umappp 0.1.2
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- checksums.yaml +7 -0
- data/LICENSE.txt +25 -0
- data/README.md +110 -0
- data/ext/umappp/extconf.rb +25 -0
- data/ext/umappp/numo.hpp +867 -0
- data/ext/umappp/umappp.cpp +225 -0
- data/lib/umappp/version.rb +5 -0
- data/lib/umappp.rb +41 -0
- data/vendor/Eigen/Cholesky +45 -0
- data/vendor/Eigen/CholmodSupport +48 -0
- data/vendor/Eigen/Core +384 -0
- data/vendor/Eigen/Dense +7 -0
- data/vendor/Eigen/Eigen +2 -0
- data/vendor/Eigen/Eigenvalues +60 -0
- data/vendor/Eigen/Geometry +59 -0
- data/vendor/Eigen/Householder +29 -0
- data/vendor/Eigen/IterativeLinearSolvers +48 -0
- data/vendor/Eigen/Jacobi +32 -0
- data/vendor/Eigen/KLUSupport +41 -0
- data/vendor/Eigen/LU +47 -0
- data/vendor/Eigen/MetisSupport +35 -0
- data/vendor/Eigen/OrderingMethods +70 -0
- data/vendor/Eigen/PaStiXSupport +49 -0
- data/vendor/Eigen/PardisoSupport +35 -0
- data/vendor/Eigen/QR +50 -0
- data/vendor/Eigen/QtAlignedMalloc +39 -0
- data/vendor/Eigen/SPQRSupport +34 -0
- data/vendor/Eigen/SVD +50 -0
- data/vendor/Eigen/Sparse +34 -0
- data/vendor/Eigen/SparseCholesky +37 -0
- data/vendor/Eigen/SparseCore +69 -0
- data/vendor/Eigen/SparseLU +50 -0
- data/vendor/Eigen/SparseQR +36 -0
- data/vendor/Eigen/StdDeque +27 -0
- data/vendor/Eigen/StdList +26 -0
- data/vendor/Eigen/StdVector +27 -0
- data/vendor/Eigen/SuperLUSupport +64 -0
- data/vendor/Eigen/UmfPackSupport +40 -0
- data/vendor/Eigen/src/Cholesky/LDLT.h +688 -0
- data/vendor/Eigen/src/Cholesky/LLT.h +558 -0
- data/vendor/Eigen/src/Cholesky/LLT_LAPACKE.h +99 -0
- data/vendor/Eigen/src/CholmodSupport/CholmodSupport.h +682 -0
- data/vendor/Eigen/src/Core/ArithmeticSequence.h +413 -0
- data/vendor/Eigen/src/Core/Array.h +417 -0
- data/vendor/Eigen/src/Core/ArrayBase.h +226 -0
- data/vendor/Eigen/src/Core/ArrayWrapper.h +209 -0
- data/vendor/Eigen/src/Core/Assign.h +90 -0
- data/vendor/Eigen/src/Core/AssignEvaluator.h +1010 -0
- data/vendor/Eigen/src/Core/Assign_MKL.h +178 -0
- data/vendor/Eigen/src/Core/BandMatrix.h +353 -0
- data/vendor/Eigen/src/Core/Block.h +448 -0
- data/vendor/Eigen/src/Core/BooleanRedux.h +162 -0
- data/vendor/Eigen/src/Core/CommaInitializer.h +164 -0
- data/vendor/Eigen/src/Core/ConditionEstimator.h +175 -0
- data/vendor/Eigen/src/Core/CoreEvaluators.h +1741 -0
- data/vendor/Eigen/src/Core/CoreIterators.h +132 -0
- data/vendor/Eigen/src/Core/CwiseBinaryOp.h +183 -0
- data/vendor/Eigen/src/Core/CwiseNullaryOp.h +1001 -0
- data/vendor/Eigen/src/Core/CwiseTernaryOp.h +197 -0
- data/vendor/Eigen/src/Core/CwiseUnaryOp.h +103 -0
- data/vendor/Eigen/src/Core/CwiseUnaryView.h +132 -0
- data/vendor/Eigen/src/Core/DenseBase.h +701 -0
- data/vendor/Eigen/src/Core/DenseCoeffsBase.h +685 -0
- data/vendor/Eigen/src/Core/DenseStorage.h +652 -0
- data/vendor/Eigen/src/Core/Diagonal.h +258 -0
- data/vendor/Eigen/src/Core/DiagonalMatrix.h +391 -0
- data/vendor/Eigen/src/Core/DiagonalProduct.h +28 -0
- data/vendor/Eigen/src/Core/Dot.h +318 -0
- data/vendor/Eigen/src/Core/EigenBase.h +160 -0
- data/vendor/Eigen/src/Core/ForceAlignedAccess.h +150 -0
- data/vendor/Eigen/src/Core/Fuzzy.h +155 -0
- data/vendor/Eigen/src/Core/GeneralProduct.h +465 -0
- data/vendor/Eigen/src/Core/GenericPacketMath.h +1040 -0
- data/vendor/Eigen/src/Core/GlobalFunctions.h +194 -0
- data/vendor/Eigen/src/Core/IO.h +258 -0
- data/vendor/Eigen/src/Core/IndexedView.h +237 -0
- data/vendor/Eigen/src/Core/Inverse.h +117 -0
- data/vendor/Eigen/src/Core/Map.h +171 -0
- data/vendor/Eigen/src/Core/MapBase.h +310 -0
- data/vendor/Eigen/src/Core/MathFunctions.h +2057 -0
- data/vendor/Eigen/src/Core/MathFunctionsImpl.h +200 -0
- data/vendor/Eigen/src/Core/Matrix.h +565 -0
- data/vendor/Eigen/src/Core/MatrixBase.h +547 -0
- data/vendor/Eigen/src/Core/NestByValue.h +85 -0
- data/vendor/Eigen/src/Core/NoAlias.h +109 -0
- data/vendor/Eigen/src/Core/NumTraits.h +335 -0
- data/vendor/Eigen/src/Core/PartialReduxEvaluator.h +232 -0
- data/vendor/Eigen/src/Core/PermutationMatrix.h +605 -0
- data/vendor/Eigen/src/Core/PlainObjectBase.h +1128 -0
- data/vendor/Eigen/src/Core/Product.h +191 -0
- data/vendor/Eigen/src/Core/ProductEvaluators.h +1179 -0
- data/vendor/Eigen/src/Core/Random.h +218 -0
- data/vendor/Eigen/src/Core/Redux.h +515 -0
- data/vendor/Eigen/src/Core/Ref.h +381 -0
- data/vendor/Eigen/src/Core/Replicate.h +142 -0
- data/vendor/Eigen/src/Core/Reshaped.h +454 -0
- data/vendor/Eigen/src/Core/ReturnByValue.h +119 -0
- data/vendor/Eigen/src/Core/Reverse.h +217 -0
- data/vendor/Eigen/src/Core/Select.h +164 -0
- data/vendor/Eigen/src/Core/SelfAdjointView.h +365 -0
- data/vendor/Eigen/src/Core/SelfCwiseBinaryOp.h +47 -0
- data/vendor/Eigen/src/Core/Solve.h +188 -0
- data/vendor/Eigen/src/Core/SolveTriangular.h +235 -0
- data/vendor/Eigen/src/Core/SolverBase.h +168 -0
- data/vendor/Eigen/src/Core/StableNorm.h +251 -0
- data/vendor/Eigen/src/Core/StlIterators.h +463 -0
- data/vendor/Eigen/src/Core/Stride.h +116 -0
- data/vendor/Eigen/src/Core/Swap.h +68 -0
- data/vendor/Eigen/src/Core/Transpose.h +464 -0
- data/vendor/Eigen/src/Core/Transpositions.h +386 -0
- data/vendor/Eigen/src/Core/TriangularMatrix.h +1001 -0
- data/vendor/Eigen/src/Core/VectorBlock.h +96 -0
- data/vendor/Eigen/src/Core/VectorwiseOp.h +784 -0
- data/vendor/Eigen/src/Core/Visitor.h +381 -0
- data/vendor/Eigen/src/Core/arch/AVX/Complex.h +372 -0
- data/vendor/Eigen/src/Core/arch/AVX/MathFunctions.h +228 -0
- data/vendor/Eigen/src/Core/arch/AVX/PacketMath.h +1574 -0
- data/vendor/Eigen/src/Core/arch/AVX/TypeCasting.h +115 -0
- data/vendor/Eigen/src/Core/arch/AVX512/Complex.h +422 -0
- data/vendor/Eigen/src/Core/arch/AVX512/MathFunctions.h +362 -0
- data/vendor/Eigen/src/Core/arch/AVX512/PacketMath.h +2303 -0
- data/vendor/Eigen/src/Core/arch/AVX512/TypeCasting.h +89 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/Complex.h +417 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MathFunctions.h +90 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProduct.h +2937 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProductCommon.h +221 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProductMMA.h +629 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/PacketMath.h +2711 -0
- data/vendor/Eigen/src/Core/arch/CUDA/Complex.h +258 -0
- data/vendor/Eigen/src/Core/arch/Default/BFloat16.h +700 -0
- data/vendor/Eigen/src/Core/arch/Default/ConjHelper.h +117 -0
- data/vendor/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h +1649 -0
- data/vendor/Eigen/src/Core/arch/Default/GenericPacketMathFunctionsFwd.h +110 -0
- data/vendor/Eigen/src/Core/arch/Default/Half.h +942 -0
- data/vendor/Eigen/src/Core/arch/Default/Settings.h +49 -0
- data/vendor/Eigen/src/Core/arch/Default/TypeCasting.h +120 -0
- data/vendor/Eigen/src/Core/arch/GPU/MathFunctions.h +103 -0
- data/vendor/Eigen/src/Core/arch/GPU/PacketMath.h +1685 -0
- data/vendor/Eigen/src/Core/arch/GPU/TypeCasting.h +80 -0
- data/vendor/Eigen/src/Core/arch/HIP/hcc/math_constants.h +23 -0
- data/vendor/Eigen/src/Core/arch/MSA/Complex.h +648 -0
- data/vendor/Eigen/src/Core/arch/MSA/MathFunctions.h +387 -0
- data/vendor/Eigen/src/Core/arch/MSA/PacketMath.h +1233 -0
- data/vendor/Eigen/src/Core/arch/NEON/Complex.h +584 -0
- data/vendor/Eigen/src/Core/arch/NEON/GeneralBlockPanelKernel.h +183 -0
- data/vendor/Eigen/src/Core/arch/NEON/MathFunctions.h +75 -0
- data/vendor/Eigen/src/Core/arch/NEON/PacketMath.h +4587 -0
- data/vendor/Eigen/src/Core/arch/NEON/TypeCasting.h +1419 -0
- data/vendor/Eigen/src/Core/arch/SSE/Complex.h +351 -0
- data/vendor/Eigen/src/Core/arch/SSE/MathFunctions.h +199 -0
- data/vendor/Eigen/src/Core/arch/SSE/PacketMath.h +1505 -0
- data/vendor/Eigen/src/Core/arch/SSE/TypeCasting.h +142 -0
- data/vendor/Eigen/src/Core/arch/SVE/MathFunctions.h +44 -0
- data/vendor/Eigen/src/Core/arch/SVE/PacketMath.h +752 -0
- data/vendor/Eigen/src/Core/arch/SVE/TypeCasting.h +49 -0
- data/vendor/Eigen/src/Core/arch/SYCL/InteropHeaders.h +232 -0
- data/vendor/Eigen/src/Core/arch/SYCL/MathFunctions.h +301 -0
- data/vendor/Eigen/src/Core/arch/SYCL/PacketMath.h +670 -0
- data/vendor/Eigen/src/Core/arch/SYCL/SyclMemoryModel.h +694 -0
- data/vendor/Eigen/src/Core/arch/SYCL/TypeCasting.h +85 -0
- data/vendor/Eigen/src/Core/arch/ZVector/Complex.h +426 -0
- data/vendor/Eigen/src/Core/arch/ZVector/MathFunctions.h +233 -0
- data/vendor/Eigen/src/Core/arch/ZVector/PacketMath.h +1060 -0
- data/vendor/Eigen/src/Core/functors/AssignmentFunctors.h +177 -0
- data/vendor/Eigen/src/Core/functors/BinaryFunctors.h +541 -0
- data/vendor/Eigen/src/Core/functors/NullaryFunctors.h +189 -0
- data/vendor/Eigen/src/Core/functors/StlFunctors.h +166 -0
- data/vendor/Eigen/src/Core/functors/TernaryFunctors.h +25 -0
- data/vendor/Eigen/src/Core/functors/UnaryFunctors.h +1131 -0
- data/vendor/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2645 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrix.h +517 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +317 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +145 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +124 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixVector.h +518 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +136 -0
- data/vendor/Eigen/src/Core/products/Parallelizer.h +180 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +544 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +295 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixVector.h +262 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixVector_BLAS.h +118 -0
- data/vendor/Eigen/src/Core/products/SelfadjointProduct.h +133 -0
- data/vendor/Eigen/src/Core/products/SelfadjointRank2Update.h +94 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixMatrix.h +472 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +317 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixVector.h +350 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixVector_BLAS.h +255 -0
- data/vendor/Eigen/src/Core/products/TriangularSolverMatrix.h +337 -0
- data/vendor/Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h +167 -0
- data/vendor/Eigen/src/Core/products/TriangularSolverVector.h +148 -0
- data/vendor/Eigen/src/Core/util/BlasUtil.h +583 -0
- data/vendor/Eigen/src/Core/util/ConfigureVectorization.h +512 -0
- data/vendor/Eigen/src/Core/util/Constants.h +563 -0
- data/vendor/Eigen/src/Core/util/DisableStupidWarnings.h +106 -0
- data/vendor/Eigen/src/Core/util/ForwardDeclarations.h +322 -0
- data/vendor/Eigen/src/Core/util/IndexedViewHelper.h +186 -0
- data/vendor/Eigen/src/Core/util/IntegralConstant.h +272 -0
- data/vendor/Eigen/src/Core/util/MKL_support.h +137 -0
- data/vendor/Eigen/src/Core/util/Macros.h +1464 -0
- data/vendor/Eigen/src/Core/util/Memory.h +1163 -0
- data/vendor/Eigen/src/Core/util/Meta.h +812 -0
- data/vendor/Eigen/src/Core/util/NonMPL2.h +3 -0
- data/vendor/Eigen/src/Core/util/ReenableStupidWarnings.h +31 -0
- data/vendor/Eigen/src/Core/util/ReshapedHelper.h +51 -0
- data/vendor/Eigen/src/Core/util/StaticAssert.h +221 -0
- data/vendor/Eigen/src/Core/util/SymbolicIndex.h +293 -0
- data/vendor/Eigen/src/Core/util/XprHelper.h +856 -0
- data/vendor/Eigen/src/Eigenvalues/ComplexEigenSolver.h +346 -0
- data/vendor/Eigen/src/Eigenvalues/ComplexSchur.h +462 -0
- data/vendor/Eigen/src/Eigenvalues/ComplexSchur_LAPACKE.h +91 -0
- data/vendor/Eigen/src/Eigenvalues/EigenSolver.h +622 -0
- data/vendor/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h +418 -0
- data/vendor/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +226 -0
- data/vendor/Eigen/src/Eigenvalues/HessenbergDecomposition.h +374 -0
- data/vendor/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +158 -0
- data/vendor/Eigen/src/Eigenvalues/RealQZ.h +657 -0
- data/vendor/Eigen/src/Eigenvalues/RealSchur.h +558 -0
- data/vendor/Eigen/src/Eigenvalues/RealSchur_LAPACKE.h +77 -0
- data/vendor/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +904 -0
- data/vendor/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h +87 -0
- data/vendor/Eigen/src/Eigenvalues/Tridiagonalization.h +561 -0
- data/vendor/Eigen/src/Geometry/AlignedBox.h +486 -0
- data/vendor/Eigen/src/Geometry/AngleAxis.h +247 -0
- data/vendor/Eigen/src/Geometry/EulerAngles.h +114 -0
- data/vendor/Eigen/src/Geometry/Homogeneous.h +501 -0
- data/vendor/Eigen/src/Geometry/Hyperplane.h +282 -0
- data/vendor/Eigen/src/Geometry/OrthoMethods.h +235 -0
- data/vendor/Eigen/src/Geometry/ParametrizedLine.h +232 -0
- data/vendor/Eigen/src/Geometry/Quaternion.h +870 -0
- data/vendor/Eigen/src/Geometry/Rotation2D.h +199 -0
- data/vendor/Eigen/src/Geometry/RotationBase.h +206 -0
- data/vendor/Eigen/src/Geometry/Scaling.h +188 -0
- data/vendor/Eigen/src/Geometry/Transform.h +1563 -0
- data/vendor/Eigen/src/Geometry/Translation.h +202 -0
- data/vendor/Eigen/src/Geometry/Umeyama.h +166 -0
- data/vendor/Eigen/src/Geometry/arch/Geometry_SIMD.h +168 -0
- data/vendor/Eigen/src/Householder/BlockHouseholder.h +110 -0
- data/vendor/Eigen/src/Householder/Householder.h +176 -0
- data/vendor/Eigen/src/Householder/HouseholderSequence.h +545 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +226 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +212 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +229 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h +394 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h +453 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +444 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h +198 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h +117 -0
- data/vendor/Eigen/src/Jacobi/Jacobi.h +483 -0
- data/vendor/Eigen/src/KLUSupport/KLUSupport.h +358 -0
- data/vendor/Eigen/src/LU/Determinant.h +117 -0
- data/vendor/Eigen/src/LU/FullPivLU.h +877 -0
- data/vendor/Eigen/src/LU/InverseImpl.h +432 -0
- data/vendor/Eigen/src/LU/PartialPivLU.h +624 -0
- data/vendor/Eigen/src/LU/PartialPivLU_LAPACKE.h +83 -0
- data/vendor/Eigen/src/LU/arch/InverseSize4.h +351 -0
- data/vendor/Eigen/src/MetisSupport/MetisSupport.h +137 -0
- data/vendor/Eigen/src/OrderingMethods/Amd.h +435 -0
- data/vendor/Eigen/src/OrderingMethods/Eigen_Colamd.h +1863 -0
- data/vendor/Eigen/src/OrderingMethods/Ordering.h +153 -0
- data/vendor/Eigen/src/PaStiXSupport/PaStiXSupport.h +678 -0
- data/vendor/Eigen/src/PardisoSupport/PardisoSupport.h +545 -0
- data/vendor/Eigen/src/QR/ColPivHouseholderQR.h +674 -0
- data/vendor/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h +97 -0
- data/vendor/Eigen/src/QR/CompleteOrthogonalDecomposition.h +635 -0
- data/vendor/Eigen/src/QR/FullPivHouseholderQR.h +713 -0
- data/vendor/Eigen/src/QR/HouseholderQR.h +434 -0
- data/vendor/Eigen/src/QR/HouseholderQR_LAPACKE.h +68 -0
- data/vendor/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h +335 -0
- data/vendor/Eigen/src/SVD/BDCSVD.h +1366 -0
- data/vendor/Eigen/src/SVD/JacobiSVD.h +812 -0
- data/vendor/Eigen/src/SVD/JacobiSVD_LAPACKE.h +91 -0
- data/vendor/Eigen/src/SVD/SVDBase.h +376 -0
- data/vendor/Eigen/src/SVD/UpperBidiagonalization.h +414 -0
- data/vendor/Eigen/src/SparseCholesky/SimplicialCholesky.h +697 -0
- data/vendor/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h +174 -0
- data/vendor/Eigen/src/SparseCore/AmbiVector.h +378 -0
- data/vendor/Eigen/src/SparseCore/CompressedStorage.h +274 -0
- data/vendor/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h +352 -0
- data/vendor/Eigen/src/SparseCore/MappedSparseMatrix.h +67 -0
- data/vendor/Eigen/src/SparseCore/SparseAssign.h +270 -0
- data/vendor/Eigen/src/SparseCore/SparseBlock.h +571 -0
- data/vendor/Eigen/src/SparseCore/SparseColEtree.h +206 -0
- data/vendor/Eigen/src/SparseCore/SparseCompressedBase.h +370 -0
- data/vendor/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +722 -0
- data/vendor/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +150 -0
- data/vendor/Eigen/src/SparseCore/SparseDenseProduct.h +342 -0
- data/vendor/Eigen/src/SparseCore/SparseDiagonalProduct.h +138 -0
- data/vendor/Eigen/src/SparseCore/SparseDot.h +98 -0
- data/vendor/Eigen/src/SparseCore/SparseFuzzy.h +29 -0
- data/vendor/Eigen/src/SparseCore/SparseMap.h +305 -0
- data/vendor/Eigen/src/SparseCore/SparseMatrix.h +1518 -0
- data/vendor/Eigen/src/SparseCore/SparseMatrixBase.h +398 -0
- data/vendor/Eigen/src/SparseCore/SparsePermutation.h +178 -0
- data/vendor/Eigen/src/SparseCore/SparseProduct.h +181 -0
- data/vendor/Eigen/src/SparseCore/SparseRedux.h +49 -0
- data/vendor/Eigen/src/SparseCore/SparseRef.h +397 -0
- data/vendor/Eigen/src/SparseCore/SparseSelfAdjointView.h +659 -0
- data/vendor/Eigen/src/SparseCore/SparseSolverBase.h +124 -0
- data/vendor/Eigen/src/SparseCore/SparseSparseProductWithPruning.h +198 -0
- data/vendor/Eigen/src/SparseCore/SparseTranspose.h +92 -0
- data/vendor/Eigen/src/SparseCore/SparseTriangularView.h +189 -0
- data/vendor/Eigen/src/SparseCore/SparseUtil.h +186 -0
- data/vendor/Eigen/src/SparseCore/SparseVector.h +478 -0
- data/vendor/Eigen/src/SparseCore/SparseView.h +254 -0
- data/vendor/Eigen/src/SparseCore/TriangularSolver.h +315 -0
- data/vendor/Eigen/src/SparseLU/SparseLU.h +923 -0
- data/vendor/Eigen/src/SparseLU/SparseLUImpl.h +66 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_Memory.h +226 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_Structs.h +110 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h +375 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_Utils.h +80 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_column_bmod.h +181 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_column_dfs.h +179 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +107 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +280 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +126 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_pruneL.h +136 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
- data/vendor/Eigen/src/SparseQR/SparseQR.h +758 -0
- data/vendor/Eigen/src/StlSupport/StdDeque.h +116 -0
- data/vendor/Eigen/src/StlSupport/StdList.h +106 -0
- data/vendor/Eigen/src/StlSupport/StdVector.h +131 -0
- data/vendor/Eigen/src/StlSupport/details.h +84 -0
- data/vendor/Eigen/src/SuperLUSupport/SuperLUSupport.h +1025 -0
- data/vendor/Eigen/src/UmfPackSupport/UmfPackSupport.h +642 -0
- data/vendor/Eigen/src/misc/Image.h +82 -0
- data/vendor/Eigen/src/misc/Kernel.h +79 -0
- data/vendor/Eigen/src/misc/RealSvd2x2.h +55 -0
- data/vendor/Eigen/src/misc/blas.h +440 -0
- data/vendor/Eigen/src/misc/lapack.h +152 -0
- data/vendor/Eigen/src/misc/lapacke.h +16292 -0
- data/vendor/Eigen/src/misc/lapacke_mangling.h +17 -0
- data/vendor/Eigen/src/plugins/ArrayCwiseBinaryOps.h +358 -0
- data/vendor/Eigen/src/plugins/ArrayCwiseUnaryOps.h +696 -0
- data/vendor/Eigen/src/plugins/BlockMethods.h +1442 -0
- data/vendor/Eigen/src/plugins/CommonCwiseBinaryOps.h +115 -0
- data/vendor/Eigen/src/plugins/CommonCwiseUnaryOps.h +177 -0
- data/vendor/Eigen/src/plugins/IndexedViewMethods.h +262 -0
- data/vendor/Eigen/src/plugins/MatrixCwiseBinaryOps.h +152 -0
- data/vendor/Eigen/src/plugins/MatrixCwiseUnaryOps.h +95 -0
- data/vendor/Eigen/src/plugins/ReshapedMethods.h +149 -0
- data/vendor/aarand/aarand.hpp +114 -0
- data/vendor/annoy/annoylib.h +1495 -0
- data/vendor/annoy/kissrandom.h +120 -0
- data/vendor/annoy/mman.h +242 -0
- data/vendor/hnswlib/bruteforce.h +152 -0
- data/vendor/hnswlib/hnswalg.h +1192 -0
- data/vendor/hnswlib/hnswlib.h +108 -0
- data/vendor/hnswlib/space_ip.h +282 -0
- data/vendor/hnswlib/space_l2.h +281 -0
- data/vendor/hnswlib/visited_list_pool.h +79 -0
- data/vendor/irlba/irlba.hpp +575 -0
- data/vendor/irlba/lanczos.hpp +212 -0
- data/vendor/irlba/parallel.hpp +474 -0
- data/vendor/irlba/utils.hpp +224 -0
- data/vendor/irlba/wrappers.hpp +228 -0
- data/vendor/kmeans/Base.hpp +75 -0
- data/vendor/kmeans/Details.hpp +79 -0
- data/vendor/kmeans/HartiganWong.hpp +492 -0
- data/vendor/kmeans/InitializeKmeansPP.hpp +144 -0
- data/vendor/kmeans/InitializeNone.hpp +44 -0
- data/vendor/kmeans/InitializePCAPartition.hpp +309 -0
- data/vendor/kmeans/InitializeRandom.hpp +91 -0
- data/vendor/kmeans/Kmeans.hpp +161 -0
- data/vendor/kmeans/Lloyd.hpp +134 -0
- data/vendor/kmeans/MiniBatch.hpp +269 -0
- data/vendor/kmeans/QuickSearch.hpp +179 -0
- data/vendor/kmeans/compute_centroids.hpp +32 -0
- data/vendor/kmeans/compute_wcss.hpp +27 -0
- data/vendor/kmeans/is_edge_case.hpp +42 -0
- data/vendor/kmeans/random.hpp +55 -0
- data/vendor/knncolle/Annoy/Annoy.hpp +193 -0
- data/vendor/knncolle/BruteForce/BruteForce.hpp +120 -0
- data/vendor/knncolle/Hnsw/Hnsw.hpp +225 -0
- data/vendor/knncolle/Kmknn/Kmknn.hpp +286 -0
- data/vendor/knncolle/VpTree/VpTree.hpp +256 -0
- data/vendor/knncolle/knncolle.hpp +34 -0
- data/vendor/knncolle/utils/Base.hpp +100 -0
- data/vendor/knncolle/utils/NeighborQueue.hpp +94 -0
- data/vendor/knncolle/utils/distances.hpp +98 -0
- data/vendor/knncolle/utils/find_nearest_neighbors.hpp +112 -0
- data/vendor/powerit/PowerIterations.hpp +157 -0
- data/vendor/umappp/NeighborList.hpp +37 -0
- data/vendor/umappp/Umap.hpp +662 -0
- data/vendor/umappp/combine_neighbor_sets.hpp +95 -0
- data/vendor/umappp/find_ab.hpp +157 -0
- data/vendor/umappp/neighbor_similarities.hpp +136 -0
- data/vendor/umappp/optimize_layout.hpp +285 -0
- data/vendor/umappp/spectral_init.hpp +181 -0
- data/vendor/umappp/umappp.hpp +13 -0
- metadata +465 -0
@@ -0,0 +1,1025 @@
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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) 2008-2015 Gael Guennebaud <gael.guennebaud@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 EIGEN_SUPERLUSUPPORT_H
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#define EIGEN_SUPERLUSUPPORT_H
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namespace Eigen {
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#if defined(SUPERLU_MAJOR_VERSION) && (SUPERLU_MAJOR_VERSION >= 5)
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#define DECL_GSSVX(PREFIX,FLOATTYPE,KEYTYPE) \
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extern "C" { \
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extern void PREFIX##gssvx(superlu_options_t *, SuperMatrix *, int *, int *, int *, \
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char *, FLOATTYPE *, FLOATTYPE *, SuperMatrix *, SuperMatrix *, \
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void *, int, SuperMatrix *, SuperMatrix *, \
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FLOATTYPE *, FLOATTYPE *, FLOATTYPE *, FLOATTYPE *, \
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GlobalLU_t *, mem_usage_t *, SuperLUStat_t *, int *); \
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} \
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inline float SuperLU_gssvx(superlu_options_t *options, SuperMatrix *A, \
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int *perm_c, int *perm_r, int *etree, char *equed, \
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FLOATTYPE *R, FLOATTYPE *C, SuperMatrix *L, \
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SuperMatrix *U, void *work, int lwork, \
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SuperMatrix *B, SuperMatrix *X, \
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FLOATTYPE *recip_pivot_growth, \
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FLOATTYPE *rcond, FLOATTYPE *ferr, FLOATTYPE *berr, \
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SuperLUStat_t *stats, int *info, KEYTYPE) { \
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mem_usage_t mem_usage; \
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GlobalLU_t gLU; \
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PREFIX##gssvx(options, A, perm_c, perm_r, etree, equed, R, C, L, \
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U, work, lwork, B, X, recip_pivot_growth, rcond, \
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ferr, berr, &gLU, &mem_usage, stats, info); \
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return mem_usage.for_lu; /* bytes used by the factor storage */ \
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}
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#else // version < 5.0
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#define DECL_GSSVX(PREFIX,FLOATTYPE,KEYTYPE) \
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extern "C" { \
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extern void PREFIX##gssvx(superlu_options_t *, SuperMatrix *, int *, int *, int *, \
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char *, FLOATTYPE *, FLOATTYPE *, SuperMatrix *, SuperMatrix *, \
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void *, int, SuperMatrix *, SuperMatrix *, \
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FLOATTYPE *, FLOATTYPE *, FLOATTYPE *, FLOATTYPE *, \
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mem_usage_t *, SuperLUStat_t *, int *); \
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} \
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inline float SuperLU_gssvx(superlu_options_t *options, SuperMatrix *A, \
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int *perm_c, int *perm_r, int *etree, char *equed, \
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FLOATTYPE *R, FLOATTYPE *C, SuperMatrix *L, \
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SuperMatrix *U, void *work, int lwork, \
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SuperMatrix *B, SuperMatrix *X, \
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FLOATTYPE *recip_pivot_growth, \
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FLOATTYPE *rcond, FLOATTYPE *ferr, FLOATTYPE *berr, \
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SuperLUStat_t *stats, int *info, KEYTYPE) { \
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mem_usage_t mem_usage; \
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PREFIX##gssvx(options, A, perm_c, perm_r, etree, equed, R, C, L, \
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U, work, lwork, B, X, recip_pivot_growth, rcond, \
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ferr, berr, &mem_usage, stats, info); \
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return mem_usage.for_lu; /* bytes used by the factor storage */ \
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}
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#endif
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DECL_GSSVX(s,float,float)
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DECL_GSSVX(c,float,std::complex<float>)
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DECL_GSSVX(d,double,double)
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DECL_GSSVX(z,double,std::complex<double>)
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#ifdef MILU_ALPHA
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#define EIGEN_SUPERLU_HAS_ILU
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#endif
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#ifdef EIGEN_SUPERLU_HAS_ILU
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// similarly for the incomplete factorization using gsisx
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#define DECL_GSISX(PREFIX,FLOATTYPE,KEYTYPE) \
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extern "C" { \
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extern void PREFIX##gsisx(superlu_options_t *, SuperMatrix *, int *, int *, int *, \
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char *, FLOATTYPE *, FLOATTYPE *, SuperMatrix *, SuperMatrix *, \
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void *, int, SuperMatrix *, SuperMatrix *, FLOATTYPE *, FLOATTYPE *, \
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mem_usage_t *, SuperLUStat_t *, int *); \
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} \
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inline float SuperLU_gsisx(superlu_options_t *options, SuperMatrix *A, \
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int *perm_c, int *perm_r, int *etree, char *equed, \
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FLOATTYPE *R, FLOATTYPE *C, SuperMatrix *L, \
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SuperMatrix *U, void *work, int lwork, \
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SuperMatrix *B, SuperMatrix *X, \
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FLOATTYPE *recip_pivot_growth, \
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FLOATTYPE *rcond, \
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SuperLUStat_t *stats, int *info, KEYTYPE) { \
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mem_usage_t mem_usage; \
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PREFIX##gsisx(options, A, perm_c, perm_r, etree, equed, R, C, L, \
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U, work, lwork, B, X, recip_pivot_growth, rcond, \
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&mem_usage, stats, info); \
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return mem_usage.for_lu; /* bytes used by the factor storage */ \
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}
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DECL_GSISX(s,float,float)
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DECL_GSISX(c,float,std::complex<float>)
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DECL_GSISX(d,double,double)
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DECL_GSISX(z,double,std::complex<double>)
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#endif
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template<typename MatrixType>
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struct SluMatrixMapHelper;
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/** \internal
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*
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* A wrapper class for SuperLU matrices. It supports only compressed sparse matrices
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* and dense matrices. Supernodal and other fancy format are not supported by this wrapper.
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*
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* This wrapper class mainly aims to avoids the need of dynamic allocation of the storage structure.
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*/
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struct SluMatrix : SuperMatrix
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{
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SluMatrix()
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{
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Store = &storage;
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}
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SluMatrix(const SluMatrix& other)
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: SuperMatrix(other)
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{
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Store = &storage;
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storage = other.storage;
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}
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SluMatrix& operator=(const SluMatrix& other)
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{
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SuperMatrix::operator=(static_cast<const SuperMatrix&>(other));
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Store = &storage;
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storage = other.storage;
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return *this;
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}
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struct
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{
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union {int nnz;int lda;};
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void *values;
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int *innerInd;
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int *outerInd;
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} storage;
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void setStorageType(Stype_t t)
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{
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Stype = t;
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if (t==SLU_NC || t==SLU_NR || t==SLU_DN)
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Store = &storage;
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else
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{
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eigen_assert(false && "storage type not supported");
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Store = 0;
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}
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}
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template<typename Scalar>
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void setScalarType()
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{
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if (internal::is_same<Scalar,float>::value)
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Dtype = SLU_S;
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else if (internal::is_same<Scalar,double>::value)
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Dtype = SLU_D;
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else if (internal::is_same<Scalar,std::complex<float> >::value)
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Dtype = SLU_C;
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else if (internal::is_same<Scalar,std::complex<double> >::value)
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Dtype = SLU_Z;
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else
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{
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eigen_assert(false && "Scalar type not supported by SuperLU");
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}
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}
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template<typename MatrixType>
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static SluMatrix Map(MatrixBase<MatrixType>& _mat)
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{
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MatrixType& mat(_mat.derived());
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eigen_assert( ((MatrixType::Flags&RowMajorBit)!=RowMajorBit) && "row-major dense matrices are not supported by SuperLU");
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SluMatrix res;
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res.setStorageType(SLU_DN);
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res.setScalarType<typename MatrixType::Scalar>();
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res.Mtype = SLU_GE;
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res.nrow = internal::convert_index<int>(mat.rows());
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res.ncol = internal::convert_index<int>(mat.cols());
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res.storage.lda = internal::convert_index<int>(MatrixType::IsVectorAtCompileTime ? mat.size() : mat.outerStride());
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res.storage.values = (void*)(mat.data());
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return res;
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}
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template<typename MatrixType>
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static SluMatrix Map(SparseMatrixBase<MatrixType>& a_mat)
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{
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MatrixType &mat(a_mat.derived());
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SluMatrix res;
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if ((MatrixType::Flags&RowMajorBit)==RowMajorBit)
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{
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res.setStorageType(SLU_NR);
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res.nrow = internal::convert_index<int>(mat.cols());
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res.ncol = internal::convert_index<int>(mat.rows());
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}
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else
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{
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res.setStorageType(SLU_NC);
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res.nrow = internal::convert_index<int>(mat.rows());
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res.ncol = internal::convert_index<int>(mat.cols());
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}
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res.Mtype = SLU_GE;
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res.storage.nnz = internal::convert_index<int>(mat.nonZeros());
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res.storage.values = mat.valuePtr();
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res.storage.innerInd = mat.innerIndexPtr();
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res.storage.outerInd = mat.outerIndexPtr();
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res.setScalarType<typename MatrixType::Scalar>();
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// FIXME the following is not very accurate
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if (int(MatrixType::Flags) & int(Upper))
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res.Mtype = SLU_TRU;
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if (int(MatrixType::Flags) & int(Lower))
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res.Mtype = SLU_TRL;
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eigen_assert(((int(MatrixType::Flags) & int(SelfAdjoint))==0) && "SelfAdjoint matrix shape not supported by SuperLU");
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return res;
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}
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};
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template<typename Scalar, int Rows, int Cols, int Options, int MRows, int MCols>
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struct SluMatrixMapHelper<Matrix<Scalar,Rows,Cols,Options,MRows,MCols> >
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{
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typedef Matrix<Scalar,Rows,Cols,Options,MRows,MCols> MatrixType;
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static void run(MatrixType& mat, SluMatrix& res)
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{
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eigen_assert( ((Options&RowMajor)!=RowMajor) && "row-major dense matrices is not supported by SuperLU");
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res.setStorageType(SLU_DN);
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res.setScalarType<Scalar>();
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res.Mtype = SLU_GE;
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res.nrow = mat.rows();
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res.ncol = mat.cols();
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res.storage.lda = mat.outerStride();
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res.storage.values = mat.data();
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}
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};
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template<typename Derived>
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struct SluMatrixMapHelper<SparseMatrixBase<Derived> >
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{
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typedef Derived MatrixType;
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static void run(MatrixType& mat, SluMatrix& res)
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{
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if ((MatrixType::Flags&RowMajorBit)==RowMajorBit)
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{
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res.setStorageType(SLU_NR);
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res.nrow = mat.cols();
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res.ncol = mat.rows();
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}
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else
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{
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res.setStorageType(SLU_NC);
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res.nrow = mat.rows();
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res.ncol = mat.cols();
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}
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res.Mtype = SLU_GE;
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res.storage.nnz = mat.nonZeros();
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res.storage.values = mat.valuePtr();
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res.storage.innerInd = mat.innerIndexPtr();
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res.storage.outerInd = mat.outerIndexPtr();
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res.setScalarType<typename MatrixType::Scalar>();
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// FIXME the following is not very accurate
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if (MatrixType::Flags & Upper)
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res.Mtype = SLU_TRU;
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if (MatrixType::Flags & Lower)
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res.Mtype = SLU_TRL;
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eigen_assert(((MatrixType::Flags & SelfAdjoint)==0) && "SelfAdjoint matrix shape not supported by SuperLU");
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}
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};
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|
+
namespace internal {
|
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|
+
|
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+
template<typename MatrixType>
|
291
|
+
SluMatrix asSluMatrix(MatrixType& mat)
|
292
|
+
{
|
293
|
+
return SluMatrix::Map(mat);
|
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|
+
}
|
295
|
+
|
296
|
+
/** View a Super LU matrix as an Eigen expression */
|
297
|
+
template<typename Scalar, int Flags, typename Index>
|
298
|
+
MappedSparseMatrix<Scalar,Flags,Index> map_superlu(SluMatrix& sluMat)
|
299
|
+
{
|
300
|
+
eigen_assert(((Flags&RowMajor)==RowMajor && sluMat.Stype == SLU_NR)
|
301
|
+
|| ((Flags&ColMajor)==ColMajor && sluMat.Stype == SLU_NC));
|
302
|
+
|
303
|
+
Index outerSize = (Flags&RowMajor)==RowMajor ? sluMat.ncol : sluMat.nrow;
|
304
|
+
|
305
|
+
return MappedSparseMatrix<Scalar,Flags,Index>(
|
306
|
+
sluMat.nrow, sluMat.ncol, sluMat.storage.outerInd[outerSize],
|
307
|
+
sluMat.storage.outerInd, sluMat.storage.innerInd, reinterpret_cast<Scalar*>(sluMat.storage.values) );
|
308
|
+
}
|
309
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+
|
310
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+
} // end namespace internal
|
311
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+
|
312
|
+
/** \ingroup SuperLUSupport_Module
|
313
|
+
* \class SuperLUBase
|
314
|
+
* \brief The base class for the direct and incomplete LU factorization of SuperLU
|
315
|
+
*/
|
316
|
+
template<typename _MatrixType, typename Derived>
|
317
|
+
class SuperLUBase : public SparseSolverBase<Derived>
|
318
|
+
{
|
319
|
+
protected:
|
320
|
+
typedef SparseSolverBase<Derived> Base;
|
321
|
+
using Base::derived;
|
322
|
+
using Base::m_isInitialized;
|
323
|
+
public:
|
324
|
+
typedef _MatrixType MatrixType;
|
325
|
+
typedef typename MatrixType::Scalar Scalar;
|
326
|
+
typedef typename MatrixType::RealScalar RealScalar;
|
327
|
+
typedef typename MatrixType::StorageIndex StorageIndex;
|
328
|
+
typedef Matrix<Scalar,Dynamic,1> Vector;
|
329
|
+
typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
|
330
|
+
typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
|
331
|
+
typedef Map<PermutationMatrix<Dynamic,Dynamic,int> > PermutationMap;
|
332
|
+
typedef SparseMatrix<Scalar> LUMatrixType;
|
333
|
+
enum {
|
334
|
+
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
|
335
|
+
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
|
336
|
+
};
|
337
|
+
|
338
|
+
public:
|
339
|
+
|
340
|
+
SuperLUBase() {}
|
341
|
+
|
342
|
+
~SuperLUBase()
|
343
|
+
{
|
344
|
+
clearFactors();
|
345
|
+
}
|
346
|
+
|
347
|
+
inline Index rows() const { return m_matrix.rows(); }
|
348
|
+
inline Index cols() const { return m_matrix.cols(); }
|
349
|
+
|
350
|
+
/** \returns a reference to the Super LU option object to configure the Super LU algorithms. */
|
351
|
+
inline superlu_options_t& options() { return m_sluOptions; }
|
352
|
+
|
353
|
+
/** \brief Reports whether previous computation was successful.
|
354
|
+
*
|
355
|
+
* \returns \c Success if computation was successful,
|
356
|
+
* \c NumericalIssue if the matrix.appears to be negative.
|
357
|
+
*/
|
358
|
+
ComputationInfo info() const
|
359
|
+
{
|
360
|
+
eigen_assert(m_isInitialized && "Decomposition is not initialized.");
|
361
|
+
return m_info;
|
362
|
+
}
|
363
|
+
|
364
|
+
/** Computes the sparse Cholesky decomposition of \a matrix */
|
365
|
+
void compute(const MatrixType& matrix)
|
366
|
+
{
|
367
|
+
derived().analyzePattern(matrix);
|
368
|
+
derived().factorize(matrix);
|
369
|
+
}
|
370
|
+
|
371
|
+
/** Performs a symbolic decomposition on the sparcity of \a matrix.
|
372
|
+
*
|
373
|
+
* This function is particularly useful when solving for several problems having the same structure.
|
374
|
+
*
|
375
|
+
* \sa factorize()
|
376
|
+
*/
|
377
|
+
void analyzePattern(const MatrixType& /*matrix*/)
|
378
|
+
{
|
379
|
+
m_isInitialized = true;
|
380
|
+
m_info = Success;
|
381
|
+
m_analysisIsOk = true;
|
382
|
+
m_factorizationIsOk = false;
|
383
|
+
}
|
384
|
+
|
385
|
+
template<typename Stream>
|
386
|
+
void dumpMemory(Stream& /*s*/)
|
387
|
+
{}
|
388
|
+
|
389
|
+
protected:
|
390
|
+
|
391
|
+
void initFactorization(const MatrixType& a)
|
392
|
+
{
|
393
|
+
set_default_options(&this->m_sluOptions);
|
394
|
+
|
395
|
+
const Index size = a.rows();
|
396
|
+
m_matrix = a;
|
397
|
+
|
398
|
+
m_sluA = internal::asSluMatrix(m_matrix);
|
399
|
+
clearFactors();
|
400
|
+
|
401
|
+
m_p.resize(size);
|
402
|
+
m_q.resize(size);
|
403
|
+
m_sluRscale.resize(size);
|
404
|
+
m_sluCscale.resize(size);
|
405
|
+
m_sluEtree.resize(size);
|
406
|
+
|
407
|
+
// set empty B and X
|
408
|
+
m_sluB.setStorageType(SLU_DN);
|
409
|
+
m_sluB.setScalarType<Scalar>();
|
410
|
+
m_sluB.Mtype = SLU_GE;
|
411
|
+
m_sluB.storage.values = 0;
|
412
|
+
m_sluB.nrow = 0;
|
413
|
+
m_sluB.ncol = 0;
|
414
|
+
m_sluB.storage.lda = internal::convert_index<int>(size);
|
415
|
+
m_sluX = m_sluB;
|
416
|
+
|
417
|
+
m_extractedDataAreDirty = true;
|
418
|
+
}
|
419
|
+
|
420
|
+
void init()
|
421
|
+
{
|
422
|
+
m_info = InvalidInput;
|
423
|
+
m_isInitialized = false;
|
424
|
+
m_sluL.Store = 0;
|
425
|
+
m_sluU.Store = 0;
|
426
|
+
}
|
427
|
+
|
428
|
+
void extractData() const;
|
429
|
+
|
430
|
+
void clearFactors()
|
431
|
+
{
|
432
|
+
if(m_sluL.Store)
|
433
|
+
Destroy_SuperNode_Matrix(&m_sluL);
|
434
|
+
if(m_sluU.Store)
|
435
|
+
Destroy_CompCol_Matrix(&m_sluU);
|
436
|
+
|
437
|
+
m_sluL.Store = 0;
|
438
|
+
m_sluU.Store = 0;
|
439
|
+
|
440
|
+
memset(&m_sluL,0,sizeof m_sluL);
|
441
|
+
memset(&m_sluU,0,sizeof m_sluU);
|
442
|
+
}
|
443
|
+
|
444
|
+
// cached data to reduce reallocation, etc.
|
445
|
+
mutable LUMatrixType m_l;
|
446
|
+
mutable LUMatrixType m_u;
|
447
|
+
mutable IntColVectorType m_p;
|
448
|
+
mutable IntRowVectorType m_q;
|
449
|
+
|
450
|
+
mutable LUMatrixType m_matrix; // copy of the factorized matrix
|
451
|
+
mutable SluMatrix m_sluA;
|
452
|
+
mutable SuperMatrix m_sluL, m_sluU;
|
453
|
+
mutable SluMatrix m_sluB, m_sluX;
|
454
|
+
mutable SuperLUStat_t m_sluStat;
|
455
|
+
mutable superlu_options_t m_sluOptions;
|
456
|
+
mutable std::vector<int> m_sluEtree;
|
457
|
+
mutable Matrix<RealScalar,Dynamic,1> m_sluRscale, m_sluCscale;
|
458
|
+
mutable Matrix<RealScalar,Dynamic,1> m_sluFerr, m_sluBerr;
|
459
|
+
mutable char m_sluEqued;
|
460
|
+
|
461
|
+
mutable ComputationInfo m_info;
|
462
|
+
int m_factorizationIsOk;
|
463
|
+
int m_analysisIsOk;
|
464
|
+
mutable bool m_extractedDataAreDirty;
|
465
|
+
|
466
|
+
private:
|
467
|
+
SuperLUBase(SuperLUBase& ) { }
|
468
|
+
};
|
469
|
+
|
470
|
+
|
471
|
+
/** \ingroup SuperLUSupport_Module
|
472
|
+
* \class SuperLU
|
473
|
+
* \brief A sparse direct LU factorization and solver based on the SuperLU library
|
474
|
+
*
|
475
|
+
* This class allows to solve for A.X = B sparse linear problems via a direct LU factorization
|
476
|
+
* using the SuperLU library. The sparse matrix A must be squared and invertible. The vectors or matrices
|
477
|
+
* X and B can be either dense or sparse.
|
478
|
+
*
|
479
|
+
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
480
|
+
*
|
481
|
+
* \warning This class is only for the 4.x versions of SuperLU. The 3.x and 5.x versions are not supported.
|
482
|
+
*
|
483
|
+
* \implsparsesolverconcept
|
484
|
+
*
|
485
|
+
* \sa \ref TutorialSparseSolverConcept, class SparseLU
|
486
|
+
*/
|
487
|
+
template<typename _MatrixType>
|
488
|
+
class SuperLU : public SuperLUBase<_MatrixType,SuperLU<_MatrixType> >
|
489
|
+
{
|
490
|
+
public:
|
491
|
+
typedef SuperLUBase<_MatrixType,SuperLU> Base;
|
492
|
+
typedef _MatrixType MatrixType;
|
493
|
+
typedef typename Base::Scalar Scalar;
|
494
|
+
typedef typename Base::RealScalar RealScalar;
|
495
|
+
typedef typename Base::StorageIndex StorageIndex;
|
496
|
+
typedef typename Base::IntRowVectorType IntRowVectorType;
|
497
|
+
typedef typename Base::IntColVectorType IntColVectorType;
|
498
|
+
typedef typename Base::PermutationMap PermutationMap;
|
499
|
+
typedef typename Base::LUMatrixType LUMatrixType;
|
500
|
+
typedef TriangularView<LUMatrixType, Lower|UnitDiag> LMatrixType;
|
501
|
+
typedef TriangularView<LUMatrixType, Upper> UMatrixType;
|
502
|
+
|
503
|
+
public:
|
504
|
+
using Base::_solve_impl;
|
505
|
+
|
506
|
+
SuperLU() : Base() { init(); }
|
507
|
+
|
508
|
+
explicit SuperLU(const MatrixType& matrix) : Base()
|
509
|
+
{
|
510
|
+
init();
|
511
|
+
Base::compute(matrix);
|
512
|
+
}
|
513
|
+
|
514
|
+
~SuperLU()
|
515
|
+
{
|
516
|
+
}
|
517
|
+
|
518
|
+
/** Performs a symbolic decomposition on the sparcity of \a matrix.
|
519
|
+
*
|
520
|
+
* This function is particularly useful when solving for several problems having the same structure.
|
521
|
+
*
|
522
|
+
* \sa factorize()
|
523
|
+
*/
|
524
|
+
void analyzePattern(const MatrixType& matrix)
|
525
|
+
{
|
526
|
+
m_info = InvalidInput;
|
527
|
+
m_isInitialized = false;
|
528
|
+
Base::analyzePattern(matrix);
|
529
|
+
}
|
530
|
+
|
531
|
+
/** Performs a numeric decomposition of \a matrix
|
532
|
+
*
|
533
|
+
* The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
|
534
|
+
*
|
535
|
+
* \sa analyzePattern()
|
536
|
+
*/
|
537
|
+
void factorize(const MatrixType& matrix);
|
538
|
+
|
539
|
+
/** \internal */
|
540
|
+
template<typename Rhs,typename Dest>
|
541
|
+
void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const;
|
542
|
+
|
543
|
+
inline const LMatrixType& matrixL() const
|
544
|
+
{
|
545
|
+
if (m_extractedDataAreDirty) this->extractData();
|
546
|
+
return m_l;
|
547
|
+
}
|
548
|
+
|
549
|
+
inline const UMatrixType& matrixU() const
|
550
|
+
{
|
551
|
+
if (m_extractedDataAreDirty) this->extractData();
|
552
|
+
return m_u;
|
553
|
+
}
|
554
|
+
|
555
|
+
inline const IntColVectorType& permutationP() const
|
556
|
+
{
|
557
|
+
if (m_extractedDataAreDirty) this->extractData();
|
558
|
+
return m_p;
|
559
|
+
}
|
560
|
+
|
561
|
+
inline const IntRowVectorType& permutationQ() const
|
562
|
+
{
|
563
|
+
if (m_extractedDataAreDirty) this->extractData();
|
564
|
+
return m_q;
|
565
|
+
}
|
566
|
+
|
567
|
+
Scalar determinant() const;
|
568
|
+
|
569
|
+
protected:
|
570
|
+
|
571
|
+
using Base::m_matrix;
|
572
|
+
using Base::m_sluOptions;
|
573
|
+
using Base::m_sluA;
|
574
|
+
using Base::m_sluB;
|
575
|
+
using Base::m_sluX;
|
576
|
+
using Base::m_p;
|
577
|
+
using Base::m_q;
|
578
|
+
using Base::m_sluEtree;
|
579
|
+
using Base::m_sluEqued;
|
580
|
+
using Base::m_sluRscale;
|
581
|
+
using Base::m_sluCscale;
|
582
|
+
using Base::m_sluL;
|
583
|
+
using Base::m_sluU;
|
584
|
+
using Base::m_sluStat;
|
585
|
+
using Base::m_sluFerr;
|
586
|
+
using Base::m_sluBerr;
|
587
|
+
using Base::m_l;
|
588
|
+
using Base::m_u;
|
589
|
+
|
590
|
+
using Base::m_analysisIsOk;
|
591
|
+
using Base::m_factorizationIsOk;
|
592
|
+
using Base::m_extractedDataAreDirty;
|
593
|
+
using Base::m_isInitialized;
|
594
|
+
using Base::m_info;
|
595
|
+
|
596
|
+
void init()
|
597
|
+
{
|
598
|
+
Base::init();
|
599
|
+
|
600
|
+
set_default_options(&this->m_sluOptions);
|
601
|
+
m_sluOptions.PrintStat = NO;
|
602
|
+
m_sluOptions.ConditionNumber = NO;
|
603
|
+
m_sluOptions.Trans = NOTRANS;
|
604
|
+
m_sluOptions.ColPerm = COLAMD;
|
605
|
+
}
|
606
|
+
|
607
|
+
|
608
|
+
private:
|
609
|
+
SuperLU(SuperLU& ) { }
|
610
|
+
};
|
611
|
+
|
612
|
+
template<typename MatrixType>
|
613
|
+
void SuperLU<MatrixType>::factorize(const MatrixType& a)
|
614
|
+
{
|
615
|
+
eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
|
616
|
+
if(!m_analysisIsOk)
|
617
|
+
{
|
618
|
+
m_info = InvalidInput;
|
619
|
+
return;
|
620
|
+
}
|
621
|
+
|
622
|
+
this->initFactorization(a);
|
623
|
+
|
624
|
+
m_sluOptions.ColPerm = COLAMD;
|
625
|
+
int info = 0;
|
626
|
+
RealScalar recip_pivot_growth, rcond;
|
627
|
+
RealScalar ferr, berr;
|
628
|
+
|
629
|
+
StatInit(&m_sluStat);
|
630
|
+
SuperLU_gssvx(&m_sluOptions, &m_sluA, m_q.data(), m_p.data(), &m_sluEtree[0],
|
631
|
+
&m_sluEqued, &m_sluRscale[0], &m_sluCscale[0],
|
632
|
+
&m_sluL, &m_sluU,
|
633
|
+
NULL, 0,
|
634
|
+
&m_sluB, &m_sluX,
|
635
|
+
&recip_pivot_growth, &rcond,
|
636
|
+
&ferr, &berr,
|
637
|
+
&m_sluStat, &info, Scalar());
|
638
|
+
StatFree(&m_sluStat);
|
639
|
+
|
640
|
+
m_extractedDataAreDirty = true;
|
641
|
+
|
642
|
+
// FIXME how to better check for errors ???
|
643
|
+
m_info = info == 0 ? Success : NumericalIssue;
|
644
|
+
m_factorizationIsOk = true;
|
645
|
+
}
|
646
|
+
|
647
|
+
template<typename MatrixType>
|
648
|
+
template<typename Rhs,typename Dest>
|
649
|
+
void SuperLU<MatrixType>::_solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest>& x) const
|
650
|
+
{
|
651
|
+
eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()");
|
652
|
+
|
653
|
+
const Index rhsCols = b.cols();
|
654
|
+
eigen_assert(m_matrix.rows()==b.rows());
|
655
|
+
|
656
|
+
m_sluOptions.Trans = NOTRANS;
|
657
|
+
m_sluOptions.Fact = FACTORED;
|
658
|
+
m_sluOptions.IterRefine = NOREFINE;
|
659
|
+
|
660
|
+
|
661
|
+
m_sluFerr.resize(rhsCols);
|
662
|
+
m_sluBerr.resize(rhsCols);
|
663
|
+
|
664
|
+
Ref<const Matrix<typename Rhs::Scalar,Dynamic,Dynamic,ColMajor> > b_ref(b);
|
665
|
+
Ref<const Matrix<typename Dest::Scalar,Dynamic,Dynamic,ColMajor> > x_ref(x);
|
666
|
+
|
667
|
+
m_sluB = SluMatrix::Map(b_ref.const_cast_derived());
|
668
|
+
m_sluX = SluMatrix::Map(x_ref.const_cast_derived());
|
669
|
+
|
670
|
+
typename Rhs::PlainObject b_cpy;
|
671
|
+
if(m_sluEqued!='N')
|
672
|
+
{
|
673
|
+
b_cpy = b;
|
674
|
+
m_sluB = SluMatrix::Map(b_cpy.const_cast_derived());
|
675
|
+
}
|
676
|
+
|
677
|
+
StatInit(&m_sluStat);
|
678
|
+
int info = 0;
|
679
|
+
RealScalar recip_pivot_growth, rcond;
|
680
|
+
SuperLU_gssvx(&m_sluOptions, &m_sluA,
|
681
|
+
m_q.data(), m_p.data(),
|
682
|
+
&m_sluEtree[0], &m_sluEqued,
|
683
|
+
&m_sluRscale[0], &m_sluCscale[0],
|
684
|
+
&m_sluL, &m_sluU,
|
685
|
+
NULL, 0,
|
686
|
+
&m_sluB, &m_sluX,
|
687
|
+
&recip_pivot_growth, &rcond,
|
688
|
+
&m_sluFerr[0], &m_sluBerr[0],
|
689
|
+
&m_sluStat, &info, Scalar());
|
690
|
+
StatFree(&m_sluStat);
|
691
|
+
|
692
|
+
if(x.derived().data() != x_ref.data())
|
693
|
+
x = x_ref;
|
694
|
+
|
695
|
+
m_info = info==0 ? Success : NumericalIssue;
|
696
|
+
}
|
697
|
+
|
698
|
+
// the code of this extractData() function has been adapted from the SuperLU's Matlab support code,
|
699
|
+
//
|
700
|
+
// Copyright (c) 1994 by Xerox Corporation. All rights reserved.
|
701
|
+
//
|
702
|
+
// THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
|
703
|
+
// EXPRESSED OR IMPLIED. ANY USE IS AT YOUR OWN RISK.
|
704
|
+
//
|
705
|
+
template<typename MatrixType, typename Derived>
|
706
|
+
void SuperLUBase<MatrixType,Derived>::extractData() const
|
707
|
+
{
|
708
|
+
eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for extracting factors, you must first call either compute() or analyzePattern()/factorize()");
|
709
|
+
if (m_extractedDataAreDirty)
|
710
|
+
{
|
711
|
+
int upper;
|
712
|
+
int fsupc, istart, nsupr;
|
713
|
+
int lastl = 0, lastu = 0;
|
714
|
+
SCformat *Lstore = static_cast<SCformat*>(m_sluL.Store);
|
715
|
+
NCformat *Ustore = static_cast<NCformat*>(m_sluU.Store);
|
716
|
+
Scalar *SNptr;
|
717
|
+
|
718
|
+
const Index size = m_matrix.rows();
|
719
|
+
m_l.resize(size,size);
|
720
|
+
m_l.resizeNonZeros(Lstore->nnz);
|
721
|
+
m_u.resize(size,size);
|
722
|
+
m_u.resizeNonZeros(Ustore->nnz);
|
723
|
+
|
724
|
+
int* Lcol = m_l.outerIndexPtr();
|
725
|
+
int* Lrow = m_l.innerIndexPtr();
|
726
|
+
Scalar* Lval = m_l.valuePtr();
|
727
|
+
|
728
|
+
int* Ucol = m_u.outerIndexPtr();
|
729
|
+
int* Urow = m_u.innerIndexPtr();
|
730
|
+
Scalar* Uval = m_u.valuePtr();
|
731
|
+
|
732
|
+
Ucol[0] = 0;
|
733
|
+
Ucol[0] = 0;
|
734
|
+
|
735
|
+
/* for each supernode */
|
736
|
+
for (int k = 0; k <= Lstore->nsuper; ++k)
|
737
|
+
{
|
738
|
+
fsupc = L_FST_SUPC(k);
|
739
|
+
istart = L_SUB_START(fsupc);
|
740
|
+
nsupr = L_SUB_START(fsupc+1) - istart;
|
741
|
+
upper = 1;
|
742
|
+
|
743
|
+
/* for each column in the supernode */
|
744
|
+
for (int j = fsupc; j < L_FST_SUPC(k+1); ++j)
|
745
|
+
{
|
746
|
+
SNptr = &((Scalar*)Lstore->nzval)[L_NZ_START(j)];
|
747
|
+
|
748
|
+
/* Extract U */
|
749
|
+
for (int i = U_NZ_START(j); i < U_NZ_START(j+1); ++i)
|
750
|
+
{
|
751
|
+
Uval[lastu] = ((Scalar*)Ustore->nzval)[i];
|
752
|
+
/* Matlab doesn't like explicit zero. */
|
753
|
+
if (Uval[lastu] != 0.0)
|
754
|
+
Urow[lastu++] = U_SUB(i);
|
755
|
+
}
|
756
|
+
for (int i = 0; i < upper; ++i)
|
757
|
+
{
|
758
|
+
/* upper triangle in the supernode */
|
759
|
+
Uval[lastu] = SNptr[i];
|
760
|
+
/* Matlab doesn't like explicit zero. */
|
761
|
+
if (Uval[lastu] != 0.0)
|
762
|
+
Urow[lastu++] = L_SUB(istart+i);
|
763
|
+
}
|
764
|
+
Ucol[j+1] = lastu;
|
765
|
+
|
766
|
+
/* Extract L */
|
767
|
+
Lval[lastl] = 1.0; /* unit diagonal */
|
768
|
+
Lrow[lastl++] = L_SUB(istart + upper - 1);
|
769
|
+
for (int i = upper; i < nsupr; ++i)
|
770
|
+
{
|
771
|
+
Lval[lastl] = SNptr[i];
|
772
|
+
/* Matlab doesn't like explicit zero. */
|
773
|
+
if (Lval[lastl] != 0.0)
|
774
|
+
Lrow[lastl++] = L_SUB(istart+i);
|
775
|
+
}
|
776
|
+
Lcol[j+1] = lastl;
|
777
|
+
|
778
|
+
++upper;
|
779
|
+
} /* for j ... */
|
780
|
+
|
781
|
+
} /* for k ... */
|
782
|
+
|
783
|
+
// squeeze the matrices :
|
784
|
+
m_l.resizeNonZeros(lastl);
|
785
|
+
m_u.resizeNonZeros(lastu);
|
786
|
+
|
787
|
+
m_extractedDataAreDirty = false;
|
788
|
+
}
|
789
|
+
}
|
790
|
+
|
791
|
+
template<typename MatrixType>
|
792
|
+
typename SuperLU<MatrixType>::Scalar SuperLU<MatrixType>::determinant() const
|
793
|
+
{
|
794
|
+
eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for computing the determinant, you must first call either compute() or analyzePattern()/factorize()");
|
795
|
+
|
796
|
+
if (m_extractedDataAreDirty)
|
797
|
+
this->extractData();
|
798
|
+
|
799
|
+
Scalar det = Scalar(1);
|
800
|
+
for (int j=0; j<m_u.cols(); ++j)
|
801
|
+
{
|
802
|
+
if (m_u.outerIndexPtr()[j+1]-m_u.outerIndexPtr()[j] > 0)
|
803
|
+
{
|
804
|
+
int lastId = m_u.outerIndexPtr()[j+1]-1;
|
805
|
+
eigen_assert(m_u.innerIndexPtr()[lastId]<=j);
|
806
|
+
if (m_u.innerIndexPtr()[lastId]==j)
|
807
|
+
det *= m_u.valuePtr()[lastId];
|
808
|
+
}
|
809
|
+
}
|
810
|
+
if(PermutationMap(m_p.data(),m_p.size()).determinant()*PermutationMap(m_q.data(),m_q.size()).determinant()<0)
|
811
|
+
det = -det;
|
812
|
+
if(m_sluEqued!='N')
|
813
|
+
return det/m_sluRscale.prod()/m_sluCscale.prod();
|
814
|
+
else
|
815
|
+
return det;
|
816
|
+
}
|
817
|
+
|
818
|
+
#ifdef EIGEN_PARSED_BY_DOXYGEN
|
819
|
+
#define EIGEN_SUPERLU_HAS_ILU
|
820
|
+
#endif
|
821
|
+
|
822
|
+
#ifdef EIGEN_SUPERLU_HAS_ILU
|
823
|
+
|
824
|
+
/** \ingroup SuperLUSupport_Module
|
825
|
+
* \class SuperILU
|
826
|
+
* \brief A sparse direct \b incomplete LU factorization and solver based on the SuperLU library
|
827
|
+
*
|
828
|
+
* This class allows to solve for an approximate solution of A.X = B sparse linear problems via an incomplete LU factorization
|
829
|
+
* using the SuperLU library. This class is aimed to be used as a preconditioner of the iterative linear solvers.
|
830
|
+
*
|
831
|
+
* \warning This class is only for the 4.x versions of SuperLU. The 3.x and 5.x versions are not supported.
|
832
|
+
*
|
833
|
+
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
834
|
+
*
|
835
|
+
* \implsparsesolverconcept
|
836
|
+
*
|
837
|
+
* \sa \ref TutorialSparseSolverConcept, class IncompleteLUT, class ConjugateGradient, class BiCGSTAB
|
838
|
+
*/
|
839
|
+
|
840
|
+
template<typename _MatrixType>
|
841
|
+
class SuperILU : public SuperLUBase<_MatrixType,SuperILU<_MatrixType> >
|
842
|
+
{
|
843
|
+
public:
|
844
|
+
typedef SuperLUBase<_MatrixType,SuperILU> Base;
|
845
|
+
typedef _MatrixType MatrixType;
|
846
|
+
typedef typename Base::Scalar Scalar;
|
847
|
+
typedef typename Base::RealScalar RealScalar;
|
848
|
+
|
849
|
+
public:
|
850
|
+
using Base::_solve_impl;
|
851
|
+
|
852
|
+
SuperILU() : Base() { init(); }
|
853
|
+
|
854
|
+
SuperILU(const MatrixType& matrix) : Base()
|
855
|
+
{
|
856
|
+
init();
|
857
|
+
Base::compute(matrix);
|
858
|
+
}
|
859
|
+
|
860
|
+
~SuperILU()
|
861
|
+
{
|
862
|
+
}
|
863
|
+
|
864
|
+
/** Performs a symbolic decomposition on the sparcity of \a matrix.
|
865
|
+
*
|
866
|
+
* This function is particularly useful when solving for several problems having the same structure.
|
867
|
+
*
|
868
|
+
* \sa factorize()
|
869
|
+
*/
|
870
|
+
void analyzePattern(const MatrixType& matrix)
|
871
|
+
{
|
872
|
+
Base::analyzePattern(matrix);
|
873
|
+
}
|
874
|
+
|
875
|
+
/** Performs a numeric decomposition of \a matrix
|
876
|
+
*
|
877
|
+
* The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
|
878
|
+
*
|
879
|
+
* \sa analyzePattern()
|
880
|
+
*/
|
881
|
+
void factorize(const MatrixType& matrix);
|
882
|
+
|
883
|
+
#ifndef EIGEN_PARSED_BY_DOXYGEN
|
884
|
+
/** \internal */
|
885
|
+
template<typename Rhs,typename Dest>
|
886
|
+
void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const;
|
887
|
+
#endif // EIGEN_PARSED_BY_DOXYGEN
|
888
|
+
|
889
|
+
protected:
|
890
|
+
|
891
|
+
using Base::m_matrix;
|
892
|
+
using Base::m_sluOptions;
|
893
|
+
using Base::m_sluA;
|
894
|
+
using Base::m_sluB;
|
895
|
+
using Base::m_sluX;
|
896
|
+
using Base::m_p;
|
897
|
+
using Base::m_q;
|
898
|
+
using Base::m_sluEtree;
|
899
|
+
using Base::m_sluEqued;
|
900
|
+
using Base::m_sluRscale;
|
901
|
+
using Base::m_sluCscale;
|
902
|
+
using Base::m_sluL;
|
903
|
+
using Base::m_sluU;
|
904
|
+
using Base::m_sluStat;
|
905
|
+
using Base::m_sluFerr;
|
906
|
+
using Base::m_sluBerr;
|
907
|
+
using Base::m_l;
|
908
|
+
using Base::m_u;
|
909
|
+
|
910
|
+
using Base::m_analysisIsOk;
|
911
|
+
using Base::m_factorizationIsOk;
|
912
|
+
using Base::m_extractedDataAreDirty;
|
913
|
+
using Base::m_isInitialized;
|
914
|
+
using Base::m_info;
|
915
|
+
|
916
|
+
void init()
|
917
|
+
{
|
918
|
+
Base::init();
|
919
|
+
|
920
|
+
ilu_set_default_options(&m_sluOptions);
|
921
|
+
m_sluOptions.PrintStat = NO;
|
922
|
+
m_sluOptions.ConditionNumber = NO;
|
923
|
+
m_sluOptions.Trans = NOTRANS;
|
924
|
+
m_sluOptions.ColPerm = MMD_AT_PLUS_A;
|
925
|
+
|
926
|
+
// no attempt to preserve column sum
|
927
|
+
m_sluOptions.ILU_MILU = SILU;
|
928
|
+
// only basic ILU(k) support -- no direct control over memory consumption
|
929
|
+
// better to use ILU_DropRule = DROP_BASIC | DROP_AREA
|
930
|
+
// and set ILU_FillFactor to max memory growth
|
931
|
+
m_sluOptions.ILU_DropRule = DROP_BASIC;
|
932
|
+
m_sluOptions.ILU_DropTol = NumTraits<Scalar>::dummy_precision()*10;
|
933
|
+
}
|
934
|
+
|
935
|
+
private:
|
936
|
+
SuperILU(SuperILU& ) { }
|
937
|
+
};
|
938
|
+
|
939
|
+
template<typename MatrixType>
|
940
|
+
void SuperILU<MatrixType>::factorize(const MatrixType& a)
|
941
|
+
{
|
942
|
+
eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
|
943
|
+
if(!m_analysisIsOk)
|
944
|
+
{
|
945
|
+
m_info = InvalidInput;
|
946
|
+
return;
|
947
|
+
}
|
948
|
+
|
949
|
+
this->initFactorization(a);
|
950
|
+
|
951
|
+
int info = 0;
|
952
|
+
RealScalar recip_pivot_growth, rcond;
|
953
|
+
|
954
|
+
StatInit(&m_sluStat);
|
955
|
+
SuperLU_gsisx(&m_sluOptions, &m_sluA, m_q.data(), m_p.data(), &m_sluEtree[0],
|
956
|
+
&m_sluEqued, &m_sluRscale[0], &m_sluCscale[0],
|
957
|
+
&m_sluL, &m_sluU,
|
958
|
+
NULL, 0,
|
959
|
+
&m_sluB, &m_sluX,
|
960
|
+
&recip_pivot_growth, &rcond,
|
961
|
+
&m_sluStat, &info, Scalar());
|
962
|
+
StatFree(&m_sluStat);
|
963
|
+
|
964
|
+
// FIXME how to better check for errors ???
|
965
|
+
m_info = info == 0 ? Success : NumericalIssue;
|
966
|
+
m_factorizationIsOk = true;
|
967
|
+
}
|
968
|
+
|
969
|
+
#ifndef EIGEN_PARSED_BY_DOXYGEN
|
970
|
+
template<typename MatrixType>
|
971
|
+
template<typename Rhs,typename Dest>
|
972
|
+
void SuperILU<MatrixType>::_solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest>& x) const
|
973
|
+
{
|
974
|
+
eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()");
|
975
|
+
|
976
|
+
const int rhsCols = b.cols();
|
977
|
+
eigen_assert(m_matrix.rows()==b.rows());
|
978
|
+
|
979
|
+
m_sluOptions.Trans = NOTRANS;
|
980
|
+
m_sluOptions.Fact = FACTORED;
|
981
|
+
m_sluOptions.IterRefine = NOREFINE;
|
982
|
+
|
983
|
+
m_sluFerr.resize(rhsCols);
|
984
|
+
m_sluBerr.resize(rhsCols);
|
985
|
+
|
986
|
+
Ref<const Matrix<typename Rhs::Scalar,Dynamic,Dynamic,ColMajor> > b_ref(b);
|
987
|
+
Ref<const Matrix<typename Dest::Scalar,Dynamic,Dynamic,ColMajor> > x_ref(x);
|
988
|
+
|
989
|
+
m_sluB = SluMatrix::Map(b_ref.const_cast_derived());
|
990
|
+
m_sluX = SluMatrix::Map(x_ref.const_cast_derived());
|
991
|
+
|
992
|
+
typename Rhs::PlainObject b_cpy;
|
993
|
+
if(m_sluEqued!='N')
|
994
|
+
{
|
995
|
+
b_cpy = b;
|
996
|
+
m_sluB = SluMatrix::Map(b_cpy.const_cast_derived());
|
997
|
+
}
|
998
|
+
|
999
|
+
int info = 0;
|
1000
|
+
RealScalar recip_pivot_growth, rcond;
|
1001
|
+
|
1002
|
+
StatInit(&m_sluStat);
|
1003
|
+
SuperLU_gsisx(&m_sluOptions, &m_sluA,
|
1004
|
+
m_q.data(), m_p.data(),
|
1005
|
+
&m_sluEtree[0], &m_sluEqued,
|
1006
|
+
&m_sluRscale[0], &m_sluCscale[0],
|
1007
|
+
&m_sluL, &m_sluU,
|
1008
|
+
NULL, 0,
|
1009
|
+
&m_sluB, &m_sluX,
|
1010
|
+
&recip_pivot_growth, &rcond,
|
1011
|
+
&m_sluStat, &info, Scalar());
|
1012
|
+
StatFree(&m_sluStat);
|
1013
|
+
|
1014
|
+
if(x.derived().data() != x_ref.data())
|
1015
|
+
x = x_ref;
|
1016
|
+
|
1017
|
+
m_info = info==0 ? Success : NumericalIssue;
|
1018
|
+
}
|
1019
|
+
#endif
|
1020
|
+
|
1021
|
+
#endif
|
1022
|
+
|
1023
|
+
} // end namespace Eigen
|
1024
|
+
|
1025
|
+
#endif // EIGEN_SUPERLUSUPPORT_H
|