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-rw-r--r--Eigen/src/CholmodSupport/CholmodSupport.h66
1 files changed, 47 insertions, 19 deletions
diff --git a/Eigen/src/CholmodSupport/CholmodSupport.h b/Eigen/src/CholmodSupport/CholmodSupport.h
index 37f142150..c449960de 100644
--- a/Eigen/src/CholmodSupport/CholmodSupport.h
+++ b/Eigen/src/CholmodSupport/CholmodSupport.h
@@ -51,7 +51,6 @@ void cholmod_configure_matrix(CholmodType& mat)
template<typename _Scalar, int _Options, typename _Index>
cholmod_sparse viewAsCholmod(SparseMatrix<_Scalar,_Options,_Index>& mat)
{
- typedef SparseMatrix<_Scalar,_Options,_Index> MatrixType;
cholmod_sparse res;
res.nzmax = mat.nonZeros();
res.nrow = mat.rows();;
@@ -59,10 +58,12 @@ cholmod_sparse viewAsCholmod(SparseMatrix<_Scalar,_Options,_Index>& mat)
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
{
@@ -77,9 +78,13 @@ cholmod_sparse viewAsCholmod(SparseMatrix<_Scalar,_Options,_Index>& mat)
{
res.itype = CHOLMOD_INT;
}
+ else if (internal::is_same<_Index,UF_long>::value)
+ {
+ res.itype = CHOLMOD_LONG;
+ }
else
{
- eigen_assert(false && "Index type different than int is not supported yet");
+ eigen_assert(false && "Index type not supported yet");
}
// setup res.xtype
@@ -123,7 +128,7 @@ cholmod_dense viewAsCholmod(MatrixBase<Derived>& mat)
res.ncol = mat.cols();
res.nzmax = res.nrow * res.ncol;
res.d = Derived::IsVectorAtCompileTime ? mat.derived().size() : mat.derived().outerStride();
- res.x = mat.derived().data();
+ res.x = (void*)(mat.derived().data());
res.z = 0;
internal::cholmod_configure_matrix<Scalar>(res);
@@ -137,8 +142,8 @@ template<typename Scalar, int Flags, typename Index>
MappedSparseMatrix<Scalar,Flags,Index> viewAsEigen(cholmod_sparse& cm)
{
return MappedSparseMatrix<Scalar,Flags,Index>
- (cm.nrow, cm.ncol, reinterpret_cast<Index*>(cm.p)[cm.ncol],
- reinterpret_cast<Index*>(cm.p), reinterpret_cast<Index*>(cm.i),reinterpret_cast<Scalar*>(cm.x) );
+ (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 {
@@ -167,12 +172,14 @@ class CholmodBase : internal::noncopyable
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);
}
@@ -237,7 +244,7 @@ class CholmodBase : internal::noncopyable
return internal::sparse_solve_retval<CholmodBase, Rhs>(*this, b.derived());
}
- /** Performs a symbolic decomposition on the sparcity of \a matrix.
+ /** 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.
*
@@ -261,7 +268,7 @@ class CholmodBase : internal::noncopyable
/** Performs a numeric decomposition of \a matrix
*
- * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
+ * The given matrix must have the same sparsity pattern as the matrix on which the symbolic decomposition has been performed.
*
* \sa analyzePattern()
*/
@@ -269,9 +276,10 @@ class CholmodBase : internal::noncopyable
{
eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
- cholmod_factorize(&A, m_cholmodFactor, &m_cholmod);
+ cholmod_factorize_p(&A, m_shiftOffset, 0, 0, m_cholmodFactor, &m_cholmod);
- this->m_info = Success;
+ // 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;
}
@@ -286,16 +294,18 @@ class CholmodBase : internal::noncopyable
{
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
- cholmod_dense b_cd = viewAsCholmod(b.const_cast_derived());
+ 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 carreful with alignment, etc.)
+ // 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);
}
@@ -306,6 +316,7 @@ class CholmodBase : internal::noncopyable
{
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
@@ -315,19 +326,36 @@ class CholmodBase : internal::noncopyable
{
this->m_info = NumericalIssue;
}
- // TODO optimize this copy by swapping when possible (be carreful with alignment, etc.)
+ // 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)
+ 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;
@@ -340,8 +368,8 @@ class CholmodBase : internal::noncopyable
*
* 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. Thefore, it has little practical interest.
- * The sparse matrix A must be selfajoint and positive definite. The vectors or matrices
+ * 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<>
@@ -387,8 +415,8 @@ class CholmodSimplicialLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimpl
*
* 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. Thefore, it has little practical interest.
- * The sparse matrix A must be selfajoint and positive definite. The vectors or matrices
+ * 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<>
@@ -433,7 +461,7 @@ class CholmodSimplicialLDLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimp
* 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 selfajoint and positive definite. The vectors or matrices
+ * 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<>
@@ -476,7 +504,7 @@ class CholmodSupernodalLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSuper
* \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 selfajoint and positive definite. The vectors or matrices
+ * 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.