@lakutata/math 0.0.0-stage → 3.1.5

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

@@ -0,0 +1,606 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_UMFPACKSUPPORT_H
+#define EIGEN_UMFPACKSUPPORT_H
+
+// for compatibility with super old version of umfpack,
+// not sure this is really needed, but this is harmless.
+#ifndef SuiteSparse_long
+#ifdef UF_long
+#define SuiteSparse_long UF_long
+#else
+#error neither SuiteSparse_long nor UF_long are defined
+#endif
+#endif
+
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
+
+namespace Eigen {
+
+/* TODO extract L, extract U, compute det, etc... */
+
+// generic double/complex<double> wrapper functions:
+
+// Defaults
+inline void umfpack_defaults(double control[UMFPACK_CONTROL], double, int) { umfpack_di_defaults(control); }
+
+inline void umfpack_defaults(double control[UMFPACK_CONTROL], std::complex<double>, int) {
+  umfpack_zi_defaults(control);
+}
+
+inline void umfpack_defaults(double control[UMFPACK_CONTROL], double, SuiteSparse_long) {
+  umfpack_dl_defaults(control);
+}
+
+inline void umfpack_defaults(double control[UMFPACK_CONTROL], std::complex<double>, SuiteSparse_long) {
+  umfpack_zl_defaults(control);
+}
+
+// Report info
+inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double, int) {
+  umfpack_di_report_info(control, info);
+}
+
+inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>, int) {
+  umfpack_zi_report_info(control, info);
+}
+
+inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double, SuiteSparse_long) {
+  umfpack_dl_report_info(control, info);
+}
+
+inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>,
+                                SuiteSparse_long) {
+  umfpack_zl_report_info(control, info);
+}
+
+// Report status
+inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double, int) {
+  umfpack_di_report_status(control, status);
+}
+
+inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>, int) {
+  umfpack_zi_report_status(control, status);
+}
+
+inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double, SuiteSparse_long) {
+  umfpack_dl_report_status(control, status);
+}
+
+inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>, SuiteSparse_long) {
+  umfpack_zl_report_status(control, status);
+}
+
+// report control
+inline void umfpack_report_control(double control[UMFPACK_CONTROL], double, int) { umfpack_di_report_control(control); }
+
+inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>, int) {
+  umfpack_zi_report_control(control);
+}
+
+inline void umfpack_report_control(double control[UMFPACK_CONTROL], double, SuiteSparse_long) {
+  umfpack_dl_report_control(control);
+}
+
+inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>, SuiteSparse_long) {
+  umfpack_zl_report_control(control);
+}
+
+// Free numeric
+inline void umfpack_free_numeric(void **Numeric, double, int) {
+  umfpack_di_free_numeric(Numeric);
+  *Numeric = 0;
+}
+
+inline void umfpack_free_numeric(void **Numeric, std::complex<double>, int) {
+  umfpack_zi_free_numeric(Numeric);
+  *Numeric = 0;
+}
+
+inline void umfpack_free_numeric(void **Numeric, double, SuiteSparse_long) {
+  umfpack_dl_free_numeric(Numeric);
+  *Numeric = 0;
+}
+
+inline void umfpack_free_numeric(void **Numeric, std::complex<double>, SuiteSparse_long) {
+  umfpack_zl_free_numeric(Numeric);
+  *Numeric = 0;
+}
+
+// Free symbolic
+inline void umfpack_free_symbolic(void **Symbolic, double, int) {
+  umfpack_di_free_symbolic(Symbolic);
+  *Symbolic = 0;
+}
+
+inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>, int) {
+  umfpack_zi_free_symbolic(Symbolic);
+  *Symbolic = 0;
+}
+
+inline void umfpack_free_symbolic(void **Symbolic, double, SuiteSparse_long) {
+  umfpack_dl_free_symbolic(Symbolic);
+  *Symbolic = 0;
+}
+
+inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>, SuiteSparse_long) {
+  umfpack_zl_free_symbolic(Symbolic);
+  *Symbolic = 0;
+}
+
+// Symbolic
+inline int umfpack_symbolic(int n_row, int n_col, const int Ap[], const int Ai[], const double Ax[], void **Symbolic,
+                            const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) {
+  return umfpack_di_symbolic(n_row, n_col, Ap, Ai, Ax, Symbolic, Control, Info);
+}
+
+inline int umfpack_symbolic(int n_row, int n_col, const int Ap[], const int Ai[], const std::complex<double> Ax[],
+                            void **Symbolic, const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) {
+  return umfpack_zi_symbolic(n_row, n_col, Ap, Ai, &numext::real_ref(Ax[0]), 0, Symbolic, Control, Info);
+}
+inline SuiteSparse_long umfpack_symbolic(SuiteSparse_long n_row, SuiteSparse_long n_col, const SuiteSparse_long Ap[],
+                                         const SuiteSparse_long Ai[], const double Ax[], void **Symbolic,
+                                         const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) {
+  return umfpack_dl_symbolic(n_row, n_col, Ap, Ai, Ax, Symbolic, Control, Info);
+}
+
+inline SuiteSparse_long umfpack_symbolic(SuiteSparse_long n_row, SuiteSparse_long n_col, const SuiteSparse_long Ap[],
+                                         const SuiteSparse_long Ai[], const std::complex<double> Ax[], void **Symbolic,
+                                         const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) {
+  return umfpack_zl_symbolic(n_row, n_col, Ap, Ai, &numext::real_ref(Ax[0]), 0, Symbolic, Control, Info);
+}
+
+// Numeric
+inline int umfpack_numeric(const int Ap[], const int Ai[], const double Ax[], void *Symbolic, void **Numeric,
+                           const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) {
+  return umfpack_di_numeric(Ap, Ai, Ax, Symbolic, Numeric, Control, Info);
+}
+
+inline int umfpack_numeric(const int Ap[], const int Ai[], const std::complex<double> Ax[], void *Symbolic,
+                           void **Numeric, const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) {
+  return umfpack_zi_numeric(Ap, Ai, &numext::real_ref(Ax[0]), 0, Symbolic, Numeric, Control, Info);
+}
+inline SuiteSparse_long umfpack_numeric(const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const double Ax[],
+                                        void *Symbolic, void **Numeric, const double Control[UMFPACK_CONTROL],
+                                        double Info[UMFPACK_INFO]) {
+  return umfpack_dl_numeric(Ap, Ai, Ax, Symbolic, Numeric, Control, Info);
+}
+
+inline SuiteSparse_long umfpack_numeric(const SuiteSparse_long Ap[], const SuiteSparse_long Ai[],
+                                        const std::complex<double> Ax[], void *Symbolic, void **Numeric,
+                                        const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) {
+  return umfpack_zl_numeric(Ap, Ai, &numext::real_ref(Ax[0]), 0, Symbolic, Numeric, Control, Info);
+}
+
+// solve
+inline int umfpack_solve(int sys, const int Ap[], const int Ai[], const double Ax[], double X[], const double B[],
+                         void *Numeric, const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) {
+  return umfpack_di_solve(sys, Ap, Ai, Ax, X, B, Numeric, Control, Info);
+}
+
+inline int umfpack_solve(int sys, const int Ap[], const int Ai[], const std::complex<double> Ax[],
+                         std::complex<double> X[], const std::complex<double> B[], void *Numeric,
+                         const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) {
+  return umfpack_zi_solve(sys, Ap, Ai, &numext::real_ref(Ax[0]), 0, &numext::real_ref(X[0]), 0, &numext::real_ref(B[0]),
+                          0, Numeric, Control, Info);
+}
+
+inline SuiteSparse_long umfpack_solve(int sys, const SuiteSparse_long Ap[], const SuiteSparse_long Ai[],
+                                      const double Ax[], double X[], const double B[], void *Numeric,
+                                      const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) {
+  return umfpack_dl_solve(sys, Ap, Ai, Ax, X, B, Numeric, Control, Info);
+}
+
+inline SuiteSparse_long umfpack_solve(int sys, const SuiteSparse_long Ap[], const SuiteSparse_long Ai[],
+                                      const std::complex<double> Ax[], std::complex<double> X[],
+                                      const std::complex<double> B[], void *Numeric,
+                                      const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) {
+  return umfpack_zl_solve(sys, Ap, Ai, &numext::real_ref(Ax[0]), 0, &numext::real_ref(X[0]), 0, &numext::real_ref(B[0]),
+                          0, Numeric, Control, Info);
+}
+
+// Get Lunz
+inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, double) {
+  return umfpack_di_get_lunz(lnz, unz, n_row, n_col, nz_udiag, Numeric);
+}
+
+inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric,
+                            std::complex<double>) {
+  return umfpack_zi_get_lunz(lnz, unz, n_row, n_col, nz_udiag, Numeric);
+}
+
+inline SuiteSparse_long umfpack_get_lunz(SuiteSparse_long *lnz, SuiteSparse_long *unz, SuiteSparse_long *n_row,
+                                         SuiteSparse_long *n_col, SuiteSparse_long *nz_udiag, void *Numeric, double) {
+  return umfpack_dl_get_lunz(lnz, unz, n_row, n_col, nz_udiag, Numeric);
+}
+
+inline SuiteSparse_long umfpack_get_lunz(SuiteSparse_long *lnz, SuiteSparse_long *unz, SuiteSparse_long *n_row,
+                                         SuiteSparse_long *n_col, SuiteSparse_long *nz_udiag, void *Numeric,
+                                         std::complex<double>) {
+  return umfpack_zl_get_lunz(lnz, unz, n_row, n_col, nz_udiag, Numeric);
+}
+
+// Get Numeric
+inline int umfpack_get_numeric(int Lp[], int Lj[], double Lx[], int Up[], int Ui[], double Ux[], int P[], int Q[],
+                               double Dx[], int *do_recip, double Rs[], void *Numeric) {
+  return umfpack_di_get_numeric(Lp, Lj, Lx, Up, Ui, Ux, P, Q, Dx, do_recip, Rs, Numeric);
+}
+
+inline int umfpack_get_numeric(int Lp[], int Lj[], std::complex<double> Lx[], int Up[], int Ui[],
+                               std::complex<double> Ux[], int P[], int Q[], std::complex<double> Dx[], int *do_recip,
+                               double Rs[], void *Numeric) {
+  double &lx0_real = numext::real_ref(Lx[0]);
+  double &ux0_real = numext::real_ref(Ux[0]);
+  double &dx0_real = numext::real_ref(Dx[0]);
+  return umfpack_zi_get_numeric(Lp, Lj, Lx ? &lx0_real : 0, 0, Up, Ui, Ux ? &ux0_real : 0, 0, P, Q, Dx ? &dx0_real : 0,
+                                0, do_recip, Rs, Numeric);
+}
+inline SuiteSparse_long umfpack_get_numeric(SuiteSparse_long Lp[], SuiteSparse_long Lj[], double Lx[],
+                                            SuiteSparse_long Up[], SuiteSparse_long Ui[], double Ux[],
+                                            SuiteSparse_long P[], SuiteSparse_long Q[], double Dx[],
+                                            SuiteSparse_long *do_recip, double Rs[], void *Numeric) {
+  return umfpack_dl_get_numeric(Lp, Lj, Lx, Up, Ui, Ux, P, Q, Dx, do_recip, Rs, Numeric);
+}
+
+inline SuiteSparse_long umfpack_get_numeric(SuiteSparse_long Lp[], SuiteSparse_long Lj[], std::complex<double> Lx[],
+                                            SuiteSparse_long Up[], SuiteSparse_long Ui[], std::complex<double> Ux[],
+                                            SuiteSparse_long P[], SuiteSparse_long Q[], std::complex<double> Dx[],
+                                            SuiteSparse_long *do_recip, double Rs[], void *Numeric) {
+  double &lx0_real = numext::real_ref(Lx[0]);
+  double &ux0_real = numext::real_ref(Ux[0]);
+  double &dx0_real = numext::real_ref(Dx[0]);
+  return umfpack_zl_get_numeric(Lp, Lj, Lx ? &lx0_real : 0, 0, Up, Ui, Ux ? &ux0_real : 0, 0, P, Q, Dx ? &dx0_real : 0,
+                                0, do_recip, Rs, Numeric);
+}
+
+// Get Determinant
+inline int umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info[UMFPACK_INFO], int) {
+  return umfpack_di_get_determinant(Mx, Ex, NumericHandle, User_Info);
+}
+
+inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle,
+                                   double User_Info[UMFPACK_INFO], int) {
+  double &mx_real = numext::real_ref(*Mx);
+  return umfpack_zi_get_determinant(&mx_real, 0, Ex, NumericHandle, User_Info);
+}
+
+inline SuiteSparse_long umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle,
+                                                double User_Info[UMFPACK_INFO], SuiteSparse_long) {
+  return umfpack_dl_get_determinant(Mx, Ex, NumericHandle, User_Info);
+}
+
+inline SuiteSparse_long umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle,
+                                                double User_Info[UMFPACK_INFO], SuiteSparse_long) {
+  double &mx_real = numext::real_ref(*Mx);
+  return umfpack_zl_get_determinant(&mx_real, 0, Ex, NumericHandle, User_Info);
+}
+
+/** \ingroup UmfPackSupport_Module
+ * \brief A sparse LU factorization and solver based on UmfPack
+ *
+ * This class allows to solve for A.X = B sparse linear problems via a LU factorization
+ * using the UmfPack library. The sparse matrix A must be squared and full rank.
+ * The vectors or matrices X and B can be either dense or sparse.
+ *
+ * \warning The input matrix A should be in a \b compressed and \b column-major form.
+ * Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix.
+ * \tparam MatrixType_ the type of the sparse matrix A, it must be a SparseMatrix<>
+ *
+ * \implsparsesolverconcept
+ *
+ * \sa \ref TutorialSparseSolverConcept, class SparseLU
+ */
+template <typename MatrixType_>
+class UmfPackLU : public SparseSolverBase<UmfPackLU<MatrixType_> > {
+ protected:
+  typedef SparseSolverBase<UmfPackLU<MatrixType_> > Base;
+  using Base::m_isInitialized;
+
+ public:
+  using Base::_solve_impl;
+  typedef MatrixType_ MatrixType;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef typename MatrixType::StorageIndex StorageIndex;
+  typedef Matrix<Scalar, Dynamic, 1> Vector;
+  typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
+  typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
+  typedef SparseMatrix<Scalar> LUMatrixType;
+  typedef SparseMatrix<Scalar, ColMajor, StorageIndex> UmfpackMatrixType;
+  typedef Ref<const UmfpackMatrixType, StandardCompressedFormat> UmfpackMatrixRef;
+  enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime };
+
+ public:
+  typedef Array<double, UMFPACK_CONTROL, 1> UmfpackControl;
+  typedef Array<double, UMFPACK_INFO, 1> UmfpackInfo;
+
+  UmfPackLU() : m_dummy(0, 0), mp_matrix(m_dummy) { init(); }
+
+  template <typename InputMatrixType>
+  explicit UmfPackLU(const InputMatrixType &matrix) : mp_matrix(matrix) {
+    init();
+    compute(matrix);
+  }
+
+  ~UmfPackLU() {
+    if (m_symbolic) umfpack_free_symbolic(&m_symbolic, Scalar(), StorageIndex());
+    if (m_numeric) umfpack_free_numeric(&m_numeric, Scalar(), StorageIndex());
+  }
+
+  inline Index rows() const { return mp_matrix.rows(); }
+  inline Index cols() const { return mp_matrix.cols(); }
+
+  /** \brief Reports whether previous computation was successful.
+   *
+   * \returns \c Success if computation was successful,
+   *          \c NumericalIssue if the matrix.appears to be negative.
+   */
+  ComputationInfo info() const {
+    eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+    return m_info;
+  }
+
+  inline const LUMatrixType &matrixL() const {
+    if (m_extractedDataAreDirty) extractData();
+    return m_l;
+  }
+
+  inline const LUMatrixType &matrixU() const {
+    if (m_extractedDataAreDirty) extractData();
+    return m_u;
+  }
+
+  inline const IntColVectorType &permutationP() const {
+    if (m_extractedDataAreDirty) extractData();
+    return m_p;
+  }
+
+  inline const IntRowVectorType &permutationQ() const {
+    if (m_extractedDataAreDirty) extractData();
+    return m_q;
+  }
+
+  /** Computes the sparse Cholesky decomposition of \a matrix
+   *  Note that the matrix should be column-major, and in compressed format for best performance.
+   *  \sa SparseMatrix::makeCompressed().
+   */
+  template <typename InputMatrixType>
+  void compute(const InputMatrixType &matrix) {
+    if (m_symbolic) umfpack_free_symbolic(&m_symbolic, Scalar(), StorageIndex());
+    if (m_numeric) umfpack_free_numeric(&m_numeric, Scalar(), StorageIndex());
+    grab(matrix.derived());
+    analyzePattern_impl();
+    factorize_impl();
+  }
+
+  /** Performs a symbolic decomposition on the sparsity of \a matrix.
+   *
+   * This function is particularly useful when solving for several problems having the same structure.
+   *
+   * \sa factorize(), compute()
+   */
+  template <typename InputMatrixType>
+  void analyzePattern(const InputMatrixType &matrix) {
+    if (m_symbolic) umfpack_free_symbolic(&m_symbolic, Scalar(), StorageIndex());
+    if (m_numeric) umfpack_free_numeric(&m_numeric, Scalar(), StorageIndex());
+
+    grab(matrix.derived());
+
+    analyzePattern_impl();
+  }
+
+  /** Provides the return status code returned by UmfPack during the numeric
+   * factorization.
+   *
+   * \sa factorize(), compute()
+   */
+  inline int umfpackFactorizeReturncode() const {
+    eigen_assert(m_numeric && "UmfPackLU: you must first call factorize()");
+    return m_fact_errorCode;
+  }
+
+  /** Provides access to the control settings array used by UmfPack.
+   *
+   * If this array contains NaN's, the default values are used.
+   *
+   * See UMFPACK documentation for details.
+   */
+  inline const UmfpackControl &umfpackControl() const { return m_control; }
+
+  /** Provides access to the control settings array used by UmfPack.
+   *
+   * If this array contains NaN's, the default values are used.
+   *
+   * See UMFPACK documentation for details.
+   */
+  inline UmfpackControl &umfpackControl() { return m_control; }
+
+  /** Performs a numeric decomposition of \a matrix
+   *
+   * The given matrix must have the same sparsity than the matrix on which the pattern anylysis has been performed.
+   *
+   * \sa analyzePattern(), compute()
+   */
+  template <typename InputMatrixType>
+  void factorize(const InputMatrixType &matrix) {
+    eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
+    if (m_numeric) umfpack_free_numeric(&m_numeric, Scalar(), StorageIndex());
+
+    grab(matrix.derived());
+
+    factorize_impl();
+  }
+
+  /** Prints the current UmfPack control settings.
+   *
+   * \sa umfpackControl()
+   */
+  void printUmfpackControl() { umfpack_report_control(m_control.data(), Scalar(), StorageIndex()); }
+
+  /** Prints statistics collected by UmfPack.
+   *
+   * \sa analyzePattern(), compute()
+   */
+  void printUmfpackInfo() {
+    eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
+    umfpack_report_info(m_control.data(), m_umfpackInfo.data(), Scalar(), StorageIndex());
+  }
+
+  /** Prints the status of the previous factorization operation performed by UmfPack (symbolic or numerical
+   * factorization).
+   *
+   * \sa analyzePattern(), compute()
+   */
+  void printUmfpackStatus() {
+    eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
+    umfpack_report_status(m_control.data(), m_fact_errorCode, Scalar(), StorageIndex());
+  }
+
+  /** \internal */
+  template <typename BDerived, typename XDerived>
+  bool _solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const;
+
+  Scalar determinant() const;
+
+  void extractData() const;
+
+ protected:
+  void init() {
+    m_info = InvalidInput;
+    m_isInitialized = false;
+    m_numeric = 0;
+    m_symbolic = 0;
+    m_extractedDataAreDirty = true;
+
+    umfpack_defaults(m_control.data(), Scalar(), StorageIndex());
+  }
+
+  void analyzePattern_impl() {
+    m_fact_errorCode = umfpack_symbolic(internal::convert_index<StorageIndex>(mp_matrix.rows()),
+                                        internal::convert_index<StorageIndex>(mp_matrix.cols()),
+                                        mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
+                                        &m_symbolic, m_control.data(), m_umfpackInfo.data());
+
+    m_isInitialized = true;
+    m_info = m_fact_errorCode ? InvalidInput : Success;
+    m_analysisIsOk = true;
+    m_factorizationIsOk = false;
+    m_extractedDataAreDirty = true;
+  }
+
+  void factorize_impl() {
+    m_fact_errorCode = umfpack_numeric(mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
+                                       m_symbolic, &m_numeric, m_control.data(), m_umfpackInfo.data());
+
+    m_info = m_fact_errorCode == UMFPACK_OK ? Success : NumericalIssue;
+    m_factorizationIsOk = true;
+    m_extractedDataAreDirty = true;
+  }
+
+  template <typename MatrixDerived>
+  void grab(const EigenBase<MatrixDerived> &A) {
+    internal::destroy_at(&mp_matrix);
+    internal::construct_at(&mp_matrix, A.derived());
+  }
+
+  void grab(const UmfpackMatrixRef &A) {
+    if (&(A.derived()) != &mp_matrix) {
+      internal::destroy_at(&mp_matrix);
+      internal::construct_at(&mp_matrix, A);
+    }
+  }
+
+  // cached data to reduce reallocation, etc.
+  mutable LUMatrixType m_l;
+  StorageIndex m_fact_errorCode;
+  UmfpackControl m_control;
+  mutable UmfpackInfo m_umfpackInfo;
+
+  mutable LUMatrixType m_u;
+  mutable IntColVectorType m_p;
+  mutable IntRowVectorType m_q;
+
+  UmfpackMatrixType m_dummy;
+  UmfpackMatrixRef mp_matrix;
+
+  void *m_numeric;
+  void *m_symbolic;
+
+  mutable ComputationInfo m_info;
+  int m_factorizationIsOk;
+  int m_analysisIsOk;
+  mutable bool m_extractedDataAreDirty;
+
+ private:
+  UmfPackLU(const UmfPackLU &) {}
+};
+
+template <typename MatrixType>
+void UmfPackLU<MatrixType>::extractData() const {
+  if (m_extractedDataAreDirty) {
+    // get size of the data
+    StorageIndex lnz, unz, rows, cols, nz_udiag;
+    umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
+
+    // allocate data
+    m_l.resize(rows, (std::min)(rows, cols));
+    m_l.resizeNonZeros(lnz);
+
+    m_u.resize((std::min)(rows, cols), cols);
+    m_u.resizeNonZeros(unz);
+
+    m_p.resize(rows);
+    m_q.resize(cols);
+
+    // extract
+    umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(), m_u.outerIndexPtr(),
+                        m_u.innerIndexPtr(), m_u.valuePtr(), m_p.data(), m_q.data(), 0, 0, 0, m_numeric);
+
+    m_extractedDataAreDirty = false;
+  }
+}
+
+template <typename MatrixType>
+typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant() const {
+  Scalar det;
+  umfpack_get_determinant(&det, 0, m_numeric, 0, StorageIndex());
+  return det;
+}
+
+template <typename MatrixType>
+template <typename BDerived, typename XDerived>
+bool UmfPackLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const {
+  Index rhsCols = b.cols();
+  eigen_assert((BDerived::Flags & RowMajorBit) == 0 && "UmfPackLU backend does not support non col-major rhs yet");
+  eigen_assert((XDerived::Flags & RowMajorBit) == 0 && "UmfPackLU backend does not support non col-major result yet");
+  eigen_assert(b.derived().data() != x.derived().data() && " Umfpack does not support inplace solve");
+
+  Scalar *x_ptr = 0;
+  Matrix<Scalar, Dynamic, 1> x_tmp;
+  if (x.innerStride() != 1) {
+    x_tmp.resize(x.rows());
+    x_ptr = x_tmp.data();
+  }
+  for (int j = 0; j < rhsCols; ++j) {
+    if (x.innerStride() == 1) x_ptr = &x.col(j).coeffRef(0);
+    StorageIndex errorCode =
+        umfpack_solve(UMFPACK_A, mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(), x_ptr,
+                      &b.const_cast_derived().col(j).coeffRef(0), m_numeric, m_control.data(), m_umfpackInfo.data());
+    if (x.innerStride() != 1) x.col(j) = x_tmp;
+    if (errorCode != 0) return false;
+  }
+
+  return true;
+}
+
+}  // end namespace Eigen
+
+#endif  // EIGEN_UMFPACKSUPPORT_H

package/vendor/eigen/Eigen/src/misc/Image.h

@@ -0,0 +1,80 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_MISC_IMAGE_H
+#define EIGEN_MISC_IMAGE_H
+
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
+
+namespace Eigen {
+
+namespace internal {
+
+/** \class image_retval_base
+ *
+ */
+template <typename DecompositionType>
+struct traits<image_retval_base<DecompositionType> > {
+  typedef typename DecompositionType::MatrixType MatrixType;
+  typedef Matrix<typename MatrixType::Scalar,
+                 MatrixType::RowsAtCompileTime,  // the image is a subspace of the destination space, whose
+                                                 // dimension is the number of rows of the original matrix
+                 Dynamic,                        // we don't know at compile time the dimension of the image (the rank)
+                 traits<MatrixType>::Options,
+                 MatrixType::MaxRowsAtCompileTime,  // the image matrix will consist of columns from the original
+                                                    // matrix,
+                 MatrixType::MaxColsAtCompileTime   // so it has the same number of rows and at most as many columns.
+                 >
+      ReturnType;
+};
+
+template <typename DecompositionType_>
+struct image_retval_base : public ReturnByValue<image_retval_base<DecompositionType_> > {
+  typedef DecompositionType_ DecompositionType;
+  typedef typename DecompositionType::MatrixType MatrixType;
+  typedef ReturnByValue<image_retval_base> Base;
+
+  image_retval_base(const DecompositionType& dec, const MatrixType& originalMatrix)
+      : m_dec(dec), m_rank(dec.rank()), m_cols(m_rank == 0 ? 1 : m_rank), m_originalMatrix(originalMatrix) {}
+
+  inline Index rows() const { return m_dec.rows(); }
+  inline Index cols() const { return m_cols; }
+  inline Index rank() const { return m_rank; }
+  inline const DecompositionType& dec() const { return m_dec; }
+  inline const MatrixType& originalMatrix() const { return m_originalMatrix; }
+
+  template <typename Dest>
+  inline void evalTo(Dest& dst) const {
+    static_cast<const image_retval<DecompositionType>*>(this)->evalTo(dst);
+  }
+
+ protected:
+  const DecompositionType& m_dec;
+  Index m_rank, m_cols;
+  const MatrixType& m_originalMatrix;
+};
+
+}  // end namespace internal
+
+#define EIGEN_MAKE_IMAGE_HELPERS(DecompositionType)                   \
+  typedef typename DecompositionType::MatrixType MatrixType;          \
+  typedef typename MatrixType::Scalar Scalar;                         \
+  typedef typename MatrixType::RealScalar RealScalar;                 \
+  typedef Eigen::internal::image_retval_base<DecompositionType> Base; \
+  using Base::dec;                                                    \
+  using Base::originalMatrix;                                         \
+  using Base::rank;                                                   \
+  using Base::rows;                                                   \
+  using Base::cols;                                                   \
+  image_retval(const DecompositionType& dec, const MatrixType& originalMatrix) : Base(dec, originalMatrix) {}
+
+}  // end namespace Eigen
+
+#endif  // EIGEN_MISC_IMAGE_H

package/vendor/eigen/Eigen/src/misc/InternalHeaderCheck.h

@@ -0,0 +1,3 @@
+#ifndef EIGEN_CORE_MODULE_H
+#error "Please include Eigen/Core instead of including headers inside the src directory directly."
+#endif