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authorGravatar Romain Bossart <romain.bossart@free.fr>2010-10-04 20:56:54 +0200
committerGravatar Romain Bossart <romain.bossart@free.fr>2010-10-04 20:56:54 +0200
commitc6503e03ebf084645fe1b5cacaf77f874cf02358 (patch)
treedbb82146f38b0c4d21e1de8df3bdde628d012ba5 /unsupported
parente3d01f85b2087e98e778c468114fe591ab8c7841 (diff)
Updates to the Sparse unsupported solvers module.
* change Sparse* specialization's signatures from <..., int Backend> to <..., typename Backend>. Update SparseExtra accordingly to use structs instead of the SparseBackend enum. * add SparseLDLT Cholmod specialization * for Cholmod and UmfPack, SparseLU, SparseLLT and SparseLDLT now use ei_solve_retval and have the new solve() method (to be closer to the 3.0 API). * fix doc
Diffstat (limited to 'unsupported')
-rw-r--r--unsupported/Eigen/CholmodSupport6
-rw-r--r--unsupported/Eigen/SparseExtra5
-rw-r--r--unsupported/Eigen/SuperLUSupport6
-rw-r--r--unsupported/Eigen/UmfPackSupport6
-rw-r--r--unsupported/Eigen/src/SparseExtra/CholmodSupport.h333
-rw-r--r--unsupported/Eigen/src/SparseExtra/SparseLDLT.h82
-rw-r--r--unsupported/Eigen/src/SparseExtra/SparseLLT.h64
-rw-r--r--unsupported/Eigen/src/SparseExtra/SparseLU.h27
-rw-r--r--unsupported/Eigen/src/SparseExtra/UmfPackSupport.h65
-rw-r--r--unsupported/test/sparse_ldlt.cpp27
-rw-r--r--unsupported/test/sparse_llt.cpp28
11 files changed, 562 insertions, 87 deletions
diff --git a/unsupported/Eigen/CholmodSupport b/unsupported/Eigen/CholmodSupport
index 10fa169f2..7b7cb2171 100644
--- a/unsupported/Eigen/CholmodSupport
+++ b/unsupported/Eigen/CholmodSupport
@@ -3,7 +3,7 @@
#include "SparseExtra"
-#include "src/Core/util/DisableMSVCWarnings.h"
+#include "../../Eigen/src/Core/util/DisableMSVCWarnings.h"
extern "C" {
#include <cholmod.h>
@@ -20,11 +20,13 @@ namespace Eigen {
* \endcode
*/
+struct Cholmod {};
+
#include "src/SparseExtra/CholmodSupport.h"
} // namespace Eigen
-#include "src/Core/util/EnableMSVCWarnings.h"
+#include "../../Eigen/src/Core/util/EnableMSVCWarnings.h"
#endif // EIGEN_CHOLMODSUPPORT_MODULE_H
diff --git a/unsupported/Eigen/SparseExtra b/unsupported/Eigen/SparseExtra
index 116981a86..54a011f26 100644
--- a/unsupported/Eigen/SparseExtra
+++ b/unsupported/Eigen/SparseExtra
@@ -27,6 +27,9 @@ namespace Eigen {
* \endcode
*/
+struct DefaultBackend {};
+
+/*
enum SparseBackend {
DefaultBackend,
Taucs,
@@ -34,6 +37,8 @@ enum SparseBackend {
SuperLU,
UmfPack
};
+*/
+
// solver flags
enum {
diff --git a/unsupported/Eigen/SuperLUSupport b/unsupported/Eigen/SuperLUSupport
index e2c03e8e6..a77ea4def 100644
--- a/unsupported/Eigen/SuperLUSupport
+++ b/unsupported/Eigen/SuperLUSupport
@@ -3,7 +3,7 @@
#include "SparseExtra"
-#include "src/Core/util/DisableMSVCWarnings.h"
+#include "../../Eigen/src/Core/util/DisableMSVCWarnings.h"
typedef int int_t;
#include <slu_Cnames.h>
@@ -36,10 +36,12 @@ namespace Eigen {
* \endcode
*/
+struct SuperLU {};
+
#include "src/SparseExtra/SuperLUSupport.h"
} // namespace Eigen
-#include "src/Core/util/EnableMSVCWarnings.h"
+#include "../../Eigen/src/Core/util/EnableMSVCWarnings.h"
#endif // EIGEN_SUPERLUSUPPORT_MODULE_H
diff --git a/unsupported/Eigen/UmfPackSupport b/unsupported/Eigen/UmfPackSupport
index 964630fc4..82d1d4fef 100644
--- a/unsupported/Eigen/UmfPackSupport
+++ b/unsupported/Eigen/UmfPackSupport
@@ -3,7 +3,7 @@
#include "SparseExtra"
-#include "src/Core/util/DisableMSVCWarnings.h"
+#include "../../Eigen/src/Core/util/DisableMSVCWarnings.h"
#include <umfpack.h>
@@ -20,10 +20,12 @@ namespace Eigen {
* \endcode
*/
+struct UmfPack {};
+
#include "src/SparseExtra/UmfPackSupport.h"
} // namespace Eigen
-#include "src/Core/util/EnableMSVCWarnings.h"
+#include "../../Eigen/src/Core/util/EnableMSVCWarnings.h"
#endif // EIGEN_UMFPACKSUPPORT_MODULE_H
diff --git a/unsupported/Eigen/src/SparseExtra/CholmodSupport.h b/unsupported/Eigen/src/SparseExtra/CholmodSupport.h
index 51ca3f5f7..8b500062b 100644
--- a/unsupported/Eigen/src/SparseExtra/CholmodSupport.h
+++ b/unsupported/Eigen/src/SparseExtra/CholmodSupport.h
@@ -25,6 +25,7 @@
#ifndef EIGEN_CHOLMODSUPPORT_H
#define EIGEN_CHOLMODSUPPORT_H
+
template<typename Scalar, typename CholmodType>
void ei_cholmod_configure_matrix(CholmodType& mat)
{
@@ -54,10 +55,10 @@ void ei_cholmod_configure_matrix(CholmodType& mat)
}
}
-template<typename MatrixType>
-cholmod_sparse ei_asCholmodMatrix(MatrixType& mat)
+template<typename _MatrixType>
+cholmod_sparse ei_cholmod_map_eigen_to_sparse(_MatrixType& mat)
{
- typedef typename MatrixType::Scalar Scalar;
+ typedef typename _MatrixType::Scalar Scalar;
cholmod_sparse res;
res.nzmax = mat.nonZeros();
res.nrow = mat.rows();;
@@ -75,11 +76,11 @@ cholmod_sparse ei_asCholmodMatrix(MatrixType& mat)
ei_cholmod_configure_matrix<Scalar>(res);
- if (MatrixType::Flags & SelfAdjoint)
+ if (_MatrixType::Flags & SelfAdjoint)
{
- if (MatrixType::Flags & Upper)
+ if (_MatrixType::Flags & Upper)
res.stype = 1;
- else if (MatrixType::Flags & Lower)
+ else if (_MatrixType::Flags & Lower)
res.stype = -1;
else
res.stype = 0;
@@ -110,22 +111,23 @@ cholmod_dense ei_cholmod_map_eigen_to_dense(MatrixBase<Derived>& mat)
}
template<typename Scalar, int Flags, typename Index>
-MappedSparseMatrix<Scalar,Flags,Index> ei_map_cholmod(cholmod_sparse& cm)
+MappedSparseMatrix<Scalar,Flags,Index> ei_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) );
}
-template<typename MatrixType>
-class SparseLLT<MatrixType,Cholmod> : public SparseLLT<MatrixType>
+
+
+template<typename _MatrixType>
+class SparseLLT<_MatrixType, Cholmod> : public SparseLLT<_MatrixType>
{
protected:
- typedef SparseLLT<MatrixType> Base;
+ typedef SparseLLT<_MatrixType> Base;
typedef typename Base::Scalar Scalar;
typedef typename Base::RealScalar RealScalar;
typedef typename Base::CholMatrixType CholMatrixType;
- typedef typename MatrixType::Index Index;
using Base::MatrixLIsDirty;
using Base::SupernodalFactorIsDirty;
using Base::m_flags;
@@ -133,6 +135,8 @@ class SparseLLT<MatrixType,Cholmod> : public SparseLLT<MatrixType>
using Base::m_status;
public:
+ typedef _MatrixType MatrixType;
+ typedef typename MatrixType::Index Index;
SparseLLT(int flags = 0)
: Base(flags), m_cholmodFactor(0)
@@ -159,15 +163,71 @@ class SparseLLT<MatrixType,Cholmod> : public SparseLLT<MatrixType>
template<typename Derived>
bool solveInPlace(MatrixBase<Derived> &b) const;
+ template<typename Rhs>
+ inline const ei_solve_retval<SparseLLT<MatrixType, Cholmod>, Rhs>
+ solve(const MatrixBase<Rhs>& b) const
+ {
+ ei_assert(true && "SparseLLT is not initialized.");
+ return ei_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;
};
-template<typename MatrixType>
-void SparseLLT<MatrixType,Cholmod>::compute(const MatrixType& a)
+
+
+template<typename _MatrixType, typename Rhs>
+ struct ei_solve_retval<SparseLLT<_MatrixType, Cholmod>, Rhs>
+ : ei_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;
+ ei_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 = ei_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);
+
+ }
+
+};
+
+
+
+
+
+template<typename _MatrixType>
+void SparseLLT<_MatrixType,Cholmod>::compute(const _MatrixType& a)
{
if (m_cholmodFactor)
{
@@ -175,7 +235,7 @@ void SparseLLT<MatrixType,Cholmod>::compute(const MatrixType& a)
m_cholmodFactor = 0;
}
- cholmod_sparse A = ei_asCholmodMatrix(const_cast<MatrixType&>(a));
+ cholmod_sparse A = ei_cholmod_map_eigen_to_sparse(const_cast<_MatrixType&>(a));
// m_cholmod.supernodal = CHOLMOD_AUTO;
// TODO
// if (m_flags&IncompleteFactorization)
@@ -197,16 +257,25 @@ void SparseLLT<MatrixType,Cholmod>::compute(const MatrixType& a)
m_status = (m_status & ~SupernodalFactorIsDirty) | MatrixLIsDirty;
}
-template<typename MatrixType>
-inline const typename SparseLLT<MatrixType,Cholmod>::CholMatrixType&
-SparseLLT<MatrixType,Cholmod>::matrixL() const
+
+// 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)
{
ei_assert(!(m_status & SupernodalFactorIsDirty));
cholmod_sparse* cmRes = cholmod_factor_to_sparse(m_cholmodFactor, &m_cholmod);
- const_cast<typename Base::CholMatrixType&>(m_matrix) = ei_map_cholmod<Scalar,ColMajor,Index>(*cmRes);
+ const_cast<typename Base::CholMatrixType&>(m_matrix) =
+ ei_map_cholmod_sparse_to_eigen<Scalar,ColMajor,Index>(*cmRes);
free(cmRes);
m_status = (m_status & ~MatrixLIsDirty);
@@ -214,30 +283,234 @@ SparseLLT<MatrixType,Cholmod>::matrixL() const
return m_matrix;
}
-template<typename MatrixType>
+
+
+
+template<typename _MatrixType>
template<typename Derived>
-bool SparseLLT<MatrixType,Cholmod>::solveInPlace(MatrixBase<Derived> &b) const
+bool SparseLLT<_MatrixType,Cholmod>::solveInPlace(MatrixBase<Derived> &b) const
{
- const Index size = m_cholmodFactor->n;
- ei_assert(size==b.rows());
+ //Index size = m_cholmodFactor->n;
+ ei_assert((Index)m_cholmodFactor->n==b.rows());
// this uses Eigen's triangular sparse solver
-// if (m_status & MatrixLIsDirty)
-// matrixL();
-// Base::solveInPlace(b);
+ // 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 = ei_cholmod_map_eigen_to_dense(b);
- //cholmod_dense* x = cholmod_solve(CHOLMOD_LDLt, m_cholmodFactor, &cdb, &m_cholmod);
+
cholmod_dense* x = cholmod_solve(CHOLMOD_A, m_cholmodFactor, &cdb, &m_cholmod);
- if(!x)
+ ei_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 ei_solve_retval<SparseLDLT<MatrixType, Cholmod>, Rhs>
+ solve(const MatrixBase<Rhs>& b) const
+ {
+ ei_assert(true && "SparseLDLT is not initialized.");
+ return ei_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;
+};
+
+
+
+
+
+template<typename _MatrixType, typename Rhs>
+ struct ei_solve_retval<SparseLDLT<_MatrixType, Cholmod>, Rhs>
+ : ei_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;
+ ei_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 = ei_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);
+
+ }
+
+};
+
+
+
+
+
+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 = ei_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
{
- std::cerr << "Eigen: cholmod_solve failed\n";
- return false;
+ 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)
+ {
+ ei_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;
+ ei_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 = ei_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);
- return true;
}
+
+
+
+
+
#endif // EIGEN_CHOLMODSUPPORT_H
diff --git a/unsupported/Eigen/src/SparseExtra/SparseLDLT.h b/unsupported/Eigen/src/SparseExtra/SparseLDLT.h
index 2cb844d84..a852f2b0f 100644
--- a/unsupported/Eigen/src/SparseExtra/SparseLDLT.h
+++ b/unsupported/Eigen/src/SparseExtra/SparseLDLT.h
@@ -75,15 +75,14 @@ LDL License:
*
* \sa class LDLT, class LDLT
*/
-template<typename MatrixType, int Backend = DefaultBackend>
+template<typename _MatrixType, typename Backend = DefaultBackend>
class SparseLDLT
{
protected:
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::Index Index;
- typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
- typedef SparseMatrix<Scalar> CholMatrixType;
- typedef Matrix<Scalar,MatrixType::ColsAtCompileTime,1> VectorType;
+ typedef typename _MatrixType::Scalar Scalar;
+ typedef typename NumTraits<typename _MatrixType::Scalar>::Real RealScalar;
+
+ typedef Matrix<Scalar,_MatrixType::ColsAtCompileTime,1> VectorType;
enum {
SupernodalFactorIsDirty = 0x10000,
@@ -91,6 +90,10 @@ class SparseLDLT
};
public:
+ typedef SparseMatrix<Scalar> CholMatrixType;
+ typedef _MatrixType MatrixType;
+ typedef typename MatrixType::Index Index;
+
/** Creates a dummy LDLT factorization object with flags \a flags. */
SparseLDLT(int flags = 0)
@@ -162,6 +165,19 @@ class SparseLDLT
template<typename Derived>
bool solveInPlace(MatrixBase<Derived> &b) const;
+ template<typename Rhs>
+ inline const ei_solve_retval<SparseLDLT<MatrixType>, Rhs>
+ solve(const MatrixBase<Rhs>& b) const
+ {
+ ei_assert(true && "SparseLDLT is not initialized.");
+ return ei_solve_retval<SparseLDLT<MatrixType>, Rhs>(*this, b.derived());
+ }
+
+ inline Index cols() const { return m_matrix.cols(); }
+ inline Index rows() const { return m_matrix.rows(); }
+
+ inline const VectorType& diag() const { return m_diag; }
+
/** \returns true if the factorization succeeded */
inline bool succeeded(void) const { return m_succeeded; }
@@ -177,18 +193,52 @@ class SparseLDLT
bool m_succeeded;
};
+
+
+
+
+template<typename _MatrixType, typename Rhs>
+struct ei_solve_retval<SparseLDLT<_MatrixType>, Rhs>
+ : ei_solve_retval_base<SparseLDLT<_MatrixType>, Rhs>
+{
+ typedef SparseLDLT<_MatrixType> SpLDLTDecType;
+ EIGEN_MAKE_SOLVE_HELPERS(SpLDLTDecType,Rhs)
+
+ template<typename Dest> void evalTo(Dest& dst) const
+ {
+ //Index size = dec().matrixL().rows();
+ ei_assert(dec().matrixL().rows()==rhs().rows());
+
+ Rhs b(rhs().rows(), rhs().cols());
+ b = rhs();
+
+ if (dec().matrixL().nonZeros()>0) // otherwise L==I
+ dec().matrixL().template triangularView<UnitLower>().solveInPlace(b);
+
+ b = b.cwiseQuotient(dec().diag());
+ if (dec().matrixL().nonZeros()>0) // otherwise L==I
+ dec().matrixL().adjoint().template triangularView<UnitUpper>().solveInPlace(b);
+
+ dst = b;
+
+ }
+
+};
+
+
+
/** Computes / recomputes the LDLT decomposition of matrix \a a
* using the default algorithm.
*/
-template<typename MatrixType, int Backend>
-void SparseLDLT<MatrixType,Backend>::compute(const MatrixType& a)
+template<typename _MatrixType, typename Backend>
+void SparseLDLT<_MatrixType,Backend>::compute(const _MatrixType& a)
{
_symbolic(a);
m_succeeded = _numeric(a);
}
-template<typename MatrixType, int Backend>
-void SparseLDLT<MatrixType,Backend>::_symbolic(const MatrixType& a)
+template<typename _MatrixType, typename Backend>
+void SparseLDLT<_MatrixType,Backend>::_symbolic(const _MatrixType& a)
{
assert(a.rows()==a.cols());
const Index size = a.rows();
@@ -244,8 +294,8 @@ void SparseLDLT<MatrixType,Backend>::_symbolic(const MatrixType& a)
ei_aligned_stack_delete(Index, tags, size);
}
-template<typename MatrixType, int Backend>
-bool SparseLDLT<MatrixType,Backend>::_numeric(const MatrixType& a)
+template<typename _MatrixType, typename Backend>
+bool SparseLDLT<_MatrixType,Backend>::_numeric(const _MatrixType& a)
{
assert(a.rows()==a.cols());
const Index size = a.rows();
@@ -327,12 +377,12 @@ bool SparseLDLT<MatrixType,Backend>::_numeric(const MatrixType& a)
}
/** Computes b = L^-T D^-1 L^-1 b */
-template<typename MatrixType, int Backend>
+template<typename _MatrixType, typename Backend>
template<typename Derived>
-bool SparseLDLT<MatrixType, Backend>::solveInPlace(MatrixBase<Derived> &b) const
+bool SparseLDLT<_MatrixType, Backend>::solveInPlace(MatrixBase<Derived> &b) const
{
- const Index size = m_matrix.rows();
- ei_assert(size==b.rows());
+ //Index size = m_matrix.rows();
+ ei_assert(m_matrix.rows()==b.rows());
if (!m_succeeded)
return false;
diff --git a/unsupported/Eigen/src/SparseExtra/SparseLLT.h b/unsupported/Eigen/src/SparseExtra/SparseLLT.h
index 3f4f6bbe6..5be914b6a 100644
--- a/unsupported/Eigen/src/SparseExtra/SparseLLT.h
+++ b/unsupported/Eigen/src/SparseExtra/SparseLLT.h
@@ -35,14 +35,12 @@
*
* \sa class LLT, class LDLT
*/
-template<typename MatrixType, int Backend = DefaultBackend>
+template<typename _MatrixType, typename Backend = DefaultBackend>
class SparseLLT
{
protected:
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::Index Index;
- typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
- typedef SparseMatrix<Scalar> CholMatrixType;
+ typedef typename _MatrixType::Scalar Scalar;
+ typedef typename NumTraits<typename _MatrixType::Scalar>::Real RealScalar;
enum {
SupernodalFactorIsDirty = 0x10000,
@@ -50,6 +48,9 @@ class SparseLLT
};
public:
+ typedef SparseMatrix<Scalar> CholMatrixType;
+ typedef _MatrixType MatrixType;
+ typedef typename MatrixType::Index Index;
/** Creates a dummy LLT factorization object with flags \a flags. */
SparseLLT(int flags = 0)
@@ -110,6 +111,17 @@ class SparseLLT
template<typename Derived>
bool solveInPlace(MatrixBase<Derived> &b) const;
+ template<typename Rhs>
+ inline const ei_solve_retval<SparseLLT<MatrixType>, Rhs>
+ solve(const MatrixBase<Rhs>& b) const
+ {
+ ei_assert(true && "SparseLLT is not initialized.");
+ return ei_solve_retval<SparseLLT<MatrixType>, Rhs>(*this, b.derived());
+ }
+
+ inline Index cols() const { return m_matrix.cols(); }
+ inline Index rows() const { return m_matrix.rows(); }
+
/** \returns true if the factorization succeeded */
inline bool succeeded(void) const { return m_succeeded; }
@@ -121,11 +133,43 @@ class SparseLLT
bool m_succeeded;
};
+
+
+
+
+
+template<typename _MatrixType, typename Rhs>
+struct ei_solve_retval<SparseLLT<_MatrixType>, Rhs>
+ : ei_solve_retval_base<SparseLLT<_MatrixType>, Rhs>
+{
+ typedef SparseLLT<_MatrixType> SpLLTDecType;
+ EIGEN_MAKE_SOLVE_HELPERS(SpLLTDecType,Rhs)
+
+ template<typename Dest> void evalTo(Dest& dst) const
+ {
+ const Index size = dec().matrixL().rows();
+ ei_assert(size==rhs().rows());
+
+ Rhs b(rhs().rows(), rhs().cols());
+ b = rhs();
+
+ dec().matrixL().template triangularView<Lower>().solveInPlace(b);
+ dec().matrixL().adjoint().template triangularView<Upper>().solveInPlace(b);
+
+ dst = b;
+
+ }
+
+};
+
+
+
+
/** Computes / recomputes the LLT decomposition of matrix \a a
* using the default algorithm.
*/
-template<typename MatrixType, int Backend>
-void SparseLLT<MatrixType,Backend>::compute(const MatrixType& a)
+template<typename _MatrixType, typename Backend>
+void SparseLLT<_MatrixType,Backend>::compute(const _MatrixType& a)
{
assert(a.rows()==a.cols());
const Index size = a.rows();
@@ -148,7 +192,7 @@ void SparseLLT<MatrixType,Backend>::compute(const MatrixType& a)
tempVector.setZero();
// init with current matrix a
{
- typename MatrixType::InnerIterator it(a,j);
+ typename _MatrixType::InnerIterator it(a,j);
ei_assert(it.index()==j &&
"matrix must has non zero diagonal entries and only the lower triangular part must be stored");
++it; // skip diagonal element
@@ -187,9 +231,9 @@ void SparseLLT<MatrixType,Backend>::compute(const MatrixType& a)
}
/** Computes b = L^-T L^-1 b */
-template<typename MatrixType, int Backend>
+template<typename _MatrixType, typename Backend>
template<typename Derived>
-bool SparseLLT<MatrixType, Backend>::solveInPlace(MatrixBase<Derived> &b) const
+bool SparseLLT<_MatrixType, Backend>::solveInPlace(MatrixBase<Derived> &b) const
{
const Index size = m_matrix.rows();
ei_assert(size==b.rows());
diff --git a/unsupported/Eigen/src/SparseExtra/SparseLU.h b/unsupported/Eigen/src/SparseExtra/SparseLU.h
index e476f9561..f6ced52c9 100644
--- a/unsupported/Eigen/src/SparseExtra/SparseLU.h
+++ b/unsupported/Eigen/src/SparseExtra/SparseLU.h
@@ -37,16 +37,16 @@ enum {
*
* \brief LU decomposition of a sparse matrix and associated features
*
- * \param MatrixType the type of the matrix of which we are computing the LU factorization
+ * \param _MatrixType the type of the matrix of which we are computing the LU factorization
*
* \sa class FullPivLU, class SparseLLT
*/
-template<typename MatrixType, int Backend = DefaultBackend>
+template<typename _MatrixType, typename Backend = DefaultBackend>
class SparseLU
-{
+ {
protected:
- typedef typename MatrixType::Scalar Scalar;
- typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+ typedef typename _MatrixType::Scalar Scalar;
+ typedef typename NumTraits<typename _MatrixType::Scalar>::Real RealScalar;
typedef SparseMatrix<Scalar> LUMatrixType;
enum {
@@ -54,6 +54,7 @@ class SparseLU
};
public:
+ typedef _MatrixType MatrixType;
/** Creates a dummy LU factorization object with flags \a flags. */
SparseLU(int flags = 0)
@@ -64,7 +65,7 @@ class SparseLU
/** Creates a LU object and compute the respective factorization of \a matrix using
* flags \a flags. */
- SparseLU(const MatrixType& matrix, int flags = 0)
+ SparseLU(const _MatrixType& matrix, int flags = 0)
: /*m_matrix(matrix.rows(), matrix.cols()),*/ m_flags(flags), m_status(0)
{
m_precision = RealScalar(0.1) * Eigen::NumTraits<RealScalar>::dummy_precision();
@@ -112,13 +113,13 @@ class SparseLU
}
/** Computes/re-computes the LU factorization */
- void compute(const MatrixType& matrix);
+ void compute(const _MatrixType& matrix);
/** \returns the lower triangular matrix L */
- //inline const MatrixType& matrixL() const { return m_matrixL; }
+ //inline const _MatrixType& matrixL() const { return m_matrixL; }
/** \returns the upper triangular matrix U */
- //inline const MatrixType& matrixU() const { return m_matrixU; }
+ //inline const _MatrixType& matrixU() const { return m_matrixU; }
template<typename BDerived, typename XDerived>
bool solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x,
@@ -137,8 +138,8 @@ class SparseLU
/** Computes / recomputes the LU decomposition of matrix \a a
* using the default algorithm.
*/
-template<typename MatrixType, int Backend>
-void SparseLU<MatrixType,Backend>::compute(const MatrixType& )
+template<typename _MatrixType, typename Backend>
+void SparseLU<_MatrixType,Backend>::compute(const _MatrixType& )
{
ei_assert(false && "not implemented yet");
}
@@ -151,9 +152,9 @@ void SparseLU<MatrixType,Backend>::compute(const MatrixType& )
* Not all backends implement the solution of the transposed or
* adjoint system.
*/
-template<typename MatrixType, int Backend>
+template<typename _MatrixType, typename Backend>
template<typename BDerived, typename XDerived>
-bool SparseLU<MatrixType,Backend>::solve(const MatrixBase<BDerived> &, MatrixBase<XDerived>* , const int ) const
+bool SparseLU<_MatrixType,Backend>::solve(const MatrixBase<BDerived> &, MatrixBase<XDerived>* , const int ) const
{
ei_assert(false && "not implemented yet");
return false;
diff --git a/unsupported/Eigen/src/SparseExtra/UmfPackSupport.h b/unsupported/Eigen/src/SparseExtra/UmfPackSupport.h
index 15b3b1dbb..9d7e3e96e 100644
--- a/unsupported/Eigen/src/SparseExtra/UmfPackSupport.h
+++ b/unsupported/Eigen/src/SparseExtra/UmfPackSupport.h
@@ -117,22 +117,24 @@ inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *N
}
-template<typename MatrixType>
-class SparseLU<MatrixType,UmfPack> : public SparseLU<MatrixType>
+template<typename _MatrixType>
+class SparseLU<_MatrixType,UmfPack> : public SparseLU<_MatrixType>
{
protected:
- typedef SparseLU<MatrixType> Base;
+ 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 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;
SparseLU(int flags = NaturalOrdering)
: Base(flags), m_numeric(0)
@@ -180,8 +182,30 @@ class SparseLU<MatrixType,UmfPack> : public SparseLU<MatrixType>
template<typename BDerived, typename XDerived>
bool solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x) const;
+ template<typename Rhs>
+ inline const ei_solve_retval<SparseLU<MatrixType, UmfPack>, Rhs>
+ solve(const MatrixBase<Rhs>& b) const
+ {
+ ei_assert(true && "SparseLU is not initialized.");
+ return ei_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
+ {
+ //ei_assert(m_isInitialized && "LU is not initialized.");
+ return *m_matrixRef;
+ }
+
+ const void* numeric() const
+ {
+ return m_numeric;
+ }
+
protected:
void extractData() const;
@@ -197,6 +221,37 @@ class SparseLU<MatrixType,UmfPack> : public SparseLU<MatrixType>
mutable bool m_extractedDataAreDirty;
};
+
+template<typename _MatrixType, typename Rhs>
+ struct ei_solve_retval<SparseLU<_MatrixType, UmfPack>, Rhs>
+ : ei_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();
+
+ ei_assert((Rhs::Flags&RowMajorBit)==0 && "UmfPack backend does not support non col-major rhs yet");
+ ei_assert((Dest::Flags&RowMajorBit)==0 && "UmfPack backend does not support non col-major result yet");
+
+ void* numeric = const_cast<void*>(dec().numeric());
+
+ 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);
+ ei_assert(!errorCode && "UmfPack could not solve the system.");
+ }
+ }
+
+};
+
+
+
template<typename MatrixType>
void SparseLU<MatrixType,UmfPack>::compute(const MatrixType& a)
{
diff --git a/unsupported/test/sparse_ldlt.cpp b/unsupported/test/sparse_ldlt.cpp
index 618a22bf6..79488d6af 100644
--- a/unsupported/test/sparse_ldlt.cpp
+++ b/unsupported/test/sparse_ldlt.cpp
@@ -25,6 +25,10 @@
#include "sparse.h"
#include <Eigen/SparseExtra>
+#ifdef EIGEN_CHOLMOD_SUPPORT
+#include <Eigen/CholmodSupport>
+#endif
+
#ifdef EIGEN_TAUCS_SUPPORT
#include <Eigen/TaucsSupport>
#endif
@@ -56,6 +60,29 @@ template<typename Scalar> void sparse_ldlt(int rows, int cols)
VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: default");
+
+#ifdef EIGEN_CHOLMOD_SUPPORT
+ x = b;
+ SparseLDLT<SparseSelfAdjointMatrix, Cholmod> ldlt2(m2);
+ if (ldlt2.succeeded())
+ ldlt2.solveInPlace(x);
+ else
+ std::cerr << "warning LDLT failed\n";
+
+ VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b);
+ VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: cholmod solveInPlace");
+
+
+ SparseLDLT<SparseSelfAdjointMatrix, Cholmod> ldlt3(m2);
+ if (ldlt3.succeeded())
+ x = ldlt3.solve(b);
+ else
+ std::cerr << "warning LDLT failed\n";
+
+ VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b);
+ VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: cholmod solve");
+
+#endif
}
void test_sparse_ldlt()
diff --git a/unsupported/test/sparse_llt.cpp b/unsupported/test/sparse_llt.cpp
index 0c7340ccd..93d9f4217 100644
--- a/unsupported/test/sparse_llt.cpp
+++ b/unsupported/test/sparse_llt.cpp
@@ -47,6 +47,7 @@ template<typename Scalar> void sparse_llt(int rows, int cols)
DenseVector refX(cols), x(cols);
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, 0, 0);
+
for(int i=0; i<rows; ++i)
m2.coeffRef(i,i) = refMat2(i,i) = ei_abs(ei_real(refMat2(i,i)));
@@ -57,11 +58,24 @@ template<typename Scalar> void sparse_llt(int rows, int cols)
SparseLLT<SparseMatrix<Scalar> > (m2).solveInPlace(x);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: default");
}
- #ifdef EIGEN_CHOLMOD_SUPPORT
- x = b;
- SparseLLT<SparseMatrix<Scalar> ,Cholmod>(m2).solveInPlace(x);
- VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod");
- #endif
+
+#ifdef EIGEN_CHOLMOD_SUPPORT
+ {
+ // 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 = b;
+ SparseLLT<SparseMatrix<Scalar>, Cholmod>(m3).solveInPlace(x);
+ VERIFY((m3*x).isApprox(b,test_precision<Scalar>()) && "LLT: cholmod solveInPlace");
+
+ x = SparseLLT<SparseMatrix<Scalar>, Cholmod>(m3).solve(b);
+ VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve");
+ }
+#endif
+
#ifdef EIGEN_TAUCS_SUPPORT
// TODO fix TAUCS with complexes
@@ -72,10 +86,10 @@ template<typename Scalar> void sparse_llt(int rows, int cols)
// VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (IncompleteFactorization)");
x = b;
- SparseLLT<SparseMatrix<Scalar> ,Taucs>(m2,SupernodalMultifrontal).solveInPlace(x);
+ SparseLLT<SparseMatrix<Scalar>, Taucs>(m2,SupernodalMultifrontal).solveInPlace(x);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalMultifrontal)");
x = b;
- SparseLLT<SparseMatrix<Scalar> ,Taucs>(m2,SupernodalLeftLooking).solveInPlace(x);
+ SparseLLT<SparseMatrix<Scalar>, Taucs>(m2,SupernodalLeftLooking).solveInPlace(x);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalLeftLooking)");
}
#endif