umappp 0.1.2

data/vendor/Eigen/src/SparseLU/SparseLUImpl.h

@@ -0,0 +1,66 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+#ifndef SPARSELU_IMPL_H
+#define SPARSELU_IMPL_H
+
+namespace Eigen {
+namespace internal {
+  
+/** \ingroup SparseLU_Module
+  * \class SparseLUImpl
+  * Base class for sparseLU
+  */
+template <typename Scalar, typename StorageIndex>
+class SparseLUImpl
+{
+  public:
+    typedef Matrix<Scalar,Dynamic,1> ScalarVector;
+    typedef Matrix<StorageIndex,Dynamic,1> IndexVector; 
+    typedef Matrix<Scalar,Dynamic,Dynamic,ColMajor> ScalarMatrix;
+    typedef Map<ScalarMatrix, 0,  OuterStride<> > MappedMatrixBlock;
+    typedef typename ScalarVector::RealScalar RealScalar; 
+    typedef Ref<Matrix<Scalar,Dynamic,1> > BlockScalarVector;
+    typedef Ref<Matrix<StorageIndex,Dynamic,1> > BlockIndexVector;
+    typedef LU_GlobalLU_t<IndexVector, ScalarVector> GlobalLU_t; 
+    typedef SparseMatrix<Scalar,ColMajor,StorageIndex> MatrixType; 
+    
+  protected:
+     template <typename VectorType>
+     Index expand(VectorType& vec, Index& length, Index nbElts, Index keep_prev, Index& num_expansions);
+     Index memInit(Index m, Index n, Index annz, Index lwork, Index fillratio, Index panel_size,  GlobalLU_t& glu); 
+     template <typename VectorType>
+     Index memXpand(VectorType& vec, Index& maxlen, Index nbElts, MemType memtype, Index& num_expansions);
+     void heap_relax_snode (const Index n, IndexVector& et, const Index relax_columns, IndexVector& descendants, IndexVector& relax_end); 
+     void relax_snode (const Index n, IndexVector& et, const Index relax_columns, IndexVector& descendants, IndexVector& relax_end); 
+     Index snode_dfs(const Index jcol, const Index kcol,const MatrixType& mat,  IndexVector& xprune, IndexVector& marker, GlobalLU_t& glu); 
+     Index snode_bmod (const Index jcol, const Index fsupc, ScalarVector& dense, GlobalLU_t& glu);
+     Index pivotL(const Index jcol, const RealScalar& diagpivotthresh, IndexVector& perm_r, IndexVector& iperm_c, Index& pivrow, GlobalLU_t& glu);
+     template <typename Traits>
+     void dfs_kernel(const StorageIndex jj, IndexVector& perm_r,
+                    Index& nseg, IndexVector& panel_lsub, IndexVector& segrep,
+                    Ref<IndexVector> repfnz_col, IndexVector& xprune, Ref<IndexVector> marker, IndexVector& parent,
+                    IndexVector& xplore, GlobalLU_t& glu, Index& nextl_col, Index krow, Traits& traits);
+     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);
+    
+     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);
+     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);
+     Index column_bmod(const Index jcol, const Index nseg, BlockScalarVector dense, ScalarVector& tempv, BlockIndexVector segrep, BlockIndexVector repfnz, Index fpanelc, GlobalLU_t& glu); 
+     Index copy_to_ucol(const Index jcol, const Index nseg, IndexVector& segrep, BlockIndexVector repfnz ,IndexVector& perm_r, BlockScalarVector dense, GlobalLU_t& glu); 
+     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);
+     void countnz(const Index n, Index& nnzL, Index& nnzU, GlobalLU_t& glu); 
+     void fixupL(const Index n, const IndexVector& perm_r, GlobalLU_t& glu); 
+     
+     template<typename , typename >
+     friend struct column_dfs_traits;
+}; 
+
+} // end namespace internal
+} // namespace Eigen
+
+#endif

data/vendor/Eigen/src/SparseLU/SparseLU_Memory.h

@@ -0,0 +1,226 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+/* 
+ 
+ * NOTE: This file is the modified version of [s,d,c,z]memory.c files in SuperLU 
+ 
+ * -- SuperLU routine (version 3.1) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * August 1, 2008
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+
+#ifndef EIGEN_SPARSELU_MEMORY
+#define EIGEN_SPARSELU_MEMORY
+
+namespace Eigen {
+namespace internal {
+  
+enum { LUNoMarker = 3 };
+enum {emptyIdxLU = -1};
+inline Index LUnumTempV(Index& m, Index& w, Index& t, Index& b)
+{
+  return (std::max)(m, (t+b)*w);
+}
+
+template< typename Scalar>
+inline Index LUTempSpace(Index&m, Index& w)
+{
+  return (2*w + 4 + LUNoMarker) * m * sizeof(Index) + (w + 1) * m * sizeof(Scalar);
+}
+
+
+
+
+/** 
+  * Expand the existing storage to accommodate more fill-ins
+  * \param vec Valid pointer to the vector to allocate or expand
+  * \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
+  * \param[in] nbElts Current number of elements in the factors
+  * \param keep_prev  1: use length  and do not expand the vector; 0: compute new_len and expand
+  * \param[in,out] num_expansions Number of times the memory has been expanded
+  */
+template <typename Scalar, typename StorageIndex>
+template <typename VectorType>
+Index  SparseLUImpl<Scalar,StorageIndex>::expand(VectorType& vec, Index& length, Index nbElts, Index keep_prev, Index& num_expansions) 
+{
+  
+  float alpha = 1.5; // Ratio of the memory increase 
+  Index new_len; // New size of the allocated memory
+  
+  if(num_expansions == 0 || keep_prev) 
+    new_len = length ; // First time allocate requested
+  else 
+    new_len = (std::max)(length+1,Index(alpha * length));
+  
+  VectorType old_vec; // Temporary vector to hold the previous values   
+  if (nbElts > 0 )
+    old_vec = vec.segment(0,nbElts); 
+  
+  //Allocate or expand the current vector
+#ifdef EIGEN_EXCEPTIONS
+  try
+#endif
+  {
+    vec.resize(new_len); 
+  }
+#ifdef EIGEN_EXCEPTIONS
+  catch(std::bad_alloc& )
+#else
+  if(!vec.size())
+#endif
+  {
+    if (!num_expansions)
+    {
+      // First time to allocate from LUMemInit()
+      // Let LUMemInit() deals with it.
+      return -1;
+    }
+    if (keep_prev)
+    {
+      // In this case, the memory length should not not be reduced
+      return new_len;
+    }
+    else 
+    {
+      // Reduce the size and increase again 
+      Index tries = 0; // Number of attempts
+      do 
+      {
+        alpha = (alpha + 1)/2;
+        new_len = (std::max)(length+1,Index(alpha * length));
+#ifdef EIGEN_EXCEPTIONS
+        try
+#endif
+        {
+          vec.resize(new_len); 
+        }
+#ifdef EIGEN_EXCEPTIONS
+        catch(std::bad_alloc& )
+#else
+        if (!vec.size())
+#endif
+        {
+          tries += 1; 
+          if ( tries > 10) return new_len; 
+        }
+      } while (!vec.size());
+    }
+  }
+  //Copy the previous values to the newly allocated space 
+  if (nbElts > 0)
+    vec.segment(0, nbElts) = old_vec;   
+   
+  
+  length  = new_len;
+  if(num_expansions) ++num_expansions;
+  return 0; 
+}
+
+/**
+ * \brief  Allocate various working space for the numerical factorization phase.
+ * \param m number of rows of the input matrix 
+ * \param n number of columns 
+ * \param annz number of initial nonzeros in the matrix 
+ * \param lwork  if lwork=-1, this routine returns an estimated size of the required memory
+ * \param glu persistent data to facilitate multiple factors : will be deleted later ??
+ * \param fillratio estimated ratio of fill in the factors
+ * \param panel_size Size of a panel
+ * \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
+ * \note Unlike SuperLU, this routine does not support successive factorization with the same pattern and the same row permutation
+ */
+template <typename Scalar, typename StorageIndex>
+Index SparseLUImpl<Scalar,StorageIndex>::memInit(Index m, Index n, Index annz, Index lwork, Index fillratio, Index panel_size,  GlobalLU_t& glu)
+{
+  Index& num_expansions = glu.num_expansions; //No memory expansions so far
+  num_expansions = 0;
+  glu.nzumax = glu.nzlumax = (std::min)(fillratio * (annz+1) / n, m) * n; // estimated number of nonzeros in U 
+  glu.nzlmax = (std::max)(Index(4), fillratio) * (annz+1) / 4; // estimated  nnz in L factor
+  // Return the estimated size to the user if necessary
+  Index tempSpace;
+  tempSpace = (2*panel_size + 4 + LUNoMarker) * m * sizeof(Index) + (panel_size + 1) * m * sizeof(Scalar);
+  if (lwork == emptyIdxLU) 
+  {
+    Index estimated_size;
+    estimated_size = (5 * n + 5) * sizeof(Index)  + tempSpace
+                    + (glu.nzlmax + glu.nzumax) * sizeof(Index) + (glu.nzlumax+glu.nzumax) *  sizeof(Scalar) + n; 
+    return estimated_size;
+  }
+  
+  // Setup the required space 
+  
+  // First allocate Integer pointers for L\U factors
+  glu.xsup.resize(n+1);
+  glu.supno.resize(n+1);
+  glu.xlsub.resize(n+1);
+  glu.xlusup.resize(n+1);
+  glu.xusub.resize(n+1);
+
+  // Reserve memory for L/U factors
+  do 
+  {
+    if(     (expand<ScalarVector>(glu.lusup, glu.nzlumax, 0, 0, num_expansions)<0)
+        ||  (expand<ScalarVector>(glu.ucol,  glu.nzumax,  0, 0, num_expansions)<0)
+        ||  (expand<IndexVector> (glu.lsub,  glu.nzlmax,  0, 0, num_expansions)<0)
+        ||  (expand<IndexVector> (glu.usub,  glu.nzumax,  0, 1, num_expansions)<0) )
+    {
+      //Reduce the estimated size and retry
+      glu.nzlumax /= 2;
+      glu.nzumax /= 2;
+      glu.nzlmax /= 2;
+      if (glu.nzlumax < annz ) return glu.nzlumax; 
+    }
+  } while (!glu.lusup.size() || !glu.ucol.size() || !glu.lsub.size() || !glu.usub.size());
+  
+  ++num_expansions;
+  return 0;
+  
+} // end LuMemInit
+
+/** 
+ * \brief Expand the existing storage 
+ * \param vec vector to expand 
+ * \param[in,out] maxlen On input, previous size of vec (Number of elements to copy ). on output, new size
+ * \param nbElts current number of elements in the vector.
+ * \param memtype Type of the element to expand
+ * \param num_expansions Number of expansions 
+ * \return 0 on success, > 0 size of the memory allocated so far
+ */
+template <typename Scalar, typename StorageIndex>
+template <typename VectorType>
+Index SparseLUImpl<Scalar,StorageIndex>::memXpand(VectorType& vec, Index& maxlen, Index nbElts, MemType memtype, Index& num_expansions)
+{
+  Index failed_size; 
+  if (memtype == USUB)
+     failed_size = this->expand<VectorType>(vec, maxlen, nbElts, 1, num_expansions);
+  else
+    failed_size = this->expand<VectorType>(vec, maxlen, nbElts, 0, num_expansions);
+
+  if (failed_size)
+    return failed_size; 
+  
+  return 0 ;  
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+#endif // EIGEN_SPARSELU_MEMORY

data/vendor/Eigen/src/SparseLU/SparseLU_Structs.h

@@ -0,0 +1,110 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+/* 
+ * NOTE: This file comes from a partly modified version of files slu_[s,d,c,z]defs.h
+ * -- SuperLU routine (version 4.1) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * November, 2010
+ * 
+ * Global data structures used in LU factorization -
+ * 
+ *   nsuper: #supernodes = nsuper + 1, numbered [0, nsuper].
+ *   (xsup,supno): supno[i] is the supernode no to which i belongs;
+ *  xsup(s) points to the beginning of the s-th supernode.
+ *  e.g.   supno 0 1 2 2 3 3 3 4 4 4 4 4   (n=12)
+ *          xsup 0 1 2 4 7 12
+ *  Note: dfs will be performed on supernode rep. relative to the new 
+ *        row pivoting ordering
+ *
+ *   (xlsub,lsub): lsub[*] contains the compressed subscript of
+ *  rectangular supernodes; xlsub[j] points to the starting
+ *  location of the j-th column in lsub[*]. Note that xlsub 
+ *  is indexed by column.
+ *  Storage: original row subscripts
+ *
+ *      During the course of sparse LU factorization, we also use
+ *  (xlsub,lsub) for the purpose of symmetric pruning. For each
+ *  supernode {s,s+1,...,t=s+r} with first column s and last
+ *  column t, the subscript set
+ *    lsub[j], j=xlsub[s], .., xlsub[s+1]-1
+ *  is the structure of column s (i.e. structure of this supernode).
+ *  It is used for the storage of numerical values.
+ *  Furthermore,
+ *    lsub[j], j=xlsub[t], .., xlsub[t+1]-1
+ *  is the structure of the last column t of this supernode.
+ *  It is for the purpose of symmetric pruning. Therefore, the
+ *  structural subscripts can be rearranged without making physical
+ *  interchanges among the numerical values.
+ *
+ *  However, if the supernode has only one column, then we
+ *  only keep one set of subscripts. For any subscript interchange
+ *  performed, similar interchange must be done on the numerical
+ *  values.
+ *
+ *  The last column structures (for pruning) will be removed
+ *  after the numercial LU factorization phase.
+ *
+ *   (xlusup,lusup): lusup[*] contains the numerical values of the
+ *  rectangular supernodes; xlusup[j] points to the starting
+ *  location of the j-th column in storage vector lusup[*]
+ *  Note: xlusup is indexed by column.
+ *  Each rectangular supernode is stored by column-major
+ *  scheme, consistent with Fortran 2-dim array storage.
+ *
+ *   (xusub,ucol,usub): ucol[*] stores the numerical values of
+ *  U-columns outside the rectangular supernodes. The row
+ *  subscript of nonzero ucol[k] is stored in usub[k].
+ *  xusub[i] points to the starting location of column i in ucol.
+ *  Storage: new row subscripts; that is subscripts of PA.
+ */
+
+#ifndef EIGEN_LU_STRUCTS
+#define EIGEN_LU_STRUCTS
+namespace Eigen {
+namespace internal {
+  
+typedef enum {LUSUP, UCOL, LSUB, USUB, LLVL, ULVL} MemType; 
+
+template <typename IndexVector, typename ScalarVector>
+struct LU_GlobalLU_t {
+  typedef typename IndexVector::Scalar StorageIndex; 
+  IndexVector xsup; //First supernode column ... xsup(s) points to the beginning of the s-th supernode
+  IndexVector supno; // Supernode number corresponding to this column (column to supernode mapping)
+  ScalarVector  lusup; // nonzero values of L ordered by columns 
+  IndexVector lsub; // Compressed row indices of L rectangular supernodes. 
+  IndexVector xlusup; // pointers to the beginning of each column in lusup
+  IndexVector xlsub; // pointers to the beginning of each column in lsub
+  Index   nzlmax; // Current max size of lsub
+  Index   nzlumax; // Current max size of lusup
+  ScalarVector  ucol; // nonzero values of U ordered by columns 
+  IndexVector usub; // row indices of U columns in ucol
+  IndexVector xusub; // Pointers to the beginning of each column of U in ucol 
+  Index   nzumax; // Current max size of ucol
+  Index   n; // Number of columns in the matrix  
+  Index   num_expansions; 
+};
+
+// Values to set for performance
+struct perfvalues {
+  Index panel_size; // a panel consists of at most <panel_size> consecutive columns
+  Index relax; // To control degree of relaxing supernodes. If the number of nodes (columns) 
+                // in a subtree of the elimination tree is less than relax, this subtree is considered 
+                // as one supernode regardless of the row structures of those columns
+  Index maxsuper; // The maximum size for a supernode in complete LU
+  Index rowblk; // The minimum row dimension for 2-D blocking to be used;
+  Index colblk; // The minimum column dimension for 2-D blocking to be used;
+  Index fillfactor; // The estimated fills factors for L and U, compared with A
+}; 
+
+} // end namespace internal
+
+} // end namespace Eigen
+#endif // EIGEN_LU_STRUCTS