tomoto 0.1.0

data/vendor/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h

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+// 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_UMFPACKSUPPORT_H
+#define EIGEN_UMFPACKSUPPORT_H
+
+namespace Eigen {
+
+/* TODO extract L, extract U, compute det, etc... */
+
+// generic double/complex<double> wrapper functions:
+
+
+inline void umfpack_defaults(double control[UMFPACK_CONTROL], double)
+{ umfpack_di_defaults(control); }
+
+inline void umfpack_defaults(double control[UMFPACK_CONTROL], std::complex<double>)
+{ umfpack_zi_defaults(control); }
+
+inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double)
+{ umfpack_di_report_info(control, info);}
+
+inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>)
+{ umfpack_zi_report_info(control, info);}
+
+inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double)
+{ umfpack_di_report_status(control, status);}
+
+inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>)
+{ umfpack_zi_report_status(control, status);}
+
+inline void umfpack_report_control(double control[UMFPACK_CONTROL], double)
+{ umfpack_di_report_control(control);}
+
+inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>)
+{ umfpack_zi_report_control(control);}
+
+inline void umfpack_free_numeric(void **Numeric, double)
+{ umfpack_di_free_numeric(Numeric); *Numeric = 0; }
+
+inline void umfpack_free_numeric(void **Numeric, std::complex<double>)
+{ umfpack_zi_free_numeric(Numeric); *Numeric = 0; }
+
+inline void umfpack_free_symbolic(void **Symbolic, double)
+{ umfpack_di_free_symbolic(Symbolic); *Symbolic = 0; }
+
+inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>)
+{ umfpack_zi_free_symbolic(Symbolic); *Symbolic = 0; }
+
+inline int umfpack_symbolic(int n_row,int n_col,
+                            const int Ap[], const int Ai[], const double Ax[], void **Symbolic,
+                            const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO])
+{
+  return umfpack_di_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info);
+}
+
+inline int umfpack_symbolic(int n_row,int n_col,
+                            const int Ap[], const int Ai[], const std::complex<double> Ax[], void **Symbolic,
+                            const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO])
+{
+  return umfpack_zi_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info);
+}
+
+inline int umfpack_numeric( const int Ap[], const int Ai[], const double Ax[],
+                            void *Symbolic, void **Numeric,
+                            const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO])
+{
+  return umfpack_di_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info);
+}
+
+inline int umfpack_numeric( const int Ap[], const int Ai[], const std::complex<double> Ax[],
+                            void *Symbolic, void **Numeric,
+                            const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO])
+{
+  return umfpack_zi_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info);
+}
+
+inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const double Ax[],
+                          double X[], const double B[], void *Numeric,
+                          const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO])
+{
+  return umfpack_di_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info);
+}
+
+inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const std::complex<double> Ax[],
+                          std::complex<double> X[], const std::complex<double> B[], void *Numeric,
+                          const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO])
+{
+  return umfpack_zi_solve(sys,Ap,Ai,&numext::real_ref(Ax[0]),0,&numext::real_ref(X[0]),0,&numext::real_ref(B[0]),0,Numeric,Control,Info);
+}
+
+inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, double)
+{
+  return umfpack_di_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
+}
+
+inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, std::complex<double>)
+{
+  return umfpack_zi_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
+}
+
+inline int umfpack_get_numeric(int Lp[], int Lj[], double Lx[], int Up[], int Ui[], double Ux[],
+                               int P[], int Q[], double Dx[], int *do_recip, double Rs[], void *Numeric)
+{
+  return umfpack_di_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric);
+}
+
+inline int umfpack_get_numeric(int Lp[], int Lj[], std::complex<double> Lx[], int Up[], int Ui[], std::complex<double> Ux[],
+                               int P[], int Q[], std::complex<double> Dx[], int *do_recip, double Rs[], void *Numeric)
+{
+  double& lx0_real = numext::real_ref(Lx[0]);
+  double& ux0_real = numext::real_ref(Ux[0]);
+  double& dx0_real = numext::real_ref(Dx[0]);
+  return umfpack_zi_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q,
+                                Dx?&dx0_real:0,0,do_recip,Rs,Numeric);
+}
+
+inline int umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO])
+{
+  return umfpack_di_get_determinant(Mx,Ex,NumericHandle,User_Info);
+}
+
+inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO])
+{
+  double& mx_real = numext::real_ref(*Mx);
+  return umfpack_zi_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info);
+}
+
+
+/** \ingroup UmfPackSupport_Module
+  * \brief A sparse LU factorization and solver based on UmfPack
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a LU factorization
+  * using the UmfPack library. The sparse matrix A must be squared and full rank.
+  * The vectors or matrices X and B can be either dense or sparse.
+  *
+  * \warning The input matrix A should be in a \b compressed and \b column-major form.
+  * Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix.
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  *
+  * \implsparsesolverconcept
+  *
+  * \sa \ref TutorialSparseSolverConcept, class SparseLU
+  */
+template<typename _MatrixType>
+class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
+{
+  protected:
+    typedef SparseSolverBase<UmfPackLU<_MatrixType> > Base;
+    using Base::m_isInitialized;
+  public:
+    using Base::_solve_impl;
+    typedef _MatrixType MatrixType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::StorageIndex StorageIndex;
+    typedef Matrix<Scalar,Dynamic,1> Vector;
+    typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
+    typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
+    typedef SparseMatrix<Scalar> LUMatrixType;
+    typedef SparseMatrix<Scalar,ColMajor,int> UmfpackMatrixType;
+    typedef Ref<const UmfpackMatrixType, StandardCompressedFormat> UmfpackMatrixRef;
+    enum {
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+
+  public:
+
+    typedef Array<double, UMFPACK_CONTROL, 1> UmfpackControl;
+    typedef Array<double, UMFPACK_INFO, 1> UmfpackInfo;
+
+    UmfPackLU()
+      : m_dummy(0,0), mp_matrix(m_dummy)
+    {
+      init();
+    }
+
+    template<typename InputMatrixType>
+    explicit UmfPackLU(const InputMatrixType& matrix)
+      : mp_matrix(matrix)
+    {
+      init();
+      compute(matrix);
+    }
+
+    ~UmfPackLU()
+    {
+      if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar());
+      if(m_numeric)  umfpack_free_numeric(&m_numeric,Scalar());
+    }
+
+    inline Index rows() const { return mp_matrix.rows(); }
+    inline Index cols() const { return mp_matrix.cols(); }
+
+    /** \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;
+    }
+
+    inline const LUMatrixType& matrixL() const
+    {
+      if (m_extractedDataAreDirty) extractData();
+      return m_l;
+    }
+
+    inline const LUMatrixType& matrixU() const
+    {
+      if (m_extractedDataAreDirty) extractData();
+      return m_u;
+    }
+
+    inline const IntColVectorType& permutationP() const
+    {
+      if (m_extractedDataAreDirty) extractData();
+      return m_p;
+    }
+
+    inline const IntRowVectorType& permutationQ() const
+    {
+      if (m_extractedDataAreDirty) extractData();
+      return m_q;
+    }
+
+    /** Computes the sparse Cholesky decomposition of \a matrix
+     *  Note that the matrix should be column-major, and in compressed format for best performance.
+     *  \sa SparseMatrix::makeCompressed().
+     */
+    template<typename InputMatrixType>
+    void compute(const InputMatrixType& matrix)
+    {
+      if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar());
+      if(m_numeric)  umfpack_free_numeric(&m_numeric,Scalar());
+      grab(matrix.derived());
+      analyzePattern_impl();
+      factorize_impl();
+    }
+
+    /** 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(), compute()
+      */
+    template<typename InputMatrixType>
+    void analyzePattern(const InputMatrixType& matrix)
+    {
+      if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar());
+      if(m_numeric)  umfpack_free_numeric(&m_numeric,Scalar());
+
+      grab(matrix.derived());
+
+      analyzePattern_impl();
+    }
+
+    /** Provides the return status code returned by UmfPack during the numeric
+      * factorization.
+      *
+      * \sa factorize(), compute()
+      */
+    inline int umfpackFactorizeReturncode() const
+    {
+      eigen_assert(m_numeric && "UmfPackLU: you must first call factorize()");
+      return m_fact_errorCode;
+    }
+
+    /** Provides access to the control settings array used by UmfPack.
+      *
+      * If this array contains NaN's, the default values are used.
+      *
+      * See UMFPACK documentation for details.
+      */
+    inline const UmfpackControl& umfpackControl() const
+    {
+      return m_control;
+    }
+
+    /** Provides access to the control settings array used by UmfPack.
+      *
+      * If this array contains NaN's, the default values are used.
+      *
+      * See UMFPACK documentation for details.
+      */
+    inline UmfpackControl& umfpackControl()
+    {
+      return m_control;
+    }
+
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must has the same sparcity than the matrix on which the pattern anylysis has been performed.
+      *
+      * \sa analyzePattern(), compute()
+      */
+    template<typename InputMatrixType>
+    void factorize(const InputMatrixType& matrix)
+    {
+      eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
+      if(m_numeric)
+        umfpack_free_numeric(&m_numeric,Scalar());
+
+      grab(matrix.derived());
+
+      factorize_impl();
+    }
+
+    /** Prints the current UmfPack control settings.
+      *
+      * \sa umfpackControl()
+      */
+    void umfpackReportControl()
+    {
+      umfpack_report_control(m_control.data(), Scalar());
+    }
+
+    /** Prints statistics collected by UmfPack.
+      *
+      * \sa analyzePattern(), compute()
+      */
+    void umfpackReportInfo()
+    {
+      eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
+      umfpack_report_info(m_control.data(), m_umfpackInfo.data(), Scalar());
+    }
+
+    /** Prints the status of the previous factorization operation performed by UmfPack (symbolic or numerical factorization).
+      *
+      * \sa analyzePattern(), compute()
+      */
+    void umfpackReportStatus() {
+      eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
+      umfpack_report_status(m_control.data(), m_fact_errorCode, Scalar());
+    }
+
+    /** \internal */
+    template<typename BDerived,typename XDerived>
+    bool _solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const;
+
+    Scalar determinant() const;
+
+    void extractData() const;
+
+  protected:
+
+    void init()
+    {
+      m_info                  = InvalidInput;
+      m_isInitialized         = false;
+      m_numeric               = 0;
+      m_symbolic              = 0;
+      m_extractedDataAreDirty = true;
+
+      umfpack_defaults(m_control.data(), Scalar());
+    }
+
+    void analyzePattern_impl()
+    {
+      m_fact_errorCode = umfpack_symbolic(internal::convert_index<int>(mp_matrix.rows()),
+                                          internal::convert_index<int>(mp_matrix.cols()),
+                                          mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
+                                          &m_symbolic, m_control.data(), m_umfpackInfo.data());
+
+      m_isInitialized = true;
+      m_info = m_fact_errorCode ? InvalidInput : Success;
+      m_analysisIsOk = true;
+      m_factorizationIsOk = false;
+      m_extractedDataAreDirty = true;
+    }
+
+    void factorize_impl()
+    {
+
+      m_fact_errorCode = umfpack_numeric(mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
+                                         m_symbolic, &m_numeric, m_control.data(), m_umfpackInfo.data());
+
+      m_info = m_fact_errorCode == UMFPACK_OK ? Success : NumericalIssue;
+      m_factorizationIsOk = true;
+      m_extractedDataAreDirty = true;
+    }
+
+    template<typename MatrixDerived>
+    void grab(const EigenBase<MatrixDerived> &A)
+    {
+      mp_matrix.~UmfpackMatrixRef();
+      ::new (&mp_matrix) UmfpackMatrixRef(A.derived());
+    }
+
+    void grab(const UmfpackMatrixRef &A)
+    {
+      if(&(A.derived()) != &mp_matrix)
+      {
+        mp_matrix.~UmfpackMatrixRef();
+        ::new (&mp_matrix) UmfpackMatrixRef(A);
+      }
+    }
+
+    // cached data to reduce reallocation, etc.
+    mutable LUMatrixType m_l;
+    int m_fact_errorCode;
+    UmfpackControl m_control;
+    mutable UmfpackInfo m_umfpackInfo;
+
+    mutable LUMatrixType m_u;
+    mutable IntColVectorType m_p;
+    mutable IntRowVectorType m_q;
+
+    UmfpackMatrixType m_dummy;
+    UmfpackMatrixRef mp_matrix;
+
+    void* m_numeric;
+    void* m_symbolic;
+
+    mutable ComputationInfo m_info;
+    int m_factorizationIsOk;
+    int m_analysisIsOk;
+    mutable bool m_extractedDataAreDirty;
+
+  private:
+    UmfPackLU(const UmfPackLU& ) { }
+};
+
+
+template<typename MatrixType>
+void UmfPackLU<MatrixType>::extractData() const
+{
+  if (m_extractedDataAreDirty)
+  {
+    // get size of the data
+    int lnz, unz, rows, cols, nz_udiag;
+    umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
+
+    // allocate data
+    m_l.resize(rows,(std::min)(rows,cols));
+    m_l.resizeNonZeros(lnz);
+
+    m_u.resize((std::min)(rows,cols),cols);
+    m_u.resizeNonZeros(unz);
+
+    m_p.resize(rows);
+    m_q.resize(cols);
+
+    // extract
+    umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(),
+                        m_u.outerIndexPtr(), m_u.innerIndexPtr(), m_u.valuePtr(),
+                        m_p.data(), m_q.data(), 0, 0, 0, m_numeric);
+
+    m_extractedDataAreDirty = false;
+  }
+}
+
+template<typename MatrixType>
+typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant() const
+{
+  Scalar det;
+  umfpack_get_determinant(&det, 0, m_numeric, 0);
+  return det;
+}
+
+template<typename MatrixType>
+template<typename BDerived,typename XDerived>
+bool UmfPackLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const
+{
+  Index rhsCols = b.cols();
+  eigen_assert((BDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major rhs yet");
+  eigen_assert((XDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major result yet");
+  eigen_assert(b.derived().data() != x.derived().data() && " Umfpack does not support inplace solve");
+
+  int errorCode;
+  Scalar* x_ptr = 0;
+  Matrix<Scalar,Dynamic,1> x_tmp;
+  if(x.innerStride()!=1)
+  {
+    x_tmp.resize(x.rows());
+    x_ptr = x_tmp.data();
+  }
+  for (int j=0; j<rhsCols; ++j)
+  {
+    if(x.innerStride()==1)
+      x_ptr = &x.col(j).coeffRef(0);
+    errorCode = umfpack_solve(UMFPACK_A,
+        mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
+        x_ptr, &b.const_cast_derived().col(j).coeffRef(0), m_numeric, m_control.data(), m_umfpackInfo.data());
+    if(x.innerStride()!=1)
+      x.col(j) = x_tmp;
+    if (errorCode!=0)
+      return false;
+  }
+
+  return true;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_UMFPACKSUPPORT_H