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Diffstat (limited to 'third_party/eigen3/Eigen/src/CholmodSupport/CholmodSupport.h')
| -rw-r--r-- | third_party/eigen3/Eigen/src/CholmodSupport/CholmodSupport.h | 607 |
1 files changed, 0 insertions, 607 deletions
diff --git a/third_party/eigen3/Eigen/src/CholmodSupport/CholmodSupport.h b/third_party/eigen3/Eigen/src/CholmodSupport/CholmodSupport.h deleted file mode 100644 index c449960de4..0000000000 --- a/third_party/eigen3/Eigen/src/CholmodSupport/CholmodSupport.h +++ /dev/null @@ -1,607 +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> -// -// This Source Code Form is subject to the terms of the Mozilla -// Public License v. 2.0. If a copy of the MPL was not distributed -// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. - -#ifndef EIGEN_CHOLMODSUPPORT_H -#define EIGEN_CHOLMODSUPPORT_H - -namespace Eigen { - -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) -{ - 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.z = 0; - res.sorted = 1; - if(mat.isCompressed()) - { - res.packed = 1; - res.nz = 0; - } - else - { - res.packed = 0; - res.nz = mat.innerNonZeroPtr(); - } - - res.dtype = 0; - res.stype = -1; - - if (internal::is_same<_Index,int>::value) - { - res.itype = CHOLMOD_INT; - } - else if (internal::is_same<_Index,UF_long>::value) - { - res.itype = CHOLMOD_LONG; - } - else - { - eigen_assert(false && "Index type 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 = (void*)(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, static_cast<Index*>(cm.p)[cm.ncol], - static_cast<Index*>(cm.p), static_cast<Index*>(cm.i),static_cast<Scalar*>(cm.x) ); -} - -enum CholmodMode { - CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt -}; - - -/** \ingroup CholmodSupport_Module - * \class CholmodBase - * \brief The base class for the direct Cholesky factorization of Cholmod - * \sa class CholmodSupernodalLLT, class CholmodSimplicialLDLT, class CholmodSimplicialLLT - */ -template<typename _MatrixType, int _UpLo, typename Derived> -class CholmodBase : internal::noncopyable -{ - 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: - - CholmodBase() - : m_cholmodFactor(0), m_info(Success), m_isInitialized(false) - { - m_shiftOffset[0] = m_shiftOffset[1] = RealScalar(0.0); - cholmod_start(&m_cholmod); - } - - CholmodBase(const MatrixType& matrix) - : m_cholmodFactor(0), m_info(Success), m_isInitialized(false) - { - m_shiftOffset[0] = m_shiftOffset[1] = RealScalar(0.0); - cholmod_start(&m_cholmod); - compute(matrix); - } - - ~CholmodBase() - { - 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; } - - Derived& derived() { return *static_cast<Derived*>(this); } - const Derived& derived() const { return *static_cast<const Derived*>(this); } - - /** \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) - { - analyzePattern(matrix); - 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<CholmodBase, 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<CholmodBase, 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<CholmodBase, 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<CholmodBase, Rhs>(*this, b.derived()); - } - - /** Performs a symbolic decomposition on the sparsity pattern 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 have the same sparsity pattern as 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_p(&A, m_shiftOffset, 0, 0, m_cholmodFactor, &m_cholmod); - - // If the factorization failed, minor is the column at which it did. On success minor == n. - this->m_info = (m_cholmodFactor->minor == m_cholmodFactor->n ? Success : NumericalIssue); - 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_UNUSED_VARIABLE(size); - eigen_assert(size==b.rows()); - - // note: cd stands for Cholmod Dense - Rhs& b_ref(b.const_cast_derived()); - cholmod_dense b_cd = viewAsCholmod(b_ref); - 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 careful 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_UNUSED_VARIABLE(size); - 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 careful with alignment, etc.) - dest = viewAsEigen<DestScalar,DestOptions,DestIndex>(*x_cs); - cholmod_free_sparse(&x_cs, &m_cholmod); - } - #endif // EIGEN_PARSED_BY_DOXYGEN - - - /** Sets the shift parameter that will be used to adjust the diagonal coefficients during the numerical factorization. - * - * During the numerical factorization, an offset term is added to the diagonal coefficients:\n - * \c d_ii = \a offset + \c d_ii - * - * The default is \a offset=0. - * - * \returns a reference to \c *this. - */ - Derived& setShift(const RealScalar& offset) - { - m_shiftOffset[0] = offset; - return derived(); - } - - template<typename Stream> - void dumpMemory(Stream& /*s*/) - {} - - protected: - mutable cholmod_common m_cholmod; - cholmod_factor* m_cholmodFactor; - RealScalar m_shiftOffset[2]; - mutable ComputationInfo m_info; - bool m_isInitialized; - int m_factorizationIsOk; - int m_analysisIsOk; -}; - -/** \ingroup CholmodSupport_Module - * \class CholmodSimplicialLLT - * \brief A simplicial direct Cholesky (LLT) factorization and solver based on Cholmod - * - * This class allows to solve for A.X = B sparse linear problems via a simplicial LL^T Cholesky factorization - * using the Cholmod library. - * This simplicial variant is equivalent to Eigen's built-in SimplicialLLT class. Therefore, it has little practical interest. - * The sparse matrix A must be selfadjoint 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. - * - * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed. - * - * \sa \ref TutorialSparseDirectSolvers, class CholmodSupernodalLLT, class SimplicialLLT - */ -template<typename _MatrixType, int _UpLo = Lower> -class CholmodSimplicialLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT<_MatrixType, _UpLo> > -{ - typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT> Base; - using Base::m_cholmod; - - public: - - typedef _MatrixType MatrixType; - - CholmodSimplicialLLT() : Base() { init(); } - - CholmodSimplicialLLT(const MatrixType& matrix) : Base() - { - init(); - compute(matrix); - } - - ~CholmodSimplicialLLT() {} - protected: - void init() - { - m_cholmod.final_asis = 0; - m_cholmod.supernodal = CHOLMOD_SIMPLICIAL; - m_cholmod.final_ll = 1; - } -}; - - -/** \ingroup CholmodSupport_Module - * \class CholmodSimplicialLDLT - * \brief A simplicial direct Cholesky (LDLT) factorization and solver based on Cholmod - * - * This class allows to solve for A.X = B sparse linear problems via a simplicial LDL^T Cholesky factorization - * using the Cholmod library. - * This simplicial variant is equivalent to Eigen's built-in SimplicialLDLT class. Therefore, it has little practical interest. - * The sparse matrix A must be selfadjoint 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. - * - * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed. - * - * \sa \ref TutorialSparseDirectSolvers, class CholmodSupernodalLLT, class SimplicialLDLT - */ -template<typename _MatrixType, int _UpLo = Lower> -class CholmodSimplicialLDLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT<_MatrixType, _UpLo> > -{ - typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT> Base; - using Base::m_cholmod; - - public: - - typedef _MatrixType MatrixType; - - CholmodSimplicialLDLT() : Base() { init(); } - - CholmodSimplicialLDLT(const MatrixType& matrix) : Base() - { - init(); - compute(matrix); - } - - ~CholmodSimplicialLDLT() {} - protected: - void init() - { - m_cholmod.final_asis = 1; - m_cholmod.supernodal = CHOLMOD_SIMPLICIAL; - } -}; - -/** \ingroup CholmodSupport_Module - * \class CholmodSupernodalLLT - * \brief A supernodal Cholesky (LLT) factorization and solver based on Cholmod - * - * This class allows to solve for A.X = B sparse linear problems via a supernodal LL^T Cholesky factorization - * using the Cholmod library. - * This supernodal variant performs best on dense enough problems, e.g., 3D FEM, or very high order 2D FEM. - * The sparse matrix A must be selfadjoint 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. - * - * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed. - * - * \sa \ref TutorialSparseDirectSolvers - */ -template<typename _MatrixType, int _UpLo = Lower> -class CholmodSupernodalLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT<_MatrixType, _UpLo> > -{ - typedef CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT> Base; - using Base::m_cholmod; - - public: - - typedef _MatrixType MatrixType; - - CholmodSupernodalLLT() : Base() { init(); } - - CholmodSupernodalLLT(const MatrixType& matrix) : Base() - { - init(); - compute(matrix); - } - - ~CholmodSupernodalLLT() {} - protected: - void init() - { - m_cholmod.final_asis = 1; - m_cholmod.supernodal = CHOLMOD_SUPERNODAL; - } -}; - -/** \ingroup CholmodSupport_Module - * \class CholmodDecomposition - * \brief A general 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 selfadjoint and positive definite. The vectors or matrices - * X and B can be either dense or sparse. - * - * This variant permits to change the underlying Cholesky method at runtime. - * On the other hand, it does not provide access to the result of the factorization. - * The default is to let Cholmod automatically choose between a simplicial and supernodal factorization. - * - * \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. - * - * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed. - * - * \sa \ref TutorialSparseDirectSolvers - */ -template<typename _MatrixType, int _UpLo = Lower> -class CholmodDecomposition : public CholmodBase<_MatrixType, _UpLo, CholmodDecomposition<_MatrixType, _UpLo> > -{ - typedef CholmodBase<_MatrixType, _UpLo, CholmodDecomposition> Base; - using Base::m_cholmod; - - public: - - typedef _MatrixType MatrixType; - - CholmodDecomposition() : Base() { init(); } - - CholmodDecomposition(const MatrixType& matrix) : Base() - { - init(); - compute(matrix); - } - - ~CholmodDecomposition() {} - - 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; - } - } - protected: - void init() - { - m_cholmod.final_asis = 1; - m_cholmod.supernodal = CHOLMOD_AUTO; - } -}; - -namespace internal { - -template<typename _MatrixType, int _UpLo, typename Derived, typename Rhs> -struct solve_retval<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs> - : solve_retval_base<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs> -{ - typedef CholmodBase<_MatrixType,_UpLo,Derived> 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 Derived, typename Rhs> -struct sparse_solve_retval<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs> - : sparse_solve_retval_base<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs> -{ - typedef CholmodBase<_MatrixType,_UpLo,Derived> Dec; - EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs) - - template<typename Dest> void evalTo(Dest& dst) const - { - dec()._solve(rhs(),dst); - } -}; - -} // end namespace internal - -} // end namespace Eigen - -#endif // EIGEN_CHOLMODSUPPORT_H |