@smake/eigen 1.0.2 → 1.1.1

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

@@ -14,276 +14,288 @@
 #include <vector>
 #include <list>
 
-namespace Eigen {  
-/** 
-  * \brief Modified Incomplete Cholesky with dual threshold
-  *
-  * References : C-J. Lin and J. J. Moré, Incomplete Cholesky Factorizations with
-  *              Limited memory, SIAM J. Sci. Comput.  21(1), pp. 24-45, 1999
-  *
-  * \tparam Scalar the scalar type of the input matrices
-  * \tparam _UpLo The triangular part that will be used for the computations. It can be Lower
-    *               or Upper. Default is Lower.
-  * \tparam _OrderingType The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<int>,
-  *                       unless EIGEN_MPL2_ONLY is defined, in which case the default is NaturalOrdering<int>.
-  *
-  * \implsparsesolverconcept
-  *
-  * It performs the following incomplete factorization: \f$ S P A P' S \approx L L' \f$
-  * where L is a lower triangular factor, S is a diagonal scaling matrix, and P is a
-  * fill-in reducing permutation as computed by the ordering method.
-  *
-  * \b Shifting \b strategy: Let \f$ B = S P A P' S \f$  be the scaled matrix on which the factorization is carried out,
-  * and \f$ \beta \f$ be the minimum value of the diagonal. If \f$ \beta > 0 \f$ then, the factorization is directly performed
-  * on the matrix B. Otherwise, the factorization is performed on the shifted matrix \f$ B + (\sigma+|\beta| I \f$ where
-  * \f$ \sigma \f$ is the initial shift value as returned and set by setInitialShift() method. The default value is \f$ \sigma = 10^{-3} \f$.
-  * If the factorization fails, then the shift in doubled until it succeed or a maximum of ten attempts. If it still fails, as returned by
-  * the info() method, then you can either increase the initial shift, or better use another preconditioning technique.
-  *
-  */
-template <typename Scalar, int _UpLo = Lower, typename _OrderingType =
-#ifndef EIGEN_MPL2_ONLY
-AMDOrdering<int>
-#else
-NaturalOrdering<int>
-#endif
->
-class IncompleteCholesky : public SparseSolverBase<IncompleteCholesky<Scalar,_UpLo,_OrderingType> >
-{
-  protected:
-    typedef SparseSolverBase<IncompleteCholesky<Scalar,_UpLo,_OrderingType> > Base;
-    using Base::m_isInitialized;
-  public:
-    typedef typename NumTraits<Scalar>::Real RealScalar; 
-    typedef _OrderingType OrderingType;
-    typedef typename OrderingType::PermutationType PermutationType;
-    typedef typename PermutationType::StorageIndex StorageIndex; 
-    typedef SparseMatrix<Scalar,ColMajor,StorageIndex> FactorType;
-    typedef Matrix<Scalar,Dynamic,1> VectorSx;
-    typedef Matrix<RealScalar,Dynamic,1> VectorRx;
-    typedef Matrix<StorageIndex,Dynamic, 1> VectorIx;
-    typedef std::vector<std::list<StorageIndex> > VectorList; 
-    enum { UpLo = _UpLo };
-    enum {
-      ColsAtCompileTime = Dynamic,
-      MaxColsAtCompileTime = Dynamic
-    };
-  public:
-
-    /** Default constructor leaving the object in a partly non-initialized stage.
-      *
-      * You must call compute() or the pair analyzePattern()/factorize() to make it valid.
-      *
-      * \sa IncompleteCholesky(const MatrixType&)
-      */
-    IncompleteCholesky() : m_initialShift(1e-3),m_factorizationIsOk(false) {}
-    
-    /** Constructor computing the incomplete factorization for the given matrix \a matrix.
-      */
-    template<typename MatrixType>
-    IncompleteCholesky(const MatrixType& matrix) : m_initialShift(1e-3),m_factorizationIsOk(false)
-    {
-      compute(matrix);
-    }
-    
-    /** \returns number of rows of the factored matrix */
-    Index rows() const { return m_L.rows(); }
-    
-    /** \returns number of columns of the factored matrix */
-    Index cols() const { return m_L.cols(); }
-    
-
-    /** \brief Reports whether previous computation was successful.
-      *
-      * It triggers an assertion if \c *this has not been initialized through the respective constructor,
-      * or a call to compute() or analyzePattern().
-      *
-      * \returns \c Success if computation was successful,
-      *          \c NumericalIssue if the matrix appears to be negative.
-      */
-    ComputationInfo info() const
-    {
-      eigen_assert(m_isInitialized && "IncompleteCholesky is not initialized.");
-      return m_info;
-    }
-    
-    /** \brief Set the initial shift parameter \f$ \sigma \f$.
-      */
-    void setInitialShift(RealScalar shift) { m_initialShift = shift; }
-    
-    /** \brief Computes the fill reducing permutation vector using the sparsity pattern of \a mat
-      */
-    template<typename MatrixType>
-    void analyzePattern(const MatrixType& mat)
-    {
-      OrderingType ord; 
-      PermutationType pinv;
-      ord(mat.template selfadjointView<UpLo>(), pinv); 
-      if(pinv.size()>0) m_perm = pinv.inverse();
-      else              m_perm.resize(0);
-      m_L.resize(mat.rows(), mat.cols());
-      m_analysisIsOk = true;
-      m_isInitialized = true;
-      m_info = Success;
-    }
-    
-    /** \brief Performs the numerical factorization of the input matrix \a mat
-      *
-      * The method analyzePattern() or compute() must have been called beforehand
-      * with a matrix having the same pattern.
-      *
-      * \sa compute(), analyzePattern()
-      */
-    template<typename MatrixType>
-    void factorize(const MatrixType& mat);
-    
-    /** Computes or re-computes the incomplete Cholesky factorization of the input matrix \a mat
-      *
-      * It is a shortcut for a sequential call to the analyzePattern() and factorize() methods.
-      *
-      * \sa analyzePattern(), factorize()
-      */
-    template<typename MatrixType>
-    void compute(const MatrixType& mat)
-    {
-      analyzePattern(mat);
-      factorize(mat);
-    }
-    
-    // internal
-    template<typename Rhs, typename Dest>
-    void _solve_impl(const Rhs& b, Dest& x) const
-    {
-      eigen_assert(m_factorizationIsOk && "factorize() should be called first");
-      if (m_perm.rows() == b.rows())  x = m_perm * b;
-      else                            x = b;
-      x = m_scale.asDiagonal() * x;
-      x = m_L.template triangularView<Lower>().solve(x);
-      x = m_L.adjoint().template triangularView<Upper>().solve(x);
-      x = m_scale.asDiagonal() * x;
-      if (m_perm.rows() == b.rows())
-        x = m_perm.inverse() * x;
-    }
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
+
+namespace Eigen {
+/**
+ * \brief Modified Incomplete Cholesky with dual threshold
+ *
+ * References : C-J. Lin and J. J. Moré, Incomplete Cholesky Factorizations with
+ *              Limited memory, SIAM J. Sci. Comput.  21(1), pp. 24-45, 1999
+ *
+ * \tparam Scalar the scalar type of the input matrices
+ * \tparam UpLo_ The triangular part that will be used for the computations. It can be Lower
+ *               or Upper. Default is Lower.
+ * \tparam OrderingType_ The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is
+ * AMDOrdering<int>.
+ *
+ * \implsparsesolverconcept
+ *
+ * It performs the following incomplete factorization: \f$ S P A P' S + \sigma I \approx L L' \f$
+ * where L is a lower triangular factor, S is a diagonal scaling matrix, P is a
+ * fill-in reducing permutation as computed by the ordering method, and \f$ \sigma \f$ is a shift
+ * for ensuring the decomposed matrix is positive definite.
+ *
+ * \b Shifting \b strategy: Let \f$ B = S P A P' S \f$  be the scaled matrix on which the factorization is carried out,
+ * and \f$ \beta \f$ be the minimum value of the diagonal. If \f$ \beta > 0 \f$ then, the factorization is directly
+ * performed on the matrix B, and \f$ \sigma = 0 \f$. Otherwise, the factorization is performed on the shifted matrix
+ * \f$ B + \sigma I \f$ for a shifting factor  \f$ \sigma \f$.  We start with \f$ \sigma = \sigma_0 - \beta \f$, where
+ * \f$ \sigma_0 \f$ is the initial shift value as returned and set by setInitialShift() method. The default value is \f$
+ * \sigma_0 = 10^{-3} \f$. If the factorization fails, then the shift in doubled until it succeed or a maximum of ten
+ * attempts. If it still fails, as returned by the info() method, then you can either increase the initial shift, or
+ * better use another preconditioning technique.
+ *
+ */
+template <typename Scalar, int UpLo_ = Lower, typename OrderingType_ = AMDOrdering<int> >
+class IncompleteCholesky : public SparseSolverBase<IncompleteCholesky<Scalar, UpLo_, OrderingType_> > {
+ protected:
+  typedef SparseSolverBase<IncompleteCholesky<Scalar, UpLo_, OrderingType_> > Base;
+  using Base::m_isInitialized;
+
+ public:
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef OrderingType_ OrderingType;
+  typedef typename OrderingType::PermutationType PermutationType;
+  typedef typename PermutationType::StorageIndex StorageIndex;
+  typedef SparseMatrix<Scalar, ColMajor, StorageIndex> FactorType;
+  typedef Matrix<Scalar, Dynamic, 1> VectorSx;
+  typedef Matrix<RealScalar, Dynamic, 1> VectorRx;
+  typedef Matrix<StorageIndex, Dynamic, 1> VectorIx;
+  typedef std::vector<std::list<StorageIndex> > VectorList;
+  enum { UpLo = UpLo_ };
+  enum { ColsAtCompileTime = Dynamic, MaxColsAtCompileTime = Dynamic };
+
+ public:
+  /** Default constructor leaving the object in a partly non-initialized stage.
+   *
+   * You must call compute() or the pair analyzePattern()/factorize() to make it valid.
+   *
+   * \sa IncompleteCholesky(const MatrixType&)
+   */
+  IncompleteCholesky() : m_initialShift(1e-3), m_analysisIsOk(false), m_factorizationIsOk(false) {}
+
+  /** Constructor computing the incomplete factorization for the given matrix \a matrix.
+   */
+  template <typename MatrixType>
+  IncompleteCholesky(const MatrixType& matrix)
+      : m_initialShift(1e-3), m_analysisIsOk(false), m_factorizationIsOk(false) {
+    compute(matrix);
+  }
+
+  /** \returns number of rows of the factored matrix */
+  constexpr Index rows() const noexcept { return m_L.rows(); }
+
+  /** \returns number of columns of the factored matrix */
+  constexpr Index cols() const noexcept { return m_L.cols(); }
+
+  /** \brief Reports whether previous computation was successful.
+   *
+   * It triggers an assertion if \c *this has not been initialized through the respective constructor,
+   * or a call to compute() or analyzePattern().
+   *
+   * \returns \c Success if computation was successful,
+   *          \c NumericalIssue if the matrix appears to be negative.
+   */
+  ComputationInfo info() const {
+    eigen_assert(m_isInitialized && "IncompleteCholesky is not initialized.");
+    return m_info;
+  }
+
+  /** \brief Set the initial shift parameter \f$ \sigma \f$.
+   */
+  void setInitialShift(RealScalar shift) { m_initialShift = shift; }
+
+  /** \brief Computes the fill reducing permutation vector using the sparsity pattern of \a mat
+   */
+  template <typename MatrixType>
+  void analyzePattern(const MatrixType& mat) {
+    OrderingType ord;
+    PermutationType pinv;
+    ord(mat.template selfadjointView<UpLo>(), pinv);
+    if (pinv.size() > 0)
+      m_perm = pinv.inverse();
+    else
+      m_perm.resize(0);
+    m_L.resize(mat.rows(), mat.cols());
+    m_analysisIsOk = true;
+    m_isInitialized = true;
+    m_info = Success;
+  }
+
+  /** \brief Performs the numerical factorization of the input matrix \a mat
+   *
+   * The method analyzePattern() or compute() must have been called beforehand
+   * with a matrix having the same pattern.
+   *
+   * \sa compute(), analyzePattern()
+   */
+  template <typename MatrixType>
+  void factorize(const MatrixType& mat);
+
+  /** Computes or re-computes the incomplete Cholesky factorization of the input matrix \a mat
+   *
+   * It is a shortcut for a sequential call to the analyzePattern() and factorize() methods.
+   *
+   * \sa analyzePattern(), factorize()
+   */
+  template <typename MatrixType>
+  void compute(const MatrixType& mat) {
+    analyzePattern(mat);
+    factorize(mat);
+  }
+
+  // internal
+  template <typename Rhs, typename Dest>
+  void _solve_impl(const Rhs& b, Dest& x) const {
+    eigen_assert(m_factorizationIsOk && "factorize() should be called first");
+    if (m_perm.rows() == b.rows())
+      x = m_perm * b;
+    else
+      x = b;
+    x = m_scale.asDiagonal() * x;
+    x = m_L.template triangularView<Lower>().solve(x);
+    x = m_L.adjoint().template triangularView<Upper>().solve(x);
+    x = m_scale.asDiagonal() * x;
+    if (m_perm.rows() == b.rows()) x = m_perm.inverse() * x;
+  }
+
+  /** \returns the sparse lower triangular factor L */
+  const FactorType& matrixL() const {
+    eigen_assert(m_factorizationIsOk && "factorize() should be called first");
+    return m_L;
+  }
 
-    /** \returns the sparse lower triangular factor L */
-    const FactorType& matrixL() const { eigen_assert("m_factorizationIsOk"); return m_L; }
+  /** \returns a vector representing the scaling factor S */
+  const VectorRx& scalingS() const {
+    eigen_assert(m_factorizationIsOk && "factorize() should be called first");
+    return m_scale;
+  }
 
-    /** \returns a vector representing the scaling factor S */
-    const VectorRx& scalingS() const { eigen_assert("m_factorizationIsOk"); return m_scale; }
+  /** \returns the fill-in reducing permutation P (can be empty for a natural ordering) */
+  const PermutationType& permutationP() const {
+    eigen_assert(m_analysisIsOk && "analyzePattern() should be called first");
+    return m_perm;
+  }
 
-    /** \returns the fill-in reducing permutation P (can be empty for a natural ordering) */
-    const PermutationType& permutationP() const { eigen_assert("m_analysisIsOk"); return m_perm; }
+  /** \returns the final shift parameter from the computation */
+  RealScalar shift() const { return m_shift; }
 
-  protected:
-    FactorType m_L;              // The lower part stored in CSC
-    VectorRx m_scale;            // The vector for scaling the matrix 
-    RealScalar m_initialShift;   // The initial shift parameter
-    bool m_analysisIsOk; 
-    bool m_factorizationIsOk; 
-    ComputationInfo m_info;
-    PermutationType m_perm; 
+ protected:
+  FactorType m_L;             // The lower part stored in CSC
+  VectorRx m_scale;           // The vector for scaling the matrix
+  RealScalar m_initialShift;  // The initial shift parameter
+  bool m_analysisIsOk;
+  bool m_factorizationIsOk;
+  ComputationInfo m_info;
+  PermutationType m_perm;
+  RealScalar m_shift;  // The final shift parameter.
 
-  private:
-    inline void updateList(Ref<const VectorIx> colPtr, Ref<VectorIx> rowIdx, Ref<VectorSx> vals, const Index& col, const Index& jk, VectorIx& firstElt, VectorList& listCol); 
-}; 
+ private:
+  inline void updateList(Ref<const VectorIx> colPtr, Ref<VectorIx> rowIdx, Ref<VectorSx> vals, const Index& col,
+                         const Index& jk, VectorIx& firstElt, VectorList& listCol);
+};
 
 // Based on the following paper:
 //   C-J. Lin and J. J. Moré, Incomplete Cholesky Factorizations with
 //   Limited memory, SIAM J. Sci. Comput.  21(1), pp. 24-45, 1999
 //   http://ftp.mcs.anl.gov/pub/tech_reports/reports/P682.pdf
-template<typename Scalar, int _UpLo, typename OrderingType>
-template<typename _MatrixType>
-void IncompleteCholesky<Scalar,_UpLo, OrderingType>::factorize(const _MatrixType& mat)
-{
+template <typename Scalar, int UpLo_, typename OrderingType>
+template <typename MatrixType_>
+void IncompleteCholesky<Scalar, UpLo_, OrderingType>::factorize(const MatrixType_& mat) {
   using std::sqrt;
-  eigen_assert(m_analysisIsOk && "analyzePattern() should be called first"); 
-    
-  // Dropping strategy : Keep only the p largest elements per column, where p is the number of elements in the column of the original matrix. Other strategies will be added
-  
+  eigen_assert(m_analysisIsOk && "analyzePattern() should be called first");
+
+  // Dropping strategy : Keep only the p largest elements per column, where p is the number of elements in the column of
+  // the original matrix. Other strategies will be added
+
   // Apply the fill-reducing permutation computed in analyzePattern()
-  if (m_perm.rows() == mat.rows() ) // To detect the null permutation
+  if (m_perm.rows() == mat.rows())  // To detect the null permutation
   {
     // The temporary is needed to make sure that the diagonal entry is properly sorted
     FactorType tmp(mat.rows(), mat.cols());
-    tmp = mat.template selfadjointView<_UpLo>().twistedBy(m_perm);
+    tmp = mat.template selfadjointView<UpLo_>().twistedBy(m_perm);
     m_L.template selfadjointView<Lower>() = tmp.template selfadjointView<Lower>();
+  } else {
+    m_L.template selfadjointView<Lower>() = mat.template selfadjointView<UpLo_>();
   }
-  else
-  {
-    m_L.template selfadjointView<Lower>() = mat.template selfadjointView<_UpLo>();
+
+  // The algorithm will insert increasingly large shifts on the diagonal until
+  // factorization succeeds. Therefore we have to make sure that there is a
+  // space in the datastructure to store such values, even if the original
+  // matrix has a zero on the diagonal.
+  bool modified = false;
+  for (Index i = 0; i < mat.cols(); ++i) {
+    bool inserted = false;
+    m_L.findOrInsertCoeff(i, i, &inserted);
+    if (inserted) {
+      modified = true;
+    }
   }
-  
-  Index n = m_L.cols(); 
+  if (modified) m_L.makeCompressed();
+
+  Index n = m_L.cols();
   Index nnz = m_L.nonZeros();
-  Map<VectorSx> vals(m_L.valuePtr(), nnz);         //values
-  Map<VectorIx> rowIdx(m_L.innerIndexPtr(), nnz);  //Row indices
-  Map<VectorIx> colPtr( m_L.outerIndexPtr(), n+1); // Pointer to the beginning of each row
-  VectorIx firstElt(n-1); // for each j, points to the next entry in vals that will be used in the factorization
-  VectorList listCol(n);  // listCol(j) is a linked list of columns to update column j
-  VectorSx col_vals(n);   // Store a  nonzero values in each column
-  VectorIx col_irow(n);   // Row indices of nonzero elements in each column
+  Map<VectorSx> vals(m_L.valuePtr(), nnz);           // values
+  Map<VectorIx> rowIdx(m_L.innerIndexPtr(), nnz);    // Row indices
+  Map<VectorIx> colPtr(m_L.outerIndexPtr(), n + 1);  // Pointer to the beginning of each row
+  VectorIx firstElt(n - 1);  // for each j, points to the next entry in vals that will be used in the factorization
+  VectorList listCol(n);     // listCol(j) is a linked list of columns to update column j
+  VectorSx col_vals(n);      // Store a  nonzero values in each column
+  VectorIx col_irow(n);      // Row indices of nonzero elements in each column
   VectorIx col_pattern(n);
   col_pattern.fill(-1);
   StorageIndex col_nnz;
-  
-  
-  // Computes the scaling factors 
+
+  // Computes the scaling factors
   m_scale.resize(n);
   m_scale.setZero();
   for (Index j = 0; j < n; j++)
-    for (Index k = colPtr[j]; k < colPtr[j+1]; k++)
-    {
+    for (Index k = colPtr[j]; k < colPtr[j + 1]; k++) {
       m_scale(j) += numext::abs2(vals(k));
-      if(rowIdx[k]!=j)
-        m_scale(rowIdx[k]) += numext::abs2(vals(k));
+      if (rowIdx[k] != j) m_scale(rowIdx[k]) += numext::abs2(vals(k));
     }
-  
+
   m_scale = m_scale.cwiseSqrt().cwiseSqrt();
 
   for (Index j = 0; j < n; ++j)
-    if(m_scale(j)>(std::numeric_limits<RealScalar>::min)())
-      m_scale(j) = RealScalar(1)/m_scale(j);
+    if (m_scale(j) > (std::numeric_limits<RealScalar>::min)())
+      m_scale(j) = RealScalar(1) / m_scale(j);
     else
       m_scale(j) = 1;
 
   // TODO disable scaling if not needed, i.e., if it is roughly uniform? (this will make solve() faster)
-  
-  // Scale and compute the shift for the matrix 
+
+  // Scale and compute the shift for the matrix
   RealScalar mindiag = NumTraits<RealScalar>::highest();
-  for (Index j = 0; j < n; j++)
-  {
-    for (Index k = colPtr[j]; k < colPtr[j+1]; k++)
-      vals[k] *= (m_scale(j)*m_scale(rowIdx[k]));
-    eigen_internal_assert(rowIdx[colPtr[j]]==j && "IncompleteCholesky: only the lower triangular part must be stored");
+  for (Index j = 0; j < n; j++) {
+    for (Index k = colPtr[j]; k < colPtr[j + 1]; k++) vals[k] *= (m_scale(j) * m_scale(rowIdx[k]));
+    eigen_internal_assert(rowIdx[colPtr[j]] == j &&
+                          "IncompleteCholesky: only the lower triangular part must be stored");
     mindiag = numext::mini(numext::real(vals[colPtr[j]]), mindiag);
   }
 
   FactorType L_save = m_L;
-  
-  RealScalar shift = 0;
-  if(mindiag <= RealScalar(0.))
-    shift = m_initialShift - mindiag;
+
+  m_shift = RealScalar(0);
+  if (mindiag <= RealScalar(0.)) m_shift = m_initialShift - mindiag;
 
   m_info = NumericalIssue;
 
   // Try to perform the incomplete factorization using the current shift
   int iter = 0;
-  do
-  {
+  do {
     // Apply the shift to the diagonal elements of the matrix
-    for (Index j = 0; j < n; j++)
-      vals[colPtr[j]] += shift;
+    for (Index j = 0; j < n; j++) vals[colPtr[j]] += m_shift;
 
     // jki version of the Cholesky factorization
-    Index j=0;
-    for (; j < n; ++j)
-    {
+    Index j = 0;
+    for (; j < n; ++j) {
       // Left-looking factorization of the j-th column
       // First, load the j-th column into col_vals
       Scalar diag = vals[colPtr[j]];  // It is assumed that only the lower part is stored
       col_nnz = 0;
-      for (Index i = colPtr[j] + 1; i < colPtr[j+1]; i++)
-      {
+      for (Index i = colPtr[j] + 1; i < colPtr[j + 1]; i++) {
         StorageIndex l = rowIdx[i];
         col_vals(col_nnz) = vals[i];
         col_irow(col_nnz) = l;
@@ -293,69 +305,60 @@ void IncompleteCholesky<Scalar,_UpLo, OrderingType>::factorize(const _MatrixType
       {
         typename std::list<StorageIndex>::iterator k;
         // Browse all previous columns that will update column j
-        for(k = listCol[j].begin(); k != listCol[j].end(); k++)
-        {
-          Index jk = firstElt(*k); // First element to use in the column
-          eigen_internal_assert(rowIdx[jk]==j);
+        for (k = listCol[j].begin(); k != listCol[j].end(); k++) {
+          Index jk = firstElt(*k);  // First element to use in the column
+          eigen_internal_assert(rowIdx[jk] == j);
           Scalar v_j_jk = numext::conj(vals[jk]);
 
           jk += 1;
-          for (Index i = jk; i < colPtr[*k+1]; i++)
-          {
+          for (Index i = jk; i < colPtr[*k + 1]; i++) {
             StorageIndex l = rowIdx[i];
-            if(col_pattern[l]<0)
-            {
+            if (col_pattern[l] < 0) {
               col_vals(col_nnz) = vals[i] * v_j_jk;
               col_irow[col_nnz] = l;
               col_pattern(l) = col_nnz;
               col_nnz++;
-            }
-            else
+            } else
               col_vals(col_pattern[l]) -= vals[i] * v_j_jk;
           }
-          updateList(colPtr,rowIdx,vals, *k, jk, firstElt, listCol);
+          updateList(colPtr, rowIdx, vals, *k, jk, firstElt, listCol);
         }
       }
 
       // Scale the current column
-      if(numext::real(diag) <= 0)
-      {
-        if(++iter>=10)
-          return;
+      if (numext::real(diag) <= 0) {
+        if (++iter >= 10) return;
 
         // increase shift
-        shift = numext::maxi(m_initialShift,RealScalar(2)*shift);
+        m_shift = numext::maxi(m_initialShift, RealScalar(2) * m_shift);
         // restore m_L, col_pattern, and listCol
         vals = Map<const VectorSx>(L_save.valuePtr(), nnz);
         rowIdx = Map<const VectorIx>(L_save.innerIndexPtr(), nnz);
-        colPtr = Map<const VectorIx>(L_save.outerIndexPtr(), n+1);
+        colPtr = Map<const VectorIx>(L_save.outerIndexPtr(), n + 1);
         col_pattern.fill(-1);
-        for(Index i=0; i<n; ++i)
-          listCol[i].clear();
+        for (Index i = 0; i < n; ++i) listCol[i].clear();
 
         break;
       }
 
       RealScalar rdiag = sqrt(numext::real(diag));
       vals[colPtr[j]] = rdiag;
-      for (Index k = 0; k<col_nnz; ++k)
-      {
+      for (Index k = 0; k < col_nnz; ++k) {
         Index i = col_irow[k];
-        //Scale
+        // Scale
         col_vals(k) /= rdiag;
-        //Update the remaining diagonals with col_vals
+        // Update the remaining diagonals with col_vals
         vals[colPtr[i]] -= numext::abs2(col_vals(k));
       }
       // Select the largest p elements
       // p is the original number of elements in the column (without the diagonal)
-      Index p = colPtr[j+1] - colPtr[j] - 1 ;
+      Index p = colPtr[j + 1] - colPtr[j] - 1;
       Ref<VectorSx> cvals = col_vals.head(col_nnz);
       Ref<VectorIx> cirow = col_irow.head(col_nnz);
-      internal::QuickSplit(cvals,cirow, p);
+      internal::QuickSplit(cvals, cirow, p);
       // Insert the largest p elements in the matrix
       Index cpt = 0;
-      for (Index i = colPtr[j]+1; i < colPtr[j+1]; i++)
-      {
+      for (Index i = colPtr[j] + 1; i < colPtr[j + 1]; i++) {
         vals[i] = col_vals(cpt);
         rowIdx[i] = col_irow(cpt);
         // restore col_pattern:
@@ -363,38 +366,37 @@ void IncompleteCholesky<Scalar,_UpLo, OrderingType>::factorize(const _MatrixType
         cpt++;
       }
       // Get the first smallest row index and put it after the diagonal element
-      Index jk = colPtr(j)+1;
-      updateList(colPtr,rowIdx,vals,j,jk,firstElt,listCol);
+      Index jk = colPtr(j) + 1;
+      updateList(colPtr, rowIdx, vals, j, jk, firstElt, listCol);
     }
 
-    if(j==n)
-    {
+    if (j == n) {
       m_factorizationIsOk = true;
       m_info = Success;
     }
-  } while(m_info!=Success);
+  } while (m_info != Success);
 }
 
-template<typename Scalar, int _UpLo, typename OrderingType>
-inline void IncompleteCholesky<Scalar,_UpLo, OrderingType>::updateList(Ref<const VectorIx> colPtr, Ref<VectorIx> rowIdx, Ref<VectorSx> vals, const Index& col, const Index& jk, VectorIx& firstElt, VectorList& listCol)
-{
-  if (jk < colPtr(col+1) )
-  {
-    Index p = colPtr(col+1) - jk;
-    Index minpos; 
-    rowIdx.segment(jk,p).minCoeff(&minpos);
+template <typename Scalar, int UpLo_, typename OrderingType>
+inline void IncompleteCholesky<Scalar, UpLo_, OrderingType>::updateList(Ref<const VectorIx> colPtr,
+                                                                        Ref<VectorIx> rowIdx, Ref<VectorSx> vals,
+                                                                        const Index& col, const Index& jk,
+                                                                        VectorIx& firstElt, VectorList& listCol) {
+  if (jk < colPtr(col + 1)) {
+    Index p = colPtr(col + 1) - jk;
+    Index minpos;
+    rowIdx.segment(jk, p).minCoeff(&minpos);
     minpos += jk;
-    if (rowIdx(minpos) != rowIdx(jk))
-    {
-      //Swap
-      std::swap(rowIdx(jk),rowIdx(minpos));
-      std::swap(vals(jk),vals(minpos));
+    if (rowIdx(minpos) != rowIdx(jk)) {
+      // Swap
+      std::swap(rowIdx(jk), rowIdx(minpos));
+      std::swap(vals(jk), vals(minpos));
     }
-    firstElt(col) = internal::convert_index<StorageIndex,Index>(jk);
-    listCol[rowIdx(jk)].push_back(internal::convert_index<StorageIndex,Index>(col));
+    firstElt(col) = internal::convert_index<StorageIndex, Index>(jk);
+    listCol[rowIdx(jk)].push_back(internal::convert_index<StorageIndex, Index>(col));
   }
 }
 
-} // end namespace Eigen 
+}  // end namespace Eigen
 
 #endif