| // This file is part of Eigen, a lightweight C++ template library |
| // for linear algebra. |
| // |
| // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@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_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]) |
| { |
| double ax0_real = Ax[0].real(); |
| return umfpack_zi_symbolic(n_row,n_col,Ap,Ai,&ax0_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]) |
| { |
| double ax0_real = Ax[0].real(); |
| return umfpack_zi_numeric(Ap,Ai,&ax0_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]) |
| { |
| double ax0_real = Ax[0].real(); |
| double x0_real = X[0].real(); |
| double b0_real = B[0].real(); |
| return umfpack_zi_solve(sys,Ap,Ai,&ax0_real,0,&x0_real,0,&b0_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) |
| { |
| double lx0_real = Lx[0].real(); |
| double ux0_real = Ux[0].real(); |
| double dx0_real = Dx[0].real(); |
| return umfpack_zi_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q, |
| Dx?&dx0_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]) |
| { |
| double mx_real = Mx->real(); |
| 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,Lower|UnitDiag> LMatrixType; |
| typedef SparseMatrix<Scalar,Upper> UMatrixType; |
| using Base::m_flags; |
| using Base::m_status; |
| |
| public: |
| typedef _MatrixType MatrixType; |
| typedef typename MatrixType::Index Index; |
| |
| 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; |
| |
| template<typename Rhs> |
| inline const internal::solve_retval<SparseLU<MatrixType, UmfPack>, Rhs> |
| solve(const MatrixBase<Rhs>& b) const |
| { |
| eigen_assert(true && "SparseLU is not initialized."); |
| return internal::solve_retval<SparseLU<MatrixType, UmfPack>, Rhs>(*this, b.derived()); |
| } |
| |
| void compute(const MatrixType& matrix); |
| |
| inline Index cols() const { return m_matrixRef->cols(); } |
| inline Index rows() const { return m_matrixRef->rows(); } |
| |
| inline const MatrixType& matrixLU() const |
| { |
| //eigen_assert(m_isInitialized && "LU is not initialized."); |
| return *m_matrixRef; |
| } |
| |
| const void* numeric() const |
| { |
| return m_numeric; |
| } |
| |
| 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; |
| }; |
| |
| namespace internal { |
| |
| template<typename _MatrixType, typename Rhs> |
| struct solve_retval<SparseLU<_MatrixType, UmfPack>, Rhs> |
| : solve_retval_base<SparseLU<_MatrixType, UmfPack>, Rhs> |
| { |
| typedef SparseLU<_MatrixType, UmfPack> SpLUDecType; |
| EIGEN_MAKE_SOLVE_HELPERS(SpLUDecType,Rhs) |
| |
| template<typename Dest> void evalTo(Dest& dst) const |
| { |
| const int rhsCols = rhs().cols(); |
| |
| eigen_assert((Rhs::Flags&RowMajorBit)==0 && "UmfPack backend does not support non col-major rhs yet"); |
| eigen_assert((Dest::Flags&RowMajorBit)==0 && "UmfPack backend does not support non col-major result yet"); |
| |
| void* numeric = const_cast<void*>(dec().numeric()); |
| |
| int errorCode = 0; |
| for (int j=0; j<rhsCols; ++j) |
| { |
| errorCode = umfpack_solve(UMFPACK_A, |
| dec().matrixLU()._outerIndexPtr(), dec().matrixLU()._innerIndexPtr(), dec().matrixLU()._valuePtr(), |
| &dst.col(j).coeffRef(0), &rhs().const_cast_derived().col(j).coeffRef(0), numeric, 0, 0); |
| eigen_assert(!errorCode && "UmfPack could not solve the system."); |
| } |
| } |
| |
| }; |
| |
| } // end namespace internal |
| |
| template<typename MatrixType> |
| void SparseLU<MatrixType,UmfPack>::compute(const MatrixType& a) |
| { |
| typedef typename MatrixType::Index Index; |
| const Index rows = a.rows(); |
| const Index cols = a.cols(); |
| eigen_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(); |
| // eigen_assert(size==b.rows()); |
| eigen_assert((BDerived::Flags&RowMajorBit)==0 && "UmfPack backend does not support non col-major rhs yet"); |
| eigen_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 |