ruby-eigen 0.0.9 → 0.0.10.pre1

data/ext/eigen/eigen3/Eigen/src/Cholesky/LLT_MKL.h

@@ -0,0 +1,102 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *     LLt decomposition based on LAPACKE_?potrf function.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_LLT_MKL_H
+#define EIGEN_LLT_MKL_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+#include <iostream>
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Scalar> struct mkl_llt;
+
+#define EIGEN_MKL_LLT(EIGTYPE, MKLTYPE, MKLPREFIX) \
+template<> struct mkl_llt<EIGTYPE> \
+{ \
+  template<typename MatrixType> \
+  static inline typename MatrixType::Index potrf(MatrixType& m, char uplo) \
+  { \
+    lapack_int matrix_order; \
+    lapack_int size, lda, info, StorageOrder; \
+    EIGTYPE* a; \
+    eigen_assert(m.rows()==m.cols()); \
+    /* Set up parameters for ?potrf */ \
+    size = m.rows(); \
+    StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \
+    matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
+    a = &(m.coeffRef(0,0)); \
+    lda = m.outerStride(); \
+\
+    info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (MKLTYPE*)a, lda ); \
+    info = (info==0) ? -1 : info>0 ? info-1 : size; \
+    return info; \
+  } \
+}; \
+template<> struct llt_inplace<EIGTYPE, Lower> \
+{ \
+  template<typename MatrixType> \
+  static typename MatrixType::Index blocked(MatrixType& m) \
+  { \
+    return mkl_llt<EIGTYPE>::potrf(m, 'L'); \
+  } \
+  template<typename MatrixType, typename VectorType> \
+  static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
+  { return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \
+}; \
+template<> struct llt_inplace<EIGTYPE, Upper> \
+{ \
+  template<typename MatrixType> \
+  static typename MatrixType::Index blocked(MatrixType& m) \
+  { \
+    return mkl_llt<EIGTYPE>::potrf(m, 'U'); \
+  } \
+  template<typename MatrixType, typename VectorType> \
+  static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
+  { \
+    Transpose<MatrixType> matt(mat); \
+    return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \
+  } \
+};
+
+EIGEN_MKL_LLT(double, double, d)
+EIGEN_MKL_LLT(float, float, s)
+EIGEN_MKL_LLT(dcomplex, MKL_Complex16, z)
+EIGEN_MKL_LLT(scomplex, MKL_Complex8, c)
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_LLT_MKL_H

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

@@ -0,0 +1,607 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_CHOLMODSUPPORT_H
+#define EIGEN_CHOLMODSUPPORT_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Scalar, typename CholmodType>
+void cholmod_configure_matrix(CholmodType& mat)
+{
+  if (internal::is_same<Scalar,float>::value)
+  {
+    mat.xtype = CHOLMOD_REAL;
+    mat.dtype = CHOLMOD_SINGLE;
+  }
+  else if (internal::is_same<Scalar,double>::value)
+  {
+    mat.xtype = CHOLMOD_REAL;
+    mat.dtype = CHOLMOD_DOUBLE;
+  }
+  else if (internal::is_same<Scalar,std::complex<float> >::value)
+  {
+    mat.xtype = CHOLMOD_COMPLEX;
+    mat.dtype = CHOLMOD_SINGLE;
+  }
+  else if (internal::is_same<Scalar,std::complex<double> >::value)
+  {
+    mat.xtype = CHOLMOD_COMPLEX;
+    mat.dtype = CHOLMOD_DOUBLE;
+  }
+  else
+  {
+    eigen_assert(false && "Scalar type not supported by CHOLMOD");
+  }
+}
+
+} // namespace internal
+
+/** Wraps the Eigen sparse matrix \a mat into a Cholmod sparse matrix object.
+  * Note that the data are shared.
+  */
+template<typename _Scalar, int _Options, typename _Index>
+cholmod_sparse viewAsCholmod(SparseMatrix<_Scalar,_Options,_Index>& mat)
+{
+  cholmod_sparse res;
+  res.nzmax   = mat.nonZeros();
+  res.nrow    = mat.rows();;
+  res.ncol    = mat.cols();
+  res.p       = mat.outerIndexPtr();
+  res.i       = mat.innerIndexPtr();
+  res.x       = mat.valuePtr();
+  res.z       = 0;
+  res.sorted  = 1;
+  if(mat.isCompressed())
+  {
+    res.packed  = 1;
+    res.nz = 0;
+  }
+  else
+  {
+    res.packed  = 0;
+    res.nz = mat.innerNonZeroPtr();
+  }
+
+  res.dtype   = 0;
+  res.stype   = -1;
+  
+  if (internal::is_same<_Index,int>::value)
+  {
+    res.itype = CHOLMOD_INT;
+  }
+  else if (internal::is_same<_Index,SuiteSparse_long>::value)
+  {
+    res.itype = CHOLMOD_LONG;
+  }
+  else
+  {
+    eigen_assert(false && "Index type not supported yet");
+  }
+
+  // setup res.xtype
+  internal::cholmod_configure_matrix<_Scalar>(res);
+  
+  res.stype = 0;
+  
+  return res;
+}
+
+template<typename _Scalar, int _Options, typename _Index>
+const cholmod_sparse viewAsCholmod(const SparseMatrix<_Scalar,_Options,_Index>& mat)
+{
+  cholmod_sparse res = viewAsCholmod(mat.const_cast_derived());
+  return res;
+}
+
+/** Returns a view of the Eigen sparse matrix \a mat as Cholmod sparse matrix.
+  * The data are not copied but shared. */
+template<typename _Scalar, int _Options, typename _Index, unsigned int UpLo>
+cholmod_sparse viewAsCholmod(const SparseSelfAdjointView<SparseMatrix<_Scalar,_Options,_Index>, UpLo>& mat)
+{
+  cholmod_sparse res = viewAsCholmod(mat.matrix().const_cast_derived());
+  
+  if(UpLo==Upper) res.stype =  1;
+  if(UpLo==Lower) res.stype = -1;
+
+  return res;
+}
+
+/** Returns a view of the Eigen \b dense matrix \a mat as Cholmod dense matrix.
+  * The data are not copied but shared. */
+template<typename Derived>
+cholmod_dense viewAsCholmod(MatrixBase<Derived>& mat)
+{
+  EIGEN_STATIC_ASSERT((internal::traits<Derived>::Flags&RowMajorBit)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+  typedef typename Derived::Scalar Scalar;
+
+  cholmod_dense res;
+  res.nrow   = mat.rows();
+  res.ncol   = mat.cols();
+  res.nzmax  = res.nrow * res.ncol;
+  res.d      = Derived::IsVectorAtCompileTime ? mat.derived().size() : mat.derived().outerStride();
+  res.x      = (void*)(mat.derived().data());
+  res.z      = 0;
+
+  internal::cholmod_configure_matrix<Scalar>(res);
+
+  return res;
+}
+
+/** Returns a view of the Cholmod sparse matrix \a cm as an Eigen sparse matrix.
+  * The data are not copied but shared. */
+template<typename Scalar, int Flags, typename Index>
+MappedSparseMatrix<Scalar,Flags,Index> viewAsEigen(cholmod_sparse& cm)
+{
+  return MappedSparseMatrix<Scalar,Flags,Index>
+         (cm.nrow, cm.ncol, static_cast<Index*>(cm.p)[cm.ncol],
+          static_cast<Index*>(cm.p), static_cast<Index*>(cm.i),static_cast<Scalar*>(cm.x) );
+}
+
+enum CholmodMode {
+  CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt
+};
+
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodBase
+  * \brief The base class for the direct Cholesky factorization of Cholmod
+  * \sa class CholmodSupernodalLLT, class CholmodSimplicialLDLT, class CholmodSimplicialLLT
+  */
+template<typename _MatrixType, int _UpLo, typename Derived>
+class CholmodBase : internal::noncopyable
+{
+  public:
+    typedef _MatrixType MatrixType;
+    enum { UpLo = _UpLo };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef MatrixType CholMatrixType;
+    typedef typename MatrixType::Index Index;
+
+  public:
+
+    CholmodBase()
+      : m_cholmodFactor(0), m_info(Success), m_isInitialized(false)
+    {
+      m_shiftOffset[0] = m_shiftOffset[1] = RealScalar(0.0);
+      cholmod_start(&m_cholmod);
+    }
+
+    CholmodBase(const MatrixType& matrix)
+      : m_cholmodFactor(0), m_info(Success), m_isInitialized(false)
+    {
+      m_shiftOffset[0] = m_shiftOffset[1] = RealScalar(0.0);
+      cholmod_start(&m_cholmod);
+      compute(matrix);
+    }
+
+    ~CholmodBase()
+    {
+      if(m_cholmodFactor)
+        cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
+      cholmod_finish(&m_cholmod);
+    }
+    
+    inline Index cols() const { return m_cholmodFactor->n; }
+    inline Index rows() const { return m_cholmodFactor->n; }
+    
+    Derived& derived() { return *static_cast<Derived*>(this); }
+    const Derived& derived() const { return *static_cast<const Derived*>(this); }
+    
+    /** \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 */
+    Derived& compute(const MatrixType& matrix)
+    {
+      analyzePattern(matrix);
+      factorize(matrix);
+      return 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::solve_retval<CholmodBase, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "LLT is not initialized.");
+      eigen_assert(rows()==b.rows()
+                && "CholmodDecomposition::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::solve_retval<CholmodBase, 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<CholmodBase, Rhs>
+    solve(const SparseMatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "LLT is not initialized.");
+      eigen_assert(rows()==b.rows()
+                && "CholmodDecomposition::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::sparse_solve_retval<CholmodBase, Rhs>(*this, b.derived());
+    }
+    
+    /** Performs a symbolic decomposition on the sparsity pattern of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      * 
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& matrix)
+    {
+      if(m_cholmodFactor)
+      {
+        cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
+        m_cholmodFactor = 0;
+      }
+      cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
+      m_cholmodFactor = cholmod_analyze(&A, &m_cholmod);
+      
+      this->m_isInitialized = true;
+      this->m_info = Success;
+      m_analysisIsOk = true;
+      m_factorizationIsOk = false;
+    }
+    
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must have the same sparsity pattern as the matrix on which the symbolic decomposition has been performed.
+      *
+      * \sa analyzePattern()
+      */
+    void factorize(const MatrixType& matrix)
+    {
+      eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
+      cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
+      cholmod_factorize_p(&A, m_shiftOffset, 0, 0, m_cholmodFactor, &m_cholmod);
+      
+      // If the factorization failed, minor is the column at which it did. On success minor == n.
+      this->m_info = (m_cholmodFactor->minor == m_cholmodFactor->n ? Success : NumericalIssue);
+      m_factorizationIsOk = true;
+    }
+    
+    /** Returns a reference to the Cholmod's configuration structure to get a full control over the performed operations.
+     *  See the Cholmod user guide for details. */
+    cholmod_common& cholmod() { return m_cholmod; }
+    
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal */
+    template<typename Rhs,typename Dest>
+    void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
+    {
+      eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
+      const Index size = m_cholmodFactor->n;
+      EIGEN_UNUSED_VARIABLE(size);
+      eigen_assert(size==b.rows());
+
+      // note: cd stands for Cholmod Dense
+      Rhs& b_ref(b.const_cast_derived());
+      cholmod_dense b_cd = viewAsCholmod(b_ref);
+      cholmod_dense* x_cd = cholmod_solve(CHOLMOD_A, m_cholmodFactor, &b_cd, &m_cholmod);
+      if(!x_cd)
+      {
+        this->m_info = NumericalIssue;
+      }
+      // TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
+      dest = Matrix<Scalar,Dest::RowsAtCompileTime,Dest::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x),b.rows(),b.cols());
+      cholmod_free_dense(&x_cd, &m_cholmod);
+    }
+    
+    /** \internal */
+    template<typename RhsScalar, int RhsOptions, typename RhsIndex, typename DestScalar, int DestOptions, typename DestIndex>
+    void _solve(const SparseMatrix<RhsScalar,RhsOptions,RhsIndex> &b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const
+    {
+      eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
+      const Index size = m_cholmodFactor->n;
+      EIGEN_UNUSED_VARIABLE(size);
+      eigen_assert(size==b.rows());
+
+      // note: cs stands for Cholmod Sparse
+      cholmod_sparse b_cs = viewAsCholmod(b);
+      cholmod_sparse* x_cs = cholmod_spsolve(CHOLMOD_A, m_cholmodFactor, &b_cs, &m_cholmod);
+      if(!x_cs)
+      {
+        this->m_info = NumericalIssue;
+      }
+      // TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
+      dest = viewAsEigen<DestScalar,DestOptions,DestIndex>(*x_cs);
+      cholmod_free_sparse(&x_cs, &m_cholmod);
+    }
+    #endif // EIGEN_PARSED_BY_DOXYGEN
+    
+    
+    /** Sets the shift parameter that will be used to adjust the diagonal coefficients during the numerical factorization.
+      *
+      * During the numerical factorization, an offset term is added to the diagonal coefficients:\n
+      * \c d_ii = \a offset + \c d_ii
+      *
+      * The default is \a offset=0.
+      *
+      * \returns a reference to \c *this.
+      */
+    Derived& setShift(const RealScalar& offset)
+    {
+      m_shiftOffset[0] = offset;
+      return derived();
+    }
+    
+    template<typename Stream>
+    void dumpMemory(Stream& /*s*/)
+    {}
+    
+  protected:
+    mutable cholmod_common m_cholmod;
+    cholmod_factor* m_cholmodFactor;
+    RealScalar m_shiftOffset[2];
+    mutable ComputationInfo m_info;
+    bool m_isInitialized;
+    int m_factorizationIsOk;
+    int m_analysisIsOk;
+};
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodSimplicialLLT
+  * \brief A simplicial direct Cholesky (LLT) factorization and solver based on Cholmod
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a simplicial LL^T Cholesky factorization
+  * using the Cholmod library.
+  * This simplicial variant is equivalent to Eigen's built-in SimplicialLLT class. Therefore, it has little practical interest.
+  * The sparse matrix A must be selfadjoint and positive definite. 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<>
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  *
+  * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
+  *
+  * \sa \ref TutorialSparseDirectSolvers, class CholmodSupernodalLLT, class SimplicialLLT
+  */
+template<typename _MatrixType, int _UpLo = Lower>
+class CholmodSimplicialLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT<_MatrixType, _UpLo> >
+{
+    typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT> Base;
+    using Base::m_cholmod;
+    
+  public:
+    
+    typedef _MatrixType MatrixType;
+    
+    CholmodSimplicialLLT() : Base() { init(); }
+
+    CholmodSimplicialLLT(const MatrixType& matrix) : Base()
+    {
+      init();
+      Base::compute(matrix);
+    }
+
+    ~CholmodSimplicialLLT() {}
+  protected:
+    void init()
+    {
+      m_cholmod.final_asis = 0;
+      m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
+      m_cholmod.final_ll = 1;
+    }
+};
+
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodSimplicialLDLT
+  * \brief A simplicial direct Cholesky (LDLT) factorization and solver based on Cholmod
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a simplicial LDL^T Cholesky factorization
+  * using the Cholmod library.
+  * This simplicial variant is equivalent to Eigen's built-in SimplicialLDLT class. Therefore, it has little practical interest.
+  * The sparse matrix A must be selfadjoint and positive definite. 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<>
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  *
+  * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
+  *
+  * \sa \ref TutorialSparseDirectSolvers, class CholmodSupernodalLLT, class SimplicialLDLT
+  */
+template<typename _MatrixType, int _UpLo = Lower>
+class CholmodSimplicialLDLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT<_MatrixType, _UpLo> >
+{
+    typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT> Base;
+    using Base::m_cholmod;
+    
+  public:
+    
+    typedef _MatrixType MatrixType;
+    
+    CholmodSimplicialLDLT() : Base() { init(); }
+
+    CholmodSimplicialLDLT(const MatrixType& matrix) : Base()
+    {
+      init();
+      Base::compute(matrix);
+    }
+
+    ~CholmodSimplicialLDLT() {}
+  protected:
+    void init()
+    {
+      m_cholmod.final_asis = 1;
+      m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
+    }
+};
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodSupernodalLLT
+  * \brief A supernodal Cholesky (LLT) factorization and solver based on Cholmod
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a supernodal LL^T Cholesky factorization
+  * using the Cholmod library.
+  * This supernodal variant performs best on dense enough problems, e.g., 3D FEM, or very high order 2D FEM.
+  * The sparse matrix A must be selfadjoint and positive definite. 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<>
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  *
+  * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
+  *
+  * \sa \ref TutorialSparseDirectSolvers
+  */
+template<typename _MatrixType, int _UpLo = Lower>
+class CholmodSupernodalLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT<_MatrixType, _UpLo> >
+{
+    typedef CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT> Base;
+    using Base::m_cholmod;
+    
+  public:
+    
+    typedef _MatrixType MatrixType;
+    
+    CholmodSupernodalLLT() : Base() { init(); }
+
+    CholmodSupernodalLLT(const MatrixType& matrix) : Base()
+    {
+      init();
+      Base::compute(matrix);
+    }
+
+    ~CholmodSupernodalLLT() {}
+  protected:
+    void init()
+    {
+      m_cholmod.final_asis = 1;
+      m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
+    }
+};
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodDecomposition
+  * \brief A general Cholesky factorization and solver based on Cholmod
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a LL^T or LDL^T Cholesky factorization
+  * using the Cholmod library. The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
+  * X and B can be either dense or sparse.
+  *
+  * This variant permits to change the underlying Cholesky method at runtime.
+  * On the other hand, it does not provide access to the result of the factorization.
+  * The default is to let Cholmod automatically choose between a simplicial and supernodal factorization.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  *
+  * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
+  *
+  * \sa \ref TutorialSparseDirectSolvers
+  */
+template<typename _MatrixType, int _UpLo = Lower>
+class CholmodDecomposition : public CholmodBase<_MatrixType, _UpLo, CholmodDecomposition<_MatrixType, _UpLo> >
+{
+    typedef CholmodBase<_MatrixType, _UpLo, CholmodDecomposition> Base;
+    using Base::m_cholmod;
+    
+  public:
+    
+    typedef _MatrixType MatrixType;
+    
+    CholmodDecomposition() : Base() { init(); }
+
+    CholmodDecomposition(const MatrixType& matrix) : Base()
+    {
+      init();
+      Base::compute(matrix);
+    }
+
+    ~CholmodDecomposition() {}
+    
+    void setMode(CholmodMode mode)
+    {
+      switch(mode)
+      {
+        case CholmodAuto:
+          m_cholmod.final_asis = 1;
+          m_cholmod.supernodal = CHOLMOD_AUTO;
+          break;
+        case CholmodSimplicialLLt:
+          m_cholmod.final_asis = 0;
+          m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
+          m_cholmod.final_ll = 1;
+          break;
+        case CholmodSupernodalLLt:
+          m_cholmod.final_asis = 1;
+          m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
+          break;
+        case CholmodLDLt:
+          m_cholmod.final_asis = 1;
+          m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
+          break;
+        default:
+          break;
+      }
+    }
+  protected:
+    void init()
+    {
+      m_cholmod.final_asis = 1;
+      m_cholmod.supernodal = CHOLMOD_AUTO;
+    }
+};
+
+namespace internal {
+  
+template<typename _MatrixType, int _UpLo, typename Derived, typename Rhs>
+struct solve_retval<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs>
+  : solve_retval_base<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs>
+{
+  typedef CholmodBase<_MatrixType,_UpLo,Derived> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+template<typename _MatrixType, int _UpLo, typename Derived, typename Rhs>
+struct sparse_solve_retval<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs>
+  : sparse_solve_retval_base<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs>
+{
+  typedef CholmodBase<_MatrixType,_UpLo,Derived> Dec;
+  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CHOLMODSUPPORT_H