diff options
Diffstat (limited to 'Eigen/src/UmfPackSupport/UmfPackSupport.h')
| -rw-r--r-- | Eigen/src/UmfPackSupport/UmfPackSupport.h | 101 |
1 files changed, 75 insertions, 26 deletions
diff --git a/Eigen/src/UmfPackSupport/UmfPackSupport.h b/Eigen/src/UmfPackSupport/UmfPackSupport.h index dc74de935..91c09ab13 100644 --- a/Eigen/src/UmfPackSupport/UmfPackSupport.h +++ b/Eigen/src/UmfPackSupport/UmfPackSupport.h @@ -10,19 +10,37 @@ #ifndef EIGEN_UMFPACKSUPPORT_H #define EIGEN_UMFPACKSUPPORT_H -namespace Eigen { +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) +inline void umfpack_defaults(double control[UMFPACK_CONTROL], double) { 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>) { 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; } @@ -156,6 +174,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > public: typedef Array<double, UMFPACK_CONTROL, 1> UmfpackControl; + typedef Array<double, UMFPACK_INFO, 1> UmfpackInfo; UmfPackLU() : m_dummy(0,0), mp_matrix(m_dummy) @@ -215,7 +234,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > return m_q; } - /** Computes the sparse Cholesky decomposition of \a matrix + /** 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(). */ @@ -240,7 +259,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > { if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar()); if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar()); - + grab(matrix.derived()); analyzePattern_impl(); @@ -267,7 +286,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > { return m_control; } - + /** Provides access to the control settings array used by UmfPack. * * If this array contains NaN's, the default values are used. @@ -278,7 +297,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > { 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. @@ -293,10 +312,38 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > 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; @@ -314,41 +361,42 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > m_numeric = 0; m_symbolic = 0; m_extractedDataAreDirty = true; + + umfpack_defaults(m_control.data(), Scalar()); } - + void analyzePattern_impl() { - umfpack_defaults(m_control.data(), Scalar()); - int errorCode = 0; - 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(), 0); + 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 = errorCode ? InvalidInput : Success; + 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(), 0); + 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) @@ -357,19 +405,20 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > ::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; @@ -377,7 +426,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > int m_factorizationIsOk; int m_analysisIsOk; mutable bool m_extractedDataAreDirty; - + private: UmfPackLU(const UmfPackLU& ) { } }; @@ -427,7 +476,7 @@ bool UmfPackLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBas 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; @@ -442,7 +491,7 @@ bool UmfPackLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBas 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(), 0); + 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) |