1 files changed, 806 insertions, 0 deletions
diff --git a/eigen/Eigen/src/SparseLU/SparseLU.h b/eigen/Eigen/src/SparseLU/SparseLU.h
new file mode 100644
index 0000000..bdc4f19
--- /dev/null
+++ b/eigen/Eigen/src/SparseLU/SparseLU.h
@@ -0,0 +1,806 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2012 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_SPARSE_LU_H
+#define EIGEN_SPARSE_LU_H
+
+namespace Eigen {
+
+template <typename _MatrixType, typename _OrderingType = COLAMDOrdering<typename _MatrixType::Index> > class SparseLU;
+template <typename MappedSparseMatrixType> struct SparseLUMatrixLReturnType;
+template <typename MatrixLType, typename MatrixUType> struct SparseLUMatrixUReturnType;
+
+/** \ingroup SparseLU_Module
+  * \class SparseLU
+  * 
+  * \brief Sparse supernodal LU factorization for general matrices
+  * 
+  * This class implements the supernodal LU factorization for general matrices.
+  * It uses the main techniques from the sequential SuperLU package 
+  * (http://crd-legacy.lbl.gov/~xiaoye/SuperLU/). It handles transparently real 
+  * and complex arithmetics with single and double precision, depending on the 
+  * scalar type of your input matrix. 
+  * The code has been optimized to provide BLAS-3 operations during supernode-panel updates. 
+  * It benefits directly from the built-in high-performant Eigen BLAS routines. 
+  * Moreover, when the size of a supernode is very small, the BLAS calls are avoided to 
+  * enable a better optimization from the compiler. For best performance, 
+  * you should compile it with NDEBUG flag to avoid the numerous bounds checking on vectors. 
+  * 
+  * An important parameter of this class is the ordering method. It is used to reorder the columns 
+  * (and eventually the rows) of the matrix to reduce the number of new elements that are created during 
+  * numerical factorization. The cheapest method available is COLAMD. 
+  * See  \link OrderingMethods_Module the OrderingMethods module \endlink for the list of 
+  * built-in and external ordering methods. 
+  *
+  * Simple example with key steps 
+  * \code
+  * VectorXd x(n), b(n);
+  * SparseMatrix<double, ColMajor> A;
+  * SparseLU<SparseMatrix<scalar, ColMajor>, COLAMDOrdering<Index> >   solver;
+  * // fill A and b;
+  * // Compute the ordering permutation vector from the structural pattern of A
+  * solver.analyzePattern(A); 
+  * // Compute the numerical factorization 
+  * solver.factorize(A); 
+  * //Use the factors to solve the linear system 
+  * x = solver.solve(b); 
+  * \endcode
+  * 
+  * \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.
+  * 
+  * \note Unlike the initial SuperLU implementation, there is no step to equilibrate the matrix. 
+  * For badly scaled matrices, this step can be useful to reduce the pivoting during factorization. 
+  * If this is the case for your matrices, you can try the basic scaling method at
+  *  "unsupported/Eigen/src/IterativeSolvers/Scaling.h"
+  * 
+  * \tparam _MatrixType The type of the sparse matrix. It must be a column-major SparseMatrix<>
+  * \tparam _OrderingType The ordering method to use, either AMD, COLAMD or METIS. Default is COLMAD
+  * 
+  * 
+  * \sa \ref TutorialSparseDirectSolvers
+  * \sa \ref OrderingMethods_Module
+  */
+template <typename _MatrixType, typename _OrderingType>
+class SparseLU : public internal::SparseLUImpl<typename _MatrixType::Scalar, typename _MatrixType::Index>
+{
+  public:
+    typedef _MatrixType MatrixType; 
+    typedef _OrderingType OrderingType;
+    typedef typename MatrixType::Scalar Scalar; 
+    typedef typename MatrixType::RealScalar RealScalar; 
+    typedef typename MatrixType::Index Index; 
+    typedef SparseMatrix<Scalar,ColMajor,Index> NCMatrix;
+    typedef internal::MappedSuperNodalMatrix<Scalar, Index> SCMatrix; 
+    typedef Matrix<Scalar,Dynamic,1> ScalarVector;
+    typedef Matrix<Index,Dynamic,1> IndexVector;
+    typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
+    typedef internal::SparseLUImpl<Scalar, Index> Base;
+    
+  public:
+    SparseLU():m_isInitialized(true),m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
+    {
+      initperfvalues(); 
+    }
+    SparseLU(const MatrixType& matrix):m_isInitialized(true),m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
+    {
+      initperfvalues(); 
+      compute(matrix);
+    }
+    
+    ~SparseLU()
+    {
+      // Free all explicit dynamic pointers 
+    }
+    
+    void analyzePattern (const MatrixType& matrix);
+    void factorize (const MatrixType& matrix);
+    void simplicialfactorize(const MatrixType& matrix);
+    
+    /**
+      * Compute the symbolic and numeric factorization of the input sparse matrix.
+      * The input matrix should be in column-major storage. 
+      */
+    void compute (const MatrixType& matrix)
+    {
+      // Analyze 
+      analyzePattern(matrix); 
+      //Factorize
+      factorize(matrix);
+    } 
+    
+    inline Index rows() const { return m_mat.rows(); }
+    inline Index cols() const { return m_mat.cols(); }
+    /** Indicate that the pattern of the input matrix is symmetric */
+    void isSymmetric(bool sym)
+    {
+      m_symmetricmode = sym;
+    }
+    
+    /** \returns an expression of the matrix L, internally stored as supernodes
+      * The only operation available with this expression is the triangular solve
+      * \code
+      * y = b; matrixL().solveInPlace(y);
+      * \endcode
+      */
+    SparseLUMatrixLReturnType<SCMatrix> matrixL() const
+    {
+      return SparseLUMatrixLReturnType<SCMatrix>(m_Lstore);
+    }
+    /** \returns an expression of the matrix U,
+      * The only operation available with this expression is the triangular solve
+      * \code
+      * y = b; matrixU().solveInPlace(y);
+      * \endcode
+      */
+    SparseLUMatrixUReturnType<SCMatrix,MappedSparseMatrix<Scalar,ColMajor,Index> > matrixU() const
+    {
+      return SparseLUMatrixUReturnType<SCMatrix, MappedSparseMatrix<Scalar,ColMajor,Index> >(m_Lstore, m_Ustore);
+    }
+
+    /**
+      * \returns a reference to the row matrix permutation \f$ P_r \f$ such that \f$P_r A P_c^T = L U\f$
+      * \sa colsPermutation()
+      */
+    inline const PermutationType& rowsPermutation() const
+    {
+      return m_perm_r;
+    }
+    /**
+      * \returns a reference to the column matrix permutation\f$ P_c^T \f$ such that \f$P_r A P_c^T = L U\f$
+      * \sa rowsPermutation()
+      */
+    inline const PermutationType& colsPermutation() const
+    {
+      return m_perm_c;
+    }
+    /** Set the threshold used for a diagonal entry to be an acceptable pivot. */
+    void setPivotThreshold(const RealScalar& thresh)
+    {
+      m_diagpivotthresh = thresh; 
+    }
+
+    /** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
+      *
+      * \warning the destination matrix X in X = this->solve(B) must be colmun-major.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<SparseLU, Rhs> solve(const MatrixBase<Rhs>& B) const 
+    {
+      eigen_assert(m_factorizationIsOk && "SparseLU is not initialized."); 
+      eigen_assert(rows()==B.rows()
+                    && "SparseLU::solve(): invalid number of rows of the right hand side matrix B");
+          return internal::solve_retval<SparseLU, 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<SparseLU, Rhs> solve(const SparseMatrixBase<Rhs>& B) const 
+    {
+      eigen_assert(m_factorizationIsOk && "SparseLU is not initialized."); 
+      eigen_assert(rows()==B.rows()
+                    && "SparseLU::solve(): invalid number of rows of the right hand side matrix B");
+          return internal::sparse_solve_retval<SparseLU, Rhs>(*this, B.derived());
+    }
+    
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the LU factorization reports a problem, zero diagonal for instance
+      *          \c InvalidInput if the input matrix is invalid
+      *
+      * \sa iparm()          
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+    
+    /**
+      * \returns A string describing the type of error
+      */
+    std::string lastErrorMessage() const
+    {
+      return m_lastError; 
+    }
+
+    template<typename Rhs, typename Dest>
+    bool _solve(const MatrixBase<Rhs> &B, MatrixBase<Dest> &X_base) const
+    {
+      Dest& X(X_base.derived());
+      eigen_assert(m_factorizationIsOk && "The matrix should be factorized first");
+      EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0,
+                        THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+      
+      // Permute the right hand side to form X = Pr*B
+      // on return, X is overwritten by the computed solution
+      X.resize(B.rows(),B.cols());
+
+      // this ugly const_cast_derived() helps to detect aliasing when applying the permutations
+      for(Index j = 0; j < B.cols(); ++j)
+        X.col(j) = rowsPermutation() * B.const_cast_derived().col(j);
+      
+      //Forward substitution with L
+      this->matrixL().solveInPlace(X);
+      this->matrixU().solveInPlace(X);
+      
+      // Permute back the solution 
+      for (Index j = 0; j < B.cols(); ++j)
+        X.col(j) = colsPermutation().inverse() * X.col(j);
+      
+      return true; 
+    }
+    
+    /**
+      * \returns the absolute value of the determinant of the matrix of which
+      * *this is the QR decomposition.
+      *
+      * \warning a determinant can be very big or small, so for matrices
+      * of large enough dimension, there is a risk of overflow/underflow.
+      * One way to work around that is to use logAbsDeterminant() instead.
+      *
+      * \sa logAbsDeterminant(), signDeterminant()
+      */
+     Scalar absDeterminant()
+    {
+      eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
+      // Initialize with the determinant of the row matrix
+      Scalar det = Scalar(1.);
+      // Note that the diagonal blocks of U are stored in supernodes,
+      // which are available in the  L part :)
+      for (Index j = 0; j < this->cols(); ++j)
+      {
+        for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
+        {
+          if(it.index() == j)
+          {
+            using std::abs;
+            det *= abs(it.value());
+            break;
+          }
+        }
+       }
+       return det;
+     }
+
+     /** \returns the natural log of the absolute value of the determinant of the matrix
+       * of which **this is the QR decomposition
+       *
+       * \note This method is useful to work around the risk of overflow/underflow that's
+       * inherent to the determinant computation.
+       *
+       * \sa absDeterminant(), signDeterminant()
+       */
+     Scalar logAbsDeterminant() const
+     {
+       eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
+       Scalar det = Scalar(0.);
+       for (Index j = 0; j < this->cols(); ++j)
+       {
+         for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
+         {
+           if(it.row() < j) continue;
+           if(it.row() == j)
+           {
+             using std::log; using std::abs;
+             det += log(abs(it.value()));
+             break;
+           }
+         }
+       }
+       return det;
+     }
+
+    /** \returns A number representing the sign of the determinant
+      *
+      * \sa absDeterminant(), logAbsDeterminant()
+      */
+    Scalar signDeterminant()
+    {
+      eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
+      // Initialize with the determinant of the row matrix
+      Index det = 1;
+      // Note that the diagonal blocks of U are stored in supernodes,
+      // which are available in the  L part :)
+      for (Index j = 0; j < this->cols(); ++j)
+      {
+        for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
+        {
+          if(it.index() == j)
+          {
+            if(it.value()<0)
+              det = -det;
+            else if(it.value()==0)
+              return 0;
+            break;
+          }
+        }
+      }
+      return det * m_detPermR * m_detPermC;
+    }
+    
+    /** \returns The determinant of the matrix.
+      *
+      * \sa absDeterminant(), logAbsDeterminant()
+      */
+    Scalar determinant()
+    {
+      eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
+      // Initialize with the determinant of the row matrix
+      Scalar det = Scalar(1.);
+      // Note that the diagonal blocks of U are stored in supernodes,
+      // which are available in the  L part :)
+      for (Index j = 0; j < this->cols(); ++j)
+      {
+        for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
+        {
+          if(it.index() == j)
+          {
+            det *= it.value();
+            break;
+          }
+        }
+      }
+      return det * Scalar(m_detPermR * m_detPermC);
+    }
+
+  protected:
+    // Functions 
+    void initperfvalues()
+    {
+      m_perfv.panel_size = 16;
+      m_perfv.relax = 1; 
+      m_perfv.maxsuper = 128; 
+      m_perfv.rowblk = 16; 
+      m_perfv.colblk = 8; 
+      m_perfv.fillfactor = 20;  
+    }
+      
+    // Variables 
+    mutable ComputationInfo m_info;
+    bool m_isInitialized;
+    bool m_factorizationIsOk;
+    bool m_analysisIsOk;
+    std::string m_lastError;
+    NCMatrix m_mat; // The input (permuted ) matrix 
+    SCMatrix m_Lstore; // The lower triangular matrix (supernodal)
+    MappedSparseMatrix<Scalar,ColMajor,Index> m_Ustore; // The upper triangular matrix
+    PermutationType m_perm_c; // Column permutation 
+    PermutationType m_perm_r ; // Row permutation
+    IndexVector m_etree; // Column elimination tree 
+    
+    typename Base::GlobalLU_t m_glu; 
+                               
+    // SparseLU options 
+    bool m_symmetricmode;
+    // values for performance 
+    internal::perfvalues<Index> m_perfv; 
+    RealScalar m_diagpivotthresh; // Specifies the threshold used for a diagonal entry to be an acceptable pivot
+    Index m_nnzL, m_nnzU; // Nonzeros in L and U factors
+    Index m_detPermR, m_detPermC; // Determinants of the permutation matrices
+  private:
+    // Disable copy constructor 
+    SparseLU (const SparseLU& );
+  
+}; // End class SparseLU
+
+
+
+// Functions needed by the anaysis phase
+/** 
+  * Compute the column permutation to minimize the fill-in
+  * 
+  *  - Apply this permutation to the input matrix - 
+  * 
+  *  - Compute the column elimination tree on the permuted matrix 
+  * 
+  *  - Postorder the elimination tree and the column permutation
+  * 
+  */
+template <typename MatrixType, typename OrderingType>
+void SparseLU<MatrixType, OrderingType>::analyzePattern(const MatrixType& mat)
+{
+  
+  //TODO  It is possible as in SuperLU to compute row and columns scaling vectors to equilibrate the matrix mat.
+  
+  OrderingType ord; 
+  ord(mat,m_perm_c);
+  
+  // Apply the permutation to the column of the input  matrix
+  //First copy the whole input matrix. 
+  m_mat = mat;
+  if (m_perm_c.size()) {
+    m_mat.uncompress(); //NOTE: The effect of this command is only to create the InnerNonzeros pointers. FIXME : This vector is filled but not subsequently used.  
+    //Then, permute only the column pointers
+    const Index * outerIndexPtr;
+    if (mat.isCompressed()) outerIndexPtr = mat.outerIndexPtr();
+    else
+    {
+      Index *outerIndexPtr_t = new Index[mat.cols()+1];
+      for(Index i = 0; i <= mat.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
+      outerIndexPtr = outerIndexPtr_t;
+    }
+    for (Index i = 0; i < mat.cols(); i++)
+    {
+      m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
+      m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
+    }
+    if(!mat.isCompressed()) delete[] outerIndexPtr;
+  }
+  // Compute the column elimination tree of the permuted matrix 
+  IndexVector firstRowElt;
+  internal::coletree(m_mat, m_etree,firstRowElt); 
+     
+  // In symmetric mode, do not do postorder here
+  if (!m_symmetricmode) {
+    IndexVector post, iwork; 
+    // Post order etree
+    internal::treePostorder(m_mat.cols(), m_etree, post); 
+      
+   
+    // Renumber etree in postorder 
+    Index m = m_mat.cols(); 
+    iwork.resize(m+1);
+    for (Index i = 0; i < m; ++i) iwork(post(i)) = post(m_etree(i));
+    m_etree = iwork;
+    
+    // Postmultiply A*Pc by post, i.e reorder the matrix according to the postorder of the etree
+    PermutationType post_perm(m); 
+    for (Index i = 0; i < m; i++) 
+      post_perm.indices()(i) = post(i); 
+        
+    // Combine the two permutations : postorder the permutation for future use
+    if(m_perm_c.size()) {
+      m_perm_c = post_perm * m_perm_c;
+    }
+    
+  } // end postordering 
+  
+  m_analysisIsOk = true; 
+}
+
+// Functions needed by the numerical factorization phase
+
+
+/** 
+  *  - Numerical factorization 
+  *  - Interleaved with the symbolic factorization 
+  * On exit,  info is 
+  * 
+  *    = 0: successful factorization
+  * 
+  *    > 0: if info = i, and i is
+  * 
+  *       <= A->ncol: U(i,i) is exactly zero. The factorization has
+  *          been completed, but the factor U is exactly singular,
+  *          and division by zero will occur if it is used to solve a
+  *          system of equations.
+  * 
+  *       > A->ncol: number of bytes allocated when memory allocation
+  *         failure occurred, plus A->ncol. If lwork = -1, it is
+  *         the estimated amount of space needed, plus A->ncol.  
+  */
+template <typename MatrixType, typename OrderingType>
+void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix)
+{
+  using internal::emptyIdxLU;
+  eigen_assert(m_analysisIsOk && "analyzePattern() should be called first"); 
+  eigen_assert((matrix.rows() == matrix.cols()) && "Only for squared matrices");
+  
+  typedef typename IndexVector::Scalar Index; 
+  
+  
+  // Apply the column permutation computed in analyzepattern()
+  //   m_mat = matrix * m_perm_c.inverse(); 
+  m_mat = matrix;
+  if (m_perm_c.size()) 
+  {
+    m_mat.uncompress(); //NOTE: The effect of this command is only to create the InnerNonzeros pointers.
+    //Then, permute only the column pointers
+    const Index * outerIndexPtr;
+    if (matrix.isCompressed()) outerIndexPtr = matrix.outerIndexPtr();
+    else
+    {
+      Index* outerIndexPtr_t = new Index[matrix.cols()+1];
+      for(Index i = 0; i <= matrix.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
+      outerIndexPtr = outerIndexPtr_t;
+    }
+    for (Index i = 0; i < matrix.cols(); i++)
+    {
+      m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
+      m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
+    }
+    if(!matrix.isCompressed()) delete[] outerIndexPtr;
+  } 
+  else 
+  { //FIXME This should not be needed if the empty permutation is handled transparently
+    m_perm_c.resize(matrix.cols());
+    for(Index i = 0; i < matrix.cols(); ++i) m_perm_c.indices()(i) = i;
+  }
+  
+  Index m = m_mat.rows();
+  Index n = m_mat.cols();
+  Index nnz = m_mat.nonZeros();
+  Index maxpanel = m_perfv.panel_size * m;
+  // Allocate working storage common to the factor routines
+  Index lwork = 0;
+  Index info = Base::memInit(m, n, nnz, lwork, m_perfv.fillfactor, m_perfv.panel_size, m_glu); 
+  if (info) 
+  {
+    m_lastError = "UNABLE TO ALLOCATE WORKING MEMORY\n\n" ;
+    m_factorizationIsOk = false;
+    return ; 
+  }
+  
+  // Set up pointers for integer working arrays 
+  IndexVector segrep(m); segrep.setZero();
+  IndexVector parent(m); parent.setZero();
+  IndexVector xplore(m); xplore.setZero();
+  IndexVector repfnz(maxpanel);
+  IndexVector panel_lsub(maxpanel);
+  IndexVector xprune(n); xprune.setZero();
+  IndexVector marker(m*internal::LUNoMarker); marker.setZero();
+  
+  repfnz.setConstant(-1); 
+  panel_lsub.setConstant(-1);
+  
+  // Set up pointers for scalar working arrays 
+  ScalarVector dense; 
+  dense.setZero(maxpanel);
+  ScalarVector tempv; 
+  tempv.setZero(internal::LUnumTempV(m, m_perfv.panel_size, m_perfv.maxsuper, /*m_perfv.rowblk*/m) );
+  
+  // Compute the inverse of perm_c
+  PermutationType iperm_c(m_perm_c.inverse()); 
+  
+  // Identify initial relaxed snodes
+  IndexVector relax_end(n);
+  if ( m_symmetricmode == true ) 
+    Base::heap_relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
+  else
+    Base::relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
+  
+  
+  m_perm_r.resize(m); 
+  m_perm_r.indices().setConstant(-1);
+  marker.setConstant(-1);
+  m_detPermR = 1; // Record the determinant of the row permutation
+  
+  m_glu.supno(0) = emptyIdxLU; m_glu.xsup.setConstant(0);
+  m_glu.xsup(0) = m_glu.xlsub(0) = m_glu.xusub(0) = m_glu.xlusup(0) = Index(0);
+  
+  // Work on one 'panel' at a time. A panel is one of the following :
+  //  (a) a relaxed supernode at the bottom of the etree, or
+  //  (b) panel_size contiguous columns, <panel_size> defined by the user
+  Index jcol; 
+  IndexVector panel_histo(n);
+  Index pivrow; // Pivotal row number in the original row matrix
+  Index nseg1; // Number of segments in U-column above panel row jcol
+  Index nseg; // Number of segments in each U-column 
+  Index irep; 
+  Index i, k, jj; 
+  for (jcol = 0; jcol < n; )
+  {
+    // Adjust panel size so that a panel won't overlap with the next relaxed snode. 
+    Index panel_size = m_perfv.panel_size; // upper bound on panel width
+    for (k = jcol + 1; k < (std::min)(jcol+panel_size, n); k++)
+    {
+      if (relax_end(k) != emptyIdxLU) 
+      {
+        panel_size = k - jcol; 
+        break; 
+      }
+    }
+    if (k == n) 
+      panel_size = n - jcol; 
+      
+    // Symbolic outer factorization on a panel of columns 
+    Base::panel_dfs(m, panel_size, jcol, m_mat, m_perm_r.indices(), nseg1, dense, panel_lsub, segrep, repfnz, xprune, marker, parent, xplore, m_glu); 
+    
+    // Numeric sup-panel updates in topological order 
+    Base::panel_bmod(m, panel_size, jcol, nseg1, dense, tempv, segrep, repfnz, m_glu); 
+    
+    // Sparse LU within the panel, and below the panel diagonal 
+    for ( jj = jcol; jj< jcol + panel_size; jj++) 
+    {
+      k = (jj - jcol) * m; // Column index for w-wide arrays 
+      
+      nseg = nseg1; // begin after all the panel segments
+      //Depth-first-search for the current column
+      VectorBlock<IndexVector> panel_lsubk(panel_lsub, k, m);
+      VectorBlock<IndexVector> repfnz_k(repfnz, k, m); 
+      info = Base::column_dfs(m, jj, m_perm_r.indices(), m_perfv.maxsuper, nseg, panel_lsubk, segrep, repfnz_k, xprune, marker, parent, xplore, m_glu); 
+      if ( info ) 
+      {
+        m_lastError =  "UNABLE TO EXPAND MEMORY IN COLUMN_DFS() ";
+        m_info = NumericalIssue; 
+        m_factorizationIsOk = false; 
+        return; 
+      }
+      // Numeric updates to this column 
+      VectorBlock<ScalarVector> dense_k(dense, k, m); 
+      VectorBlock<IndexVector> segrep_k(segrep, nseg1, m-nseg1); 
+      info = Base::column_bmod(jj, (nseg - nseg1), dense_k, tempv, segrep_k, repfnz_k, jcol, m_glu); 
+      if ( info ) 
+      {
+        m_lastError = "UNABLE TO EXPAND MEMORY IN COLUMN_BMOD() ";
+        m_info = NumericalIssue; 
+        m_factorizationIsOk = false; 
+        return; 
+      }
+      
+      // Copy the U-segments to ucol(*)
+      info = Base::copy_to_ucol(jj, nseg, segrep, repfnz_k ,m_perm_r.indices(), dense_k, m_glu); 
+      if ( info ) 
+      {
+        m_lastError = "UNABLE TO EXPAND MEMORY IN COPY_TO_UCOL() ";
+        m_info = NumericalIssue; 
+        m_factorizationIsOk = false; 
+        return; 
+      }
+      
+      // Form the L-segment 
+      info = Base::pivotL(jj, m_diagpivotthresh, m_perm_r.indices(), iperm_c.indices(), pivrow, m_glu);
+      if ( info ) 
+      {
+        m_lastError = "THE MATRIX IS STRUCTURALLY SINGULAR ... ZERO COLUMN AT ";
+        std::ostringstream returnInfo;
+        returnInfo << info; 
+        m_lastError += returnInfo.str();
+        m_info = NumericalIssue; 
+        m_factorizationIsOk = false; 
+        return; 
+      }
+      
+      // Update the determinant of the row permutation matrix
+      // FIXME: the following test is not correct, we should probably take iperm_c into account and pivrow is not directly the row pivot.
+      if (pivrow != jj) m_detPermR = -m_detPermR;
+
+      // Prune columns (0:jj-1) using column jj
+      Base::pruneL(jj, m_perm_r.indices(), pivrow, nseg, segrep, repfnz_k, xprune, m_glu); 
+      
+      // Reset repfnz for this column 
+      for (i = 0; i < nseg; i++)
+      {
+        irep = segrep(i); 
+        repfnz_k(irep) = emptyIdxLU; 
+      }
+    } // end SparseLU within the panel  
+    jcol += panel_size;  // Move to the next panel
+  } // end for -- end elimination 
+  
+  m_detPermR = m_perm_r.determinant();
+  m_detPermC = m_perm_c.determinant();
+  
+  // Count the number of nonzeros in factors 
+  Base::countnz(n, m_nnzL, m_nnzU, m_glu); 
+  // Apply permutation  to the L subscripts 
+  Base::fixupL(n, m_perm_r.indices(), m_glu);
+  
+  // Create supernode matrix L 
+  m_Lstore.setInfos(m, n, m_glu.lusup, m_glu.xlusup, m_glu.lsub, m_glu.xlsub, m_glu.supno, m_glu.xsup); 
+  // Create the column major upper sparse matrix  U; 
+  new (&m_Ustore) MappedSparseMatrix<Scalar, ColMajor, Index> ( m, n, m_nnzU, m_glu.xusub.data(), m_glu.usub.data(), m_glu.ucol.data() ); 
+  
+  m_info = Success;
+  m_factorizationIsOk = true;
+}
+
+template<typename MappedSupernodalType>
+struct SparseLUMatrixLReturnType : internal::no_assignment_operator
+{
+  typedef typename MappedSupernodalType::Index Index;
+  typedef typename MappedSupernodalType::Scalar Scalar;
+  SparseLUMatrixLReturnType(const MappedSupernodalType& mapL) : m_mapL(mapL)
+  { }
+  Index rows() { return m_mapL.rows(); }
+  Index cols() { return m_mapL.cols(); }
+  template<typename Dest>
+  void solveInPlace( MatrixBase<Dest> &X) const
+  {
+    m_mapL.solveInPlace(X);
+  }
+  const MappedSupernodalType& m_mapL;
+};
+
+template<typename MatrixLType, typename MatrixUType>
+struct SparseLUMatrixUReturnType : internal::no_assignment_operator
+{
+  typedef typename MatrixLType::Index Index;
+  typedef typename MatrixLType::Scalar Scalar;
+  SparseLUMatrixUReturnType(const MatrixLType& mapL, const MatrixUType& mapU)
+  : m_mapL(mapL),m_mapU(mapU)
+  { }
+  Index rows() { return m_mapL.rows(); }
+  Index cols() { return m_mapL.cols(); }
+
+  template<typename Dest>   void solveInPlace(MatrixBase<Dest> &X) const
+  {
+    Index nrhs = X.cols();
+    Index n = X.rows();
+    // Backward solve with U
+    for (Index k = m_mapL.nsuper(); k >= 0; k--)
+    {
+      Index fsupc = m_mapL.supToCol()[k];
+      Index lda = m_mapL.colIndexPtr()[fsupc+1] - m_mapL.colIndexPtr()[fsupc]; // leading dimension
+      Index nsupc = m_mapL.supToCol()[k+1] - fsupc;
+      Index luptr = m_mapL.colIndexPtr()[fsupc];
+
+      if (nsupc == 1)
+      {
+        for (Index j = 0; j < nrhs; j++)
+        {
+          X(fsupc, j) /= m_mapL.valuePtr()[luptr];
+        }
+      }
+      else
+      {
+        Map<const Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride<> > A( &(m_mapL.valuePtr()[luptr]), nsupc, nsupc, OuterStride<>(lda) );
+        Map< Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride<> > U (&(X(fsupc,0)), nsupc, nrhs, OuterStride<>(n) );
+        U = A.template triangularView<Upper>().solve(U);
+      }
+
+      for (Index j = 0; j < nrhs; ++j)
+      {
+        for (Index jcol = fsupc; jcol < fsupc + nsupc; jcol++)
+        {
+          typename MatrixUType::InnerIterator it(m_mapU, jcol);
+          for ( ; it; ++it)
+          {
+            Index irow = it.index();
+            X(irow, j) -= X(jcol, j) * it.value();
+          }
+        }
+      }
+    } // End For U-solve
+  }
+  const MatrixLType& m_mapL;
+  const MatrixUType& m_mapU;
+};
+
+namespace internal {
+  
+template<typename _MatrixType, typename Derived, typename Rhs>
+struct solve_retval<SparseLU<_MatrixType,Derived>, Rhs>
+  : solve_retval_base<SparseLU<_MatrixType,Derived>, Rhs>
+{
+  typedef SparseLU<_MatrixType,Derived> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+template<typename _MatrixType, typename Derived, typename Rhs>
+struct sparse_solve_retval<SparseLU<_MatrixType,Derived>, Rhs>
+  : sparse_solve_retval_base<SparseLU<_MatrixType,Derived>, Rhs>
+{
+  typedef SparseLU<_MatrixType,Derived> Dec;
+  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    this->defaultEvalTo(dst);
+  }
+};
+} // end namespace internal
+
+} // End namespace Eigen 
+
+#endif