }
-
- bool succeeded() const;
-
- protected:
- mutable cholmod_common m_cholmod;
- cholmod_factor* m_cholmodFactor;
-};
-
-
-namespace internal {
-
-template<typename _MatrixType, typename Rhs>
- struct solve_retval<SparseLLT<_MatrixType, Cholmod>, Rhs>
- : solve_retval_base<SparseLLT<_MatrixType, Cholmod>, Rhs>
-{
- typedef SparseLLT<_MatrixType, Cholmod> SpLLTDecType;
- EIGEN_MAKE_SOLVE_HELPERS(SpLLTDecType,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- //Index size = dec().cholmodFactor()->n;
- eigen_assert((Index)dec().cholmodFactor()->n==rhs().rows());
-
- cholmod_factor* cholmodFactor = const_cast<cholmod_factor*>(dec().cholmodFactor());
- cholmod_common* cholmodCommon = const_cast<cholmod_common*>(dec().cholmodCommon());
- // this uses Eigen's triangular sparse solver
- // if (m_status & MatrixLIsDirty)
- // matrixL();
- // Base::solveInPlace(b);
- // as long as our own triangular sparse solver is not fully optimal,
- // let's use CHOLMOD's one:
- cholmod_dense cdb = internal::cholmod_map_eigen_to_dense(rhs().const_cast_derived());
- cholmod_dense* x = cholmod_solve(CHOLMOD_A, cholmodFactor, &cdb, cholmodCommon);
-
- dst = Matrix<typename Base::Scalar,Dynamic,1>::Map(reinterpret_cast<typename Base::Scalar*>(x->x), rhs().rows());
-
- cholmod_free_dense(&x, cholmodCommon);
-
- }
-
-};
-
-} // namespace internal
-
-
-
-template<typename _MatrixType>
-void SparseLLT<_MatrixType,Cholmod>::compute(const _MatrixType& a)
-{
- if (m_cholmodFactor)
- {
- cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
- m_cholmodFactor = 0;
- }
-
- cholmod_sparse A = internal::cholmod_map_eigen_to_sparse(const_cast<_MatrixType&>(a));
-// m_cholmod.supernodal = CHOLMOD_AUTO;
- // TODO
-// if (m_flags&IncompleteFactorization)
-// {
-// m_cholmod.nmethods = 1;
-// m_cholmod.method[0].ordering = CHOLMOD_NATURAL;
-// m_cholmod.postorder = 0;
-// }
-// else
-// {
-// m_cholmod.nmethods = 1;
-// m_cholmod.method[0].ordering = CHOLMOD_NATURAL;
-// m_cholmod.postorder = 0;
-// }
-// m_cholmod.final_ll = 1;
- m_cholmodFactor = cholmod_analyze(&A, &m_cholmod);
- cholmod_factorize(&A, m_cholmodFactor, &m_cholmod);
-
- this->m_status = (this->m_status & ~Base::SupernodalFactorIsDirty) | Base::MatrixLIsDirty;
-}
-
-
-// TODO
-template<typename _MatrixType>
-bool SparseLLT<_MatrixType,Cholmod>::succeeded() const
-{ return true; }
-
-
-
-template<typename _MatrixType>
-inline const typename SparseLLT<_MatrixType,Cholmod>::CholMatrixType&
-SparseLLT<_MatrixType,Cholmod>::matrixL() const
-{
- if (this->m_status & Base::MatrixLIsDirty)
- {
- eigen_assert(!(this->m_status & Base::SupernodalFactorIsDirty));
-
- cholmod_sparse* cmRes = cholmod_factor_to_sparse(m_cholmodFactor, &m_cholmod);
- const_cast<typename Base::CholMatrixType&>(this->m_matrix) =
- internal::map_cholmod_sparse_to_eigen<Scalar,ColMajor,Index>(*cmRes);
- free(cmRes);
-
- this->m_status = (this->m_status & ~Base::MatrixLIsDirty);
- }
- return this->m_matrix;
-}
-
-
-
-
-template<typename _MatrixType>
-template<typename Derived>
-bool SparseLLT<_MatrixType,Cholmod>::solveInPlace(MatrixBase<Derived> &b) const
-{
- //Index size = m_cholmodFactor->n;
- eigen_assert((Index)m_cholmodFactor->n==b.rows());
-
- // this uses Eigen's triangular sparse solver
- // if (m_status & MatrixLIsDirty)
- // matrixL();
- // Base::solveInPlace(b);
- // as long as our own triangular sparse solver is not fully optimal,
- // let's use CHOLMOD's one:
- cholmod_dense cdb = internal::cholmod_map_eigen_to_dense(b);
-
- cholmod_dense* x = cholmod_solve(CHOLMOD_A, m_cholmodFactor, &cdb, &m_cholmod);
- eigen_assert(x && "Eigen: cholmod_solve failed.");
-
- b = Matrix<typename Base::Scalar,Dynamic,1>::Map(reinterpret_cast<typename Base::Scalar*>(x->x),b.rows());
- cholmod_free_dense(&x, &m_cholmod);
- return true;
-}
-
-
-
-
-
-
-
-
-
-
-
-template<typename _MatrixType>
-class SparseLDLT<_MatrixType,Cholmod> : public SparseLDLT<_MatrixType>
-{
- protected:
- typedef SparseLDLT<_MatrixType> Base;
- typedef typename Base::Scalar Scalar;
- typedef typename Base::RealScalar RealScalar;
- using Base::MatrixLIsDirty;
- using Base::SupernodalFactorIsDirty;
- using Base::m_flags;
- using Base::m_matrix;
- using Base::m_status;
-
- public:
- typedef _MatrixType MatrixType;
- typedef typename MatrixType::Index Index;
-
- SparseLDLT(int flags = 0)
- : Base(flags), m_cholmodFactor(0)
- {
- cholmod_start(&m_cholmod);
- }
-
- SparseLDLT(const _MatrixType& matrix, int flags = 0)
- : Base(flags), m_cholmodFactor(0)
- {
- cholmod_start(&m_cholmod);
- compute(matrix);
- }
-
- ~SparseLDLT()
- {
- if (m_cholmodFactor)
- cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
- cholmod_finish(&m_cholmod);
- }
-
- inline const typename Base::CholMatrixType& matrixL(void) const;
-
- template<typename Derived>
- void solveInPlace(MatrixBase<Derived> &b) const;
-
- template<typename Rhs>
- inline const internal::solve_retval<SparseLDLT<MatrixType, Cholmod>, Rhs>
- solve(const MatrixBase<Rhs>& b) const
- {
- eigen_assert(true && "SparseLDLT is not initialized.");
- return internal::solve_retval<SparseLDLT<MatrixType, Cholmod>, Rhs>(*this, b.derived());
- }
-
- void compute(const _MatrixType& matrix);
-
- inline Index cols() const { return m_matrix.cols(); }
- inline Index rows() const { return m_matrix.rows(); }
-
- inline const cholmod_factor* cholmodFactor() const
- { return m_cholmodFactor; }
-
- inline cholmod_common* cholmodCommon() const
- { return &m_cholmod; }
-
- bool succeeded() const;
-
- protected:
- mutable cholmod_common m_cholmod;
- cholmod_factor* m_cholmodFactor;
-};
-
-
-
-namespace internal {
-
-template<typename _MatrixType, typename Rhs>
- struct solve_retval<SparseLDLT<_MatrixType, Cholmod>, Rhs>
- : solve_retval_base<SparseLDLT<_MatrixType, Cholmod>, Rhs>
-{
- typedef SparseLDLT<_MatrixType, Cholmod> SpLDLTDecType;
- EIGEN_MAKE_SOLVE_HELPERS(SpLDLTDecType,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- //Index size = dec().cholmodFactor()->n;
- eigen_assert((Index)dec().cholmodFactor()->n==rhs().rows());
-
- cholmod_factor* cholmodFactor = const_cast<cholmod_factor*>(dec().cholmodFactor());
- cholmod_common* cholmodCommon = const_cast<cholmod_common*>(dec().cholmodCommon());
- // this uses Eigen's triangular sparse solver
- // if (m_status & MatrixLIsDirty)
- // matrixL();
- // Base::solveInPlace(b);
- // as long as our own triangular sparse solver is not fully optimal,
- // let's use CHOLMOD's one:
- cholmod_dense cdb = internal::cholmod_map_eigen_to_dense(rhs().const_cast_derived());
- cholmod_dense* x = cholmod_solve(CHOLMOD_LDLt, cholmodFactor, &cdb, cholmodCommon);
-
- dst = Matrix<typename Base::Scalar,Dynamic,1>::Map(reinterpret_cast<typename Base::Scalar*>(x->x), rhs().rows());
- cholmod_free_dense(&x, cholmodCommon);
-
- }
-
-};
-
-
-} // namespace internal
-
-template<typename _MatrixType>
-void SparseLDLT<_MatrixType,Cholmod>::compute(const _MatrixType& a)
-{
- if (m_cholmodFactor)
- {
- cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
- m_cholmodFactor = 0;
- }
-
- cholmod_sparse A = internal::cholmod_map_eigen_to_sparse(const_cast<_MatrixType&>(a));
-
- //m_cholmod.supernodal = CHOLMOD_AUTO;
- m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
- //m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
- // TODO
- if (this->m_flags & IncompleteFactorization)
- {
- m_cholmod.nmethods = 1;
- //m_cholmod.method[0].ordering = CHOLMOD_NATURAL;
- m_cholmod.method[0].ordering = CHOLMOD_COLAMD;
- m_cholmod.postorder = 1;
- }
- else
- {
- m_cholmod.nmethods = 1;
- m_cholmod.method[0].ordering = CHOLMOD_NATURAL;
- m_cholmod.postorder = 0;
- }
- m_cholmod.final_ll = 0;
- m_cholmodFactor = cholmod_analyze(&A, &m_cholmod);
- cholmod_factorize(&A, m_cholmodFactor, &m_cholmod);
-
- this->m_status = (this->m_status & ~Base::SupernodalFactorIsDirty) | Base::MatrixLIsDirty;
-}
-
-
-// TODO
-template<typename _MatrixType>
-bool SparseLDLT<_MatrixType,Cholmod>::succeeded() const
-{ return true; }
-
-
-template<typename _MatrixType>
-inline const typename SparseLDLT<_MatrixType>::CholMatrixType&
-SparseLDLT<_MatrixType,Cholmod>::matrixL() const
-{
- if (this->m_status & Base::MatrixLIsDirty)
- {
- eigen_assert(!(this->m_status & Base::SupernodalFactorIsDirty));
-
- cholmod_sparse* cmRes = cholmod_factor_to_sparse(m_cholmodFactor, &m_cholmod);
- const_cast<typename Base::CholMatrixType&>(this->m_matrix) = MappedSparseMatrix<Scalar>(*cmRes);
- free(cmRes);
-
- this->m_status = (this->m_status & ~Base::MatrixLIsDirty);
- }
- return this->m_matrix;
-}
-
-
-
-
-
-
-template<typename _MatrixType>
-template<typename Derived>
-void SparseLDLT<_MatrixType,Cholmod>::solveInPlace(MatrixBase<Derived> &b) const
-{
- //Index size = m_cholmodFactor->n;
- eigen_assert((Index)m_cholmodFactor->n == b.rows());
-
- // this uses Eigen's triangular sparse solver
- // if (m_status & MatrixLIsDirty)
- // matrixL();
- // Base::solveInPlace(b);
- // as long as our own triangular sparse solver is not fully optimal,
- // let's use CHOLMOD's one:
- cholmod_dense cdb = internal::cholmod_map_eigen_to_dense(b);
- cholmod_dense* x = cholmod_solve(CHOLMOD_A, m_cholmodFactor, &cdb, &m_cholmod);
- b = Matrix<typename Base::Scalar,Dynamic,1>::Map(reinterpret_cast<typename Base::Scalar*>(x->x),b.rows());
- cholmod_free_dense(&x, &m_cholmod);
-}
-
-
-
-
-
-
-#endif // EIGEN_CHOLMODSUPPORT_LEGACY_H
diff --git a/unsupported/Eigen/src/SparseExtra/SimplicialCholesky.h b/unsupported/Eigen/src/SparseExtra/SimplicialCholesky.h
deleted file mode 100644
index 2147af258..000000000
--- a/unsupported/Eigen/src/SparseExtra/SimplicialCholesky.h
+++ /dev/null
@@ -1,802 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
-
-/*
-
-NOTE: the _symbolic, and _numeric functions has been adapted from
- the LDL library:
-
-LDL Copyright (c) 2005 by Timothy A. Davis. All Rights Reserved.
-
-LDL License:
-
- Your use or distribution of LDL or any modified version of
- LDL implies that you agree to this License.
-
- This library is free software; you can redistribute it and/or
- modify it under the terms of the GNU Lesser General Public
- License as published by the Free Software Foundation; either
- version 2.1 of the License, or (at your option) any later version.
-
- This library is distributed in the hope that it will be useful,
- but WITHOUT ANY WARRANTY; without even the implied warranty of
- MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
- Lesser General Public License for more details.
-
- You should have received a copy of the GNU Lesser General Public
- License along with this library; if not, write to the Free Software
- Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301
- USA
-
- Permission is hereby granted to use or copy this program under the
- terms of the GNU LGPL, provided that the Copyright, this License,
- and the Availability of the original version is retained on all copies.
- User documentation of any code that uses this code or any modified
- version of this code must cite the Copyright, this License, the
- Availability note, and "Used by permission." Permission to modify
- the code and to distribute modified code is granted, provided the
- Copyright, this License, and the Availability note are retained,
- and a notice that the code was modified is included.
- */
-
-#ifndef EIGEN_SIMPLICIAL_CHOLESKY_H
-#define EIGEN_SIMPLICIAL_CHOLESKY_H
-
-enum SimplicialCholeskyMode {
- SimplicialCholeskyLLt,
- SimplicialCholeskyLDLt
-};
-
-/** \brief A direct sparse Cholesky factorizations
- *
- * These classes provide LL^T and LDL^T Cholesky factorizations of sparse matrices that are
- * selfadjoint and positive definite. The factorization allows for solving A.X = B where
- * X and B can be either dense or sparse.
- *
- * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
- * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
- * or Upper. Default is Lower.
- *
- */
-template<typename Derived>
-class SimplicialCholeskyBase
-{
- public:
- typedef typename internal::traits<Derived>::MatrixType MatrixType;
- enum { UpLo = internal::traits<Derived>::UpLo };
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- typedef typename MatrixType::Index Index;
- typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
- typedef Matrix<Scalar,Dynamic,1> VectorType;
-
- public:
-
- SimplicialCholeskyBase()
- : m_info(Success), m_isInitialized(false)
- {}
-
- SimplicialCholeskyBase(const MatrixType& matrix)
- : m_info(Success), m_isInitialized(false)
- {
- compute(matrix);
- }
-
- ~SimplicialCholeskyBase()
- {
- }
-
- Derived& derived() { return *static_cast<Derived*>(this); }
- const Derived& derived() const { return *static_cast<const Derived*>(this); }
-
- inline Index cols() const { return m_matrix.cols(); }
- inline Index rows() const { return m_matrix.rows(); }
-
- /** \brief Reports whether previous computation was successful.
- *
- * \returns \c Success if computation was succesful,
- * \c NumericalIssue if the matrix.appears to be negative.
- */
- ComputationInfo info() const
- {
- eigen_assert(m_isInitialized && "Decomposition is not initialized.");
- return m_info;
- }
-
- /** Computes the sparse Cholesky decomposition of \a matrix */
- Derived& compute(const MatrixType& matrix)
- {
- derived().analyzePattern(matrix);
- derived().factorize(matrix);
- return derived();
- }
-
- /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
- *
- * \sa compute()
- */
- template<typename Rhs>
- inline const internal::solve_retval<SimplicialCholeskyBase, Rhs>
- solve(const MatrixBase<Rhs>& b) const
- {
- eigen_assert(m_isInitialized && "Simplicial LLt or LDLt is not initialized.");
- eigen_assert(rows()==b.rows()
- && "SimplicialCholeskyBase::solve(): invalid number of rows of the right hand side matrix b");
- return internal::solve_retval<SimplicialCholeskyBase, Rhs>(*this, b.derived());
- }
-
- /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
- *
- * \sa compute()
- */
- template<typename Rhs>
- inline const internal::sparse_solve_retval<SimplicialCholeskyBase, Rhs>
- solve(const SparseMatrixBase<Rhs>& b) const
- {
- eigen_assert(m_isInitialized && "Simplicial LLt or LDLt is not initialized.");
- eigen_assert(rows()==b.rows()
- && "SimplicialCholesky::solve(): invalid number of rows of the right hand side matrix b");
- return internal::sparse_solve_retval<SimplicialCholeskyBase, Rhs>(*this, b.derived());
- }
-
- /** \returns the permutation P
- * \sa permutationPinv() */
- const PermutationMatrix<Dynamic,Dynamic,Index>& permutationP() const
- { return m_P; }
-
- /** \returns the inverse P^-1 of the permutation P
- * \sa permutationP() */
- const PermutationMatrix<Dynamic,Dynamic,Index>& permutationPinv() const
- { return m_Pinv; }
-
-#ifndef EIGEN_PARSED_BY_DOXYGEN
- /** \internal */
- template<typename Stream>
- void dumpMemory(Stream& s)
- {
- int total = 0;
- s << " L: " << ((total+=(m_matrix.cols()+1) * sizeof(int) + m_matrix.nonZeros()*(sizeof(int)+sizeof(Scalar))) >> 20) << "Mb" << "\n";
- s << " diag: " << ((total+=m_diag.size() * sizeof(Scalar)) >> 20) << "Mb" << "\n";
- s << " tree: " << ((total+=m_parent.size() * sizeof(int)) >> 20) << "Mb" << "\n";
- s << " nonzeros: " << ((total+=m_nonZerosPerCol.size() * sizeof(int)) >> 20) << "Mb" << "\n";
- s << " perm: " << ((total+=m_P.size() * sizeof(int)) >> 20) << "Mb" << "\n";
- s << " perm^-1: " << ((total+=m_Pinv.size() * sizeof(int)) >> 20) << "Mb" << "\n";
- s << " TOTAL: " << (total>> 20) << "Mb" << "\n";
- }
-
- /** \internal */
- template<typename Rhs,typename Dest>
- void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &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());
-
- if(m_info!=Success)
- return;
-
- if(m_P.size()>0)
- dest = m_Pinv * b;
- else
- dest = b;
-
- if(m_matrix.nonZeros()>0) // otherwise L==I
- derived().matrixL().solveInPlace(dest);
-
- if(m_diag.size()>0)
- dest = m_diag.asDiagonal().inverse() * dest;
-
- if (m_matrix.nonZeros()>0) // otherwise I==I
- derived().matrixU().solveInPlace(dest);
-
- if(m_P.size()>0)
- dest = m_P * 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:
-
- template<bool DoLDLt>
- void factorize(const MatrixType& a);
-
- void analyzePattern(const MatrixType& a, bool doLDLt);
-
- /** keeps off-diagonal entries; drops diagonal entries */
- struct keep_diag {
- inline bool operator() (const Index& row, const Index& col, const Scalar&) const
- {
- return row!=col;
- }
- };
-
- mutable ComputationInfo m_info;
- bool m_isInitialized;
- bool m_factorizationIsOk;
- bool m_analysisIsOk;
-
- CholMatrixType m_matrix;
- VectorType m_diag; // the diagonal coefficients (LDLt mode)
- VectorXi m_parent; // elimination tree
- VectorXi m_nonZerosPerCol;
- PermutationMatrix<Dynamic,Dynamic,Index> m_P; // the permutation
- PermutationMatrix<Dynamic,Dynamic,Index> m_Pinv; // the inverse permutation
-};
-
-template<typename _MatrixType, int _UpLo = Lower> class SimplicialLLt;
-template<typename _MatrixType, int _UpLo = Lower> class SimplicialLDLt;
-template<typename _MatrixType, int _UpLo = Lower> class SimplicialCholesky;
-
-namespace internal {
-
-template<typename _MatrixType, int _UpLo> struct traits<SimplicialLLt<_MatrixType,_UpLo> >
-{
- typedef _MatrixType MatrixType;
- enum { UpLo = _UpLo };
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::Index Index;
- typedef SparseMatrix<Scalar, ColMajor, Index> CholMatrixType;
- typedef SparseTriangularView<CholMatrixType, Eigen::Lower> MatrixL;
- typedef SparseTriangularView<typename CholMatrixType::AdjointReturnType, Eigen::Upper> MatrixU;
- inline static MatrixL getL(const MatrixType& m) { return m; }
- inline static MatrixU getU(const MatrixType& m) { return m.adjoint(); }
-};
-
-//template<typename _MatrixType> struct traits<SimplicialLLt<_MatrixType,Upper> >
-//{
-// typedef _MatrixType MatrixType;
-// enum { UpLo = Upper };
-// typedef typename MatrixType::Scalar Scalar;
-// typedef typename MatrixType::Index Index;
-// typedef SparseMatrix<Scalar, ColMajor, Index> CholMatrixType;
-// typedef TriangularView<CholMatrixType, Eigen::Lower> MatrixL;
-// typedef TriangularView<CholMatrixType, Eigen::Upper> MatrixU;
-// inline static MatrixL getL(const MatrixType& m) { return m.adjoint(); }
-// inline static MatrixU getU(const MatrixType& m) { return m; }
-//};
-
-template<typename _MatrixType,int _UpLo> struct traits<SimplicialLDLt<_MatrixType,_UpLo> >
-{
- typedef _MatrixType MatrixType;
- enum { UpLo = _UpLo };
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::Index Index;
- typedef SparseMatrix<Scalar, ColMajor, Index> CholMatrixType;
- typedef SparseTriangularView<CholMatrixType, Eigen::UnitLower> MatrixL;
- typedef SparseTriangularView<typename CholMatrixType::AdjointReturnType, Eigen::UnitUpper> MatrixU;
- inline static MatrixL getL(const MatrixType& m) { return m; }
- inline static MatrixU getU(const MatrixType& m) { return m.adjoint(); }
-};
-
-//template<typename _MatrixType> struct traits<SimplicialLDLt<_MatrixType,Upper> >
-//{
-// typedef _MatrixType MatrixType;
-// enum { UpLo = Upper };
-// typedef typename MatrixType::Scalar Scalar;
-// typedef typename MatrixType::Index Index;
-// typedef SparseMatrix<Scalar, ColMajor, Index> CholMatrixType;
-// typedef TriangularView<CholMatrixType, Eigen::UnitLower> MatrixL;
-// typedef TriangularView<CholMatrixType, Eigen::UnitUpper> MatrixU;
-// inline static MatrixL getL(const MatrixType& m) { return m.adjoint(); }
-// inline static MatrixU getU(const MatrixType& m) { return m; }
-//};
-
-template<typename _MatrixType, int _UpLo> struct traits<SimplicialCholesky<_MatrixType,_UpLo> >
-{
- typedef _MatrixType MatrixType;
- enum { UpLo = _UpLo };
-};
-
-}
-
-/** \class SimplicialLLt
- * \brief A direct sparse LLt Cholesky factorizations
- *
- * This class provides a LL^T Cholesky factorizations of sparse matrices that are
- * selfadjoint and positive definite. The factorization allows for solving A.X = B where
- * X and B can be either dense or sparse.
- *
- * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
- * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
- * or Upper. Default is Lower.
- *
- * \sa class SimplicialLDLt
- */
-template<typename _MatrixType, int _UpLo>
- class SimplicialLLt : public SimplicialCholeskyBase<SimplicialLLt<_MatrixType,_UpLo> >
-{
-public:
- typedef _MatrixType MatrixType;
- enum { UpLo = _UpLo };
- typedef SimplicialCholeskyBase<SimplicialLLt> Base;
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- typedef typename MatrixType::Index Index;
- typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
- typedef Matrix<Scalar,Dynamic,1> VectorType;
- typedef internal::traits<SimplicialLLt> Traits;
- typedef typename Traits::MatrixL MatrixL;
- typedef typename Traits::MatrixU MatrixU;
-public:
- SimplicialLLt() : Base() {}
- SimplicialLLt(const MatrixType& matrix)
- : Base(matrix) {}
-
- inline const MatrixL matrixL() const {
- eigen_assert(Base::m_factorizationIsOk && "Simplicial LLt not factorized");
- return Traits::getL(Base::m_matrix);
- }
-
- inline const MatrixU matrixU() const {
- eigen_assert(Base::m_factorizationIsOk && "Simplicial LLt not factorized");
- return Traits::getU(Base::m_matrix);
- }
-
- /** Performs a symbolic decomposition on the sparcity of \a matrix.
- *
- * This function is particularly useful when solving for several problems having the same structure.
- *
- * \sa factorize()
- */
- void analyzePattern(const MatrixType& a)
- {
- Base::analyzePattern(a, false);
- }
-
- /** Performs a numeric decomposition of \a matrix
- *
- * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
- *
- * \sa analyzePattern()
- */
- void factorize(const MatrixType& a)
- {
- Base::template factorize<false>(a);
- }
-
- Scalar determinant() const
- {
- Scalar detL = Diagonal<const CholMatrixType>(Base::m_matrix).prod();
- return internal::abs2(detL);
- }
-};
-
-/** \class SimplicialLDLt
- * \brief A direct sparse LDLt Cholesky factorizations without square root.
- *
- * This class provides a LDL^T Cholesky factorizations without square root of sparse matrices that are
- * selfadjoint and positive definite. The factorization allows for solving A.X = B where
- * X and B can be either dense or sparse.
- *
- * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
- * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
- * or Upper. Default is Lower.
- *
- * \sa class SimplicialLLt
- */
-template<typename _MatrixType, int _UpLo>
- class SimplicialLDLt : public SimplicialCholeskyBase<SimplicialLDLt<_MatrixType,_UpLo> >
-{
-public:
- typedef _MatrixType MatrixType;
- enum { UpLo = _UpLo };
- typedef SimplicialCholeskyBase<SimplicialLDLt> Base;
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- typedef typename MatrixType::Index Index;
- typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
- typedef Matrix<Scalar,Dynamic,1> VectorType;
- typedef internal::traits<SimplicialLDLt> Traits;
- typedef typename Traits::MatrixL MatrixL;
- typedef typename Traits::MatrixU MatrixU;
-public:
- SimplicialLDLt() : Base() {}
- SimplicialLDLt(const MatrixType& matrix)
- : Base(matrix) {}
-
- inline const VectorType vectorD() const {
- eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLt not factorized");
- return Base::m_diag;
- }
- inline const MatrixL matrixL() const {
- eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLt not factorized");
- return Traits::getL(Base::m_matrix);
- }
-
- inline const MatrixU matrixU() const {
- eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLt not factorized");
- return Traits::getU(Base::m_matrix);
- }
-
- /** Performs a symbolic decomposition on the sparcity of \a matrix.
- *
- * This function is particularly useful when solving for several problems having the same structure.
- *
- * \sa factorize()
- */
- void analyzePattern(const MatrixType& a)
- {
- Base::analyzePattern(a, true);
- }
-
- /** Performs a numeric decomposition of \a matrix
- *
- * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
- *
- * \sa analyzePattern()
- */
- void factorize(const MatrixType& a)
- {
- Base::template factorize<true>(a);
- }
-
- Scalar determinant() const
- {
- return Base::m_diag.prod();
- }
-};
-
-/** \class SimplicialCholesky
- * \deprecated
- * \sa class SimplicialLDLt, class SimplicialLLt
- */
-template<typename _MatrixType, int _UpLo>
- class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<_MatrixType,_UpLo> >
-{
-public:
- typedef _MatrixType MatrixType;
- enum { UpLo = _UpLo };
- typedef SimplicialCholeskyBase<SimplicialCholesky> Base;
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- typedef typename MatrixType::Index Index;
- typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
- typedef Matrix<Scalar,Dynamic,1> VectorType;
- typedef internal::traits<SimplicialCholesky> Traits;
- typedef internal::traits<SimplicialLDLt<MatrixType,UpLo> > LDLtTraits;
- typedef internal::traits<SimplicialLLt<MatrixType,UpLo> > LLtTraits;
- public:
- SimplicialCholesky() : Base(), m_LDLt(true) {}
- SimplicialCholesky(const MatrixType& matrix)
- : Base(), m_LDLt(true)
- {
- Base::compute(matrix);
- }
-
- SimplicialCholesky& setMode(SimplicialCholeskyMode mode)
- {
- switch(mode)
- {
- case SimplicialCholeskyLLt:
- m_LDLt = false;
- break;
- case SimplicialCholeskyLDLt:
- m_LDLt = true;
- break;
- default:
- break;
- }
-
- return *this;
- }
-
- inline const VectorType vectorD() const {
- eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized");
- return Base::m_diag;
- }
- inline const CholMatrixType rawMatrix() const {
- eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized");
- return Base::m_matrix;
- }
-
- /** Performs a symbolic decomposition on the sparcity of \a matrix.
- *
- * This function is particularly useful when solving for several problems having the same structure.
- *
- * \sa factorize()
- */
- void analyzePattern(const MatrixType& a)
- {
- Base::analyzePattern(a, m_LDLt);
- }
-
- /** Performs a numeric decomposition of \a matrix
- *
- * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
- *
- * \sa analyzePattern()
- */
- void factorize(const MatrixType& a)
- {
- if(m_LDLt)
- Base::template factorize<true>(a);
- else
- Base::template factorize<false>(a);
- }
-
- /** \internal */
- template<typename Rhs,typename Dest>
- void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
- {
- eigen_assert(Base::m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
- eigen_assert(Base::m_matrix.rows()==b.rows());
-
- if(Base::m_info!=Success)
- return;
-
- if(Base::m_P.size()>0)
- dest = Base::m_Pinv * b;
- else
- dest = b;
-
- if(Base::m_matrix.nonZeros()>0) // otherwise L==I
- {
- if(m_LDLt)
- LDLtTraits::getL(Base::m_matrix).solveInPlace(dest);
- else
- LLtTraits::getL(Base::m_matrix).solveInPlace(dest);
- }
-
- if(Base::m_diag.size()>0)
- dest = Base::m_diag.asDiagonal().inverse() * dest;
-
- if (Base::m_matrix.nonZeros()>0) // otherwise I==I
- {
- if(m_LDLt)
- LDLtTraits::getU(Base::m_matrix).solveInPlace(dest);
- else
- LLtTraits::getU(Base::m_matrix).solveInPlace(dest);
- }
-
- if(Base::m_P.size()>0)
- dest = Base::m_P * dest;
- }
-
- Scalar determinant() const
- {
- if(m_LDLt)
- {
- return Base::m_diag.prod();
- }
- else
- {
- Scalar detL = Diagonal<const CholMatrixType>(Base::m_matrix).prod();
- return internal::abs2(detL);
- }
- }
-
- protected:
- bool m_LDLt;
-};
-
-template<typename Derived>
-void SimplicialCholeskyBase<Derived>::analyzePattern(const MatrixType& a, bool doLDLt)
-{
- eigen_assert(a.rows()==a.cols());
- const Index size = a.rows();
- m_matrix.resize(size, size);
- m_parent.resize(size);
- m_nonZerosPerCol.resize(size);
-
- ei_declare_aligned_stack_constructed_variable(Index, tags, size, 0);
-
- // TODO allows to configure the permutation
- {
- CholMatrixType C;
- C = a.template selfadjointView<UpLo>();
- // remove diagonal entries:
- C.prune(keep_diag());
- internal::minimum_degree_ordering(C, m_P);
- }
-
- if(m_P.size()>0)
- m_Pinv = m_P.inverse();
- else
- m_Pinv.resize(0);
-
- SparseMatrix<Scalar,ColMajor,Index> ap(size,size);
- ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_Pinv);
-
- for(Index k = 0; k < size; ++k)
- {
- /* L(k,:) pattern: all nodes reachable in etree from nz in A(0:k-1,k) */
- m_parent[k] = -1; /* parent of k is not yet known */
- tags[k] = k; /* mark node k as visited */
- m_nonZerosPerCol[k] = 0; /* count of nonzeros in column k of L */
- for(typename CholMatrixType::InnerIterator it(ap,k); it; ++it)
- {
- Index i = it.index();
- if(i < k)
- {
- /* follow path from i to root of etree, stop at flagged node */
- for(; tags[i] != k; i = m_parent[i])
- {
- /* find parent of i if not yet determined */
- if (m_parent[i] == -1)
- m_parent[i] = k;
- m_nonZerosPerCol[i]++; /* L (k,i) is nonzero */
- tags[i] = k; /* mark i as visited */
- }
- }
- }
- }
-
- /* construct Lp index array from m_nonZerosPerCol column counts */
- Index* Lp = m_matrix._outerIndexPtr();
- Lp[0] = 0;
- for(Index k = 0; k < size; ++k)
- Lp[k+1] = Lp[k] + m_nonZerosPerCol[k] + (doLDLt ? 0 : 1);
-
- m_matrix.resizeNonZeros(Lp[size]);
-
- m_isInitialized = true;
- m_info = Success;
- m_analysisIsOk = true;
- m_factorizationIsOk = false;
-}
-
-
-template<typename Derived>
-template<bool DoLDLt>
-void SimplicialCholeskyBase<Derived>::factorize(const MatrixType& a)
-{
- eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
- eigen_assert(a.rows()==a.cols());
- const Index size = a.rows();
- eigen_assert(m_parent.size()==size);
- eigen_assert(m_nonZerosPerCol.size()==size);
-
- const Index* Lp = m_matrix._outerIndexPtr();
- Index* Li = m_matrix._innerIndexPtr();
- Scalar* Lx = m_matrix._valuePtr();
-
- ei_declare_aligned_stack_constructed_variable(Scalar, y, size, 0);
- ei_declare_aligned_stack_constructed_variable(Index, pattern, size, 0);
- ei_declare_aligned_stack_constructed_variable(Index, tags, size, 0);
-
- SparseMatrix<Scalar,ColMajor,Index> ap(size,size);
- ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_Pinv);
-
- bool ok = true;
- m_diag.resize(DoLDLt ? size : 0);
-
- for(Index k = 0; k < size; ++k)
- {
- // compute nonzero pattern of kth row of L, in topological order
- y[k] = 0.0; // Y(0:k) is now all zero
- Index top = size; // stack for pattern is empty
- tags[k] = k; // mark node k as visited
- m_nonZerosPerCol[k] = 0; // count of nonzeros in column k of L
- for(typename MatrixType::InnerIterator it(ap,k); it; ++it)
- {
- Index i = it.index();
- if(i <= k)
- {
- y[i] += internal::conj(it.value()); /* scatter A(i,k) into Y (sum duplicates) */
- Index len;
- for(len = 0; tags[i] != k; i = m_parent[i])
- {
- pattern[len++] = i; /* L(k,i) is nonzero */
- tags[i] = k; /* mark i as visited */
- }
- while(len > 0)
- pattern[--top] = pattern[--len];
- }
- }
-
- /* compute numerical values kth row of L (a sparse triangular solve) */
- Scalar d = y[k]; // get D(k,k) and clear Y(k)
- y[k] = 0.0;
- for(; top < size; ++top)
- {
- Index i = pattern[top]; /* pattern[top:n-1] is pattern of L(:,k) */
- Scalar yi = y[i]; /* get and clear Y(i) */
- y[i] = 0.0;
-
- /* the nonzero entry L(k,i) */
- Scalar l_ki;
- if(DoLDLt)
- l_ki = yi / m_diag[i];
- else
- yi = l_ki = yi / Lx[Lp[i]];
-
- Index p2 = Lp[i] + m_nonZerosPerCol[i];
- Index p;
- for(p = Lp[i] + (DoLDLt ? 0 : 1); p < p2; ++p)
- y[Li[p]] -= internal::conj(Lx[p]) * yi;
- d -= l_ki * internal::conj(yi);
- Li[p] = k; /* store L(k,i) in column form of L */
- Lx[p] = l_ki;
- ++m_nonZerosPerCol[i]; /* increment count of nonzeros in col i */
- }
- if(DoLDLt)
- m_diag[k] = d;
- else
- {
- Index p = Lp[k]+m_nonZerosPerCol[k]++;
- Li[p] = k ; /* store L(k,k) = sqrt (d) in column k */
- Lx[p] = internal::sqrt(d) ;
- }
- if(d == Scalar(0))
- {
- ok = false; /* failure, D(k,k) is zero */
- break;
- }
- }
-
- m_info = ok ? Success : NumericalIssue;
- m_factorizationIsOk = true;
-}
-
-namespace internal {
-
-template<typename Derived, typename Rhs>
-struct solve_retval<SimplicialCholeskyBase<Derived>, Rhs>
- : solve_retval_base<SimplicialCholeskyBase<Derived>, Rhs>
-{
- typedef SimplicialCholeskyBase<Derived> Dec;
- EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- dec().derived()._solve(rhs(),dst);
- }
-};
-
-template<typename Derived, typename Rhs>
-struct sparse_solve_retval<SimplicialCholeskyBase<Derived>, Rhs>
- : sparse_solve_retval_base<SimplicialCholeskyBase<Derived>, Rhs>
-{
- typedef SimplicialCholeskyBase<Derived> Dec;
- EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- dec().derived()._solve_sparse(rhs(),dst);
- }
-};
-
-}
-
-#endif // EIGEN_SIMPLICIAL_CHOLESKY_H
diff --git a/unsupported/Eigen/src/SparseExtra/Solve.h b/unsupported/Eigen/src/SparseExtra/Solve.h
deleted file mode 100644
index 5b6c859ae..000000000
--- a/unsupported/Eigen/src/SparseExtra/Solve.h
+++ /dev/null
@@ -1,122 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
-
-#ifndef EIGEN_SPARSE_SOLVE_H
-#define EIGEN_SPARSE_SOLVE_H
-
-namespace internal {
-
-template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base;
-template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval;
-
-template<typename DecompositionType, typename Rhs>
-struct traits<sparse_solve_retval_base<DecompositionType, Rhs> >
-{
- typedef typename DecompositionType::MatrixType MatrixType;
- typedef SparseMatrix<typename Rhs::Scalar, Rhs::Options, typename Rhs::Index> ReturnType;
-};
-
-template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base
- : public ReturnByValue<sparse_solve_retval_base<_DecompositionType, Rhs> >
-{
- typedef typename remove_all<typename Rhs::Nested>::type RhsNestedCleaned;
- typedef _DecompositionType DecompositionType;
- typedef ReturnByValue<sparse_solve_retval_base> Base;
- typedef typename Base::Index Index;
-
- sparse_solve_retval_base(const DecompositionType& dec, const Rhs& rhs)
- : m_dec(dec), m_rhs(rhs)
- {}
-
- inline Index rows() const { return m_dec.cols(); }
- inline Index cols() const { return m_rhs.cols(); }
- inline const DecompositionType& dec() const { return m_dec; }
- inline const RhsNestedCleaned& rhs() const { return m_rhs; }
-
- template<typename Dest> inline void evalTo(Dest& dst) const
- {
- static_cast<const sparse_solve_retval<DecompositionType,Rhs>*>(this)->evalTo(dst);
- }
-
- protected:
- const DecompositionType& m_dec;
- const typename Rhs::Nested m_rhs;
-};
-
-#define EIGEN_MAKE_SPARSE_SOLVE_HELPERS(DecompositionType,Rhs) \
- typedef typename DecompositionType::MatrixType MatrixType; \
- typedef typename MatrixType::Scalar Scalar; \
- typedef typename MatrixType::RealScalar RealScalar; \
- typedef typename MatrixType::Index Index; \
- typedef Eigen::internal::sparse_solve_retval_base<DecompositionType,Rhs> Base; \
- using Base::dec; \
- using Base::rhs; \
- using Base::rows; \
- using Base::cols; \
- sparse_solve_retval(const DecompositionType& dec, const Rhs& rhs) \
- : Base(dec, rhs) {}
-
-
-
-template<typename DecompositionType, typename Rhs, typename Guess> struct solve_retval_with_guess;
-
-template<typename DecompositionType, typename Rhs, typename Guess>
-struct traits<solve_retval_with_guess<DecompositionType, Rhs, Guess> >
-{
- typedef typename DecompositionType::MatrixType MatrixType;
- typedef Matrix<typename Rhs::Scalar,
- MatrixType::ColsAtCompileTime,
- Rhs::ColsAtCompileTime,
- Rhs::PlainObject::Options,
- MatrixType::MaxColsAtCompileTime,
- Rhs::MaxColsAtCompileTime> ReturnType;
-};
-
-template<typename DecompositionType, typename Rhs, typename Guess> struct solve_retval_with_guess
- : public ReturnByValue<solve_retval_with_guess<DecompositionType, Rhs, Guess> >
-{
- typedef typename DecompositionType::Index Index;
-
- solve_retval_with_guess(const DecompositionType& dec, const Rhs& rhs, const Guess& guess)
- : m_dec(dec), m_rhs(rhs), m_guess(guess)
- {}
-
- inline Index rows() const { return m_dec.cols(); }
- inline Index cols() const { return m_rhs.cols(); }
-
- template<typename Dest> inline void evalTo(Dest& dst) const
- {
- dst = m_guess;
- m_dec._solveWithGuess(m_rhs,dst);
- }
-
- protected:
- const DecompositionType& m_dec;
- const typename Rhs::Nested m_rhs;
- const typename Guess::Nested m_guess;
-};
-
-} // namepsace internal
-
-#endif // EIGEN_SPARSE_SOLVE_H
diff --git a/unsupported/Eigen/src/SparseExtra/SuperLUSupport.h b/unsupported/Eigen/src/SparseExtra/SuperLUSupport.h
deleted file mode 100644
index e485a9f50..000000000
--- a/unsupported/Eigen/src/SparseExtra/SuperLUSupport.h
+++ /dev/null
@@ -1,989 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
-
-#ifndef EIGEN_SUPERLUSUPPORT_H
-#define EIGEN_SUPERLUSUPPORT_H
-
-#define DECL_GSSVX(PREFIX,FLOATTYPE,KEYTYPE) \
- extern "C" { \
- typedef struct { FLOATTYPE for_lu; FLOATTYPE total_needed; int expansions; } PREFIX##mem_usage_t; \
- extern void PREFIX##gssvx(superlu_options_t *, SuperMatrix *, int *, int *, int *, \
- char *, FLOATTYPE *, FLOATTYPE *, SuperMatrix *, SuperMatrix *, \
- void *, int, SuperMatrix *, SuperMatrix *, \
- FLOATTYPE *, FLOATTYPE *, FLOATTYPE *, FLOATTYPE *, \
- PREFIX##mem_usage_t *, SuperLUStat_t *, int *); \
- } \
- inline float SuperLU_gssvx(superlu_options_t *options, SuperMatrix *A, \
- int *perm_c, int *perm_r, int *etree, char *equed, \
- FLOATTYPE *R, FLOATTYPE *C, SuperMatrix *L, \
- SuperMatrix *U, void *work, int lwork, \
- SuperMatrix *B, SuperMatrix *X, \
- FLOATTYPE *recip_pivot_growth, \
- FLOATTYPE *rcond, FLOATTYPE *ferr, FLOATTYPE *berr, \
- SuperLUStat_t *stats, int *info, KEYTYPE) { \
- PREFIX##mem_usage_t mem_usage; \
- PREFIX##gssvx(options, A, perm_c, perm_r, etree, equed, R, C, L, \
- U, work, lwork, B, X, recip_pivot_growth, rcond, \
- ferr, berr, &mem_usage, stats, info); \
- return mem_usage.for_lu; /* bytes used by the factor storage */ \
- }
-
-DECL_GSSVX(s,float,float)
-DECL_GSSVX(c,float,std::complex<float>)
-DECL_GSSVX(d,double,double)
-DECL_GSSVX(z,double,std::complex<double>)
-
-#ifdef MILU_ALPHA
-#define EIGEN_SUPERLU_HAS_ILU
-#endif
-
-#ifdef EIGEN_SUPERLU_HAS_ILU
-
-// similarly for the incomplete factorization using gsisx
-#define DECL_GSISX(PREFIX,FLOATTYPE,KEYTYPE) \
- extern "C" { \
- extern void PREFIX##gsisx(superlu_options_t *, SuperMatrix *, int *, int *, int *, \
- char *, FLOATTYPE *, FLOATTYPE *, SuperMatrix *, SuperMatrix *, \
- void *, int, SuperMatrix *, SuperMatrix *, FLOATTYPE *, FLOATTYPE *, \
- PREFIX##mem_usage_t *, SuperLUStat_t *, int *); \
- } \
- inline float SuperLU_gsisx(superlu_options_t *options, SuperMatrix *A, \
- int *perm_c, int *perm_r, int *etree, char *equed, \
- FLOATTYPE *R, FLOATTYPE *C, SuperMatrix *L, \
- SuperMatrix *U, void *work, int lwork, \
- SuperMatrix *B, SuperMatrix *X, \
- FLOATTYPE *recip_pivot_growth, \
- FLOATTYPE *rcond, \
- SuperLUStat_t *stats, int *info, KEYTYPE) { \
- PREFIX##mem_usage_t mem_usage; \
- PREFIX##gsisx(options, A, perm_c, perm_r, etree, equed, R, C, L, \
- U, work, lwork, B, X, recip_pivot_growth, rcond, \
- &mem_usage, stats, info); \
- return mem_usage.for_lu; /* bytes used by the factor storage */ \
- }
-
-DECL_GSISX(s,float,float)
-DECL_GSISX(c,float,std::complex<float>)
-DECL_GSISX(d,double,double)
-DECL_GSISX(z,double,std::complex<double>)
-
-#endif
-
-template<typename MatrixType>
-struct SluMatrixMapHelper;
-
-/** \internal
- *
- * A wrapper class for SuperLU matrices. It supports only compressed sparse matrices
- * and dense matrices. Supernodal and other fancy format are not supported by this wrapper.
- *
- * This wrapper class mainly aims to avoids the need of dynamic allocation of the storage structure.
- */
-struct SluMatrix : SuperMatrix
-{
- SluMatrix()
- {
- Store = &storage;
- }
-
- SluMatrix(const SluMatrix& other)
- : SuperMatrix(other)
- {
- Store = &storage;
- storage = other.storage;
- }
-
- SluMatrix& operator=(const SluMatrix& other)
- {
- SuperMatrix::operator=(static_cast<const SuperMatrix&>(other));
- Store = &storage;
- storage = other.storage;
- return *this;
- }
-
- struct
- {
- union {int nnz;int lda;};
- void *values;
- int *innerInd;
- int *outerInd;
- } storage;
-
- void setStorageType(Stype_t t)
- {
- Stype = t;
- if (t==SLU_NC || t==SLU_NR || t==SLU_DN)
- Store = &storage;
- else
- {
- eigen_assert(false && "storage type not supported");
- Store = 0;
- }
- }
-
- template<typename Scalar>
- void setScalarType()
- {
- if (internal::is_same<Scalar,float>::value)
- Dtype = SLU_S;
- else if (internal::is_same<Scalar,double>::value)
- Dtype = SLU_D;
- else if (internal::is_same<Scalar,std::complex<float> >::value)
- Dtype = SLU_C;
- else if (internal::is_same<Scalar,std::complex<double> >::value)
- Dtype = SLU_Z;
- else
- {
- eigen_assert(false && "Scalar type not supported by SuperLU");
- }
- }
-
- template<typename Scalar, int Rows, int Cols, int Options, int MRows, int MCols>
- static SluMatrix Map(Matrix<Scalar,Rows,Cols,Options,MRows,MCols>& mat)
- {
- typedef Matrix<Scalar,Rows,Cols,Options,MRows,MCols> MatrixType;
- eigen_assert( ((Options&RowMajor)!=RowMajor) && "row-major dense matrices is not supported by SuperLU");
- SluMatrix res;
- res.setStorageType(SLU_DN);
- res.setScalarType<Scalar>();
- res.Mtype = SLU_GE;
-
- res.nrow = mat.rows();
- res.ncol = mat.cols();
-
- res.storage.lda = MatrixType::IsVectorAtCompileTime ? mat.size() : mat.outerStride();
- res.storage.values = mat.data();
- return res;
- }
-
- template<typename MatrixType>
- static SluMatrix Map(SparseMatrixBase<MatrixType>& mat)
- {
- SluMatrix res;
- if ((MatrixType::Flags&RowMajorBit)==RowMajorBit)
- {
- res.setStorageType(SLU_NR);
- res.nrow = mat.cols();
- res.ncol = mat.rows();
- }
- else
- {
- res.setStorageType(SLU_NC);
- res.nrow = mat.rows();
- res.ncol = mat.cols();
- }
-
- res.Mtype = SLU_GE;
-
- res.storage.nnz = mat.nonZeros();
- res.storage.values = mat.derived()._valuePtr();
- res.storage.innerInd = mat.derived()._innerIndexPtr();
- res.storage.outerInd = mat.derived()._outerIndexPtr();
-
- res.setScalarType<typename MatrixType::Scalar>();
-
- // FIXME the following is not very accurate
- if (MatrixType::Flags & Upper)
- res.Mtype = SLU_TRU;
- if (MatrixType::Flags & Lower)
- res.Mtype = SLU_TRL;
-
- eigen_assert(((MatrixType::Flags & SelfAdjoint)==0) && "SelfAdjoint matrix shape not supported by SuperLU");
-
- return res;
- }
-};
-
-template<typename Scalar, int Rows, int Cols, int Options, int MRows, int MCols>
-struct SluMatrixMapHelper<Matrix<Scalar,Rows,Cols,Options,MRows,MCols> >
-{
- typedef Matrix<Scalar,Rows,Cols,Options,MRows,MCols> MatrixType;
- static void run(MatrixType& mat, SluMatrix& res)
- {
- eigen_assert( ((Options&RowMajor)!=RowMajor) && "row-major dense matrices is not supported by SuperLU");
- res.setStorageType(SLU_DN);
- res.setScalarType<Scalar>();
- res.Mtype = SLU_GE;
-
- res.nrow = mat.rows();
- res.ncol = mat.cols();
-
- res.storage.lda = mat.outerStride();
- res.storage.values = mat.data();
- }
-};
-
-template<typename Derived>
-struct SluMatrixMapHelper<SparseMatrixBase<Derived> >
-{
- typedef Derived MatrixType;
- static void run(MatrixType& mat, SluMatrix& res)
- {
- if ((MatrixType::Flags&RowMajorBit)==RowMajorBit)
- {
- res.setStorageType(SLU_NR);
- res.nrow = mat.cols();
- res.ncol = mat.rows();
- }
- else
- {
- res.setStorageType(SLU_NC);
- res.nrow = mat.rows();
- res.ncol = mat.cols();
- }
-
- res.Mtype = SLU_GE;
-
- res.storage.nnz = mat.nonZeros();
- res.storage.values = mat._valuePtr();
- res.storage.innerInd = mat._innerIndexPtr();
- res.storage.outerInd = mat._outerIndexPtr();
-
- res.setScalarType<typename MatrixType::Scalar>();
-
- // FIXME the following is not very accurate
- if (MatrixType::Flags & Upper)
- res.Mtype = SLU_TRU;
- if (MatrixType::Flags & Lower)
- res.Mtype = SLU_TRL;
-
- eigen_assert(((MatrixType::Flags & SelfAdjoint)==0) && "SelfAdjoint matrix shape not supported by SuperLU");
- }
-};
-
-namespace internal {
-
-template<typename MatrixType>
-SluMatrix asSluMatrix(MatrixType& mat)
-{
- return SluMatrix::Map(mat);
-}
-
-/** View a Super LU matrix as an Eigen expression */
-template<typename Scalar, int Flags, typename Index>
-MappedSparseMatrix<Scalar,Flags,Index> map_superlu(SluMatrix& sluMat)
-{
- eigen_assert((Flags&RowMajor)==RowMajor && sluMat.Stype == SLU_NR
- || (Flags&ColMajor)==ColMajor && sluMat.Stype == SLU_NC);
-
- Index outerSize = (Flags&RowMajor)==RowMajor ? sluMat.ncol : sluMat.nrow;
-
- return MappedSparseMatrix<Scalar,Flags,Index>(
- sluMat.nrow, sluMat.ncol, sluMat.storage.outerInd[outerSize],
- sluMat.storage.outerInd, sluMat.storage.innerInd, reinterpret_cast<Scalar*>(sluMat.storage.values) );
-}
-
-} // end namespace internal
-
-
-template<typename _MatrixType, typename Derived>
-class SuperLUBase
-{
- public:
- typedef _MatrixType MatrixType;
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- typedef typename MatrixType::Index Index;
- typedef Matrix<Scalar,Dynamic,1> Vector;
- typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
- typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
- typedef SparseMatrix<Scalar> LUMatrixType;
-
- public:
-
- SuperLUBase() {}
-
- ~SuperLUBase()
- {
- clearFactors();
- }
-
- Derived& derived() { return *static_cast<Derived*>(this); }
- const Derived& derived() const { return *static_cast<const Derived*>(this); }
-
- inline Index rows() const { return m_matrix.rows(); }
- inline Index cols() const { return m_matrix.cols(); }
-
- /** \returns a reference to the Super LU option object to configure the Super LU algorithms. */
- inline superlu_options_t& options() { return m_sluOptions; }
-
- /** \brief Reports whether previous computation was successful.
- *
- * \returns \c Success if computation was succesful,
- * \c NumericalIssue if the matrix.appears to be negative.
- */
- ComputationInfo info() const
- {
- eigen_assert(m_isInitialized && "Decomposition is not initialized.");
- return m_info;
- }
-
- /** Computes the sparse Cholesky decomposition of \a matrix */
- void compute(const MatrixType& matrix)
- {
- derived().analyzePattern(matrix);
- derived().factorize(matrix);
- }
-
- /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
- *
- * \sa compute()
- */
- template<typename Rhs>
- inline const internal::solve_retval<SuperLUBase, Rhs> solve(const MatrixBase<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::solve_retval<SuperLUBase, Rhs>(*this, b.derived());
- }
-
- /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
- *
- * \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());
-// }
-
- /** Performs a symbolic decomposition on the sparcity of \a matrix.
- *
- * This function is particularly useful when solving for several problems having the same structure.
- *
- * \sa factorize()
- */
- void analyzePattern(const MatrixType& /*matrix*/)
- {
- m_isInitialized = true;
- m_info = Success;
- m_analysisIsOk = true;
- m_factorizationIsOk = false;
- }
-
- template<typename Stream>
- void dumpMemory(Stream& s)
- {}
-
- protected:
-
- void initFactorization(const MatrixType& a)
- {
- const int size = a.rows();
- m_matrix = a;
-
- m_sluA = internal::asSluMatrix(m_matrix);
- clearFactors();
-
- m_p.resize(size);
- m_q.resize(size);
- m_sluRscale.resize(size);
- m_sluCscale.resize(size);
- m_sluEtree.resize(size);
-
- // set empty B and X
- m_sluB.setStorageType(SLU_DN);
- m_sluB.setScalarType<Scalar>();
- m_sluB.Mtype = SLU_GE;
- m_sluB.storage.values = 0;
- m_sluB.nrow = 0;
- m_sluB.ncol = 0;
- m_sluB.storage.lda = size;
- m_sluX = m_sluB;
-
- m_extractedDataAreDirty = true;
- }
-
- void init()
- {
- m_info = InvalidInput;
- m_isInitialized = false;
- m_sluL.Store = 0;
- m_sluU.Store = 0;
- }
-
- void extractData() const;
-
- void clearFactors()
- {
- if(m_sluL.Store)
- Destroy_SuperNode_Matrix(&m_sluL);
- if(m_sluU.Store)
- Destroy_CompCol_Matrix(&m_sluU);
-
- m_sluL.Store = 0;
- m_sluU.Store = 0;
-
- memset(&m_sluL,0,sizeof m_sluL);
- memset(&m_sluU,0,sizeof m_sluU);
- }
-
- // cached data to reduce reallocation, etc.
- mutable LUMatrixType m_l;
- mutable LUMatrixType m_u;
- mutable IntColVectorType m_p;
- mutable IntRowVectorType m_q;
-
- mutable LUMatrixType m_matrix; // copy of the factorized matrix
- mutable SluMatrix m_sluA;
- mutable SuperMatrix m_sluL, m_sluU;
- mutable SluMatrix m_sluB, m_sluX;
- mutable SuperLUStat_t m_sluStat;
- mutable superlu_options_t m_sluOptions;
- mutable std::vector<int> m_sluEtree;
- mutable Matrix<RealScalar,Dynamic,1> m_sluRscale, m_sluCscale;
- mutable Matrix<RealScalar,Dynamic,1> m_sluFerr, m_sluBerr;
- mutable char m_sluEqued;
-
- mutable ComputationInfo m_info;
- bool m_isInitialized;
- int m_factorizationIsOk;
- int m_analysisIsOk;
- mutable bool m_extractedDataAreDirty;
-};
-
-
-template<typename _MatrixType>
-class SuperLU : public SuperLUBase<_MatrixType,SuperLU<_MatrixType> >
-{
- public:
- typedef SuperLUBase<_MatrixType,SuperLU> Base;
- typedef _MatrixType MatrixType;
- typedef typename Base::Scalar Scalar;
- typedef typename Base::RealScalar RealScalar;
- typedef typename Base::Index Index;
- typedef typename Base::IntRowVectorType IntRowVectorType;
- typedef typename Base::IntColVectorType IntColVectorType;
- typedef typename Base::LUMatrixType LUMatrixType;
- typedef TriangularView<LUMatrixType, Lower|UnitDiag> LMatrixType;
- typedef TriangularView<LUMatrixType, Upper> UMatrixType;
-
- public:
-
- SuperLU() : Base() { init(); }
-
- SuperLU(const MatrixType& matrix) : Base()
- {
- Base::init();
- compute(matrix);
- }
-
- ~SuperLU()
- {
- }
-
- /** Performs a symbolic decomposition on the sparcity of \a matrix.
- *
- * This function is particularly useful when solving for several problems having the same structure.
- *
- * \sa factorize()
- */
- void analyzePattern(const MatrixType& matrix)
- {
- init();
- Base::analyzePattern(matrix);
- }
-
- /** Performs a numeric decomposition of \a matrix
- *
- * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
- *
- * \sa analyzePattern()
- */
- void factorize(const MatrixType& matrix);
-
- #ifndef EIGEN_PARSED_BY_DOXYGEN
- /** \internal */
- template<typename Rhs,typename Dest>
- void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const;
- #endif // EIGEN_PARSED_BY_DOXYGEN
-
- inline const LMatrixType& matrixL() const
- {
- if (m_extractedDataAreDirty) this->extractData();
- return m_l;
- }
-
- inline const UMatrixType& matrixU() const
- {
- if (m_extractedDataAreDirty) this->extractData();
- return m_u;
- }
-
- inline const IntColVectorType& permutationP() const
- {
- if (m_extractedDataAreDirty) this->extractData();
- return m_p;
- }
-
- inline const IntRowVectorType& permutationQ() const
- {
- if (m_extractedDataAreDirty) this->extractData();
- return m_q;
- }
-
- Scalar determinant() const;
-
- protected:
-
- using Base::m_matrix;
- using Base::m_sluOptions;
- using Base::m_sluA;
- using Base::m_sluB;
- using Base::m_sluX;
- using Base::m_p;
- using Base::m_q;
- using Base::m_sluEtree;
- using Base::m_sluEqued;
- using Base::m_sluRscale;
- using Base::m_sluCscale;
- using Base::m_sluL;
- using Base::m_sluU;
- using Base::m_sluStat;
- using Base::m_sluFerr;
- using Base::m_sluBerr;
- using Base::m_l;
- using Base::m_u;
-
- using Base::m_analysisIsOk;
- using Base::m_factorizationIsOk;
- using Base::m_extractedDataAreDirty;
- using Base::m_isInitialized;
- using Base::m_info;
-
- void init()
- {
- Base::init();
-
- set_default_options(&this->m_sluOptions);
- m_sluOptions.PrintStat = NO;
- m_sluOptions.ConditionNumber = NO;
- m_sluOptions.Trans = NOTRANS;
- m_sluOptions.ColPerm = COLAMD;
- }
-};
-
-template<typename MatrixType>
-void SuperLU<MatrixType>::factorize(const MatrixType& a)
-{
- eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
- if(!m_analysisIsOk)
- {
- m_info = InvalidInput;
- return;
- }
-
- initFactorization(a);
-
- int info = 0;
- RealScalar recip_pivot_growth, rcond;
- RealScalar ferr, berr;
-
- StatInit(&m_sluStat);
- SuperLU_gssvx(&m_sluOptions, &m_sluA, m_q.data(), m_p.data(), &m_sluEtree[0],
- &m_sluEqued, &m_sluRscale[0], &m_sluCscale[0],
- &m_sluL, &m_sluU,
- NULL, 0,
- &m_sluB, &m_sluX,
- &recip_pivot_growth, &rcond,
- &ferr, &berr,
- &m_sluStat, &info, Scalar());
- StatFree(&m_sluStat);
-
- m_extractedDataAreDirty = true;
-
- // FIXME how to better check for errors ???
- m_info = info == 0 ? Success : NumericalIssue;
- m_factorizationIsOk = true;
-}
-
-template<typename MatrixType>
-template<typename Rhs,typename Dest>
-void SuperLU<MatrixType>::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest>& x) const
-{
- eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()");
-
- const int size = m_matrix.rows();
- const int rhsCols = b.cols();
- eigen_assert(size==b.rows());
-
- m_sluOptions.Trans = NOTRANS;
- m_sluOptions.Fact = FACTORED;
- m_sluOptions.IterRefine = NOREFINE;
-
-
- m_sluFerr.resize(rhsCols);
- m_sluBerr.resize(rhsCols);
- m_sluB = SluMatrix::Map(b.const_cast_derived());
- m_sluX = SluMatrix::Map(x.derived());
-
- typename Rhs::PlainObject b_cpy;
- if(m_sluEqued!='N')
- {
- b_cpy = b;
- m_sluB = SluMatrix::Map(b_cpy.const_cast_derived());
- }
-
- StatInit(&m_sluStat);
- int info = 0;
- RealScalar recip_pivot_growth, rcond;
- SuperLU_gssvx(&m_sluOptions, &m_sluA,
- m_q.data(), m_p.data(),
- &m_sluEtree[0], &m_sluEqued,
- &m_sluRscale[0], &m_sluCscale[0],
- &m_sluL, &m_sluU,
- NULL, 0,
- &m_sluB, &m_sluX,
- &recip_pivot_growth, &rcond,
- &m_sluFerr[0], &m_sluBerr[0],
- &m_sluStat, &info, Scalar());
- StatFree(&m_sluStat);
- m_info = info==0 ? Success : NumericalIssue;
-}
-
-// the code of this extractData() function has been adapted from the SuperLU's Matlab support code,
-//
-// Copyright (c) 1994 by Xerox Corporation. All rights reserved.
-//
-// THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
-// EXPRESSED OR IMPLIED. ANY USE IS AT YOUR OWN RISK.
-//
-template<typename MatrixType, typename Derived>
-void SuperLUBase<MatrixType,Derived>::extractData() const
-{
- eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for extracting factors, you must first call either compute() or analyzePattern()/factorize()");
- if (m_extractedDataAreDirty)
- {
- int upper;
- int fsupc, istart, nsupr;
- int lastl = 0, lastu = 0;
- SCformat *Lstore = static_cast<SCformat*>(m_sluL.Store);
- NCformat *Ustore = static_cast<NCformat*>(m_sluU.Store);
- Scalar *SNptr;
-
- const int size = m_matrix.rows();
- m_l.resize(size,size);
- m_l.resizeNonZeros(Lstore->nnz);
- m_u.resize(size,size);
- m_u.resizeNonZeros(Ustore->nnz);
-
- int* Lcol = m_l._outerIndexPtr();
- int* Lrow = m_l._innerIndexPtr();
- Scalar* Lval = m_l._valuePtr();
-
- int* Ucol = m_u._outerIndexPtr();
- int* Urow = m_u._innerIndexPtr();
- Scalar* Uval = m_u._valuePtr();
-
- Ucol[0] = 0;
- Ucol[0] = 0;
-
- /* for each supernode */
- for (int k = 0; k <= Lstore->nsuper; ++k)
- {
- fsupc = L_FST_SUPC(k);
- istart = L_SUB_START(fsupc);
- nsupr = L_SUB_START(fsupc+1) - istart;
- upper = 1;
-
- /* for each column in the supernode */
- for (int j = fsupc; j < L_FST_SUPC(k+1); ++j)
- {
- SNptr = &((Scalar*)Lstore->nzval)[L_NZ_START(j)];
-
- /* Extract U */
- for (int i = U_NZ_START(j); i < U_NZ_START(j+1); ++i)
- {
- Uval[lastu] = ((Scalar*)Ustore->nzval)[i];
- /* Matlab doesn't like explicit zero. */
- if (Uval[lastu] != 0.0)
- Urow[lastu++] = U_SUB(i);
- }
- for (int i = 0; i < upper; ++i)
- {
- /* upper triangle in the supernode */
- Uval[lastu] = SNptr[i];
- /* Matlab doesn't like explicit zero. */
- if (Uval[lastu] != 0.0)
- Urow[lastu++] = L_SUB(istart+i);
- }
- Ucol[j+1] = lastu;
-
- /* Extract L */
- Lval[lastl] = 1.0; /* unit diagonal */
- Lrow[lastl++] = L_SUB(istart + upper - 1);
- for (int i = upper; i < nsupr; ++i)
- {
- Lval[lastl] = SNptr[i];
- /* Matlab doesn't like explicit zero. */
- if (Lval[lastl] != 0.0)
- Lrow[lastl++] = L_SUB(istart+i);
- }
- Lcol[j+1] = lastl;
-
- ++upper;
- } /* for j ... */
-
- } /* for k ... */
-
- // squeeze the matrices :
- m_l.resizeNonZeros(lastl);
- m_u.resizeNonZeros(lastu);
-
- m_extractedDataAreDirty = false;
- }
-}
-
-template<typename MatrixType>
-typename SuperLU<MatrixType>::Scalar SuperLU<MatrixType>::determinant() const
-{
- eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for computing the determinant, you must first call either compute() or analyzePattern()/factorize()");
-
- if (m_extractedDataAreDirty)
- this->extractData();
-
- Scalar det = Scalar(1);
- for (int j=0; j<m_u.cols(); ++j)
- {
- if (m_u._outerIndexPtr()[j+1]-m_u._outerIndexPtr()[j] > 0)
- {
- int lastId = m_u._outerIndexPtr()[j+1]-1;
- eigen_assert(m_u._innerIndexPtr()[lastId]<=j);
- if (m_u._innerIndexPtr()[lastId]==j)
- det *= m_u._valuePtr()[lastId];
- }
- }
- if(m_sluEqued!='N')
- return det/m_sluRscale.prod()/m_sluCscale.prod();
- else
- return det;
-}
-
-#ifdef EIGEN_SUPERLU_HAS_ILU
-template<typename _MatrixType>
-class SuperILU : public SuperLUBase<_MatrixType,SuperILU<_MatrixType> >
-{
- public:
- typedef SuperLUBase<_MatrixType,SuperILU> Base;
- typedef _MatrixType MatrixType;
- typedef typename Base::Scalar Scalar;
- typedef typename Base::RealScalar RealScalar;
- typedef typename Base::Index Index;
-
- public:
-
- SuperILU() : Base() { init(); }
-
- SuperILU(const MatrixType& matrix) : Base()
- {
- init();
- compute(matrix);
- }
-
- ~SuperILU()
- {
- }
-
- /** Performs a symbolic decomposition on the sparcity of \a matrix.
- *
- * This function is particularly useful when solving for several problems having the same structure.
- *
- * \sa factorize()
- */
- void analyzePattern(const MatrixType& matrix)
- {
- Base::analyzePattern(matrix);
- }
-
- /** Performs a numeric decomposition of \a matrix
- *
- * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
- *
- * \sa analyzePattern()
- */
- void factorize(const MatrixType& matrix);
-
- #ifndef EIGEN_PARSED_BY_DOXYGEN
- /** \internal */
- template<typename Rhs,typename Dest>
- void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const;
- #endif // EIGEN_PARSED_BY_DOXYGEN
-
- protected:
-
- using Base::m_matrix;
- using Base::m_sluOptions;
- using Base::m_sluA;
- using Base::m_sluB;
- using Base::m_sluX;
- using Base::m_p;
- using Base::m_q;
- using Base::m_sluEtree;
- using Base::m_sluEqued;
- using Base::m_sluRscale;
- using Base::m_sluCscale;
- using Base::m_sluL;
- using Base::m_sluU;
- using Base::m_sluStat;
- using Base::m_sluFerr;
- using Base::m_sluBerr;
- using Base::m_l;
- using Base::m_u;
-
- using Base::m_analysisIsOk;
- using Base::m_factorizationIsOk;
- using Base::m_extractedDataAreDirty;
- using Base::m_isInitialized;
- using Base::m_info;
-
- void init()
- {
- Base::init();
-
- ilu_set_default_options(&m_sluOptions);
- m_sluOptions.PrintStat = NO;
- m_sluOptions.ConditionNumber = NO;
- m_sluOptions.Trans = NOTRANS;
- m_sluOptions.ColPerm = MMD_AT_PLUS_A;
-
- // no attempt to preserve column sum
- m_sluOptions.ILU_MILU = SILU;
- // only basic ILU(k) support -- no direct control over memory consumption
- // better to use ILU_DropRule = DROP_BASIC | DROP_AREA
- // and set ILU_FillFactor to max memory growth
- m_sluOptions.ILU_DropRule = DROP_BASIC;
- m_sluOptions.ILU_DropTol = NumTraits<Scalar>::dummy_precision()*10;
- }
-};
-
-template<typename MatrixType>
-void SuperILU<MatrixType>::factorize(const MatrixType& a)
-{
- eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
- if(!m_analysisIsOk)
- {
- m_info = InvalidInput;
- return;
- }
-
- this->initFactorization(a);
-
- int info = 0;
- RealScalar recip_pivot_growth, rcond;
-
- StatInit(&m_sluStat);
- SuperLU_gsisx(&m_sluOptions, &m_sluA, m_q.data(), m_p.data(), &m_sluEtree[0],
- &m_sluEqued, &m_sluRscale[0], &m_sluCscale[0],
- &m_sluL, &m_sluU,
- NULL, 0,
- &m_sluB, &m_sluX,
- &recip_pivot_growth, &rcond,
- &m_sluStat, &info, Scalar());
- StatFree(&m_sluStat);
-
- // FIXME how to better check for errors ???
- m_info = info == 0 ? Success : NumericalIssue;
- m_factorizationIsOk = true;
-}
-
-template<typename MatrixType>
-template<typename Rhs,typename Dest>
-void SuperILU<MatrixType>::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest>& x) const
-{
- eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()");
-
- const int size = m_matrix.rows();
- const int rhsCols = b.cols();
- eigen_assert(size==b.rows());
-
- m_sluOptions.Trans = NOTRANS;
- m_sluOptions.Fact = FACTORED;
- m_sluOptions.IterRefine = NOREFINE;
-
- m_sluFerr.resize(rhsCols);
- m_sluBerr.resize(rhsCols);
- m_sluB = SluMatrix::Map(b.const_cast_derived());
- m_sluX = SluMatrix::Map(x.derived());
-
- typename Rhs::PlainObject b_cpy;
- if(m_sluEqued!='N')
- {
- b_cpy = b;
- m_sluB = SluMatrix::Map(b_cpy.const_cast_derived());
- }
-
- int info = 0;
- RealScalar recip_pivot_growth, rcond;
-
- StatInit(&m_sluStat);
- SuperLU_gsisx(&m_sluOptions, &m_sluA,
- m_q.data(), m_p.data(),
- &m_sluEtree[0], &m_sluEqued,
- &m_sluRscale[0], &m_sluCscale[0],
- &m_sluL, &m_sluU,
- NULL, 0,
- &m_sluB, &m_sluX,
- &recip_pivot_growth, &rcond,
- &m_sluStat, &info, Scalar());
- StatFree(&m_sluStat);
-
- m_info = info==0 ? Success : NumericalIssue;
-}
-#endif
-
-namespace internal {
-
-template<typename _MatrixType, typename Derived, typename Rhs>
-struct solve_retval<SuperLUBase<_MatrixType,Derived>, Rhs>
- : solve_retval_base<SuperLUBase<_MatrixType,Derived>, Rhs>
-{
- typedef SuperLUBase<_MatrixType,Derived> Dec;
- EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- dec().derived()._solve(rhs(),dst);
- }
-};
-
-template<typename _MatrixType, typename Derived, typename Rhs>
-struct sparse_solve_retval<SuperLUBase<_MatrixType,Derived>, Rhs>
- : sparse_solve_retval_base<SuperLUBase<_MatrixType,Derived>, Rhs>
-{
- typedef SuperLUBase<_MatrixType,Derived> Dec;
- EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- dec().derived()._solve(rhs(),dst);
- }
-};
-
-}
-
-#endif // EIGEN_SUPERLUSUPPORT_H
diff --git a/unsupported/Eigen/src/SparseExtra/SuperLUSupportLegacy.h b/unsupported/Eigen/src/SparseExtra/SuperLUSupportLegacy.h
deleted file mode 100644
index e85d8d36e..000000000
--- a/unsupported/Eigen/src/SparseExtra/SuperLUSupportLegacy.h
+++ /dev/null
@@ -1,407 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
-
-#ifndef EIGEN_SUPERLUSUPPORT_LEGACY_H
-#define EIGEN_SUPERLUSUPPORT_LEGACY_H
-
-/** \deprecated use class BiCGSTAB, class SuperLU, or class UmfPackLU */
-template<typename MatrixType>
-class SparseLU<MatrixType,SuperLULegacy> : public SparseLU<MatrixType>
-{
- protected:
- typedef SparseLU<MatrixType> Base;
- typedef typename Base::Scalar Scalar;
- typedef typename Base::RealScalar RealScalar;
- typedef Matrix<Scalar,Dynamic,1> Vector;
- typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
- typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
- typedef SparseMatrix<Scalar,Lower|UnitDiag> LMatrixType;
- typedef SparseMatrix<Scalar,Upper> UMatrixType;
- using Base::m_flags;
- using Base::m_status;
-
- public:
-
- /** \deprecated the entire class is deprecated */
- EIGEN_DEPRECATED SparseLU(int flags = NaturalOrdering)
- : Base(flags)
- {
- }
-
- /** \deprecated the entire class is deprecated */
- EIGEN_DEPRECATED SparseLU(const MatrixType& matrix, int flags = NaturalOrdering)
- : Base(flags)
- {
- compute(matrix);
- }
-
- ~SparseLU()
- {
- Destroy_SuperNode_Matrix(&m_sluL);
- Destroy_CompCol_Matrix(&m_sluU);
- }
-
- inline const LMatrixType& matrixL() const
- {
- if (m_extractedDataAreDirty) extractData();
- return m_l;
- }
-
- inline const UMatrixType& matrixU() const
- {
- if (m_extractedDataAreDirty) extractData();
- return m_u;
- }
-
- inline const IntColVectorType& permutationP() const
- {
- if (m_extractedDataAreDirty) extractData();
- return m_p;
- }
-
- inline const IntRowVectorType& permutationQ() const
- {
- if (m_extractedDataAreDirty) extractData();
- return m_q;
- }
-
- Scalar determinant() const;
-
- template<typename BDerived, typename XDerived>
- bool solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x, const int transposed = SvNoTrans) const;
-
- void compute(const MatrixType& matrix);
-
- protected:
-
- void extractData() const;
-
- protected:
- // cached data to reduce reallocation, etc.
- mutable LMatrixType m_l;
- mutable UMatrixType m_u;
- mutable IntColVectorType m_p;
- mutable IntRowVectorType m_q;
-
- mutable SparseMatrix<Scalar> m_matrix;
- mutable SluMatrix m_sluA;
- mutable SuperMatrix m_sluL, m_sluU;
- mutable SluMatrix m_sluB, m_sluX;
- mutable SuperLUStat_t m_sluStat;
- mutable superlu_options_t m_sluOptions;
- mutable std::vector<int> m_sluEtree;
- mutable std::vector<RealScalar> m_sluRscale, m_sluCscale;
- mutable std::vector<RealScalar> m_sluFerr, m_sluBerr;
- mutable char m_sluEqued;
- mutable bool m_extractedDataAreDirty;
-};
-
-template<typename MatrixType>
-void SparseLU<MatrixType,SuperLULegacy>::compute(const MatrixType& a)
-{
- const int size = a.rows();
- m_matrix = a;
-
- set_default_options(&m_sluOptions);
- m_sluOptions.ColPerm = NATURAL;
- m_sluOptions.PrintStat = NO;
- m_sluOptions.ConditionNumber = NO;
- m_sluOptions.Trans = NOTRANS;
- // m_sluOptions.Equil = NO;
-
- switch (Base::orderingMethod())
- {
- case NaturalOrdering : m_sluOptions.ColPerm = NATURAL; break;
- case MinimumDegree_AT_PLUS_A : m_sluOptions.ColPerm = MMD_AT_PLUS_A; break;
- case MinimumDegree_ATA : m_sluOptions.ColPerm = MMD_ATA; break;
- case ColApproxMinimumDegree : m_sluOptions.ColPerm = COLAMD; break;
- default:
- //std::cerr << "Eigen: ordering method \"" << Base::orderingMethod() << "\" not supported by the SuperLU backend\n";
- m_sluOptions.ColPerm = NATURAL;
- };
-
- m_sluA = internal::asSluMatrix(m_matrix);
- memset(&m_sluL,0,sizeof m_sluL);
- memset(&m_sluU,0,sizeof m_sluU);
- m_sluEqued = 'N';
- int info = 0;
-
- m_p.resize(size);
- m_q.resize(size);
- m_sluRscale.resize(size);
- m_sluCscale.resize(size);
- m_sluEtree.resize(size);
-
- RealScalar recip_pivot_gross, rcond;
- RealScalar ferr, berr;
-
- // set empty B and X
- m_sluB.setStorageType(SLU_DN);
- m_sluB.setScalarType<Scalar>();
- m_sluB.Mtype = SLU_GE;
- m_sluB.storage.values = 0;
- m_sluB.nrow = m_sluB.ncol = 0;
- m_sluB.storage.lda = size;
- m_sluX = m_sluB;
-
- StatInit(&m_sluStat);
- if (m_flags&IncompleteFactorization)
- {
- #ifdef EIGEN_SUPERLU_HAS_ILU
- ilu_set_default_options(&m_sluOptions);
-
- // no attempt to preserve column sum
- m_sluOptions.ILU_MILU = SILU;
-
- // only basic ILU(k) support -- no direct control over memory consumption
- // better to use ILU_DropRule = DROP_BASIC | DROP_AREA
- // and set ILU_FillFactor to max memory growth
- m_sluOptions.ILU_DropRule = DROP_BASIC;
- m_sluOptions.ILU_DropTol = Base::m_precision;
-
- SuperLU_gsisx(&m_sluOptions, &m_sluA, m_q.data(), m_p.data(), &m_sluEtree[0],
- &m_sluEqued, &m_sluRscale[0], &m_sluCscale[0],
- &m_sluL, &m_sluU,
- NULL, 0,
- &m_sluB, &m_sluX,
- &recip_pivot_gross, &rcond,
- &m_sluStat, &info, Scalar());
- #else
- //std::cerr << "Incomplete factorization is only available in SuperLU v4\n";
- Base::m_succeeded = false;
- return;
- #endif
- }
- else
- {
- SuperLU_gssvx(&m_sluOptions, &m_sluA, m_q.data(), m_p.data(), &m_sluEtree[0],
- &m_sluEqued, &m_sluRscale[0], &m_sluCscale[0],
- &m_sluL, &m_sluU,
- NULL, 0,
- &m_sluB, &m_sluX,
- &recip_pivot_gross, &rcond,
- &ferr, &berr,
- &m_sluStat, &info, Scalar());
- }
- StatFree(&m_sluStat);
-
- m_extractedDataAreDirty = true;
-
- // FIXME how to better check for errors ???
- Base::m_succeeded = (info == 0);
-}
-
-template<typename MatrixType>
-template<typename BDerived,typename XDerived>
-bool SparseLU<MatrixType,SuperLULegacy>::solve(const MatrixBase<BDerived> &b,
- MatrixBase<XDerived> *x, const int transposed) const
-{
- const int size = m_matrix.rows();
- const int rhsCols = b.cols();
- eigen_assert(size==b.rows());
-
- switch (transposed) {
- case SvNoTrans : m_sluOptions.Trans = NOTRANS; break;
- case SvTranspose : m_sluOptions.Trans = TRANS; break;
- case SvAdjoint : m_sluOptions.Trans = CONJ; break;
- default:
- //std::cerr << "Eigen: transposition option \"" << transposed << "\" not supported by the SuperLU backend\n";
- m_sluOptions.Trans = NOTRANS;
- }
-
- m_sluOptions.Fact = FACTORED;
- m_sluOptions.IterRefine = NOREFINE;
-
- m_sluFerr.resize(rhsCols);
- m_sluBerr.resize(rhsCols);
- m_sluB = SluMatrix::Map(b.const_cast_derived());
- m_sluX = SluMatrix::Map(x->derived());
-
- typename BDerived::PlainObject b_cpy;
- if(m_sluEqued!='N')
- {
- b_cpy = b;
- m_sluB = SluMatrix::Map(b_cpy.const_cast_derived());
- }
-
- StatInit(&m_sluStat);
- int info = 0;
- RealScalar recip_pivot_gross, rcond;
-
- if (m_flags&IncompleteFactorization)
- {
- #ifdef EIGEN_SUPERLU_HAS_ILU
- SuperLU_gsisx(&m_sluOptions, &m_sluA, m_q.data(), m_p.data(), &m_sluEtree[0],
- &m_sluEqued, &m_sluRscale[0], &m_sluCscale[0],
- &m_sluL, &m_sluU,
- NULL, 0,
- &m_sluB, &m_sluX,
- &recip_pivot_gross, &rcond,
- &m_sluStat, &info, Scalar());
- #else
- //std::cerr << "Incomplete factorization is only available in SuperLU v4\n";
- return false;
- #endif
- }
- else
- {
- SuperLU_gssvx(
- &m_sluOptions, &m_sluA,
- m_q.data(), m_p.data(),
- &m_sluEtree[0], &m_sluEqued,
- &m_sluRscale[0], &m_sluCscale[0],
- &m_sluL, &m_sluU,
- NULL, 0,
- &m_sluB, &m_sluX,
- &recip_pivot_gross, &rcond,
- &m_sluFerr[0], &m_sluBerr[0],
- &m_sluStat, &info, Scalar());
- }
- StatFree(&m_sluStat);
-
- // reset to previous state
- m_sluOptions.Trans = NOTRANS;
- return info==0;
-}
-
-//
-// the code of this extractData() function has been adapted from the SuperLU's Matlab support code,
-//
-// Copyright (c) 1994 by Xerox Corporation. All rights reserved.
-//
-// THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
-// EXPRESSED OR IMPLIED. ANY USE IS AT YOUR OWN RISK.
-//
-template<typename MatrixType>
-void SparseLU<MatrixType,SuperLULegacy>::extractData() const
-{
- if (m_extractedDataAreDirty)
- {
- int upper;
- int fsupc, istart, nsupr;
- int lastl = 0, lastu = 0;
- SCformat *Lstore = static_cast<SCformat*>(m_sluL.Store);
- NCformat *Ustore = static_cast<NCformat*>(m_sluU.Store);
- Scalar *SNptr;
-
- const int size = m_matrix.rows();
- m_l.resize(size,size);
- m_l.resizeNonZeros(Lstore->nnz);
- m_u.resize(size,size);
- m_u.resizeNonZeros(Ustore->nnz);
-
- int* Lcol = m_l._outerIndexPtr();
- int* Lrow = m_l._innerIndexPtr();
- Scalar* Lval = m_l._valuePtr();
-
- int* Ucol = m_u._outerIndexPtr();
- int* Urow = m_u._innerIndexPtr();
- Scalar* Uval = m_u._valuePtr();
-
- Ucol[0] = 0;
- Ucol[0] = 0;
-
- /* for each supernode */
- for (int k = 0; k <= Lstore->nsuper; ++k)
- {
- fsupc = L_FST_SUPC(k);
- istart = L_SUB_START(fsupc);
- nsupr = L_SUB_START(fsupc+1) - istart;
- upper = 1;
-
- /* for each column in the supernode */
- for (int j = fsupc; j < L_FST_SUPC(k+1); ++j)
- {
- SNptr = &((Scalar*)Lstore->nzval)[L_NZ_START(j)];
-
- /* Extract U */
- for (int i = U_NZ_START(j); i < U_NZ_START(j+1); ++i)
- {
- Uval[lastu] = ((Scalar*)Ustore->nzval)[i];
- /* Matlab doesn't like explicit zero. */
- if (Uval[lastu] != 0.0)
- Urow[lastu++] = U_SUB(i);
- }
- for (int i = 0; i < upper; ++i)
- {
- /* upper triangle in the supernode */
- Uval[lastu] = SNptr[i];
- /* Matlab doesn't like explicit zero. */
- if (Uval[lastu] != 0.0)
- Urow[lastu++] = L_SUB(istart+i);
- }
- Ucol[j+1] = lastu;
-
- /* Extract L */
- Lval[lastl] = 1.0; /* unit diagonal */
- Lrow[lastl++] = L_SUB(istart + upper - 1);
- for (int i = upper; i < nsupr; ++i)
- {
- Lval[lastl] = SNptr[i];
- /* Matlab doesn't like explicit zero. */
- if (Lval[lastl] != 0.0)
- Lrow[lastl++] = L_SUB(istart+i);
- }
- Lcol[j+1] = lastl;
-
- ++upper;
- } /* for j ... */
-
- } /* for k ... */
-
- // squeeze the matrices :
- m_l.resizeNonZeros(lastl);
- m_u.resizeNonZeros(lastu);
-
- m_extractedDataAreDirty = false;
- }
-}
-
-template<typename MatrixType>
-typename SparseLU<MatrixType,SuperLULegacy>::Scalar SparseLU<MatrixType,SuperLULegacy>::determinant() const
-{
- assert((!NumTraits<Scalar>::IsComplex) && "This function is not implemented for complex yet");
- if (m_extractedDataAreDirty)
- extractData();
-
- // TODO this code could be moved to the default/base backend
- // FIXME perhaps we have to take into account the scale factors m_sluRscale and m_sluCscale ???
- Scalar det = Scalar(1);
- for (int j=0; j<m_u.cols(); ++j)
- {
- if (m_u._outerIndexPtr()[j+1]-m_u._outerIndexPtr()[j] > 0)
- {
- int lastId = m_u._outerIndexPtr()[j+1]-1;
- eigen_assert(m_u._innerIndexPtr()[lastId]<=j);
- if (m_u._innerIndexPtr()[lastId]==j)
- {
- det *= m_u._valuePtr()[lastId];
- }
- }
-// std::cout << m_sluRscale[j] << " " << m_sluCscale[j] << " \n";
- }
- return det;
-}
-
-#endif // EIGEN_SUPERLUSUPPORT_LEGACY_H
diff --git a/unsupported/Eigen/src/SparseExtra/UmfPackSupport.h b/unsupported/Eigen/src/SparseExtra/UmfPackSupport.h
deleted file mode 100644
index e41de8337..000000000
--- a/unsupported/Eigen/src/SparseExtra/UmfPackSupport.h
+++ /dev/null
@@ -1,406 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
-
-#ifndef EIGEN_UMFPACKSUPPORT_H
-#define EIGEN_UMFPACKSUPPORT_H
-
-/* TODO extract L, extract U, compute det, etc... */
-
-// generic double/complex<double> wrapper functions:
-
-inline void umfpack_free_numeric(void **Numeric, double)
-{ umfpack_di_free_numeric(Numeric); *Numeric = 0; }
-
-inline void umfpack_free_numeric(void **Numeric, std::complex<double>)
-{ umfpack_zi_free_numeric(Numeric); *Numeric = 0; }
-
-inline void umfpack_free_symbolic(void **Symbolic, double)
-{ umfpack_di_free_symbolic(Symbolic); *Symbolic = 0; }
-
-inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>)
-{ umfpack_zi_free_symbolic(Symbolic); *Symbolic = 0; }
-
-inline int umfpack_symbolic(int n_row,int n_col,
- const int Ap[], const int Ai[], const double Ax[], void **Symbolic,
- const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO])
-{
- return umfpack_di_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info);
-}
-
-inline int umfpack_symbolic(int n_row,int n_col,
- const int Ap[], const int Ai[], const std::complex<double> Ax[], void **Symbolic,
- const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO])
-{
- return umfpack_zi_symbolic(n_row,n_col,Ap,Ai,&internal::real_ref(Ax[0]),0,Symbolic,Control,Info);
-}
-
-inline int umfpack_numeric( const int Ap[], const int Ai[], const double Ax[],
- void *Symbolic, void **Numeric,
- const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO])
-{
- return umfpack_di_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info);
-}
-
-inline int umfpack_numeric( const int Ap[], const int Ai[], const std::complex<double> Ax[],
- void *Symbolic, void **Numeric,
- const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO])
-{
- return umfpack_zi_numeric(Ap,Ai,&internal::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info);
-}
-
-inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const double Ax[],
- double X[], const double B[], void *Numeric,
- const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO])
-{
- return umfpack_di_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info);
-}
-
-inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const std::complex<double> Ax[],
- std::complex<double> X[], const std::complex<double> B[], void *Numeric,
- const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO])
-{
- return umfpack_zi_solve(sys,Ap,Ai,&internal::real_ref(Ax[0]),0,&internal::real_ref(X[0]),0,&internal::real_ref(B[0]),0,Numeric,Control,Info);
-}
-
-inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, double)
-{
- return umfpack_di_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
-}
-
-inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, std::complex<double>)
-{
- return umfpack_zi_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
-}
-
-inline int umfpack_get_numeric(int Lp[], int Lj[], double Lx[], int Up[], int Ui[], double Ux[],
- int P[], int Q[], double Dx[], int *do_recip, double Rs[], void *Numeric)
-{
- return umfpack_di_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric);
-}
-
-inline int umfpack_get_numeric(int Lp[], int Lj[], std::complex<double> Lx[], int Up[], int Ui[], std::complex<double> Ux[],
- int P[], int Q[], std::complex<double> Dx[], int *do_recip, double Rs[], void *Numeric)
-{
- double& lx0_real = internal::real_ref(Lx[0]);
- double& ux0_real = internal::real_ref(Ux[0]);
- double& dx0_real = internal::real_ref(Dx[0]);
- return umfpack_zi_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q,
- Dx?&dx0_real:0,0,do_recip,Rs,Numeric);
-}
-
-inline int umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO])
-{
- return umfpack_di_get_determinant(Mx,Ex,NumericHandle,User_Info);
-}
-
-inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO])
-{
- double& mx_real = internal::real_ref(*Mx);
- return umfpack_zi_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info);
-}
-
-/** \brief A sparse LU factorization and solver based on UmfPack
- *
- * This class allows to solve for A.X = B sparse linear problems via a LU factorization
- * using the UmfPack library. The sparse matrix A must be column-major, squared and full rank.
- * The vectors or matrices X and B can be either dense or sparse.
- *
- * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
- *
- */
-template<typename _MatrixType>
-class UmfPackLU
-{
- public:
- typedef _MatrixType MatrixType;
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- typedef typename MatrixType::Index Index;
- typedef Matrix<Scalar,Dynamic,1> Vector;
- typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
- typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
- typedef SparseMatrix<Scalar> LUMatrixType;
-
- public:
-
- UmfPackLU() { init(); }
-
- UmfPackLU(const MatrixType& matrix)
- {
- init();
- compute(matrix);
- }
-
- ~UmfPackLU()
- {
- if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar());
- if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar());
- }
-
- inline Index rows() const { return m_matrixRef->rows(); }
- inline Index cols() const { return m_matrixRef->cols(); }
-
- /** \brief Reports whether previous computation was successful.
- *
- * \returns \c Success if computation was succesful,
- * \c NumericalIssue if the matrix.appears to be negative.
- */
- ComputationInfo info() const
- {
- eigen_assert(m_isInitialized && "Decomposition is not initialized.");
- return m_info;
- }
-
- inline const LUMatrixType& matrixL() const
- {
- if (m_extractedDataAreDirty) extractData();
- return m_l;
- }
-
- inline const LUMatrixType& matrixU() const
- {
- if (m_extractedDataAreDirty) extractData();
- return m_u;
- }
-
- inline const IntColVectorType& permutationP() const
- {
- if (m_extractedDataAreDirty) extractData();
- return m_p;
- }
-
- inline const IntRowVectorType& permutationQ() const
- {
- if (m_extractedDataAreDirty) extractData();
- return m_q;
- }
-
- /** Computes the sparse Cholesky decomposition of \a matrix */
- void compute(const MatrixType& matrix)
- {
- analyzePattern(matrix);
- factorize(matrix);
- }
-
- /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
- *
- * \sa compute()
- */
- template<typename Rhs>
- inline const internal::solve_retval<UmfPackLU, Rhs> solve(const MatrixBase<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::solve_retval<UmfPackLU, Rhs>(*this, b.derived());
- }
-
- /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
- *
- * \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());
-// }
-
- /** Performs a symbolic decomposition on the sparcity of \a matrix.
- *
- * This function is particularly useful when solving for several problems having the same structure.
- *
- * \sa factorize()
- */
- void analyzePattern(const MatrixType& matrix)
- {
- eigen_assert((MatrixType::Flags&RowMajorBit)==0 && "UmfPackLU: Row major matrices are not supported yet");
-
- if(m_symbolic)
- umfpack_free_symbolic(&m_symbolic,Scalar());
- if(m_numeric)
- umfpack_free_numeric(&m_numeric,Scalar());
-
- int errorCode = 0;
- errorCode = umfpack_symbolic(matrix.rows(), matrix.cols(), matrix._outerIndexPtr(), matrix._innerIndexPtr(), matrix._valuePtr(),
- &m_symbolic, 0, 0);
-
- m_isInitialized = true;
- m_info = errorCode ? InvalidInput : Success;
- m_analysisIsOk = true;
- m_factorizationIsOk = false;
- }
-
- /** Performs a numeric decomposition of \a matrix
- *
- * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
- *
- * \sa analyzePattern()
- */
- void factorize(const MatrixType& matrix)
- {
- eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
- if(m_numeric)
- umfpack_free_numeric(&m_numeric,Scalar());
-
- m_matrixRef = &matrix;
-
- int errorCode;
- errorCode = umfpack_numeric(matrix._outerIndexPtr(), matrix._innerIndexPtr(), matrix._valuePtr(),
- m_symbolic, &m_numeric, 0, 0);
-
- m_info = errorCode ? NumericalIssue : Success;
- m_factorizationIsOk = true;
- }
-
- #ifndef EIGEN_PARSED_BY_DOXYGEN
- /** \internal */
- template<typename BDerived,typename XDerived>
- bool _solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const;
- #endif
-
- Scalar determinant() const;
-
- void extractData() const;
-
- protected:
-
-
- void init()
- {
- m_info = InvalidInput;
- m_isInitialized = false;
- m_numeric = 0;
- m_symbolic = 0;
- }
-
- // cached data to reduce reallocation, etc.
- mutable LUMatrixType m_l;
- mutable LUMatrixType m_u;
- mutable IntColVectorType m_p;
- mutable IntRowVectorType m_q;
-
- const MatrixType* m_matrixRef;
- void* m_numeric;
- void* m_symbolic;
-
- mutable ComputationInfo m_info;
- bool m_isInitialized;
- int m_factorizationIsOk;
- int m_analysisIsOk;
- mutable bool m_extractedDataAreDirty;
-};
-
-
-template<typename MatrixType>
-void UmfPackLU<MatrixType>::extractData() const
-{
- if (m_extractedDataAreDirty)
- {
- // get size of the data
- int lnz, unz, rows, cols, nz_udiag;
- umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
-
- // allocate data
- m_l.resize(rows,(std::min)(rows,cols));
- m_l.resizeNonZeros(lnz);
-
- m_u.resize((std::min)(rows,cols),cols);
- m_u.resizeNonZeros(unz);
-
- m_p.resize(rows);
- m_q.resize(cols);
-
- // extract
- umfpack_get_numeric(m_l._outerIndexPtr(), m_l._innerIndexPtr(), m_l._valuePtr(),
- m_u._outerIndexPtr(), m_u._innerIndexPtr(), m_u._valuePtr(),
- m_p.data(), m_q.data(), 0, 0, 0, m_numeric);
-
- m_extractedDataAreDirty = false;
- }
-}
-
-template<typename MatrixType>
-typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant() const
-{
- Scalar det;
- umfpack_get_determinant(&det, 0, m_numeric, 0);
- return det;
-}
-
-template<typename MatrixType>
-template<typename BDerived,typename XDerived>
-bool UmfPackLU<MatrixType>::_solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const
-{
- 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");
-
- int errorCode;
- for (int j=0; j<rhsCols; ++j)
- {
- errorCode = umfpack_solve(UMFPACK_A,
- m_matrixRef->_outerIndexPtr(), m_matrixRef->_innerIndexPtr(), m_matrixRef->_valuePtr(),
- &x.col(j).coeffRef(0), &b.const_cast_derived().col(j).coeffRef(0), m_numeric, 0, 0);
- if (errorCode!=0)
- return false;
- }
-
- return true;
-}
-
-
-namespace internal {
-
-template<typename _MatrixType, typename Rhs>
-struct solve_retval<UmfPackLU<_MatrixType>, Rhs>
- : solve_retval_base<UmfPackLU<_MatrixType>, Rhs>
-{
- typedef UmfPackLU<_MatrixType> Dec;
- EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- dec()._solve(rhs(),dst);
- }
-};
-
-template<typename _MatrixType, typename Rhs>
-struct sparse_solve_retval<UmfPackLU<_MatrixType>, Rhs>
- : sparse_solve_retval_base<UmfPackLU<_MatrixType>, Rhs>
-{
- typedef UmfPackLU<_MatrixType> Dec;
- EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- dec()._solve(rhs(),dst);
- }
-};
-
-}
-
-#endif // EIGEN_UMFPACKSUPPORT_H
diff --git a/unsupported/Eigen/src/SparseExtra/UmfPackSupportLegacy.h b/unsupported/Eigen/src/SparseExtra/UmfPackSupportLegacy.h
deleted file mode 100644
index 3d30e1ed1..000000000
--- a/unsupported/Eigen/src/SparseExtra/UmfPackSupportLegacy.h
+++ /dev/null
@@ -1,257 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
-
-#ifndef EIGEN_UMFPACKSUPPORT_LEGACY_H
-#define EIGEN_UMFPACKSUPPORT_LEGACY_H
-
-/** \deprecated use class BiCGSTAB, class SuperLU, or class UmfPackLU */
-template<typename _MatrixType>
-class SparseLU<_MatrixType,UmfPack> : public SparseLU<_MatrixType>
-{
- protected:
- typedef SparseLU<_MatrixType> Base;
- typedef typename Base::Scalar Scalar;
- typedef typename Base::RealScalar RealScalar;
- typedef Matrix<Scalar,Dynamic,1> Vector;
- typedef Matrix<int, 1, _MatrixType::ColsAtCompileTime> IntRowVectorType;
- typedef Matrix<int, _MatrixType::RowsAtCompileTime, 1> IntColVectorType;
- typedef SparseMatrix<Scalar,Lower|UnitDiag> LMatrixType;
- typedef SparseMatrix<Scalar,Upper> UMatrixType;
- using Base::m_flags;
- using Base::m_status;
-
- public:
- typedef _MatrixType MatrixType;
- typedef typename MatrixType::Index Index;
-
- /** \deprecated the entire class is deprecated */
- EIGEN_DEPRECATED SparseLU(int flags = NaturalOrdering)
- : Base(flags), m_numeric(0)
- {
- }
-
- /** \deprecated the entire class is deprecated */
- EIGEN_DEPRECATED SparseLU(const MatrixType& matrix, int flags = NaturalOrdering)
- : Base(flags), m_numeric(0)
- {
- compute(matrix);
- }
-
- ~SparseLU()
- {
- if (m_numeric)
- umfpack_free_numeric(&m_numeric,Scalar());
- }
-
- inline const LMatrixType& matrixL() const
- {
- if (m_extractedDataAreDirty) extractData();
- return m_l;
- }
-
- inline const UMatrixType& matrixU() const
- {
- if (m_extractedDataAreDirty) extractData();
- return m_u;
- }
-
- inline const IntColVectorType& permutationP() const
- {
- if (m_extractedDataAreDirty) extractData();
- return m_p;
- }
-
- inline const IntRowVectorType& permutationQ() const
- {
- if (m_extractedDataAreDirty) extractData();
- return m_q;
- }
-
- Scalar determinant() const;
-
- template<typename BDerived, typename XDerived>
- bool solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x) const;
-
- template<typename Rhs>
- inline const internal::solve_retval<SparseLU<MatrixType, UmfPack>, Rhs>
- solve(const MatrixBase<Rhs>& b) const
- {
- eigen_assert(true && "SparseLU is not initialized.");
- return internal::solve_retval<SparseLU<MatrixType, UmfPack>, Rhs>(*this, b.derived());
- }
-
- void compute(const MatrixType& matrix);
-
- inline Index cols() const { return m_matrixRef->cols(); }
- inline Index rows() const { return m_matrixRef->rows(); }
-
- inline const MatrixType& matrixLU() const
- {
- //eigen_assert(m_isInitialized && "LU is not initialized.");
- return *m_matrixRef;
- }
-
- const void* numeric() const
- {
- return m_numeric;
- }
-
- protected:
-
- void extractData() const;
-
- protected:
- // cached data:
- void* m_numeric;
- const MatrixType* m_matrixRef;
- mutable LMatrixType m_l;
- mutable UMatrixType m_u;
- mutable IntColVectorType m_p;
- mutable IntRowVectorType m_q;
- mutable bool m_extractedDataAreDirty;
-};
-
-namespace internal {
-
-template<typename _MatrixType, typename Rhs>
- struct solve_retval<SparseLU<_MatrixType, UmfPack>, Rhs>
- : solve_retval_base<SparseLU<_MatrixType, UmfPack>, Rhs>
-{
- typedef SparseLU<_MatrixType, UmfPack> SpLUDecType;
- EIGEN_MAKE_SOLVE_HELPERS(SpLUDecType,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- const int rhsCols = rhs().cols();
-
- eigen_assert((Rhs::Flags&RowMajorBit)==0 && "UmfPack backend does not support non col-major rhs yet");
- eigen_assert((Dest::Flags&RowMajorBit)==0 && "UmfPack backend does not support non col-major result yet");
-
- void* numeric = const_cast<void*>(dec().numeric());
-
- EIGEN_UNUSED int errorCode = 0;
- for (int j=0; j<rhsCols; ++j)
- {
- errorCode = umfpack_solve(UMFPACK_A,
- dec().matrixLU()._outerIndexPtr(), dec().matrixLU()._innerIndexPtr(), dec().matrixLU()._valuePtr(),
- &dst.col(j).coeffRef(0), &rhs().const_cast_derived().col(j).coeffRef(0), numeric, 0, 0);
- eigen_assert(!errorCode && "UmfPack could not solve the system.");
- }
- }
-
-};
-
-} // end namespace internal
-
-template<typename MatrixType>
-void SparseLU<MatrixType,UmfPack>::compute(const MatrixType& a)
-{
- typedef typename MatrixType::Index Index;
- const Index rows = a.rows();
- const Index cols = a.cols();
- eigen_assert((MatrixType::Flags&RowMajorBit)==0 && "Row major matrices are not supported yet");
-
- m_matrixRef = &a;
-
- if (m_numeric)
- umfpack_free_numeric(&m_numeric,Scalar());
-
- void* symbolic;
- int errorCode = 0;
- errorCode = umfpack_symbolic(rows, cols, a._outerIndexPtr(), a._innerIndexPtr(), a._valuePtr(),
- &symbolic, 0, 0);
- if (errorCode==0)
- errorCode = umfpack_numeric(a._outerIndexPtr(), a._innerIndexPtr(), a._valuePtr(),
- symbolic, &m_numeric, 0, 0);
-
- umfpack_free_symbolic(&symbolic,Scalar());
-
- m_extractedDataAreDirty = true;
-
- Base::m_succeeded = (errorCode==0);
-}
-
-template<typename MatrixType>
-void SparseLU<MatrixType,UmfPack>::extractData() const
-{
- if (m_extractedDataAreDirty)
- {
- // get size of the data
- int lnz, unz, rows, cols, nz_udiag;
- umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
-
- // allocate data
- m_l.resize(rows,(std::min)(rows,cols));
- m_l.resizeNonZeros(lnz);
-
- m_u.resize((std::min)(rows,cols),cols);
- m_u.resizeNonZeros(unz);
-
- m_p.resize(rows);
- m_q.resize(cols);
-
- // extract
- umfpack_get_numeric(m_l._outerIndexPtr(), m_l._innerIndexPtr(), m_l._valuePtr(),
- m_u._outerIndexPtr(), m_u._innerIndexPtr(), m_u._valuePtr(),
- m_p.data(), m_q.data(), 0, 0, 0, m_numeric);
-
- m_extractedDataAreDirty = false;
- }
-}
-
-template<typename MatrixType>
-typename SparseLU<MatrixType,UmfPack>::Scalar SparseLU<MatrixType,UmfPack>::determinant() const
-{
- Scalar det;
- umfpack_get_determinant(&det, 0, m_numeric, 0);
- return det;
-}
-
-template<typename MatrixType>
-template<typename BDerived,typename XDerived>
-bool SparseLU<MatrixType,UmfPack>::solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived> *x) const
-{
- //const int size = m_matrix.rows();
- const int rhsCols = b.cols();
-// eigen_assert(size==b.rows());
- eigen_assert((BDerived::Flags&RowMajorBit)==0 && "UmfPack backend does not support non col-major rhs yet");
- eigen_assert((XDerived::Flags&RowMajorBit)==0 && "UmfPack backend does not support non col-major result yet");
-
- int errorCode;
- for (int j=0; j<rhsCols; ++j)
- {
- errorCode = umfpack_solve(UMFPACK_A,
- m_matrixRef->_outerIndexPtr(), m_matrixRef->_innerIndexPtr(), m_matrixRef->_valuePtr(),
- &x->col(j).coeffRef(0), &b.const_cast_derived().col(j).coeffRef(0), m_numeric, 0, 0);
- if (errorCode!=0)
- return false;
- }
-// errorCode = umfpack_di_solve(UMFPACK_A,
-// m_matrixRef._outerIndexPtr(), m_matrixRef._innerIndexPtr(), m_matrixRef._valuePtr(),
-// x->derived().data(), b.derived().data(), m_numeric, 0, 0);
-
- return true;
-}
-
-#endif // EIGEN_UMFPACKSUPPORT_H