// 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 // // 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 . #ifndef EIGEN_UMFPACKSUPPORT_H #define EIGEN_UMFPACKSUPPORT_H /* TODO extract L, extract U, compute det, etc... */ // generic double/complex wrapper functions: inline void umfpack_free_numeric(void **Numeric, double) { umfpack_di_free_numeric(Numeric); } inline void umfpack_free_numeric(void **Numeric, std::complex) { 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) { 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 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 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 Ax[], std::complex X[], const std::complex 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) { 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 Lx[], int Up[], int Ui[], std::complex Ux[], int P[], int Q[], std::complex 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 *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO]) { return umfpack_zi_get_determinant(&Mx->real(),0,Ex,NumericHandle,User_Info); } template class SparseLU : public SparseLU { protected: typedef SparseLU Base; typedef typename Base::Scalar Scalar; typedef typename Base::RealScalar RealScalar; typedef Matrix Vector; typedef Matrix IntRowVectorType; typedef Matrix IntColVectorType; typedef SparseMatrix LMatrixType; typedef SparseMatrix 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 bool solve(const MatrixBase &b, MatrixBase* 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 void SparseLU::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 void SparseLU::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 SparseLU::Scalar SparseLU::determinant() const { Scalar det; umfpack_get_determinant(&det, 0, m_numeric, 0); return det; } template template bool SparseLU::solve(const MatrixBase &b, MatrixBase *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_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