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Diffstat (limited to 'extern/Eigen2/Eigen/src/Sparse/UmfPackSupport.h')
| -rw-r--r-- | extern/Eigen2/Eigen/src/Sparse/UmfPackSupport.h | 289 |
1 files changed, 289 insertions, 0 deletions
diff --git a/extern/Eigen2/Eigen/src/Sparse/UmfPackSupport.h b/extern/Eigen2/Eigen/src/Sparse/UmfPackSupport.h new file mode 100644 index 00000000000..b76ffb25248 --- /dev/null +++ b/extern/Eigen2/Eigen/src/Sparse/UmfPackSupport.h @@ -0,0 +1,289 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. Eigen itself is part of the KDE project. +// +// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.fr> +// +// Eigen is free software; you can redistribute it and/or +// modify it under the terms of the GNU Lesser General Public +// License as published by the Free Software Foundation; either +// version 3 of the License, or (at your option) any later version. +// +// Alternatively, you can redistribute it and/or +// modify it under the terms of the GNU General Public License as +// published by the Free Software Foundation; either version 2 of +// the License, or (at your option) any later version. +// +// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY +// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS +// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the +// GNU General Public License for more details. +// +// You should have received a copy of the GNU Lesser General Public +// License and a copy of the GNU General Public License along with +// Eigen. If not, see <http://www.gnu.org/licenses/>. + +#ifndef EIGEN_UMFPACKSUPPORT_H +#define EIGEN_UMFPACKSUPPORT_H + +/* TODO extract L, extract U, compute det, etc... */ + +// generic double/complex<double> wrapper functions: + +inline void umfpack_free_numeric(void **Numeric, double) +{ umfpack_di_free_numeric(Numeric); } + +inline void umfpack_free_numeric(void **Numeric, std::complex<double>) +{ umfpack_zi_free_numeric(Numeric); } + +inline void umfpack_free_symbolic(void **Symbolic, double) +{ umfpack_di_free_symbolic(Symbolic); } + +inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>) +{ umfpack_zi_free_symbolic(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]) +{ + return umfpack_di_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info); +} + +inline int umfpack_symbolic(int n_row,int n_col, + const int Ap[], const int Ai[], const std::complex<double> Ax[], void **Symbolic, + const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]) +{ + return umfpack_zi_symbolic(n_row,n_col,Ap,Ai,&Ax[0].real(),0,Symbolic,Control,Info); +} + +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]) +{ + return umfpack_di_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info); +} + +inline int umfpack_numeric( const int Ap[], const int Ai[], const std::complex<double> Ax[], + void *Symbolic, void **Numeric, + const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO]) +{ + return umfpack_zi_numeric(Ap,Ai,&Ax[0].real(),0,Symbolic,Numeric,Control,Info); +} + +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]) +{ + return umfpack_di_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info); +} + +inline int umfpack_solve( int sys, const int Ap[], const int 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_zi_solve(sys,Ap,Ai,&Ax[0].real(),0,&X[0].real(),0,&B[0].real(),0,Numeric,Control,Info); +} + +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); +} + +inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, std::complex<double>) +{ + return umfpack_zi_get_lunz(lnz,unz,n_row,n_col,nz_udiag,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) +{ + return umfpack_di_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric); +} + +inline int umfpack_get_numeric(int Lp[], int Lj[], std::complex<double> Lx[], int Up[], int Ui[], std::complex<double> Ux[], + int P[], int Q[], std::complex<double> Dx[], int *do_recip, double Rs[], void *Numeric) +{ + return umfpack_zi_get_numeric(Lp,Lj,Lx?&Lx[0].real():0,0,Up,Ui,Ux?&Ux[0].real():0,0,P,Q, + Dx?&Dx[0].real():0,0,do_recip,Rs,Numeric); +} + +inline int umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO]) +{ + 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]) +{ + return umfpack_zi_get_determinant(&Mx->real(),0,Ex,NumericHandle,User_Info); +} + + +template<typename MatrixType> +class SparseLU<MatrixType,UmfPack> : public SparseLU<MatrixType> +{ + protected: + typedef SparseLU<MatrixType> Base; + typedef typename Base::Scalar Scalar; + typedef typename Base::RealScalar RealScalar; + typedef Matrix<Scalar,Dynamic,1> Vector; + typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType; + typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType; + typedef SparseMatrix<Scalar,LowerTriangular|UnitDiagBit> LMatrixType; + typedef SparseMatrix<Scalar,UpperTriangular> UMatrixType; + using Base::m_flags; + using Base::m_status; + + public: + + SparseLU(int flags = NaturalOrdering) + : Base(flags), m_numeric(0) + { + } + + SparseLU(const MatrixType& matrix, int flags = NaturalOrdering) + : Base(flags), m_numeric(0) + { + compute(matrix); + } + + ~SparseLU() + { + if (m_numeric) + umfpack_free_numeric(&m_numeric,Scalar()); + } + + inline const LMatrixType& matrixL() const + { + if (m_extractedDataAreDirty) extractData(); + return m_l; + } + + inline const UMatrixType& 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; + } + + Scalar determinant() const; + + template<typename BDerived, typename XDerived> + bool solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x) const; + + void compute(const MatrixType& matrix); + + protected: + + void extractData() const; + + protected: + // cached data: + void* m_numeric; + const MatrixType* m_matrixRef; + mutable LMatrixType m_l; + mutable UMatrixType m_u; + mutable IntColVectorType m_p; + mutable IntRowVectorType m_q; + mutable bool m_extractedDataAreDirty; +}; + +template<typename MatrixType> +void SparseLU<MatrixType,UmfPack>::compute(const MatrixType& a) +{ + const int rows = a.rows(); + const int cols = a.cols(); + ei_assert((MatrixType::Flags&RowMajorBit)==0 && "Row major matrices are not supported yet"); + + m_matrixRef = &a; + + if (m_numeric) + umfpack_free_numeric(&m_numeric,Scalar()); + + void* symbolic; + int errorCode = 0; + errorCode = umfpack_symbolic(rows, cols, a._outerIndexPtr(), a._innerIndexPtr(), a._valuePtr(), + &symbolic, 0, 0); + if (errorCode==0) + errorCode = umfpack_numeric(a._outerIndexPtr(), a._innerIndexPtr(), a._valuePtr(), + symbolic, &m_numeric, 0, 0); + + umfpack_free_symbolic(&symbolic,Scalar()); + + m_extractedDataAreDirty = true; + + Base::m_succeeded = (errorCode==0); +} + +template<typename MatrixType> +void SparseLU<MatrixType,UmfPack>::extractData() const +{ + if (m_extractedDataAreDirty) + { + // 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 SparseLU<MatrixType,UmfPack>::Scalar SparseLU<MatrixType,UmfPack>::determinant() const +{ + Scalar det; + umfpack_get_determinant(&det, 0, m_numeric, 0); + return det; +} + +template<typename MatrixType> +template<typename BDerived,typename XDerived> +bool SparseLU<MatrixType,UmfPack>::solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived> *x) const +{ + //const int size = m_matrix.rows(); + const int rhsCols = b.cols(); +// ei_assert(size==b.rows()); + ei_assert((BDerived::Flags&RowMajorBit)==0 && "UmfPack backend does not support non col-major rhs yet"); + ei_assert((XDerived::Flags&RowMajorBit)==0 && "UmfPack backend does not support non col-major result yet"); + + int errorCode; + for (int j=0; j<rhsCols; ++j) + { + errorCode = umfpack_solve(UMFPACK_A, + m_matrixRef->_outerIndexPtr(), m_matrixRef->_innerIndexPtr(), m_matrixRef->_valuePtr(), + &x->col(j).coeffRef(0), &b.const_cast_derived().col(j).coeffRef(0), m_numeric, 0, 0); + if (errorCode!=0) + return false; + } +// errorCode = umfpack_di_solve(UMFPACK_A, +// m_matrixRef._outerIndexPtr(), m_matrixRef._innerIndexPtr(), m_matrixRef._valuePtr(), +// x->derived().data(), b.derived().data(), m_numeric, 0, 0); + + return true; +} + +#endif // EIGEN_UMFPACKSUPPORT_H |