@smake/eigen 1.0.2 → 1.1.1

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

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

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

@@ -0,0 +1,339 @@
+// 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
+
+// IWYU pragma: private
+#include "./InternalHeaderCheck.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);
+  }
+
+  constexpr Index rows() const noexcept { return mp_matrix.rows(); }
+  constexpr Index cols() const 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 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) 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 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 && "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) {
+    internal::destroy_at(&mp_matrix);
+    internal::construct_at(&mp_matrix, A.derived());
+  }
+
+  void grab(const KLUMatrixRef &A) {
+    if (&(A.derived()) != &mp_matrix) {
+      internal::destroy_at(&mp_matrix);
+      internal::construct_at(&mp_matrix, 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

package/eigen/Eigen/src/LU/Determinant.h

@@ -10,92 +10,89 @@
 #ifndef EIGEN_DETERMINANT_H
 #define EIGEN_DETERMINANT_H
 
-namespace Eigen { 
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
 
-namespace internal {
+namespace Eigen {
 
-template<typename Derived>
-inline const typename Derived::Scalar bruteforce_det3_helper
-(const MatrixBase<Derived>& matrix, int a, int b, int c)
-{
-  return matrix.coeff(0,a)
-         * (matrix.coeff(1,b) * matrix.coeff(2,c) - matrix.coeff(1,c) * matrix.coeff(2,b));
-}
+namespace internal {
 
-template<typename Derived>
-const typename Derived::Scalar bruteforce_det4_helper
-(const MatrixBase<Derived>& matrix, int j, int k, int m, int n)
-{
-  return (matrix.coeff(j,0) * matrix.coeff(k,1) - matrix.coeff(k,0) * matrix.coeff(j,1))
-       * (matrix.coeff(m,2) * matrix.coeff(n,3) - matrix.coeff(n,2) * matrix.coeff(m,3));
+template <typename Derived>
+EIGEN_DEVICE_FUNC inline const typename Derived::Scalar bruteforce_det3_helper(const MatrixBase<Derived>& matrix, int a,
+                                                                               int b, int c) {
+  return matrix.coeff(0, a) * (matrix.coeff(1, b) * matrix.coeff(2, c) - matrix.coeff(1, c) * matrix.coeff(2, b));
 }
 
-template<typename Derived,
-         int DeterminantType = Derived::RowsAtCompileTime
-> struct determinant_impl
-{
-  static inline typename traits<Derived>::Scalar run(const Derived& m)
-  {
-    if(Derived::ColsAtCompileTime==Dynamic && m.rows()==0)
-      return typename traits<Derived>::Scalar(1);
+template <typename Derived, int DeterminantType = Derived::RowsAtCompileTime>
+struct determinant_impl {
+  static inline typename traits<Derived>::Scalar run(const Derived& m) {
+    if (Derived::ColsAtCompileTime == Dynamic && m.rows() == 0) return typename traits<Derived>::Scalar(1);
     return m.partialPivLu().determinant();
   }
 };
 
-template<typename Derived> struct determinant_impl<Derived, 1>
-{
-  static inline typename traits<Derived>::Scalar run(const Derived& m)
-  {
-    return m.coeff(0,0);
-  }
+template <typename Derived>
+struct determinant_impl<Derived, 1> {
+  static inline EIGEN_DEVICE_FUNC typename traits<Derived>::Scalar run(const Derived& m) { return m.coeff(0, 0); }
 };
 
-template<typename Derived> struct determinant_impl<Derived, 2>
-{
-  static inline typename traits<Derived>::Scalar run(const Derived& m)
-  {
-    return m.coeff(0,0) * m.coeff(1,1) - m.coeff(1,0) * m.coeff(0,1);
+template <typename Derived>
+struct determinant_impl<Derived, 2> {
+  static inline EIGEN_DEVICE_FUNC typename traits<Derived>::Scalar run(const Derived& m) {
+    return m.coeff(0, 0) * m.coeff(1, 1) - m.coeff(1, 0) * m.coeff(0, 1);
   }
 };
 
-template<typename Derived> struct determinant_impl<Derived, 3>
-{
-  static inline typename traits<Derived>::Scalar run(const Derived& m)
-  {
-    return bruteforce_det3_helper(m,0,1,2)
-          - bruteforce_det3_helper(m,1,0,2)
-          + bruteforce_det3_helper(m,2,0,1);
+template <typename Derived>
+struct determinant_impl<Derived, 3> {
+  static inline EIGEN_DEVICE_FUNC typename traits<Derived>::Scalar run(const Derived& m) {
+    return bruteforce_det3_helper(m, 0, 1, 2) - bruteforce_det3_helper(m, 1, 0, 2) + bruteforce_det3_helper(m, 2, 0, 1);
   }
 };
 
-template<typename Derived> struct determinant_impl<Derived, 4>
-{
-  static typename traits<Derived>::Scalar run(const Derived& m)
-  {
-    // trick by Martin Costabel to compute 4x4 det with only 30 muls
-    return bruteforce_det4_helper(m,0,1,2,3)
-          - bruteforce_det4_helper(m,0,2,1,3)
-          + bruteforce_det4_helper(m,0,3,1,2)
-          + bruteforce_det4_helper(m,1,2,0,3)
-          - bruteforce_det4_helper(m,1,3,0,2)
-          + bruteforce_det4_helper(m,2,3,0,1);
+template <typename Derived>
+struct determinant_impl<Derived, 4> {
+  typedef typename traits<Derived>::Scalar Scalar;
+  static EIGEN_DEVICE_FUNC Scalar run(const Derived& m) {
+    Scalar d2_01 = det2(m, 0, 1);
+    Scalar d2_02 = det2(m, 0, 2);
+    Scalar d2_03 = det2(m, 0, 3);
+    Scalar d2_12 = det2(m, 1, 2);
+    Scalar d2_13 = det2(m, 1, 3);
+    Scalar d2_23 = det2(m, 2, 3);
+    Scalar d3_0 = det3(m, 1, d2_23, 2, d2_13, 3, d2_12);
+    Scalar d3_1 = det3(m, 0, d2_23, 2, d2_03, 3, d2_02);
+    Scalar d3_2 = det3(m, 0, d2_13, 1, d2_03, 3, d2_01);
+    Scalar d3_3 = det3(m, 0, d2_12, 1, d2_02, 2, d2_01);
+    return internal::pmadd(static_cast<Scalar>(-m(0, 3)), d3_0, static_cast<Scalar>(m(1, 3) * d3_1)) +
+           internal::pmadd(static_cast<Scalar>(-m(2, 3)), d3_2, static_cast<Scalar>(m(3, 3) * d3_3));
+  }
+
+ protected:
+  static EIGEN_DEVICE_FUNC Scalar det2(const Derived& m, Index i0, Index i1) {
+    return m(i0, 0) * m(i1, 1) - m(i1, 0) * m(i0, 1);
+  }
+
+  static EIGEN_DEVICE_FUNC Scalar det3(const Derived& m, Index i0, const Scalar& d0, Index i1, const Scalar& d1,
+                                       Index i2, const Scalar& d2) {
+    return internal::pmadd(m(i0, 2), d0,
+                           internal::pmadd(static_cast<Scalar>(-m(i1, 2)), d1, static_cast<Scalar>(m(i2, 2) * d2)));
   }
 };
 
-} // end namespace internal
+}  // end namespace internal
 
 /** \lu_module
-  *
-  * \returns the determinant of this matrix
-  */
-template<typename Derived>
-inline typename internal::traits<Derived>::Scalar MatrixBase<Derived>::determinant() const
-{
+ *
+ * \returns the determinant of this matrix
+ */
+template <typename Derived>
+EIGEN_DEVICE_FUNC inline typename internal::traits<Derived>::Scalar MatrixBase<Derived>::determinant() const {
   eigen_assert(rows() == cols());
-  typedef typename internal::nested_eval<Derived,Base::RowsAtCompileTime>::type Nested;
-  return internal::determinant_impl<typename internal::remove_all<Nested>::type>::run(derived());
+  typedef typename internal::nested_eval<Derived, Base::RowsAtCompileTime>::type Nested;
+  return internal::determinant_impl<internal::remove_all_t<Nested>>::run(derived());
 }
 
-} // end namespace Eigen
+}  // end namespace Eigen
 
-#endif // EIGEN_DETERMINANT_H
+#endif  // EIGEN_DETERMINANT_H