diff options
| author | Stanislaw Halik <sthalik@misaki.pl> | 2019-03-03 21:09:10 +0100 |
|---|---|---|
| committer | Stanislaw Halik <sthalik@misaki.pl> | 2019-03-03 21:10:13 +0100 |
| commit | f0238cfb6997c4acfc2bd200de7295f3fa36968f (patch) | |
| tree | b215183760e4f615b9c1dabc1f116383b72a1b55 /eigen/Eigen/src/UmfPackSupport | |
| parent | 543edd372a5193d04b3de9f23c176ab439e51b31 (diff) | |
don't index Eigen
Diffstat (limited to 'eigen/Eigen/src/UmfPackSupport')
| -rw-r--r-- | eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h | 506 |
1 files changed, 0 insertions, 506 deletions
diff --git a/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h b/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h deleted file mode 100644 index 91c09ab..0000000 --- a/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h +++ /dev/null @@ -1,506 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. -// -// Copyright (C) 2008-2011 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_UMFPACKSUPPORT_H -#define EIGEN_UMFPACKSUPPORT_H - -namespace Eigen { - -/* TODO extract L, extract U, compute det, etc... */ - -// generic double/complex<double> wrapper functions: - - -inline void umfpack_defaults(double control[UMFPACK_CONTROL], double) -{ umfpack_di_defaults(control); } - -inline void umfpack_defaults(double control[UMFPACK_CONTROL], std::complex<double>) -{ umfpack_zi_defaults(control); } - -inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double) -{ umfpack_di_report_info(control, info);} - -inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>) -{ umfpack_zi_report_info(control, info);} - -inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double) -{ umfpack_di_report_status(control, status);} - -inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>) -{ umfpack_zi_report_status(control, status);} - -inline void umfpack_report_control(double control[UMFPACK_CONTROL], double) -{ umfpack_di_report_control(control);} - -inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>) -{ umfpack_zi_report_control(control);} - -inline void umfpack_free_numeric(void **Numeric, double) -{ umfpack_di_free_numeric(Numeric); *Numeric = 0; } - -inline void umfpack_free_numeric(void **Numeric, std::complex<double>) -{ umfpack_zi_free_numeric(Numeric); *Numeric = 0; } - -inline void umfpack_free_symbolic(void **Symbolic, double) -{ umfpack_di_free_symbolic(Symbolic); *Symbolic = 0; } - -inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>) -{ umfpack_zi_free_symbolic(Symbolic); *Symbolic = 0; } - -inline int umfpack_symbolic(int n_row,int n_col, - const int Ap[], const int Ai[], const double Ax[], void **Symbolic, - const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]) -{ - return umfpack_di_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info); -} - -inline int umfpack_symbolic(int n_row,int n_col, - const int Ap[], const int Ai[], const std::complex<double> Ax[], void **Symbolic, - const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]) -{ - return umfpack_zi_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info); -} - -inline int umfpack_numeric( const int Ap[], const int Ai[], const double Ax[], - void *Symbolic, void **Numeric, - const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO]) -{ - return umfpack_di_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info); -} - -inline int umfpack_numeric( const int Ap[], const int Ai[], const std::complex<double> Ax[], - void *Symbolic, void **Numeric, - const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO]) -{ - return umfpack_zi_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info); -} - -inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const double Ax[], - double X[], const double B[], void *Numeric, - const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) -{ - return umfpack_di_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info); -} - -inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const std::complex<double> Ax[], - std::complex<double> X[], const std::complex<double> B[], void *Numeric, - const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) -{ - return umfpack_zi_solve(sys,Ap,Ai,&numext::real_ref(Ax[0]),0,&numext::real_ref(X[0]),0,&numext::real_ref(B[0]),0,Numeric,Control,Info); -} - -inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, double) -{ - return umfpack_di_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric); -} - -inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, std::complex<double>) -{ - return umfpack_zi_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric); -} - -inline int umfpack_get_numeric(int Lp[], int Lj[], double Lx[], int Up[], int Ui[], double Ux[], - int P[], int Q[], double Dx[], int *do_recip, double Rs[], void *Numeric) -{ - return umfpack_di_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric); -} - -inline int umfpack_get_numeric(int Lp[], int Lj[], std::complex<double> Lx[], int Up[], int Ui[], std::complex<double> Ux[], - int P[], int Q[], std::complex<double> Dx[], int *do_recip, double Rs[], void *Numeric) -{ - double& lx0_real = numext::real_ref(Lx[0]); - double& ux0_real = numext::real_ref(Ux[0]); - double& dx0_real = numext::real_ref(Dx[0]); - return umfpack_zi_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q, - Dx?&dx0_real:0,0,do_recip,Rs,Numeric); -} - -inline int umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO]) -{ - return umfpack_di_get_determinant(Mx,Ex,NumericHandle,User_Info); -} - -inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO]) -{ - double& mx_real = numext::real_ref(*Mx); - return umfpack_zi_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info); -} - - -/** \ingroup UmfPackSupport_Module - * \brief A sparse LU factorization and solver based on UmfPack - * - * This class allows to solve for A.X = B sparse linear problems via a LU factorization - * using the UmfPack library. The sparse matrix A must be squared and full rank. - * The vectors or matrices X and B can be either dense or sparse. - * - * \warning The input matrix A should be in a \b compressed and \b column-major form. - * Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix. - * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> - * - * \implsparsesolverconcept - * - * \sa \ref TutorialSparseSolverConcept, class SparseLU - */ -template<typename _MatrixType> -class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > -{ - protected: - typedef SparseSolverBase<UmfPackLU<_MatrixType> > Base; - using Base::m_isInitialized; - public: - using Base::_solve_impl; - typedef _MatrixType MatrixType; - typedef typename MatrixType::Scalar Scalar; - typedef typename MatrixType::RealScalar RealScalar; - typedef typename MatrixType::StorageIndex StorageIndex; - typedef Matrix<Scalar,Dynamic,1> Vector; - typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType; - typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType; - typedef SparseMatrix<Scalar> LUMatrixType; - typedef SparseMatrix<Scalar,ColMajor,int> UmfpackMatrixType; - typedef Ref<const UmfpackMatrixType, StandardCompressedFormat> UmfpackMatrixRef; - enum { - ColsAtCompileTime = MatrixType::ColsAtCompileTime, - MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime - }; - - public: - - typedef Array<double, UMFPACK_CONTROL, 1> UmfpackControl; - typedef Array<double, UMFPACK_INFO, 1> UmfpackInfo; - - UmfPackLU() - : m_dummy(0,0), mp_matrix(m_dummy) - { - init(); - } - - template<typename InputMatrixType> - explicit UmfPackLU(const InputMatrixType& matrix) - : mp_matrix(matrix) - { - init(); - compute(matrix); - } - - ~UmfPackLU() - { - if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar()); - if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar()); - } - - inline Index rows() const { return mp_matrix.rows(); } - inline Index cols() const { return mp_matrix.cols(); } - - /** \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; - } - - inline const LUMatrixType& matrixL() const - { - if (m_extractedDataAreDirty) extractData(); - return m_l; - } - - inline const LUMatrixType& matrixU() const - { - if (m_extractedDataAreDirty) extractData(); - return m_u; - } - - inline const IntColVectorType& permutationP() const - { - if (m_extractedDataAreDirty) extractData(); - return m_p; - } - - inline const IntRowVectorType& permutationQ() const - { - if (m_extractedDataAreDirty) extractData(); - return m_q; - } - - /** Computes the sparse Cholesky decomposition of \a matrix - * Note that the matrix should be column-major, and in compressed format for best performance. - * \sa SparseMatrix::makeCompressed(). - */ - template<typename InputMatrixType> - void compute(const InputMatrixType& matrix) - { - if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar()); - if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar()); - grab(matrix.derived()); - analyzePattern_impl(); - factorize_impl(); - } - - /** 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(), compute() - */ - template<typename InputMatrixType> - void analyzePattern(const InputMatrixType& matrix) - { - if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar()); - if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar()); - - grab(matrix.derived()); - - analyzePattern_impl(); - } - - /** Provides the return status code returned by UmfPack during the numeric - * factorization. - * - * \sa factorize(), compute() - */ - inline int umfpackFactorizeReturncode() const - { - eigen_assert(m_numeric && "UmfPackLU: you must first call factorize()"); - return m_fact_errorCode; - } - - /** Provides access to the control settings array used by UmfPack. - * - * If this array contains NaN's, the default values are used. - * - * See UMFPACK documentation for details. - */ - inline const UmfpackControl& umfpackControl() const - { - return m_control; - } - - /** Provides access to the control settings array used by UmfPack. - * - * If this array contains NaN's, the default values are used. - * - * See UMFPACK documentation for details. - */ - inline UmfpackControl& umfpackControl() - { - return m_control; - } - - /** Performs a numeric decomposition of \a matrix - * - * The given matrix must has the same sparcity than the matrix on which the pattern anylysis has been performed. - * - * \sa analyzePattern(), compute() - */ - template<typename InputMatrixType> - void factorize(const InputMatrixType& matrix) - { - eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()"); - if(m_numeric) - umfpack_free_numeric(&m_numeric,Scalar()); - - grab(matrix.derived()); - - factorize_impl(); - } - - /** Prints the current UmfPack control settings. - * - * \sa umfpackControl() - */ - void umfpackReportControl() - { - umfpack_report_control(m_control.data(), Scalar()); - } - - /** Prints statistics collected by UmfPack. - * - * \sa analyzePattern(), compute() - */ - void umfpackReportInfo() - { - eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()"); - umfpack_report_info(m_control.data(), m_umfpackInfo.data(), Scalar()); - } - - /** Prints the status of the previous factorization operation performed by UmfPack (symbolic or numerical factorization). - * - * \sa analyzePattern(), compute() - */ - void umfpackReportStatus() { - eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()"); - umfpack_report_status(m_control.data(), m_fact_errorCode, Scalar()); - } - - /** \internal */ - template<typename BDerived,typename XDerived> - bool _solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const; - - Scalar determinant() const; - - void extractData() const; - - protected: - - void init() - { - m_info = InvalidInput; - m_isInitialized = false; - m_numeric = 0; - m_symbolic = 0; - m_extractedDataAreDirty = true; - - umfpack_defaults(m_control.data(), Scalar()); - } - - void analyzePattern_impl() - { - m_fact_errorCode = umfpack_symbolic(internal::convert_index<int>(mp_matrix.rows()), - internal::convert_index<int>(mp_matrix.cols()), - mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(), - &m_symbolic, m_control.data(), m_umfpackInfo.data()); - - m_isInitialized = true; - m_info = m_fact_errorCode ? InvalidInput : Success; - m_analysisIsOk = true; - m_factorizationIsOk = false; - m_extractedDataAreDirty = true; - } - - void factorize_impl() - { - - m_fact_errorCode = umfpack_numeric(mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(), - m_symbolic, &m_numeric, m_control.data(), m_umfpackInfo.data()); - - m_info = m_fact_errorCode == UMFPACK_OK ? Success : NumericalIssue; - m_factorizationIsOk = true; - m_extractedDataAreDirty = true; - } - - template<typename MatrixDerived> - void grab(const EigenBase<MatrixDerived> &A) - { - mp_matrix.~UmfpackMatrixRef(); - ::new (&mp_matrix) UmfpackMatrixRef(A.derived()); - } - - void grab(const UmfpackMatrixRef &A) - { - if(&(A.derived()) != &mp_matrix) - { - mp_matrix.~UmfpackMatrixRef(); - ::new (&mp_matrix) UmfpackMatrixRef(A); - } - } - - // cached data to reduce reallocation, etc. - mutable LUMatrixType m_l; - int m_fact_errorCode; - UmfpackControl m_control; - mutable UmfpackInfo m_umfpackInfo; - - mutable LUMatrixType m_u; - mutable IntColVectorType m_p; - mutable IntRowVectorType m_q; - - UmfpackMatrixType m_dummy; - UmfpackMatrixRef mp_matrix; - - void* m_numeric; - void* m_symbolic; - - mutable ComputationInfo m_info; - int m_factorizationIsOk; - int m_analysisIsOk; - mutable bool m_extractedDataAreDirty; - - private: - UmfPackLU(const UmfPackLU& ) { } -}; - - -template<typename MatrixType> -void UmfPackLU<MatrixType>::extractData() const -{ - if (m_extractedDataAreDirty) - { - // get size of the data - int lnz, unz, rows, cols, nz_udiag; - umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar()); - - // allocate data - m_l.resize(rows,(std::min)(rows,cols)); - m_l.resizeNonZeros(lnz); - - m_u.resize((std::min)(rows,cols),cols); - m_u.resizeNonZeros(unz); - - m_p.resize(rows); - m_q.resize(cols); - - // extract - umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(), - m_u.outerIndexPtr(), m_u.innerIndexPtr(), m_u.valuePtr(), - m_p.data(), m_q.data(), 0, 0, 0, m_numeric); - - m_extractedDataAreDirty = false; - } -} - -template<typename MatrixType> -typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant() const -{ - Scalar det; - umfpack_get_determinant(&det, 0, m_numeric, 0); - return det; -} - -template<typename MatrixType> -template<typename BDerived,typename XDerived> -bool UmfPackLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const -{ - Index rhsCols = b.cols(); - eigen_assert((BDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major rhs yet"); - eigen_assert((XDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major result yet"); - eigen_assert(b.derived().data() != x.derived().data() && " Umfpack does not support inplace solve"); - - int errorCode; - Scalar* x_ptr = 0; - Matrix<Scalar,Dynamic,1> x_tmp; - if(x.innerStride()!=1) - { - x_tmp.resize(x.rows()); - x_ptr = x_tmp.data(); - } - for (int j=0; j<rhsCols; ++j) - { - if(x.innerStride()==1) - x_ptr = &x.col(j).coeffRef(0); - errorCode = umfpack_solve(UMFPACK_A, - mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(), - x_ptr, &b.const_cast_derived().col(j).coeffRef(0), m_numeric, m_control.data(), m_umfpackInfo.data()); - if(x.innerStride()!=1) - x.col(j) = x_tmp; - if (errorCode!=0) - return false; - } - - return true; -} - -} // end namespace Eigen - -#endif // EIGEN_UMFPACKSUPPORT_H |
