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// 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_CHOLMODSUPPORT_H
#define EIGEN_CHOLMODSUPPORT_H
template<typename Scalar, typename CholmodType>
void ei_cholmod_configure_matrix(CholmodType& mat)
{
if (ei_is_same_type<Scalar,float>::ret)
{
mat.xtype = CHOLMOD_REAL;
mat.dtype = 1;
}
else if (ei_is_same_type<Scalar,double>::ret)
{
mat.xtype = CHOLMOD_REAL;
mat.dtype = 0;
}
else if (ei_is_same_type<Scalar,std::complex<float> >::ret)
{
mat.xtype = CHOLMOD_COMPLEX;
mat.dtype = 1;
}
else if (ei_is_same_type<Scalar,std::complex<double> >::ret)
{
mat.xtype = CHOLMOD_COMPLEX;
mat.dtype = 0;
}
else
{
ei_assert(false && "Scalar type not supported by CHOLMOD");
}
}
template<typename Derived>
cholmod_sparse SparseMatrixBase<Derived>::asCholmodMatrix()
{
typedef typename Derived::Scalar Scalar;
cholmod_sparse res;
res.nzmax = nonZeros();
res.nrow = rows();;
res.ncol = cols();
res.p = derived()._outerIndexPtr();
res.i = derived()._innerIndexPtr();
res.x = derived()._valuePtr();
res.xtype = CHOLMOD_REAL;
res.itype = CHOLMOD_INT;
res.sorted = 1;
res.packed = 1;
res.dtype = 0;
res.stype = -1;
ei_cholmod_configure_matrix<Scalar>(res);
if (Derived::Flags & SelfAdjoint)
{
if (Derived::Flags & UpperTriangular)
res.stype = 1;
else if (Derived::Flags & LowerTriangular)
res.stype = -1;
else
res.stype = 0;
}
else
res.stype = 0;
return res;
}
template<typename Derived>
cholmod_dense ei_cholmod_map_eigen_to_dense(MatrixBase<Derived>& mat)
{
EIGEN_STATIC_ASSERT((ei_traits<Derived>::Flags&RowMajorBit)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
typedef typename Derived::Scalar Scalar;
cholmod_dense res;
res.nrow = mat.rows();
res.ncol = mat.cols();
res.nzmax = res.nrow * res.ncol;
res.d = mat.derived().stride();
res.x = mat.derived().data();
res.z = 0;
ei_cholmod_configure_matrix<Scalar>(res);
return res;
}
template<typename Scalar, int Flags>
MappedSparseMatrix<Scalar,Flags>::MappedSparseMatrix(cholmod_sparse& cm)
{
m_innerSize = cm.nrow;
m_outerSize = cm.ncol;
m_outerIndex = reinterpret_cast<int*>(cm.p);
m_innerIndices = reinterpret_cast<int*>(cm.i);
m_values = reinterpret_cast<Scalar*>(cm.x);
m_nnz = m_outerIndex[cm.ncol];
}
template<typename MatrixType>
class SparseLLT<MatrixType,Cholmod> : public SparseLLT<MatrixType>
{
protected:
typedef SparseLLT<MatrixType> Base;
typedef typename Base::Scalar Scalar;
typedef typename Base::RealScalar RealScalar;
using Base::MatrixLIsDirty;
using Base::SupernodalFactorIsDirty;
using Base::m_flags;
using Base::m_matrix;
using Base::m_status;
public:
SparseLLT(int flags = 0)
: Base(flags), m_cholmodFactor(0)
{
cholmod_start(&m_cholmod);
}
SparseLLT(const MatrixType& matrix, int flags = 0)
: Base(flags), m_cholmodFactor(0)
{
cholmod_start(&m_cholmod);
compute(matrix);
}
~SparseLLT()
{
if (m_cholmodFactor)
cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
cholmod_finish(&m_cholmod);
}
inline const typename Base::CholMatrixType& matrixL(void) const;
template<typename Derived>
void solveInPlace(MatrixBase<Derived> &b) const;
void compute(const MatrixType& matrix);
protected:
mutable cholmod_common m_cholmod;
cholmod_factor* m_cholmodFactor;
};
template<typename MatrixType>
void SparseLLT<MatrixType,Cholmod>::compute(const MatrixType& a)
{
if (m_cholmodFactor)
{
cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
m_cholmodFactor = 0;
}
cholmod_sparse A = const_cast<MatrixType&>(a).asCholmodMatrix();
m_cholmod.supernodal = CHOLMOD_AUTO;
// TODO
if (m_flags&IncompleteFactorization)
{
m_cholmod.nmethods = 1;
m_cholmod.method[0].ordering = CHOLMOD_NATURAL;
m_cholmod.postorder = 0;
}
else
{
m_cholmod.nmethods = 1;
m_cholmod.method[0].ordering = CHOLMOD_NATURAL;
m_cholmod.postorder = 0;
}
m_cholmod.final_ll = 1;
m_cholmodFactor = cholmod_analyze(&A, &m_cholmod);
cholmod_factorize(&A, m_cholmodFactor, &m_cholmod);
m_status = (m_status & ~SupernodalFactorIsDirty) | MatrixLIsDirty;
}
template<typename MatrixType>
inline const typename SparseLLT<MatrixType>::CholMatrixType&
SparseLLT<MatrixType,Cholmod>::matrixL() const
{
if (m_status & MatrixLIsDirty)
{
ei_assert(!(m_status & SupernodalFactorIsDirty));
cholmod_sparse* cmRes = cholmod_factor_to_sparse(m_cholmodFactor, &m_cholmod);
const_cast<typename Base::CholMatrixType&>(m_matrix) = MappedSparseMatrix<Scalar>(*cmRes);
free(cmRes);
m_status = (m_status & ~MatrixLIsDirty);
}
return m_matrix;
}
template<typename MatrixType>
template<typename Derived>
void SparseLLT<MatrixType,Cholmod>::solveInPlace(MatrixBase<Derived> &b) const
{
const int size = m_cholmodFactor->n;
ei_assert(size==b.rows());
// this uses Eigen's triangular sparse solver
// if (m_status & MatrixLIsDirty)
// matrixL();
// Base::solveInPlace(b);
// as long as our own triangular sparse solver is not fully optimal,
// let's use CHOLMOD's one:
cholmod_dense cdb = ei_cholmod_map_eigen_to_dense(b);
cholmod_dense* x = cholmod_solve(CHOLMOD_LDLt, m_cholmodFactor, &cdb, &m_cholmod);
b = Matrix<typename Base::Scalar,Dynamic,1>::Map(reinterpret_cast<typename Base::Scalar*>(x->x),b.rows());
cholmod_free_dense(&x, &m_cholmod);
}
#endif // EIGEN_CHOLMODSUPPORT_H
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