/* Copyright (c) 2011, Intel Corporation. All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: * Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. * Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. * Neither the name of Intel Corporation nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. ******************************************************************************** * Content : Eigen bindings to Intel(R) MKL PARDISO ******************************************************************************** */ #ifndef EIGEN_PARDISOSUPPORT_H #define EIGEN_PARDISOSUPPORT_H template class PardisoLU; template class PardisoLLT; template class PardisoLDLT; namespace internal { template struct pardiso_run_selector { static Index run(_MKL_DSS_HANDLE_t pt, Index maxfct, Index mnum, Index type, Index phase, Index n, void *a, Index *ia, Index *ja, Index *perm, Index nrhs, Index *iparm, Index msglvl, void *b, void *x) { Index error = 0; ::pardiso(pt, &maxfct, &mnum, &type, &phase, &n, a, ia, ja, perm, &nrhs, iparm, &msglvl, b, x, &error); return error; } }; template<> struct pardiso_run_selector { typedef long long int Index; static Index run(_MKL_DSS_HANDLE_t pt, Index maxfct, Index mnum, Index type, Index phase, Index n, void *a, Index *ia, Index *ja, Index *perm, Index nrhs, Index *iparm, Index msglvl, void *b, void *x) { Index error = 0; ::pardiso_64(pt, &maxfct, &mnum, &type, &phase, &n, a, ia, ja, perm, &nrhs, iparm, &msglvl, b, x, &error); return error; } }; template struct pardiso_traits; template struct pardiso_traits< PardisoLU<_MatrixType> > { typedef _MatrixType MatrixType; typedef typename _MatrixType::Scalar Scalar; typedef typename _MatrixType::RealScalar RealScalar; typedef typename _MatrixType::Index Index; }; template struct pardiso_traits< PardisoLLT<_MatrixType> > { typedef _MatrixType MatrixType; typedef typename _MatrixType::Scalar Scalar; typedef typename _MatrixType::RealScalar RealScalar; typedef typename _MatrixType::Index Index; }; template struct pardiso_traits< PardisoLDLT<_MatrixType> > { typedef _MatrixType MatrixType; typedef typename _MatrixType::Scalar Scalar; typedef typename _MatrixType::RealScalar RealScalar; typedef typename _MatrixType::Index Index; }; } template class PardisoImpl { public: typedef typename internal::pardiso_traits::MatrixType MatrixType; typedef typename internal::pardiso_traits::Scalar Scalar; typedef typename internal::pardiso_traits::RealScalar RealScalar; typedef typename internal::pardiso_traits::Index Index; typedef Matrix VectorType; typedef Matrix IntRowVectorType; typedef Matrix IntColVectorType; enum { ScalarIsComplex = NumTraits::IsComplex }; PardisoImpl(int flags) : m_flags(flags) { eigen_assert((sizeof(Index) >= sizeof(_INTEGER_t) && sizeof(Index) <= 8) && "Non-supported index type"); memset(m_iparm, 0, sizeof(m_iparm)); m_msglvl = 0; /* No output */ m_initialized = false; } ~PardisoImpl() { pardisoRelease(); } 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_initialized && "Decomposition is not initialized."); return m_info; } int orderingMethod() const { return m_flags&OrderingMask; } Derived& compute(const MatrixType& matrix); /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. * * \sa compute() */ template inline const internal::solve_retval solve(const MatrixBase& b, const int transposed = SvNoTrans) const { eigen_assert(m_initialized && "SimplicialCholesky is not initialized."); eigen_assert(rows()==b.rows() && "PardisoImpl::solve(): invalid number of rows of the right hand side matrix b"); return internal::solve_retval(*this, b.derived(), transposed); } Derived& derived() { return *static_cast(this); } const Derived& derived() const { return *static_cast(this); } template bool _solve(const MatrixBase &b, MatrixBase& x, const int transposed = SvNoTrans) const; protected: void pardisoRelease() { if(m_initialized) // Factorization ran at least once { internal::pardiso_run_selector::run(m_pt, 1, 1, m_type, -1, m_matrix.rows(), NULL, NULL, NULL, m_perm.data(), 0, m_iparm, m_msglvl, NULL, NULL); memset(m_iparm, 0, sizeof(m_iparm)); } } protected: // cached data to reduce reallocation, etc. ComputationInfo m_info; bool m_symmetric, m_initialized, m_succeeded; int m_flags; Index m_type, m_msglvl; mutable void *m_pt[64]; mutable Index m_iparm[64]; mutable SparseMatrix m_matrix; mutable IntColVectorType m_perm; }; template Derived& PardisoImpl::compute(const MatrixType& a) { Index n = a.rows(), i; eigen_assert(a.rows() == a.cols()); pardisoRelease(); memset(m_pt, 0, sizeof(m_pt)); m_initialized = true; m_symmetric = abs(m_type) < 10; switch (orderingMethod()) { case MinimumDegree_AT_PLUS_A : m_iparm[1] = 0; break; case NaturalOrdering : m_iparm[5] = 1; break; case Metis : m_iparm[1] = 3; break; default: //std::cerr << "Eigen: ordering method \"" << Base::orderingMethod() << "\" not supported by the PARDISO backend\n"; m_iparm[1] = 0; }; m_iparm[0] = 1; /* No solver default */ /* Numbers of processors, value of OMP_NUM_THREADS */ m_iparm[2] = 1; m_iparm[3] = 0; /* No iterative-direct algorithm */ m_iparm[4] = 0; /* No user fill-in reducing permutation */ m_iparm[5] = 0; /* Write solution into x */ m_iparm[6] = 0; /* Not in use */ m_iparm[7] = 2; /* Max numbers of iterative refinement steps */ m_iparm[8] = 0; /* Not in use */ m_iparm[9] = 13; /* Perturb the pivot elements with 1E-13 */ m_iparm[10] = m_symmetric ? 0 : 1; /* Use nonsymmetric permutation and scaling MPS */ m_iparm[11] = 0; /* Not in use */ m_iparm[12] = m_symmetric ? 0 : 1; /* Maximum weighted matching algorithm is switched-off (default for symmetric). Try m_iparm[12] = 1 in case of inappropriate accuracy */ m_iparm[13] = 0; /* Output: Number of perturbed pivots */ m_iparm[14] = 0; /* Not in use */ m_iparm[15] = 0; /* Not in use */ m_iparm[16] = 0; /* Not in use */ m_iparm[17] = -1; /* Output: Number of nonzeros in the factor LU */ m_iparm[18] = -1; /* Output: Mflops for LU factorization */ m_iparm[19] = 0; /* Output: Numbers of CG Iterations */ m_iparm[20] = 0; /* 1x1 pivoting */ m_iparm[26] = 0; /* No matrix checker */ m_iparm[27] = (sizeof(RealScalar) == 4) ? 1 : 0; m_iparm[34] = 0; /* Fortran indexing */ m_iparm[59] = 1; /* Automatic switch between In-Core and Out-of-Core modes */ m_perm.resize(n); if(orderingMethod() == NaturalOrdering) { for(Index i = 0; i < n; i++) m_perm[i] = i; } m_matrix = a; /* Convert to Fortran-style indexing */ for(i = 0; i <= m_matrix.rows(); ++i) ++m_matrix._outerIndexPtr()[i]; for(i = 0; i < m_matrix.nonZeros(); ++i) ++m_matrix._innerIndexPtr()[i]; Index error = internal::pardiso_run_selector::run(m_pt, 1, 1, m_type, 12, n, m_matrix._valuePtr(), m_matrix._outerIndexPtr(), m_matrix._innerIndexPtr(), m_perm.data(), 0, m_iparm, m_msglvl, NULL, NULL); switch(error) { case 0: m_succeeded = true; m_info = Success; return derived(); case -4: case -7: m_info = NumericalIssue; break; default: m_info = InvalidInput; } m_succeeded = false; return derived(); } template template bool PardisoImpl::_solve(const MatrixBase &b, MatrixBase& x, const int transposed) const { if(m_iparm[0] == 0) // Factorization was not computed return false; Index n = m_matrix.rows(); Index nrhs = b.cols(); eigen_assert(n==b.rows()); eigen_assert(((MatrixBase::Flags & RowMajorBit) == 0 || nrhs == 1) && "Row-major right hand sides are not supported"); eigen_assert(((MatrixBase::Flags & RowMajorBit) == 0 || nrhs == 1) && "Row-major matrices of unknowns are not supported"); eigen_assert(((nrhs == 1) || b.outerStride() == b.rows())); x.derived().resizeLike(b); switch (transposed) { case SvNoTrans : m_iparm[11] = 0 ; break; case SvTranspose : m_iparm[11] = 2 ; break; case SvAdjoint : m_iparm[11] = 1 ; break; default: //std::cerr << "Eigen: transposition option \"" << transposed << "\" not supported by the PARDISO backend\n"; m_iparm[11] = 0; } Index error = internal::pardiso_run_selector::run(m_pt, 1, 1, m_type, 33, n, m_matrix._valuePtr(), m_matrix._outerIndexPtr(), m_matrix._innerIndexPtr(), m_perm.data(), nrhs, m_iparm, m_msglvl, const_cast(&b(0, 0)), &x(0, 0)); return error==0; } template class PardisoLU : public PardisoImpl< PardisoLU > { protected: typedef PardisoImpl< PardisoLU > Base; typedef typename Base::Scalar Scalar; typedef typename Base::RealScalar RealScalar; using Base::m_type; public: using Base::compute; using Base::solve; PardisoLU(int flags = Metis) : Base(flags) { m_type = Base::ScalarIsComplex ? 13 : 11; } PardisoLU(const MatrixType& matrix, int flags = Metis) : Base(flags) { m_type = Base::ScalarIsComplex ? 13 : 11; compute(matrix); } }; template class PardisoLLT : public PardisoImpl< PardisoLLT > { protected: typedef PardisoImpl< PardisoLLT > Base; typedef typename Base::Scalar Scalar; typedef typename Base::RealScalar RealScalar; using Base::m_type; public: using Base::compute; using Base::solve; PardisoLLT(int flags = Metis) : Base(flags) { m_type = Base::ScalarIsComplex ? 4 : 2; } PardisoLLT(const MatrixType& matrix, int flags = Metis) : Base(flags) { m_type = Base::ScalarIsComplex ? 4 : 2; compute(matrix); } }; template class PardisoLDLT : public PardisoImpl< PardisoLDLT > { protected: typedef PardisoImpl< PardisoLDLT > Base; typedef typename Base::Scalar Scalar; typedef typename Base::RealScalar RealScalar; using Base::m_type; public: using Base::compute; using Base::solve; PardisoLDLT(int flags = Metis) : Base(flags) { m_type = Base::ScalarIsComplex ? -4 : -2; } PardisoLDLT(const MatrixType& matrix, int flags = Metis, bool hermitian = true) : Base(flags) { compute(matrix, hermitian); } void compute(const MatrixType& matrix, bool hermitian = true) { m_type = Base::ScalarIsComplex ? (hermitian ? -4 : 6) : -2; Base::compute(matrix); } }; namespace internal { template struct solve_retval, Rhs> : solve_retval_base, Rhs> { typedef PardisoImpl<_Derived> Dec; EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) solve_retval(const PardisoImpl<_Derived>& dec, const Rhs& rhs, const int transposed) : Base(dec, rhs), m_transposed(transposed) {} template void evalTo(Dest& dst) const { dec()._solve(rhs(),dst,m_transposed); } int m_transposed; }; } #endif // EIGEN_PARDISOSUPPORT_H