tomoto 0.1.0
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- checksums.yaml +7 -0
- data/CHANGELOG.md +3 -0
- data/LICENSE.txt +22 -0
- data/README.md +123 -0
- data/ext/tomoto/ext.cpp +245 -0
- data/ext/tomoto/extconf.rb +28 -0
- data/lib/tomoto.rb +12 -0
- data/lib/tomoto/ct.rb +11 -0
- data/lib/tomoto/hdp.rb +11 -0
- data/lib/tomoto/lda.rb +67 -0
- data/lib/tomoto/version.rb +3 -0
- data/vendor/EigenRand/EigenRand/Core.h +1139 -0
- data/vendor/EigenRand/EigenRand/Dists/Basic.h +111 -0
- data/vendor/EigenRand/EigenRand/Dists/Discrete.h +877 -0
- data/vendor/EigenRand/EigenRand/Dists/GammaPoisson.h +108 -0
- data/vendor/EigenRand/EigenRand/Dists/NormalExp.h +626 -0
- data/vendor/EigenRand/EigenRand/EigenRand +19 -0
- data/vendor/EigenRand/EigenRand/Macro.h +24 -0
- data/vendor/EigenRand/EigenRand/MorePacketMath.h +978 -0
- data/vendor/EigenRand/EigenRand/PacketFilter.h +286 -0
- data/vendor/EigenRand/EigenRand/PacketRandomEngine.h +624 -0
- data/vendor/EigenRand/EigenRand/RandUtils.h +413 -0
- data/vendor/EigenRand/EigenRand/doc.h +220 -0
- data/vendor/EigenRand/LICENSE +21 -0
- data/vendor/EigenRand/README.md +288 -0
- data/vendor/eigen/COPYING.BSD +26 -0
- data/vendor/eigen/COPYING.GPL +674 -0
- data/vendor/eigen/COPYING.LGPL +502 -0
- data/vendor/eigen/COPYING.MINPACK +52 -0
- data/vendor/eigen/COPYING.MPL2 +373 -0
- data/vendor/eigen/COPYING.README +18 -0
- data/vendor/eigen/Eigen/CMakeLists.txt +19 -0
- data/vendor/eigen/Eigen/Cholesky +46 -0
- data/vendor/eigen/Eigen/CholmodSupport +48 -0
- data/vendor/eigen/Eigen/Core +537 -0
- data/vendor/eigen/Eigen/Dense +7 -0
- data/vendor/eigen/Eigen/Eigen +2 -0
- data/vendor/eigen/Eigen/Eigenvalues +61 -0
- data/vendor/eigen/Eigen/Geometry +62 -0
- data/vendor/eigen/Eigen/Householder +30 -0
- data/vendor/eigen/Eigen/IterativeLinearSolvers +48 -0
- data/vendor/eigen/Eigen/Jacobi +33 -0
- data/vendor/eigen/Eigen/LU +50 -0
- data/vendor/eigen/Eigen/MetisSupport +35 -0
- data/vendor/eigen/Eigen/OrderingMethods +73 -0
- data/vendor/eigen/Eigen/PaStiXSupport +48 -0
- data/vendor/eigen/Eigen/PardisoSupport +35 -0
- data/vendor/eigen/Eigen/QR +51 -0
- data/vendor/eigen/Eigen/QtAlignedMalloc +40 -0
- data/vendor/eigen/Eigen/SPQRSupport +34 -0
- data/vendor/eigen/Eigen/SVD +51 -0
- data/vendor/eigen/Eigen/Sparse +36 -0
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- data/vendor/eigen/Eigen/SparseCore +69 -0
- data/vendor/eigen/Eigen/SparseLU +46 -0
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- data/vendor/eigen/Eigen/SuperLUSupport +64 -0
- data/vendor/eigen/Eigen/UmfPackSupport +40 -0
- data/vendor/eigen/Eigen/src/Cholesky/LDLT.h +673 -0
- data/vendor/eigen/Eigen/src/Cholesky/LLT.h +542 -0
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- data/vendor/eigen/Eigen/src/CholmodSupport/CholmodSupport.h +639 -0
- data/vendor/eigen/Eigen/src/Core/Array.h +329 -0
- data/vendor/eigen/Eigen/src/Core/ArrayBase.h +226 -0
- data/vendor/eigen/Eigen/src/Core/ArrayWrapper.h +209 -0
- data/vendor/eigen/Eigen/src/Core/Assign.h +90 -0
- data/vendor/eigen/Eigen/src/Core/AssignEvaluator.h +935 -0
- data/vendor/eigen/Eigen/src/Core/Assign_MKL.h +178 -0
- data/vendor/eigen/Eigen/src/Core/BandMatrix.h +353 -0
- data/vendor/eigen/Eigen/src/Core/Block.h +452 -0
- data/vendor/eigen/Eigen/src/Core/BooleanRedux.h +164 -0
- data/vendor/eigen/Eigen/src/Core/CommaInitializer.h +160 -0
- data/vendor/eigen/Eigen/src/Core/ConditionEstimator.h +175 -0
- data/vendor/eigen/Eigen/src/Core/CoreEvaluators.h +1688 -0
- data/vendor/eigen/Eigen/src/Core/CoreIterators.h +127 -0
- data/vendor/eigen/Eigen/src/Core/CwiseBinaryOp.h +184 -0
- data/vendor/eigen/Eigen/src/Core/CwiseNullaryOp.h +866 -0
- data/vendor/eigen/Eigen/src/Core/CwiseTernaryOp.h +197 -0
- data/vendor/eigen/Eigen/src/Core/CwiseUnaryOp.h +103 -0
- data/vendor/eigen/Eigen/src/Core/CwiseUnaryView.h +128 -0
- data/vendor/eigen/Eigen/src/Core/DenseBase.h +611 -0
- data/vendor/eigen/Eigen/src/Core/DenseCoeffsBase.h +681 -0
- data/vendor/eigen/Eigen/src/Core/DenseStorage.h +570 -0
- data/vendor/eigen/Eigen/src/Core/Diagonal.h +260 -0
- data/vendor/eigen/Eigen/src/Core/DiagonalMatrix.h +343 -0
- data/vendor/eigen/Eigen/src/Core/DiagonalProduct.h +28 -0
- data/vendor/eigen/Eigen/src/Core/Dot.h +318 -0
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- data/vendor/eigen/Eigen/src/Core/GeneralProduct.h +455 -0
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- data/vendor/eigen/Eigen/src/Core/Random.h +182 -0
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- data/vendor/eigen/Eigen/src/Core/Select.h +162 -0
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- data/vendor/eigen/Eigen/src/Core/Stride.h +111 -0
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- data/vendor/eigen/Eigen/src/Core/Transpose.h +403 -0
- data/vendor/eigen/Eigen/src/Core/Transpositions.h +407 -0
- data/vendor/eigen/Eigen/src/Core/TriangularMatrix.h +983 -0
- data/vendor/eigen/Eigen/src/Core/VectorBlock.h +96 -0
- data/vendor/eigen/Eigen/src/Core/VectorwiseOp.h +695 -0
- data/vendor/eigen/Eigen/src/Core/Visitor.h +273 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/Complex.h +451 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/MathFunctions.h +439 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/PacketMath.h +637 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/TypeCasting.h +51 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX512/MathFunctions.h +391 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX512/PacketMath.h +1316 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/Complex.h +430 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/MathFunctions.h +322 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/PacketMath.h +1061 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/Complex.h +103 -0
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- data/vendor/eigen/Eigen/src/Core/arch/CUDA/MathFunctions.h +91 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMath.h +333 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMathHalf.h +1124 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/TypeCasting.h +212 -0
- data/vendor/eigen/Eigen/src/Core/arch/Default/ConjHelper.h +29 -0
- data/vendor/eigen/Eigen/src/Core/arch/Default/Settings.h +49 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/Complex.h +490 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/MathFunctions.h +91 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/PacketMath.h +760 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/Complex.h +471 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/MathFunctions.h +562 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/PacketMath.h +895 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/TypeCasting.h +77 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/Complex.h +397 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/MathFunctions.h +137 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/PacketMath.h +945 -0
- data/vendor/eigen/Eigen/src/Core/functors/AssignmentFunctors.h +168 -0
- data/vendor/eigen/Eigen/src/Core/functors/BinaryFunctors.h +475 -0
- data/vendor/eigen/Eigen/src/Core/functors/NullaryFunctors.h +188 -0
- data/vendor/eigen/Eigen/src/Core/functors/StlFunctors.h +136 -0
- data/vendor/eigen/Eigen/src/Core/functors/TernaryFunctors.h +25 -0
- data/vendor/eigen/Eigen/src/Core/functors/UnaryFunctors.h +792 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2156 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix.h +492 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +311 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +145 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +122 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector.h +619 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +136 -0
- data/vendor/eigen/Eigen/src/Core/products/Parallelizer.h +163 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +521 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +287 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixVector.h +260 -0
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- data/vendor/eigen/Eigen/src/Core/products/SelfadjointProduct.h +133 -0
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- data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix.h +466 -0
- data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +315 -0
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- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +107 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +280 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +126 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pruneL.h +136 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
- data/vendor/eigen/Eigen/src/SparseQR/SparseQR.h +745 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdDeque.h +126 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdList.h +106 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdVector.h +131 -0
- data/vendor/eigen/Eigen/src/StlSupport/details.h +84 -0
- data/vendor/eigen/Eigen/src/SuperLUSupport/SuperLUSupport.h +1027 -0
- data/vendor/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h +506 -0
- data/vendor/eigen/Eigen/src/misc/Image.h +82 -0
- data/vendor/eigen/Eigen/src/misc/Kernel.h +79 -0
- data/vendor/eigen/Eigen/src/misc/RealSvd2x2.h +55 -0
- data/vendor/eigen/Eigen/src/misc/blas.h +440 -0
- data/vendor/eigen/Eigen/src/misc/lapack.h +152 -0
- data/vendor/eigen/Eigen/src/misc/lapacke.h +16291 -0
- data/vendor/eigen/Eigen/src/misc/lapacke_mangling.h +17 -0
- data/vendor/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.h +332 -0
- data/vendor/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.h +552 -0
- data/vendor/eigen/Eigen/src/plugins/BlockMethods.h +1058 -0
- data/vendor/eigen/Eigen/src/plugins/CommonCwiseBinaryOps.h +115 -0
- data/vendor/eigen/Eigen/src/plugins/CommonCwiseUnaryOps.h +163 -0
- data/vendor/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.h +152 -0
- data/vendor/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.h +85 -0
- data/vendor/eigen/README.md +3 -0
- data/vendor/eigen/bench/README.txt +55 -0
- data/vendor/eigen/bench/btl/COPYING +340 -0
- data/vendor/eigen/bench/btl/README +154 -0
- data/vendor/eigen/bench/tensors/README +21 -0
- data/vendor/eigen/blas/README.txt +6 -0
- data/vendor/eigen/demos/mandelbrot/README +10 -0
- data/vendor/eigen/demos/mix_eigen_and_c/README +9 -0
- data/vendor/eigen/demos/opengl/README +13 -0
- data/vendor/eigen/unsupported/Eigen/CXX11/src/Tensor/README.md +1760 -0
- data/vendor/eigen/unsupported/README.txt +50 -0
- data/vendor/tomotopy/LICENSE +21 -0
- data/vendor/tomotopy/README.kr.rst +375 -0
- data/vendor/tomotopy/README.rst +382 -0
- data/vendor/tomotopy/src/Labeling/FoRelevance.cpp +362 -0
- data/vendor/tomotopy/src/Labeling/FoRelevance.h +88 -0
- data/vendor/tomotopy/src/Labeling/Labeler.h +50 -0
- data/vendor/tomotopy/src/TopicModel/CT.h +37 -0
- data/vendor/tomotopy/src/TopicModel/CTModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/CTModel.hpp +293 -0
- data/vendor/tomotopy/src/TopicModel/DMR.h +51 -0
- data/vendor/tomotopy/src/TopicModel/DMRModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/DMRModel.hpp +374 -0
- data/vendor/tomotopy/src/TopicModel/DT.h +65 -0
- data/vendor/tomotopy/src/TopicModel/DTM.h +22 -0
- data/vendor/tomotopy/src/TopicModel/DTModel.cpp +15 -0
- data/vendor/tomotopy/src/TopicModel/DTModel.hpp +572 -0
- data/vendor/tomotopy/src/TopicModel/GDMR.h +37 -0
- data/vendor/tomotopy/src/TopicModel/GDMRModel.cpp +14 -0
- data/vendor/tomotopy/src/TopicModel/GDMRModel.hpp +485 -0
- data/vendor/tomotopy/src/TopicModel/HDP.h +74 -0
- data/vendor/tomotopy/src/TopicModel/HDPModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/HDPModel.hpp +592 -0
- data/vendor/tomotopy/src/TopicModel/HLDA.h +40 -0
- data/vendor/tomotopy/src/TopicModel/HLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/HLDAModel.hpp +681 -0
- data/vendor/tomotopy/src/TopicModel/HPA.h +27 -0
- data/vendor/tomotopy/src/TopicModel/HPAModel.cpp +21 -0
- data/vendor/tomotopy/src/TopicModel/HPAModel.hpp +588 -0
- data/vendor/tomotopy/src/TopicModel/LDA.h +144 -0
- data/vendor/tomotopy/src/TopicModel/LDACVB0Model.hpp +442 -0
- data/vendor/tomotopy/src/TopicModel/LDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/LDAModel.hpp +1058 -0
- data/vendor/tomotopy/src/TopicModel/LLDA.h +45 -0
- data/vendor/tomotopy/src/TopicModel/LLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/LLDAModel.hpp +203 -0
- data/vendor/tomotopy/src/TopicModel/MGLDA.h +63 -0
- data/vendor/tomotopy/src/TopicModel/MGLDAModel.cpp +17 -0
- data/vendor/tomotopy/src/TopicModel/MGLDAModel.hpp +558 -0
- data/vendor/tomotopy/src/TopicModel/PA.h +43 -0
- data/vendor/tomotopy/src/TopicModel/PAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/PAModel.hpp +467 -0
- data/vendor/tomotopy/src/TopicModel/PLDA.h +17 -0
- data/vendor/tomotopy/src/TopicModel/PLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/PLDAModel.hpp +214 -0
- data/vendor/tomotopy/src/TopicModel/SLDA.h +54 -0
- data/vendor/tomotopy/src/TopicModel/SLDAModel.cpp +17 -0
- data/vendor/tomotopy/src/TopicModel/SLDAModel.hpp +456 -0
- data/vendor/tomotopy/src/TopicModel/TopicModel.hpp +692 -0
- data/vendor/tomotopy/src/Utils/AliasMethod.hpp +169 -0
- data/vendor/tomotopy/src/Utils/Dictionary.h +80 -0
- data/vendor/tomotopy/src/Utils/EigenAddonOps.hpp +181 -0
- data/vendor/tomotopy/src/Utils/LBFGS.h +202 -0
- data/vendor/tomotopy/src/Utils/LBFGS/LineSearchBacktracking.h +120 -0
- data/vendor/tomotopy/src/Utils/LBFGS/LineSearchBracketing.h +122 -0
- data/vendor/tomotopy/src/Utils/LBFGS/Param.h +213 -0
- data/vendor/tomotopy/src/Utils/LUT.hpp +82 -0
- data/vendor/tomotopy/src/Utils/MultiNormalDistribution.hpp +69 -0
- data/vendor/tomotopy/src/Utils/PolyaGamma.hpp +200 -0
- data/vendor/tomotopy/src/Utils/PolyaGammaHybrid.hpp +672 -0
- data/vendor/tomotopy/src/Utils/ThreadPool.hpp +150 -0
- data/vendor/tomotopy/src/Utils/Trie.hpp +220 -0
- data/vendor/tomotopy/src/Utils/TruncMultiNormal.hpp +94 -0
- data/vendor/tomotopy/src/Utils/Utils.hpp +337 -0
- data/vendor/tomotopy/src/Utils/avx_gamma.h +46 -0
- data/vendor/tomotopy/src/Utils/avx_mathfun.h +736 -0
- data/vendor/tomotopy/src/Utils/exception.h +28 -0
- data/vendor/tomotopy/src/Utils/math.h +281 -0
- data/vendor/tomotopy/src/Utils/rtnorm.hpp +2690 -0
- data/vendor/tomotopy/src/Utils/sample.hpp +192 -0
- data/vendor/tomotopy/src/Utils/serializer.hpp +695 -0
- data/vendor/tomotopy/src/Utils/slp.hpp +131 -0
- data/vendor/tomotopy/src/Utils/sse_gamma.h +48 -0
- data/vendor/tomotopy/src/Utils/sse_mathfun.h +710 -0
- data/vendor/tomotopy/src/Utils/text.hpp +49 -0
- data/vendor/tomotopy/src/Utils/tvector.hpp +543 -0
- metadata +531 -0
@@ -0,0 +1,66 @@
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef SPARSELU_IMPL_H
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#define SPARSELU_IMPL_H
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namespace Eigen {
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namespace internal {
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/** \ingroup SparseLU_Module
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* \class SparseLUImpl
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* Base class for sparseLU
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*/
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template <typename Scalar, typename StorageIndex>
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class SparseLUImpl
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{
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public:
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typedef Matrix<Scalar,Dynamic,1> ScalarVector;
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typedef Matrix<StorageIndex,Dynamic,1> IndexVector;
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typedef Matrix<Scalar,Dynamic,Dynamic,ColMajor> ScalarMatrix;
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typedef Map<ScalarMatrix, 0, OuterStride<> > MappedMatrixBlock;
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typedef typename ScalarVector::RealScalar RealScalar;
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typedef Ref<Matrix<Scalar,Dynamic,1> > BlockScalarVector;
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typedef Ref<Matrix<StorageIndex,Dynamic,1> > BlockIndexVector;
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typedef LU_GlobalLU_t<IndexVector, ScalarVector> GlobalLU_t;
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typedef SparseMatrix<Scalar,ColMajor,StorageIndex> MatrixType;
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protected:
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template <typename VectorType>
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Index expand(VectorType& vec, Index& length, Index nbElts, Index keep_prev, Index& num_expansions);
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Index memInit(Index m, Index n, Index annz, Index lwork, Index fillratio, Index panel_size, GlobalLU_t& glu);
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template <typename VectorType>
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Index memXpand(VectorType& vec, Index& maxlen, Index nbElts, MemType memtype, Index& num_expansions);
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void heap_relax_snode (const Index n, IndexVector& et, const Index relax_columns, IndexVector& descendants, IndexVector& relax_end);
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void relax_snode (const Index n, IndexVector& et, const Index relax_columns, IndexVector& descendants, IndexVector& relax_end);
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Index snode_dfs(const Index jcol, const Index kcol,const MatrixType& mat, IndexVector& xprune, IndexVector& marker, GlobalLU_t& glu);
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Index snode_bmod (const Index jcol, const Index fsupc, ScalarVector& dense, GlobalLU_t& glu);
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Index pivotL(const Index jcol, const RealScalar& diagpivotthresh, IndexVector& perm_r, IndexVector& iperm_c, Index& pivrow, GlobalLU_t& glu);
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template <typename Traits>
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void dfs_kernel(const StorageIndex jj, IndexVector& perm_r,
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Index& nseg, IndexVector& panel_lsub, IndexVector& segrep,
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Ref<IndexVector> repfnz_col, IndexVector& xprune, Ref<IndexVector> marker, IndexVector& parent,
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IndexVector& xplore, GlobalLU_t& glu, Index& nextl_col, Index krow, Traits& traits);
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void panel_dfs(const Index m, const Index w, const Index jcol, MatrixType& A, IndexVector& perm_r, Index& nseg, ScalarVector& dense, IndexVector& panel_lsub, IndexVector& segrep, IndexVector& repfnz, IndexVector& xprune, IndexVector& marker, IndexVector& parent, IndexVector& xplore, GlobalLU_t& glu);
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void panel_bmod(const Index m, const Index w, const Index jcol, const Index nseg, ScalarVector& dense, ScalarVector& tempv, IndexVector& segrep, IndexVector& repfnz, GlobalLU_t& glu);
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Index column_dfs(const Index m, const Index jcol, IndexVector& perm_r, Index maxsuper, Index& nseg, BlockIndexVector lsub_col, IndexVector& segrep, BlockIndexVector repfnz, IndexVector& xprune, IndexVector& marker, IndexVector& parent, IndexVector& xplore, GlobalLU_t& glu);
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Index column_bmod(const Index jcol, const Index nseg, BlockScalarVector dense, ScalarVector& tempv, BlockIndexVector segrep, BlockIndexVector repfnz, Index fpanelc, GlobalLU_t& glu);
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Index copy_to_ucol(const Index jcol, const Index nseg, IndexVector& segrep, BlockIndexVector repfnz ,IndexVector& perm_r, BlockScalarVector dense, GlobalLU_t& glu);
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void pruneL(const Index jcol, const IndexVector& perm_r, const Index pivrow, const Index nseg, const IndexVector& segrep, BlockIndexVector repfnz, IndexVector& xprune, GlobalLU_t& glu);
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void countnz(const Index n, Index& nnzL, Index& nnzU, GlobalLU_t& glu);
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void fixupL(const Index n, const IndexVector& perm_r, GlobalLU_t& glu);
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template<typename , typename >
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friend struct column_dfs_traits;
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};
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} // end namespace internal
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} // namespace Eigen
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#endif
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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/*
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* NOTE: This file is the modified version of [s,d,c,z]memory.c files in SuperLU
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* -- SuperLU routine (version 3.1) --
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* Univ. of California Berkeley, Xerox Palo Alto Research Center,
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* and Lawrence Berkeley National Lab.
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* August 1, 2008
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*
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* Copyright (c) 1994 by Xerox Corporation. All rights reserved.
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*
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* THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
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* EXPRESSED OR IMPLIED. ANY USE IS AT YOUR OWN RISK.
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*
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* Permission is hereby granted to use or copy this program for any
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* purpose, provided the above notices are retained on all copies.
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* Permission to modify the code and to distribute modified code is
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* granted, provided the above notices are retained, and a notice that
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* the code was modified is included with the above copyright notice.
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*/
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#ifndef EIGEN_SPARSELU_MEMORY
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#define EIGEN_SPARSELU_MEMORY
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namespace Eigen {
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namespace internal {
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enum { LUNoMarker = 3 };
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enum {emptyIdxLU = -1};
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inline Index LUnumTempV(Index& m, Index& w, Index& t, Index& b)
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{
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return (std::max)(m, (t+b)*w);
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}
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template< typename Scalar>
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inline Index LUTempSpace(Index&m, Index& w)
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{
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return (2*w + 4 + LUNoMarker) * m * sizeof(Index) + (w + 1) * m * sizeof(Scalar);
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}
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/**
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* Expand the existing storage to accomodate more fill-ins
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* \param vec Valid pointer to the vector to allocate or expand
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* \param[in,out] length At input, contain the current length of the vector that is to be increased. At output, length of the newly allocated vector
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* \param[in] nbElts Current number of elements in the factors
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* \param keep_prev 1: use length and do not expand the vector; 0: compute new_len and expand
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* \param[in,out] num_expansions Number of times the memory has been expanded
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*/
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template <typename Scalar, typename StorageIndex>
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template <typename VectorType>
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Index SparseLUImpl<Scalar,StorageIndex>::expand(VectorType& vec, Index& length, Index nbElts, Index keep_prev, Index& num_expansions)
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{
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float alpha = 1.5; // Ratio of the memory increase
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Index new_len; // New size of the allocated memory
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if(num_expansions == 0 || keep_prev)
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new_len = length ; // First time allocate requested
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else
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new_len = (std::max)(length+1,Index(alpha * length));
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VectorType old_vec; // Temporary vector to hold the previous values
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if (nbElts > 0 )
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old_vec = vec.segment(0,nbElts);
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//Allocate or expand the current vector
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#ifdef EIGEN_EXCEPTIONS
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try
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#endif
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{
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vec.resize(new_len);
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}
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#ifdef EIGEN_EXCEPTIONS
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catch(std::bad_alloc& )
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#else
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if(!vec.size())
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#endif
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{
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if (!num_expansions)
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{
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// First time to allocate from LUMemInit()
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// Let LUMemInit() deals with it.
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return -1;
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}
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if (keep_prev)
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{
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// In this case, the memory length should not not be reduced
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return new_len;
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}
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else
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{
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// Reduce the size and increase again
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Index tries = 0; // Number of attempts
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do
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{
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alpha = (alpha + 1)/2;
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new_len = (std::max)(length+1,Index(alpha * length));
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#ifdef EIGEN_EXCEPTIONS
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try
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#endif
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{
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vec.resize(new_len);
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}
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#ifdef EIGEN_EXCEPTIONS
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catch(std::bad_alloc& )
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#else
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if (!vec.size())
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#endif
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{
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tries += 1;
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if ( tries > 10) return new_len;
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}
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} while (!vec.size());
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}
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}
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//Copy the previous values to the newly allocated space
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if (nbElts > 0)
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vec.segment(0, nbElts) = old_vec;
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length = new_len;
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if(num_expansions) ++num_expansions;
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return 0;
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}
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/**
|
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* \brief Allocate various working space for the numerical factorization phase.
|
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* \param m number of rows of the input matrix
|
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* \param n number of columns
|
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* \param annz number of initial nonzeros in the matrix
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* \param lwork if lwork=-1, this routine returns an estimated size of the required memory
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* \param glu persistent data to facilitate multiple factors : will be deleted later ??
|
145
|
+
* \param fillratio estimated ratio of fill in the factors
|
146
|
+
* \param panel_size Size of a panel
|
147
|
+
* \return an estimated size of the required memory if lwork = -1; otherwise, return the size of actually allocated memory when allocation failed, and 0 on success
|
148
|
+
* \note Unlike SuperLU, this routine does not support successive factorization with the same pattern and the same row permutation
|
149
|
+
*/
|
150
|
+
template <typename Scalar, typename StorageIndex>
|
151
|
+
Index SparseLUImpl<Scalar,StorageIndex>::memInit(Index m, Index n, Index annz, Index lwork, Index fillratio, Index panel_size, GlobalLU_t& glu)
|
152
|
+
{
|
153
|
+
Index& num_expansions = glu.num_expansions; //No memory expansions so far
|
154
|
+
num_expansions = 0;
|
155
|
+
glu.nzumax = glu.nzlumax = (std::min)(fillratio * (annz+1) / n, m) * n; // estimated number of nonzeros in U
|
156
|
+
glu.nzlmax = (std::max)(Index(4), fillratio) * (annz+1) / 4; // estimated nnz in L factor
|
157
|
+
// Return the estimated size to the user if necessary
|
158
|
+
Index tempSpace;
|
159
|
+
tempSpace = (2*panel_size + 4 + LUNoMarker) * m * sizeof(Index) + (panel_size + 1) * m * sizeof(Scalar);
|
160
|
+
if (lwork == emptyIdxLU)
|
161
|
+
{
|
162
|
+
Index estimated_size;
|
163
|
+
estimated_size = (5 * n + 5) * sizeof(Index) + tempSpace
|
164
|
+
+ (glu.nzlmax + glu.nzumax) * sizeof(Index) + (glu.nzlumax+glu.nzumax) * sizeof(Scalar) + n;
|
165
|
+
return estimated_size;
|
166
|
+
}
|
167
|
+
|
168
|
+
// Setup the required space
|
169
|
+
|
170
|
+
// First allocate Integer pointers for L\U factors
|
171
|
+
glu.xsup.resize(n+1);
|
172
|
+
glu.supno.resize(n+1);
|
173
|
+
glu.xlsub.resize(n+1);
|
174
|
+
glu.xlusup.resize(n+1);
|
175
|
+
glu.xusub.resize(n+1);
|
176
|
+
|
177
|
+
// Reserve memory for L/U factors
|
178
|
+
do
|
179
|
+
{
|
180
|
+
if( (expand<ScalarVector>(glu.lusup, glu.nzlumax, 0, 0, num_expansions)<0)
|
181
|
+
|| (expand<ScalarVector>(glu.ucol, glu.nzumax, 0, 0, num_expansions)<0)
|
182
|
+
|| (expand<IndexVector> (glu.lsub, glu.nzlmax, 0, 0, num_expansions)<0)
|
183
|
+
|| (expand<IndexVector> (glu.usub, glu.nzumax, 0, 1, num_expansions)<0) )
|
184
|
+
{
|
185
|
+
//Reduce the estimated size and retry
|
186
|
+
glu.nzlumax /= 2;
|
187
|
+
glu.nzumax /= 2;
|
188
|
+
glu.nzlmax /= 2;
|
189
|
+
if (glu.nzlumax < annz ) return glu.nzlumax;
|
190
|
+
}
|
191
|
+
} while (!glu.lusup.size() || !glu.ucol.size() || !glu.lsub.size() || !glu.usub.size());
|
192
|
+
|
193
|
+
++num_expansions;
|
194
|
+
return 0;
|
195
|
+
|
196
|
+
} // end LuMemInit
|
197
|
+
|
198
|
+
/**
|
199
|
+
* \brief Expand the existing storage
|
200
|
+
* \param vec vector to expand
|
201
|
+
* \param[in,out] maxlen On input, previous size of vec (Number of elements to copy ). on output, new size
|
202
|
+
* \param nbElts current number of elements in the vector.
|
203
|
+
* \param memtype Type of the element to expand
|
204
|
+
* \param num_expansions Number of expansions
|
205
|
+
* \return 0 on success, > 0 size of the memory allocated so far
|
206
|
+
*/
|
207
|
+
template <typename Scalar, typename StorageIndex>
|
208
|
+
template <typename VectorType>
|
209
|
+
Index SparseLUImpl<Scalar,StorageIndex>::memXpand(VectorType& vec, Index& maxlen, Index nbElts, MemType memtype, Index& num_expansions)
|
210
|
+
{
|
211
|
+
Index failed_size;
|
212
|
+
if (memtype == USUB)
|
213
|
+
failed_size = this->expand<VectorType>(vec, maxlen, nbElts, 1, num_expansions);
|
214
|
+
else
|
215
|
+
failed_size = this->expand<VectorType>(vec, maxlen, nbElts, 0, num_expansions);
|
216
|
+
|
217
|
+
if (failed_size)
|
218
|
+
return failed_size;
|
219
|
+
|
220
|
+
return 0 ;
|
221
|
+
}
|
222
|
+
|
223
|
+
} // end namespace internal
|
224
|
+
|
225
|
+
} // end namespace Eigen
|
226
|
+
#endif // EIGEN_SPARSELU_MEMORY
|
@@ -0,0 +1,110 @@
|
|
1
|
+
// This file is part of Eigen, a lightweight C++ template library
|
2
|
+
// for linear algebra.
|
3
|
+
//
|
4
|
+
// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
|
5
|
+
//
|
6
|
+
// This Source Code Form is subject to the terms of the Mozilla
|
7
|
+
// Public License v. 2.0. If a copy of the MPL was not distributed
|
8
|
+
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
|
9
|
+
|
10
|
+
/*
|
11
|
+
* NOTE: This file comes from a partly modified version of files slu_[s,d,c,z]defs.h
|
12
|
+
* -- SuperLU routine (version 4.1) --
|
13
|
+
* Univ. of California Berkeley, Xerox Palo Alto Research Center,
|
14
|
+
* and Lawrence Berkeley National Lab.
|
15
|
+
* November, 2010
|
16
|
+
*
|
17
|
+
* Global data structures used in LU factorization -
|
18
|
+
*
|
19
|
+
* nsuper: #supernodes = nsuper + 1, numbered [0, nsuper].
|
20
|
+
* (xsup,supno): supno[i] is the supernode no to which i belongs;
|
21
|
+
* xsup(s) points to the beginning of the s-th supernode.
|
22
|
+
* e.g. supno 0 1 2 2 3 3 3 4 4 4 4 4 (n=12)
|
23
|
+
* xsup 0 1 2 4 7 12
|
24
|
+
* Note: dfs will be performed on supernode rep. relative to the new
|
25
|
+
* row pivoting ordering
|
26
|
+
*
|
27
|
+
* (xlsub,lsub): lsub[*] contains the compressed subscript of
|
28
|
+
* rectangular supernodes; xlsub[j] points to the starting
|
29
|
+
* location of the j-th column in lsub[*]. Note that xlsub
|
30
|
+
* is indexed by column.
|
31
|
+
* Storage: original row subscripts
|
32
|
+
*
|
33
|
+
* During the course of sparse LU factorization, we also use
|
34
|
+
* (xlsub,lsub) for the purpose of symmetric pruning. For each
|
35
|
+
* supernode {s,s+1,...,t=s+r} with first column s and last
|
36
|
+
* column t, the subscript set
|
37
|
+
* lsub[j], j=xlsub[s], .., xlsub[s+1]-1
|
38
|
+
* is the structure of column s (i.e. structure of this supernode).
|
39
|
+
* It is used for the storage of numerical values.
|
40
|
+
* Furthermore,
|
41
|
+
* lsub[j], j=xlsub[t], .., xlsub[t+1]-1
|
42
|
+
* is the structure of the last column t of this supernode.
|
43
|
+
* It is for the purpose of symmetric pruning. Therefore, the
|
44
|
+
* structural subscripts can be rearranged without making physical
|
45
|
+
* interchanges among the numerical values.
|
46
|
+
*
|
47
|
+
* However, if the supernode has only one column, then we
|
48
|
+
* only keep one set of subscripts. For any subscript interchange
|
49
|
+
* performed, similar interchange must be done on the numerical
|
50
|
+
* values.
|
51
|
+
*
|
52
|
+
* The last column structures (for pruning) will be removed
|
53
|
+
* after the numercial LU factorization phase.
|
54
|
+
*
|
55
|
+
* (xlusup,lusup): lusup[*] contains the numerical values of the
|
56
|
+
* rectangular supernodes; xlusup[j] points to the starting
|
57
|
+
* location of the j-th column in storage vector lusup[*]
|
58
|
+
* Note: xlusup is indexed by column.
|
59
|
+
* Each rectangular supernode is stored by column-major
|
60
|
+
* scheme, consistent with Fortran 2-dim array storage.
|
61
|
+
*
|
62
|
+
* (xusub,ucol,usub): ucol[*] stores the numerical values of
|
63
|
+
* U-columns outside the rectangular supernodes. The row
|
64
|
+
* subscript of nonzero ucol[k] is stored in usub[k].
|
65
|
+
* xusub[i] points to the starting location of column i in ucol.
|
66
|
+
* Storage: new row subscripts; that is subscripts of PA.
|
67
|
+
*/
|
68
|
+
|
69
|
+
#ifndef EIGEN_LU_STRUCTS
|
70
|
+
#define EIGEN_LU_STRUCTS
|
71
|
+
namespace Eigen {
|
72
|
+
namespace internal {
|
73
|
+
|
74
|
+
typedef enum {LUSUP, UCOL, LSUB, USUB, LLVL, ULVL} MemType;
|
75
|
+
|
76
|
+
template <typename IndexVector, typename ScalarVector>
|
77
|
+
struct LU_GlobalLU_t {
|
78
|
+
typedef typename IndexVector::Scalar StorageIndex;
|
79
|
+
IndexVector xsup; //First supernode column ... xsup(s) points to the beginning of the s-th supernode
|
80
|
+
IndexVector supno; // Supernode number corresponding to this column (column to supernode mapping)
|
81
|
+
ScalarVector lusup; // nonzero values of L ordered by columns
|
82
|
+
IndexVector lsub; // Compressed row indices of L rectangular supernodes.
|
83
|
+
IndexVector xlusup; // pointers to the beginning of each column in lusup
|
84
|
+
IndexVector xlsub; // pointers to the beginning of each column in lsub
|
85
|
+
Index nzlmax; // Current max size of lsub
|
86
|
+
Index nzlumax; // Current max size of lusup
|
87
|
+
ScalarVector ucol; // nonzero values of U ordered by columns
|
88
|
+
IndexVector usub; // row indices of U columns in ucol
|
89
|
+
IndexVector xusub; // Pointers to the beginning of each column of U in ucol
|
90
|
+
Index nzumax; // Current max size of ucol
|
91
|
+
Index n; // Number of columns in the matrix
|
92
|
+
Index num_expansions;
|
93
|
+
};
|
94
|
+
|
95
|
+
// Values to set for performance
|
96
|
+
struct perfvalues {
|
97
|
+
Index panel_size; // a panel consists of at most <panel_size> consecutive columns
|
98
|
+
Index relax; // To control degree of relaxing supernodes. If the number of nodes (columns)
|
99
|
+
// in a subtree of the elimination tree is less than relax, this subtree is considered
|
100
|
+
// as one supernode regardless of the row structures of those columns
|
101
|
+
Index maxsuper; // The maximum size for a supernode in complete LU
|
102
|
+
Index rowblk; // The minimum row dimension for 2-D blocking to be used;
|
103
|
+
Index colblk; // The minimum column dimension for 2-D blocking to be used;
|
104
|
+
Index fillfactor; // The estimated fills factors for L and U, compared with A
|
105
|
+
};
|
106
|
+
|
107
|
+
} // end namespace internal
|
108
|
+
|
109
|
+
} // end namespace Eigen
|
110
|
+
#endif // EIGEN_LU_STRUCTS
|
@@ -0,0 +1,301 @@
|
|
1
|
+
// This file is part of Eigen, a lightweight C++ template library
|
2
|
+
// for linear algebra.
|
3
|
+
//
|
4
|
+
// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
|
5
|
+
// Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.fr>
|
6
|
+
//
|
7
|
+
// This Source Code Form is subject to the terms of the Mozilla
|
8
|
+
// Public License v. 2.0. If a copy of the MPL was not distributed
|
9
|
+
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
|
10
|
+
|
11
|
+
#ifndef EIGEN_SPARSELU_SUPERNODAL_MATRIX_H
|
12
|
+
#define EIGEN_SPARSELU_SUPERNODAL_MATRIX_H
|
13
|
+
|
14
|
+
namespace Eigen {
|
15
|
+
namespace internal {
|
16
|
+
|
17
|
+
/** \ingroup SparseLU_Module
|
18
|
+
* \brief a class to manipulate the L supernodal factor from the SparseLU factorization
|
19
|
+
*
|
20
|
+
* This class contain the data to easily store
|
21
|
+
* and manipulate the supernodes during the factorization and solution phase of Sparse LU.
|
22
|
+
* Only the lower triangular matrix has supernodes.
|
23
|
+
*
|
24
|
+
* NOTE : This class corresponds to the SCformat structure in SuperLU
|
25
|
+
*
|
26
|
+
*/
|
27
|
+
/* TODO
|
28
|
+
* InnerIterator as for sparsematrix
|
29
|
+
* SuperInnerIterator to iterate through all supernodes
|
30
|
+
* Function for triangular solve
|
31
|
+
*/
|
32
|
+
template <typename _Scalar, typename _StorageIndex>
|
33
|
+
class MappedSuperNodalMatrix
|
34
|
+
{
|
35
|
+
public:
|
36
|
+
typedef _Scalar Scalar;
|
37
|
+
typedef _StorageIndex StorageIndex;
|
38
|
+
typedef Matrix<StorageIndex,Dynamic,1> IndexVector;
|
39
|
+
typedef Matrix<Scalar,Dynamic,1> ScalarVector;
|
40
|
+
public:
|
41
|
+
MappedSuperNodalMatrix()
|
42
|
+
{
|
43
|
+
|
44
|
+
}
|
45
|
+
MappedSuperNodalMatrix(Index m, Index n, ScalarVector& nzval, IndexVector& nzval_colptr, IndexVector& rowind,
|
46
|
+
IndexVector& rowind_colptr, IndexVector& col_to_sup, IndexVector& sup_to_col )
|
47
|
+
{
|
48
|
+
setInfos(m, n, nzval, nzval_colptr, rowind, rowind_colptr, col_to_sup, sup_to_col);
|
49
|
+
}
|
50
|
+
|
51
|
+
~MappedSuperNodalMatrix()
|
52
|
+
{
|
53
|
+
|
54
|
+
}
|
55
|
+
/**
|
56
|
+
* Set appropriate pointers for the lower triangular supernodal matrix
|
57
|
+
* These infos are available at the end of the numerical factorization
|
58
|
+
* FIXME This class will be modified such that it can be use in the course
|
59
|
+
* of the factorization.
|
60
|
+
*/
|
61
|
+
void setInfos(Index m, Index n, ScalarVector& nzval, IndexVector& nzval_colptr, IndexVector& rowind,
|
62
|
+
IndexVector& rowind_colptr, IndexVector& col_to_sup, IndexVector& sup_to_col )
|
63
|
+
{
|
64
|
+
m_row = m;
|
65
|
+
m_col = n;
|
66
|
+
m_nzval = nzval.data();
|
67
|
+
m_nzval_colptr = nzval_colptr.data();
|
68
|
+
m_rowind = rowind.data();
|
69
|
+
m_rowind_colptr = rowind_colptr.data();
|
70
|
+
m_nsuper = col_to_sup(n);
|
71
|
+
m_col_to_sup = col_to_sup.data();
|
72
|
+
m_sup_to_col = sup_to_col.data();
|
73
|
+
}
|
74
|
+
|
75
|
+
/**
|
76
|
+
* Number of rows
|
77
|
+
*/
|
78
|
+
Index rows() { return m_row; }
|
79
|
+
|
80
|
+
/**
|
81
|
+
* Number of columns
|
82
|
+
*/
|
83
|
+
Index cols() { return m_col; }
|
84
|
+
|
85
|
+
/**
|
86
|
+
* Return the array of nonzero values packed by column
|
87
|
+
*
|
88
|
+
* The size is nnz
|
89
|
+
*/
|
90
|
+
Scalar* valuePtr() { return m_nzval; }
|
91
|
+
|
92
|
+
const Scalar* valuePtr() const
|
93
|
+
{
|
94
|
+
return m_nzval;
|
95
|
+
}
|
96
|
+
/**
|
97
|
+
* Return the pointers to the beginning of each column in \ref valuePtr()
|
98
|
+
*/
|
99
|
+
StorageIndex* colIndexPtr()
|
100
|
+
{
|
101
|
+
return m_nzval_colptr;
|
102
|
+
}
|
103
|
+
|
104
|
+
const StorageIndex* colIndexPtr() const
|
105
|
+
{
|
106
|
+
return m_nzval_colptr;
|
107
|
+
}
|
108
|
+
|
109
|
+
/**
|
110
|
+
* Return the array of compressed row indices of all supernodes
|
111
|
+
*/
|
112
|
+
StorageIndex* rowIndex() { return m_rowind; }
|
113
|
+
|
114
|
+
const StorageIndex* rowIndex() const
|
115
|
+
{
|
116
|
+
return m_rowind;
|
117
|
+
}
|
118
|
+
|
119
|
+
/**
|
120
|
+
* Return the location in \em rowvaluePtr() which starts each column
|
121
|
+
*/
|
122
|
+
StorageIndex* rowIndexPtr() { return m_rowind_colptr; }
|
123
|
+
|
124
|
+
const StorageIndex* rowIndexPtr() const
|
125
|
+
{
|
126
|
+
return m_rowind_colptr;
|
127
|
+
}
|
128
|
+
|
129
|
+
/**
|
130
|
+
* Return the array of column-to-supernode mapping
|
131
|
+
*/
|
132
|
+
StorageIndex* colToSup() { return m_col_to_sup; }
|
133
|
+
|
134
|
+
const StorageIndex* colToSup() const
|
135
|
+
{
|
136
|
+
return m_col_to_sup;
|
137
|
+
}
|
138
|
+
/**
|
139
|
+
* Return the array of supernode-to-column mapping
|
140
|
+
*/
|
141
|
+
StorageIndex* supToCol() { return m_sup_to_col; }
|
142
|
+
|
143
|
+
const StorageIndex* supToCol() const
|
144
|
+
{
|
145
|
+
return m_sup_to_col;
|
146
|
+
}
|
147
|
+
|
148
|
+
/**
|
149
|
+
* Return the number of supernodes
|
150
|
+
*/
|
151
|
+
Index nsuper() const
|
152
|
+
{
|
153
|
+
return m_nsuper;
|
154
|
+
}
|
155
|
+
|
156
|
+
class InnerIterator;
|
157
|
+
template<typename Dest>
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void solveInPlace( MatrixBase<Dest>&X) const;
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159
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+
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160
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+
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161
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+
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162
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+
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163
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protected:
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+
Index m_row; // Number of rows
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165
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+
Index m_col; // Number of columns
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166
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+
Index m_nsuper; // Number of supernodes
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167
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+
Scalar* m_nzval; //array of nonzero values packed by column
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168
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+
StorageIndex* m_nzval_colptr; //nzval_colptr[j] Stores the location in nzval[] which starts column j
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169
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+
StorageIndex* m_rowind; // Array of compressed row indices of rectangular supernodes
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170
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+
StorageIndex* m_rowind_colptr; //rowind_colptr[j] stores the location in rowind[] which starts column j
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171
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+
StorageIndex* m_col_to_sup; // col_to_sup[j] is the supernode number to which column j belongs
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172
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+
StorageIndex* m_sup_to_col; //sup_to_col[s] points to the starting column of the s-th supernode
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173
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+
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174
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+
private :
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175
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+
};
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176
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+
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177
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/**
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* \brief InnerIterator class to iterate over nonzero values of the current column in the supernodal matrix L
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+
*
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180
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+
*/
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181
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+
template<typename Scalar, typename StorageIndex>
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182
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+
class MappedSuperNodalMatrix<Scalar,StorageIndex>::InnerIterator
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183
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+
{
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184
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public:
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185
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+
InnerIterator(const MappedSuperNodalMatrix& mat, Index outer)
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186
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+
: m_matrix(mat),
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187
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+
m_outer(outer),
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188
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+
m_supno(mat.colToSup()[outer]),
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189
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+
m_idval(mat.colIndexPtr()[outer]),
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190
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+
m_startidval(m_idval),
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191
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+
m_endidval(mat.colIndexPtr()[outer+1]),
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192
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+
m_idrow(mat.rowIndexPtr()[mat.supToCol()[mat.colToSup()[outer]]]),
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193
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+
m_endidrow(mat.rowIndexPtr()[mat.supToCol()[mat.colToSup()[outer]]+1])
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194
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+
{}
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195
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+
inline InnerIterator& operator++()
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196
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+
{
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197
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+
m_idval++;
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+
m_idrow++;
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199
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+
return *this;
|
200
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+
}
|
201
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+
inline Scalar value() const { return m_matrix.valuePtr()[m_idval]; }
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202
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+
|
203
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+
inline Scalar& valueRef() { return const_cast<Scalar&>(m_matrix.valuePtr()[m_idval]); }
|
204
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+
|
205
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+
inline Index index() const { return m_matrix.rowIndex()[m_idrow]; }
|
206
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+
inline Index row() const { return index(); }
|
207
|
+
inline Index col() const { return m_outer; }
|
208
|
+
|
209
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+
inline Index supIndex() const { return m_supno; }
|
210
|
+
|
211
|
+
inline operator bool() const
|
212
|
+
{
|
213
|
+
return ( (m_idval < m_endidval) && (m_idval >= m_startidval)
|
214
|
+
&& (m_idrow < m_endidrow) );
|
215
|
+
}
|
216
|
+
|
217
|
+
protected:
|
218
|
+
const MappedSuperNodalMatrix& m_matrix; // Supernodal lower triangular matrix
|
219
|
+
const Index m_outer; // Current column
|
220
|
+
const Index m_supno; // Current SuperNode number
|
221
|
+
Index m_idval; // Index to browse the values in the current column
|
222
|
+
const Index m_startidval; // Start of the column value
|
223
|
+
const Index m_endidval; // End of the column value
|
224
|
+
Index m_idrow; // Index to browse the row indices
|
225
|
+
Index m_endidrow; // End index of row indices of the current column
|
226
|
+
};
|
227
|
+
|
228
|
+
/**
|
229
|
+
* \brief Solve with the supernode triangular matrix
|
230
|
+
*
|
231
|
+
*/
|
232
|
+
template<typename Scalar, typename Index_>
|
233
|
+
template<typename Dest>
|
234
|
+
void MappedSuperNodalMatrix<Scalar,Index_>::solveInPlace( MatrixBase<Dest>&X) const
|
235
|
+
{
|
236
|
+
/* Explicit type conversion as the Index type of MatrixBase<Dest> may be wider than Index */
|
237
|
+
// eigen_assert(X.rows() <= NumTraits<Index>::highest());
|
238
|
+
// eigen_assert(X.cols() <= NumTraits<Index>::highest());
|
239
|
+
Index n = int(X.rows());
|
240
|
+
Index nrhs = Index(X.cols());
|
241
|
+
const Scalar * Lval = valuePtr(); // Nonzero values
|
242
|
+
Matrix<Scalar,Dynamic,Dest::ColsAtCompileTime, ColMajor> work(n, nrhs); // working vector
|
243
|
+
work.setZero();
|
244
|
+
for (Index k = 0; k <= nsuper(); k ++)
|
245
|
+
{
|
246
|
+
Index fsupc = supToCol()[k]; // First column of the current supernode
|
247
|
+
Index istart = rowIndexPtr()[fsupc]; // Pointer index to the subscript of the current column
|
248
|
+
Index nsupr = rowIndexPtr()[fsupc+1] - istart; // Number of rows in the current supernode
|
249
|
+
Index nsupc = supToCol()[k+1] - fsupc; // Number of columns in the current supernode
|
250
|
+
Index nrow = nsupr - nsupc; // Number of rows in the non-diagonal part of the supernode
|
251
|
+
Index irow; //Current index row
|
252
|
+
|
253
|
+
if (nsupc == 1 )
|
254
|
+
{
|
255
|
+
for (Index j = 0; j < nrhs; j++)
|
256
|
+
{
|
257
|
+
InnerIterator it(*this, fsupc);
|
258
|
+
++it; // Skip the diagonal element
|
259
|
+
for (; it; ++it)
|
260
|
+
{
|
261
|
+
irow = it.row();
|
262
|
+
X(irow, j) -= X(fsupc, j) * it.value();
|
263
|
+
}
|
264
|
+
}
|
265
|
+
}
|
266
|
+
else
|
267
|
+
{
|
268
|
+
// The supernode has more than one column
|
269
|
+
Index luptr = colIndexPtr()[fsupc];
|
270
|
+
Index lda = colIndexPtr()[fsupc+1] - luptr;
|
271
|
+
|
272
|
+
// Triangular solve
|
273
|
+
Map<const Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride<> > A( &(Lval[luptr]), nsupc, nsupc, OuterStride<>(lda) );
|
274
|
+
Map< Matrix<Scalar,Dynamic,Dest::ColsAtCompileTime, ColMajor>, 0, OuterStride<> > U (&(X(fsupc,0)), nsupc, nrhs, OuterStride<>(n) );
|
275
|
+
U = A.template triangularView<UnitLower>().solve(U);
|
276
|
+
|
277
|
+
// Matrix-vector product
|
278
|
+
new (&A) Map<const Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride<> > ( &(Lval[luptr+nsupc]), nrow, nsupc, OuterStride<>(lda) );
|
279
|
+
work.topRows(nrow).noalias() = A * U;
|
280
|
+
|
281
|
+
//Begin Scatter
|
282
|
+
for (Index j = 0; j < nrhs; j++)
|
283
|
+
{
|
284
|
+
Index iptr = istart + nsupc;
|
285
|
+
for (Index i = 0; i < nrow; i++)
|
286
|
+
{
|
287
|
+
irow = rowIndex()[iptr];
|
288
|
+
X(irow, j) -= work(i, j); // Scatter operation
|
289
|
+
work(i, j) = Scalar(0);
|
290
|
+
iptr++;
|
291
|
+
}
|
292
|
+
}
|
293
|
+
}
|
294
|
+
}
|
295
|
+
}
|
296
|
+
|
297
|
+
} // end namespace internal
|
298
|
+
|
299
|
+
} // end namespace Eigen
|
300
|
+
|
301
|
+
#endif // EIGEN_SPARSELU_MATRIX_H
|