@lakutata/math 0.0.0-stage → 3.1.3

package/vendor/eigen/Eigen/src/SparseLU/SparseLU.h

@@ -0,0 +1,969 @@
+// 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>
+// Copyright (C) 2012-2014 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_SPARSE_LU_H
+#define EIGEN_SPARSE_LU_H
+
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
+
+namespace Eigen {
+
+template <typename MatrixType_, typename OrderingType_ = COLAMDOrdering<typename MatrixType_::StorageIndex>>
+class SparseLU;
+template <typename MappedSparseMatrixType>
+struct SparseLUMatrixLReturnType;
+template <typename MatrixLType, typename MatrixUType>
+struct SparseLUMatrixUReturnType;
+
+template <bool Conjugate, class SparseLUType>
+class SparseLUTransposeView : public SparseSolverBase<SparseLUTransposeView<Conjugate, SparseLUType>> {
+ protected:
+  typedef SparseSolverBase<SparseLUTransposeView<Conjugate, SparseLUType>> APIBase;
+  using APIBase::m_isInitialized;
+
+ public:
+  typedef typename SparseLUType::Scalar Scalar;
+  typedef typename SparseLUType::StorageIndex StorageIndex;
+  typedef typename SparseLUType::MatrixType MatrixType;
+  typedef typename SparseLUType::OrderingType OrderingType;
+
+  enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime };
+
+  SparseLUTransposeView() : APIBase(), m_sparseLU(NULL) {}
+  SparseLUTransposeView(const SparseLUTransposeView& view) : APIBase() {
+    this->m_sparseLU = view.m_sparseLU;
+    this->m_isInitialized = view.m_isInitialized;
+  }
+  void setIsInitialized(const bool isInitialized) { this->m_isInitialized = isInitialized; }
+  void setSparseLU(SparseLUType* sparseLU) { m_sparseLU = sparseLU; }
+  using APIBase::_solve_impl;
+  template <typename Rhs, typename Dest>
+  bool _solve_impl(const MatrixBase<Rhs>& B, MatrixBase<Dest>& X_base) const {
+    Dest& X(X_base.derived());
+    eigen_assert(m_sparseLU->info() == Success && "The matrix should be factorized first");
+    EIGEN_STATIC_ASSERT((Dest::Flags & RowMajorBit) == 0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+
+    // this ugly const_cast_derived() helps to detect aliasing when applying the permutations
+    for (Index j = 0; j < B.cols(); ++j) {
+      X.col(j) = m_sparseLU->colsPermutation() * B.const_cast_derived().col(j);
+    }
+    // Forward substitution with transposed or adjoint of U
+    m_sparseLU->matrixU().template solveTransposedInPlace<Conjugate>(X);
+
+    // Backward substitution with transposed or adjoint of L
+    m_sparseLU->matrixL().template solveTransposedInPlace<Conjugate>(X);
+
+    // Permute back the solution
+    for (Index j = 0; j < B.cols(); ++j) X.col(j) = m_sparseLU->rowsPermutation().transpose() * X.col(j);
+    return true;
+  }
+  inline Index rows() const { return m_sparseLU->rows(); }
+  inline Index cols() const { return m_sparseLU->cols(); }
+
+ private:
+  SparseLUType* m_sparseLU;
+  SparseLUTransposeView& operator=(const SparseLUTransposeView&);
+};
+
+/** \ingroup SparseLU_Module
+ * \class SparseLU
+ *
+ * \brief Sparse supernodal LU factorization for general matrices
+ *
+ * This class implements the supernodal LU factorization for general matrices.
+ * It uses the main techniques from the sequential SuperLU package
+ * (http://crd-legacy.lbl.gov/~xiaoye/SuperLU/). It handles transparently real
+ * and complex arithmetic with single and double precision, depending on the
+ * scalar type of your input matrix.
+ * The code has been optimized to provide BLAS-3 operations during supernode-panel updates.
+ * It benefits directly from the built-in high-performant Eigen BLAS routines.
+ * Moreover, when the size of a supernode is very small, the BLAS calls are avoided to
+ * enable a better optimization from the compiler. For best performance,
+ * you should compile it with NDEBUG flag to avoid the numerous bounds checking on vectors.
+ *
+ * An important parameter of this class is the ordering method. It is used to reorder the columns
+ * (and eventually the rows) of the matrix to reduce the number of new elements that are created during
+ * numerical factorization. The cheapest method available is COLAMD.
+ * See  \link OrderingMethods_Module the OrderingMethods module \endlink for the list of
+ * built-in and external ordering methods.
+ *
+ * Simple example with key steps
+ * \code
+ * VectorXd x(n), b(n);
+ * SparseMatrix<double> A;
+ * SparseLU<SparseMatrix<double>, COLAMDOrdering<int> > solver;
+ * // Fill A and b.
+ * // Compute the ordering permutation vector from the structural pattern of A.
+ * solver.analyzePattern(A);
+ * // Compute the numerical factorization.
+ * solver.factorize(A);
+ * // Use the factors to solve the linear system.
+ * x = solver.solve(b);
+ * \endcode
+ *
+ * We can directly call compute() instead of analyzePattern() and factorize()
+ * \code
+ * VectorXd x(n), b(n);
+ * SparseMatrix<double> A;
+ * SparseLU<SparseMatrix<double>, COLAMDOrdering<int> > solver;
+ * // Fill A and b.
+ * solver.compute(A);
+ * // Use the factors to solve the linear system.
+ * x = solver.solve(b);
+ * \endcode
+ *
+ * Or give the matrix to the constructor SparseLU(const MatrixType& matrix)
+ * \code
+ * VectorXd x(n), b(n);
+ * SparseMatrix<double> A;
+ * // Fill A and b.
+ * SparseLU<SparseMatrix<double>, COLAMDOrdering<int> > solver(A);
+ * // Use the factors to solve the linear system.
+ * x = solver.solve(b);
+ * \endcode
+ *
+ * \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.
+ *
+ * \note Unlike the initial SuperLU implementation, there is no step to equilibrate the matrix.
+ * For badly scaled matrices, this step can be useful to reduce the pivoting during factorization.
+ * If this is the case for your matrices, you can try the basic scaling method at
+ *  "unsupported/Eigen/src/IterativeSolvers/Scaling.h"
+ *
+ * \tparam MatrixType_ The type of the sparse matrix. It must be a column-major SparseMatrix<>
+ * \tparam OrderingType_ The ordering method to use, either AMD, COLAMD or METIS. Default is COLMAD
+ *
+ * \implsparsesolverconcept
+ *
+ * \sa \ref TutorialSparseSolverConcept
+ * \sa \ref OrderingMethods_Module
+ */
+template <typename MatrixType_, typename OrderingType_>
+class SparseLU : public SparseSolverBase<SparseLU<MatrixType_, OrderingType_>>,
+                 public internal::SparseLUImpl<typename MatrixType_::Scalar, typename MatrixType_::StorageIndex> {
+ protected:
+  typedef SparseSolverBase<SparseLU<MatrixType_, OrderingType_>> APIBase;
+  using APIBase::m_isInitialized;
+
+ public:
+  using APIBase::_solve_impl;
+
+  typedef MatrixType_ MatrixType;
+  typedef OrderingType_ OrderingType;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef typename MatrixType::StorageIndex StorageIndex;
+  typedef SparseMatrix<Scalar, ColMajor, StorageIndex> NCMatrix;
+  typedef internal::MappedSuperNodalMatrix<Scalar, StorageIndex> SCMatrix;
+  typedef Matrix<Scalar, Dynamic, 1> ScalarVector;
+  typedef Matrix<StorageIndex, Dynamic, 1> IndexVector;
+  typedef PermutationMatrix<Dynamic, Dynamic, StorageIndex> PermutationType;
+  typedef internal::SparseLUImpl<Scalar, StorageIndex> Base;
+
+  enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime };
+
+ public:
+  /** \brief Basic constructor of the solver.
+   *
+   * Construct a SparseLU. As no matrix is given as argument, compute() should be called afterward with a matrix.
+   */
+  SparseLU()
+      : m_lastError(""), m_Ustore(0, 0, 0, 0, 0, 0), m_symmetricmode(false), m_diagpivotthresh(1.0), m_detPermR(1) {
+    initperfvalues();
+  }
+  /** \brief Constructor of the solver already based on a specific matrix.
+   *
+   * Construct a SparseLU. compute() is already called with the given matrix.
+   */
+  explicit SparseLU(const MatrixType& matrix)
+      : m_lastError(""), m_Ustore(0, 0, 0, 0, 0, 0), m_symmetricmode(false), m_diagpivotthresh(1.0), m_detPermR(1) {
+    initperfvalues();
+    compute(matrix);
+  }
+
+  ~SparseLU() {
+    // Free all explicit dynamic pointers
+  }
+
+  void analyzePattern(const MatrixType& matrix);
+  void factorize(const MatrixType& matrix);
+  void simplicialfactorize(const MatrixType& matrix);
+
+  /** \brief Analyze and factorize the matrix so the solver is ready to solve.
+   *
+   * Compute the symbolic and numeric factorization of the input sparse matrix.
+   * The input matrix should be in column-major storage, otherwise analyzePattern()
+   * will do a heavy copy.
+   *
+   * Call analyzePattern() followed by factorize()
+   *
+   * \sa analyzePattern(), factorize()
+   */
+  void compute(const MatrixType& matrix) {
+    // Analyze
+    analyzePattern(matrix);
+    // Factorize
+    factorize(matrix);
+  }
+
+  /** \brief Return a solver for the transposed matrix.
+   *
+   * \returns an expression of the transposed of the factored matrix.
+   *
+   * A typical usage is to solve for the transposed problem A^T x = b:
+   * \code
+   * solver.compute(A);
+   * x = solver.transpose().solve(b);
+   * \endcode
+   *
+   * \sa adjoint(), solve()
+   */
+  const SparseLUTransposeView<false, SparseLU<MatrixType_, OrderingType_>> transpose() {
+    SparseLUTransposeView<false, SparseLU<MatrixType_, OrderingType_>> transposeView;
+    transposeView.setSparseLU(this);
+    transposeView.setIsInitialized(this->m_isInitialized);
+    return transposeView;
+  }
+
+  /** \brief Return a solver for the adjointed matrix.
+   *
+   * \returns an expression of the adjoint of the factored matrix
+   *
+   * A typical usage is to solve for the adjoint problem A' x = b:
+   * \code
+   * solver.compute(A);
+   * x = solver.adjoint().solve(b);
+   * \endcode
+   *
+   * For real scalar types, this function is equivalent to transpose().
+   *
+   * \sa transpose(), solve()
+   */
+  const SparseLUTransposeView<true, SparseLU<MatrixType_, OrderingType_>> adjoint() {
+    SparseLUTransposeView<true, SparseLU<MatrixType_, OrderingType_>> adjointView;
+    adjointView.setSparseLU(this);
+    adjointView.setIsInitialized(this->m_isInitialized);
+    return adjointView;
+  }
+
+  /** \brief Give the number of rows.
+   */
+  inline Index rows() const { return m_mat.rows(); }
+  /** \brief Give the number of columns.
+   */
+  inline Index cols() const { return m_mat.cols(); }
+  /** \brief Let you set that the pattern of the input matrix is symmetric
+   */
+  void isSymmetric(bool sym) { m_symmetricmode = sym; }
+
+  /** \brief Give the matrixL
+   *
+   * \returns an expression of the matrix L, internally stored as supernodes
+   * The only operation available with this expression is the triangular solve
+   * \code
+   * y = b; matrixL().solveInPlace(y);
+   * \endcode
+   */
+  SparseLUMatrixLReturnType<SCMatrix> matrixL() const { return SparseLUMatrixLReturnType<SCMatrix>(m_Lstore); }
+  /** \brief Give the MatrixU
+   *
+   * \returns an expression of the matrix U,
+   * The only operation available with this expression is the triangular solve
+   * \code
+   * y = b; matrixU().solveInPlace(y);
+   * \endcode
+   */
+  SparseLUMatrixUReturnType<SCMatrix, Map<SparseMatrix<Scalar, ColMajor, StorageIndex>>> matrixU() const {
+    return SparseLUMatrixUReturnType<SCMatrix, Map<SparseMatrix<Scalar, ColMajor, StorageIndex>>>(m_Lstore, m_Ustore);
+  }
+
+  /** \brief Give the row matrix permutation.
+   *
+   * \returns a reference to the row matrix permutation \f$ P_r \f$ such that \f$P_r A P_c^T = L U\f$
+   * \sa colsPermutation()
+   */
+  inline const PermutationType& rowsPermutation() const { return m_perm_r; }
+  /** \brief Give the column matrix permutation.
+   *
+   * \returns a reference to the column matrix permutation\f$ P_c^T \f$ such that \f$P_r A P_c^T = L U\f$
+   * \sa rowsPermutation()
+   */
+  inline const PermutationType& colsPermutation() const { return m_perm_c; }
+  /** Set the threshold used for a diagonal entry to be an acceptable pivot. */
+  void setPivotThreshold(const RealScalar& thresh) { m_diagpivotthresh = thresh; }
+
+#ifdef EIGEN_PARSED_BY_DOXYGEN
+  /** \brief Solve a system \f$ A X = B \f$
+   *
+   * \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
+   *
+   * \warning the destination matrix X in X = this->solve(B) must be colmun-major.
+   *
+   * \sa compute()
+   */
+  template <typename Rhs>
+  inline const Solve<SparseLU, Rhs> solve(const MatrixBase<Rhs>& B) const;
+#endif  // EIGEN_PARSED_BY_DOXYGEN
+
+  /** \brief Reports whether previous computation was successful.
+   *
+   * \returns \c Success if computation was successful,
+   *          \c NumericalIssue if the LU factorization reports a problem, zero diagonal for instance
+   *          \c InvalidInput if the input matrix is invalid
+   *
+   * You can get a readable error message with lastErrorMessage().
+   *
+   * \sa lastErrorMessage()
+   */
+  ComputationInfo info() const {
+    eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+    return m_info;
+  }
+
+  /** \brief Give a human readable error
+   *
+   * \returns A string describing the type of error
+   */
+  std::string lastErrorMessage() const { return m_lastError; }
+
+  template <typename Rhs, typename Dest>
+  bool _solve_impl(const MatrixBase<Rhs>& B, MatrixBase<Dest>& X_base) const {
+    Dest& X(X_base.derived());
+    eigen_assert(m_factorizationIsOk && "The matrix should be factorized first");
+    EIGEN_STATIC_ASSERT((Dest::Flags & RowMajorBit) == 0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+
+    // Permute the right hand side to form X = Pr*B
+    // on return, X is overwritten by the computed solution
+    X.resize(B.rows(), B.cols());
+
+    // this ugly const_cast_derived() helps to detect aliasing when applying the permutations
+    for (Index j = 0; j < B.cols(); ++j) X.col(j) = rowsPermutation() * B.const_cast_derived().col(j);
+
+    // Forward substitution with L
+    this->matrixL().solveInPlace(X);
+    this->matrixU().solveInPlace(X);
+
+    // Permute back the solution
+    for (Index j = 0; j < B.cols(); ++j) X.col(j) = colsPermutation().inverse() * X.col(j);
+
+    return true;
+  }
+
+  /** \brief Give the absolute value of the determinant.
+   *
+   * \returns the absolute value of the determinant of the matrix of which
+   * *this is the QR decomposition.
+   *
+   * \warning a determinant can be very big or small, so for matrices
+   * of large enough dimension, there is a risk of overflow/underflow.
+   * One way to work around that is to use logAbsDeterminant() instead.
+   *
+   * \sa logAbsDeterminant(), signDeterminant()
+   */
+  Scalar absDeterminant() {
+    using std::abs;
+    eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
+    // Initialize with the determinant of the row matrix
+    Scalar det = Scalar(1.);
+    // Note that the diagonal blocks of U are stored in supernodes,
+    // which are available in the  L part :)
+    for (Index j = 0; j < this->cols(); ++j) {
+      for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it) {
+        if (it.index() == j) {
+          det *= abs(it.value());
+          break;
+        }
+      }
+    }
+    return det;
+  }
+
+  /** \brief Give the natural log of the absolute determinant.
+   *
+   * \returns the natural log of the absolute value of the determinant of the matrix
+   * of which **this is the QR decomposition
+   *
+   * \note This method is useful to work around the risk of overflow/underflow that's
+   * inherent to the determinant computation.
+   *
+   * \sa absDeterminant(), signDeterminant()
+   */
+  Scalar logAbsDeterminant() const {
+    using std::abs;
+    using std::log;
+
+    eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
+    Scalar det = Scalar(0.);
+    for (Index j = 0; j < this->cols(); ++j) {
+      for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it) {
+        if (it.row() < j) continue;
+        if (it.row() == j) {
+          det += log(abs(it.value()));
+          break;
+        }
+      }
+    }
+    return det;
+  }
+
+  /** \brief Give the sign of the determinant.
+   *
+   * \returns A number representing the sign of the determinant
+   *
+   * \sa absDeterminant(), logAbsDeterminant()
+   */
+  Scalar signDeterminant() {
+    eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
+    // Initialize with the determinant of the row matrix
+    Index det = 1;
+    // Note that the diagonal blocks of U are stored in supernodes,
+    // which are available in the  L part :)
+    for (Index j = 0; j < this->cols(); ++j) {
+      for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it) {
+        if (it.index() == j) {
+          if (it.value() < 0)
+            det = -det;
+          else if (it.value() == 0)
+            return 0;
+          break;
+        }
+      }
+    }
+    return det * m_detPermR * m_detPermC;
+  }
+
+  /** \brief Give the determinant.
+   *
+   * \returns The determinant of the matrix.
+   *
+   * \sa absDeterminant(), logAbsDeterminant()
+   */
+  Scalar determinant() {
+    eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
+    // Initialize with the determinant of the row matrix
+    Scalar det = Scalar(1.);
+    // Note that the diagonal blocks of U are stored in supernodes,
+    // which are available in the  L part :)
+    for (Index j = 0; j < this->cols(); ++j) {
+      for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it) {
+        if (it.index() == j) {
+          det *= it.value();
+          break;
+        }
+      }
+    }
+    return (m_detPermR * m_detPermC) > 0 ? det : -det;
+  }
+
+  /** \brief Give the number of non zero in matrix L.
+   */
+  Index nnzL() const { return m_nnzL; }
+  /** \brief Give the number of non zero in matrix U.
+   */
+  Index nnzU() const { return m_nnzU; }
+
+ protected:
+  // Functions
+  void initperfvalues() {
+    m_perfv.panel_size = 16;
+    m_perfv.relax = 1;
+    m_perfv.maxsuper = 128;
+    m_perfv.rowblk = 16;
+    m_perfv.colblk = 8;
+    m_perfv.fillfactor = 20;
+  }
+
+  // Variables
+  mutable ComputationInfo m_info;
+  bool m_factorizationIsOk;
+  bool m_analysisIsOk;
+  std::string m_lastError;
+  NCMatrix m_mat;                                              // The input (permuted ) matrix
+  SCMatrix m_Lstore;                                           // The lower triangular matrix (supernodal)
+  Map<SparseMatrix<Scalar, ColMajor, StorageIndex>> m_Ustore;  // The upper triangular matrix
+  PermutationType m_perm_c;                                    // Column permutation
+  PermutationType m_perm_r;                                    // Row permutation
+  IndexVector m_etree;                                         // Column elimination tree
+
+  typename Base::GlobalLU_t m_glu;
+
+  // SparseLU options
+  bool m_symmetricmode;
+  // values for performance
+  internal::perfvalues m_perfv;
+  RealScalar m_diagpivotthresh;  // Specifies the threshold used for a diagonal entry to be an acceptable pivot
+  Index m_nnzL, m_nnzU;          // Nonzeros in L and U factors
+  Index m_detPermR, m_detPermC;  // Determinants of the permutation matrices
+ private:
+  // Disable copy constructor
+  SparseLU(const SparseLU&);
+};  // End class SparseLU
+
+// Functions needed by the anaysis phase
+/** \brief Compute the column permutation.
+ *
+ * Compute the column permutation to minimize the fill-in
+ *
+ *  - Apply this permutation to the input matrix -
+ *
+ *  - Compute the column elimination tree on the permuted matrix
+ *
+ *  - Postorder the elimination tree and the column permutation
+ *
+ * It is possible to call compute() instead of analyzePattern() + factorize().
+ *
+ * If the matrix is row-major this function will do an heavy copy.
+ *
+ * \sa factorize(), compute()
+ */
+template <typename MatrixType, typename OrderingType>
+void SparseLU<MatrixType, OrderingType>::analyzePattern(const MatrixType& mat) {
+  // TODO  It is possible as in SuperLU to compute row and columns scaling vectors to equilibrate the matrix mat.
+
+  // Firstly, copy the whole input matrix.
+  m_mat = mat;
+
+  // Compute fill-in ordering
+  OrderingType ord;
+  ord(m_mat, m_perm_c);
+
+  // Apply the permutation to the column of the input  matrix
+  if (m_perm_c.size()) {
+    m_mat.uncompress();  // NOTE: The effect of this command is only to create the InnerNonzeros pointers. FIXME : This
+                         // vector is filled but not subsequently used.
+    // Then, permute only the column pointers
+    ei_declare_aligned_stack_constructed_variable(
+        StorageIndex, outerIndexPtr, mat.cols() + 1,
+        mat.isCompressed() ? const_cast<StorageIndex*>(mat.outerIndexPtr()) : 0);
+
+    // If the input matrix 'mat' is uncompressed, then the outer-indices do not match the ones of m_mat, and a copy is
+    // thus needed.
+    if (!mat.isCompressed())
+      IndexVector::Map(outerIndexPtr, mat.cols() + 1) = IndexVector::Map(m_mat.outerIndexPtr(), mat.cols() + 1);
+
+    // Apply the permutation and compute the nnz per column.
+    for (Index i = 0; i < mat.cols(); i++) {
+      m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
+      m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i + 1] - outerIndexPtr[i];
+    }
+  }
+
+  // Compute the column elimination tree of the permuted matrix
+  IndexVector firstRowElt;
+  internal::coletree(m_mat, m_etree, firstRowElt);
+
+  // In symmetric mode, do not do postorder here
+  if (!m_symmetricmode) {
+    IndexVector post, iwork;
+    // Post order etree
+    internal::treePostorder(StorageIndex(m_mat.cols()), m_etree, post);
+
+    // Renumber etree in postorder
+    Index m = m_mat.cols();
+    iwork.resize(m + 1);
+    for (Index i = 0; i < m; ++i) iwork(post(i)) = post(m_etree(i));
+    m_etree = iwork;
+
+    // Postmultiply A*Pc by post, i.e reorder the matrix according to the postorder of the etree
+    PermutationType post_perm(m);
+    for (Index i = 0; i < m; i++) post_perm.indices()(i) = post(i);
+
+    // Combine the two permutations : postorder the permutation for future use
+    if (m_perm_c.size()) {
+      m_perm_c = post_perm * m_perm_c;
+    }
+
+  }  // end postordering
+
+  m_analysisIsOk = true;
+}
+
+// Functions needed by the numerical factorization phase
+
+/** \brief Factorize the matrix to get the solver ready.
+ *
+ *  - Numerical factorization
+ *  - Interleaved with the symbolic factorization
+ *
+ * To get error of this function you should check info(), you can get more info of
+ * errors with lastErrorMessage().
+ *
+ * In the past (before 2012 (git history is not older)), this function was returning an integer.
+ * This exit was 0 if successful factorization.
+ * > 0 if info = i, and i is been completed, but the factor U is exactly singular,
+ * and division by zero will occur if it is used to solve a system of equation.
+ * > A->ncol: number of bytes allocated when memory allocation failure occurred, plus A->ncol.
+ * If lwork = -1, it is the estimated amount of space needed, plus A->ncol.
+ *
+ * It seems that A was the name of the matrix in the past.
+ *
+ * \sa analyzePattern(), compute(), SparseLU(), info(), lastErrorMessage()
+ */
+template <typename MatrixType, typename OrderingType>
+void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix) {
+  using internal::emptyIdxLU;
+  eigen_assert(m_analysisIsOk && "analyzePattern() should be called first");
+  eigen_assert((matrix.rows() == matrix.cols()) && "Only for squared matrices");
+
+  m_isInitialized = true;
+
+  // Apply the column permutation computed in analyzepattern()
+  //   m_mat = matrix * m_perm_c.inverse();
+  m_mat = matrix;
+  if (m_perm_c.size()) {
+    m_mat.uncompress();  // NOTE: The effect of this command is only to create the InnerNonzeros pointers.
+    // Then, permute only the column pointers
+    const StorageIndex* outerIndexPtr;
+    if (matrix.isCompressed())
+      outerIndexPtr = matrix.outerIndexPtr();
+    else {
+      StorageIndex* outerIndexPtr_t = new StorageIndex[matrix.cols() + 1];
+      for (Index i = 0; i <= matrix.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
+      outerIndexPtr = outerIndexPtr_t;
+    }
+    for (Index i = 0; i < matrix.cols(); i++) {
+      m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
+      m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i + 1] - outerIndexPtr[i];
+    }
+    if (!matrix.isCompressed()) delete[] outerIndexPtr;
+  } else {  // FIXME This should not be needed if the empty permutation is handled transparently
+    m_perm_c.resize(matrix.cols());
+    for (StorageIndex i = 0; i < matrix.cols(); ++i) m_perm_c.indices()(i) = i;
+  }
+
+  Index m = m_mat.rows();
+  Index n = m_mat.cols();
+  Index nnz = m_mat.nonZeros();
+  Index maxpanel = m_perfv.panel_size * m;
+  // Allocate working storage common to the factor routines
+  Index lwork = 0;
+  // Return the size of actually allocated memory when allocation failed,
+  // and 0 on success.
+  Index info = Base::memInit(m, n, nnz, lwork, m_perfv.fillfactor, m_perfv.panel_size, m_glu);
+  if (info) {
+    m_lastError = "UNABLE TO ALLOCATE WORKING MEMORY\n\n";
+    m_factorizationIsOk = false;
+    return;
+  }
+
+  // Set up pointers for integer working arrays
+  IndexVector segrep(m);
+  segrep.setZero();
+  IndexVector parent(m);
+  parent.setZero();
+  IndexVector xplore(m);
+  xplore.setZero();
+  IndexVector repfnz(maxpanel);
+  IndexVector panel_lsub(maxpanel);
+  IndexVector xprune(n);
+  xprune.setZero();
+  IndexVector marker(m * internal::LUNoMarker);
+  marker.setZero();
+
+  repfnz.setConstant(-1);
+  panel_lsub.setConstant(-1);
+
+  // Set up pointers for scalar working arrays
+  ScalarVector dense;
+  dense.setZero(maxpanel);
+  ScalarVector tempv;
+  tempv.setZero(internal::LUnumTempV(m, m_perfv.panel_size, m_perfv.maxsuper, /*m_perfv.rowblk*/ m));
+
+  // Compute the inverse of perm_c
+  PermutationType iperm_c(m_perm_c.inverse());
+
+  // Identify initial relaxed snodes
+  IndexVector relax_end(n);
+  if (m_symmetricmode == true)
+    Base::heap_relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
+  else
+    Base::relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
+
+  m_perm_r.resize(m);
+  m_perm_r.indices().setConstant(-1);
+  marker.setConstant(-1);
+  m_detPermR = 1;  // Record the determinant of the row permutation
+
+  m_glu.supno(0) = emptyIdxLU;
+  m_glu.xsup.setConstant(0);
+  m_glu.xsup(0) = m_glu.xlsub(0) = m_glu.xusub(0) = m_glu.xlusup(0) = Index(0);
+
+  // Work on one 'panel' at a time. A panel is one of the following :
+  //  (a) a relaxed supernode at the bottom of the etree, or
+  //  (b) panel_size contiguous columns, <panel_size> defined by the user
+  Index jcol;
+  Index pivrow;  // Pivotal row number in the original row matrix
+  Index nseg1;   // Number of segments in U-column above panel row jcol
+  Index nseg;    // Number of segments in each U-column
+  Index irep;
+  Index i, k, jj;
+  for (jcol = 0; jcol < n;) {
+    // Adjust panel size so that a panel won't overlap with the next relaxed snode.
+    Index panel_size = m_perfv.panel_size;  // upper bound on panel width
+    for (k = jcol + 1; k < (std::min)(jcol + panel_size, n); k++) {
+      if (relax_end(k) != emptyIdxLU) {
+        panel_size = k - jcol;
+        break;
+      }
+    }
+    if (k == n) panel_size = n - jcol;
+
+    // Symbolic outer factorization on a panel of columns
+    Base::panel_dfs(m, panel_size, jcol, m_mat, m_perm_r.indices(), nseg1, dense, panel_lsub, segrep, repfnz, xprune,
+                    marker, parent, xplore, m_glu);
+
+    // Numeric sup-panel updates in topological order
+    Base::panel_bmod(m, panel_size, jcol, nseg1, dense, tempv, segrep, repfnz, m_glu);
+
+    // Sparse LU within the panel, and below the panel diagonal
+    for (jj = jcol; jj < jcol + panel_size; jj++) {
+      k = (jj - jcol) * m;  // Column index for w-wide arrays
+
+      nseg = nseg1;  // begin after all the panel segments
+      // Depth-first-search for the current column
+      VectorBlock<IndexVector> panel_lsubk(panel_lsub, k, m);
+      VectorBlock<IndexVector> repfnz_k(repfnz, k, m);
+      // Return 0 on success and > 0 number of bytes allocated when run out of space.
+      info = Base::column_dfs(m, jj, m_perm_r.indices(), m_perfv.maxsuper, nseg, panel_lsubk, segrep, repfnz_k, xprune,
+                              marker, parent, xplore, m_glu);
+      if (info) {
+        m_lastError = "UNABLE TO EXPAND MEMORY IN COLUMN_DFS() ";
+        m_info = NumericalIssue;
+        m_factorizationIsOk = false;
+        return;
+      }
+      // Numeric updates to this column
+      VectorBlock<ScalarVector> dense_k(dense, k, m);
+      VectorBlock<IndexVector> segrep_k(segrep, nseg1, m - nseg1);
+      // Return 0 on success and > 0 number of bytes allocated when run out of space.
+      info = Base::column_bmod(jj, (nseg - nseg1), dense_k, tempv, segrep_k, repfnz_k, jcol, m_glu);
+      if (info) {
+        m_lastError = "UNABLE TO EXPAND MEMORY IN COLUMN_BMOD() ";
+        m_info = NumericalIssue;
+        m_factorizationIsOk = false;
+        return;
+      }
+
+      // Copy the U-segments to ucol(*)
+      // Return 0 on success and > 0 number of bytes allocated when run out of space.
+      info = Base::copy_to_ucol(jj, nseg, segrep, repfnz_k, m_perm_r.indices(), dense_k, m_glu);
+      if (info) {
+        m_lastError = "UNABLE TO EXPAND MEMORY IN COPY_TO_UCOL() ";
+        m_info = NumericalIssue;
+        m_factorizationIsOk = false;
+        return;
+      }
+
+      // Form the L-segment
+      // Return O if success, i > 0 if U(i, i) is exactly zero.
+      info = Base::pivotL(jj, m_diagpivotthresh, m_perm_r.indices(), iperm_c.indices(), pivrow, m_glu);
+      if (info) {
+        m_lastError = "THE MATRIX IS STRUCTURALLY SINGULAR";
+#ifndef EIGEN_NO_IO
+        std::ostringstream returnInfo;
+        returnInfo << " ... ZERO COLUMN AT ";
+        returnInfo << info;
+        m_lastError += returnInfo.str();
+#endif
+        m_info = NumericalIssue;
+        m_factorizationIsOk = false;
+        return;
+      }
+
+      // Update the determinant of the row permutation matrix
+      // FIXME: the following test is not correct, we should probably take iperm_c into account and pivrow is not
+      // directly the row pivot.
+      if (pivrow != jj) m_detPermR = -m_detPermR;
+
+      // Prune columns (0:jj-1) using column jj
+      Base::pruneL(jj, m_perm_r.indices(), pivrow, nseg, segrep, repfnz_k, xprune, m_glu);
+
+      // Reset repfnz for this column
+      for (i = 0; i < nseg; i++) {
+        irep = segrep(i);
+        repfnz_k(irep) = emptyIdxLU;
+      }
+    }                    // end SparseLU within the panel
+    jcol += panel_size;  // Move to the next panel
+  }                      // end for -- end elimination
+
+  m_detPermR = m_perm_r.determinant();
+  m_detPermC = m_perm_c.determinant();
+
+  // Count the number of nonzeros in factors
+  Base::countnz(n, m_nnzL, m_nnzU, m_glu);
+  // Apply permutation  to the L subscripts
+  Base::fixupL(n, m_perm_r.indices(), m_glu);
+
+  // Create supernode matrix L
+  m_Lstore.setInfos(m, n, m_glu.lusup, m_glu.xlusup, m_glu.lsub, m_glu.xlsub, m_glu.supno, m_glu.xsup);
+  // Create the column major upper sparse matrix  U;
+  new (&m_Ustore) Map<SparseMatrix<Scalar, ColMajor, StorageIndex>>(m, n, m_nnzU, m_glu.xusub.data(), m_glu.usub.data(),
+                                                                    m_glu.ucol.data());
+
+  m_info = Success;
+  m_factorizationIsOk = true;
+}
+
+template <typename MappedSupernodalType>
+struct SparseLUMatrixLReturnType : internal::no_assignment_operator {
+  typedef typename MappedSupernodalType::Scalar Scalar;
+  explicit SparseLUMatrixLReturnType(const MappedSupernodalType& mapL) : m_mapL(mapL) {}
+  Index rows() const { return m_mapL.rows(); }
+  Index cols() const { return m_mapL.cols(); }
+  template <typename Dest>
+  void solveInPlace(MatrixBase<Dest>& X) const {
+    m_mapL.solveInPlace(X);
+  }
+  template <bool Conjugate, typename Dest>
+  void solveTransposedInPlace(MatrixBase<Dest>& X) const {
+    m_mapL.template solveTransposedInPlace<Conjugate>(X);
+  }
+
+  SparseMatrix<Scalar, ColMajor, Index> toSparse() const {
+    ArrayXi colCount = ArrayXi::Ones(cols());
+    for (Index i = 0; i < cols(); i++) {
+      typename MappedSupernodalType::InnerIterator iter(m_mapL, i);
+      for (; iter; ++iter) {
+        if (iter.row() > iter.col()) {
+          colCount(iter.col())++;
+        }
+      }
+    }
+    SparseMatrix<Scalar, ColMajor, Index> sL(rows(), cols());
+    sL.reserve(colCount);
+    for (Index i = 0; i < cols(); i++) {
+      sL.insert(i, i) = 1.0;
+      typename MappedSupernodalType::InnerIterator iter(m_mapL, i);
+      for (; iter; ++iter) {
+        if (iter.row() > iter.col()) {
+          sL.insert(iter.row(), iter.col()) = iter.value();
+        }
+      }
+    }
+    sL.makeCompressed();
+    return sL;
+  }
+
+  const MappedSupernodalType& m_mapL;
+};
+
+template <typename MatrixLType, typename MatrixUType>
+struct SparseLUMatrixUReturnType : internal::no_assignment_operator {
+  typedef typename MatrixLType::Scalar Scalar;
+  SparseLUMatrixUReturnType(const MatrixLType& mapL, const MatrixUType& mapU) : m_mapL(mapL), m_mapU(mapU) {}
+  Index rows() const { return m_mapL.rows(); }
+  Index cols() const { return m_mapL.cols(); }
+
+  template <typename Dest>
+  void solveInPlace(MatrixBase<Dest>& X) const {
+    Index nrhs = X.cols();
+    // Backward solve with U
+    for (Index k = m_mapL.nsuper(); k >= 0; k--) {
+      Index fsupc = m_mapL.supToCol()[k];
+      Index lda = m_mapL.colIndexPtr()[fsupc + 1] - m_mapL.colIndexPtr()[fsupc];  // leading dimension
+      Index nsupc = m_mapL.supToCol()[k + 1] - fsupc;
+      Index luptr = m_mapL.colIndexPtr()[fsupc];
+
+      if (nsupc == 1) {
+        for (Index j = 0; j < nrhs; j++) {
+          X(fsupc, j) /= m_mapL.valuePtr()[luptr];
+        }
+      } else {
+        // FIXME: the following lines should use Block expressions and not Map!
+        Map<const Matrix<Scalar, Dynamic, Dynamic, ColMajor>, 0, OuterStride<>> A(&(m_mapL.valuePtr()[luptr]), nsupc,
+                                                                                  nsupc, OuterStride<>(lda));
+        typename Dest::RowsBlockXpr U = X.derived().middleRows(fsupc, nsupc);
+        U = A.template triangularView<Upper>().solve(U);
+      }
+
+      for (Index j = 0; j < nrhs; ++j) {
+        for (Index jcol = fsupc; jcol < fsupc + nsupc; jcol++) {
+          typename MatrixUType::InnerIterator it(m_mapU, jcol);
+          for (; it; ++it) {
+            Index irow = it.index();
+            X(irow, j) -= X(jcol, j) * it.value();
+          }
+        }
+      }
+    }  // End For U-solve
+  }
+
+  template <bool Conjugate, typename Dest>
+  void solveTransposedInPlace(MatrixBase<Dest>& X) const {
+    using numext::conj;
+    Index nrhs = X.cols();
+    // Forward solve with U
+    for (Index k = 0; k <= m_mapL.nsuper(); k++) {
+      Index fsupc = m_mapL.supToCol()[k];
+      Index lda = m_mapL.colIndexPtr()[fsupc + 1] - m_mapL.colIndexPtr()[fsupc];  // leading dimension
+      Index nsupc = m_mapL.supToCol()[k + 1] - fsupc;
+      Index luptr = m_mapL.colIndexPtr()[fsupc];
+
+      for (Index j = 0; j < nrhs; ++j) {
+        for (Index jcol = fsupc; jcol < fsupc + nsupc; jcol++) {
+          typename MatrixUType::InnerIterator it(m_mapU, jcol);
+          for (; it; ++it) {
+            Index irow = it.index();
+            X(jcol, j) -= X(irow, j) * (Conjugate ? conj(it.value()) : it.value());
+          }
+        }
+      }
+      if (nsupc == 1) {
+        for (Index j = 0; j < nrhs; j++) {
+          X(fsupc, j) /= (Conjugate ? conj(m_mapL.valuePtr()[luptr]) : m_mapL.valuePtr()[luptr]);
+        }
+      } else {
+        Map<const Matrix<Scalar, Dynamic, Dynamic, ColMajor>, 0, OuterStride<>> A(&(m_mapL.valuePtr()[luptr]), nsupc,
+                                                                                  nsupc, OuterStride<>(lda));
+        typename Dest::RowsBlockXpr U = X.derived().middleRows(fsupc, nsupc);
+        if (Conjugate)
+          U = A.adjoint().template triangularView<Lower>().solve(U);
+        else
+          U = A.transpose().template triangularView<Lower>().solve(U);
+      }
+    }  // End For U-solve
+  }
+
+  SparseMatrix<Scalar, RowMajor, Index> toSparse() {
+    ArrayXi rowCount = ArrayXi::Zero(rows());
+    for (Index i = 0; i < cols(); i++) {
+      typename MatrixLType::InnerIterator iter(m_mapL, i);
+      for (; iter; ++iter) {
+        if (iter.row() <= iter.col()) {
+          rowCount(iter.row())++;
+        }
+      }
+    }
+
+    SparseMatrix<Scalar, RowMajor, Index> sU(rows(), cols());
+    sU.reserve(rowCount);
+    for (Index i = 0; i < cols(); i++) {
+      typename MatrixLType::InnerIterator iter(m_mapL, i);
+      for (; iter; ++iter) {
+        if (iter.row() <= iter.col()) {
+          sU.insert(iter.row(), iter.col()) = iter.value();
+        }
+      }
+    }
+    sU.makeCompressed();
+    const SparseMatrix<Scalar, RowMajor, Index> u = m_mapU;  // convert to RowMajor
+    sU += u;
+    return sU;
+  }
+
+  const MatrixLType& m_mapL;
+  const MatrixUType& m_mapU;
+};
+
+}  // End namespace Eigen
+
+#endif