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authorGravatar Gael Guennebaud <g.gael@free.fr>2010-10-26 15:48:33 +0200
committerGravatar Gael Guennebaud <g.gael@free.fr>2010-10-26 15:48:33 +0200
commit666c16cf63a210201767889a8c1d0785590d17c2 (patch)
treea925ffafdc9dae5a36b237323cfdb26976544777 /unsupported
parent7bc8e3ac0917cdc14015e00e8b29ac299b2b772a (diff)
add new API for Cholmod preserving the legacy one for now
Diffstat (limited to 'unsupported')
-rw-r--r--unsupported/Eigen/CholmodSupport3
-rw-r--r--unsupported/Eigen/src/SparseExtra/CholmodSupport.h593
-rw-r--r--unsupported/Eigen/src/SparseExtra/CholmodSupportLegacy.h517
-rw-r--r--unsupported/test/sparse_llt.cpp18
4 files changed, 756 insertions, 375 deletions
diff --git a/unsupported/Eigen/CholmodSupport b/unsupported/Eigen/CholmodSupport
index 7b7cb2171..8253ad167 100644
--- a/unsupported/Eigen/CholmodSupport
+++ b/unsupported/Eigen/CholmodSupport
@@ -21,9 +21,10 @@ namespace Eigen {
*/
struct Cholmod {};
-
+#include "src/SparseExtra/CholmodSupportLegacy.h"
#include "src/SparseExtra/CholmodSupport.h"
+
} // namespace Eigen
#include "../../Eigen/src/Core/util/EnableMSVCWarnings.h"
diff --git a/unsupported/Eigen/src/SparseExtra/CholmodSupport.h b/unsupported/Eigen/src/SparseExtra/CholmodSupport.h
index a5333bb70..ac9f59e82 100644
--- a/unsupported/Eigen/src/SparseExtra/CholmodSupport.h
+++ b/unsupported/Eigen/src/SparseExtra/CholmodSupport.h
@@ -1,7 +1,7 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
-// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// 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
@@ -26,26 +26,26 @@
#define EIGEN_CHOLMODSUPPORT_H
namespace internal {
-
+
template<typename Scalar, typename CholmodType>
void cholmod_configure_matrix(CholmodType& mat)
{
- if (is_same<Scalar,float>::value)
+ if (internal::is_same<Scalar,float>::value)
{
mat.xtype = CHOLMOD_REAL;
mat.dtype = CHOLMOD_SINGLE;
}
- else if (is_same<Scalar,double>::value)
+ else if (internal::is_same<Scalar,double>::value)
{
mat.xtype = CHOLMOD_REAL;
mat.dtype = CHOLMOD_DOUBLE;
}
- else if (is_same<Scalar,std::complex<float> >::value)
+ else if (internal::is_same<Scalar,std::complex<float> >::value)
{
mat.xtype = CHOLMOD_COMPLEX;
mat.dtype = CHOLMOD_SINGLE;
}
- else if (is_same<Scalar,std::complex<double> >::value)
+ else if (internal::is_same<Scalar,std::complex<double> >::value)
{
mat.xtype = CHOLMOD_COMPLEX;
mat.dtype = CHOLMOD_DOUBLE;
@@ -56,10 +56,15 @@ void cholmod_configure_matrix(CholmodType& mat)
}
}
-template<typename _MatrixType>
-cholmod_sparse cholmod_map_eigen_to_sparse(_MatrixType& mat)
+} // 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 typename _MatrixType::Scalar Scalar;
+ typedef SparseMatrix<_Scalar,_Options,_Index> MatrixType;
cholmod_sparse res;
res.nzmax = mat.nonZeros();
res.nrow = mat.rows();;
@@ -67,35 +72,47 @@ cholmod_sparse cholmod_map_eigen_to_sparse(_MatrixType& mat)
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;
-
- cholmod_configure_matrix<Scalar>(res);
-
-
- if (_MatrixType::Flags & SelfAdjoint)
+
+ if (internal::is_same<_Index,int>::value)
{
- if (_MatrixType::Flags & Upper)
- res.stype = 1;
- else if (_MatrixType::Flags & Lower)
- res.stype = -1;
- else
- res.stype = 0;
+ res.itype = CHOLMOD_INT;
}
else
- res.stype = -1; // by default we consider the lower part
+ {
+ 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;
+}
+
+/** 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 cholmod_map_eigen_to_dense(MatrixBase<Derived>& mat)
+cholmod_dense viewAsCholmod(MatrixBase<Derived>& mat)
{
- EIGEN_STATIC_ASSERT((traits<Derived>::Flags&RowMajorBit)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+ 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;
@@ -106,412 +123,242 @@ cholmod_dense cholmod_map_eigen_to_dense(MatrixBase<Derived>& mat)
res.x = mat.derived().data();
res.z = 0;
- cholmod_configure_matrix<Scalar>(res);
+ 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> map_cholmod_sparse_to_eigen(cholmod_sparse& cm)
+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) );
}
-} // end namespace internal
-
-template<typename _MatrixType>
-class SparseLLT<_MatrixType, Cholmod> : public SparseLLT<_MatrixType>
+template<typename Derived>
+class SparseSolverBase
{
- 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;
-
- SparseLLT(int flags = 0)
- : Base(flags), m_cholmodFactor(0)
- {
- cholmod_start(&m_cholmod);
- }
-
- SparseLLT(const MatrixType& matrix, int flags = 0)
- : Base(flags), m_cholmodFactor(0)
+
+ SparseSolverBase()
+ : m_info(Success), m_isInitialized(false)
+ {}
+
+ Derived& derived() { return *static_cast<Derived*>(this); }
+ const Derived& derived() const { return *static_cast<const Derived*>(this); }
+
+ #ifdef EIGEN_PARSED_BY_DOXYGEN
+ /** Computes the sparse Cholesky decomposition of \a matrix */
+ void compute(const typename Derived::MatrixType& matrix)
{
- cholmod_start(&m_cholmod);
- compute(matrix);
+ derived().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;
-
+ #endif // EIGEN_PARSED_BY_DOXYGEN
+
+ /** \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<SparseLLT<MatrixType, Cholmod>, Rhs>
+ inline const internal::solve_retval<Derived, 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());
+ eigen_assert(m_isInitialized && "LLT is not initialized.");
+// eigen_assert(m_matrix.rows()==b.rows()
+// && "LLT::solve(): invalid number of rows of the right hand side matrix b");
+ return internal::solve_retval<Derived, Rhs>(derived(), 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;
-};
-
-
-
-template<typename _MatrixType, typename Rhs>
- struct internal::solve_retval<SparseLLT<_MatrixType, Cholmod>, Rhs>
- : internal::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);
-
- }
+ /** \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;
+ }
+ protected:
+
+ mutable ComputationInfo m_info;
+ bool m_isInitialized;
};
+enum CholmodMode {
+ CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt
+};
-
-
-
-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);
-
- m_status = (m_status & ~SupernodalFactorIsDirty) | 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 (m_status & MatrixLIsDirty)
- {
- eigen_assert(!(m_status & SupernodalFactorIsDirty));
-
- cholmod_sparse* cmRes = cholmod_factor_to_sparse(m_cholmodFactor, &m_cholmod);
- const_cast<typename Base::CholMatrixType&>(m_matrix) =
- internal::map_cholmod_sparse_to_eigen<Scalar,ColMajor,Index>(*cmRes);
- free(cmRes);
-
- m_status = (m_status & ~MatrixLIsDirty);
- }
- return 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>
+/** \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 SparseSolverBase<CholmodDecomposition<_MatrixType,_UpLo> >
{
- 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;
+ enum { UpLo = _UpLo };
+ protected:
+ typedef SparseSolverBase<MatrixType> Base;
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::RealScalar RealScalar;
+ typedef MatrixType CholMatrixType;
typedef typename MatrixType::Index Index;
- SparseLDLT(int flags = 0)
- : Base(flags), m_cholmodFactor(0)
+ public:
+
+ CholmodDecomposition()
+ : m_cholmodFactor(0)
{
cholmod_start(&m_cholmod);
}
- SparseLDLT(const _MatrixType& matrix, int flags = 0)
- : Base(flags), m_cholmodFactor(0)
+ CholmodDecomposition(const MatrixType& matrix)
+ : m_cholmodFactor(0)
{
cholmod_start(&m_cholmod);
compute(matrix);
}
- ~SparseLDLT()
+ ~CholmodDecomposition()
{
- if (m_cholmodFactor)
+ 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
+
+ int cols() const { return m_cholmodFactor->n; }
+ int rows() const { return m_cholmodFactor->n; }
+
+ void setMode(CholmodMode mode)
{
- eigen_assert(true && "SparseLDLT is not initialized.");
- return internal::solve_retval<SparseLDLT<MatrixType, Cholmod>, Rhs>(*this, b.derived());
+ 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;
+ }
}
+
- 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;
+ /** Computes the sparse Cholesky decomposition of \a matrix */
+ void compute(const MatrixType& matrix)
+ {
+ analyzePattern(matrix);
+ factorize(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& 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; }
+
+ /** \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;
+ }
+ dest = Matrix<Scalar,Dynamic,1>::Map(reinterpret_cast<Scalar*>(x_cd->x),b.rows());
+ cholmod_free_dense(&x_cd, &m_cholmod);
+ }
protected:
mutable cholmod_common m_cholmod;
cholmod_factor* m_cholmodFactor;
+ int m_factorizationIsOk;
+ int m_analysisIsOk;
};
-
-
-
-
-template<typename _MatrixType, typename Rhs>
- struct internal::solve_retval<SparseLDLT<_MatrixType, Cholmod>, Rhs>
- : internal::solve_retval_base<SparseLDLT<_MatrixType, Cholmod>, Rhs>
+namespace internal {
+
+template<typename _MatrixType, int _UpLo, typename Rhs>
+struct solve_retval<CholmodDecomposition<_MatrixType,_UpLo>, Rhs>
+ : solve_retval_base<CholmodDecomposition<_MatrixType,_UpLo>, Rhs>
{
- typedef SparseLDLT<_MatrixType, Cholmod> SpLDLTDecType;
- EIGEN_MAKE_SOLVE_HELPERS(SpLDLTDecType,Rhs)
+ typedef CholmodDecomposition<_MatrixType,_UpLo> Dec;
+ EIGEN_MAKE_SOLVE_HELPERS(Dec,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);
-
+ dec().derived()._solve(rhs(),dst);
}
-
};
-
-
-
-
-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 (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);
-
- m_status = (m_status & ~SupernodalFactorIsDirty) | 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 (m_status & MatrixLIsDirty)
- {
- eigen_assert(!(m_status & SupernodalFactorIsDirty));
-
- cholmod_sparse* cmRes = cholmod_factor_to_sparse(m_cholmodFactor, &m_cholmod);
- const_cast<typename Base::CholMatrixType&>(m_matrix) = MappedSparseMatrix<Scalar>(*cmRes);
- free(cmRes);
-
- m_status = (m_status & ~MatrixLIsDirty);
- }
- return 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_H
diff --git a/unsupported/Eigen/src/SparseExtra/CholmodSupportLegacy.h b/unsupported/Eigen/src/SparseExtra/CholmodSupportLegacy.h
new file mode 100644
index 000000000..530585852
--- /dev/null
+++ b/unsupported/Eigen/src/SparseExtra/CholmodSupportLegacy.h
@@ -0,0 +1,517 @@
+// 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
+
+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;
+
+ SparseLLT(int flags = 0)
+ : Base(flags), m_cholmodFactor(0)
+ {
+ cholmod_start(&m_cholmod);
+ }
+
+ 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);
+
+ m_status = (m_status & ~SupernodalFactorIsDirty) | 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 (m_status & MatrixLIsDirty)
+ {
+ eigen_assert(!(m_status & SupernodalFactorIsDirty));
+
+ cholmod_sparse* cmRes = cholmod_factor_to_sparse(m_cholmodFactor, &m_cholmod);
+ const_cast<typename Base::CholMatrixType&>(m_matrix) =
+ internal::map_cholmod_sparse_to_eigen<Scalar,ColMajor,Index>(*cmRes);
+ free(cmRes);
+
+ m_status = (m_status & ~MatrixLIsDirty);
+ }
+ return 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 (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);
+
+ m_status = (m_status & ~SupernodalFactorIsDirty) | 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 (m_status & MatrixLIsDirty)
+ {
+ eigen_assert(!(m_status & SupernodalFactorIsDirty));
+
+ cholmod_sparse* cmRes = cholmod_factor_to_sparse(m_cholmodFactor, &m_cholmod);
+ const_cast<typename Base::CholMatrixType&>(m_matrix) = MappedSparseMatrix<Scalar>(*cmRes);
+ free(cmRes);
+
+ m_status = (m_status & ~MatrixLIsDirty);
+ }
+ return 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/test/sparse_llt.cpp b/unsupported/test/sparse_llt.cpp
index 2ec850ea0..21bd36d35 100644
--- a/unsupported/test/sparse_llt.cpp
+++ b/unsupported/test/sparse_llt.cpp
@@ -56,6 +56,7 @@ template<typename Scalar> void sparse_llt(int rows, int cols)
}
#ifdef EIGEN_CHOLMOD_SUPPORT
+ // legacy API
{
// Cholmod, as configured in CholmodSupport.h, only supports self-adjoint matrices
SparseMatrix<Scalar> m3 = m2.adjoint()*m2;
@@ -65,9 +66,24 @@ template<typename Scalar> void sparse_llt(int rows, int cols)
x = b;
SparseLLT<SparseMatrix<Scalar>, Cholmod>(m3).solveInPlace(x);
- VERIFY((m3*x).isApprox(b,test_precision<Scalar>()) && "LLT: cholmod solveInPlace");
+ VERIFY((m3*x).isApprox(b,test_precision<Scalar>()) && "LLT legacy: cholmod solveInPlace");
x = SparseLLT<SparseMatrix<Scalar>, Cholmod>(m3).solve(b);
+ VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT legacy: cholmod solve");
+ }
+
+ // new API
+ {
+ // Cholmod, as configured in CholmodSupport.h, only supports self-adjoint matrices
+ SparseMatrix<Scalar> m3 = m2.adjoint()*m2;
+ DenseMatrix refMat3 = refMat2.adjoint()*refMat2;
+
+ refX = refMat3.template selfadjointView<Lower>().llt().solve(b);
+
+ x = CholmodDecomposition<SparseMatrix<Scalar>, Lower>(m3).solve(b);
+ VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve");
+
+ x = CholmodDecomposition<SparseMatrix<Scalar>, Upper>(m3).solve(b);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve");
}
#endif