ruby-eigen 0.0.9 → 0.0.10.pre1

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

@@ -0,0 +1,1026 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 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_SUPERLUSUPPORT_H
+#define EIGEN_SUPERLUSUPPORT_H
+
+namespace Eigen { 
+
+#define DECL_GSSVX(PREFIX,FLOATTYPE,KEYTYPE)		\
+    extern "C" {                                                                                          \
+      typedef struct { FLOATTYPE for_lu; FLOATTYPE total_needed; int expansions; } PREFIX##mem_usage_t;   \
+      extern void PREFIX##gssvx(superlu_options_t *, SuperMatrix *, int *, int *, int *,                  \
+                                char *, FLOATTYPE *, FLOATTYPE *, SuperMatrix *, SuperMatrix *,           \
+                                void *, int, SuperMatrix *, SuperMatrix *,                                \
+                                FLOATTYPE *, FLOATTYPE *, FLOATTYPE *, FLOATTYPE *,                       \
+                                PREFIX##mem_usage_t *, SuperLUStat_t *, int *);                           \
+    }                                                                                                     \
+    inline float SuperLU_gssvx(superlu_options_t *options, SuperMatrix *A,                                \
+         int *perm_c, int *perm_r, int *etree, char *equed,                                               \
+         FLOATTYPE *R, FLOATTYPE *C, SuperMatrix *L,                                                      \
+         SuperMatrix *U, void *work, int lwork,                                                           \
+         SuperMatrix *B, SuperMatrix *X,                                                                  \
+         FLOATTYPE *recip_pivot_growth,                                                                   \
+         FLOATTYPE *rcond, FLOATTYPE *ferr, FLOATTYPE *berr,                                              \
+         SuperLUStat_t *stats, int *info, KEYTYPE) {                                                      \
+    PREFIX##mem_usage_t mem_usage;                                                                        \
+    PREFIX##gssvx(options, A, perm_c, perm_r, etree, equed, R, C, L,                                      \
+         U, work, lwork, B, X, recip_pivot_growth, rcond,                                                 \
+         ferr, berr, &mem_usage, stats, info);                                                            \
+    return mem_usage.for_lu; /* bytes used by the factor storage */                                       \
+  }
+
+DECL_GSSVX(s,float,float)
+DECL_GSSVX(c,float,std::complex<float>)
+DECL_GSSVX(d,double,double)
+DECL_GSSVX(z,double,std::complex<double>)
+
+#ifdef MILU_ALPHA
+#define EIGEN_SUPERLU_HAS_ILU
+#endif
+
+#ifdef EIGEN_SUPERLU_HAS_ILU
+
+// similarly for the incomplete factorization using gsisx
+#define DECL_GSISX(PREFIX,FLOATTYPE,KEYTYPE)                                                    \
+    extern "C" {                                                                                \
+      extern void PREFIX##gsisx(superlu_options_t *, SuperMatrix *, int *, int *, int *,        \
+                         char *, FLOATTYPE *, FLOATTYPE *, SuperMatrix *, SuperMatrix *,        \
+                         void *, int, SuperMatrix *, SuperMatrix *, FLOATTYPE *, FLOATTYPE *,   \
+                         PREFIX##mem_usage_t *, SuperLUStat_t *, int *);                        \
+    }                                                                                           \
+    inline float SuperLU_gsisx(superlu_options_t *options, SuperMatrix *A,                      \
+         int *perm_c, int *perm_r, int *etree, char *equed,                                     \
+         FLOATTYPE *R, FLOATTYPE *C, SuperMatrix *L,                                            \
+         SuperMatrix *U, void *work, int lwork,                                                 \
+         SuperMatrix *B, SuperMatrix *X,                                                        \
+         FLOATTYPE *recip_pivot_growth,                                                         \
+         FLOATTYPE *rcond,                                                                      \
+         SuperLUStat_t *stats, int *info, KEYTYPE) {                                            \
+    PREFIX##mem_usage_t mem_usage;                                                              \
+    PREFIX##gsisx(options, A, perm_c, perm_r, etree, equed, R, C, L,                            \
+         U, work, lwork, B, X, recip_pivot_growth, rcond,                                       \
+         &mem_usage, stats, info);                                                              \
+    return mem_usage.for_lu; /* bytes used by the factor storage */                             \
+  }
+
+DECL_GSISX(s,float,float)
+DECL_GSISX(c,float,std::complex<float>)
+DECL_GSISX(d,double,double)
+DECL_GSISX(z,double,std::complex<double>)
+
+#endif
+
+template<typename MatrixType>
+struct SluMatrixMapHelper;
+
+/** \internal
+  *
+  * A wrapper class for SuperLU matrices. It supports only compressed sparse matrices
+  * and dense matrices. Supernodal and other fancy format are not supported by this wrapper.
+  *
+  * This wrapper class mainly aims to avoids the need of dynamic allocation of the storage structure.
+  */
+struct SluMatrix : SuperMatrix
+{
+  SluMatrix()
+  {
+    Store = &storage;
+  }
+
+  SluMatrix(const SluMatrix& other)
+    : SuperMatrix(other)
+  {
+    Store = &storage;
+    storage = other.storage;
+  }
+
+  SluMatrix& operator=(const SluMatrix& other)
+  {
+    SuperMatrix::operator=(static_cast<const SuperMatrix&>(other));
+    Store = &storage;
+    storage = other.storage;
+    return *this;
+  }
+
+  struct
+  {
+    union {int nnz;int lda;};
+    void *values;
+    int *innerInd;
+    int *outerInd;
+  } storage;
+
+  void setStorageType(Stype_t t)
+  {
+    Stype = t;
+    if (t==SLU_NC || t==SLU_NR || t==SLU_DN)
+      Store = &storage;
+    else
+    {
+      eigen_assert(false && "storage type not supported");
+      Store = 0;
+    }
+  }
+
+  template<typename Scalar>
+  void setScalarType()
+  {
+    if (internal::is_same<Scalar,float>::value)
+      Dtype = SLU_S;
+    else if (internal::is_same<Scalar,double>::value)
+      Dtype = SLU_D;
+    else if (internal::is_same<Scalar,std::complex<float> >::value)
+      Dtype = SLU_C;
+    else if (internal::is_same<Scalar,std::complex<double> >::value)
+      Dtype = SLU_Z;
+    else
+    {
+      eigen_assert(false && "Scalar type not supported by SuperLU");
+    }
+  }
+
+  template<typename MatrixType>
+  static SluMatrix Map(MatrixBase<MatrixType>& _mat)
+  {
+    MatrixType& mat(_mat.derived());
+    eigen_assert( ((MatrixType::Flags&RowMajorBit)!=RowMajorBit) && "row-major dense matrices are not supported by SuperLU");
+    SluMatrix res;
+    res.setStorageType(SLU_DN);
+    res.setScalarType<typename MatrixType::Scalar>();
+    res.Mtype     = SLU_GE;
+
+    res.nrow      = mat.rows();
+    res.ncol      = mat.cols();
+
+    res.storage.lda       = MatrixType::IsVectorAtCompileTime ? mat.size() : mat.outerStride();
+    res.storage.values    = (void*)(mat.data());
+    return res;
+  }
+
+  template<typename MatrixType>
+  static SluMatrix Map(SparseMatrixBase<MatrixType>& mat)
+  {
+    SluMatrix res;
+    if ((MatrixType::Flags&RowMajorBit)==RowMajorBit)
+    {
+      res.setStorageType(SLU_NR);
+      res.nrow      = mat.cols();
+      res.ncol      = mat.rows();
+    }
+    else
+    {
+      res.setStorageType(SLU_NC);
+      res.nrow      = mat.rows();
+      res.ncol      = mat.cols();
+    }
+
+    res.Mtype       = SLU_GE;
+
+    res.storage.nnz       = mat.nonZeros();
+    res.storage.values    = mat.derived().valuePtr();
+    res.storage.innerInd  = mat.derived().innerIndexPtr();
+    res.storage.outerInd  = mat.derived().outerIndexPtr();
+
+    res.setScalarType<typename MatrixType::Scalar>();
+
+    // FIXME the following is not very accurate
+    if (MatrixType::Flags & Upper)
+      res.Mtype = SLU_TRU;
+    if (MatrixType::Flags & Lower)
+      res.Mtype = SLU_TRL;
+
+    eigen_assert(((MatrixType::Flags & SelfAdjoint)==0) && "SelfAdjoint matrix shape not supported by SuperLU");
+
+    return res;
+  }
+};
+
+template<typename Scalar, int Rows, int Cols, int Options, int MRows, int MCols>
+struct SluMatrixMapHelper<Matrix<Scalar,Rows,Cols,Options,MRows,MCols> >
+{
+  typedef Matrix<Scalar,Rows,Cols,Options,MRows,MCols> MatrixType;
+  static void run(MatrixType& mat, SluMatrix& res)
+  {
+    eigen_assert( ((Options&RowMajor)!=RowMajor) && "row-major dense matrices is not supported by SuperLU");
+    res.setStorageType(SLU_DN);
+    res.setScalarType<Scalar>();
+    res.Mtype     = SLU_GE;
+
+    res.nrow      = mat.rows();
+    res.ncol      = mat.cols();
+
+    res.storage.lda       = mat.outerStride();
+    res.storage.values    = mat.data();
+  }
+};
+
+template<typename Derived>
+struct SluMatrixMapHelper<SparseMatrixBase<Derived> >
+{
+  typedef Derived MatrixType;
+  static void run(MatrixType& mat, SluMatrix& res)
+  {
+    if ((MatrixType::Flags&RowMajorBit)==RowMajorBit)
+    {
+      res.setStorageType(SLU_NR);
+      res.nrow      = mat.cols();
+      res.ncol      = mat.rows();
+    }
+    else
+    {
+      res.setStorageType(SLU_NC);
+      res.nrow      = mat.rows();
+      res.ncol      = mat.cols();
+    }
+
+    res.Mtype       = SLU_GE;
+
+    res.storage.nnz       = mat.nonZeros();
+    res.storage.values    = mat.valuePtr();
+    res.storage.innerInd  = mat.innerIndexPtr();
+    res.storage.outerInd  = mat.outerIndexPtr();
+
+    res.setScalarType<typename MatrixType::Scalar>();
+
+    // FIXME the following is not very accurate
+    if (MatrixType::Flags & Upper)
+      res.Mtype = SLU_TRU;
+    if (MatrixType::Flags & Lower)
+      res.Mtype = SLU_TRL;
+
+    eigen_assert(((MatrixType::Flags & SelfAdjoint)==0) && "SelfAdjoint matrix shape not supported by SuperLU");
+  }
+};
+
+namespace internal {
+
+template<typename MatrixType>
+SluMatrix asSluMatrix(MatrixType& mat)
+{
+  return SluMatrix::Map(mat);
+}
+
+/** View a Super LU matrix as an Eigen expression */
+template<typename Scalar, int Flags, typename Index>
+MappedSparseMatrix<Scalar,Flags,Index> map_superlu(SluMatrix& sluMat)
+{
+  eigen_assert((Flags&RowMajor)==RowMajor && sluMat.Stype == SLU_NR
+         || (Flags&ColMajor)==ColMajor && sluMat.Stype == SLU_NC);
+
+  Index outerSize = (Flags&RowMajor)==RowMajor ? sluMat.ncol : sluMat.nrow;
+
+  return MappedSparseMatrix<Scalar,Flags,Index>(
+    sluMat.nrow, sluMat.ncol, sluMat.storage.outerInd[outerSize],
+    sluMat.storage.outerInd, sluMat.storage.innerInd, reinterpret_cast<Scalar*>(sluMat.storage.values) );
+}
+
+} // end namespace internal
+
+/** \ingroup SuperLUSupport_Module
+  * \class SuperLUBase
+  * \brief The base class for the direct and incomplete LU factorization of SuperLU
+  */
+template<typename _MatrixType, typename Derived>
+class SuperLUBase : internal::noncopyable
+{
+  public:
+    typedef _MatrixType MatrixType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+    typedef Matrix<Scalar,Dynamic,1> Vector;
+    typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
+    typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;    
+    typedef SparseMatrix<Scalar> LUMatrixType;
+
+  public:
+
+    SuperLUBase() {}
+
+    ~SuperLUBase()
+    {
+      clearFactors();
+    }
+    
+    Derived& derived() { return *static_cast<Derived*>(this); }
+    const Derived& derived() const { return *static_cast<const Derived*>(this); }
+    
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+    
+    /** \returns a reference to the Super LU option object to configure the  Super LU algorithms. */
+    inline superlu_options_t& options() { return m_sluOptions; }
+    
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the matrix.appears to be negative.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+
+    /** Computes the sparse Cholesky decomposition of \a matrix */
+    void compute(const MatrixType& matrix)
+    {
+      derived().analyzePattern(matrix);
+      derived().factorize(matrix);
+    }
+    
+    /** \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<SuperLUBase, Rhs> solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "SuperLU is not initialized.");
+      eigen_assert(rows()==b.rows()
+                && "SuperLU::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::solve_retval<SuperLUBase, Rhs>(*this, b.derived());
+    }
+    
+    /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::sparse_solve_retval<SuperLUBase, Rhs> solve(const SparseMatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "SuperLU is not initialized.");
+      eigen_assert(rows()==b.rows()
+                && "SuperLU::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::sparse_solve_retval<SuperLUBase, Rhs>(*this, b.derived());
+    }
+    
+    /** Performs a symbolic decomposition on the sparcity of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      * 
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& /*matrix*/)
+    {
+      m_isInitialized = true;
+      m_info = Success;
+      m_analysisIsOk = true;
+      m_factorizationIsOk = false;
+    }
+    
+    template<typename Stream>
+    void dumpMemory(Stream& /*s*/)
+    {}
+    
+  protected:
+    
+    void initFactorization(const MatrixType& a)
+    {
+      set_default_options(&this->m_sluOptions);
+      
+      const int size = a.rows();
+      m_matrix = a;
+
+      m_sluA = internal::asSluMatrix(m_matrix);
+      clearFactors();
+
+      m_p.resize(size);
+      m_q.resize(size);
+      m_sluRscale.resize(size);
+      m_sluCscale.resize(size);
+      m_sluEtree.resize(size);
+
+      // set empty B and X
+      m_sluB.setStorageType(SLU_DN);
+      m_sluB.setScalarType<Scalar>();
+      m_sluB.Mtype          = SLU_GE;
+      m_sluB.storage.values = 0;
+      m_sluB.nrow           = 0;
+      m_sluB.ncol           = 0;
+      m_sluB.storage.lda    = size;
+      m_sluX                = m_sluB;
+      
+      m_extractedDataAreDirty = true;
+    }
+    
+    void init()
+    {
+      m_info = InvalidInput;
+      m_isInitialized = false;
+      m_sluL.Store = 0;
+      m_sluU.Store = 0;
+    }
+    
+    void extractData() const;
+
+    void clearFactors()
+    {
+      if(m_sluL.Store)
+        Destroy_SuperNode_Matrix(&m_sluL);
+      if(m_sluU.Store)
+        Destroy_CompCol_Matrix(&m_sluU);
+
+      m_sluL.Store = 0;
+      m_sluU.Store = 0;
+
+      memset(&m_sluL,0,sizeof m_sluL);
+      memset(&m_sluU,0,sizeof m_sluU);
+    }
+
+    // cached data to reduce reallocation, etc.
+    mutable LUMatrixType m_l;
+    mutable LUMatrixType m_u;
+    mutable IntColVectorType m_p;
+    mutable IntRowVectorType m_q;
+
+    mutable LUMatrixType m_matrix;  // copy of the factorized matrix
+    mutable SluMatrix m_sluA;
+    mutable SuperMatrix m_sluL, m_sluU;
+    mutable SluMatrix m_sluB, m_sluX;
+    mutable SuperLUStat_t m_sluStat;
+    mutable superlu_options_t m_sluOptions;
+    mutable std::vector<int> m_sluEtree;
+    mutable Matrix<RealScalar,Dynamic,1> m_sluRscale, m_sluCscale;
+    mutable Matrix<RealScalar,Dynamic,1> m_sluFerr, m_sluBerr;
+    mutable char m_sluEqued;
+
+    mutable ComputationInfo m_info;
+    bool m_isInitialized;
+    int m_factorizationIsOk;
+    int m_analysisIsOk;
+    mutable bool m_extractedDataAreDirty;
+    
+  private:
+    SuperLUBase(SuperLUBase& ) { }
+};
+
+
+/** \ingroup SuperLUSupport_Module
+  * \class SuperLU
+  * \brief A sparse direct LU factorization and solver based on the SuperLU library
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a direct LU factorization
+  * using the SuperLU library. The sparse matrix A must be squared and invertible. The vectors or matrices
+  * X and B can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  *
+  * \sa \ref TutorialSparseDirectSolvers
+  */
+template<typename _MatrixType>
+class SuperLU : public SuperLUBase<_MatrixType,SuperLU<_MatrixType> >
+{
+  public:
+    typedef SuperLUBase<_MatrixType,SuperLU> Base;
+    typedef _MatrixType MatrixType;
+    typedef typename Base::Scalar Scalar;
+    typedef typename Base::RealScalar RealScalar;
+    typedef typename Base::Index Index;
+    typedef typename Base::IntRowVectorType IntRowVectorType;
+    typedef typename Base::IntColVectorType IntColVectorType;    
+    typedef typename Base::LUMatrixType LUMatrixType;
+    typedef TriangularView<LUMatrixType, Lower|UnitDiag>  LMatrixType;
+    typedef TriangularView<LUMatrixType,  Upper>           UMatrixType;
+
+  public:
+
+    SuperLU() : Base() { init(); }
+
+    SuperLU(const MatrixType& matrix) : Base()
+    {
+      init();
+      Base::compute(matrix);
+    }
+
+    ~SuperLU()
+    {
+    }
+    
+    /** Performs a symbolic decomposition on the sparcity of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      * 
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& matrix)
+    {
+      m_info = InvalidInput;
+      m_isInitialized = false;
+      Base::analyzePattern(matrix);
+    }
+    
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
+      *
+      * \sa analyzePattern()
+      */
+    void factorize(const MatrixType& matrix);
+    
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal */
+    template<typename Rhs,typename Dest>
+    void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const;
+    #endif // EIGEN_PARSED_BY_DOXYGEN
+    
+    inline const LMatrixType& matrixL() const
+    {
+      if (m_extractedDataAreDirty) this->extractData();
+      return m_l;
+    }
+
+    inline const UMatrixType& matrixU() const
+    {
+      if (m_extractedDataAreDirty) this->extractData();
+      return m_u;
+    }
+
+    inline const IntColVectorType& permutationP() const
+    {
+      if (m_extractedDataAreDirty) this->extractData();
+      return m_p;
+    }
+
+    inline const IntRowVectorType& permutationQ() const
+    {
+      if (m_extractedDataAreDirty) this->extractData();
+      return m_q;
+    }
+    
+    Scalar determinant() const;
+    
+  protected:
+    
+    using Base::m_matrix;
+    using Base::m_sluOptions;
+    using Base::m_sluA;
+    using Base::m_sluB;
+    using Base::m_sluX;
+    using Base::m_p;
+    using Base::m_q;
+    using Base::m_sluEtree;
+    using Base::m_sluEqued;
+    using Base::m_sluRscale;
+    using Base::m_sluCscale;
+    using Base::m_sluL;
+    using Base::m_sluU;
+    using Base::m_sluStat;
+    using Base::m_sluFerr;
+    using Base::m_sluBerr;
+    using Base::m_l;
+    using Base::m_u;
+    
+    using Base::m_analysisIsOk;
+    using Base::m_factorizationIsOk;
+    using Base::m_extractedDataAreDirty;
+    using Base::m_isInitialized;
+    using Base::m_info;
+    
+    void init()
+    {
+      Base::init();
+      
+      set_default_options(&this->m_sluOptions);
+      m_sluOptions.PrintStat        = NO;
+      m_sluOptions.ConditionNumber  = NO;
+      m_sluOptions.Trans            = NOTRANS;
+      m_sluOptions.ColPerm          = COLAMD;
+    }
+    
+    
+  private:
+    SuperLU(SuperLU& ) { }
+};
+
+template<typename MatrixType>
+void SuperLU<MatrixType>::factorize(const MatrixType& a)
+{
+  eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
+  if(!m_analysisIsOk)
+  {
+    m_info = InvalidInput;
+    return;
+  }
+  
+  this->initFactorization(a);
+  
+  m_sluOptions.ColPerm = COLAMD;
+  int info = 0;
+  RealScalar recip_pivot_growth, rcond;
+  RealScalar ferr, berr;
+
+  StatInit(&m_sluStat);
+  SuperLU_gssvx(&m_sluOptions, &m_sluA, m_q.data(), m_p.data(), &m_sluEtree[0],
+                &m_sluEqued, &m_sluRscale[0], &m_sluCscale[0],
+                &m_sluL, &m_sluU,
+                NULL, 0,
+                &m_sluB, &m_sluX,
+                &recip_pivot_growth, &rcond,
+                &ferr, &berr,
+                &m_sluStat, &info, Scalar());
+  StatFree(&m_sluStat);
+
+  m_extractedDataAreDirty = true;
+
+  // FIXME how to better check for errors ???
+  m_info = info == 0 ? Success : NumericalIssue;
+  m_factorizationIsOk = true;
+}
+
+template<typename MatrixType>
+template<typename Rhs,typename Dest>
+void SuperLU<MatrixType>::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest>& x) const
+{
+  eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()");
+
+  const int size = m_matrix.rows();
+  const int rhsCols = b.cols();
+  eigen_assert(size==b.rows());
+
+  m_sluOptions.Trans = NOTRANS;
+  m_sluOptions.Fact = FACTORED;
+  m_sluOptions.IterRefine = NOREFINE;
+  
+
+  m_sluFerr.resize(rhsCols);
+  m_sluBerr.resize(rhsCols);
+  m_sluB = SluMatrix::Map(b.const_cast_derived());
+  m_sluX = SluMatrix::Map(x.derived());
+  
+  typename Rhs::PlainObject b_cpy;
+  if(m_sluEqued!='N')
+  {
+    b_cpy = b;
+    m_sluB = SluMatrix::Map(b_cpy.const_cast_derived());  
+  }
+
+  StatInit(&m_sluStat);
+  int info = 0;
+  RealScalar recip_pivot_growth, rcond;
+  SuperLU_gssvx(&m_sluOptions, &m_sluA,
+                m_q.data(), m_p.data(),
+                &m_sluEtree[0], &m_sluEqued,
+                &m_sluRscale[0], &m_sluCscale[0],
+                &m_sluL, &m_sluU,
+                NULL, 0,
+                &m_sluB, &m_sluX,
+                &recip_pivot_growth, &rcond,
+                &m_sluFerr[0], &m_sluBerr[0],
+                &m_sluStat, &info, Scalar());
+  StatFree(&m_sluStat);
+  m_info = info==0 ? Success : NumericalIssue;
+}
+
+// the code of this extractData() function has been adapted from the SuperLU's Matlab support code,
+//
+//  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.
+//
+template<typename MatrixType, typename Derived>
+void SuperLUBase<MatrixType,Derived>::extractData() const
+{
+  eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for extracting factors, you must first call either compute() or analyzePattern()/factorize()");
+  if (m_extractedDataAreDirty)
+  {
+    int         upper;
+    int         fsupc, istart, nsupr;
+    int         lastl = 0, lastu = 0;
+    SCformat    *Lstore = static_cast<SCformat*>(m_sluL.Store);
+    NCformat    *Ustore = static_cast<NCformat*>(m_sluU.Store);
+    Scalar      *SNptr;
+
+    const int size = m_matrix.rows();
+    m_l.resize(size,size);
+    m_l.resizeNonZeros(Lstore->nnz);
+    m_u.resize(size,size);
+    m_u.resizeNonZeros(Ustore->nnz);
+
+    int* Lcol = m_l.outerIndexPtr();
+    int* Lrow = m_l.innerIndexPtr();
+    Scalar* Lval = m_l.valuePtr();
+
+    int* Ucol = m_u.outerIndexPtr();
+    int* Urow = m_u.innerIndexPtr();
+    Scalar* Uval = m_u.valuePtr();
+
+    Ucol[0] = 0;
+    Ucol[0] = 0;
+
+    /* for each supernode */
+    for (int k = 0; k <= Lstore->nsuper; ++k)
+    {
+      fsupc   = L_FST_SUPC(k);
+      istart  = L_SUB_START(fsupc);
+      nsupr   = L_SUB_START(fsupc+1) - istart;
+      upper   = 1;
+
+      /* for each column in the supernode */
+      for (int j = fsupc; j < L_FST_SUPC(k+1); ++j)
+      {
+        SNptr = &((Scalar*)Lstore->nzval)[L_NZ_START(j)];
+
+        /* Extract U */
+        for (int i = U_NZ_START(j); i < U_NZ_START(j+1); ++i)
+        {
+          Uval[lastu] = ((Scalar*)Ustore->nzval)[i];
+          /* Matlab doesn't like explicit zero. */
+          if (Uval[lastu] != 0.0)
+            Urow[lastu++] = U_SUB(i);
+        }
+        for (int i = 0; i < upper; ++i)
+        {
+          /* upper triangle in the supernode */
+          Uval[lastu] = SNptr[i];
+          /* Matlab doesn't like explicit zero. */
+          if (Uval[lastu] != 0.0)
+            Urow[lastu++] = L_SUB(istart+i);
+        }
+        Ucol[j+1] = lastu;
+
+        /* Extract L */
+        Lval[lastl] = 1.0; /* unit diagonal */
+        Lrow[lastl++] = L_SUB(istart + upper - 1);
+        for (int i = upper; i < nsupr; ++i)
+        {
+          Lval[lastl] = SNptr[i];
+          /* Matlab doesn't like explicit zero. */
+          if (Lval[lastl] != 0.0)
+            Lrow[lastl++] = L_SUB(istart+i);
+        }
+        Lcol[j+1] = lastl;
+
+        ++upper;
+      } /* for j ... */
+
+    } /* for k ... */
+
+    // squeeze the matrices :
+    m_l.resizeNonZeros(lastl);
+    m_u.resizeNonZeros(lastu);
+
+    m_extractedDataAreDirty = false;
+  }
+}
+
+template<typename MatrixType>
+typename SuperLU<MatrixType>::Scalar SuperLU<MatrixType>::determinant() const
+{
+  eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for computing the determinant, you must first call either compute() or analyzePattern()/factorize()");
+  
+  if (m_extractedDataAreDirty)
+    this->extractData();
+
+  Scalar det = Scalar(1);
+  for (int j=0; j<m_u.cols(); ++j)
+  {
+    if (m_u.outerIndexPtr()[j+1]-m_u.outerIndexPtr()[j] > 0)
+    {
+      int lastId = m_u.outerIndexPtr()[j+1]-1;
+      eigen_assert(m_u.innerIndexPtr()[lastId]<=j);
+      if (m_u.innerIndexPtr()[lastId]==j)
+        det *= m_u.valuePtr()[lastId];
+    }
+  }
+  if(m_sluEqued!='N')
+    return det/m_sluRscale.prod()/m_sluCscale.prod();
+  else
+    return det;
+}
+
+#ifdef EIGEN_PARSED_BY_DOXYGEN
+#define EIGEN_SUPERLU_HAS_ILU
+#endif
+
+#ifdef EIGEN_SUPERLU_HAS_ILU
+
+/** \ingroup SuperLUSupport_Module
+  * \class SuperILU
+  * \brief A sparse direct \b incomplete LU factorization and solver based on the SuperLU library
+  *
+  * This class allows to solve for an approximate solution of A.X = B sparse linear problems via an incomplete LU factorization
+  * using the SuperLU library. This class is aimed to be used as a preconditioner of the iterative linear solvers.
+  *
+  * \warning This class requires SuperLU 4 or later.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  *
+  * \sa \ref TutorialSparseDirectSolvers, class ConjugateGradient, class BiCGSTAB
+  */
+
+template<typename _MatrixType>
+class SuperILU : public SuperLUBase<_MatrixType,SuperILU<_MatrixType> >
+{
+  public:
+    typedef SuperLUBase<_MatrixType,SuperILU> Base;
+    typedef _MatrixType MatrixType;
+    typedef typename Base::Scalar Scalar;
+    typedef typename Base::RealScalar RealScalar;
+    typedef typename Base::Index Index;
+
+  public:
+
+    SuperILU() : Base() { init(); }
+
+    SuperILU(const MatrixType& matrix) : Base()
+    {
+      init();
+      Base::compute(matrix);
+    }
+
+    ~SuperILU()
+    {
+    }
+    
+    /** Performs a symbolic decomposition on the sparcity of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      * 
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& matrix)
+    {
+      Base::analyzePattern(matrix);
+    }
+    
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
+      *
+      * \sa analyzePattern()
+      */
+    void factorize(const MatrixType& matrix);
+    
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal */
+    template<typename Rhs,typename Dest>
+    void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const;
+    #endif // EIGEN_PARSED_BY_DOXYGEN
+    
+  protected:
+    
+    using Base::m_matrix;
+    using Base::m_sluOptions;
+    using Base::m_sluA;
+    using Base::m_sluB;
+    using Base::m_sluX;
+    using Base::m_p;
+    using Base::m_q;
+    using Base::m_sluEtree;
+    using Base::m_sluEqued;
+    using Base::m_sluRscale;
+    using Base::m_sluCscale;
+    using Base::m_sluL;
+    using Base::m_sluU;
+    using Base::m_sluStat;
+    using Base::m_sluFerr;
+    using Base::m_sluBerr;
+    using Base::m_l;
+    using Base::m_u;
+    
+    using Base::m_analysisIsOk;
+    using Base::m_factorizationIsOk;
+    using Base::m_extractedDataAreDirty;
+    using Base::m_isInitialized;
+    using Base::m_info;
+
+    void init()
+    {
+      Base::init();
+      
+      ilu_set_default_options(&m_sluOptions);
+      m_sluOptions.PrintStat        = NO;
+      m_sluOptions.ConditionNumber  = NO;
+      m_sluOptions.Trans            = NOTRANS;
+      m_sluOptions.ColPerm          = MMD_AT_PLUS_A;
+      
+      // no attempt to preserve column sum
+      m_sluOptions.ILU_MILU = SILU;
+      // only basic ILU(k) support -- no direct control over memory consumption
+      // better to use ILU_DropRule = DROP_BASIC | DROP_AREA
+      // and set ILU_FillFactor to max memory growth
+      m_sluOptions.ILU_DropRule = DROP_BASIC;
+      m_sluOptions.ILU_DropTol = NumTraits<Scalar>::dummy_precision()*10;
+    }
+    
+  private:
+    SuperILU(SuperILU& ) { }
+};
+
+template<typename MatrixType>
+void SuperILU<MatrixType>::factorize(const MatrixType& a)
+{
+  eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
+  if(!m_analysisIsOk)
+  {
+    m_info = InvalidInput;
+    return;
+  }
+  
+  this->initFactorization(a);
+
+  int info = 0;
+  RealScalar recip_pivot_growth, rcond;
+
+  StatInit(&m_sluStat);
+  SuperLU_gsisx(&m_sluOptions, &m_sluA, m_q.data(), m_p.data(), &m_sluEtree[0],
+                &m_sluEqued, &m_sluRscale[0], &m_sluCscale[0],
+                &m_sluL, &m_sluU,
+                NULL, 0,
+                &m_sluB, &m_sluX,
+                &recip_pivot_growth, &rcond,
+                &m_sluStat, &info, Scalar());
+  StatFree(&m_sluStat);
+
+  // FIXME how to better check for errors ???
+  m_info = info == 0 ? Success : NumericalIssue;
+  m_factorizationIsOk = true;
+}
+
+template<typename MatrixType>
+template<typename Rhs,typename Dest>
+void SuperILU<MatrixType>::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest>& x) const
+{
+  eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()");
+
+  const int size = m_matrix.rows();
+  const int rhsCols = b.cols();
+  eigen_assert(size==b.rows());
+
+  m_sluOptions.Trans = NOTRANS;
+  m_sluOptions.Fact = FACTORED;
+  m_sluOptions.IterRefine = NOREFINE;
+
+  m_sluFerr.resize(rhsCols);
+  m_sluBerr.resize(rhsCols);
+  m_sluB = SluMatrix::Map(b.const_cast_derived());
+  m_sluX = SluMatrix::Map(x.derived());
+
+  typename Rhs::PlainObject b_cpy;
+  if(m_sluEqued!='N')
+  {
+    b_cpy = b;
+    m_sluB = SluMatrix::Map(b_cpy.const_cast_derived());  
+  }
+  
+  int info = 0;
+  RealScalar recip_pivot_growth, rcond;
+
+  StatInit(&m_sluStat);
+  SuperLU_gsisx(&m_sluOptions, &m_sluA,
+                m_q.data(), m_p.data(),
+                &m_sluEtree[0], &m_sluEqued,
+                &m_sluRscale[0], &m_sluCscale[0],
+                &m_sluL, &m_sluU,
+                NULL, 0,
+                &m_sluB, &m_sluX,
+                &recip_pivot_growth, &rcond,
+                &m_sluStat, &info, Scalar());
+  StatFree(&m_sluStat);
+
+  m_info = info==0 ? Success : NumericalIssue;
+}
+#endif
+
+namespace internal {
+  
+template<typename _MatrixType, typename Derived, typename Rhs>
+struct solve_retval<SuperLUBase<_MatrixType,Derived>, Rhs>
+  : solve_retval_base<SuperLUBase<_MatrixType,Derived>, Rhs>
+{
+  typedef SuperLUBase<_MatrixType,Derived> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec().derived()._solve(rhs(),dst);
+  }
+};
+
+template<typename _MatrixType, typename Derived, typename Rhs>
+struct sparse_solve_retval<SuperLUBase<_MatrixType,Derived>, Rhs>
+  : sparse_solve_retval_base<SuperLUBase<_MatrixType,Derived>, Rhs>
+{
+  typedef SuperLUBase<_MatrixType,Derived> Dec;
+  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    this->defaultEvalTo(dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SUPERLUSUPPORT_H