ruby-eigen 0.0.9 → 0.0.10.pre1

data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_panel_bmod.h

@@ -0,0 +1,223 @@
+// 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>
+// Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+/* 
+ 
+ * NOTE: This file is the modified version of [s,d,c,z]panel_bmod.c file in SuperLU 
+ 
+ * -- SuperLU routine (version 3.0) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * October 15, 2003
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+#ifndef SPARSELU_PANEL_BMOD_H
+#define SPARSELU_PANEL_BMOD_H
+
+namespace Eigen {
+namespace internal {
+
+/**
+ * \brief Performs numeric block updates (sup-panel) in topological order.
+ * 
+ * Before entering this routine, the original nonzeros in the panel
+ * were already copied i nto the spa[m,w]
+ * 
+ * \param m number of rows in the matrix
+ * \param w Panel size
+ * \param jcol Starting  column of the panel
+ * \param nseg Number of segments in the U part
+ * \param dense Store the full representation of the panel 
+ * \param tempv working array 
+ * \param segrep segment representative... first row in the segment
+ * \param repfnz First nonzero rows
+ * \param glu Global LU data. 
+ * 
+ * 
+ */
+template <typename Scalar, typename Index>
+void SparseLUImpl<Scalar,Index>::panel_bmod(const Index m, const Index w, const Index jcol, 
+                                            const Index nseg, ScalarVector& dense, ScalarVector& tempv,
+                                            IndexVector& segrep, IndexVector& repfnz, GlobalLU_t& glu)
+{
+  
+  Index ksub,jj,nextl_col; 
+  Index fsupc, nsupc, nsupr, nrow; 
+  Index krep, kfnz; 
+  Index lptr; // points to the row subscripts of a supernode 
+  Index luptr; // ...
+  Index segsize,no_zeros ; 
+  // For each nonz supernode segment of U[*,j] in topological order
+  Index k = nseg - 1; 
+  const Index PacketSize = internal::packet_traits<Scalar>::size;
+  
+  for (ksub = 0; ksub < nseg; ksub++)
+  { // For each updating supernode
+    /* krep = representative of current k-th supernode
+     * fsupc =  first supernodal column
+     * nsupc = number of columns in a supernode
+     * nsupr = number of rows in a supernode
+     */
+    krep = segrep(k); k--; 
+    fsupc = glu.xsup(glu.supno(krep)); 
+    nsupc = krep - fsupc + 1; 
+    nsupr = glu.xlsub(fsupc+1) - glu.xlsub(fsupc); 
+    nrow = nsupr - nsupc; 
+    lptr = glu.xlsub(fsupc); 
+    
+    // loop over the panel columns to detect the actual number of columns and rows
+    Index u_rows = 0;
+    Index u_cols = 0;
+    for (jj = jcol; jj < jcol + w; jj++)
+    {
+      nextl_col = (jj-jcol) * m; 
+      VectorBlock<IndexVector> repfnz_col(repfnz, nextl_col, m); // First nonzero column index for each row
+      
+      kfnz = repfnz_col(krep); 
+      if ( kfnz == emptyIdxLU ) 
+        continue; // skip any zero segment
+      
+      segsize = krep - kfnz + 1;
+      u_cols++;
+      u_rows = (std::max)(segsize,u_rows);
+    }
+    
+    if(nsupc >= 2)
+    { 
+      Index ldu = internal::first_multiple<Index>(u_rows, PacketSize);
+      Map<ScalarMatrix, Aligned,  OuterStride<> > U(tempv.data(), u_rows, u_cols, OuterStride<>(ldu));
+      
+      // gather U
+      Index u_col = 0;
+      for (jj = jcol; jj < jcol + w; jj++)
+      {
+        nextl_col = (jj-jcol) * m; 
+        VectorBlock<IndexVector> repfnz_col(repfnz, nextl_col, m); // First nonzero column index for each row
+        VectorBlock<ScalarVector> dense_col(dense, nextl_col, m); // Scatter/gather entire matrix column from/to here
+        
+        kfnz = repfnz_col(krep); 
+        if ( kfnz == emptyIdxLU ) 
+          continue; // skip any zero segment
+        
+        segsize = krep - kfnz + 1;
+        luptr = glu.xlusup(fsupc);    
+        no_zeros = kfnz - fsupc; 
+        
+        Index isub = lptr + no_zeros;
+        Index off = u_rows-segsize;
+        for (Index i = 0; i < off; i++) U(i,u_col) = 0;
+        for (Index i = 0; i < segsize; i++)
+        {
+          Index irow = glu.lsub(isub); 
+          U(i+off,u_col) = dense_col(irow); 
+          ++isub; 
+        }
+        u_col++;
+      }
+      // solve U = A^-1 U
+      luptr = glu.xlusup(fsupc);
+      Index lda = glu.xlusup(fsupc+1) - glu.xlusup(fsupc);
+      no_zeros = (krep - u_rows + 1) - fsupc;
+      luptr += lda * no_zeros + no_zeros;
+      MappedMatrixBlock A(glu.lusup.data()+luptr, u_rows, u_rows, OuterStride<>(lda) );
+      U = A.template triangularView<UnitLower>().solve(U);
+      
+      // update
+      luptr += u_rows;
+      MappedMatrixBlock B(glu.lusup.data()+luptr, nrow, u_rows, OuterStride<>(lda) );
+      eigen_assert(tempv.size()>w*ldu + nrow*w + 1);
+      
+      Index ldl = internal::first_multiple<Index>(nrow, PacketSize);
+      Index offset = (PacketSize-internal::first_aligned(B.data(), PacketSize)) % PacketSize;
+      MappedMatrixBlock L(tempv.data()+w*ldu+offset, nrow, u_cols, OuterStride<>(ldl));
+      
+      L.setZero();
+      internal::sparselu_gemm<Scalar>(L.rows(), L.cols(), B.cols(), B.data(), B.outerStride(), U.data(), U.outerStride(), L.data(), L.outerStride());
+      
+      // scatter U and L
+      u_col = 0;
+      for (jj = jcol; jj < jcol + w; jj++)
+      {
+        nextl_col = (jj-jcol) * m; 
+        VectorBlock<IndexVector> repfnz_col(repfnz, nextl_col, m); // First nonzero column index for each row
+        VectorBlock<ScalarVector> dense_col(dense, nextl_col, m); // Scatter/gather entire matrix column from/to here
+        
+        kfnz = repfnz_col(krep); 
+        if ( kfnz == emptyIdxLU ) 
+          continue; // skip any zero segment
+        
+        segsize = krep - kfnz + 1;
+        no_zeros = kfnz - fsupc; 
+        Index isub = lptr + no_zeros;
+        
+        Index off = u_rows-segsize;
+        for (Index i = 0; i < segsize; i++)
+        {
+          Index irow = glu.lsub(isub++); 
+          dense_col(irow) = U.coeff(i+off,u_col);
+          U.coeffRef(i+off,u_col) = 0;
+        }
+        
+        // Scatter l into SPA dense[]
+        for (Index i = 0; i < nrow; i++)
+        {
+          Index irow = glu.lsub(isub++); 
+          dense_col(irow) -= L.coeff(i,u_col);
+          L.coeffRef(i,u_col) = 0;
+        }
+        u_col++;
+      }
+    }
+    else // level 2 only
+    {
+      // Sequence through each column in the panel
+      for (jj = jcol; jj < jcol + w; jj++)
+      {
+        nextl_col = (jj-jcol) * m; 
+        VectorBlock<IndexVector> repfnz_col(repfnz, nextl_col, m); // First nonzero column index for each row
+        VectorBlock<ScalarVector> dense_col(dense, nextl_col, m); // Scatter/gather entire matrix column from/to here
+        
+        kfnz = repfnz_col(krep); 
+        if ( kfnz == emptyIdxLU ) 
+          continue; // skip any zero segment
+        
+        segsize = krep - kfnz + 1;
+        luptr = glu.xlusup(fsupc);
+        
+        Index lda = glu.xlusup(fsupc+1)-glu.xlusup(fsupc);// nsupr
+        
+        // Perform a trianglar solve and block update, 
+        // then scatter the result of sup-col update to dense[]
+        no_zeros = kfnz - fsupc; 
+              if(segsize==1)  LU_kernel_bmod<1>::run(segsize, dense_col, tempv, glu.lusup, luptr, lda, nrow, glu.lsub, lptr, no_zeros);
+        else  if(segsize==2)  LU_kernel_bmod<2>::run(segsize, dense_col, tempv, glu.lusup, luptr, lda, nrow, glu.lsub, lptr, no_zeros);
+        else  if(segsize==3)  LU_kernel_bmod<3>::run(segsize, dense_col, tempv, glu.lusup, luptr, lda, nrow, glu.lsub, lptr, no_zeros);
+        else                  LU_kernel_bmod<Dynamic>::run(segsize, dense_col, tempv, glu.lusup, luptr, lda, nrow, glu.lsub, lptr, no_zeros); 
+      } // End for each column in the panel 
+    }
+    
+  } // End for each updating supernode
+} // end panel bmod
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // SPARSELU_PANEL_BMOD_H

data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_panel_dfs.h

@@ -0,0 +1,258 @@
+// 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>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+/* 
+ 
+ * NOTE: This file is the modified version of [s,d,c,z]panel_dfs.c file in SuperLU 
+ 
+ * -- SuperLU routine (version 2.0) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * November 15, 1997
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+#ifndef SPARSELU_PANEL_DFS_H
+#define SPARSELU_PANEL_DFS_H
+
+namespace Eigen {
+
+namespace internal {
+  
+template<typename IndexVector>
+struct panel_dfs_traits
+{
+  typedef typename IndexVector::Scalar Index;
+  panel_dfs_traits(Index jcol, Index* marker)
+    : m_jcol(jcol), m_marker(marker)
+  {}
+  bool update_segrep(Index krep, Index jj)
+  {
+    if(m_marker[krep]<m_jcol)
+    {
+      m_marker[krep] = jj; 
+      return true;
+    }
+    return false;
+  }
+  void mem_expand(IndexVector& /*glu.lsub*/, Index /*nextl*/, Index /*chmark*/) {}
+  enum { ExpandMem = false };
+  Index m_jcol;
+  Index* m_marker;
+};
+
+
+template <typename Scalar, typename Index>
+template <typename Traits>
+void SparseLUImpl<Scalar,Index>::dfs_kernel(const Index jj, IndexVector& perm_r,
+                   Index& nseg, IndexVector& panel_lsub, IndexVector& segrep,
+                   Ref<IndexVector> repfnz_col, IndexVector& xprune, Ref<IndexVector> marker, IndexVector& parent,
+                   IndexVector& xplore, GlobalLU_t& glu,
+                   Index& nextl_col, Index krow, Traits& traits
+                  )
+{
+  
+  Index kmark = marker(krow);
+      
+  // For each unmarked krow of jj
+  marker(krow) = jj; 
+  Index kperm = perm_r(krow); 
+  if (kperm == emptyIdxLU ) {
+    // krow is in L : place it in structure of L(*, jj)
+    panel_lsub(nextl_col++) = krow;  // krow is indexed into A
+    
+    traits.mem_expand(panel_lsub, nextl_col, kmark);
+  }
+  else 
+  {
+    // krow is in U : if its supernode-representative krep
+    // has been explored, update repfnz(*)
+    // krep = supernode representative of the current row
+    Index krep = glu.xsup(glu.supno(kperm)+1) - 1; 
+    // First nonzero element in the current column:
+    Index myfnz = repfnz_col(krep); 
+    
+    if (myfnz != emptyIdxLU )
+    {
+      // Representative visited before
+      if (myfnz > kperm ) repfnz_col(krep) = kperm; 
+      
+    }
+    else 
+    {
+      // Otherwise, perform dfs starting at krep
+      Index oldrep = emptyIdxLU; 
+      parent(krep) = oldrep; 
+      repfnz_col(krep) = kperm; 
+      Index xdfs =  glu.xlsub(krep); 
+      Index maxdfs = xprune(krep); 
+      
+      Index kpar;
+      do 
+      {
+        // For each unmarked kchild of krep
+        while (xdfs < maxdfs) 
+        {
+          Index kchild = glu.lsub(xdfs); 
+          xdfs++; 
+          Index chmark = marker(kchild); 
+          
+          if (chmark != jj ) 
+          {
+            marker(kchild) = jj; 
+            Index chperm = perm_r(kchild); 
+            
+            if (chperm == emptyIdxLU) 
+            {
+              // case kchild is in L: place it in L(*, j)
+              panel_lsub(nextl_col++) = kchild;
+              traits.mem_expand(panel_lsub, nextl_col, chmark);
+            }
+            else
+            {
+              // case kchild is in U :
+              // chrep = its supernode-rep. If its rep has been explored, 
+              // update its repfnz(*)
+              Index chrep = glu.xsup(glu.supno(chperm)+1) - 1; 
+              myfnz = repfnz_col(chrep); 
+              
+              if (myfnz != emptyIdxLU) 
+              { // Visited before 
+                if (myfnz > chperm) 
+                  repfnz_col(chrep) = chperm; 
+              }
+              else 
+              { // Cont. dfs at snode-rep of kchild
+                xplore(krep) = xdfs; 
+                oldrep = krep; 
+                krep = chrep; // Go deeper down G(L)
+                parent(krep) = oldrep; 
+                repfnz_col(krep) = chperm; 
+                xdfs = glu.xlsub(krep); 
+                maxdfs = xprune(krep); 
+                
+              } // end if myfnz != -1
+            } // end if chperm == -1 
+                
+          } // end if chmark !=jj
+        } // end while xdfs < maxdfs
+        
+        // krow has no more unexplored nbrs :
+        //    Place snode-rep krep in postorder DFS, if this 
+        //    segment is seen for the first time. (Note that 
+        //    "repfnz(krep)" may change later.)
+        //    Baktrack dfs to its parent
+        if(traits.update_segrep(krep,jj))
+        //if (marker1(krep) < jcol )
+        {
+          segrep(nseg) = krep; 
+          ++nseg; 
+          //marker1(krep) = jj; 
+        }
+        
+        kpar = parent(krep); // Pop recursion, mimic recursion 
+        if (kpar == emptyIdxLU) 
+          break; // dfs done 
+        krep = kpar; 
+        xdfs = xplore(krep); 
+        maxdfs = xprune(krep); 
+
+      } while (kpar != emptyIdxLU); // Do until empty stack 
+      
+    } // end if (myfnz = -1)
+
+  } // end if (kperm == -1)   
+}
+
+/**
+ * \brief Performs a symbolic factorization on a panel of columns [jcol, jcol+w)
+ * 
+ * A supernode representative is the last column of a supernode.
+ * The nonzeros in U[*,j] are segments that end at supernodes representatives
+ * 
+ * The routine returns a list of the supernodal representatives 
+ * in topological order of the dfs that generates them. This list is 
+ * a superset of the topological order of each individual column within 
+ * the panel.
+ * The location of the first nonzero in each supernodal segment 
+ * (supernodal entry location) is also returned. Each column has 
+ * a separate list for this purpose. 
+ * 
+ * Two markers arrays are used for dfs :
+ *    marker[i] == jj, if i was visited during dfs of current column jj;
+ *    marker1[i] >= jcol, if i was visited by earlier columns in this panel; 
+ * 
+ * \param[in] m number of rows in the matrix
+ * \param[in] w Panel size
+ * \param[in] jcol Starting  column of the panel
+ * \param[in] A Input matrix in column-major storage
+ * \param[in] perm_r Row permutation
+ * \param[out] nseg Number of U segments
+ * \param[out] dense Accumulate the column vectors of the panel
+ * \param[out] panel_lsub Subscripts of the row in the panel 
+ * \param[out] segrep Segment representative i.e first nonzero row of each segment
+ * \param[out] repfnz First nonzero location in each row
+ * \param[out] xprune The pruned elimination tree
+ * \param[out] marker work vector
+ * \param  parent The elimination tree
+ * \param xplore work vector
+ * \param glu The global data structure
+ * 
+ */
+
+template <typename Scalar, typename Index>
+void SparseLUImpl<Scalar,Index>::panel_dfs(const Index m, const Index w, const Index jcol, MatrixType& A, IndexVector& perm_r, Index& nseg, ScalarVector& dense, IndexVector& panel_lsub, IndexVector& segrep, IndexVector& repfnz, IndexVector& xprune, IndexVector& marker, IndexVector& parent, IndexVector& xplore, GlobalLU_t& glu)
+{
+  Index nextl_col; // Next available position in panel_lsub[*,jj] 
+  
+  // Initialize pointers 
+  VectorBlock<IndexVector> marker1(marker, m, m); 
+  nseg = 0; 
+  
+  panel_dfs_traits<IndexVector> traits(jcol, marker1.data());
+  
+  // For each column in the panel 
+  for (Index jj = jcol; jj < jcol + w; jj++) 
+  {
+    nextl_col = (jj - jcol) * m; 
+    
+    VectorBlock<IndexVector> repfnz_col(repfnz, nextl_col, m); // First nonzero location in each row
+    VectorBlock<ScalarVector> dense_col(dense,nextl_col, m); // Accumulate a column vector here
+    
+    
+    // For each nnz in A[*, jj] do depth first search
+    for (typename MatrixType::InnerIterator it(A, jj); it; ++it)
+    {
+      Index krow = it.row(); 
+      dense_col(krow) = it.value();
+      
+      Index kmark = marker(krow); 
+      if (kmark == jj) 
+        continue; // krow visited before, go to the next nonzero
+      
+      dfs_kernel(jj, perm_r, nseg, panel_lsub, segrep, repfnz_col, xprune, marker, parent,
+                   xplore, glu, nextl_col, krow, traits);
+    }// end for nonzeros in column jj
+    
+  } // end for column jj
+}
+
+} // end namespace internal
+} // end namespace Eigen
+
+#endif // SPARSELU_PANEL_DFS_H