| // This file is part of Eigen, a lightweight C++ template library |
| // for linear algebra. |
| // |
| // Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.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_PASTIXSUPPORT_H |
| #define EIGEN_PASTIXSUPPORT_H |
| |
| namespace Eigen { |
| |
| /** \ingroup PaStiXSupport_Module |
| * \brief Interface to the PaStix solver |
| * |
| * This class is used to solve the linear systems A.X = B via the PaStix library. |
| * The matrix can be either real or complex, symmetric or not. |
| * |
| * \sa TutorialSparseDirectSolvers |
| */ |
| |
| template<typename _MatrixType, bool IsStrSym = false> class PastixLU; |
| template<typename _MatrixType, int Options> class PastixLLT; |
| template<typename _MatrixType, int Options> class PastixLDLT; |
| |
| namespace internal |
| { |
| |
| template<class Pastix> struct pastix_traits; |
| |
| template<typename _MatrixType> |
| struct pastix_traits< PastixLU<_MatrixType> > |
| { |
| typedef _MatrixType MatrixType; |
| typedef typename _MatrixType::Scalar Scalar; |
| typedef typename _MatrixType::RealScalar RealScalar; |
| typedef typename _MatrixType::Index Index; |
| }; |
| |
| template<typename _MatrixType, int Options> |
| struct pastix_traits< PastixLLT<_MatrixType,Options> > |
| { |
| typedef _MatrixType MatrixType; |
| typedef typename _MatrixType::Scalar Scalar; |
| typedef typename _MatrixType::RealScalar RealScalar; |
| typedef typename _MatrixType::Index Index; |
| }; |
| |
| template<typename _MatrixType, int Options> |
| struct pastix_traits< PastixLDLT<_MatrixType,Options> > |
| { |
| typedef _MatrixType MatrixType; |
| typedef typename _MatrixType::Scalar Scalar; |
| typedef typename _MatrixType::RealScalar RealScalar; |
| typedef typename _MatrixType::Index Index; |
| }; |
| |
| void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, float *vals, int *perm, int * invp, float *x, int nbrhs, int *iparm, double *dparm) |
| { |
| if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; } |
| if (nbrhs == 0) x = NULL; |
| s_pastix(pastix_data, pastix_comm, n, ptr, idx, vals, perm, invp, x, nbrhs, iparm, dparm); |
| } |
| |
| void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, double *vals, int *perm, int * invp, double *x, int nbrhs, int *iparm, double *dparm) |
| { |
| if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; } |
| if (nbrhs == 0) x = NULL; |
| d_pastix(pastix_data, pastix_comm, n, ptr, idx, vals, perm, invp, x, nbrhs, iparm, dparm); |
| } |
| |
| void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, std::complex<float> *vals, int *perm, int * invp, std::complex<float> *x, int nbrhs, int *iparm, double *dparm) |
| { |
| c_pastix(pastix_data, pastix_comm, n, ptr, idx, reinterpret_cast<COMPLEX*>(vals), perm, invp, reinterpret_cast<COMPLEX*>(x), nbrhs, iparm, dparm); |
| } |
| |
| void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, std::complex<double> *vals, int *perm, int * invp, std::complex<double> *x, int nbrhs, int *iparm, double *dparm) |
| { |
| if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; } |
| if (nbrhs == 0) x = NULL; |
| z_pastix(pastix_data, pastix_comm, n, ptr, idx, reinterpret_cast<DCOMPLEX*>(vals), perm, invp, reinterpret_cast<DCOMPLEX*>(x), nbrhs, iparm, dparm); |
| } |
| |
| // Convert the matrix to Fortran-style Numbering |
| template <typename MatrixType> |
| void EigenToFortranNumbering (MatrixType& mat) |
| { |
| if ( !(mat.outerIndexPtr()[0]) ) |
| { |
| int i; |
| for(i = 0; i <= mat.rows(); ++i) |
| ++mat.outerIndexPtr()[i]; |
| for(i = 0; i < mat.nonZeros(); ++i) |
| ++mat.innerIndexPtr()[i]; |
| } |
| } |
| |
| // Convert to C-style Numbering |
| template <typename MatrixType> |
| void EigenToCNumbering (MatrixType& mat) |
| { |
| // Check the Numbering |
| if ( mat.outerIndexPtr()[0] == 1 ) |
| { // Convert to C-style numbering |
| int i; |
| for(i = 0; i <= mat.rows(); ++i) |
| --mat.outerIndexPtr()[i]; |
| for(i = 0; i < mat.nonZeros(); ++i) |
| --mat.innerIndexPtr()[i]; |
| } |
| } |
| |
| // Symmetrize the graph of the input matrix |
| // In : The Input matrix to symmetrize the pattern |
| // Out : The output matrix |
| // StrMatTrans : The structural pattern of the transpose of In; It is |
| // used to optimize the future symmetrization with the same matrix pattern |
| // WARNING It is assumed here that successive calls to this routine are done |
| // with matrices having the same pattern. |
| template <typename MatrixType> |
| void EigenSymmetrizeMatrixGraph (const MatrixType& In, MatrixType& Out, MatrixType& StrMatTrans, bool& hasTranspose) |
| { |
| eigen_assert(In.cols()==In.rows() && " Can only symmetrize the graph of a square matrix"); |
| if (!hasTranspose) |
| { //First call to this routine, need to compute the structural pattern of In^T |
| StrMatTrans = In.transpose(); |
| // Set the elements of the matrix to zero |
| for (int i = 0; i < StrMatTrans.rows(); i++) |
| { |
| for (typename MatrixType::InnerIterator it(StrMatTrans, i); it; ++it) |
| it.valueRef() = 0.0; |
| } |
| hasTranspose = true; |
| } |
| Out = (StrMatTrans + In).eval(); |
| } |
| |
| } |
| |
| // This is the base class to interface with PaStiX functions. |
| // Users should not used this class directly. |
| template <class Derived> |
| class PastixBase |
| { |
| public: |
| typedef typename internal::pastix_traits<Derived>::MatrixType _MatrixType; |
| typedef _MatrixType MatrixType; |
| typedef typename MatrixType::Scalar Scalar; |
| typedef typename MatrixType::RealScalar RealScalar; |
| typedef typename MatrixType::Index Index; |
| typedef Matrix<Scalar,Dynamic,1> Vector; |
| |
| public: |
| |
| PastixBase():m_initisOk(false),m_analysisIsOk(false),m_factorizationIsOk(false),m_isInitialized(false) |
| { |
| m_pastixdata = 0; |
| m_hasTranspose = false; |
| PastixInit(); |
| } |
| |
| ~PastixBase() |
| { |
| PastixDestroy(); |
| } |
| |
| // Initialize the Pastix data structure, check the matrix |
| void PastixInit(); |
| |
| // Compute the ordering and the symbolic factorization |
| Derived& analyzePattern (MatrixType& mat); |
| |
| // Compute the numerical factorization |
| Derived& factorize (MatrixType& mat); |
| |
| /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. |
| * |
| * \sa compute() |
| */ |
| template<typename Rhs> |
| inline const internal::solve_retval<PastixBase, Rhs> |
| solve(const MatrixBase<Rhs>& b) const |
| { |
| eigen_assert(m_isInitialized && "Pastix solver is not initialized."); |
| eigen_assert(rows()==b.rows() |
| && "PastixBase::solve(): invalid number of rows of the right hand side matrix b"); |
| return internal::solve_retval<PastixBase, Rhs>(*this, b.derived()); |
| } |
| |
| template<typename Rhs,typename Dest> |
| bool _solve (const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const; |
| |
| /** \internal */ |
| template<typename Rhs, typename DestScalar, int DestOptions, typename DestIndex> |
| void _solve_sparse(const Rhs& b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const |
| { |
| eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()"); |
| eigen_assert(rows()==b.rows()); |
| |
| // we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix. |
| static const int NbColsAtOnce = 1; |
| int rhsCols = b.cols(); |
| int size = b.rows(); |
| Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmp(size,rhsCols); |
| for(int k=0; k<rhsCols; k+=NbColsAtOnce) |
| { |
| int actualCols = std::min<int>(rhsCols-k, NbColsAtOnce); |
| tmp.leftCols(actualCols) = b.middleCols(k,actualCols); |
| tmp.leftCols(actualCols) = derived().solve(tmp.leftCols(actualCols)); |
| dest.middleCols(k,actualCols) = tmp.leftCols(actualCols).sparseView(); |
| } |
| } |
| |
| Derived& derived() |
| { |
| return *static_cast<Derived*>(this); |
| } |
| const Derived& derived() const |
| { |
| return *static_cast<const Derived*>(this); |
| } |
| |
| /** Returns a reference to the integer vector IPARM of PaStiX parameters |
| * to modify the default parameters. |
| * The statistics related to the different phases of factorization and solve are saved here as well |
| * \sa analyzePattern() factorize() |
| */ |
| Array<Index,IPARM_SIZE,1>& iparm() |
| { |
| return m_iparm; |
| } |
| |
| /** Return a reference to a particular index parameter of the IPARM vector |
| * \sa iparm() |
| */ |
| |
| int& iparm(int idxparam) |
| { |
| return m_iparm(idxparam); |
| } |
| |
| /** Returns a reference to the double vector DPARM of PaStiX parameters |
| * The statistics related to the different phases of factorization and solve are saved here as well |
| * \sa analyzePattern() factorize() |
| */ |
| Array<RealScalar,IPARM_SIZE,1>& dparm() |
| { |
| return m_dparm; |
| } |
| |
| |
| /** Return a reference to a particular index parameter of the DPARM vector |
| * \sa dparm() |
| */ |
| |
| double& dparm(int idxparam) |
| { |
| return m_dparm(idxparam); |
| } |
| |
| inline Index cols() const { return m_size; } |
| inline Index rows() const { return m_size; } |
| |
| /** \brief Reports whether previous computation was successful. |
| * |
| * \returns \c Success if computation was succesful, |
| * \c NumericalIssue if the PaStiX reports a problem |
| * \c InvalidInput if the input matrix is invalid |
| * |
| * \sa iparm() |
| */ |
| ComputationInfo info() const |
| { |
| eigen_assert(m_isInitialized && "Decomposition is not initialized."); |
| return m_info; |
| } |
| |
| /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. |
| * |
| * \sa compute() |
| */ |
| template<typename Rhs> |
| inline const internal::sparse_solve_retval<PastixBase, Rhs> |
| solve(const SparseMatrixBase<Rhs>& b) const |
| { |
| eigen_assert(m_isInitialized && "Pastix LU, LLT or LDLT is not initialized."); |
| eigen_assert(rows()==b.rows() |
| && "PastixBase::solve(): invalid number of rows of the right hand side matrix b"); |
| return internal::sparse_solve_retval<PastixBase, Rhs>(*this, b.derived()); |
| } |
| |
| protected: |
| // Free all the data allocated by Pastix |
| void PastixDestroy() |
| { |
| eigen_assert(m_initisOk && "The Pastix structure should be allocated first"); |
| m_iparm(IPARM_START_TASK) = API_TASK_CLEAN; |
| m_iparm(IPARM_END_TASK) = API_TASK_CLEAN; |
| internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, 0, m_mat_null.outerIndexPtr(), m_mat_null.innerIndexPtr(), |
| m_mat_null.valuePtr(), m_perm.data(), m_invp.data(), m_vec_null.data(), 1, m_iparm.data(), m_dparm.data()); |
| } |
| |
| Derived& compute (MatrixType& mat); |
| |
| int m_initisOk; |
| int m_analysisIsOk; |
| int m_factorizationIsOk; |
| bool m_isInitialized; |
| mutable ComputationInfo m_info; |
| mutable pastix_data_t *m_pastixdata; // Data structure for pastix |
| mutable SparseMatrix<Scalar, ColMajor> m_mat_null; // An input null matrix |
| mutable Matrix<Scalar, Dynamic,1> m_vec_null; // An input null vector |
| mutable SparseMatrix<Scalar, ColMajor> m_StrMatTrans; // The transpose pattern of the input matrix |
| mutable bool m_hasTranspose; // The transpose of the current matrix has already been computed |
| mutable int m_comm; // The MPI communicator identifier |
| mutable Matrix<Index,IPARM_SIZE,1> m_iparm; // integer vector for the input parameters |
| mutable Matrix<double,DPARM_SIZE,1> m_dparm; // Scalar vector for the input parameters |
| mutable Matrix<Index,Dynamic,1> m_perm; // Permutation vector |
| mutable Matrix<Index,Dynamic,1> m_invp; // Inverse permutation vector |
| mutable int m_ordering; // ordering method to use |
| mutable int m_amalgamation; // level of amalgamation |
| mutable int m_size; // Size of the matrix |
| |
| private: |
| PastixBase(PastixBase& ) {} |
| |
| }; |
| |
| /** Initialize the PaStiX data structure. |
| *A first call to this function fills iparm and dparm with the default PaStiX parameters |
| * \sa iparm() dparm() |
| */ |
| template <class Derived> |
| void PastixBase<Derived>::PastixInit() |
| { |
| m_size = 0; |
| m_iparm.resize(IPARM_SIZE); |
| m_dparm.resize(DPARM_SIZE); |
| |
| m_iparm(IPARM_MODIFY_PARAMETER) = API_NO; |
| if(m_pastixdata) |
| { // This trick is used to reset the Pastix internal data between successive |
| // calls with (structural) different matrices |
| PastixDestroy(); |
| m_pastixdata = 0; |
| m_iparm(IPARM_MODIFY_PARAMETER) = API_YES; |
| m_hasTranspose = false; |
| } |
| |
| m_iparm(IPARM_START_TASK) = API_TASK_INIT; |
| m_iparm(IPARM_END_TASK) = API_TASK_INIT; |
| m_iparm(IPARM_MATRIX_VERIFICATION) = API_NO; |
| internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, 0, m_mat_null.outerIndexPtr(), m_mat_null.innerIndexPtr(), |
| m_mat_null.valuePtr(), m_perm.data(), m_invp.data(), m_vec_null.data(), 1, m_iparm.data(), m_dparm.data()); |
| |
| m_iparm(IPARM_MATRIX_VERIFICATION) = API_NO; |
| |
| // Check the returned error |
| if(m_iparm(IPARM_ERROR_NUMBER)) { |
| m_info = InvalidInput; |
| m_initisOk = false; |
| } |
| else { |
| m_info = Success; |
| m_initisOk = true; |
| } |
| } |
| |
| template <class Derived> |
| Derived& PastixBase<Derived>::compute(MatrixType& mat) |
| { |
| eigen_assert(mat.rows() == mat.cols() && "The input matrix should be squared"); |
| typedef typename MatrixType::Scalar Scalar; |
| |
| // Save the size of the current matrix |
| m_size = mat.rows(); |
| // Convert the matrix in fortran-style numbering |
| internal::EigenToFortranNumbering(mat); |
| analyzePattern(mat); |
| factorize(mat); |
| m_iparm(IPARM_MATRIX_VERIFICATION) = API_NO; |
| if (m_factorizationIsOk) m_isInitialized = true; |
| |
| //Convert back the matrix -- Is it really necessary here |
| internal::EigenToCNumbering(mat); |
| |
| return derived(); |
| } |
| |
| |
| template <class Derived> |
| Derived& PastixBase<Derived>::analyzePattern(MatrixType& mat) |
| { |
| eigen_assert(m_initisOk && "PastixInit should be called first to set the default parameters"); |
| m_size = mat.rows(); |
| m_perm.resize(m_size); |
| m_invp.resize(m_size); |
| |
| // Convert the matrix in fortran-style numbering |
| internal::EigenToFortranNumbering(mat); |
| |
| m_iparm(IPARM_START_TASK) = API_TASK_ORDERING; |
| m_iparm(IPARM_END_TASK) = API_TASK_ANALYSE; |
| |
| internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, m_size, mat.outerIndexPtr(), mat.innerIndexPtr(), |
| mat.valuePtr(), m_perm.data(), m_invp.data(), m_vec_null.data(), 0, m_iparm.data(), m_dparm.data()); |
| |
| // Check the returned error |
| if(m_iparm(IPARM_ERROR_NUMBER)) { |
| m_info = NumericalIssue; |
| m_analysisIsOk = false; |
| } |
| else { |
| m_info = Success; |
| m_analysisIsOk = true; |
| } |
| return derived(); |
| } |
| |
| template <class Derived> |
| Derived& PastixBase<Derived>::factorize(MatrixType& mat) |
| { |
| eigen_assert(m_analysisIsOk && "The analysis phase should be called before the factorization phase"); |
| m_iparm(IPARM_START_TASK) = API_TASK_NUMFACT; |
| m_iparm(IPARM_END_TASK) = API_TASK_NUMFACT; |
| m_size = mat.rows(); |
| |
| // Convert the matrix in fortran-style numbering |
| internal::EigenToFortranNumbering(mat); |
| |
| internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, m_size, mat.outerIndexPtr(), mat.innerIndexPtr(), |
| mat.valuePtr(), m_perm.data(), m_invp.data(), m_vec_null.data(), 0, m_iparm.data(), m_dparm.data()); |
| |
| // Check the returned error |
| if(m_iparm(IPARM_ERROR_NUMBER)) { |
| m_info = NumericalIssue; |
| m_factorizationIsOk = false; |
| m_isInitialized = false; |
| } |
| else { |
| m_info = Success; |
| m_factorizationIsOk = true; |
| m_isInitialized = true; |
| } |
| std::cout << "IPARM " << m_iparm(IPARM_ERROR_NUMBER) << " \n"; |
| return derived(); |
| } |
| |
| /* Solve the system */ |
| template<typename Base> |
| template<typename Rhs,typename Dest> |
| bool PastixBase<Base>::_solve (const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const |
| { |
| eigen_assert(m_isInitialized && "The matrix should be factorized first"); |
| EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0, |
| THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES); |
| int rhs = 1; |
| |
| x = b; /* on return, x is overwritten by the computed solution */ |
| |
| for (int i = 0; i < b.cols(); i++){ |
| m_iparm(IPARM_START_TASK) = API_TASK_SOLVE; |
| m_iparm(IPARM_END_TASK) = API_TASK_REFINE; |
| m_iparm(IPARM_RHS_MAKING) = API_RHS_B; |
| internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, x.rows(), m_mat_null.outerIndexPtr(), m_mat_null.innerIndexPtr(), |
| m_mat_null.valuePtr(), m_perm.data(), m_invp.data(), &x(0, i), rhs, m_iparm.data(), m_dparm.data()); |
| } |
| // Check the returned error |
| if(m_iparm(IPARM_ERROR_NUMBER)) { |
| m_info = NumericalIssue; |
| return false; |
| } |
| else { |
| return true; |
| } |
| } |
| |
| /** \ingroup PaStiXSupport_Module |
| * \class PastixLU |
| * \brief Sparse direct LU solver based on PaStiX library |
| * |
| * This class is used to solve the linear systems A.X = B with a supernodal LU |
| * factorization in the PaStiX library. The matrix A should be squared and nonsingular |
| * PaStiX requires that the matrix A has a symmetric structural pattern. |
| * This interface can symmetrize the input matrix otherwise. |
| * The vectors or matrices X and B can be either dense or sparse. |
| * |
| * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> |
| * \tparam IsStrSym Indicates if the input matrix has a symmetric pattern, default is false |
| * NOTE : Note that if the analysis and factorization phase are called separately, |
| * the input matrix will be symmetrized at each call, hence it is advised to |
| * symmetrize the matrix in a end-user program and set \p IsStrSym to true |
| * |
| * \sa \ref TutorialSparseDirectSolvers |
| * |
| */ |
| template<typename _MatrixType, bool IsStrSym> |
| class PastixLU : public PastixBase< PastixLU<_MatrixType> > |
| { |
| public: |
| typedef _MatrixType MatrixType; |
| typedef PastixBase<PastixLU<MatrixType> > Base; |
| typedef typename MatrixType::Scalar Scalar; |
| typedef SparseMatrix<Scalar, ColMajor> PaStiXType; |
| |
| public: |
| PastixLU():Base() {} |
| |
| PastixLU(const MatrixType& matrix):Base() |
| { |
| compute(matrix); |
| } |
| /** Compute the LU supernodal factorization of \p matrix. |
| * iparm and dparm can be used to tune the PaStiX parameters. |
| * see the PaStiX user's manual |
| * \sa analyzePattern() factorize() |
| */ |
| void compute (const MatrixType& matrix) |
| { |
| // Pastix supports only column-major matrices with a symmetric pattern |
| Base::PastixInit(); |
| PaStiXType temp(matrix.rows(), matrix.cols()); |
| // Symmetrize the graph of the matrix |
| if (IsStrSym) |
| temp = matrix; |
| else |
| { |
| internal::EigenSymmetrizeMatrixGraph<PaStiXType>(matrix, temp, m_StrMatTrans, m_hasTranspose); |
| } |
| m_iparm[IPARM_SYM] = API_SYM_NO; |
| m_iparm(IPARM_FACTORIZATION) = API_FACT_LU; |
| Base::compute(temp); |
| } |
| /** Compute the LU symbolic factorization of \p matrix using its sparsity pattern. |
| * Several ordering methods can be used at this step. See the PaStiX user's manual. |
| * The result of this operation can be used with successive matrices having the same pattern as \p matrix |
| * \sa factorize() |
| */ |
| void analyzePattern(const MatrixType& matrix) |
| { |
| |
| Base::PastixInit(); |
| /* Pastix supports only column-major matrices with symmetrized patterns */ |
| SparseMatrix<Scalar, ColMajor> temp(matrix.rows(), matrix.cols()); |
| // Symmetrize the graph of the matrix |
| if (IsStrSym) |
| temp = matrix; |
| else |
| { |
| internal::EigenSymmetrizeMatrixGraph<PaStiXType>(matrix, temp, m_StrMatTrans,m_hasTranspose); |
| } |
| |
| m_iparm(IPARM_SYM) = API_SYM_NO; |
| m_iparm(IPARM_FACTORIZATION) = API_FACT_LU; |
| Base::analyzePattern(temp); |
| } |
| |
| /** Compute the LU supernodal factorization of \p matrix |
| * WARNING The matrix \p matrix should have the same structural pattern |
| * as the same used in the analysis phase. |
| * \sa analyzePattern() |
| */ |
| void factorize(const MatrixType& matrix) |
| { |
| /* Pastix supports only column-major matrices with symmetrized patterns */ |
| SparseMatrix<Scalar, ColMajor> temp(matrix.rows(), matrix.cols()); |
| // Symmetrize the graph of the matrix |
| if (IsStrSym) |
| temp = matrix; |
| else |
| { |
| internal::EigenSymmetrizeMatrixGraph<PaStiXType>(matrix, temp, m_StrMatTrans,m_hasTranspose); |
| } |
| m_iparm(IPARM_SYM) = API_SYM_NO; |
| m_iparm(IPARM_FACTORIZATION) = API_FACT_LU; |
| Base::factorize(temp); |
| } |
| protected: |
| using Base::m_iparm; |
| using Base::m_dparm; |
| using Base::m_StrMatTrans; |
| using Base::m_hasTranspose; |
| |
| private: |
| PastixLU(PastixLU& ) {} |
| }; |
| |
| /** \ingroup PaStiXSupport_Module |
| * \class PastixLLT |
| * \brief A sparse direct supernodal Cholesky (LLT) factorization and solver based on the PaStiX library |
| * |
| * This class is used to solve the linear systems A.X = B via a LL^T supernodal Cholesky factorization |
| * available in the PaStiX library. The matrix A should be symmetric and positive definite |
| * WARNING Selfadjoint complex matrices are not supported in the current version of PaStiX |
| * The vectors or matrices X and B can be either dense or sparse |
| * |
| * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> |
| * \tparam UpLo The part of the matrix to use : Lower or Upper. The default is Lower as required by PaStiX |
| * |
| * \sa \ref TutorialSparseDirectSolvers |
| */ |
| template<typename _MatrixType, int _UpLo> |
| class PastixLLT : public PastixBase< PastixLLT<_MatrixType, _UpLo> > |
| { |
| public: |
| typedef _MatrixType MatrixType; |
| typedef PastixBase<PastixLLT<MatrixType, _UpLo> > Base; |
| typedef typename MatrixType::Scalar Scalar; |
| typedef typename MatrixType::Index Index; |
| |
| public: |
| enum { UpLo = _UpLo }; |
| PastixLLT():Base() {} |
| |
| PastixLLT(const MatrixType& matrix):Base() |
| { |
| compute(matrix); |
| } |
| |
| /** Compute the L factor of the LL^T supernodal factorization of \p matrix |
| * \sa analyzePattern() factorize() |
| */ |
| void compute (const MatrixType& matrix) |
| { |
| // Pastix supports only lower, column-major matrices |
| Base::PastixInit(); // This is necessary to let PaStiX initialize its data structure between successive calls to compute |
| SparseMatrix<Scalar, ColMajor> temp(matrix.rows(), matrix.cols()); |
| PermutationMatrix<Dynamic,Dynamic,Index> pnull; |
| temp.template selfadjointView<Lower>() = matrix.template selfadjointView<UpLo>().twistedBy(pnull); |
| m_iparm(IPARM_SYM) = API_SYM_YES; |
| m_iparm(IPARM_FACTORIZATION) = API_FACT_LLT; |
| Base::compute(temp); |
| } |
| |
| /** Compute the LL^T symbolic factorization of \p matrix using its sparsity pattern |
| * The result of this operation can be used with successive matrices having the same pattern as \p matrix |
| * \sa factorize() |
| */ |
| void analyzePattern(const MatrixType& matrix) |
| { |
| Base::PastixInit(); |
| // Pastix supports only lower, column-major matrices |
| SparseMatrix<Scalar, ColMajor> temp(matrix.rows(), matrix.cols()); |
| PermutationMatrix<Dynamic,Dynamic,Index> pnull; |
| temp.template selfadjointView<Lower>() = matrix.template selfadjointView<UpLo>().twistedBy(pnull); |
| m_iparm(IPARM_SYM) = API_SYM_YES; |
| m_iparm(IPARM_FACTORIZATION) = API_FACT_LLT; |
| Base::analyzePattern(temp); |
| } |
| /** Compute the LL^T supernodal numerical factorization of \p matrix |
| * \sa analyzePattern() |
| */ |
| void factorize(const MatrixType& matrix) |
| { |
| // Pastix supports only lower, column-major matrices |
| SparseMatrix<Scalar, ColMajor> temp(matrix.rows(), matrix.cols()); |
| PermutationMatrix<Dynamic,Dynamic,Index> pnull; |
| temp.template selfadjointView<Lower>() = matrix.template selfadjointView<UpLo>().twistedBy(pnull); |
| m_iparm(IPARM_SYM) = API_SYM_YES; |
| m_iparm(IPARM_FACTORIZATION) = API_FACT_LLT; |
| Base::factorize(temp); |
| } |
| protected: |
| using Base::m_iparm; |
| |
| private: |
| PastixLLT(PastixLLT& ) {} |
| }; |
| |
| /** \ingroup PaStiXSupport_Module |
| * \class PastixLDLT |
| * \brief A sparse direct supernodal Cholesky (LLT) factorization and solver based on the PaStiX library |
| * |
| * This class is used to solve the linear systems A.X = B via a LDL^T supernodal Cholesky factorization |
| * available in the PaStiX library. The matrix A should be symmetric and positive definite |
| * WARNING Selfadjoint complex matrices are not supported in the current version of PaStiX |
| * The vectors or matrices X and B can be either dense or sparse |
| * |
| * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> |
| * \tparam UpLo The part of the matrix to use : Lower or Upper. The default is Lower as required by PaStiX |
| * |
| * \sa \ref TutorialSparseDirectSolvers |
| */ |
| template<typename _MatrixType, int _UpLo> |
| class PastixLDLT : public PastixBase< PastixLDLT<_MatrixType, _UpLo> > |
| { |
| public: |
| typedef _MatrixType MatrixType; |
| typedef PastixBase<PastixLDLT<MatrixType, _UpLo> > Base; |
| typedef typename MatrixType::Scalar Scalar; |
| typedef typename MatrixType::Index Index; |
| |
| public: |
| enum { UpLo = _UpLo }; |
| PastixLDLT():Base() {} |
| |
| PastixLDLT(const MatrixType& matrix):Base() |
| { |
| compute(matrix); |
| } |
| |
| /** Compute the L and D factors of the LDL^T factorization of \p matrix |
| * \sa analyzePattern() factorize() |
| */ |
| void compute (const MatrixType& matrix) |
| { |
| Base::PastixInit(); |
| // Pastix supports only lower, column-major matrices |
| SparseMatrix<Scalar, ColMajor> temp(matrix.rows(), matrix.cols()); |
| PermutationMatrix<Dynamic,Dynamic,Index> pnull; |
| temp.template selfadjointView<Lower>() = matrix.template selfadjointView<UpLo>().twistedBy(pnull); |
| m_iparm(IPARM_SYM) = API_SYM_YES; |
| m_iparm(IPARM_FACTORIZATION) = API_FACT_LDLT; |
| Base::compute(temp); |
| } |
| |
| /** Compute the LDL^T symbolic factorization of \p matrix using its sparsity pattern |
| * The result of this operation can be used with successive matrices having the same pattern as \p matrix |
| * \sa factorize() |
| */ |
| void analyzePattern(const MatrixType& matrix) |
| { |
| Base::PastixInit(); |
| // Pastix supports only lower, column-major matrices |
| SparseMatrix<Scalar, ColMajor> temp(matrix.rows(), matrix.cols()); |
| PermutationMatrix<Dynamic,Dynamic,Index> pnull; |
| temp.template selfadjointView<Lower>() = matrix.template selfadjointView<UpLo>().twistedBy(pnull); |
| |
| m_iparm(IPARM_SYM) = API_SYM_YES; |
| m_iparm(IPARM_FACTORIZATION) = API_FACT_LDLT; |
| Base::analyzePattern(temp); |
| } |
| /** Compute the LDL^T supernodal numerical factorization of \p matrix |
| * |
| */ |
| void factorize(const MatrixType& matrix) |
| { |
| // Pastix supports only lower, column-major matrices |
| SparseMatrix<Scalar, ColMajor> temp(matrix.rows(), matrix.cols()); |
| PermutationMatrix<Dynamic,Dynamic,Index> pnull; |
| temp.template selfadjointView<Lower>() = matrix.template selfadjointView<UpLo>().twistedBy(pnull); |
| |
| m_iparm(IPARM_SYM) = API_SYM_YES; |
| m_iparm(IPARM_FACTORIZATION) = API_FACT_LDLT; |
| Base::factorize(temp); |
| } |
| |
| protected: |
| using Base::m_iparm; |
| |
| private: |
| PastixLDLT(PastixLDLT& ) {} |
| }; |
| |
| namespace internal { |
| |
| template<typename _MatrixType, typename Rhs> |
| struct solve_retval<PastixBase<_MatrixType>, Rhs> |
| : solve_retval_base<PastixBase<_MatrixType>, Rhs> |
| { |
| typedef PastixBase<_MatrixType> Dec; |
| EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) |
| |
| template<typename Dest> void evalTo(Dest& dst) const |
| { |
| dec()._solve(rhs(),dst); |
| } |
| }; |
| |
| template<typename _MatrixType, typename Rhs> |
| struct sparse_solve_retval<PastixBase<_MatrixType>, Rhs> |
| : sparse_solve_retval_base<PastixBase<_MatrixType>, Rhs> |
| { |
| typedef PastixBase<_MatrixType> Dec; |
| EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs) |
| |
| template<typename Dest> void evalTo(Dest& dst) const |
| { |
| dec()._solve_sparse(rhs(),dst); |
| } |
| }; |
| |
| } // end namespace internal |
| |
| } // end namespace Eigen |
| |
| #endif |