ruby-eigen 0.0.9 → 0.0.10.pre1

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

@@ -0,0 +1,137 @@
+// 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 xpivotL.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_PIVOTL_H
+#define SPARSELU_PIVOTL_H
+
+namespace Eigen {
+namespace internal {
+  
+/**
+ * \brief Performs the numerical pivotin on the current column of L, and the CDIV operation.
+ * 
+ * Pivot policy :
+ * (1) Compute thresh = u * max_(i>=j) abs(A_ij);
+ * (2) IF user specifies pivot row k and abs(A_kj) >= thresh THEN
+ *           pivot row = k;
+ *       ELSE IF abs(A_jj) >= thresh THEN
+ *           pivot row = j;
+ *       ELSE
+ *           pivot row = m;
+ * 
+ *   Note: If you absolutely want to use a given pivot order, then set u=0.0.
+ * 
+ * \param jcol The current column of L
+ * \param diagpivotthresh diagonal pivoting threshold
+ * \param[in,out] perm_r Row permutation (threshold pivoting)
+ * \param[in] iperm_c column permutation - used to finf diagonal of Pc*A*Pc'
+ * \param[out] pivrow  The pivot row
+ * \param glu Global LU data
+ * \return 0 if success, i > 0 if U(i,i) is exactly zero 
+ * 
+ */
+template <typename Scalar, typename Index>
+Index SparseLUImpl<Scalar,Index>::pivotL(const Index jcol, const RealScalar& diagpivotthresh, IndexVector& perm_r, IndexVector& iperm_c, Index& pivrow, GlobalLU_t& glu)
+{
+  
+  Index fsupc = (glu.xsup)((glu.supno)(jcol)); // First column in the supernode containing the column jcol
+  Index nsupc = jcol - fsupc; // Number of columns in the supernode portion, excluding jcol; nsupc >=0
+  Index lptr = glu.xlsub(fsupc); // pointer to the starting location of the row subscripts for this supernode portion
+  Index nsupr = glu.xlsub(fsupc+1) - lptr; // Number of rows in the supernode
+  Index lda = glu.xlusup(fsupc+1) - glu.xlusup(fsupc); // leading dimension
+  Scalar* lu_sup_ptr = &(glu.lusup.data()[glu.xlusup(fsupc)]); // Start of the current supernode
+  Scalar* lu_col_ptr = &(glu.lusup.data()[glu.xlusup(jcol)]); // Start of jcol in the supernode
+  Index* lsub_ptr = &(glu.lsub.data()[lptr]); // Start of row indices of the supernode
+  
+  // Determine the largest abs numerical value for partial pivoting 
+  Index diagind = iperm_c(jcol); // diagonal index 
+  RealScalar pivmax(-1.0);
+  Index pivptr = nsupc; 
+  Index diag = emptyIdxLU; 
+  RealScalar rtemp;
+  Index isub, icol, itemp, k; 
+  for (isub = nsupc; isub < nsupr; ++isub) {
+    using std::abs;
+    rtemp = abs(lu_col_ptr[isub]);
+    if (rtemp > pivmax) {
+      pivmax = rtemp; 
+      pivptr = isub;
+    } 
+    if (lsub_ptr[isub] == diagind) diag = isub;
+  }
+  
+  // Test for singularity
+  if ( pivmax <= RealScalar(0.0) ) {
+    // if pivmax == -1, the column is structurally empty, otherwise it is only numerically zero
+    pivrow = pivmax < RealScalar(0.0) ? diagind : lsub_ptr[pivptr];
+    perm_r(pivrow) = jcol;
+    return (jcol+1);
+  }
+  
+  RealScalar thresh = diagpivotthresh * pivmax; 
+  
+  // Choose appropriate pivotal element 
+  
+  {
+    // Test if the diagonal element can be used as a pivot (given the threshold value)
+    if (diag >= 0 ) 
+    {
+      // Diagonal element exists
+      using std::abs;
+      rtemp = abs(lu_col_ptr[diag]);
+      if (rtemp != 0.0 && rtemp >= thresh) pivptr = diag;
+    }
+    pivrow = lsub_ptr[pivptr];
+  }
+  
+  // Record pivot row
+  perm_r(pivrow) = jcol; 
+  // Interchange row subscripts
+  if (pivptr != nsupc )
+  {
+    std::swap( lsub_ptr[pivptr], lsub_ptr[nsupc] );
+    // Interchange numerical values as well, for the two rows in the whole snode
+    // such that L is indexed the same way as A
+    for (icol = 0; icol <= nsupc; icol++)
+    {
+      itemp = pivptr + icol * lda; 
+      std::swap(lu_sup_ptr[itemp], lu_sup_ptr[nsupc + icol * lda]);
+    }
+  }
+  // cdiv operations
+  Scalar temp = Scalar(1.0) / lu_col_ptr[nsupc];
+  for (k = nsupc+1; k < nsupr; k++)
+    lu_col_ptr[k] *= temp; 
+  return 0;
+}
+
+} // end namespace internal
+} // end namespace Eigen
+
+#endif // SPARSELU_PIVOTL_H

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

@@ -0,0 +1,135 @@
+// 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]pruneL.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_PRUNEL_H
+#define SPARSELU_PRUNEL_H
+
+namespace Eigen {
+namespace internal {
+
+/**
+ * \brief Prunes the L-structure.
+ *
+ * It prunes the L-structure  of supernodes whose L-structure contains the current pivot row "pivrow"
+ * 
+ * 
+ * \param jcol The current column of L
+ * \param[in] perm_r Row permutation
+ * \param[out] pivrow  The pivot row
+ * \param nseg Number of segments
+ * \param segrep 
+ * \param repfnz
+ * \param[out] xprune 
+ * \param glu Global LU data
+ * 
+ */
+template <typename Scalar, typename Index>
+void SparseLUImpl<Scalar,Index>::pruneL(const Index jcol, const IndexVector& perm_r, const Index pivrow, const Index nseg, const IndexVector& segrep, BlockIndexVector repfnz, IndexVector& xprune, GlobalLU_t& glu)
+{
+  // For each supernode-rep irep in U(*,j]
+  Index jsupno = glu.supno(jcol); 
+  Index i,irep,irep1; 
+  bool movnum, do_prune = false; 
+  Index kmin = 0, kmax = 0, minloc, maxloc,krow; 
+  for (i = 0; i < nseg; i++)
+  {
+    irep = segrep(i); 
+    irep1 = irep + 1; 
+    do_prune = false; 
+    
+    // Don't prune with a zero U-segment 
+    if (repfnz(irep) == emptyIdxLU) continue; 
+    
+    // If a snode overlaps with the next panel, then the U-segment
+    // is fragmented into two parts -- irep and irep1. We should let 
+    // pruning occur at the rep-column in irep1s snode. 
+    if (glu.supno(irep) == glu.supno(irep1) ) continue; // don't prune 
+    
+    // If it has not been pruned & it has a nonz in row L(pivrow,i)
+    if (glu.supno(irep) != jsupno )
+    {
+      if ( xprune (irep) >= glu.xlsub(irep1) )
+      {
+        kmin = glu.xlsub(irep);
+        kmax = glu.xlsub(irep1) - 1; 
+        for (krow = kmin; krow <= kmax; krow++)
+        {
+          if (glu.lsub(krow) == pivrow) 
+          {
+            do_prune = true; 
+            break; 
+          }
+        }
+      }
+      
+      if (do_prune) 
+      {
+        // do a quicksort-type partition
+        // movnum=true means that the num values have to be exchanged
+        movnum = false; 
+        if (irep == glu.xsup(glu.supno(irep)) ) // Snode of size 1 
+          movnum = true; 
+        
+        while (kmin <= kmax)
+        {
+          if (perm_r(glu.lsub(kmax)) == emptyIdxLU)
+            kmax--; 
+          else if ( perm_r(glu.lsub(kmin)) != emptyIdxLU)
+            kmin++;
+          else 
+          {
+            // kmin below pivrow (not yet pivoted), and kmax
+            // above pivrow: interchange the two suscripts
+            std::swap(glu.lsub(kmin), glu.lsub(kmax)); 
+            
+            // If the supernode has only one column, then we 
+            // only keep one set of subscripts. For any subscript
+            // intercnahge performed, similar interchange must be 
+            // done on the numerical values. 
+            if (movnum) 
+            {
+              minloc = glu.xlusup(irep) + ( kmin - glu.xlsub(irep) ); 
+              maxloc = glu.xlusup(irep) + ( kmax - glu.xlsub(irep) ); 
+              std::swap(glu.lusup(minloc), glu.lusup(maxloc)); 
+            }
+            kmin++;
+            kmax--;
+          }
+        } // end while 
+        
+        xprune(irep) = kmin;  //Pruning 
+      } // end if do_prune 
+    } // end pruning 
+  } // End for each U-segment
+}
+
+} // end namespace internal
+} // end namespace Eigen
+
+#endif // SPARSELU_PRUNEL_H

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

@@ -0,0 +1,83 @@
+// 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/.
+
+/* This file is a modified version of heap_relax_snode.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_RELAX_SNODE_H
+#define SPARSELU_RELAX_SNODE_H
+
+namespace Eigen {
+
+namespace internal {
+ 
+/** 
+ * \brief Identify the initial relaxed supernodes
+ * 
+ * This routine is applied to a column elimination tree. 
+ * It assumes that the matrix has been reordered according to the postorder of the etree
+ * \param n  the number of columns
+ * \param et elimination tree 
+ * \param relax_columns Maximum number of columns allowed in a relaxed snode 
+ * \param descendants Number of descendants of each node in the etree
+ * \param relax_end last column in a supernode
+ */
+template <typename Scalar, typename Index>
+void SparseLUImpl<Scalar,Index>::relax_snode (const Index n, IndexVector& et, const Index relax_columns, IndexVector& descendants, IndexVector& relax_end)
+{
+  
+  // compute the number of descendants of each node in the etree
+  Index j, parent; 
+  relax_end.setConstant(emptyIdxLU);
+  descendants.setZero();
+  for (j = 0; j < n; j++) 
+  {
+    parent = et(j);
+    if (parent != n) // not the dummy root
+      descendants(parent) += descendants(j) + 1;
+  }
+  // Identify the relaxed supernodes by postorder traversal of the etree
+  Index snode_start; // beginning of a snode 
+  for (j = 0; j < n; )
+  {
+    parent = et(j);
+    snode_start = j; 
+    while ( parent != n && descendants(parent) < relax_columns ) 
+    {
+      j = parent; 
+      parent = et(j);
+    }
+    // Found a supernode in postordered etree, j is the last column 
+    relax_end(snode_start) = j; // Record last column
+    j++;
+    // Search for a new leaf
+    while (descendants(j) != 0 && j < n) j++;
+  } // End postorder traversal of the etree
+  
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+#endif

data/ext/eigen/eigen3/Eigen/src/SparseQR/SparseQR.h

@@ -0,0 +1,714 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012-2013 Desire Nuentsa <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2012-2014 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/.
+
+#ifndef EIGEN_SPARSE_QR_H
+#define EIGEN_SPARSE_QR_H
+
+namespace Eigen {
+
+template<typename MatrixType, typename OrderingType> class SparseQR;
+template<typename SparseQRType> struct SparseQRMatrixQReturnType;
+template<typename SparseQRType> struct SparseQRMatrixQTransposeReturnType;
+template<typename SparseQRType, typename Derived> struct SparseQR_QProduct;
+namespace internal {
+  template <typename SparseQRType> struct traits<SparseQRMatrixQReturnType<SparseQRType> >
+  {
+    typedef typename SparseQRType::MatrixType ReturnType;
+    typedef typename ReturnType::Index Index;
+    typedef typename ReturnType::StorageKind StorageKind;
+  };
+  template <typename SparseQRType> struct traits<SparseQRMatrixQTransposeReturnType<SparseQRType> >
+  {
+    typedef typename SparseQRType::MatrixType ReturnType;
+  };
+  template <typename SparseQRType, typename Derived> struct traits<SparseQR_QProduct<SparseQRType, Derived> >
+  {
+    typedef typename Derived::PlainObject ReturnType;
+  };
+} // End namespace internal
+
+/**
+  * \ingroup SparseQR_Module
+  * \class SparseQR
+  * \brief Sparse left-looking rank-revealing QR factorization
+  * 
+  * This class implements a left-looking rank-revealing QR decomposition 
+  * of sparse matrices. When a column has a norm less than a given tolerance
+  * it is implicitly permuted to the end. The QR factorization thus obtained is 
+  * given by A*P = Q*R where R is upper triangular or trapezoidal. 
+  * 
+  * P is the column permutation which is the product of the fill-reducing and the
+  * rank-revealing permutations. Use colsPermutation() to get it.
+  * 
+  * Q is the orthogonal matrix represented as products of Householder reflectors. 
+  * Use matrixQ() to get an expression and matrixQ().transpose() to get the transpose.
+  * You can then apply it to a vector.
+  * 
+  * R is the sparse triangular or trapezoidal matrix. The later occurs when A is rank-deficient.
+  * matrixR().topLeftCorner(rank(), rank()) always returns a triangular factor of full rank.
+  * 
+  * \tparam _MatrixType The type of the sparse matrix A, must be a column-major SparseMatrix<>
+  * \tparam _OrderingType The fill-reducing ordering method. See the \link OrderingMethods_Module 
+  *  OrderingMethods \endlink module for the list of built-in and external ordering methods.
+  * 
+  * \warning The input sparse matrix A must be in compressed mode (see SparseMatrix::makeCompressed()).
+  * 
+  */
+template<typename _MatrixType, typename _OrderingType>
+class SparseQR
+{
+  public:
+    typedef _MatrixType MatrixType;
+    typedef _OrderingType OrderingType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+    typedef SparseMatrix<Scalar,ColMajor,Index> QRMatrixType;
+    typedef Matrix<Index, Dynamic, 1> IndexVector;
+    typedef Matrix<Scalar, Dynamic, 1> ScalarVector;
+    typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
+  public:
+    SparseQR () : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false),m_isEtreeOk(false)
+    { }
+    
+    /** Construct a QR factorization of the matrix \a mat.
+      * 
+      * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
+      * 
+      * \sa compute()
+      */
+    SparseQR(const MatrixType& mat) : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false),m_isEtreeOk(false)
+    {
+      compute(mat);
+    }
+    
+    /** Computes the QR factorization of the sparse matrix \a mat.
+      * 
+      * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
+      * 
+      * \sa analyzePattern(), factorize()
+      */
+    void compute(const MatrixType& mat)
+    {
+      analyzePattern(mat);
+      factorize(mat);
+    }
+    void analyzePattern(const MatrixType& mat);
+    void factorize(const MatrixType& mat);
+    
+    /** \returns the number of rows of the represented matrix. 
+      */
+    inline Index rows() const { return m_pmat.rows(); }
+    
+    /** \returns the number of columns of the represented matrix. 
+      */
+    inline Index cols() const { return m_pmat.cols();}
+    
+    /** \returns a const reference to the \b sparse upper triangular matrix R of the QR factorization.
+      */
+    const QRMatrixType& matrixR() const { return m_R; }
+    
+    /** \returns the number of non linearly dependent columns as determined by the pivoting threshold.
+      *
+      * \sa setPivotThreshold()
+      */
+    Index rank() const 
+    {
+      eigen_assert(m_isInitialized && "The factorization should be called first, use compute()");
+      return m_nonzeropivots; 
+    }
+    
+    /** \returns an expression of the matrix Q as products of sparse Householder reflectors.
+    * The common usage of this function is to apply it to a dense matrix or vector
+    * \code
+    * VectorXd B1, B2;
+    * // Initialize B1
+    * B2 = matrixQ() * B1;
+    * \endcode
+    *
+    * To get a plain SparseMatrix representation of Q:
+    * \code
+    * SparseMatrix<double> Q;
+    * Q = SparseQR<SparseMatrix<double> >(A).matrixQ();
+    * \endcode
+    * Internally, this call simply performs a sparse product between the matrix Q
+    * and a sparse identity matrix. However, due to the fact that the sparse
+    * reflectors are stored unsorted, two transpositions are needed to sort
+    * them before performing the product.
+    */
+    SparseQRMatrixQReturnType<SparseQR> matrixQ() const 
+    { return SparseQRMatrixQReturnType<SparseQR>(*this); }
+    
+    /** \returns a const reference to the column permutation P that was applied to A such that A*P = Q*R
+      * It is the combination of the fill-in reducing permutation and numerical column pivoting.
+      */
+    const PermutationType& colsPermutation() const
+    { 
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_outputPerm_c;
+    }
+    
+    /** \returns A string describing the type of error.
+      * This method is provided to ease debugging, not to handle errors.
+      */
+    std::string lastErrorMessage() const { return m_lastError; }
+    
+    /** \internal */
+    template<typename Rhs, typename Dest>
+    bool _solve(const MatrixBase<Rhs> &B, MatrixBase<Dest> &dest) const
+    {
+      eigen_assert(m_isInitialized && "The factorization should be called first, use compute()");
+      eigen_assert(this->rows() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix");
+
+      Index rank = this->rank();
+      
+      // Compute Q^T * b;
+      typename Dest::PlainObject y, b;
+      y = this->matrixQ().transpose() * B; 
+      b = y;
+      
+      // Solve with the triangular matrix R
+      y.resize((std::max)(cols(),Index(y.rows())),y.cols());
+      y.topRows(rank) = this->matrixR().topLeftCorner(rank, rank).template triangularView<Upper>().solve(b.topRows(rank));
+      y.bottomRows(y.rows()-rank).setZero();
+
+      // Apply the column permutation
+      if (m_perm_c.size())  dest = colsPermutation() * y.topRows(cols());
+      else                  dest = y.topRows(cols());
+      
+      m_info = Success;
+      return true;
+    }
+    
+
+    /** Sets the threshold that is used to determine linearly dependent columns during the factorization.
+      *
+      * In practice, if during the factorization the norm of the column that has to be eliminated is below
+      * this threshold, then the entire column is treated as zero, and it is moved at the end.
+      */
+    void setPivotThreshold(const RealScalar& threshold)
+    {
+      m_useDefaultThreshold = false;
+      m_threshold = threshold;
+    }
+    
+    /** \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<SparseQR, Rhs> solve(const MatrixBase<Rhs>& B) const 
+    {
+      eigen_assert(m_isInitialized && "The factorization should be called first, use compute()");
+      eigen_assert(this->rows() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix");
+      return internal::solve_retval<SparseQR, Rhs>(*this, B.derived());
+    }
+    template<typename Rhs>
+    inline const internal::sparse_solve_retval<SparseQR, Rhs> solve(const SparseMatrixBase<Rhs>& B) const
+    {
+          eigen_assert(m_isInitialized && "The factorization should be called first, use compute()");
+          eigen_assert(this->rows() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix");
+          return internal::sparse_solve_retval<SparseQR, Rhs>(*this, B.derived());
+    }
+    
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was successful,
+      *          \c NumericalIssue if the QR factorization reports a numerical 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;
+    }
+
+  protected:
+    inline void sort_matrix_Q()
+    {
+      if(this->m_isQSorted) return;
+      // The matrix Q is sorted during the transposition
+      SparseMatrix<Scalar, RowMajor, Index> mQrm(this->m_Q);
+      this->m_Q = mQrm;
+      this->m_isQSorted = true;
+    }
+
+    
+  protected:
+    bool m_isInitialized;
+    bool m_analysisIsok;
+    bool m_factorizationIsok;
+    mutable ComputationInfo m_info;
+    std::string m_lastError;
+    QRMatrixType m_pmat;            // Temporary matrix
+    QRMatrixType m_R;               // The triangular factor matrix
+    QRMatrixType m_Q;               // The orthogonal reflectors
+    ScalarVector m_hcoeffs;         // The Householder coefficients
+    PermutationType m_perm_c;       // Fill-reducing  Column  permutation
+    PermutationType m_pivotperm;    // The permutation for rank revealing
+    PermutationType m_outputPerm_c; // The final column permutation
+    RealScalar m_threshold;         // Threshold to determine null Householder reflections
+    bool m_useDefaultThreshold;     // Use default threshold
+    Index m_nonzeropivots;          // Number of non zero pivots found 
+    IndexVector m_etree;            // Column elimination tree
+    IndexVector m_firstRowElt;      // First element in each row
+    bool m_isQSorted;               // whether Q is sorted or not
+    bool m_isEtreeOk;               // whether the elimination tree match the initial input matrix
+    
+    template <typename, typename > friend struct SparseQR_QProduct;
+    template <typename > friend struct SparseQRMatrixQReturnType;
+    
+};
+
+/** \brief Preprocessing step of a QR factorization 
+  * 
+  * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
+  * 
+  * In this step, the fill-reducing permutation is computed and applied to the columns of A
+  * and the column elimination tree is computed as well. Only the sparsity pattern of \a mat is exploited.
+  * 
+  * \note In this step it is assumed that there is no empty row in the matrix \a mat.
+  */
+template <typename MatrixType, typename OrderingType>
+void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat)
+{
+  eigen_assert(mat.isCompressed() && "SparseQR requires a sparse matrix in compressed mode. Call .makeCompressed() before passing it to SparseQR");
+  // Copy to a column major matrix if the input is rowmajor
+  typename internal::conditional<MatrixType::IsRowMajor,QRMatrixType,const MatrixType&>::type matCpy(mat);
+  // Compute the column fill reducing ordering
+  OrderingType ord; 
+  ord(matCpy, m_perm_c); 
+  Index n = mat.cols();
+  Index m = mat.rows();
+  Index diagSize = (std::min)(m,n);
+  
+  if (!m_perm_c.size())
+  {
+    m_perm_c.resize(n);
+    m_perm_c.indices().setLinSpaced(n, 0,n-1);
+  }
+  
+  // Compute the column elimination tree of the permuted matrix
+  m_outputPerm_c = m_perm_c.inverse();
+  internal::coletree(matCpy, m_etree, m_firstRowElt, m_outputPerm_c.indices().data());
+  m_isEtreeOk = true;
+  
+  m_R.resize(m, n);
+  m_Q.resize(m, diagSize);
+  
+  // Allocate space for nonzero elements : rough estimation
+  m_R.reserve(2*mat.nonZeros()); //FIXME Get a more accurate estimation through symbolic factorization with the etree
+  m_Q.reserve(2*mat.nonZeros());
+  m_hcoeffs.resize(diagSize);
+  m_analysisIsok = true;
+}
+
+/** \brief Performs the numerical QR factorization of the input matrix
+  * 
+  * The function SparseQR::analyzePattern(const MatrixType&) must have been called beforehand with
+  * a matrix having the same sparsity pattern than \a mat.
+  * 
+  * \param mat The sparse column-major matrix
+  */
+template <typename MatrixType, typename OrderingType>
+void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
+{
+  using std::abs;
+  using std::max;
+  
+  eigen_assert(m_analysisIsok && "analyzePattern() should be called before this step");
+  Index m = mat.rows();
+  Index n = mat.cols();
+  Index diagSize = (std::min)(m,n);
+  IndexVector mark((std::max)(m,n)); mark.setConstant(-1);  // Record the visited nodes
+  IndexVector Ridx(n), Qidx(m);                             // Store temporarily the row indexes for the current column of R and Q
+  Index nzcolR, nzcolQ;                                     // Number of nonzero for the current column of R and Q
+  ScalarVector tval(m);                                     // The dense vector used to compute the current column
+  RealScalar pivotThreshold = m_threshold;
+  
+  m_R.setZero();
+  m_Q.setZero();
+  m_pmat = mat;
+  if(!m_isEtreeOk)
+  {
+    m_outputPerm_c = m_perm_c.inverse();
+    internal::coletree(m_pmat, m_etree, m_firstRowElt, m_outputPerm_c.indices().data());
+    m_isEtreeOk = true;
+  }
+
+  m_pmat.uncompress(); // To have the innerNonZeroPtr allocated
+  
+  // Apply the fill-in reducing permutation lazily:
+  {
+    // If the input is row major, copy the original column indices,
+    // otherwise directly use the input matrix
+    // 
+    IndexVector originalOuterIndicesCpy;
+    const Index *originalOuterIndices = mat.outerIndexPtr();
+    if(MatrixType::IsRowMajor)
+    {
+      originalOuterIndicesCpy = IndexVector::Map(m_pmat.outerIndexPtr(),n+1);
+      originalOuterIndices = originalOuterIndicesCpy.data();
+    }
+    
+    for (int i = 0; i < n; i++)
+    {
+      Index p = m_perm_c.size() ? m_perm_c.indices()(i) : i;
+      m_pmat.outerIndexPtr()[p] = originalOuterIndices[i]; 
+      m_pmat.innerNonZeroPtr()[p] = originalOuterIndices[i+1] - originalOuterIndices[i]; 
+    }
+  }
+  
+  /* Compute the default threshold as in MatLab, see:
+   * Tim Davis, "Algorithm 915, SuiteSparseQR: Multifrontal Multithreaded Rank-Revealing
+   * Sparse QR Factorization, ACM Trans. on Math. Soft. 38(1), 2011, Page 8:3 
+   */
+  if(m_useDefaultThreshold) 
+  {
+    RealScalar max2Norm = 0.0;
+    for (int j = 0; j < n; j++) max2Norm = (max)(max2Norm, m_pmat.col(j).norm());
+    if(max2Norm==RealScalar(0))
+      max2Norm = RealScalar(1);
+    pivotThreshold = 20 * (m + n) * max2Norm * NumTraits<RealScalar>::epsilon();
+  }
+  
+  // Initialize the numerical permutation
+  m_pivotperm.setIdentity(n);
+  
+  Index nonzeroCol = 0; // Record the number of valid pivots
+  m_Q.startVec(0);
+
+  // Left looking rank-revealing QR factorization: compute a column of R and Q at a time
+  for (Index col = 0; col < n; ++col)
+  {
+    mark.setConstant(-1);
+    m_R.startVec(col);
+    mark(nonzeroCol) = col;
+    Qidx(0) = nonzeroCol;
+    nzcolR = 0; nzcolQ = 1;
+    bool found_diag = nonzeroCol>=m;
+    tval.setZero(); 
+    
+    // Symbolic factorization: find the nonzero locations of the column k of the factors R and Q, i.e.,
+    // all the nodes (with indexes lower than rank) reachable through the column elimination tree (etree) rooted at node k.
+    // Note: if the diagonal entry does not exist, then its contribution must be explicitly added,
+    // thus the trick with found_diag that permits to do one more iteration on the diagonal element if this one has not been found.
+    for (typename QRMatrixType::InnerIterator itp(m_pmat, col); itp || !found_diag; ++itp)
+    {
+      Index curIdx = nonzeroCol;
+      if(itp) curIdx = itp.row();
+      if(curIdx == nonzeroCol) found_diag = true;
+      
+      // Get the nonzeros indexes of the current column of R
+      Index st = m_firstRowElt(curIdx); // The traversal of the etree starts here 
+      if (st < 0 )
+      {
+        m_lastError = "Empty row found during numerical factorization";
+        m_info = InvalidInput;
+        return;
+      }
+
+      // Traverse the etree 
+      Index bi = nzcolR;
+      for (; mark(st) != col; st = m_etree(st))
+      {
+        Ridx(nzcolR) = st;  // Add this row to the list,
+        mark(st) = col;     // and mark this row as visited
+        nzcolR++;
+      }
+
+      // Reverse the list to get the topological ordering
+      Index nt = nzcolR-bi;
+      for(Index i = 0; i < nt/2; i++) std::swap(Ridx(bi+i), Ridx(nzcolR-i-1));
+       
+      // Copy the current (curIdx,pcol) value of the input matrix
+      if(itp) tval(curIdx) = itp.value();
+      else    tval(curIdx) = Scalar(0);
+      
+      // Compute the pattern of Q(:,k)
+      if(curIdx > nonzeroCol && mark(curIdx) != col ) 
+      {
+        Qidx(nzcolQ) = curIdx;  // Add this row to the pattern of Q,
+        mark(curIdx) = col;     // and mark it as visited
+        nzcolQ++;
+      }
+    }
+
+    // Browse all the indexes of R(:,col) in reverse order
+    for (Index i = nzcolR-1; i >= 0; i--)
+    {
+      Index curIdx = Ridx(i);
+      
+      // Apply the curIdx-th householder vector to the current column (temporarily stored into tval)
+      Scalar tdot(0);
+      
+      // First compute q' * tval
+      tdot = m_Q.col(curIdx).dot(tval);
+
+      tdot *= m_hcoeffs(curIdx);
+      
+      // Then update tval = tval - q * tau
+      // FIXME: tval -= tdot * m_Q.col(curIdx) should amount to the same (need to check/add support for efficient "dense ?= sparse")
+      for (typename QRMatrixType::InnerIterator itq(m_Q, curIdx); itq; ++itq)
+        tval(itq.row()) -= itq.value() * tdot;
+
+      // Detect fill-in for the current column of Q
+      if(m_etree(Ridx(i)) == nonzeroCol)
+      {
+        for (typename QRMatrixType::InnerIterator itq(m_Q, curIdx); itq; ++itq)
+        {
+          Index iQ = itq.row();
+          if (mark(iQ) != col)
+          {
+            Qidx(nzcolQ++) = iQ;  // Add this row to the pattern of Q,
+            mark(iQ) = col;       // and mark it as visited
+          }
+        }
+      }
+    } // End update current column
+    
+    Scalar tau = 0;
+    RealScalar beta = 0;
+    
+    if(nonzeroCol < diagSize)
+    {
+      // Compute the Householder reflection that eliminate the current column
+      // FIXME this step should call the Householder module.
+      Scalar c0 = nzcolQ ? tval(Qidx(0)) : Scalar(0);
+      
+      // First, the squared norm of Q((col+1):m, col)
+      RealScalar sqrNorm = 0.;
+      for (Index itq = 1; itq < nzcolQ; ++itq) sqrNorm += numext::abs2(tval(Qidx(itq)));
+      if(sqrNorm == RealScalar(0) && numext::imag(c0) == RealScalar(0))
+      {
+        beta = numext::real(c0);
+        tval(Qidx(0)) = 1;
+      }
+      else
+      {
+        using std::sqrt;
+        beta = sqrt(numext::abs2(c0) + sqrNorm);
+        if(numext::real(c0) >= RealScalar(0))
+          beta = -beta;
+        tval(Qidx(0)) = 1;
+        for (Index itq = 1; itq < nzcolQ; ++itq)
+          tval(Qidx(itq)) /= (c0 - beta);
+        tau = numext::conj((beta-c0) / beta);
+          
+      }
+    }
+
+    // Insert values in R
+    for (Index  i = nzcolR-1; i >= 0; i--)
+    {
+      Index curIdx = Ridx(i);
+      if(curIdx < nonzeroCol) 
+      {
+        m_R.insertBackByOuterInnerUnordered(col, curIdx) = tval(curIdx);
+        tval(curIdx) = Scalar(0.);
+      }
+    }
+
+    if(nonzeroCol < diagSize && abs(beta) >= pivotThreshold)
+    {
+      m_R.insertBackByOuterInner(col, nonzeroCol) = beta;
+      // The householder coefficient
+      m_hcoeffs(nonzeroCol) = tau;
+      // Record the householder reflections
+      for (Index itq = 0; itq < nzcolQ; ++itq)
+      {
+        Index iQ = Qidx(itq);
+        m_Q.insertBackByOuterInnerUnordered(nonzeroCol,iQ) = tval(iQ);
+        tval(iQ) = Scalar(0.);
+      }
+      nonzeroCol++;
+      if(nonzeroCol<diagSize)
+        m_Q.startVec(nonzeroCol);
+    }
+    else
+    {
+      // Zero pivot found: move implicitly this column to the end
+      for (Index j = nonzeroCol; j < n-1; j++) 
+        std::swap(m_pivotperm.indices()(j), m_pivotperm.indices()[j+1]);
+      
+      // Recompute the column elimination tree
+      internal::coletree(m_pmat, m_etree, m_firstRowElt, m_pivotperm.indices().data());
+      m_isEtreeOk = false;
+    }
+  }
+  
+  m_hcoeffs.tail(diagSize-nonzeroCol).setZero();
+  
+  // Finalize the column pointers of the sparse matrices R and Q
+  m_Q.finalize();
+  m_Q.makeCompressed();
+  m_R.finalize();
+  m_R.makeCompressed();
+  m_isQSorted = false;
+
+  m_nonzeropivots = nonzeroCol;
+  
+  if(nonzeroCol<n)
+  {
+    // Permute the triangular factor to put the 'dead' columns to the end
+    QRMatrixType tempR(m_R);
+    m_R = tempR * m_pivotperm;
+    
+    // Update the column permutation
+    m_outputPerm_c = m_outputPerm_c * m_pivotperm;
+  }
+  
+  m_isInitialized = true; 
+  m_factorizationIsok = true;
+  m_info = Success;
+}
+
+namespace internal {
+  
+template<typename _MatrixType, typename OrderingType, typename Rhs>
+struct solve_retval<SparseQR<_MatrixType,OrderingType>, Rhs>
+  : solve_retval_base<SparseQR<_MatrixType,OrderingType>, Rhs>
+{
+  typedef SparseQR<_MatrixType,OrderingType> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+template<typename _MatrixType, typename OrderingType, typename Rhs>
+struct sparse_solve_retval<SparseQR<_MatrixType, OrderingType>, Rhs>
+ : sparse_solve_retval_base<SparseQR<_MatrixType, OrderingType>, Rhs>
+{
+  typedef SparseQR<_MatrixType, OrderingType> Dec;
+  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec, Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    this->defaultEvalTo(dst);
+  }
+};
+} // end namespace internal
+
+template <typename SparseQRType, typename Derived>
+struct SparseQR_QProduct : ReturnByValue<SparseQR_QProduct<SparseQRType, Derived> >
+{
+  typedef typename SparseQRType::QRMatrixType MatrixType;
+  typedef typename SparseQRType::Scalar Scalar;
+  typedef typename SparseQRType::Index Index;
+  // Get the references 
+  SparseQR_QProduct(const SparseQRType& qr, const Derived& other, bool transpose) : 
+  m_qr(qr),m_other(other),m_transpose(transpose) {}
+  inline Index rows() const { return m_transpose ? m_qr.rows() : m_qr.cols(); }
+  inline Index cols() const { return m_other.cols(); }
+  
+  // Assign to a vector
+  template<typename DesType>
+  void evalTo(DesType& res) const
+  {
+    Index m = m_qr.rows();
+    Index n = m_qr.cols();
+    Index diagSize = (std::min)(m,n);
+    res = m_other;
+    if (m_transpose)
+    {
+      eigen_assert(m_qr.m_Q.rows() == m_other.rows() && "Non conforming object sizes");
+      //Compute res = Q' * other column by column
+      for(Index j = 0; j < res.cols(); j++){
+        for (Index k = 0; k < diagSize; k++)
+        {
+          Scalar tau = Scalar(0);
+          tau = m_qr.m_Q.col(k).dot(res.col(j));
+          if(tau==Scalar(0)) continue;
+          tau = tau * m_qr.m_hcoeffs(k);
+          res.col(j) -= tau * m_qr.m_Q.col(k);
+        }
+      }
+    }
+    else
+    {
+      eigen_assert(m_qr.m_Q.rows() == m_other.rows() && "Non conforming object sizes");
+      // Compute res = Q * other column by column
+      for(Index j = 0; j < res.cols(); j++)
+      {
+        for (Index k = diagSize-1; k >=0; k--)
+        {
+          Scalar tau = Scalar(0);
+          tau = m_qr.m_Q.col(k).dot(res.col(j));
+          if(tau==Scalar(0)) continue;
+          tau = tau * m_qr.m_hcoeffs(k);
+          res.col(j) -= tau * m_qr.m_Q.col(k);
+        }
+      }
+    }
+  }
+  
+  const SparseQRType& m_qr;
+  const Derived& m_other;
+  bool m_transpose;
+};
+
+template<typename SparseQRType>
+struct SparseQRMatrixQReturnType : public EigenBase<SparseQRMatrixQReturnType<SparseQRType> >
+{  
+  typedef typename SparseQRType::Index Index;
+  typedef typename SparseQRType::Scalar Scalar;
+  typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
+  SparseQRMatrixQReturnType(const SparseQRType& qr) : m_qr(qr) {}
+  template<typename Derived>
+  SparseQR_QProduct<SparseQRType, Derived> operator*(const MatrixBase<Derived>& other)
+  {
+    return SparseQR_QProduct<SparseQRType,Derived>(m_qr,other.derived(),false);
+  }
+  SparseQRMatrixQTransposeReturnType<SparseQRType> adjoint() const
+  {
+    return SparseQRMatrixQTransposeReturnType<SparseQRType>(m_qr);
+  }
+  inline Index rows() const { return m_qr.rows(); }
+  inline Index cols() const { return (std::min)(m_qr.rows(),m_qr.cols()); }
+  // To use for operations with the transpose of Q
+  SparseQRMatrixQTransposeReturnType<SparseQRType> transpose() const
+  {
+    return SparseQRMatrixQTransposeReturnType<SparseQRType>(m_qr);
+  }
+  template<typename Dest> void evalTo(MatrixBase<Dest>& dest) const
+  {
+    dest.derived() = m_qr.matrixQ() * Dest::Identity(m_qr.rows(), m_qr.rows());
+  }
+  template<typename Dest> void evalTo(SparseMatrixBase<Dest>& dest) const
+  {
+    Dest idMat(m_qr.rows(), m_qr.rows());
+    idMat.setIdentity();
+    // Sort the sparse householder reflectors if needed
+    const_cast<SparseQRType *>(&m_qr)->sort_matrix_Q();
+    dest.derived() = SparseQR_QProduct<SparseQRType, Dest>(m_qr, idMat, false);
+  }
+
+  const SparseQRType& m_qr;
+};
+
+template<typename SparseQRType>
+struct SparseQRMatrixQTransposeReturnType
+{
+  SparseQRMatrixQTransposeReturnType(const SparseQRType& qr) : m_qr(qr) {}
+  template<typename Derived>
+  SparseQR_QProduct<SparseQRType,Derived> operator*(const MatrixBase<Derived>& other)
+  {
+    return SparseQR_QProduct<SparseQRType,Derived>(m_qr,other.derived(), true);
+  }
+  const SparseQRType& m_qr;
+};
+
+} // end namespace Eigen
+
+#endif