diff options
| -rw-r--r-- | Eigen/src/CholmodSupport/CholmodSupport.h | 53 | ||||
| -rw-r--r-- | test/cholmod_support.cpp | 14 |
2 files changed, 59 insertions, 8 deletions
diff --git a/Eigen/src/CholmodSupport/CholmodSupport.h b/Eigen/src/CholmodSupport/CholmodSupport.h index 2da962471..c7c521b95 100644 --- a/Eigen/src/CholmodSupport/CholmodSupport.h +++ b/Eigen/src/CholmodSupport/CholmodSupport.h @@ -78,7 +78,7 @@ cholmod_sparse viewAsCholmod(SparseMatrix<_Scalar,_Options,_StorageIndex>& mat) { res.itype = CHOLMOD_INT; } - else if (internal::is_same<_StorageIndex,SuiteSparse_long>::value) + else if (internal::is_same<_StorageIndex,long>::value) { res.itype = CHOLMOD_LONG; } @@ -327,6 +327,57 @@ class CholmodBase : public SparseSolverBase<Derived> return derived(); } + /** \returns the determinant of the underlying matrix from the current factorization */ + Scalar determinant() const + { + using std::exp; + return exp(logDeterminant()); + } + + /** \returns the log determinant of the underlying matrix from the current factorization */ + Scalar logDeterminant() const + { + using std::log; + using numext::real; + eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()"); + + RealScalar logDet = 0; + Scalar *x = static_cast<Scalar*>(m_cholmodFactor->x); + if (m_cholmodFactor->is_super) + { + // Supernodal factorization stored as a packed list of dense column-major blocs, + // as described by the following structure: + + // super[k] == index of the first column of the j-th super node + StorageIndex *super = static_cast<StorageIndex*>(m_cholmodFactor->super); + // pi[k] == offset to the description of row indices + StorageIndex *pi = static_cast<StorageIndex*>(m_cholmodFactor->pi); + // px[k] == offset to the respective dense block + StorageIndex *px = static_cast<StorageIndex*>(m_cholmodFactor->px); + + Index nb_super_nodes = m_cholmodFactor->nsuper; + for (Index k=0; k < nb_super_nodes; ++k) + { + StorageIndex ncols = super[k + 1] - super[k]; + StorageIndex nrows = pi[k + 1] - pi[k]; + + Map<const Array<Scalar,1,Dynamic>, 0, InnerStride<> > sk(x + px[k], ncols, InnerStride<>(nrows+1)); + logDet += sk.real().log().sum(); + } + } + else + { + // Simplicial factorization stored as standard CSC matrix. + StorageIndex *p = static_cast<StorageIndex*>(m_cholmodFactor->p); + Index size = m_cholmodFactor->n; + for (Index k=0; k<size; ++k) + logDet += log(real( x[p[k]] )); + } + if (m_cholmodFactor->is_ll) + logDet *= 2.0; + return logDet; + }; + template<typename Stream> void dumpMemory(Stream& /*s*/) {} diff --git a/test/cholmod_support.cpp b/test/cholmod_support.cpp index 87f119b1e..a7eda28f7 100644 --- a/test/cholmod_support.cpp +++ b/test/cholmod_support.cpp @@ -41,13 +41,13 @@ template<typename T> void test_cholmod_T() check_sparse_spd_solving(llt_colmajor_upper); check_sparse_spd_solving(ldlt_colmajor_lower); check_sparse_spd_solving(ldlt_colmajor_upper); - -// check_sparse_spd_determinant(chol_colmajor_lower); -// check_sparse_spd_determinant(chol_colmajor_upper); -// check_sparse_spd_determinant(llt_colmajor_lower); -// check_sparse_spd_determinant(llt_colmajor_upper); -// check_sparse_spd_determinant(ldlt_colmajor_lower); -// check_sparse_spd_determinant(ldlt_colmajor_upper); + + check_sparse_spd_determinant(chol_colmajor_lower); + check_sparse_spd_determinant(chol_colmajor_upper); + check_sparse_spd_determinant(llt_colmajor_lower); + check_sparse_spd_determinant(llt_colmajor_upper); + check_sparse_spd_determinant(ldlt_colmajor_lower); + check_sparse_spd_determinant(ldlt_colmajor_upper); } void test_cholmod_support() |