@smake/eigen 1.0.2 → 1.1.1

package/eigen/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h

@@ -2,191 +2,380 @@
 // for linear algebra.
 //
 // Copyright (C) 2008-2012 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/.
 
 /*
-
-NOTE: thes functions vave been adapted from the LDL library:
+NOTE: these functions have been adapted from the LDL library:
 
 LDL Copyright (c) 2005 by Timothy A. Davis.  All Rights Reserved.
 
-LDL License:
-
-    Your use or distribution of LDL or any modified version of
-    LDL implies that you agree to this License.
-
-    This library is free software; you can redistribute it and/or
-    modify it under the terms of the GNU Lesser General Public
-    License as published by the Free Software Foundation; either
-    version 2.1 of the License, or (at your option) any later version.
-
-    This library is distributed in the hope that it will be useful,
-    but WITHOUT ANY WARRANTY; without even the implied warranty of
-    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-    Lesser General Public License for more details.
-
-    You should have received a copy of the GNU Lesser General Public
-    License along with this library; if not, write to the Free Software
-    Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301
-    USA
-
-    Permission is hereby granted to use or copy this program under the
-    terms of the GNU LGPL, provided that the Copyright, this License,
-    and the Availability of the original version is retained on all copies.
-    User documentation of any code that uses this code or any modified
-    version of this code must cite the Copyright, this License, the
-    Availability note, and "Used by permission." Permission to modify
-    the code and to distribute modified code is granted, provided the
-    Copyright, this License, and the Availability note are retained,
-    and a notice that the code was modified is included.
+The author of LDL, Timothy A. Davis., has executed a license with Google LLC
+to permit distribution of this code and derivative works as part of Eigen under
+the Mozilla Public License v. 2.0, as stated at the top of this file.
  */
 
-#include "../Core/util/NonMPL2.h"
-
 #ifndef EIGEN_SIMPLICIAL_CHOLESKY_IMPL_H
 #define EIGEN_SIMPLICIAL_CHOLESKY_IMPL_H
 
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
+
 namespace Eigen {
 
-template<typename Derived>
-void SimplicialCholeskyBase<Derived>::analyzePattern_preordered(const CholMatrixType& ap, bool doLDLT)
-{
-  const StorageIndex size = StorageIndex(ap.rows());
-  m_matrix.resize(size, size);
-  m_parent.resize(size);
-  m_nonZerosPerCol.resize(size);
-
-  ei_declare_aligned_stack_constructed_variable(StorageIndex, tags, size, 0);
-
-  for(StorageIndex k = 0; k < size; ++k)
-  {
-    /* L(k,:) pattern: all nodes reachable in etree from nz in A(0:k-1,k) */
-    m_parent[k] = -1;             /* parent of k is not yet known */
-    tags[k] = k;                  /* mark node k as visited */
-    m_nonZerosPerCol[k] = 0;      /* count of nonzeros in column k of L */
-    for(typename CholMatrixType::InnerIterator it(ap,k); it; ++it)
-    {
-      StorageIndex i = it.index();
-      if(i < k)
-      {
-        /* follow path from i to root of etree, stop at flagged node */
-        for(; tags[i] != k; i = m_parent[i])
-        {
-          /* find parent of i if not yet determined */
-          if (m_parent[i] == -1)
-            m_parent[i] = k;
-          m_nonZerosPerCol[i]++;        /* L (k,i) is nonzero */
-          tags[i] = k;                  /* mark i as visited */
+namespace internal {
+
+template <typename Scalar, typename StorageIndex>
+struct simpl_chol_helper {
+  using CholMatrixType = SparseMatrix<Scalar, ColMajor, StorageIndex>;
+  using InnerIterator = typename CholMatrixType::InnerIterator;
+  using VectorI = Matrix<StorageIndex, Dynamic, 1>;
+  static constexpr StorageIndex kEmpty = -1;
+
+  // Implementation of a stack or last-in first-out structure with some debugging machinery.
+  struct Stack {
+    StorageIndex* m_data;
+    Index m_size;
+#ifndef EIGEN_NO_DEBUG
+    const Index m_maxSize;
+    Stack(StorageIndex* data, StorageIndex size, StorageIndex maxSize)
+        : m_data(data), m_size(size), m_maxSize(maxSize) {
+      eigen_assert(size >= 0);
+      eigen_assert(maxSize >= size);
+    }
+#else
+    Stack(StorageIndex* data, StorageIndex size, StorageIndex /*maxSize*/) : m_data(data), m_size(size) {}
+#endif
+    bool empty() const { return m_size == 0; }
+    Index size() const { return m_size; }
+    StorageIndex back() const {
+      eigen_assert(m_size > 0);
+      return m_data[m_size - 1];
+    }
+    void push(const StorageIndex& value) {
+#ifndef EIGEN_NO_DEBUG
+      eigen_assert(m_size < m_maxSize);
+#endif
+      m_data[m_size] = value;
+      m_size++;
+    }
+    void pop() {
+      eigen_assert(m_size > 0);
+      m_size--;
+    }
+  };
+
+  // Implementation of a disjoint-set or union-find structure with path compression.
+  struct DisjointSet {
+    StorageIndex* m_set;
+    DisjointSet(StorageIndex* set, StorageIndex size) : m_set(set) { std::iota(set, set + size, 0); }
+    // Find the set representative or root of `u`.
+    StorageIndex find(StorageIndex u) const {
+      eigen_assert(u != kEmpty);
+      while (m_set[u] != u) {
+        // manually unroll the loop by a factor of 2 to improve performance
+        u = m_set[m_set[u]];
+      }
+      return u;
+    }
+    // Perform full path compression such that each node from `u` to `v` points to `v`.
+    void compress(StorageIndex u, StorageIndex v) {
+      eigen_assert(u != kEmpty);
+      eigen_assert(v != kEmpty);
+      while (m_set[u] != v) {
+        StorageIndex next = m_set[u];
+        m_set[u] = v;
+        u = next;
+      }
+    };
+  };
+
+  // Computes the higher adjacency pattern by transposing the input lower adjacency matrix.
+  // Only the index arrays are calculated, as the values are not needed for the symbolic factorization.
+  // The outer index array provides the size requirements of the inner index array.
+
+  // Computes the outer index array of the higher adjacency matrix.
+  static void calc_hadj_outer(const StorageIndex size, const CholMatrixType& ap, StorageIndex* outerIndex) {
+    for (StorageIndex j = 1; j < size; j++) {
+      for (InnerIterator it(ap, j); it; ++it) {
+        StorageIndex i = it.index();
+        if (i < j) outerIndex[i + 1]++;
+      }
+    }
+    std::partial_sum(outerIndex, outerIndex + size + 1, outerIndex);
+  }
+
+  // inner index array
+  static void calc_hadj_inner(const StorageIndex size, const CholMatrixType& ap, const StorageIndex* outerIndex,
+                              StorageIndex* innerIndex, StorageIndex* tmp) {
+    std::fill_n(tmp, size, 0);
+
+    for (StorageIndex j = 1; j < size; j++) {
+      for (InnerIterator it(ap, j); it; ++it) {
+        StorageIndex i = it.index();
+        if (i < j) {
+          StorageIndex b = outerIndex[i] + tmp[i];
+          innerIndex[b] = j;
+          tmp[i]++;
         }
       }
     }
   }
 
-  /* construct Lp index array from m_nonZerosPerCol column counts */
-  StorageIndex* Lp = m_matrix.outerIndexPtr();
-  Lp[0] = 0;
-  for(StorageIndex k = 0; k < size; ++k)
-    Lp[k+1] = Lp[k] + m_nonZerosPerCol[k] + (doLDLT ? 0 : 1);
+  // Adapted from:
+  // Joseph W. Liu. (1986).
+  // A compact row storage scheme for Cholesky factors using elimination trees.
+  // ACM Trans. Math. Softw. 12, 2 (June 1986), 127-148. https://doi.org/10.1145/6497.6499
+
+  // Computes the elimination forest of the lower adjacency matrix, a compact representation of the sparse L factor.
+  // The L factor may contain multiple elimination trees if a column contains only its diagonal element.
+  // Each elimination tree is an n-ary tree in which each node points to its parent.
+  static void calc_etree(const StorageIndex size, const CholMatrixType& ap, StorageIndex* parent, StorageIndex* tmp) {
+    std::fill_n(parent, size, kEmpty);
+
+    DisjointSet ancestor(tmp, size);
+
+    for (StorageIndex j = 1; j < size; j++) {
+      for (InnerIterator it(ap, j); it; ++it) {
+        StorageIndex i = it.index();
+        if (i < j) {
+          StorageIndex r = ancestor.find(i);
+          if (r != j) parent[r] = j;
+          ancestor.compress(i, j);
+        }
+      }
+    }
+  }
 
-  m_matrix.resizeNonZeros(Lp[size]);
+  // Computes the child pointers of the parent tree to facilitate a depth-first search traversal.
+  static void calc_lineage(const StorageIndex size, const StorageIndex* parent, StorageIndex* firstChild,
+                           StorageIndex* firstSibling) {
+    std::fill_n(firstChild, size, kEmpty);
+    std::fill_n(firstSibling, size, kEmpty);
+
+    for (StorageIndex j = 0; j < size; j++) {
+      StorageIndex p = parent[j];
+      if (p == kEmpty) continue;
+      StorageIndex c = firstChild[p];
+      if (c == kEmpty)
+        firstChild[p] = j;
+      else {
+        while (firstSibling[c] != kEmpty) c = firstSibling[c];
+        firstSibling[c] = j;
+      }
+    }
+  }
 
-  m_isInitialized     = true;
-  m_info              = Success;
-  m_analysisIsOk      = true;
+  // Computes a post-ordered traversal of the elimination tree.
+  static void calc_post(const StorageIndex size, const StorageIndex* parent, StorageIndex* firstChild,
+                        const StorageIndex* firstSibling, StorageIndex* post, StorageIndex* dfs) {
+    Stack post_stack(post, 0, size);
+    for (StorageIndex j = 0; j < size; j++) {
+      if (parent[j] != kEmpty) continue;
+      // Begin at a root
+      Stack dfs_stack(dfs, 0, size);
+      dfs_stack.push(j);
+      while (!dfs_stack.empty()) {
+        StorageIndex i = dfs_stack.back();
+        StorageIndex c = firstChild[i];
+        if (c == kEmpty) {
+          post_stack.push(i);
+          dfs_stack.pop();
+        } else {
+          dfs_stack.push(c);
+          // Remove the path from `i` to `c` for future traversals.
+          firstChild[i] = firstSibling[c];
+        }
+      }
+    }
+    eigen_assert(post_stack.size() == size);
+    eigen_assert(std::all_of(firstChild, firstChild + size, [](StorageIndex a) { return a == kEmpty; }));
+  }
+
+  // Adapted from:
+  // Gilbert, J. R., Ng, E., & Peyton, B. W. (1994).
+  // An efficient algorithm to compute row and column counts for sparse Cholesky factorization.
+  // SIAM Journal on Matrix Analysis and Applications, 15(4), 1075-1091.
+
+  // Computes the non-zero pattern of the L factor.
+  static void calc_colcount(const StorageIndex size, const StorageIndex* hadjOuter, const StorageIndex* hadjInner,
+                            const StorageIndex* parent, StorageIndex* prevLeaf, StorageIndex* tmp,
+                            const StorageIndex* post, StorageIndex* nonZerosPerCol, bool doLDLT) {
+    // initialize nonZerosPerCol with 1 for leaves, 0 for non-leaves
+    std::fill_n(nonZerosPerCol, size, 1);
+    for (StorageIndex j = 0; j < size; j++) {
+      StorageIndex p = parent[j];
+      // p is not a leaf
+      if (p != kEmpty) nonZerosPerCol[p] = 0;
+    }
+
+    DisjointSet parentSet(tmp, size);
+    // prevLeaf is already initialized
+    eigen_assert(std::all_of(prevLeaf, prevLeaf + size, [](StorageIndex a) { return a == kEmpty; }));
+
+    for (StorageIndex j_ = 0; j_ < size; j_++) {
+      StorageIndex j = post[j_];
+      nonZerosPerCol[j] += hadjOuter[j + 1] - hadjOuter[j];
+      for (StorageIndex k = hadjOuter[j]; k < hadjOuter[j + 1]; k++) {
+        StorageIndex i = hadjInner[k];
+        eigen_assert(i > j);
+        StorageIndex prev = prevLeaf[i];
+        if (prev != kEmpty) {
+          StorageIndex q = parentSet.find(prev);
+          parentSet.compress(prev, q);
+          nonZerosPerCol[q]--;
+        }
+        prevLeaf[i] = j;
+      }
+      StorageIndex p = parent[j];
+      if (p != kEmpty) parentSet.compress(j, p);
+    }
+
+    for (StorageIndex j = 0; j < size; j++) {
+      StorageIndex p = parent[j];
+      if (p != kEmpty) nonZerosPerCol[p] += nonZerosPerCol[j] - 1;
+      if (doLDLT) nonZerosPerCol[j]--;
+    }
+  }
+
+  // Finalizes the non zero pattern of the L factor and allocates the memory for the factorization.
+  static void init_matrix(const StorageIndex size, const StorageIndex* nonZerosPerCol, CholMatrixType& L) {
+    eigen_assert(L.outerIndexPtr()[0] == 0);
+    std::partial_sum(nonZerosPerCol, nonZerosPerCol + size, L.outerIndexPtr() + 1);
+    L.resizeNonZeros(L.outerIndexPtr()[size]);
+  }
+
+  // Driver routine for the symbolic sparse Cholesky factorization.
+  static void run(const StorageIndex size, const CholMatrixType& ap, CholMatrixType& L, VectorI& parent,
+                  VectorI& workSpace, bool doLDLT) {
+    parent.resize(size);
+    workSpace.resize(4 * size);
+    L.resize(size, size);
+
+    StorageIndex* tmp1 = workSpace.data();
+    StorageIndex* tmp2 = workSpace.data() + size;
+    StorageIndex* tmp3 = workSpace.data() + 2 * size;
+    StorageIndex* tmp4 = workSpace.data() + 3 * size;
+
+    // Borrow L's outer index array for the higher adjacency pattern.
+    StorageIndex* hadj_outer = L.outerIndexPtr();
+    calc_hadj_outer(size, ap, hadj_outer);
+    // Request additional temporary storage for the inner indices of the higher adjacency pattern.
+    ei_declare_aligned_stack_constructed_variable(StorageIndex, hadj_inner, hadj_outer[size], nullptr);
+    calc_hadj_inner(size, ap, hadj_outer, hadj_inner, tmp1);
+
+    calc_etree(size, ap, parent.data(), tmp1);
+    calc_lineage(size, parent.data(), tmp1, tmp2);
+    calc_post(size, parent.data(), tmp1, tmp2, tmp3, tmp4);
+    calc_colcount(size, hadj_outer, hadj_inner, parent.data(), tmp1, tmp2, tmp3, tmp4, doLDLT);
+    init_matrix(size, tmp4, L);
+  }
+};
+
+// Symbol is ODR-used, so we need a definition.
+template <typename Scalar, typename StorageIndex>
+constexpr StorageIndex simpl_chol_helper<Scalar, StorageIndex>::kEmpty;
+
+}  // namespace internal
+
+template <typename Derived>
+void SimplicialCholeskyBase<Derived>::analyzePattern_preordered(const CholMatrixType& ap, bool doLDLT) {
+  using Helper = internal::simpl_chol_helper<Scalar, StorageIndex>;
+
+  eigen_assert(ap.innerSize() == ap.outerSize());
+  const StorageIndex size = internal::convert_index<StorageIndex>(ap.outerSize());
+
+  Helper::run(size, ap, m_matrix, m_parent, m_workSpace, doLDLT);
+
+  m_isInitialized = true;
+  m_info = Success;
+  m_analysisIsOk = true;
   m_factorizationIsOk = false;
 }
 
-
-template<typename Derived>
-template<bool DoLDLT>
-void SimplicialCholeskyBase<Derived>::factorize_preordered(const CholMatrixType& ap)
-{
+template <typename Derived>
+template <bool DoLDLT, bool NonHermitian>
+void SimplicialCholeskyBase<Derived>::factorize_preordered(const CholMatrixType& ap) {
   using std::sqrt;
+  const StorageIndex size = StorageIndex(ap.rows());
 
   eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
-  eigen_assert(ap.rows()==ap.cols());
-  eigen_assert(m_parent.size()==ap.rows());
-  eigen_assert(m_nonZerosPerCol.size()==ap.rows());
+  eigen_assert(ap.rows() == ap.cols());
+  eigen_assert(m_parent.size() == size);
+  eigen_assert(m_workSpace.size() >= 3 * size);
 
-  const StorageIndex size = StorageIndex(ap.rows());
   const StorageIndex* Lp = m_matrix.outerIndexPtr();
   StorageIndex* Li = m_matrix.innerIndexPtr();
   Scalar* Lx = m_matrix.valuePtr();
 
   ei_declare_aligned_stack_constructed_variable(Scalar, y, size, 0);
-  ei_declare_aligned_stack_constructed_variable(StorageIndex,  pattern, size, 0);
-  ei_declare_aligned_stack_constructed_variable(StorageIndex,  tags, size, 0);
+  StorageIndex* nonZerosPerCol = m_workSpace.data();
+  StorageIndex* pattern = m_workSpace.data() + size;
+  StorageIndex* tags = m_workSpace.data() + 2 * size;
 
   bool ok = true;
   m_diag.resize(DoLDLT ? size : 0);
 
-  for(StorageIndex k = 0; k < size; ++k)
-  {
+  for (StorageIndex k = 0; k < size; ++k) {
     // compute nonzero pattern of kth row of L, in topological order
-    y[k] = 0.0;                     // Y(0:k) is now all zero
-    StorageIndex top = size;               // stack for pattern is empty
-    tags[k] = k;                    // mark node k as visited
-    m_nonZerosPerCol[k] = 0;        // count of nonzeros in column k of L
-    for(typename CholMatrixType::InnerIterator it(ap,k); it; ++it)
-    {
+    y[k] = Scalar(0);         // Y(0:k) is now all zero
+    StorageIndex top = size;  // stack for pattern is empty
+    tags[k] = k;              // mark node k as visited
+    nonZerosPerCol[k] = 0;    // count of nonzeros in column k of L
+    for (typename CholMatrixType::InnerIterator it(ap, k); it; ++it) {
       StorageIndex i = it.index();
-      if(i <= k)
-      {
-        y[i] += numext::conj(it.value());            /* scatter A(i,k) into Y (sum duplicates) */
+      if (i <= k) {
+        y[i] += getSymm(it.value()); /* scatter A(i,k) into Y (sum duplicates) */
         Index len;
-        for(len = 0; tags[i] != k; i = m_parent[i])
-        {
-          pattern[len++] = i;     /* L(k,i) is nonzero */
-          tags[i] = k;            /* mark i as visited */
+        for (len = 0; tags[i] != k; i = m_parent[i]) {
+          pattern[len++] = i; /* L(k,i) is nonzero */
+          tags[i] = k;        /* mark i as visited */
         }
-        while(len > 0)
-          pattern[--top] = pattern[--len];
+        while (len > 0) pattern[--top] = pattern[--len];
       }
     }
 
     /* compute numerical values kth row of L (a sparse triangular solve) */
 
-    RealScalar d = numext::real(y[k]) * m_shiftScale + m_shiftOffset;    // get D(k,k), apply the shift function, and clear Y(k)
-    y[k] = 0.0;
-    for(; top < size; ++top)
-    {
-      Index i = pattern[top];       /* pattern[top:n-1] is pattern of L(:,k) */
-      Scalar yi = y[i];             /* get and clear Y(i) */
-      y[i] = 0.0;
+    DiagonalScalar d =
+        getDiag(y[k]) * m_shiftScale + m_shiftOffset;  // get D(k,k), apply the shift function, and clear Y(k)
+    y[k] = Scalar(0);
+    for (; top < size; ++top) {
+      Index i = pattern[top]; /* pattern[top:n-1] is pattern of L(:,k) */
+      Scalar yi = y[i];       /* get and clear Y(i) */
+      y[i] = Scalar(0);
 
       /* the nonzero entry L(k,i) */
       Scalar l_ki;
-      if(DoLDLT)
-        l_ki = yi / numext::real(m_diag[i]);
+      if (DoLDLT)
+        l_ki = yi / getDiag(m_diag[i]);
       else
         yi = l_ki = yi / Lx[Lp[i]];
 
-      Index p2 = Lp[i] + m_nonZerosPerCol[i];
+      Index p2 = Lp[i] + nonZerosPerCol[i];
       Index p;
-      for(p = Lp[i] + (DoLDLT ? 0 : 1); p < p2; ++p)
-        y[Li[p]] -= numext::conj(Lx[p]) * yi;
-      d -= numext::real(l_ki * numext::conj(yi));
-      Li[p] = k;                          /* store L(k,i) in column form of L */
+      for (p = Lp[i] + (DoLDLT ? 0 : 1); p < p2; ++p) y[Li[p]] -= getSymm(Lx[p]) * yi;
+      d -= getDiag(l_ki * getSymm(yi));
+      Li[p] = k; /* store L(k,i) in column form of L */
       Lx[p] = l_ki;
-      ++m_nonZerosPerCol[i];              /* increment count of nonzeros in col i */
+      ++nonZerosPerCol[i]; /* increment count of nonzeros in col i */
     }
-    if(DoLDLT)
-    {
+    if (DoLDLT) {
       m_diag[k] = d;
-      if(d == RealScalar(0))
-      {
-        ok = false;                         /* failure, D(k,k) is zero */
+      if (d == RealScalar(0)) {
+        ok = false; /* failure, D(k,k) is zero */
         break;
       }
-    }
-    else
-    {
-      Index p = Lp[k] + m_nonZerosPerCol[k]++;
-      Li[p] = k ;                /* store L(k,k) = sqrt (d) in column k */
-      if(d <= RealScalar(0)) {
-        ok = false;              /* failure, matrix is not positive definite */
+    } else {
+      Index p = Lp[k] + nonZerosPerCol[k]++;
+      Li[p] = k; /* store L(k,k) = sqrt (d) in column k */
+      if (NonHermitian ? d == RealScalar(0) : numext::real(d) <= RealScalar(0)) {
+        ok = false; /* failure, matrix is not positive definite */
         break;
       }
-      Lx[p] = sqrt(d) ;
+      Lx[p] = sqrt(d);
     }
   }
 
@@ -194,6 +383,6 @@ void SimplicialCholeskyBase<Derived>::factorize_preordered(const CholMatrixType&
   m_factorizationIsOk = true;
 }
 
-} // end namespace Eigen
+}  // end namespace Eigen
 
-#endif // EIGEN_SIMPLICIAL_CHOLESKY_IMPL_H
+#endif  // EIGEN_SIMPLICIAL_CHOLESKY_IMPL_H