@smake/eigen 1.0.1 → 1.1.0

package/eigen/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h

@@ -182,32 +182,14 @@ public:
 
   /** \internal */
   template<typename Rhs,typename Dest>
-  void _solve_with_guess_impl(const Rhs& b, Dest& x) const
+  void _solve_vector_with_guess_impl(const Rhs& b, Dest& x) const
   {
     m_iterations = Base::maxIterations();
     m_error = Base::m_tolerance;
 
-    for(Index j=0; j<b.cols(); ++j)
-    {
-      m_iterations = Base::maxIterations();
-      m_error = Base::m_tolerance;
-
-      typename Dest::ColXpr xj(x,j);
-      internal::least_square_conjugate_gradient(matrix(), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error);
-    }
-
-    m_isInitialized = true;
+    internal::least_square_conjugate_gradient(matrix(), b, x, Base::m_preconditioner, m_iterations, m_error);
     m_info = m_error <= Base::m_tolerance ? Success : NoConvergence;
   }
-  
-  /** \internal */
-  using Base::_solve_impl;
-  template<typename Rhs,typename Dest>
-  void _solve_impl(const MatrixBase<Rhs>& b, Dest& x) const
-  {
-    x.setZero();
-    _solve_with_guess_impl(b.derived(),x);
-  }
 
 };
 

package/eigen/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h

@@ -13,7 +13,7 @@
 namespace Eigen {
 
 template<typename Decomposition, typename RhsType, typename GuessType> class SolveWithGuess;
-  
+
 /** \class SolveWithGuess
   * \ingroup IterativeLinearSolvers_Module
   *
@@ -45,13 +45,15 @@ public:
   typedef typename internal::traits<SolveWithGuess>::PlainObject PlainObject;
   typedef typename internal::generic_xpr_base<SolveWithGuess<Decomposition,RhsType,GuessType>, MatrixXpr, typename internal::traits<RhsType>::StorageKind>::type Base;
   typedef typename internal::ref_selector<SolveWithGuess>::type Nested;
-  
+
   SolveWithGuess(const Decomposition &dec, const RhsType &rhs, const GuessType &guess)
     : m_dec(dec), m_rhs(rhs), m_guess(guess)
   {}
-  
-  EIGEN_DEVICE_FUNC Index rows() const { return m_dec.cols(); }
-  EIGEN_DEVICE_FUNC Index cols() const { return m_rhs.cols(); }
+
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+  Index rows() const EIGEN_NOEXCEPT { return m_dec.cols(); }
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+  Index cols() const EIGEN_NOEXCEPT { return m_rhs.cols(); }
 
   EIGEN_DEVICE_FUNC const Decomposition& dec()   const { return m_dec; }
   EIGEN_DEVICE_FUNC const RhsType&       rhs()   const { return m_rhs; }
@@ -61,7 +63,7 @@ protected:
   const Decomposition &m_dec;
   const RhsType       &m_rhs;
   const GuessType     &m_guess;
-  
+
 private:
   Scalar coeff(Index row, Index col) const;
   Scalar coeff(Index i) const;
@@ -85,8 +87,8 @@ struct evaluator<SolveWithGuess<Decomposition,RhsType, GuessType> >
     m_result = solve.guess();
     solve.dec()._solve_with_guess_impl(solve.rhs(), m_result);
   }
-  
-protected:  
+
+protected:
   PlainObject m_result;
 };
 
@@ -108,7 +110,7 @@ struct Assignment<DstXprType, SolveWithGuess<DecType,RhsType,GuessType>, interna
   }
 };
 
-} // end namepsace internal
+} // end namespace internal
 
 } // end namespace Eigen
 

package/eigen/Eigen/src/Jacobi/Jacobi.h

@@ -11,7 +11,7 @@
 #ifndef EIGEN_JACOBI_H
 #define EIGEN_JACOBI_H
 
-namespace Eigen { 
+namespace Eigen {
 
 /** \ingroup Jacobi_Module
   * \jacobi_module
@@ -37,17 +37,20 @@ template<typename Scalar> class JacobiRotation
     typedef typename NumTraits<Scalar>::Real RealScalar;
 
     /** Default constructor without any initialization. */
+    EIGEN_DEVICE_FUNC
     JacobiRotation() {}
 
     /** Construct a planar rotation from a cosine-sine pair (\a c, \c s). */
+    EIGEN_DEVICE_FUNC
     JacobiRotation(const Scalar& c, const Scalar& s) : m_c(c), m_s(s) {}
 
-    Scalar& c() { return m_c; }
-    Scalar c() const { return m_c; }
-    Scalar& s() { return m_s; }
-    Scalar s() const { return m_s; }
+    EIGEN_DEVICE_FUNC Scalar& c() { return m_c; }
+    EIGEN_DEVICE_FUNC Scalar c() const { return m_c; }
+    EIGEN_DEVICE_FUNC Scalar& s() { return m_s; }
+    EIGEN_DEVICE_FUNC Scalar s() const { return m_s; }
 
     /** Concatenates two planar rotation */
+    EIGEN_DEVICE_FUNC
     JacobiRotation operator*(const JacobiRotation& other)
     {
       using numext::conj;
@@ -56,19 +59,26 @@ template<typename Scalar> class JacobiRotation
     }
 
     /** Returns the transposed transformation */
+    EIGEN_DEVICE_FUNC
     JacobiRotation transpose() const { using numext::conj; return JacobiRotation(m_c, -conj(m_s)); }
 
     /** Returns the adjoint transformation */
+    EIGEN_DEVICE_FUNC
     JacobiRotation adjoint() const { using numext::conj; return JacobiRotation(conj(m_c), -m_s); }
 
     template<typename Derived>
+    EIGEN_DEVICE_FUNC
     bool makeJacobi(const MatrixBase<Derived>&, Index p, Index q);
+    EIGEN_DEVICE_FUNC
     bool makeJacobi(const RealScalar& x, const Scalar& y, const RealScalar& z);
 
+    EIGEN_DEVICE_FUNC
     void makeGivens(const Scalar& p, const Scalar& q, Scalar* r=0);
 
   protected:
+    EIGEN_DEVICE_FUNC
     void makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::true_type);
+    EIGEN_DEVICE_FUNC
     void makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::false_type);
 
     Scalar m_c, m_s;
@@ -80,10 +90,12 @@ template<typename Scalar> class JacobiRotation
   * \sa MatrixBase::makeJacobi(const MatrixBase<Derived>&, Index, Index), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
   */
 template<typename Scalar>
+EIGEN_DEVICE_FUNC
 bool JacobiRotation<Scalar>::makeJacobi(const RealScalar& x, const Scalar& y, const RealScalar& z)
 {
   using std::sqrt;
   using std::abs;
+
   RealScalar deno = RealScalar(2)*abs(y);
   if(deno < (std::numeric_limits<RealScalar>::min)())
   {
@@ -123,6 +135,7 @@ bool JacobiRotation<Scalar>::makeJacobi(const RealScalar& x, const Scalar& y, co
   */
 template<typename Scalar>
 template<typename Derived>
+EIGEN_DEVICE_FUNC
 inline bool JacobiRotation<Scalar>::makeJacobi(const MatrixBase<Derived>& m, Index p, Index q)
 {
   return makeJacobi(numext::real(m.coeff(p,p)), m.coeff(p,q), numext::real(m.coeff(q,q)));
@@ -145,6 +158,7 @@ inline bool JacobiRotation<Scalar>::makeJacobi(const MatrixBase<Derived>& m, Ind
   * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
   */
 template<typename Scalar>
+EIGEN_DEVICE_FUNC
 void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* r)
 {
   makeGivens(p, q, r, typename internal::conditional<NumTraits<Scalar>::IsComplex, internal::true_type, internal::false_type>::type());
@@ -153,12 +167,13 @@ void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar
 
 // specialization for complexes
 template<typename Scalar>
+EIGEN_DEVICE_FUNC
 void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::true_type)
 {
   using std::sqrt;
   using std::abs;
   using numext::conj;
-  
+
   if(q==Scalar(0))
   {
     m_c = numext::real(p)<0 ? Scalar(-1) : Scalar(1);
@@ -212,6 +227,7 @@ void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar
 
 // specialization for reals
 template<typename Scalar>
+EIGEN_DEVICE_FUNC
 void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::false_type)
 {
   using std::sqrt;
@@ -257,12 +273,13 @@ void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar
 
 namespace internal {
 /** \jacobi_module
-  * Applies the clock wise 2D rotation \a j to the set of 2D vectors of cordinates \a x and \a y:
+  * Applies the clock wise 2D rotation \a j to the set of 2D vectors of coordinates \a x and \a y:
   * \f$ \left ( \begin{array}{cc} x \\ y \end{array} \right )  =  J \left ( \begin{array}{cc} x \\ y \end{array} \right ) \f$
   *
   * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
   */
 template<typename VectorX, typename VectorY, typename OtherScalar>
+EIGEN_DEVICE_FUNC
 void apply_rotation_in_the_plane(DenseBase<VectorX>& xpr_x, DenseBase<VectorY>& xpr_y, const JacobiRotation<OtherScalar>& j);
 }
 
@@ -274,6 +291,7 @@ void apply_rotation_in_the_plane(DenseBase<VectorX>& xpr_x, DenseBase<VectorY>&
   */
 template<typename Derived>
 template<typename OtherScalar>
+EIGEN_DEVICE_FUNC
 inline void MatrixBase<Derived>::applyOnTheLeft(Index p, Index q, const JacobiRotation<OtherScalar>& j)
 {
   RowXpr x(this->row(p));
@@ -289,6 +307,7 @@ inline void MatrixBase<Derived>::applyOnTheLeft(Index p, Index q, const JacobiRo
   */
 template<typename Derived>
 template<typename OtherScalar>
+EIGEN_DEVICE_FUNC
 inline void MatrixBase<Derived>::applyOnTheRight(Index p, Index q, const JacobiRotation<OtherScalar>& j)
 {
   ColXpr x(this->col(p));
@@ -302,7 +321,8 @@ template<typename Scalar, typename OtherScalar,
          int SizeAtCompileTime, int MinAlignment, bool Vectorizable>
 struct apply_rotation_in_the_plane_selector
 {
-  static inline void run(Scalar *x, Index incrx, Scalar *y, Index incry, Index size, OtherScalar c, OtherScalar s)
+  static EIGEN_DEVICE_FUNC
+  inline void run(Scalar *x, Index incrx, Scalar *y, Index incry, Index size, OtherScalar c, OtherScalar s)
   {
     for(Index i=0; i<size; ++i)
     {
@@ -429,10 +449,11 @@ struct apply_rotation_in_the_plane_selector<Scalar,OtherScalar,SizeAtCompileTime
 };
 
 template<typename VectorX, typename VectorY, typename OtherScalar>
+EIGEN_DEVICE_FUNC
 void /*EIGEN_DONT_INLINE*/ apply_rotation_in_the_plane(DenseBase<VectorX>& xpr_x, DenseBase<VectorY>& xpr_y, const JacobiRotation<OtherScalar>& j)
 {
   typedef typename VectorX::Scalar Scalar;
-  const bool Vectorizable =    (VectorX::Flags & VectorY::Flags & PacketAccessBit)
+  const bool Vectorizable =    (int(VectorX::Flags) & int(VectorY::Flags) & PacketAccessBit)
                             && (int(packet_traits<Scalar>::size) == int(packet_traits<OtherScalar>::size));
 
   eigen_assert(xpr_x.size() == xpr_y.size());
@@ -442,7 +463,7 @@ void /*EIGEN_DONT_INLINE*/ apply_rotation_in_the_plane(DenseBase<VectorX>& xpr_x
 
   Scalar* EIGEN_RESTRICT x = &xpr_x.derived().coeffRef(0);
   Scalar* EIGEN_RESTRICT y = &xpr_y.derived().coeffRef(0);
-  
+
   OtherScalar c = j.c();
   OtherScalar s = j.s();
   if (c==OtherScalar(1) && s==OtherScalar(0))

package/eigen/Eigen/src/KLUSupport/KLUSupport.h

@@ -0,0 +1,358 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2017 Kyle Macfarlan <kyle.macfarlan@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_KLUSUPPORT_H
+#define EIGEN_KLUSUPPORT_H
+
+namespace Eigen {
+
+/* TODO extract L, extract U, compute det, etc... */
+
+/** \ingroup KLUSupport_Module
+  * \brief A sparse LU factorization and solver based on KLU
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a LU factorization
+  * using the KLU 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 UmfPackLU, class SparseLU
+  */
+
+
+inline int klu_solve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, double B [ ], klu_common *Common, double) {
+   return klu_solve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), B, Common);
+}
+
+inline int klu_solve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, std::complex<double>B[], klu_common *Common, std::complex<double>) {
+   return klu_z_solve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), &numext::real_ref(B[0]), Common);
+}
+
+inline int klu_tsolve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, double B[], klu_common *Common, double) {
+   return klu_tsolve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), B, Common);
+}
+
+inline int klu_tsolve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, std::complex<double>B[], klu_common *Common, std::complex<double>) {
+   return klu_z_tsolve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), &numext::real_ref(B[0]), 0, Common);
+}
+
+inline klu_numeric* klu_factor(int Ap [ ], int Ai [ ], double Ax [ ], klu_symbolic *Symbolic, klu_common *Common, double) {
+   return klu_factor(Ap, Ai, Ax, Symbolic, Common);
+}
+
+inline klu_numeric* klu_factor(int Ap[], int Ai[], std::complex<double> Ax[], klu_symbolic *Symbolic, klu_common *Common, std::complex<double>) {
+   return klu_z_factor(Ap, Ai, &numext::real_ref(Ax[0]), Symbolic, Common);
+}
+
+
+template<typename _MatrixType>
+class KLU : public SparseSolverBase<KLU<_MatrixType> >
+{
+  protected:
+    typedef SparseSolverBase<KLU<_MatrixType> > Base;
+    using Base::m_isInitialized;
+  public:
+    using Base::_solve_impl;
+    typedef _MatrixType MatrixType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::StorageIndex StorageIndex;
+    typedef Matrix<Scalar,Dynamic,1> Vector;
+    typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
+    typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
+    typedef SparseMatrix<Scalar> LUMatrixType;
+    typedef SparseMatrix<Scalar,ColMajor,int> KLUMatrixType;
+    typedef Ref<const KLUMatrixType, StandardCompressedFormat> KLUMatrixRef;
+    enum {
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+
+  public:
+
+    KLU()
+      : m_dummy(0,0), mp_matrix(m_dummy)
+    {
+      init();
+    }
+
+    template<typename InputMatrixType>
+    explicit KLU(const InputMatrixType& matrix)
+      : mp_matrix(matrix)
+    {
+      init();
+      compute(matrix);
+    }
+
+    ~KLU()
+    {
+      if(m_symbolic) klu_free_symbolic(&m_symbolic,&m_common);
+      if(m_numeric)  klu_free_numeric(&m_numeric,&m_common);
+    }
+
+    EIGEN_CONSTEXPR inline Index rows() const EIGEN_NOEXCEPT { return mp_matrix.rows(); }
+    EIGEN_CONSTEXPR inline Index cols() const EIGEN_NOEXCEPT { 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;
+    }
+#if 0 // not implemented yet
+    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;
+    }
+#endif
+    /** 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) klu_free_symbolic(&m_symbolic, &m_common);
+      if(m_numeric)  klu_free_numeric(&m_numeric, &m_common);
+      grab(matrix.derived());
+      analyzePattern_impl();
+      factorize_impl();
+    }
+
+    /** Performs a symbolic decomposition on the sparcity of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      *
+      * \sa factorize(), compute()
+      */
+    template<typename InputMatrixType>
+    void analyzePattern(const InputMatrixType& matrix)
+    {
+      if(m_symbolic) klu_free_symbolic(&m_symbolic, &m_common);
+      if(m_numeric)  klu_free_numeric(&m_numeric, &m_common);
+
+      grab(matrix.derived());
+
+      analyzePattern_impl();
+    }
+
+
+    /** Provides access to the control settings array used by KLU.
+      *
+      * See KLU documentation for details.
+      */
+    inline const klu_common& kluCommon() const
+    {
+      return m_common;
+    }
+
+    /** Provides access to the control settings array used by UmfPack.
+      *
+      * If this array contains NaN's, the default values are used.
+      *
+      * See KLU documentation for details.
+      */
+    inline klu_common& kluCommon()
+    {
+      return m_common;
+    }
+
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must has the same sparcity than the matrix on which the pattern anylysis has been performed.
+      *
+      * \sa analyzePattern(), compute()
+      */
+    template<typename InputMatrixType>
+    void factorize(const InputMatrixType& matrix)
+    {
+      eigen_assert(m_analysisIsOk && "KLU: you must first call analyzePattern()");
+      if(m_numeric)
+        klu_free_numeric(&m_numeric,&m_common);
+
+      grab(matrix.derived());
+
+      factorize_impl();
+    }
+
+    /** \internal */
+    template<typename BDerived,typename XDerived>
+    bool _solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const;
+
+#if 0 // not implemented yet
+    Scalar determinant() const;
+
+    void extractData() const;
+#endif
+
+  protected:
+
+    void init()
+    {
+      m_info                  = InvalidInput;
+      m_isInitialized         = false;
+      m_numeric               = 0;
+      m_symbolic              = 0;
+      m_extractedDataAreDirty = true;
+
+      klu_defaults(&m_common);
+    }
+
+    void analyzePattern_impl()
+    {
+      m_info = InvalidInput;
+      m_analysisIsOk = false;
+      m_factorizationIsOk = false;
+      m_symbolic = klu_analyze(internal::convert_index<int>(mp_matrix.rows()),
+                                     const_cast<StorageIndex*>(mp_matrix.outerIndexPtr()), const_cast<StorageIndex*>(mp_matrix.innerIndexPtr()),
+                                     &m_common);
+      if (m_symbolic) {
+         m_isInitialized = true;
+         m_info = Success;
+         m_analysisIsOk = true;
+         m_extractedDataAreDirty = true;
+      }
+    }
+
+    void factorize_impl()
+    {
+
+      m_numeric = klu_factor(const_cast<StorageIndex*>(mp_matrix.outerIndexPtr()), const_cast<StorageIndex*>(mp_matrix.innerIndexPtr()), const_cast<Scalar*>(mp_matrix.valuePtr()),
+                                    m_symbolic, &m_common, Scalar());
+
+
+      m_info = m_numeric ? Success : NumericalIssue;
+      m_factorizationIsOk = m_numeric ? 1 : 0;
+      m_extractedDataAreDirty = true;
+    }
+
+    template<typename MatrixDerived>
+    void grab(const EigenBase<MatrixDerived> &A)
+    {
+      mp_matrix.~KLUMatrixRef();
+      ::new (&mp_matrix) KLUMatrixRef(A.derived());
+    }
+
+    void grab(const KLUMatrixRef &A)
+    {
+      if(&(A.derived()) != &mp_matrix)
+      {
+        mp_matrix.~KLUMatrixRef();
+        ::new (&mp_matrix) KLUMatrixRef(A);
+      }
+    }
+
+    // cached data to reduce reallocation, etc.
+#if 0 // not implemented yet
+    mutable LUMatrixType m_l;
+    mutable LUMatrixType m_u;
+    mutable IntColVectorType m_p;
+    mutable IntRowVectorType m_q;
+#endif
+
+    KLUMatrixType m_dummy;
+    KLUMatrixRef mp_matrix;
+
+    klu_numeric* m_numeric;
+    klu_symbolic* m_symbolic;
+    klu_common m_common;
+    mutable ComputationInfo m_info;
+    int m_factorizationIsOk;
+    int m_analysisIsOk;
+    mutable bool m_extractedDataAreDirty;
+
+  private:
+    KLU(const KLU& ) { }
+};
+
+#if 0 // not implemented yet
+template<typename MatrixType>
+void KLU<MatrixType>::extractData() const
+{
+  if (m_extractedDataAreDirty)
+  {
+     eigen_assert(false && "KLU: extractData Not Yet Implemented");
+
+    // get size of the data
+    int lnz, unz, rows, cols, nz_udiag;
+    umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
+
+    // allocate data
+    m_l.resize(rows,(std::min)(rows,cols));
+    m_l.resizeNonZeros(lnz);
+
+    m_u.resize((std::min)(rows,cols),cols);
+    m_u.resizeNonZeros(unz);
+
+    m_p.resize(rows);
+    m_q.resize(cols);
+
+    // extract
+    umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(),
+                        m_u.outerIndexPtr(), m_u.innerIndexPtr(), m_u.valuePtr(),
+                        m_p.data(), m_q.data(), 0, 0, 0, m_numeric);
+
+    m_extractedDataAreDirty = false;
+  }
+}
+
+template<typename MatrixType>
+typename KLU<MatrixType>::Scalar KLU<MatrixType>::determinant() const
+{
+  eigen_assert(false && "KLU: extractData Not Yet Implemented");
+  return Scalar();
+}
+#endif
+
+template<typename MatrixType>
+template<typename BDerived,typename XDerived>
+bool KLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const
+{
+  Index rhsCols = b.cols();
+  EIGEN_STATIC_ASSERT((XDerived::Flags&RowMajorBit)==0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+  eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()");
+
+  x = b;
+  int info = klu_solve(m_symbolic, m_numeric, b.rows(), rhsCols, x.const_cast_derived().data(), const_cast<klu_common*>(&m_common), Scalar());
+
+  m_info = info!=0 ? Success : NumericalIssue;
+  return true;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_KLUSUPPORT_H