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authorStanislaw Halik <sthalik@misaki.pl>2019-03-03 21:09:10 +0100
committerStanislaw Halik <sthalik@misaki.pl>2019-03-03 21:10:13 +0100
commitf0238cfb6997c4acfc2bd200de7295f3fa36968f (patch)
treeb215183760e4f615b9c1dabc1f116383b72a1b55 /eigen/Eigen/src/UmfPackSupport
parent543edd372a5193d04b3de9f23c176ab439e51b31 (diff)
don't index Eigen
Diffstat (limited to 'eigen/Eigen/src/UmfPackSupport')
-rw-r--r--eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h506
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