diff options
Diffstat (limited to 'Eigen/src/UmfPackSupport/UmfPackSupport.h')
| -rw-r--r-- | Eigen/src/UmfPackSupport/UmfPackSupport.h | 214 |
1 files changed, 175 insertions, 39 deletions
diff --git a/Eigen/src/UmfPackSupport/UmfPackSupport.h b/Eigen/src/UmfPackSupport/UmfPackSupport.h index 91c09ab13..e3a333f80 100644 --- a/Eigen/src/UmfPackSupport/UmfPackSupport.h +++ b/Eigen/src/UmfPackSupport/UmfPackSupport.h @@ -10,6 +10,16 @@ #ifndef EIGEN_UMFPACKSUPPORT_H #define EIGEN_UMFPACKSUPPORT_H +// for compatibility with super old version of umfpack, +// not sure this is really needed, but this is harmless. +#ifndef SuiteSparse_long +#ifdef UF_long +#define SuiteSparse_long UF_long +#else +#error neither SuiteSparse_long nor UF_long are defined +#endif +#endif + namespace Eigen { /* TODO extract L, extract U, compute det, etc... */ @@ -17,42 +27,85 @@ namespace Eigen { // generic double/complex<double> wrapper functions: -inline void umfpack_defaults(double control[UMFPACK_CONTROL], double) + // Defaults +inline void umfpack_defaults(double control[UMFPACK_CONTROL], double, int) { umfpack_di_defaults(control); } -inline void umfpack_defaults(double control[UMFPACK_CONTROL], std::complex<double>) +inline void umfpack_defaults(double control[UMFPACK_CONTROL], std::complex<double>, int) { umfpack_zi_defaults(control); } -inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double) +inline void umfpack_defaults(double control[UMFPACK_CONTROL], double, SuiteSparse_long) +{ umfpack_dl_defaults(control); } + +inline void umfpack_defaults(double control[UMFPACK_CONTROL], std::complex<double>, SuiteSparse_long) +{ umfpack_zl_defaults(control); } + +// Report info +inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double, int) { umfpack_di_report_info(control, info);} -inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>) +inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>, int) { umfpack_zi_report_info(control, info);} -inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double) +inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double, SuiteSparse_long) +{ umfpack_dl_report_info(control, info);} + +inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>, SuiteSparse_long) +{ umfpack_zl_report_info(control, info);} + +// Report status +inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double, int) { umfpack_di_report_status(control, status);} -inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>) +inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>, int) { umfpack_zi_report_status(control, status);} -inline void umfpack_report_control(double control[UMFPACK_CONTROL], double) +inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double, SuiteSparse_long) +{ umfpack_dl_report_status(control, status);} + +inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>, SuiteSparse_long) +{ umfpack_zl_report_status(control, status);} + +// report control +inline void umfpack_report_control(double control[UMFPACK_CONTROL], double, int) { umfpack_di_report_control(control);} -inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>) +inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>, int) { umfpack_zi_report_control(control);} -inline void umfpack_free_numeric(void **Numeric, double) +inline void umfpack_report_control(double control[UMFPACK_CONTROL], double, SuiteSparse_long) +{ umfpack_dl_report_control(control);} + +inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>, SuiteSparse_long) +{ umfpack_zl_report_control(control);} + +// Free numeric +inline void umfpack_free_numeric(void **Numeric, double, int) { umfpack_di_free_numeric(Numeric); *Numeric = 0; } -inline void umfpack_free_numeric(void **Numeric, std::complex<double>) +inline void umfpack_free_numeric(void **Numeric, std::complex<double>, int) { umfpack_zi_free_numeric(Numeric); *Numeric = 0; } -inline void umfpack_free_symbolic(void **Symbolic, double) +inline void umfpack_free_numeric(void **Numeric, double, SuiteSparse_long) +{ umfpack_dl_free_numeric(Numeric); *Numeric = 0; } + +inline void umfpack_free_numeric(void **Numeric, std::complex<double>, SuiteSparse_long) +{ umfpack_zl_free_numeric(Numeric); *Numeric = 0; } + +// Free symbolic +inline void umfpack_free_symbolic(void **Symbolic, double, int) { umfpack_di_free_symbolic(Symbolic); *Symbolic = 0; } -inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>) +inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>, int) { umfpack_zi_free_symbolic(Symbolic); *Symbolic = 0; } +inline void umfpack_free_symbolic(void **Symbolic, double, SuiteSparse_long) +{ umfpack_dl_free_symbolic(Symbolic); *Symbolic = 0; } + +inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>, SuiteSparse_long) +{ umfpack_zl_free_symbolic(Symbolic); *Symbolic = 0; } + +// Symbolic 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]) @@ -66,7 +119,21 @@ inline int umfpack_symbolic(int n_row,int n_col, { return umfpack_zi_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info); } +inline SuiteSparse_long umfpack_symbolic( SuiteSparse_long n_row,SuiteSparse_long n_col, + const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const double Ax[], void **Symbolic, + const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]) +{ + return umfpack_dl_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info); +} +inline SuiteSparse_long umfpack_symbolic( SuiteSparse_long n_row,SuiteSparse_long n_col, + const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const std::complex<double> Ax[], void **Symbolic, + const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]) +{ + return umfpack_zl_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info); +} + +// Numeric 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]) @@ -80,7 +147,21 @@ inline int umfpack_numeric( const int Ap[], const int Ai[], const std::complex<d { return umfpack_zi_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info); } +inline SuiteSparse_long umfpack_numeric(const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const double Ax[], + void *Symbolic, void **Numeric, + const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO]) +{ + return umfpack_dl_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info); +} +inline SuiteSparse_long umfpack_numeric(const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const std::complex<double> Ax[], + void *Symbolic, void **Numeric, + const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO]) +{ + return umfpack_zl_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info); +} + +// solve 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]) @@ -95,6 +176,21 @@ inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const std::co 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 SuiteSparse_long umfpack_solve(int sys, const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const double Ax[], + double X[], const double B[], void *Numeric, + const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) +{ + return umfpack_dl_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info); +} + +inline SuiteSparse_long umfpack_solve(int sys, const SuiteSparse_long Ap[], const SuiteSparse_long 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_zl_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); +} + +// Get Lunz 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); @@ -105,6 +201,19 @@ inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_ return umfpack_zi_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric); } +inline SuiteSparse_long umfpack_get_lunz( SuiteSparse_long *lnz, SuiteSparse_long *unz, SuiteSparse_long *n_row, SuiteSparse_long *n_col, + SuiteSparse_long *nz_udiag, void *Numeric, double) +{ + return umfpack_dl_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric); +} + +inline SuiteSparse_long umfpack_get_lunz( SuiteSparse_long *lnz, SuiteSparse_long *unz, SuiteSparse_long *n_row, SuiteSparse_long *n_col, + SuiteSparse_long *nz_udiag, void *Numeric, std::complex<double>) +{ + return umfpack_zl_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric); +} + +// Get 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) { @@ -120,18 +229,45 @@ inline int umfpack_get_numeric(int Lp[], int Lj[], std::complex<double> Lx[], in 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 SuiteSparse_long umfpack_get_numeric(SuiteSparse_long Lp[], SuiteSparse_long Lj[], double Lx[], SuiteSparse_long Up[], SuiteSparse_long Ui[], double Ux[], + SuiteSparse_long P[], SuiteSparse_long Q[], double Dx[], SuiteSparse_long *do_recip, double Rs[], void *Numeric) +{ + return umfpack_dl_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric); +} -inline int umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO]) +inline SuiteSparse_long umfpack_get_numeric(SuiteSparse_long Lp[], SuiteSparse_long Lj[], std::complex<double> Lx[], SuiteSparse_long Up[], SuiteSparse_long Ui[], std::complex<double> Ux[], + SuiteSparse_long P[], SuiteSparse_long Q[], std::complex<double> Dx[], SuiteSparse_long *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_zl_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); +} + +// Get Determinant +inline int umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], int) { 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]) +inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], int) { double& mx_real = numext::real_ref(*Mx); return umfpack_zi_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info); } +inline SuiteSparse_long umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], SuiteSparse_long) +{ + return umfpack_dl_get_determinant(Mx,Ex,NumericHandle,User_Info); +} + +inline SuiteSparse_long umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], SuiteSparse_long) +{ + double& mx_real = numext::real_ref(*Mx); + return umfpack_zl_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info); +} + /** \ingroup UmfPackSupport_Module * \brief A sparse LU factorization and solver based on UmfPack @@ -164,7 +300,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > 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 SparseMatrix<Scalar,ColMajor,StorageIndex> UmfpackMatrixType; typedef Ref<const UmfpackMatrixType, StandardCompressedFormat> UmfpackMatrixRef; enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime, @@ -192,8 +328,8 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > ~UmfPackLU() { - if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar()); - if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar()); + if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(), StorageIndex()); + if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(), StorageIndex()); } inline Index rows() const { return mp_matrix.rows(); } @@ -201,7 +337,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > /** \brief Reports whether previous computation was successful. * - * \returns \c Success if computation was succesful, + * \returns \c Success if computation was successful, * \c NumericalIssue if the matrix.appears to be negative. */ ComputationInfo info() const @@ -241,8 +377,8 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > 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()); + if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(),StorageIndex()); + if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex()); grab(matrix.derived()); analyzePattern_impl(); factorize_impl(); @@ -257,8 +393,8 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > 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()); + if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(),StorageIndex()); + if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex()); grab(matrix.derived()); @@ -309,7 +445,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > { eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()"); if(m_numeric) - umfpack_free_numeric(&m_numeric,Scalar()); + umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex()); grab(matrix.derived()); @@ -320,28 +456,28 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > * * \sa umfpackControl() */ - void umfpackReportControl() + void printUmfpackControl() { - umfpack_report_control(m_control.data(), Scalar()); + umfpack_report_control(m_control.data(), Scalar(),StorageIndex()); } /** Prints statistics collected by UmfPack. * * \sa analyzePattern(), compute() */ - void umfpackReportInfo() + void printUmfpackInfo() { eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()"); - umfpack_report_info(m_control.data(), m_umfpackInfo.data(), Scalar()); + umfpack_report_info(m_control.data(), m_umfpackInfo.data(), Scalar(),StorageIndex()); } /** Prints the status of the previous factorization operation performed by UmfPack (symbolic or numerical factorization). * * \sa analyzePattern(), compute() */ - void umfpackReportStatus() { + void printUmfpackStatus() { eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()"); - umfpack_report_status(m_control.data(), m_fact_errorCode, Scalar()); + umfpack_report_status(m_control.data(), m_fact_errorCode, Scalar(),StorageIndex()); } /** \internal */ @@ -362,13 +498,13 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > m_symbolic = 0; m_extractedDataAreDirty = true; - umfpack_defaults(m_control.data(), Scalar()); + umfpack_defaults(m_control.data(), Scalar(),StorageIndex()); } void analyzePattern_impl() { - m_fact_errorCode = umfpack_symbolic(internal::convert_index<int>(mp_matrix.rows()), - internal::convert_index<int>(mp_matrix.cols()), + m_fact_errorCode = umfpack_symbolic(internal::convert_index<StorageIndex>(mp_matrix.rows()), + internal::convert_index<StorageIndex>(mp_matrix.cols()), mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(), &m_symbolic, m_control.data(), m_umfpackInfo.data()); @@ -408,7 +544,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > // cached data to reduce reallocation, etc. mutable LUMatrixType m_l; - int m_fact_errorCode; + StorageIndex m_fact_errorCode; UmfpackControl m_control; mutable UmfpackInfo m_umfpackInfo; @@ -438,7 +574,7 @@ void UmfPackLU<MatrixType>::extractData() const if (m_extractedDataAreDirty) { // get size of the data - int lnz, unz, rows, cols, nz_udiag; + StorageIndex lnz, unz, rows, cols, nz_udiag; umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar()); // allocate data @@ -464,7 +600,7 @@ template<typename MatrixType> typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant() const { Scalar det; - umfpack_get_determinant(&det, 0, m_numeric, 0); + umfpack_get_determinant(&det, 0, m_numeric, 0, StorageIndex()); return det; } @@ -477,7 +613,6 @@ bool UmfPackLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBas 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) @@ -489,9 +624,10 @@ bool UmfPackLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBas { 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()); + StorageIndex 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) |