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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2017 Kyle Macfarlan <kyle.macfarlan@gmail.com>
+//
+// 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_KLUSUPPORT_H
+#define EIGEN_KLUSUPPORT_H
+
+namespace Eigen {
+
+/* TODO extract L, extract U, compute det, etc... */
+
+/** \ingroup KLUSupport_Module
+ * \brief A sparse LU factorization and solver based on KLU
+ *
+ * This class allows to solve for A.X = B sparse linear problems via a LU factorization
+ * using the KLU 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 UmfPackLU, class SparseLU
+ */
+
+
+inline int klu_solve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, double B [ ], klu_common *Common, double) {
+ return klu_solve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), B, Common);
+}
+
+inline int klu_solve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, std::complex<double>B[], klu_common *Common, std::complex<double>) {
+ return klu_z_solve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), &numext::real_ref(B[0]), Common);
+}
+
+inline int klu_tsolve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, double B[], klu_common *Common, double) {
+ return klu_tsolve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), B, Common);
+}
+
+inline int klu_tsolve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, std::complex<double>B[], klu_common *Common, std::complex<double>) {
+ return klu_z_tsolve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), &numext::real_ref(B[0]), 0, Common);
+}
+
+inline klu_numeric* klu_factor(int Ap [ ], int Ai [ ], double Ax [ ], klu_symbolic *Symbolic, klu_common *Common, double) {
+ return klu_factor(Ap, Ai, Ax, Symbolic, Common);
+}
+
+inline klu_numeric* klu_factor(int Ap[], int Ai[], std::complex<double> Ax[], klu_symbolic *Symbolic, klu_common *Common, std::complex<double>) {
+ return klu_z_factor(Ap, Ai, &numext::real_ref(Ax[0]), Symbolic, Common);
+}
+
+
+template<typename _MatrixType>
+class KLU : public SparseSolverBase<KLU<_MatrixType> >
+{
+ protected:
+ typedef SparseSolverBase<KLU<_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> KLUMatrixType;
+ typedef Ref<const KLUMatrixType, StandardCompressedFormat> KLUMatrixRef;
+ enum {
+ ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+ MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+ };
+
+ public:
+
+ KLU()
+ : m_dummy(0,0), mp_matrix(m_dummy)
+ {
+ init();
+ }
+
+ template<typename InputMatrixType>
+ explicit KLU(const InputMatrixType& matrix)
+ : mp_matrix(matrix)
+ {
+ init();
+ compute(matrix);
+ }
+
+ ~KLU()
+ {
+ if(m_symbolic) klu_free_symbolic(&m_symbolic,&m_common);
+ if(m_numeric) klu_free_numeric(&m_numeric,&m_common);
+ }
+
+ EIGEN_CONSTEXPR inline Index rows() const EIGEN_NOEXCEPT { return mp_matrix.rows(); }
+ EIGEN_CONSTEXPR inline Index cols() const EIGEN_NOEXCEPT { return mp_matrix.cols(); }
+
+ /** \brief Reports whether previous computation was successful.
+ *
+ * \returns \c Success if computation was successful,
+ * \c NumericalIssue if the matrix.appears to be negative.
+ */
+ ComputationInfo info() const
+ {
+ eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+ return m_info;
+ }
+#if 0 // not implemented yet
+ 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;
+ }
+#endif
+ /** 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) klu_free_symbolic(&m_symbolic, &m_common);
+ if(m_numeric) klu_free_numeric(&m_numeric, &m_common);
+ 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) klu_free_symbolic(&m_symbolic, &m_common);
+ if(m_numeric) klu_free_numeric(&m_numeric, &m_common);
+
+ grab(matrix.derived());
+
+ analyzePattern_impl();
+ }
+
+
+ /** Provides access to the control settings array used by KLU.
+ *
+ * See KLU documentation for details.
+ */
+ inline const klu_common& kluCommon() const
+ {
+ return m_common;
+ }
+
+ /** Provides access to the control settings array used by UmfPack.
+ *
+ * If this array contains NaN's, the default values are used.
+ *
+ * See KLU documentation for details.
+ */
+ inline klu_common& kluCommon()
+ {
+ return m_common;
+ }
+
+ /** 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 && "KLU: you must first call analyzePattern()");
+ if(m_numeric)
+ klu_free_numeric(&m_numeric,&m_common);
+
+ grab(matrix.derived());
+
+ factorize_impl();
+ }
+
+ /** \internal */
+ template<typename BDerived,typename XDerived>
+ bool _solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const;
+
+#if 0 // not implemented yet
+ Scalar determinant() const;
+
+ void extractData() const;
+#endif
+
+ protected:
+
+ void init()
+ {
+ m_info = InvalidInput;
+ m_isInitialized = false;
+ m_numeric = 0;
+ m_symbolic = 0;
+ m_extractedDataAreDirty = true;
+
+ klu_defaults(&m_common);
+ }
+
+ void analyzePattern_impl()
+ {
+ m_info = InvalidInput;
+ m_analysisIsOk = false;
+ m_factorizationIsOk = false;
+ m_symbolic = klu_analyze(internal::convert_index<int>(mp_matrix.rows()),
+ const_cast<StorageIndex*>(mp_matrix.outerIndexPtr()), const_cast<StorageIndex*>(mp_matrix.innerIndexPtr()),
+ &m_common);
+ if (m_symbolic) {
+ m_isInitialized = true;
+ m_info = Success;
+ m_analysisIsOk = true;
+ m_extractedDataAreDirty = true;
+ }
+ }
+
+ void factorize_impl()
+ {
+
+ m_numeric = klu_factor(const_cast<StorageIndex*>(mp_matrix.outerIndexPtr()), const_cast<StorageIndex*>(mp_matrix.innerIndexPtr()), const_cast<Scalar*>(mp_matrix.valuePtr()),
+ m_symbolic, &m_common, Scalar());
+
+
+ m_info = m_numeric ? Success : NumericalIssue;
+ m_factorizationIsOk = m_numeric ? 1 : 0;
+ m_extractedDataAreDirty = true;
+ }
+
+ template<typename MatrixDerived>
+ void grab(const EigenBase<MatrixDerived> &A)
+ {
+ mp_matrix.~KLUMatrixRef();
+ ::new (&mp_matrix) KLUMatrixRef(A.derived());
+ }
+
+ void grab(const KLUMatrixRef &A)
+ {
+ if(&(A.derived()) != &mp_matrix)
+ {
+ mp_matrix.~KLUMatrixRef();
+ ::new (&mp_matrix) KLUMatrixRef(A);
+ }
+ }
+
+ // cached data to reduce reallocation, etc.
+#if 0 // not implemented yet
+ mutable LUMatrixType m_l;
+ mutable LUMatrixType m_u;
+ mutable IntColVectorType m_p;
+ mutable IntRowVectorType m_q;
+#endif
+
+ KLUMatrixType m_dummy;
+ KLUMatrixRef mp_matrix;
+
+ klu_numeric* m_numeric;
+ klu_symbolic* m_symbolic;
+ klu_common m_common;
+ mutable ComputationInfo m_info;
+ int m_factorizationIsOk;
+ int m_analysisIsOk;
+ mutable bool m_extractedDataAreDirty;
+
+ private:
+ KLU(const KLU& ) { }
+};
+
+#if 0 // not implemented yet
+template<typename MatrixType>
+void KLU<MatrixType>::extractData() const
+{
+ if (m_extractedDataAreDirty)
+ {
+ eigen_assert(false && "KLU: extractData Not Yet Implemented");
+
+ // 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 KLU<MatrixType>::Scalar KLU<MatrixType>::determinant() const
+{
+ eigen_assert(false && "KLU: extractData Not Yet Implemented");
+ return Scalar();
+}
+#endif
+
+template<typename MatrixType>
+template<typename BDerived,typename XDerived>
+bool KLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const
+{
+ Index rhsCols = b.cols();
+ EIGEN_STATIC_ASSERT((XDerived::Flags&RowMajorBit)==0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+ eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()");
+
+ x = b;
+ int info = klu_solve(m_symbolic, m_numeric, b.rows(), rhsCols, x.const_cast_derived().data(), const_cast<klu_common*>(&m_common), Scalar());
+
+ m_info = info!=0 ? Success : NumericalIssue;
+ return true;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_KLUSUPPORT_H