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// 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