1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2008-2011 Gael Guennebaud <[email protected]>
5 //
6 // This Source Code Form is subject to the terms of the Mozilla
7 // Public License v. 2.0. If a copy of the MPL was not distributed
8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9
10 #ifndef EIGEN_UMFPACKSUPPORT_H
11 #define EIGEN_UMFPACKSUPPORT_H
12
13 // for compatibility with super old version of umfpack,
14 // not sure this is really needed, but this is harmless.
15 #ifndef SuiteSparse_long
16 #ifdef UF_long
17 #define SuiteSparse_long UF_long
18 #else
19 #error neither SuiteSparse_long nor UF_long are defined
20 #endif
21 #endif
22
23 namespace Eigen {
24
25 /* TODO extract L, extract U, compute det, etc... */
26
27 // generic double/complex<double> wrapper functions:
28
29
30 // Defaults
umfpack_defaults(double control[UMFPACK_CONTROL],double,int)31 inline void umfpack_defaults(double control[UMFPACK_CONTROL], double, int)
32 { umfpack_di_defaults(control); }
33
umfpack_defaults(double control[UMFPACK_CONTROL],std::complex<double>,int)34 inline void umfpack_defaults(double control[UMFPACK_CONTROL], std::complex<double>, int)
35 { umfpack_zi_defaults(control); }
36
umfpack_defaults(double control[UMFPACK_CONTROL],double,SuiteSparse_long)37 inline void umfpack_defaults(double control[UMFPACK_CONTROL], double, SuiteSparse_long)
38 { umfpack_dl_defaults(control); }
39
umfpack_defaults(double control[UMFPACK_CONTROL],std::complex<double>,SuiteSparse_long)40 inline void umfpack_defaults(double control[UMFPACK_CONTROL], std::complex<double>, SuiteSparse_long)
41 { umfpack_zl_defaults(control); }
42
43 // Report info
umfpack_report_info(double control[UMFPACK_CONTROL],double info[UMFPACK_INFO],double,int)44 inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double, int)
45 { umfpack_di_report_info(control, info);}
46
umfpack_report_info(double control[UMFPACK_CONTROL],double info[UMFPACK_INFO],std::complex<double>,int)47 inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>, int)
48 { umfpack_zi_report_info(control, info);}
49
umfpack_report_info(double control[UMFPACK_CONTROL],double info[UMFPACK_INFO],double,SuiteSparse_long)50 inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double, SuiteSparse_long)
51 { umfpack_dl_report_info(control, info);}
52
umfpack_report_info(double control[UMFPACK_CONTROL],double info[UMFPACK_INFO],std::complex<double>,SuiteSparse_long)53 inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>, SuiteSparse_long)
54 { umfpack_zl_report_info(control, info);}
55
56 // Report status
umfpack_report_status(double control[UMFPACK_CONTROL],int status,double,int)57 inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double, int)
58 { umfpack_di_report_status(control, status);}
59
umfpack_report_status(double control[UMFPACK_CONTROL],int status,std::complex<double>,int)60 inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>, int)
61 { umfpack_zi_report_status(control, status);}
62
umfpack_report_status(double control[UMFPACK_CONTROL],int status,double,SuiteSparse_long)63 inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double, SuiteSparse_long)
64 { umfpack_dl_report_status(control, status);}
65
umfpack_report_status(double control[UMFPACK_CONTROL],int status,std::complex<double>,SuiteSparse_long)66 inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>, SuiteSparse_long)
67 { umfpack_zl_report_status(control, status);}
68
69 // report control
umfpack_report_control(double control[UMFPACK_CONTROL],double,int)70 inline void umfpack_report_control(double control[UMFPACK_CONTROL], double, int)
71 { umfpack_di_report_control(control);}
72
umfpack_report_control(double control[UMFPACK_CONTROL],std::complex<double>,int)73 inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>, int)
74 { umfpack_zi_report_control(control);}
75
umfpack_report_control(double control[UMFPACK_CONTROL],double,SuiteSparse_long)76 inline void umfpack_report_control(double control[UMFPACK_CONTROL], double, SuiteSparse_long)
77 { umfpack_dl_report_control(control);}
78
umfpack_report_control(double control[UMFPACK_CONTROL],std::complex<double>,SuiteSparse_long)79 inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>, SuiteSparse_long)
80 { umfpack_zl_report_control(control);}
81
82 // Free numeric
umfpack_free_numeric(void ** Numeric,double,int)83 inline void umfpack_free_numeric(void **Numeric, double, int)
84 { umfpack_di_free_numeric(Numeric); *Numeric = 0; }
85
umfpack_free_numeric(void ** Numeric,std::complex<double>,int)86 inline void umfpack_free_numeric(void **Numeric, std::complex<double>, int)
87 { umfpack_zi_free_numeric(Numeric); *Numeric = 0; }
88
umfpack_free_numeric(void ** Numeric,double,SuiteSparse_long)89 inline void umfpack_free_numeric(void **Numeric, double, SuiteSparse_long)
90 { umfpack_dl_free_numeric(Numeric); *Numeric = 0; }
91
umfpack_free_numeric(void ** Numeric,std::complex<double>,SuiteSparse_long)92 inline void umfpack_free_numeric(void **Numeric, std::complex<double>, SuiteSparse_long)
93 { umfpack_zl_free_numeric(Numeric); *Numeric = 0; }
94
95 // Free symbolic
umfpack_free_symbolic(void ** Symbolic,double,int)96 inline void umfpack_free_symbolic(void **Symbolic, double, int)
97 { umfpack_di_free_symbolic(Symbolic); *Symbolic = 0; }
98
umfpack_free_symbolic(void ** Symbolic,std::complex<double>,int)99 inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>, int)
100 { umfpack_zi_free_symbolic(Symbolic); *Symbolic = 0; }
101
umfpack_free_symbolic(void ** Symbolic,double,SuiteSparse_long)102 inline void umfpack_free_symbolic(void **Symbolic, double, SuiteSparse_long)
103 { umfpack_dl_free_symbolic(Symbolic); *Symbolic = 0; }
104
umfpack_free_symbolic(void ** Symbolic,std::complex<double>,SuiteSparse_long)105 inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>, SuiteSparse_long)
106 { umfpack_zl_free_symbolic(Symbolic); *Symbolic = 0; }
107
108 // Symbolic
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])109 inline int umfpack_symbolic(int n_row,int n_col,
110 const int Ap[], const int Ai[], const double Ax[], void **Symbolic,
111 const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO])
112 {
113 return umfpack_di_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info);
114 }
115
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])116 inline int umfpack_symbolic(int n_row,int n_col,
117 const int Ap[], const int Ai[], const std::complex<double> Ax[], void **Symbolic,
118 const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO])
119 {
120 return umfpack_zi_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info);
121 }
umfpack_symbolic(SuiteSparse_long n_row,SuiteSparse_long n_col,const SuiteSparse_long Ap[],const SuiteSparse_long Ai[],const double Ax[],void ** Symbolic,const double Control[UMFPACK_CONTROL],double Info[UMFPACK_INFO])122 inline SuiteSparse_long umfpack_symbolic( SuiteSparse_long n_row,SuiteSparse_long n_col,
123 const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const double Ax[], void **Symbolic,
124 const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO])
125 {
126 return umfpack_dl_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info);
127 }
128
umfpack_symbolic(SuiteSparse_long n_row,SuiteSparse_long n_col,const SuiteSparse_long Ap[],const SuiteSparse_long Ai[],const std::complex<double> Ax[],void ** Symbolic,const double Control[UMFPACK_CONTROL],double Info[UMFPACK_INFO])129 inline SuiteSparse_long umfpack_symbolic( SuiteSparse_long n_row,SuiteSparse_long n_col,
130 const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const std::complex<double> Ax[], void **Symbolic,
131 const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO])
132 {
133 return umfpack_zl_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info);
134 }
135
136 // Numeric
umfpack_numeric(const int Ap[],const int Ai[],const double Ax[],void * Symbolic,void ** Numeric,const double Control[UMFPACK_CONTROL],double Info[UMFPACK_INFO])137 inline int umfpack_numeric( const int Ap[], const int Ai[], const double Ax[],
138 void *Symbolic, void **Numeric,
139 const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO])
140 {
141 return umfpack_di_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info);
142 }
143
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])144 inline int umfpack_numeric( const int Ap[], const int Ai[], const std::complex<double> Ax[],
145 void *Symbolic, void **Numeric,
146 const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO])
147 {
148 return umfpack_zi_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info);
149 }
umfpack_numeric(const SuiteSparse_long Ap[],const SuiteSparse_long Ai[],const double Ax[],void * Symbolic,void ** Numeric,const double Control[UMFPACK_CONTROL],double Info[UMFPACK_INFO])150 inline SuiteSparse_long umfpack_numeric(const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const double Ax[],
151 void *Symbolic, void **Numeric,
152 const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO])
153 {
154 return umfpack_dl_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info);
155 }
156
umfpack_numeric(const SuiteSparse_long Ap[],const SuiteSparse_long Ai[],const std::complex<double> Ax[],void * Symbolic,void ** Numeric,const double Control[UMFPACK_CONTROL],double Info[UMFPACK_INFO])157 inline SuiteSparse_long umfpack_numeric(const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const std::complex<double> Ax[],
158 void *Symbolic, void **Numeric,
159 const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO])
160 {
161 return umfpack_zl_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info);
162 }
163
164 // solve
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])165 inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const double Ax[],
166 double X[], const double B[], void *Numeric,
167 const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO])
168 {
169 return umfpack_di_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info);
170 }
171
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])172 inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const std::complex<double> Ax[],
173 std::complex<double> X[], const std::complex<double> B[], void *Numeric,
174 const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO])
175 {
176 return umfpack_zi_solve(sys,Ap,Ai,&numext::real_ref(Ax[0]),0,&numext::real_ref(X[0]),0,&numext::real_ref(B[0]),0,Numeric,Control,Info);
177 }
178
umfpack_solve(int sys,const SuiteSparse_long Ap[],const SuiteSparse_long Ai[],const double Ax[],double X[],const double B[],void * Numeric,const double Control[UMFPACK_CONTROL],double Info[UMFPACK_INFO])179 inline SuiteSparse_long umfpack_solve(int sys, const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const double Ax[],
180 double X[], const double B[], void *Numeric,
181 const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO])
182 {
183 return umfpack_dl_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info);
184 }
185
umfpack_solve(int sys,const SuiteSparse_long Ap[],const SuiteSparse_long 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])186 inline SuiteSparse_long umfpack_solve(int sys, const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const std::complex<double> Ax[],
187 std::complex<double> X[], const std::complex<double> B[], void *Numeric,
188 const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO])
189 {
190 return umfpack_zl_solve(sys,Ap,Ai,&numext::real_ref(Ax[0]),0,&numext::real_ref(X[0]),0,&numext::real_ref(B[0]),0,Numeric,Control,Info);
191 }
192
193 // Get Lunz
umfpack_get_lunz(int * lnz,int * unz,int * n_row,int * n_col,int * nz_udiag,void * Numeric,double)194 inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, double)
195 {
196 return umfpack_di_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
197 }
198
umfpack_get_lunz(int * lnz,int * unz,int * n_row,int * n_col,int * nz_udiag,void * Numeric,std::complex<double>)199 inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, std::complex<double>)
200 {
201 return umfpack_zi_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
202 }
203
umfpack_get_lunz(SuiteSparse_long * lnz,SuiteSparse_long * unz,SuiteSparse_long * n_row,SuiteSparse_long * n_col,SuiteSparse_long * nz_udiag,void * Numeric,double)204 inline SuiteSparse_long umfpack_get_lunz( SuiteSparse_long *lnz, SuiteSparse_long *unz, SuiteSparse_long *n_row, SuiteSparse_long *n_col,
205 SuiteSparse_long *nz_udiag, void *Numeric, double)
206 {
207 return umfpack_dl_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
208 }
209
umfpack_get_lunz(SuiteSparse_long * lnz,SuiteSparse_long * unz,SuiteSparse_long * n_row,SuiteSparse_long * n_col,SuiteSparse_long * nz_udiag,void * Numeric,std::complex<double>)210 inline SuiteSparse_long umfpack_get_lunz( SuiteSparse_long *lnz, SuiteSparse_long *unz, SuiteSparse_long *n_row, SuiteSparse_long *n_col,
211 SuiteSparse_long *nz_udiag, void *Numeric, std::complex<double>)
212 {
213 return umfpack_zl_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
214 }
215
216 // Get Numeric
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)217 inline int umfpack_get_numeric(int Lp[], int Lj[], double Lx[], int Up[], int Ui[], double Ux[],
218 int P[], int Q[], double Dx[], int *do_recip, double Rs[], void *Numeric)
219 {
220 return umfpack_di_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric);
221 }
222
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)223 inline int umfpack_get_numeric(int Lp[], int Lj[], std::complex<double> Lx[], int Up[], int Ui[], std::complex<double> Ux[],
224 int P[], int Q[], std::complex<double> Dx[], int *do_recip, double Rs[], void *Numeric)
225 {
226 double& lx0_real = numext::real_ref(Lx[0]);
227 double& ux0_real = numext::real_ref(Ux[0]);
228 double& dx0_real = numext::real_ref(Dx[0]);
229 return umfpack_zi_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q,
230 Dx?&dx0_real:0,0,do_recip,Rs,Numeric);
231 }
umfpack_get_numeric(SuiteSparse_long Lp[],SuiteSparse_long Lj[],double Lx[],SuiteSparse_long Up[],SuiteSparse_long Ui[],double Ux[],SuiteSparse_long P[],SuiteSparse_long Q[],double Dx[],SuiteSparse_long * do_recip,double Rs[],void * Numeric)232 inline SuiteSparse_long umfpack_get_numeric(SuiteSparse_long Lp[], SuiteSparse_long Lj[], double Lx[], SuiteSparse_long Up[], SuiteSparse_long Ui[], double Ux[],
233 SuiteSparse_long P[], SuiteSparse_long Q[], double Dx[], SuiteSparse_long *do_recip, double Rs[], void *Numeric)
234 {
235 return umfpack_dl_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric);
236 }
237
umfpack_get_numeric(SuiteSparse_long Lp[],SuiteSparse_long Lj[],std::complex<double> Lx[],SuiteSparse_long Up[],SuiteSparse_long Ui[],std::complex<double> Ux[],SuiteSparse_long P[],SuiteSparse_long Q[],std::complex<double> Dx[],SuiteSparse_long * do_recip,double Rs[],void * Numeric)238 inline SuiteSparse_long umfpack_get_numeric(SuiteSparse_long Lp[], SuiteSparse_long Lj[], std::complex<double> Lx[], SuiteSparse_long Up[], SuiteSparse_long Ui[], std::complex<double> Ux[],
239 SuiteSparse_long P[], SuiteSparse_long Q[], std::complex<double> Dx[], SuiteSparse_long *do_recip, double Rs[], void *Numeric)
240 {
241 double& lx0_real = numext::real_ref(Lx[0]);
242 double& ux0_real = numext::real_ref(Ux[0]);
243 double& dx0_real = numext::real_ref(Dx[0]);
244 return umfpack_zl_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q,
245 Dx?&dx0_real:0,0,do_recip,Rs,Numeric);
246 }
247
248 // Get Determinant
umfpack_get_determinant(double * Mx,double * Ex,void * NumericHandle,double User_Info[UMFPACK_INFO],int)249 inline int umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], int)
250 {
251 return umfpack_di_get_determinant(Mx,Ex,NumericHandle,User_Info);
252 }
253
umfpack_get_determinant(std::complex<double> * Mx,double * Ex,void * NumericHandle,double User_Info[UMFPACK_INFO],int)254 inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], int)
255 {
256 double& mx_real = numext::real_ref(*Mx);
257 return umfpack_zi_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info);
258 }
259
umfpack_get_determinant(double * Mx,double * Ex,void * NumericHandle,double User_Info[UMFPACK_INFO],SuiteSparse_long)260 inline SuiteSparse_long umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], SuiteSparse_long)
261 {
262 return umfpack_dl_get_determinant(Mx,Ex,NumericHandle,User_Info);
263 }
264
umfpack_get_determinant(std::complex<double> * Mx,double * Ex,void * NumericHandle,double User_Info[UMFPACK_INFO],SuiteSparse_long)265 inline SuiteSparse_long umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], SuiteSparse_long)
266 {
267 double& mx_real = numext::real_ref(*Mx);
268 return umfpack_zl_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info);
269 }
270
271
272 /** \ingroup UmfPackSupport_Module
273 * \brief A sparse LU factorization and solver based on UmfPack
274 *
275 * This class allows to solve for A.X = B sparse linear problems via a LU factorization
276 * using the UmfPack library. The sparse matrix A must be squared and full rank.
277 * The vectors or matrices X and B can be either dense or sparse.
278 *
279 * \warning The input matrix A should be in a \b compressed and \b column-major form.
280 * Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix.
281 * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
282 *
283 * \implsparsesolverconcept
284 *
285 * \sa \ref TutorialSparseSolverConcept, class SparseLU
286 */
287 template<typename _MatrixType>
288 class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
289 {
290 protected:
291 typedef SparseSolverBase<UmfPackLU<_MatrixType> > Base;
292 using Base::m_isInitialized;
293 public:
294 using Base::_solve_impl;
295 typedef _MatrixType MatrixType;
296 typedef typename MatrixType::Scalar Scalar;
297 typedef typename MatrixType::RealScalar RealScalar;
298 typedef typename MatrixType::StorageIndex StorageIndex;
299 typedef Matrix<Scalar,Dynamic,1> Vector;
300 typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
301 typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
302 typedef SparseMatrix<Scalar> LUMatrixType;
303 typedef SparseMatrix<Scalar,ColMajor,StorageIndex> UmfpackMatrixType;
304 typedef Ref<const UmfpackMatrixType, StandardCompressedFormat> UmfpackMatrixRef;
305 enum {
306 ColsAtCompileTime = MatrixType::ColsAtCompileTime,
307 MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
308 };
309
310 public:
311
312 typedef Array<double, UMFPACK_CONTROL, 1> UmfpackControl;
313 typedef Array<double, UMFPACK_INFO, 1> UmfpackInfo;
314
UmfPackLU()315 UmfPackLU()
316 : m_dummy(0,0), mp_matrix(m_dummy)
317 {
318 init();
319 }
320
321 template<typename InputMatrixType>
UmfPackLU(const InputMatrixType & matrix)322 explicit UmfPackLU(const InputMatrixType& matrix)
323 : mp_matrix(matrix)
324 {
325 init();
326 compute(matrix);
327 }
328
~UmfPackLU()329 ~UmfPackLU()
330 {
331 if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(), StorageIndex());
332 if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(), StorageIndex());
333 }
334
rows()335 inline Index rows() const { return mp_matrix.rows(); }
cols()336 inline Index cols() const { return mp_matrix.cols(); }
337
338 /** \brief Reports whether previous computation was successful.
339 *
340 * \returns \c Success if computation was successful,
341 * \c NumericalIssue if the matrix.appears to be negative.
342 */
info()343 ComputationInfo info() const
344 {
345 eigen_assert(m_isInitialized && "Decomposition is not initialized.");
346 return m_info;
347 }
348
matrixL()349 inline const LUMatrixType& matrixL() const
350 {
351 if (m_extractedDataAreDirty) extractData();
352 return m_l;
353 }
354
matrixU()355 inline const LUMatrixType& matrixU() const
356 {
357 if (m_extractedDataAreDirty) extractData();
358 return m_u;
359 }
360
permutationP()361 inline const IntColVectorType& permutationP() const
362 {
363 if (m_extractedDataAreDirty) extractData();
364 return m_p;
365 }
366
permutationQ()367 inline const IntRowVectorType& permutationQ() const
368 {
369 if (m_extractedDataAreDirty) extractData();
370 return m_q;
371 }
372
373 /** Computes the sparse Cholesky decomposition of \a matrix
374 * Note that the matrix should be column-major, and in compressed format for best performance.
375 * \sa SparseMatrix::makeCompressed().
376 */
377 template<typename InputMatrixType>
compute(const InputMatrixType & matrix)378 void compute(const InputMatrixType& matrix)
379 {
380 if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(),StorageIndex());
381 if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex());
382 grab(matrix.derived());
383 analyzePattern_impl();
384 factorize_impl();
385 }
386
387 /** Performs a symbolic decomposition on the sparcity of \a matrix.
388 *
389 * This function is particularly useful when solving for several problems having the same structure.
390 *
391 * \sa factorize(), compute()
392 */
393 template<typename InputMatrixType>
analyzePattern(const InputMatrixType & matrix)394 void analyzePattern(const InputMatrixType& matrix)
395 {
396 if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(),StorageIndex());
397 if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex());
398
399 grab(matrix.derived());
400
401 analyzePattern_impl();
402 }
403
404 /** Provides the return status code returned by UmfPack during the numeric
405 * factorization.
406 *
407 * \sa factorize(), compute()
408 */
umfpackFactorizeReturncode()409 inline int umfpackFactorizeReturncode() const
410 {
411 eigen_assert(m_numeric && "UmfPackLU: you must first call factorize()");
412 return m_fact_errorCode;
413 }
414
415 /** Provides access to the control settings array used by UmfPack.
416 *
417 * If this array contains NaN's, the default values are used.
418 *
419 * See UMFPACK documentation for details.
420 */
umfpackControl()421 inline const UmfpackControl& umfpackControl() const
422 {
423 return m_control;
424 }
425
426 /** Provides access to the control settings array used by UmfPack.
427 *
428 * If this array contains NaN's, the default values are used.
429 *
430 * See UMFPACK documentation for details.
431 */
umfpackControl()432 inline UmfpackControl& umfpackControl()
433 {
434 return m_control;
435 }
436
437 /** Performs a numeric decomposition of \a matrix
438 *
439 * The given matrix must has the same sparcity than the matrix on which the pattern anylysis has been performed.
440 *
441 * \sa analyzePattern(), compute()
442 */
443 template<typename InputMatrixType>
factorize(const InputMatrixType & matrix)444 void factorize(const InputMatrixType& matrix)
445 {
446 eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
447 if(m_numeric)
448 umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex());
449
450 grab(matrix.derived());
451
452 factorize_impl();
453 }
454
455 /** Prints the current UmfPack control settings.
456 *
457 * \sa umfpackControl()
458 */
printUmfpackControl()459 void printUmfpackControl()
460 {
461 umfpack_report_control(m_control.data(), Scalar(),StorageIndex());
462 }
463
464 /** Prints statistics collected by UmfPack.
465 *
466 * \sa analyzePattern(), compute()
467 */
printUmfpackInfo()468 void printUmfpackInfo()
469 {
470 eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
471 umfpack_report_info(m_control.data(), m_umfpackInfo.data(), Scalar(),StorageIndex());
472 }
473
474 /** Prints the status of the previous factorization operation performed by UmfPack (symbolic or numerical factorization).
475 *
476 * \sa analyzePattern(), compute()
477 */
printUmfpackStatus()478 void printUmfpackStatus() {
479 eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
480 umfpack_report_status(m_control.data(), m_fact_errorCode, Scalar(),StorageIndex());
481 }
482
483 /** \internal */
484 template<typename BDerived,typename XDerived>
485 bool _solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const;
486
487 Scalar determinant() const;
488
489 void extractData() const;
490
491 protected:
492
init()493 void init()
494 {
495 m_info = InvalidInput;
496 m_isInitialized = false;
497 m_numeric = 0;
498 m_symbolic = 0;
499 m_extractedDataAreDirty = true;
500
501 umfpack_defaults(m_control.data(), Scalar(),StorageIndex());
502 }
503
analyzePattern_impl()504 void analyzePattern_impl()
505 {
506 m_fact_errorCode = umfpack_symbolic(internal::convert_index<StorageIndex>(mp_matrix.rows()),
507 internal::convert_index<StorageIndex>(mp_matrix.cols()),
508 mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
509 &m_symbolic, m_control.data(), m_umfpackInfo.data());
510
511 m_isInitialized = true;
512 m_info = m_fact_errorCode ? InvalidInput : Success;
513 m_analysisIsOk = true;
514 m_factorizationIsOk = false;
515 m_extractedDataAreDirty = true;
516 }
517
factorize_impl()518 void factorize_impl()
519 {
520
521 m_fact_errorCode = umfpack_numeric(mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
522 m_symbolic, &m_numeric, m_control.data(), m_umfpackInfo.data());
523
524 m_info = m_fact_errorCode == UMFPACK_OK ? Success : NumericalIssue;
525 m_factorizationIsOk = true;
526 m_extractedDataAreDirty = true;
527 }
528
529 template<typename MatrixDerived>
grab(const EigenBase<MatrixDerived> & A)530 void grab(const EigenBase<MatrixDerived> &A)
531 {
532 mp_matrix.~UmfpackMatrixRef();
533 ::new (&mp_matrix) UmfpackMatrixRef(A.derived());
534 }
535
grab(const UmfpackMatrixRef & A)536 void grab(const UmfpackMatrixRef &A)
537 {
538 if(&(A.derived()) != &mp_matrix)
539 {
540 mp_matrix.~UmfpackMatrixRef();
541 ::new (&mp_matrix) UmfpackMatrixRef(A);
542 }
543 }
544
545 // cached data to reduce reallocation, etc.
546 mutable LUMatrixType m_l;
547 StorageIndex m_fact_errorCode;
548 UmfpackControl m_control;
549 mutable UmfpackInfo m_umfpackInfo;
550
551 mutable LUMatrixType m_u;
552 mutable IntColVectorType m_p;
553 mutable IntRowVectorType m_q;
554
555 UmfpackMatrixType m_dummy;
556 UmfpackMatrixRef mp_matrix;
557
558 void* m_numeric;
559 void* m_symbolic;
560
561 mutable ComputationInfo m_info;
562 int m_factorizationIsOk;
563 int m_analysisIsOk;
564 mutable bool m_extractedDataAreDirty;
565
566 private:
UmfPackLU(const UmfPackLU &)567 UmfPackLU(const UmfPackLU& ) { }
568 };
569
570
571 template<typename MatrixType>
extractData()572 void UmfPackLU<MatrixType>::extractData() const
573 {
574 if (m_extractedDataAreDirty)
575 {
576 // get size of the data
577 StorageIndex lnz, unz, rows, cols, nz_udiag;
578 umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
579
580 // allocate data
581 m_l.resize(rows,(std::min)(rows,cols));
582 m_l.resizeNonZeros(lnz);
583
584 m_u.resize((std::min)(rows,cols),cols);
585 m_u.resizeNonZeros(unz);
586
587 m_p.resize(rows);
588 m_q.resize(cols);
589
590 // extract
591 umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(),
592 m_u.outerIndexPtr(), m_u.innerIndexPtr(), m_u.valuePtr(),
593 m_p.data(), m_q.data(), 0, 0, 0, m_numeric);
594
595 m_extractedDataAreDirty = false;
596 }
597 }
598
599 template<typename MatrixType>
determinant()600 typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant() const
601 {
602 Scalar det;
603 umfpack_get_determinant(&det, 0, m_numeric, 0, StorageIndex());
604 return det;
605 }
606
607 template<typename MatrixType>
608 template<typename BDerived,typename XDerived>
_solve_impl(const MatrixBase<BDerived> & b,MatrixBase<XDerived> & x)609 bool UmfPackLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const
610 {
611 Index rhsCols = b.cols();
612 eigen_assert((BDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major rhs yet");
613 eigen_assert((XDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major result yet");
614 eigen_assert(b.derived().data() != x.derived().data() && " Umfpack does not support inplace solve");
615
616 Scalar* x_ptr = 0;
617 Matrix<Scalar,Dynamic,1> x_tmp;
618 if(x.innerStride()!=1)
619 {
620 x_tmp.resize(x.rows());
621 x_ptr = x_tmp.data();
622 }
623 for (int j=0; j<rhsCols; ++j)
624 {
625 if(x.innerStride()==1)
626 x_ptr = &x.col(j).coeffRef(0);
627 StorageIndex errorCode = umfpack_solve(UMFPACK_A,
628 mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
629 x_ptr, &b.const_cast_derived().col(j).coeffRef(0),
630 m_numeric, m_control.data(), m_umfpackInfo.data());
631 if(x.innerStride()!=1)
632 x.col(j) = x_tmp;
633 if (errorCode!=0)
634 return false;
635 }
636
637 return true;
638 }
639
640 } // end namespace Eigen
641
642 #endif // EIGEN_UMFPACKSUPPORT_H
643