@smake/eigen 1.1.0 → 1.1.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +1 -1
- package/eigen/Eigen/AccelerateSupport +52 -0
- package/eigen/Eigen/Cholesky +18 -20
- package/eigen/Eigen/CholmodSupport +28 -28
- package/eigen/Eigen/Core +187 -120
- package/eigen/Eigen/Eigenvalues +16 -13
- package/eigen/Eigen/Geometry +18 -18
- package/eigen/Eigen/Householder +9 -7
- package/eigen/Eigen/IterativeLinearSolvers +8 -4
- package/eigen/Eigen/Jacobi +14 -13
- package/eigen/Eigen/KLUSupport +23 -21
- package/eigen/Eigen/LU +15 -16
- package/eigen/Eigen/MetisSupport +12 -12
- package/eigen/Eigen/OrderingMethods +54 -51
- package/eigen/Eigen/PaStiXSupport +23 -21
- package/eigen/Eigen/PardisoSupport +17 -14
- package/eigen/Eigen/QR +18 -20
- package/eigen/Eigen/QtAlignedMalloc +5 -12
- package/eigen/Eigen/SPQRSupport +21 -14
- package/eigen/Eigen/SVD +23 -17
- package/eigen/Eigen/Sparse +1 -2
- package/eigen/Eigen/SparseCholesky +18 -15
- package/eigen/Eigen/SparseCore +18 -17
- package/eigen/Eigen/SparseLU +9 -9
- package/eigen/Eigen/SparseQR +16 -14
- package/eigen/Eigen/StdDeque +5 -2
- package/eigen/Eigen/StdList +5 -2
- package/eigen/Eigen/StdVector +5 -2
- package/eigen/Eigen/SuperLUSupport +30 -24
- package/eigen/Eigen/ThreadPool +80 -0
- package/eigen/Eigen/UmfPackSupport +19 -17
- package/eigen/Eigen/Version +14 -0
- package/eigen/Eigen/src/AccelerateSupport/AccelerateSupport.h +423 -0
- package/eigen/Eigen/src/AccelerateSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/Cholesky/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/Cholesky/LDLT.h +366 -405
- package/eigen/Eigen/src/Cholesky/LLT.h +323 -367
- package/eigen/Eigen/src/Cholesky/LLT_LAPACKE.h +81 -56
- package/eigen/Eigen/src/CholmodSupport/CholmodSupport.h +585 -529
- package/eigen/Eigen/src/CholmodSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/Core/ArithmeticSequence.h +143 -317
- package/eigen/Eigen/src/Core/Array.h +329 -370
- package/eigen/Eigen/src/Core/ArrayBase.h +190 -203
- package/eigen/Eigen/src/Core/ArrayWrapper.h +126 -170
- package/eigen/Eigen/src/Core/Assign.h +30 -40
- package/eigen/Eigen/src/Core/AssignEvaluator.h +651 -604
- package/eigen/Eigen/src/Core/Assign_MKL.h +125 -120
- package/eigen/Eigen/src/Core/BandMatrix.h +267 -282
- package/eigen/Eigen/src/Core/Block.h +371 -390
- package/eigen/Eigen/src/Core/CommaInitializer.h +85 -100
- package/eigen/Eigen/src/Core/ConditionEstimator.h +51 -53
- package/eigen/Eigen/src/Core/CoreEvaluators.h +1214 -937
- package/eigen/Eigen/src/Core/CoreIterators.h +72 -63
- package/eigen/Eigen/src/Core/CwiseBinaryOp.h +112 -129
- package/eigen/Eigen/src/Core/CwiseNullaryOp.h +676 -702
- package/eigen/Eigen/src/Core/CwiseTernaryOp.h +77 -103
- package/eigen/Eigen/src/Core/CwiseUnaryOp.h +55 -67
- package/eigen/Eigen/src/Core/CwiseUnaryView.h +127 -92
- package/eigen/Eigen/src/Core/DenseBase.h +630 -658
- package/eigen/Eigen/src/Core/DenseCoeffsBase.h +511 -628
- package/eigen/Eigen/src/Core/DenseStorage.h +511 -590
- package/eigen/Eigen/src/Core/DeviceWrapper.h +153 -0
- package/eigen/Eigen/src/Core/Diagonal.h +168 -207
- package/eigen/Eigen/src/Core/DiagonalMatrix.h +346 -317
- package/eigen/Eigen/src/Core/DiagonalProduct.h +12 -10
- package/eigen/Eigen/src/Core/Dot.h +167 -217
- package/eigen/Eigen/src/Core/EigenBase.h +74 -85
- package/eigen/Eigen/src/Core/Fill.h +138 -0
- package/eigen/Eigen/src/Core/FindCoeff.h +464 -0
- package/eigen/Eigen/src/Core/ForceAlignedAccess.h +90 -113
- package/eigen/Eigen/src/Core/Fuzzy.h +82 -105
- package/eigen/Eigen/src/Core/GeneralProduct.h +315 -261
- package/eigen/Eigen/src/Core/GenericPacketMath.h +1182 -520
- package/eigen/Eigen/src/Core/GlobalFunctions.h +193 -157
- package/eigen/Eigen/src/Core/IO.h +131 -156
- package/eigen/Eigen/src/Core/IndexedView.h +209 -125
- package/eigen/Eigen/src/Core/InnerProduct.h +260 -0
- package/eigen/Eigen/src/Core/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/Core/Inverse.h +50 -59
- package/eigen/Eigen/src/Core/Map.h +123 -141
- package/eigen/Eigen/src/Core/MapBase.h +255 -282
- package/eigen/Eigen/src/Core/MathFunctions.h +1247 -1201
- package/eigen/Eigen/src/Core/MathFunctionsImpl.h +162 -99
- package/eigen/Eigen/src/Core/Matrix.h +463 -494
- package/eigen/Eigen/src/Core/MatrixBase.h +468 -470
- package/eigen/Eigen/src/Core/NestByValue.h +58 -52
- package/eigen/Eigen/src/Core/NoAlias.h +79 -86
- package/eigen/Eigen/src/Core/NumTraits.h +206 -206
- package/eigen/Eigen/src/Core/PartialReduxEvaluator.h +163 -142
- package/eigen/Eigen/src/Core/PermutationMatrix.h +461 -511
- package/eigen/Eigen/src/Core/PlainObjectBase.h +858 -972
- package/eigen/Eigen/src/Core/Product.h +246 -130
- package/eigen/Eigen/src/Core/ProductEvaluators.h +779 -671
- package/eigen/Eigen/src/Core/Random.h +153 -164
- package/eigen/Eigen/src/Core/RandomImpl.h +262 -0
- package/eigen/Eigen/src/Core/RealView.h +250 -0
- package/eigen/Eigen/src/Core/Redux.h +334 -314
- package/eigen/Eigen/src/Core/Ref.h +259 -257
- package/eigen/Eigen/src/Core/Replicate.h +92 -104
- package/eigen/Eigen/src/Core/Reshaped.h +215 -271
- package/eigen/Eigen/src/Core/ReturnByValue.h +47 -55
- package/eigen/Eigen/src/Core/Reverse.h +133 -148
- package/eigen/Eigen/src/Core/Select.h +68 -140
- package/eigen/Eigen/src/Core/SelfAdjointView.h +254 -290
- package/eigen/Eigen/src/Core/SelfCwiseBinaryOp.h +23 -20
- package/eigen/Eigen/src/Core/SkewSymmetricMatrix3.h +382 -0
- package/eigen/Eigen/src/Core/Solve.h +88 -102
- package/eigen/Eigen/src/Core/SolveTriangular.h +126 -124
- package/eigen/Eigen/src/Core/SolverBase.h +132 -133
- package/eigen/Eigen/src/Core/StableNorm.h +113 -147
- package/eigen/Eigen/src/Core/StlIterators.h +404 -248
- package/eigen/Eigen/src/Core/Stride.h +90 -92
- package/eigen/Eigen/src/Core/Swap.h +70 -39
- package/eigen/Eigen/src/Core/Transpose.h +258 -295
- package/eigen/Eigen/src/Core/Transpositions.h +270 -333
- package/eigen/Eigen/src/Core/TriangularMatrix.h +642 -743
- package/eigen/Eigen/src/Core/VectorBlock.h +59 -72
- package/eigen/Eigen/src/Core/VectorwiseOp.h +653 -704
- package/eigen/Eigen/src/Core/Visitor.h +464 -308
- package/eigen/Eigen/src/Core/arch/AVX/Complex.h +380 -187
- package/eigen/Eigen/src/Core/arch/AVX/MathFunctions.h +65 -163
- package/eigen/Eigen/src/Core/arch/AVX/PacketMath.h +2145 -638
- package/eigen/Eigen/src/Core/arch/AVX/Reductions.h +353 -0
- package/eigen/Eigen/src/Core/arch/AVX/TypeCasting.h +253 -60
- package/eigen/Eigen/src/Core/arch/AVX512/Complex.h +278 -228
- package/eigen/Eigen/src/Core/arch/AVX512/GemmKernel.h +1245 -0
- package/eigen/Eigen/src/Core/arch/AVX512/MathFunctions.h +48 -269
- package/eigen/Eigen/src/Core/arch/AVX512/MathFunctionsFP16.h +75 -0
- package/eigen/Eigen/src/Core/arch/AVX512/PacketMath.h +1597 -754
- package/eigen/Eigen/src/Core/arch/AVX512/PacketMathFP16.h +1413 -0
- package/eigen/Eigen/src/Core/arch/AVX512/Reductions.h +297 -0
- package/eigen/Eigen/src/Core/arch/AVX512/TrsmKernel.h +1167 -0
- package/eigen/Eigen/src/Core/arch/AVX512/TrsmUnrolls.inc +1219 -0
- package/eigen/Eigen/src/Core/arch/AVX512/TypeCasting.h +229 -41
- package/eigen/Eigen/src/Core/arch/AVX512/TypeCastingFP16.h +130 -0
- package/eigen/Eigen/src/Core/arch/AltiVec/Complex.h +420 -184
- package/eigen/Eigen/src/Core/arch/AltiVec/MathFunctions.h +40 -49
- package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProduct.h +2962 -2213
- package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProductCommon.h +196 -212
- package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProductMMA.h +713 -441
- package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProductMMAbfloat16.h +742 -0
- package/eigen/Eigen/src/Core/arch/AltiVec/MatrixVectorProduct.inc +2818 -0
- package/eigen/Eigen/src/Core/arch/AltiVec/PacketMath.h +2380 -1362
- package/eigen/Eigen/src/Core/arch/AltiVec/TypeCasting.h +153 -0
- package/eigen/Eigen/src/Core/arch/Default/BFloat16.h +390 -224
- package/eigen/Eigen/src/Core/arch/Default/ConjHelper.h +78 -67
- package/eigen/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h +1784 -799
- package/eigen/Eigen/src/Core/arch/Default/GenericPacketMathFunctionsFwd.h +167 -50
- package/eigen/Eigen/src/Core/arch/Default/Half.h +528 -379
- package/eigen/Eigen/src/Core/arch/Default/Settings.h +10 -12
- package/eigen/Eigen/src/Core/arch/GPU/Complex.h +244 -0
- package/eigen/Eigen/src/Core/arch/GPU/MathFunctions.h +41 -40
- package/eigen/Eigen/src/Core/arch/GPU/PacketMath.h +550 -523
- package/eigen/Eigen/src/Core/arch/GPU/Tuple.h +268 -0
- package/eigen/Eigen/src/Core/arch/GPU/TypeCasting.h +27 -30
- package/eigen/Eigen/src/Core/arch/HIP/hcc/math_constants.h +8 -8
- package/eigen/Eigen/src/Core/arch/HVX/PacketMath.h +1088 -0
- package/eigen/Eigen/src/Core/arch/LSX/Complex.h +520 -0
- package/eigen/Eigen/src/Core/arch/LSX/GeneralBlockPanelKernel.h +23 -0
- package/eigen/Eigen/src/Core/arch/LSX/MathFunctions.h +43 -0
- package/eigen/Eigen/src/Core/arch/LSX/PacketMath.h +2866 -0
- package/eigen/Eigen/src/Core/arch/LSX/TypeCasting.h +526 -0
- package/eigen/Eigen/src/Core/arch/MSA/Complex.h +54 -82
- package/eigen/Eigen/src/Core/arch/MSA/MathFunctions.h +84 -92
- package/eigen/Eigen/src/Core/arch/MSA/PacketMath.h +51 -47
- package/eigen/Eigen/src/Core/arch/NEON/Complex.h +454 -306
- package/eigen/Eigen/src/Core/arch/NEON/GeneralBlockPanelKernel.h +175 -115
- package/eigen/Eigen/src/Core/arch/NEON/MathFunctions.h +23 -30
- package/eigen/Eigen/src/Core/arch/NEON/PacketMath.h +4366 -2857
- package/eigen/Eigen/src/Core/arch/NEON/TypeCasting.h +616 -393
- package/eigen/Eigen/src/Core/arch/NEON/UnaryFunctors.h +57 -0
- package/eigen/Eigen/src/Core/arch/SSE/Complex.h +350 -198
- package/eigen/Eigen/src/Core/arch/SSE/MathFunctions.h +38 -149
- package/eigen/Eigen/src/Core/arch/SSE/PacketMath.h +1791 -912
- package/eigen/Eigen/src/Core/arch/SSE/Reductions.h +324 -0
- package/eigen/Eigen/src/Core/arch/SSE/TypeCasting.h +128 -40
- package/eigen/Eigen/src/Core/arch/SVE/MathFunctions.h +10 -6
- package/eigen/Eigen/src/Core/arch/SVE/PacketMath.h +156 -234
- package/eigen/Eigen/src/Core/arch/SVE/TypeCasting.h +6 -3
- package/eigen/Eigen/src/Core/arch/SYCL/InteropHeaders.h +27 -32
- package/eigen/Eigen/src/Core/arch/SYCL/MathFunctions.h +119 -117
- package/eigen/Eigen/src/Core/arch/SYCL/PacketMath.h +325 -419
- package/eigen/Eigen/src/Core/arch/SYCL/TypeCasting.h +15 -17
- package/eigen/Eigen/src/Core/arch/ZVector/Complex.h +325 -181
- package/eigen/Eigen/src/Core/arch/ZVector/MathFunctions.h +94 -83
- package/eigen/Eigen/src/Core/arch/ZVector/PacketMath.h +811 -458
- package/eigen/Eigen/src/Core/functors/AssignmentFunctors.h +121 -124
- package/eigen/Eigen/src/Core/functors/BinaryFunctors.h +576 -370
- package/eigen/Eigen/src/Core/functors/NullaryFunctors.h +194 -109
- package/eigen/Eigen/src/Core/functors/StlFunctors.h +95 -112
- package/eigen/Eigen/src/Core/functors/TernaryFunctors.h +34 -7
- package/eigen/Eigen/src/Core/functors/UnaryFunctors.h +1038 -749
- package/eigen/Eigen/src/Core/products/GeneralBlockPanelKernel.h +1883 -1375
- package/eigen/Eigen/src/Core/products/GeneralMatrixMatrix.h +312 -370
- package/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +189 -176
- package/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +84 -81
- package/eigen/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +154 -73
- package/eigen/Eigen/src/Core/products/GeneralMatrixVector.h +292 -337
- package/eigen/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +80 -77
- package/eigen/Eigen/src/Core/products/Parallelizer.h +207 -105
- package/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +327 -388
- package/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +206 -224
- package/eigen/Eigen/src/Core/products/SelfadjointMatrixVector.h +138 -147
- package/eigen/Eigen/src/Core/products/SelfadjointMatrixVector_BLAS.h +58 -61
- package/eigen/Eigen/src/Core/products/SelfadjointProduct.h +71 -71
- package/eigen/Eigen/src/Core/products/SelfadjointRank2Update.h +48 -47
- package/eigen/Eigen/src/Core/products/TriangularMatrixMatrix.h +294 -369
- package/eigen/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +246 -238
- package/eigen/Eigen/src/Core/products/TriangularMatrixVector.h +244 -247
- package/eigen/Eigen/src/Core/products/TriangularMatrixVector_BLAS.h +212 -192
- package/eigen/Eigen/src/Core/products/TriangularSolverMatrix.h +328 -277
- package/eigen/Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h +108 -109
- package/eigen/Eigen/src/Core/products/TriangularSolverVector.h +68 -94
- package/eigen/Eigen/src/Core/util/Assert.h +158 -0
- package/eigen/Eigen/src/Core/util/BlasUtil.h +342 -303
- package/eigen/Eigen/src/Core/util/ConfigureVectorization.h +348 -317
- package/eigen/Eigen/src/Core/util/Constants.h +297 -262
- package/eigen/Eigen/src/Core/util/DisableStupidWarnings.h +130 -90
- package/eigen/Eigen/src/Core/util/EmulateArray.h +270 -0
- package/eigen/Eigen/src/Core/util/ForwardDeclarations.h +449 -247
- package/eigen/Eigen/src/Core/util/GpuHipCudaDefines.inc +101 -0
- package/eigen/Eigen/src/Core/util/GpuHipCudaUndefines.inc +45 -0
- package/eigen/Eigen/src/Core/util/IndexedViewHelper.h +417 -116
- package/eigen/Eigen/src/Core/util/IntegralConstant.h +211 -204
- package/eigen/Eigen/src/Core/util/MKL_support.h +39 -37
- package/eigen/Eigen/src/Core/util/Macros.h +655 -773
- package/eigen/Eigen/src/Core/util/MaxSizeVector.h +139 -0
- package/eigen/Eigen/src/Core/util/Memory.h +970 -748
- package/eigen/Eigen/src/Core/util/Meta.h +581 -633
- package/eigen/Eigen/src/Core/util/MoreMeta.h +638 -0
- package/eigen/Eigen/src/Core/util/ReenableStupidWarnings.h +32 -19
- package/eigen/Eigen/src/Core/util/ReshapedHelper.h +17 -17
- package/eigen/Eigen/src/Core/util/Serializer.h +209 -0
- package/eigen/Eigen/src/Core/util/StaticAssert.h +50 -166
- package/eigen/Eigen/src/Core/util/SymbolicIndex.h +377 -225
- package/eigen/Eigen/src/Core/util/XprHelper.h +784 -547
- package/eigen/Eigen/src/Eigenvalues/ComplexEigenSolver.h +246 -277
- package/eigen/Eigen/src/Eigenvalues/ComplexSchur.h +299 -319
- package/eigen/Eigen/src/Eigenvalues/ComplexSchur_LAPACKE.h +52 -48
- package/eigen/Eigen/src/Eigenvalues/EigenSolver.h +413 -456
- package/eigen/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h +309 -325
- package/eigen/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +157 -171
- package/eigen/Eigen/src/Eigenvalues/HessenbergDecomposition.h +292 -310
- package/eigen/Eigen/src/Eigenvalues/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +89 -105
- package/eigen/Eigen/src/Eigenvalues/RealQZ.h +537 -607
- package/eigen/Eigen/src/Eigenvalues/RealSchur.h +342 -381
- package/eigen/Eigen/src/Eigenvalues/RealSchur_LAPACKE.h +41 -35
- package/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +541 -595
- package/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h +47 -44
- package/eigen/Eigen/src/Eigenvalues/Tridiagonalization.h +430 -462
- package/eigen/Eigen/src/Geometry/AlignedBox.h +226 -227
- package/eigen/Eigen/src/Geometry/AngleAxis.h +131 -133
- package/eigen/Eigen/src/Geometry/EulerAngles.h +163 -74
- package/eigen/Eigen/src/Geometry/Homogeneous.h +285 -333
- package/eigen/Eigen/src/Geometry/Hyperplane.h +151 -160
- package/eigen/Eigen/src/Geometry/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/Geometry/OrthoMethods.h +168 -146
- package/eigen/Eigen/src/Geometry/ParametrizedLine.h +127 -127
- package/eigen/Eigen/src/Geometry/Quaternion.h +566 -506
- package/eigen/Eigen/src/Geometry/Rotation2D.h +107 -105
- package/eigen/Eigen/src/Geometry/RotationBase.h +148 -145
- package/eigen/Eigen/src/Geometry/Scaling.h +113 -106
- package/eigen/Eigen/src/Geometry/Transform.h +858 -936
- package/eigen/Eigen/src/Geometry/Translation.h +94 -92
- package/eigen/Eigen/src/Geometry/Umeyama.h +79 -84
- package/eigen/Eigen/src/Geometry/arch/Geometry_SIMD.h +90 -104
- package/eigen/Eigen/src/Householder/BlockHouseholder.h +51 -46
- package/eigen/Eigen/src/Householder/Householder.h +102 -124
- package/eigen/Eigen/src/Householder/HouseholderSequence.h +412 -453
- package/eigen/Eigen/src/Householder/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +149 -162
- package/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +124 -119
- package/eigen/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +92 -104
- package/eigen/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h +251 -243
- package/eigen/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h +224 -228
- package/eigen/Eigen/src/IterativeLinearSolvers/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +178 -227
- package/eigen/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h +79 -84
- package/eigen/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h +54 -60
- package/eigen/Eigen/src/Jacobi/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/Jacobi/Jacobi.h +252 -308
- package/eigen/Eigen/src/KLUSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/KLUSupport/KLUSupport.h +208 -227
- package/eigen/Eigen/src/LU/Determinant.h +50 -69
- package/eigen/Eigen/src/LU/FullPivLU.h +545 -596
- package/eigen/Eigen/src/LU/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/LU/InverseImpl.h +206 -285
- package/eigen/Eigen/src/LU/PartialPivLU.h +390 -428
- package/eigen/Eigen/src/LU/PartialPivLU_LAPACKE.h +54 -40
- package/eigen/Eigen/src/LU/arch/InverseSize4.h +72 -70
- package/eigen/Eigen/src/MetisSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/MetisSupport/MetisSupport.h +81 -93
- package/eigen/Eigen/src/OrderingMethods/Amd.h +243 -265
- package/eigen/Eigen/src/OrderingMethods/Eigen_Colamd.h +831 -1004
- package/eigen/Eigen/src/OrderingMethods/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/OrderingMethods/Ordering.h +112 -119
- package/eigen/Eigen/src/PaStiXSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/PaStiXSupport/PaStiXSupport.h +524 -570
- package/eigen/Eigen/src/PardisoSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/PardisoSupport/PardisoSupport.h +385 -430
- package/eigen/Eigen/src/QR/ColPivHouseholderQR.h +479 -479
- package/eigen/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h +120 -56
- package/eigen/Eigen/src/QR/CompleteOrthogonalDecomposition.h +166 -153
- package/eigen/Eigen/src/QR/FullPivHouseholderQR.h +495 -475
- package/eigen/Eigen/src/QR/HouseholderQR.h +394 -285
- package/eigen/Eigen/src/QR/HouseholderQR_LAPACKE.h +32 -23
- package/eigen/Eigen/src/QR/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/SPQRSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h +244 -264
- package/eigen/Eigen/src/SVD/BDCSVD.h +817 -713
- package/eigen/Eigen/src/SVD/BDCSVD_LAPACKE.h +174 -0
- package/eigen/Eigen/src/SVD/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/SVD/JacobiSVD.h +577 -543
- package/eigen/Eigen/src/SVD/JacobiSVD_LAPACKE.h +85 -49
- package/eigen/Eigen/src/SVD/SVDBase.h +242 -182
- package/eigen/Eigen/src/SVD/UpperBidiagonalization.h +200 -235
- package/eigen/Eigen/src/SparseCholesky/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/SparseCholesky/SimplicialCholesky.h +765 -594
- package/eigen/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h +308 -94
- package/eigen/Eigen/src/SparseCore/AmbiVector.h +202 -251
- package/eigen/Eigen/src/SparseCore/CompressedStorage.h +184 -252
- package/eigen/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h +134 -178
- package/eigen/Eigen/src/SparseCore/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/SparseCore/SparseAssign.h +149 -140
- package/eigen/Eigen/src/SparseCore/SparseBlock.h +403 -440
- package/eigen/Eigen/src/SparseCore/SparseColEtree.h +100 -112
- package/eigen/Eigen/src/SparseCore/SparseCompressedBase.h +525 -303
- package/eigen/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +555 -339
- package/eigen/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +100 -108
- package/eigen/Eigen/src/SparseCore/SparseDenseProduct.h +169 -197
- package/eigen/Eigen/src/SparseCore/SparseDiagonalProduct.h +71 -71
- package/eigen/Eigen/src/SparseCore/SparseDot.h +49 -47
- package/eigen/Eigen/src/SparseCore/SparseFuzzy.h +13 -11
- package/eigen/Eigen/src/SparseCore/SparseMap.h +243 -253
- package/eigen/Eigen/src/SparseCore/SparseMatrix.h +1603 -1245
- package/eigen/Eigen/src/SparseCore/SparseMatrixBase.h +403 -350
- package/eigen/Eigen/src/SparseCore/SparsePermutation.h +186 -115
- package/eigen/Eigen/src/SparseCore/SparseProduct.h +94 -97
- package/eigen/Eigen/src/SparseCore/SparseRedux.h +22 -24
- package/eigen/Eigen/src/SparseCore/SparseRef.h +268 -295
- package/eigen/Eigen/src/SparseCore/SparseSelfAdjointView.h +370 -416
- package/eigen/Eigen/src/SparseCore/SparseSolverBase.h +78 -87
- package/eigen/Eigen/src/SparseCore/SparseSparseProductWithPruning.h +81 -95
- package/eigen/Eigen/src/SparseCore/SparseTranspose.h +62 -71
- package/eigen/Eigen/src/SparseCore/SparseTriangularView.h +132 -144
- package/eigen/Eigen/src/SparseCore/SparseUtil.h +138 -115
- package/eigen/Eigen/src/SparseCore/SparseVector.h +426 -372
- package/eigen/Eigen/src/SparseCore/SparseView.h +164 -193
- package/eigen/Eigen/src/SparseCore/TriangularSolver.h +129 -170
- package/eigen/Eigen/src/SparseLU/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/SparseLU/SparseLU.h +756 -710
- package/eigen/Eigen/src/SparseLU/SparseLUImpl.h +61 -48
- package/eigen/Eigen/src/SparseLU/SparseLU_Memory.h +102 -118
- package/eigen/Eigen/src/SparseLU/SparseLU_Structs.h +38 -35
- package/eigen/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h +245 -301
- package/eigen/Eigen/src/SparseLU/SparseLU_Utils.h +44 -49
- package/eigen/Eigen/src/SparseLU/SparseLU_column_bmod.h +104 -108
- package/eigen/Eigen/src/SparseLU/SparseLU_column_dfs.h +89 -100
- package/eigen/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +57 -58
- package/eigen/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +43 -55
- package/eigen/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +74 -71
- package/eigen/Eigen/src/SparseLU/SparseLU_panel_bmod.h +124 -132
- package/eigen/Eigen/src/SparseLU/SparseLU_panel_dfs.h +136 -159
- package/eigen/Eigen/src/SparseLU/SparseLU_pivotL.h +51 -52
- package/eigen/Eigen/src/SparseLU/SparseLU_pruneL.h +67 -73
- package/eigen/Eigen/src/SparseLU/SparseLU_relax_snode.h +24 -26
- package/eigen/Eigen/src/SparseQR/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/SparseQR/SparseQR.h +450 -502
- package/eigen/Eigen/src/StlSupport/StdDeque.h +28 -93
- package/eigen/Eigen/src/StlSupport/StdList.h +28 -84
- package/eigen/Eigen/src/StlSupport/StdVector.h +28 -108
- package/eigen/Eigen/src/StlSupport/details.h +48 -50
- package/eigen/Eigen/src/SuperLUSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/SuperLUSupport/SuperLUSupport.h +634 -730
- package/eigen/Eigen/src/ThreadPool/Barrier.h +70 -0
- package/eigen/Eigen/src/ThreadPool/CoreThreadPoolDevice.h +336 -0
- package/eigen/Eigen/src/ThreadPool/EventCount.h +241 -0
- package/eigen/Eigen/src/ThreadPool/ForkJoin.h +140 -0
- package/eigen/Eigen/src/ThreadPool/InternalHeaderCheck.h +4 -0
- package/eigen/Eigen/src/ThreadPool/NonBlockingThreadPool.h +587 -0
- package/eigen/Eigen/src/ThreadPool/RunQueue.h +230 -0
- package/eigen/Eigen/src/ThreadPool/ThreadCancel.h +21 -0
- package/eigen/Eigen/src/ThreadPool/ThreadEnvironment.h +43 -0
- package/eigen/Eigen/src/ThreadPool/ThreadLocal.h +289 -0
- package/eigen/Eigen/src/ThreadPool/ThreadPoolInterface.h +50 -0
- package/eigen/Eigen/src/ThreadPool/ThreadYield.h +16 -0
- package/eigen/Eigen/src/UmfPackSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h +428 -464
- package/eigen/Eigen/src/misc/Image.h +41 -43
- package/eigen/Eigen/src/misc/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/misc/Kernel.h +39 -41
- package/eigen/Eigen/src/misc/RealSvd2x2.h +19 -21
- package/eigen/Eigen/src/misc/blas.h +83 -426
- package/eigen/Eigen/src/misc/lapacke.h +9972 -16179
- package/eigen/Eigen/src/misc/lapacke_helpers.h +163 -0
- package/eigen/Eigen/src/misc/lapacke_mangling.h +4 -5
- package/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.inc +344 -0
- package/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.inc +544 -0
- package/eigen/Eigen/src/plugins/{BlockMethods.h → BlockMethods.inc} +434 -506
- package/eigen/Eigen/src/plugins/CommonCwiseBinaryOps.inc +116 -0
- package/eigen/Eigen/src/plugins/{CommonCwiseUnaryOps.h → CommonCwiseUnaryOps.inc} +58 -68
- package/eigen/Eigen/src/plugins/IndexedViewMethods.inc +192 -0
- package/eigen/Eigen/src/plugins/InternalHeaderCheck.inc +3 -0
- package/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.inc +331 -0
- package/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.inc +118 -0
- package/eigen/Eigen/src/plugins/ReshapedMethods.inc +133 -0
- package/package.json +1 -1
- package/eigen/COPYING.APACHE +0 -203
- package/eigen/COPYING.BSD +0 -26
- package/eigen/COPYING.GPL +0 -674
- package/eigen/COPYING.LGPL +0 -502
- package/eigen/COPYING.MINPACK +0 -51
- package/eigen/COPYING.MPL2 +0 -373
- package/eigen/COPYING.README +0 -18
- package/eigen/Eigen/src/Core/BooleanRedux.h +0 -162
- package/eigen/Eigen/src/Core/arch/CUDA/Complex.h +0 -258
- package/eigen/Eigen/src/Core/arch/Default/TypeCasting.h +0 -120
- package/eigen/Eigen/src/Core/arch/SYCL/SyclMemoryModel.h +0 -694
- package/eigen/Eigen/src/Core/util/NonMPL2.h +0 -3
- package/eigen/Eigen/src/SparseCore/MappedSparseMatrix.h +0 -67
- package/eigen/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +0 -280
- package/eigen/Eigen/src/misc/lapack.h +0 -152
- package/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.h +0 -358
- package/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.h +0 -696
- package/eigen/Eigen/src/plugins/CommonCwiseBinaryOps.h +0 -115
- package/eigen/Eigen/src/plugins/IndexedViewMethods.h +0 -262
- package/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.h +0 -152
- package/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.h +0 -95
- package/eigen/Eigen/src/plugins/ReshapedMethods.h +0 -149
- package/eigen/README.md +0 -5
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_SPARSE_LU_H
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#define EIGEN_SPARSE_LU_H
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#include "./InternalHeaderCheck.h"
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template <typename MappedSparseMatrixType> struct SparseLUMatrixLReturnType;
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template <typename MatrixLType, typename MatrixUType> struct SparseLUMatrixUReturnType;
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namespace Eigen {
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template <
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class
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template <typename MatrixType_, typename OrderingType_ = COLAMDOrdering<typename MatrixType_::StorageIndex>>
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class SparseLU;
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template <typename MappedSparseMatrixType>
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struct SparseLUMatrixLReturnType;
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template <typename MatrixLType, typename MatrixUType>
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struct SparseLUMatrixUReturnType;
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template <bool Conjugate, class SparseLUType>
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class SparseLUTransposeView : public SparseSolverBase<SparseLUTransposeView<Conjugate, SparseLUType>> {
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protected:
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typedef SparseSolverBase<SparseLUTransposeView<Conjugate, SparseLUType>> APIBase;
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using APIBase::m_isInitialized;
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public:
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typedef typename SparseLUType::Scalar Scalar;
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typedef typename SparseLUType::StorageIndex StorageIndex;
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typedef typename SparseLUType::MatrixType MatrixType;
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typedef typename SparseLUType::OrderingType OrderingType;
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enum {
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
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};
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enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime };
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SparseLUTransposeView() : m_sparseLU(NULL) {}
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SparseLUTransposeView(const SparseLUTransposeView& view) {
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SparseLUTransposeView() : APIBase(), m_sparseLU(NULL) {}
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SparseLUTransposeView(const SparseLUTransposeView& view) : APIBase() {
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this->m_sparseLU = view.m_sparseLU;
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this->m_isInitialized = view.m_isInitialized;
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}
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void setIsInitialized(const bool isInitialized) {this->m_isInitialized = isInitialized;}
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void setSparseLU(SparseLUType* sparseLU) {m_sparseLU = sparseLU;}
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void setIsInitialized(const bool isInitialized) { this->m_isInitialized = isInitialized; }
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void setSparseLU(SparseLUType* sparseLU) { m_sparseLU = sparseLU; }
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template<typename Rhs, typename Dest>
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bool _solve_impl(const MatrixBase<Rhs
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{
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template <typename Rhs, typename Dest>
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bool _solve_impl(const MatrixBase<Rhs>& B, MatrixBase<Dest>& X_base) const {
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Dest& X(X_base.derived());
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eigen_assert(m_sparseLU->info() == Success && "The matrix should be factorized first");
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THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
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EIGEN_STATIC_ASSERT((Dest::Flags & RowMajorBit) == 0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
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// this ugly const_cast_derived() helps to detect aliasing when applying the permutations
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for(Index j = 0; j < B.cols(); ++j){
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for (Index j = 0; j < B.cols(); ++j) {
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X.col(j) = m_sparseLU->colsPermutation() * B.const_cast_derived().col(j);
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}
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m_sparseLU->matrixU().template solveTransposedInPlace<Conjugate>(X);
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m_sparseLU->matrixL().template solveTransposedInPlace<Conjugate>(X);
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// Permute back the solution
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for (Index j = 0; j < B.cols(); ++j)
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X.col(j) = m_sparseLU->rowsPermutation().transpose() * X.col(j);
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for (Index j = 0; j < B.cols(); ++j) X.col(j) = m_sparseLU->rowsPermutation().transpose() * X.col(j);
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}
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inline Index rows() const { return m_sparseLU->rows(); }
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SparseLUType
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SparseLUType* m_sparseLU;
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SparseLUTransposeView& operator=(const SparseLUTransposeView&);
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const SparseLUTransposeView<false,SparseLU<_MatrixType,_OrderingType> > transpose()
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{
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}
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* \class SparseLU
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*
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* (http://crd-legacy.lbl.gov/~xiaoye/SuperLU/). It handles transparently real
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* and complex arithmetic with single and double precision, depending on the
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*
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* Simple example with key steps
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* \code
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* VectorXd x(n), b(n);
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* SparseMatrix<double> A;
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* SparseLU<SparseMatrix<double>, COLAMDOrdering<int> > solver;
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* // Fill A and b.
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* // Compute the ordering permutation vector from the structural pattern of A.
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* solver.analyzePattern(A);
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* solver.factorize(A);
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* \endcode
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*
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* We can directly call compute() instead of analyzePattern() and factorize()
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* \code
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* VectorXd x(n), b(n);
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* SparseMatrix<double> A;
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* SparseLU<SparseMatrix<double>, COLAMDOrdering<int> > solver;
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* // Fill A and b.
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* solver.compute(A);
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*
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* Or give the matrix to the constructor SparseLU(const MatrixType& matrix)
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* \code
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* VectorXd x(n), b(n);
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* SparseMatrix<double> A;
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* SparseLU<SparseMatrix<double>, COLAMDOrdering<int> > solver(A);
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* // Use the factors to solve the linear system.
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* x = solver.solve(b);
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* \endcode
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*
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* \warning The input matrix A should be in a \b compressed and \b column-major form.
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*
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* \note Unlike the initial SuperLU implementation, there is no step to equilibrate the matrix.
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* For badly scaled matrices, this step can be useful to reduce the pivoting during factorization.
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* If this is the case for your matrices, you can try the basic scaling method at
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* "unsupported/Eigen/src/IterativeSolvers/Scaling.h"
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*
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* \tparam MatrixType_ The type of the sparse matrix. It must be a column-major SparseMatrix<>
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* \tparam OrderingType_ The ordering method to use, either AMD, COLAMD or METIS. Default is COLMAD
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*
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* \implsparsesolverconcept
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*
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* \sa \ref TutorialSparseSolverConcept
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* \sa \ref OrderingMethods_Module
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*/
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template <typename MatrixType_, typename OrderingType_>
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class SparseLU : public SparseSolverBase<SparseLU<MatrixType_, OrderingType_>>,
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public internal::SparseLUImpl<typename MatrixType_::Scalar, typename MatrixType_::StorageIndex> {
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protected:
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typedef SparseSolverBase<SparseLU<MatrixType_, OrderingType_>> APIBase;
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using APIBase::m_isInitialized;
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public:
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using APIBase::_solve_impl;
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* \endcode
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SparseLUMatrixLReturnType<SCMatrix> matrixL() const
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{
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return SparseLUMatrixLReturnType<SCMatrix>(m_Lstore);
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}
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/** \returns an expression of the matrix U,
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* The only operation available with this expression is the triangular solve
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* \code
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* y = b; matrixU().solveInPlace(y);
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* \endcode
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*/
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SparseLUMatrixUReturnType<SCMatrix,MappedSparseMatrix<Scalar,ColMajor,StorageIndex> > matrixU() const
|
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{
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return SparseLUMatrixUReturnType<SCMatrix, MappedSparseMatrix<Scalar,ColMajor,StorageIndex> >(m_Lstore, m_Ustore);
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}
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typedef MatrixType_ MatrixType;
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typedef OrderingType_ OrderingType;
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typedef typename MatrixType::Scalar Scalar;
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typedef typename MatrixType::RealScalar RealScalar;
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typedef typename MatrixType::StorageIndex StorageIndex;
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typedef SparseMatrix<Scalar, ColMajor, StorageIndex> NCMatrix;
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typedef internal::MappedSuperNodalMatrix<Scalar, StorageIndex> SCMatrix;
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typedef Matrix<Scalar, Dynamic, 1> ScalarVector;
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typedef Matrix<StorageIndex, Dynamic, 1> IndexVector;
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typedef PermutationMatrix<Dynamic, Dynamic, StorageIndex> PermutationType;
|
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typedef internal::SparseLUImpl<Scalar, StorageIndex> Base;
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+
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enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime };
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+
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public:
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/** \brief Basic constructor of the solver.
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*
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* Construct a SparseLU. As no matrix is given as argument, compute() should be called afterward with a matrix.
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*/
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SparseLU()
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: m_lastError(""), m_Ustore(0, 0, 0, 0, 0, 0), m_symmetricmode(false), m_diagpivotthresh(1.0), m_detPermR(1) {
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+
initperfvalues();
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+
}
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182
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/** \brief Constructor of the solver already based on a specific matrix.
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*
|
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184
|
+
* Construct a SparseLU. compute() is already called with the given matrix.
|
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185
|
+
*/
|
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186
|
+
explicit SparseLU(const MatrixType& matrix)
|
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187
|
+
: m_lastError(""), m_Ustore(0, 0, 0, 0, 0, 0), m_symmetricmode(false), m_diagpivotthresh(1.0), m_detPermR(1) {
|
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188
|
+
initperfvalues();
|
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189
|
+
compute(matrix);
|
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190
|
+
}
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192
|
+
~SparseLU() {
|
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193
|
+
// Free all explicit dynamic pointers
|
|
194
|
+
}
|
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|
+
|
|
196
|
+
void analyzePattern(const MatrixType& matrix);
|
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197
|
+
void factorize(const MatrixType& matrix);
|
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198
|
+
void simplicialfactorize(const MatrixType& matrix);
|
|
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|
+
|
|
200
|
+
/** \brief Analyze and factorize the matrix so the solver is ready to solve.
|
|
201
|
+
*
|
|
202
|
+
* Compute the symbolic and numeric factorization of the input sparse matrix.
|
|
203
|
+
* The input matrix should be in column-major storage, otherwise analyzePattern()
|
|
204
|
+
* will do a heavy copy.
|
|
205
|
+
*
|
|
206
|
+
* Call analyzePattern() followed by factorize()
|
|
207
|
+
*
|
|
208
|
+
* \sa analyzePattern(), factorize()
|
|
209
|
+
*/
|
|
210
|
+
void compute(const MatrixType& matrix) {
|
|
211
|
+
// Analyze
|
|
212
|
+
analyzePattern(matrix);
|
|
213
|
+
// Factorize
|
|
214
|
+
factorize(matrix);
|
|
215
|
+
}
|
|
216
|
+
|
|
217
|
+
/** \brief Return a solver for the transposed matrix.
|
|
218
|
+
*
|
|
219
|
+
* \returns an expression of the transposed of the factored matrix.
|
|
220
|
+
*
|
|
221
|
+
* A typical usage is to solve for the transposed problem A^T x = b:
|
|
222
|
+
* \code
|
|
223
|
+
* solver.compute(A);
|
|
224
|
+
* x = solver.transpose().solve(b);
|
|
225
|
+
* \endcode
|
|
226
|
+
*
|
|
227
|
+
* \sa adjoint(), solve()
|
|
228
|
+
*/
|
|
229
|
+
const SparseLUTransposeView<false, SparseLU<MatrixType_, OrderingType_>> transpose() {
|
|
230
|
+
SparseLUTransposeView<false, SparseLU<MatrixType_, OrderingType_>> transposeView;
|
|
231
|
+
transposeView.setSparseLU(this);
|
|
232
|
+
transposeView.setIsInitialized(this->m_isInitialized);
|
|
233
|
+
return transposeView;
|
|
234
|
+
}
|
|
235
|
+
|
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236
|
+
/** \brief Return a solver for the adjointed matrix.
|
|
237
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*
|
|
238
|
+
* \returns an expression of the adjoint of the factored matrix
|
|
239
|
+
*
|
|
240
|
+
* A typical usage is to solve for the adjoint problem A' x = b:
|
|
241
|
+
* \code
|
|
242
|
+
* solver.compute(A);
|
|
243
|
+
* x = solver.adjoint().solve(b);
|
|
244
|
+
* \endcode
|
|
245
|
+
*
|
|
246
|
+
* For real scalar types, this function is equivalent to transpose().
|
|
247
|
+
*
|
|
248
|
+
* \sa transpose(), solve()
|
|
249
|
+
*/
|
|
250
|
+
const SparseLUTransposeView<true, SparseLU<MatrixType_, OrderingType_>> adjoint() {
|
|
251
|
+
SparseLUTransposeView<true, SparseLU<MatrixType_, OrderingType_>> adjointView;
|
|
252
|
+
adjointView.setSparseLU(this);
|
|
253
|
+
adjointView.setIsInitialized(this->m_isInitialized);
|
|
254
|
+
return adjointView;
|
|
255
|
+
}
|
|
256
|
+
|
|
257
|
+
/** \brief Give the number of rows.
|
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258
|
+
*/
|
|
259
|
+
inline Index rows() const { return m_mat.rows(); }
|
|
260
|
+
/** \brief Give the number of columns.
|
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261
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*/
|
|
262
|
+
inline Index cols() const { return m_mat.cols(); }
|
|
263
|
+
/** \brief Let you set that the pattern of the input matrix is symmetric
|
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264
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*/
|
|
265
|
+
void isSymmetric(bool sym) { m_symmetricmode = sym; }
|
|
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|
+
|
|
267
|
+
/** \brief Give the matrixL
|
|
268
|
+
*
|
|
269
|
+
* \returns an expression of the matrix L, internally stored as supernodes
|
|
270
|
+
* The only operation available with this expression is the triangular solve
|
|
271
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+
* \code
|
|
272
|
+
* y = b; matrixL().solveInPlace(y);
|
|
273
|
+
* \endcode
|
|
274
|
+
*/
|
|
275
|
+
SparseLUMatrixLReturnType<SCMatrix> matrixL() const { return SparseLUMatrixLReturnType<SCMatrix>(m_Lstore); }
|
|
276
|
+
/** \brief Give the MatrixU
|
|
277
|
+
*
|
|
278
|
+
* \returns an expression of the matrix U,
|
|
279
|
+
* The only operation available with this expression is the triangular solve
|
|
280
|
+
* \code
|
|
281
|
+
* y = b; matrixU().solveInPlace(y);
|
|
282
|
+
* \endcode
|
|
283
|
+
*/
|
|
284
|
+
SparseLUMatrixUReturnType<SCMatrix, Map<SparseMatrix<Scalar, ColMajor, StorageIndex>>> matrixU() const {
|
|
285
|
+
return SparseLUMatrixUReturnType<SCMatrix, Map<SparseMatrix<Scalar, ColMajor, StorageIndex>>>(m_Lstore, m_Ustore);
|
|
286
|
+
}
|
|
287
|
+
|
|
288
|
+
/** \brief Give the row matrix permutation.
|
|
289
|
+
*
|
|
290
|
+
* \returns a reference to the row matrix permutation \f$ P_r \f$ such that \f$P_r A P_c^T = L U\f$
|
|
291
|
+
* \sa colsPermutation()
|
|
292
|
+
*/
|
|
293
|
+
inline const PermutationType& rowsPermutation() const { return m_perm_r; }
|
|
294
|
+
/** \brief Give the column matrix permutation.
|
|
295
|
+
*
|
|
296
|
+
* \returns a reference to the column matrix permutation\f$ P_c^T \f$ such that \f$P_r A P_c^T = L U\f$
|
|
297
|
+
* \sa rowsPermutation()
|
|
298
|
+
*/
|
|
299
|
+
inline const PermutationType& colsPermutation() const { return m_perm_c; }
|
|
300
|
+
/** Set the threshold used for a diagonal entry to be an acceptable pivot. */
|
|
301
|
+
void setPivotThreshold(const RealScalar& thresh) { m_diagpivotthresh = thresh; }
|
|
279
302
|
|
|
280
303
|
#ifdef EIGEN_PARSED_BY_DOXYGEN
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307
|
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*/
|
|
308
|
-
std::string lastErrorMessage() const
|
|
309
|
-
{
|
|
310
|
-
return m_lastError;
|
|
311
|
-
}
|
|
304
|
+
/** \brief Solve a system \f$ A X = B \f$
|
|
305
|
+
*
|
|
306
|
+
* \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
|
|
307
|
+
*
|
|
308
|
+
* \warning the destination matrix X in X = this->solve(B) must be colmun-major.
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*
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* \sa compute()
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*/
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template <typename Rhs>
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inline const Solve<SparseLU, Rhs> solve(const MatrixBase<Rhs>& B) const;
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#endif // EIGEN_PARSED_BY_DOXYGEN
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+
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/** \brief Reports whether previous computation was successful.
|
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*
|
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* \returns \c Success if computation was successful,
|
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* \c NumericalIssue if the LU factorization reports a problem, zero diagonal for instance
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+
* \c InvalidInput if the input matrix is invalid
|
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*
|
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322
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* You can get a readable error message with lastErrorMessage().
|
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*
|
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* \sa lastErrorMessage()
|
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+
*/
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+
ComputationInfo info() const {
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327
|
+
eigen_assert(m_isInitialized && "Decomposition is not initialized.");
|
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+
return m_info;
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+
}
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break;
|
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366
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}
|
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331
|
+
/** \brief Give a human readable error
|
|
332
|
+
*
|
|
333
|
+
* \returns A string describing the type of error
|
|
334
|
+
*/
|
|
335
|
+
std::string lastErrorMessage() const { return m_lastError; }
|
|
336
|
+
|
|
337
|
+
template <typename Rhs, typename Dest>
|
|
338
|
+
bool _solve_impl(const MatrixBase<Rhs>& B, MatrixBase<Dest>& X_base) const {
|
|
339
|
+
Dest& X(X_base.derived());
|
|
340
|
+
eigen_assert(m_factorizationIsOk && "The matrix should be factorized first");
|
|
341
|
+
EIGEN_STATIC_ASSERT((Dest::Flags & RowMajorBit) == 0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
|
|
342
|
+
|
|
343
|
+
// Permute the right hand side to form X = Pr*B
|
|
344
|
+
// on return, X is overwritten by the computed solution
|
|
345
|
+
X.resize(B.rows(), B.cols());
|
|
346
|
+
|
|
347
|
+
// this ugly const_cast_derived() helps to detect aliasing when applying the permutations
|
|
348
|
+
for (Index j = 0; j < B.cols(); ++j) X.col(j) = rowsPermutation() * B.const_cast_derived().col(j);
|
|
349
|
+
|
|
350
|
+
// Forward substitution with L
|
|
351
|
+
this->matrixL().solveInPlace(X);
|
|
352
|
+
this->matrixU().solveInPlace(X);
|
|
353
|
+
|
|
354
|
+
// Permute back the solution
|
|
355
|
+
for (Index j = 0; j < B.cols(); ++j) X.col(j) = colsPermutation().inverse() * X.col(j);
|
|
356
|
+
|
|
357
|
+
return true;
|
|
358
|
+
}
|
|
359
|
+
|
|
360
|
+
/** \brief Give the absolute value of the determinant.
|
|
361
|
+
*
|
|
362
|
+
* \returns the absolute value of the determinant of the matrix of which
|
|
363
|
+
* *this is the QR decomposition.
|
|
364
|
+
*
|
|
365
|
+
* \warning a determinant can be very big or small, so for matrices
|
|
366
|
+
* of large enough dimension, there is a risk of overflow/underflow.
|
|
367
|
+
* One way to work around that is to use logAbsDeterminant() instead.
|
|
368
|
+
*
|
|
369
|
+
* \sa logAbsDeterminant(), signDeterminant()
|
|
370
|
+
*/
|
|
371
|
+
Scalar absDeterminant() {
|
|
372
|
+
using std::abs;
|
|
373
|
+
eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
|
|
374
|
+
// Initialize with the determinant of the row matrix
|
|
375
|
+
Scalar det = Scalar(1.);
|
|
376
|
+
// Note that the diagonal blocks of U are stored in supernodes,
|
|
377
|
+
// which are available in the L part :)
|
|
378
|
+
for (Index j = 0; j < this->cols(); ++j) {
|
|
379
|
+
for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it) {
|
|
380
|
+
if (it.index() == j) {
|
|
381
|
+
det *= abs(it.value());
|
|
382
|
+
break;
|
|
367
383
|
}
|
|
368
384
|
}
|
|
369
|
-
return det;
|
|
370
385
|
}
|
|
386
|
+
return det;
|
|
387
|
+
}
|
|
371
388
|
|
|
372
|
-
|
|
373
|
-
|
|
374
|
-
|
|
375
|
-
|
|
376
|
-
|
|
377
|
-
|
|
378
|
-
|
|
379
|
-
|
|
380
|
-
|
|
381
|
-
|
|
382
|
-
|
|
383
|
-
|
|
384
|
-
|
|
385
|
-
|
|
386
|
-
|
|
387
|
-
|
|
388
|
-
|
|
389
|
-
|
|
390
|
-
|
|
391
|
-
|
|
392
|
-
|
|
393
|
-
|
|
394
|
-
det += log(abs(it.value()));
|
|
395
|
-
break;
|
|
396
|
-
}
|
|
389
|
+
/** \brief Give the natural log of the absolute determinant.
|
|
390
|
+
*
|
|
391
|
+
* \returns the natural log of the absolute value of the determinant of the matrix
|
|
392
|
+
* of which **this is the QR decomposition
|
|
393
|
+
*
|
|
394
|
+
* \note This method is useful to work around the risk of overflow/underflow that's
|
|
395
|
+
* inherent to the determinant computation.
|
|
396
|
+
*
|
|
397
|
+
* \sa absDeterminant(), signDeterminant()
|
|
398
|
+
*/
|
|
399
|
+
Scalar logAbsDeterminant() const {
|
|
400
|
+
using std::abs;
|
|
401
|
+
using std::log;
|
|
402
|
+
|
|
403
|
+
eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
|
|
404
|
+
Scalar det = Scalar(0.);
|
|
405
|
+
for (Index j = 0; j < this->cols(); ++j) {
|
|
406
|
+
for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it) {
|
|
407
|
+
if (it.row() < j) continue;
|
|
408
|
+
if (it.row() == j) {
|
|
409
|
+
det += log(abs(it.value()));
|
|
410
|
+
break;
|
|
397
411
|
}
|
|
398
412
|
}
|
|
399
|
-
return det;
|
|
400
413
|
}
|
|
414
|
+
return det;
|
|
415
|
+
}
|
|
401
416
|
|
|
402
|
-
|
|
403
|
-
|
|
404
|
-
|
|
405
|
-
|
|
406
|
-
|
|
407
|
-
|
|
408
|
-
|
|
409
|
-
|
|
410
|
-
|
|
411
|
-
|
|
412
|
-
|
|
413
|
-
|
|
414
|
-
|
|
415
|
-
|
|
416
|
-
{
|
|
417
|
-
if(it.
|
|
418
|
-
|
|
419
|
-
|
|
420
|
-
|
|
421
|
-
|
|
422
|
-
return 0;
|
|
423
|
-
break;
|
|
424
|
-
}
|
|
417
|
+
/** \brief Give the sign of the determinant.
|
|
418
|
+
*
|
|
419
|
+
* \returns A number representing the sign of the determinant
|
|
420
|
+
*
|
|
421
|
+
* \sa absDeterminant(), logAbsDeterminant()
|
|
422
|
+
*/
|
|
423
|
+
Scalar signDeterminant() {
|
|
424
|
+
eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
|
|
425
|
+
// Initialize with the determinant of the row matrix
|
|
426
|
+
Index det = 1;
|
|
427
|
+
// Note that the diagonal blocks of U are stored in supernodes,
|
|
428
|
+
// which are available in the L part :)
|
|
429
|
+
for (Index j = 0; j < this->cols(); ++j) {
|
|
430
|
+
for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it) {
|
|
431
|
+
if (it.index() == j) {
|
|
432
|
+
if (it.value() < 0)
|
|
433
|
+
det = -det;
|
|
434
|
+
else if (it.value() == 0)
|
|
435
|
+
return 0;
|
|
436
|
+
break;
|
|
425
437
|
}
|
|
426
438
|
}
|
|
427
|
-
return det * m_detPermR * m_detPermC;
|
|
428
439
|
}
|
|
429
|
-
|
|
430
|
-
|
|
431
|
-
|
|
432
|
-
|
|
433
|
-
|
|
434
|
-
|
|
435
|
-
|
|
436
|
-
|
|
437
|
-
|
|
438
|
-
|
|
439
|
-
|
|
440
|
-
|
|
441
|
-
|
|
442
|
-
|
|
443
|
-
|
|
444
|
-
|
|
445
|
-
|
|
446
|
-
|
|
447
|
-
|
|
448
|
-
|
|
449
|
-
}
|
|
440
|
+
return det * m_detPermR * m_detPermC;
|
|
441
|
+
}
|
|
442
|
+
|
|
443
|
+
/** \brief Give the determinant.
|
|
444
|
+
*
|
|
445
|
+
* \returns The determinant of the matrix.
|
|
446
|
+
*
|
|
447
|
+
* \sa absDeterminant(), logAbsDeterminant()
|
|
448
|
+
*/
|
|
449
|
+
Scalar determinant() {
|
|
450
|
+
eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
|
|
451
|
+
// Initialize with the determinant of the row matrix
|
|
452
|
+
Scalar det = Scalar(1.);
|
|
453
|
+
// Note that the diagonal blocks of U are stored in supernodes,
|
|
454
|
+
// which are available in the L part :)
|
|
455
|
+
for (Index j = 0; j < this->cols(); ++j) {
|
|
456
|
+
for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it) {
|
|
457
|
+
if (it.index() == j) {
|
|
458
|
+
det *= it.value();
|
|
459
|
+
break;
|
|
450
460
|
}
|
|
451
461
|
}
|
|
452
|
-
return (m_detPermR * m_detPermC) > 0 ? det : -det;
|
|
453
462
|
}
|
|
463
|
+
return (m_detPermR * m_detPermC) > 0 ? det : -det;
|
|
464
|
+
}
|
|
454
465
|
|
|
455
|
-
|
|
456
|
-
|
|
457
|
-
|
|
458
|
-
|
|
459
|
-
|
|
460
|
-
|
|
461
|
-
|
|
462
|
-
|
|
463
|
-
|
|
464
|
-
|
|
465
|
-
|
|
466
|
-
|
|
467
|
-
|
|
468
|
-
|
|
469
|
-
|
|
470
|
-
|
|
471
|
-
|
|
472
|
-
bool m_factorizationIsOk;
|
|
473
|
-
bool m_analysisIsOk;
|
|
474
|
-
std::string m_lastError;
|
|
475
|
-
NCMatrix m_mat; // The input (permuted ) matrix
|
|
476
|
-
SCMatrix m_Lstore; // The lower triangular matrix (supernodal)
|
|
477
|
-
MappedSparseMatrix<Scalar,ColMajor,StorageIndex> m_Ustore; // The upper triangular matrix
|
|
478
|
-
PermutationType m_perm_c; // Column permutation
|
|
479
|
-
PermutationType m_perm_r ; // Row permutation
|
|
480
|
-
IndexVector m_etree; // Column elimination tree
|
|
481
|
-
|
|
482
|
-
typename Base::GlobalLU_t m_glu;
|
|
483
|
-
|
|
484
|
-
// SparseLU options
|
|
485
|
-
bool m_symmetricmode;
|
|
486
|
-
// values for performance
|
|
487
|
-
internal::perfvalues m_perfv;
|
|
488
|
-
RealScalar m_diagpivotthresh; // Specifies the threshold used for a diagonal entry to be an acceptable pivot
|
|
489
|
-
Index m_nnzL, m_nnzU; // Nonzeros in L and U factors
|
|
490
|
-
Index m_detPermR, m_detPermC; // Determinants of the permutation matrices
|
|
491
|
-
private:
|
|
492
|
-
// Disable copy constructor
|
|
493
|
-
SparseLU (const SparseLU& );
|
|
494
|
-
}; // End class SparseLU
|
|
495
|
-
|
|
466
|
+
/** \brief Give the number of non zero in matrix L.
|
|
467
|
+
*/
|
|
468
|
+
Index nnzL() const { return m_nnzL; }
|
|
469
|
+
/** \brief Give the number of non zero in matrix U.
|
|
470
|
+
*/
|
|
471
|
+
Index nnzU() const { return m_nnzU; }
|
|
472
|
+
|
|
473
|
+
protected:
|
|
474
|
+
// Functions
|
|
475
|
+
void initperfvalues() {
|
|
476
|
+
m_perfv.panel_size = 16;
|
|
477
|
+
m_perfv.relax = 1;
|
|
478
|
+
m_perfv.maxsuper = 128;
|
|
479
|
+
m_perfv.rowblk = 16;
|
|
480
|
+
m_perfv.colblk = 8;
|
|
481
|
+
m_perfv.fillfactor = 20;
|
|
482
|
+
}
|
|
496
483
|
|
|
484
|
+
// Variables
|
|
485
|
+
mutable ComputationInfo m_info;
|
|
486
|
+
bool m_factorizationIsOk;
|
|
487
|
+
bool m_analysisIsOk;
|
|
488
|
+
std::string m_lastError;
|
|
489
|
+
NCMatrix m_mat; // The input (permuted ) matrix
|
|
490
|
+
SCMatrix m_Lstore; // The lower triangular matrix (supernodal)
|
|
491
|
+
Map<SparseMatrix<Scalar, ColMajor, StorageIndex>> m_Ustore; // The upper triangular matrix
|
|
492
|
+
PermutationType m_perm_c; // Column permutation
|
|
493
|
+
PermutationType m_perm_r; // Row permutation
|
|
494
|
+
IndexVector m_etree; // Column elimination tree
|
|
495
|
+
|
|
496
|
+
typename Base::GlobalLU_t m_glu;
|
|
497
|
+
|
|
498
|
+
// SparseLU options
|
|
499
|
+
bool m_symmetricmode;
|
|
500
|
+
// values for performance
|
|
501
|
+
internal::perfvalues m_perfv;
|
|
502
|
+
RealScalar m_diagpivotthresh; // Specifies the threshold used for a diagonal entry to be an acceptable pivot
|
|
503
|
+
Index m_nnzL, m_nnzU; // Nonzeros in L and U factors
|
|
504
|
+
Index m_detPermR, m_detPermC; // Determinants of the permutation matrices
|
|
505
|
+
private:
|
|
506
|
+
// Disable copy constructor
|
|
507
|
+
SparseLU(const SparseLU&);
|
|
508
|
+
}; // End class SparseLU
|
|
497
509
|
|
|
498
510
|
// Functions needed by the anaysis phase
|
|
499
|
-
/**
|
|
500
|
-
|
|
501
|
-
|
|
502
|
-
|
|
503
|
-
|
|
504
|
-
|
|
505
|
-
|
|
506
|
-
|
|
507
|
-
|
|
508
|
-
|
|
511
|
+
/** \brief Compute the column permutation.
|
|
512
|
+
*
|
|
513
|
+
* Compute the column permutation to minimize the fill-in
|
|
514
|
+
*
|
|
515
|
+
* - Apply this permutation to the input matrix -
|
|
516
|
+
*
|
|
517
|
+
* - Compute the column elimination tree on the permuted matrix
|
|
518
|
+
*
|
|
519
|
+
* - Postorder the elimination tree and the column permutation
|
|
520
|
+
*
|
|
521
|
+
* It is possible to call compute() instead of analyzePattern() + factorize().
|
|
522
|
+
*
|
|
523
|
+
* If the matrix is row-major this function will do an heavy copy.
|
|
524
|
+
*
|
|
525
|
+
* \sa factorize(), compute()
|
|
526
|
+
*/
|
|
509
527
|
template <typename MatrixType, typename OrderingType>
|
|
510
|
-
void SparseLU<MatrixType, OrderingType>::analyzePattern(const MatrixType& mat)
|
|
511
|
-
|
|
512
|
-
|
|
513
|
-
//
|
|
514
|
-
|
|
515
|
-
// Firstly, copy the whole input matrix.
|
|
528
|
+
void SparseLU<MatrixType, OrderingType>::analyzePattern(const MatrixType& mat) {
|
|
529
|
+
// TODO It is possible as in SuperLU to compute row and columns scaling vectors to equilibrate the matrix mat.
|
|
530
|
+
|
|
531
|
+
// Firstly, copy the whole input matrix.
|
|
516
532
|
m_mat = mat;
|
|
517
|
-
|
|
533
|
+
|
|
518
534
|
// Compute fill-in ordering
|
|
519
|
-
OrderingType ord;
|
|
520
|
-
ord(m_mat,m_perm_c);
|
|
521
|
-
|
|
535
|
+
OrderingType ord;
|
|
536
|
+
ord(m_mat, m_perm_c);
|
|
537
|
+
|
|
522
538
|
// Apply the permutation to the column of the input matrix
|
|
523
|
-
if (m_perm_c.size())
|
|
524
|
-
|
|
525
|
-
|
|
539
|
+
if (m_perm_c.size()) {
|
|
540
|
+
m_mat.uncompress(); // NOTE: The effect of this command is only to create the InnerNonzeros pointers. FIXME : This
|
|
541
|
+
// vector is filled but not subsequently used.
|
|
526
542
|
// Then, permute only the column pointers
|
|
527
|
-
ei_declare_aligned_stack_constructed_variable(
|
|
528
|
-
|
|
529
|
-
|
|
530
|
-
|
|
531
|
-
|
|
532
|
-
|
|
543
|
+
ei_declare_aligned_stack_constructed_variable(
|
|
544
|
+
StorageIndex, outerIndexPtr, mat.cols() + 1,
|
|
545
|
+
mat.isCompressed() ? const_cast<StorageIndex*>(mat.outerIndexPtr()) : 0);
|
|
546
|
+
|
|
547
|
+
// If the input matrix 'mat' is uncompressed, then the outer-indices do not match the ones of m_mat, and a copy is
|
|
548
|
+
// thus needed.
|
|
549
|
+
if (!mat.isCompressed())
|
|
550
|
+
IndexVector::Map(outerIndexPtr, mat.cols() + 1) = IndexVector::Map(m_mat.outerIndexPtr(), mat.cols() + 1);
|
|
551
|
+
|
|
533
552
|
// Apply the permutation and compute the nnz per column.
|
|
534
|
-
for (Index i = 0; i < mat.cols(); i++)
|
|
535
|
-
{
|
|
553
|
+
for (Index i = 0; i < mat.cols(); i++) {
|
|
536
554
|
m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
|
|
537
|
-
m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
|
|
555
|
+
m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i + 1] - outerIndexPtr[i];
|
|
538
556
|
}
|
|
539
557
|
}
|
|
540
|
-
|
|
541
|
-
// Compute the column elimination tree of the permuted matrix
|
|
558
|
+
|
|
559
|
+
// Compute the column elimination tree of the permuted matrix
|
|
542
560
|
IndexVector firstRowElt;
|
|
543
|
-
internal::coletree(m_mat, m_etree,firstRowElt);
|
|
544
|
-
|
|
561
|
+
internal::coletree(m_mat, m_etree, firstRowElt);
|
|
562
|
+
|
|
545
563
|
// In symmetric mode, do not do postorder here
|
|
546
564
|
if (!m_symmetricmode) {
|
|
547
|
-
IndexVector post, iwork;
|
|
565
|
+
IndexVector post, iwork;
|
|
548
566
|
// Post order etree
|
|
549
|
-
internal::treePostorder(StorageIndex(m_mat.cols()), m_etree, post);
|
|
550
|
-
|
|
551
|
-
|
|
552
|
-
|
|
553
|
-
|
|
554
|
-
iwork.resize(m+1);
|
|
567
|
+
internal::treePostorder(StorageIndex(m_mat.cols()), m_etree, post);
|
|
568
|
+
|
|
569
|
+
// Renumber etree in postorder
|
|
570
|
+
Index m = m_mat.cols();
|
|
571
|
+
iwork.resize(m + 1);
|
|
555
572
|
for (Index i = 0; i < m; ++i) iwork(post(i)) = post(m_etree(i));
|
|
556
573
|
m_etree = iwork;
|
|
557
|
-
|
|
574
|
+
|
|
558
575
|
// Postmultiply A*Pc by post, i.e reorder the matrix according to the postorder of the etree
|
|
559
|
-
PermutationType post_perm(m);
|
|
560
|
-
for (Index i = 0; i < m; i++)
|
|
561
|
-
|
|
562
|
-
|
|
576
|
+
PermutationType post_perm(m);
|
|
577
|
+
for (Index i = 0; i < m; i++) post_perm.indices()(i) = post(i);
|
|
578
|
+
|
|
563
579
|
// Combine the two permutations : postorder the permutation for future use
|
|
564
|
-
if(m_perm_c.size()) {
|
|
580
|
+
if (m_perm_c.size()) {
|
|
565
581
|
m_perm_c = post_perm * m_perm_c;
|
|
566
582
|
}
|
|
567
|
-
|
|
568
|
-
}
|
|
569
|
-
|
|
570
|
-
m_analysisIsOk = true;
|
|
583
|
+
|
|
584
|
+
} // end postordering
|
|
585
|
+
|
|
586
|
+
m_analysisIsOk = true;
|
|
571
587
|
}
|
|
572
588
|
|
|
573
589
|
// Functions needed by the numerical factorization phase
|
|
574
590
|
|
|
575
|
-
|
|
576
|
-
|
|
577
|
-
|
|
578
|
-
|
|
579
|
-
|
|
580
|
-
|
|
581
|
-
|
|
582
|
-
|
|
583
|
-
|
|
584
|
-
|
|
585
|
-
|
|
586
|
-
|
|
587
|
-
|
|
588
|
-
|
|
589
|
-
|
|
590
|
-
|
|
591
|
-
|
|
592
|
-
|
|
593
|
-
|
|
591
|
+
/** \brief Factorize the matrix to get the solver ready.
|
|
592
|
+
*
|
|
593
|
+
* - Numerical factorization
|
|
594
|
+
* - Interleaved with the symbolic factorization
|
|
595
|
+
*
|
|
596
|
+
* To get error of this function you should check info(), you can get more info of
|
|
597
|
+
* errors with lastErrorMessage().
|
|
598
|
+
*
|
|
599
|
+
* In the past (before 2012 (git history is not older)), this function was returning an integer.
|
|
600
|
+
* This exit was 0 if successful factorization.
|
|
601
|
+
* > 0 if info = i, and i is been completed, but the factor U is exactly singular,
|
|
602
|
+
* and division by zero will occur if it is used to solve a system of equation.
|
|
603
|
+
* > A->ncol: number of bytes allocated when memory allocation failure occurred, plus A->ncol.
|
|
604
|
+
* If lwork = -1, it is the estimated amount of space needed, plus A->ncol.
|
|
605
|
+
*
|
|
606
|
+
* It seems that A was the name of the matrix in the past.
|
|
607
|
+
*
|
|
608
|
+
* \sa analyzePattern(), compute(), SparseLU(), info(), lastErrorMessage()
|
|
609
|
+
*/
|
|
594
610
|
template <typename MatrixType, typename OrderingType>
|
|
595
|
-
void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix)
|
|
596
|
-
{
|
|
611
|
+
void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix) {
|
|
597
612
|
using internal::emptyIdxLU;
|
|
598
|
-
eigen_assert(m_analysisIsOk && "analyzePattern() should be called first");
|
|
613
|
+
eigen_assert(m_analysisIsOk && "analyzePattern() should be called first");
|
|
599
614
|
eigen_assert((matrix.rows() == matrix.cols()) && "Only for squared matrices");
|
|
600
|
-
|
|
615
|
+
|
|
601
616
|
m_isInitialized = true;
|
|
602
|
-
|
|
617
|
+
|
|
603
618
|
// Apply the column permutation computed in analyzepattern()
|
|
604
|
-
// m_mat = matrix * m_perm_c.inverse();
|
|
619
|
+
// m_mat = matrix * m_perm_c.inverse();
|
|
605
620
|
m_mat = matrix;
|
|
606
|
-
if (m_perm_c.size())
|
|
607
|
-
|
|
608
|
-
|
|
609
|
-
|
|
610
|
-
|
|
611
|
-
|
|
612
|
-
else
|
|
613
|
-
|
|
614
|
-
|
|
615
|
-
for(Index i = 0; i <= matrix.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
|
|
621
|
+
if (m_perm_c.size()) {
|
|
622
|
+
m_mat.uncompress(); // NOTE: The effect of this command is only to create the InnerNonzeros pointers.
|
|
623
|
+
// Then, permute only the column pointers
|
|
624
|
+
const StorageIndex* outerIndexPtr;
|
|
625
|
+
if (matrix.isCompressed())
|
|
626
|
+
outerIndexPtr = matrix.outerIndexPtr();
|
|
627
|
+
else {
|
|
628
|
+
StorageIndex* outerIndexPtr_t = new StorageIndex[matrix.cols() + 1];
|
|
629
|
+
for (Index i = 0; i <= matrix.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
|
|
616
630
|
outerIndexPtr = outerIndexPtr_t;
|
|
617
631
|
}
|
|
618
|
-
for (Index i = 0; i < matrix.cols(); i++)
|
|
619
|
-
{
|
|
632
|
+
for (Index i = 0; i < matrix.cols(); i++) {
|
|
620
633
|
m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
|
|
621
|
-
m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
|
|
634
|
+
m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i + 1] - outerIndexPtr[i];
|
|
622
635
|
}
|
|
623
|
-
if(!matrix.isCompressed()) delete[] outerIndexPtr;
|
|
624
|
-
}
|
|
625
|
-
else
|
|
626
|
-
{ //FIXME This should not be needed if the empty permutation is handled transparently
|
|
636
|
+
if (!matrix.isCompressed()) delete[] outerIndexPtr;
|
|
637
|
+
} else { // FIXME This should not be needed if the empty permutation is handled transparently
|
|
627
638
|
m_perm_c.resize(matrix.cols());
|
|
628
|
-
for(StorageIndex i = 0; i < matrix.cols(); ++i) m_perm_c.indices()(i) = i;
|
|
639
|
+
for (StorageIndex i = 0; i < matrix.cols(); ++i) m_perm_c.indices()(i) = i;
|
|
629
640
|
}
|
|
630
|
-
|
|
641
|
+
|
|
631
642
|
Index m = m_mat.rows();
|
|
632
643
|
Index n = m_mat.cols();
|
|
633
644
|
Index nnz = m_mat.nonZeros();
|
|
634
645
|
Index maxpanel = m_perfv.panel_size * m;
|
|
635
646
|
// Allocate working storage common to the factor routines
|
|
636
647
|
Index lwork = 0;
|
|
637
|
-
|
|
638
|
-
|
|
639
|
-
|
|
640
|
-
|
|
648
|
+
// Return the size of actually allocated memory when allocation failed,
|
|
649
|
+
// and 0 on success.
|
|
650
|
+
Index info = Base::memInit(m, n, nnz, lwork, m_perfv.fillfactor, m_perfv.panel_size, m_glu);
|
|
651
|
+
if (info) {
|
|
652
|
+
m_lastError = "UNABLE TO ALLOCATE WORKING MEMORY\n\n";
|
|
641
653
|
m_factorizationIsOk = false;
|
|
642
|
-
return
|
|
654
|
+
return;
|
|
643
655
|
}
|
|
644
|
-
|
|
645
|
-
// Set up pointers for integer working arrays
|
|
646
|
-
IndexVector segrep(m);
|
|
647
|
-
|
|
648
|
-
IndexVector
|
|
656
|
+
|
|
657
|
+
// Set up pointers for integer working arrays
|
|
658
|
+
IndexVector segrep(m);
|
|
659
|
+
segrep.setZero();
|
|
660
|
+
IndexVector parent(m);
|
|
661
|
+
parent.setZero();
|
|
662
|
+
IndexVector xplore(m);
|
|
663
|
+
xplore.setZero();
|
|
649
664
|
IndexVector repfnz(maxpanel);
|
|
650
665
|
IndexVector panel_lsub(maxpanel);
|
|
651
|
-
IndexVector xprune(n);
|
|
652
|
-
|
|
653
|
-
|
|
654
|
-
|
|
666
|
+
IndexVector xprune(n);
|
|
667
|
+
xprune.setZero();
|
|
668
|
+
IndexVector marker(m * internal::LUNoMarker);
|
|
669
|
+
marker.setZero();
|
|
670
|
+
|
|
671
|
+
repfnz.setConstant(-1);
|
|
655
672
|
panel_lsub.setConstant(-1);
|
|
656
|
-
|
|
657
|
-
// Set up pointers for scalar working arrays
|
|
658
|
-
ScalarVector dense;
|
|
673
|
+
|
|
674
|
+
// Set up pointers for scalar working arrays
|
|
675
|
+
ScalarVector dense;
|
|
659
676
|
dense.setZero(maxpanel);
|
|
660
|
-
ScalarVector tempv;
|
|
661
|
-
tempv.setZero(internal::LUnumTempV(m, m_perfv.panel_size, m_perfv.maxsuper, /*m_perfv.rowblk*/m)
|
|
662
|
-
|
|
677
|
+
ScalarVector tempv;
|
|
678
|
+
tempv.setZero(internal::LUnumTempV(m, m_perfv.panel_size, m_perfv.maxsuper, /*m_perfv.rowblk*/ m));
|
|
679
|
+
|
|
663
680
|
// Compute the inverse of perm_c
|
|
664
|
-
PermutationType iperm_c(m_perm_c.inverse());
|
|
665
|
-
|
|
681
|
+
PermutationType iperm_c(m_perm_c.inverse());
|
|
682
|
+
|
|
666
683
|
// Identify initial relaxed snodes
|
|
667
684
|
IndexVector relax_end(n);
|
|
668
|
-
if (
|
|
685
|
+
if (m_symmetricmode == true)
|
|
669
686
|
Base::heap_relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
|
|
670
687
|
else
|
|
671
688
|
Base::relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
|
|
672
|
-
|
|
673
|
-
|
|
674
|
-
m_perm_r.resize(m);
|
|
689
|
+
|
|
690
|
+
m_perm_r.resize(m);
|
|
675
691
|
m_perm_r.indices().setConstant(-1);
|
|
676
692
|
marker.setConstant(-1);
|
|
677
|
-
m_detPermR = 1;
|
|
678
|
-
|
|
679
|
-
m_glu.supno(0) = emptyIdxLU;
|
|
693
|
+
m_detPermR = 1; // Record the determinant of the row permutation
|
|
694
|
+
|
|
695
|
+
m_glu.supno(0) = emptyIdxLU;
|
|
696
|
+
m_glu.xsup.setConstant(0);
|
|
680
697
|
m_glu.xsup(0) = m_glu.xlsub(0) = m_glu.xusub(0) = m_glu.xlusup(0) = Index(0);
|
|
681
|
-
|
|
698
|
+
|
|
682
699
|
// Work on one 'panel' at a time. A panel is one of the following :
|
|
683
700
|
// (a) a relaxed supernode at the bottom of the etree, or
|
|
684
701
|
// (b) panel_size contiguous columns, <panel_size> defined by the user
|
|
685
|
-
Index jcol;
|
|
686
|
-
Index pivrow;
|
|
687
|
-
Index nseg1;
|
|
688
|
-
Index nseg;
|
|
689
|
-
Index irep;
|
|
690
|
-
Index i, k, jj;
|
|
691
|
-
for (jcol = 0; jcol < n;
|
|
692
|
-
|
|
693
|
-
|
|
694
|
-
|
|
695
|
-
|
|
696
|
-
|
|
697
|
-
|
|
698
|
-
{
|
|
699
|
-
panel_size = k - jcol;
|
|
700
|
-
break;
|
|
702
|
+
Index jcol;
|
|
703
|
+
Index pivrow; // Pivotal row number in the original row matrix
|
|
704
|
+
Index nseg1; // Number of segments in U-column above panel row jcol
|
|
705
|
+
Index nseg; // Number of segments in each U-column
|
|
706
|
+
Index irep;
|
|
707
|
+
Index i, k, jj;
|
|
708
|
+
for (jcol = 0; jcol < n;) {
|
|
709
|
+
// Adjust panel size so that a panel won't overlap with the next relaxed snode.
|
|
710
|
+
Index panel_size = m_perfv.panel_size; // upper bound on panel width
|
|
711
|
+
for (k = jcol + 1; k < (std::min)(jcol + panel_size, n); k++) {
|
|
712
|
+
if (relax_end(k) != emptyIdxLU) {
|
|
713
|
+
panel_size = k - jcol;
|
|
714
|
+
break;
|
|
701
715
|
}
|
|
702
716
|
}
|
|
703
|
-
if (k == n)
|
|
704
|
-
|
|
705
|
-
|
|
706
|
-
|
|
707
|
-
|
|
708
|
-
|
|
709
|
-
// Numeric sup-panel updates in topological order
|
|
710
|
-
Base::panel_bmod(m, panel_size, jcol, nseg1, dense, tempv, segrep, repfnz, m_glu);
|
|
711
|
-
|
|
712
|
-
// Sparse LU within the panel, and below the panel diagonal
|
|
713
|
-
for (
|
|
714
|
-
|
|
715
|
-
|
|
716
|
-
|
|
717
|
-
|
|
718
|
-
//Depth-first-search for the current column
|
|
717
|
+
if (k == n) panel_size = n - jcol;
|
|
718
|
+
|
|
719
|
+
// Symbolic outer factorization on a panel of columns
|
|
720
|
+
Base::panel_dfs(m, panel_size, jcol, m_mat, m_perm_r.indices(), nseg1, dense, panel_lsub, segrep, repfnz, xprune,
|
|
721
|
+
marker, parent, xplore, m_glu);
|
|
722
|
+
|
|
723
|
+
// Numeric sup-panel updates in topological order
|
|
724
|
+
Base::panel_bmod(m, panel_size, jcol, nseg1, dense, tempv, segrep, repfnz, m_glu);
|
|
725
|
+
|
|
726
|
+
// Sparse LU within the panel, and below the panel diagonal
|
|
727
|
+
for (jj = jcol; jj < jcol + panel_size; jj++) {
|
|
728
|
+
k = (jj - jcol) * m; // Column index for w-wide arrays
|
|
729
|
+
|
|
730
|
+
nseg = nseg1; // begin after all the panel segments
|
|
731
|
+
// Depth-first-search for the current column
|
|
719
732
|
VectorBlock<IndexVector> panel_lsubk(panel_lsub, k, m);
|
|
720
|
-
VectorBlock<IndexVector> repfnz_k(repfnz, k, m);
|
|
721
|
-
|
|
722
|
-
|
|
723
|
-
|
|
724
|
-
|
|
725
|
-
|
|
726
|
-
|
|
727
|
-
|
|
733
|
+
VectorBlock<IndexVector> repfnz_k(repfnz, k, m);
|
|
734
|
+
// Return 0 on success and > 0 number of bytes allocated when run out of space.
|
|
735
|
+
info = Base::column_dfs(m, jj, m_perm_r.indices(), m_perfv.maxsuper, nseg, panel_lsubk, segrep, repfnz_k, xprune,
|
|
736
|
+
marker, parent, xplore, m_glu);
|
|
737
|
+
if (info) {
|
|
738
|
+
m_lastError = "UNABLE TO EXPAND MEMORY IN COLUMN_DFS() ";
|
|
739
|
+
m_info = NumericalIssue;
|
|
740
|
+
m_factorizationIsOk = false;
|
|
741
|
+
return;
|
|
728
742
|
}
|
|
729
|
-
// Numeric updates to this column
|
|
730
|
-
VectorBlock<ScalarVector> dense_k(dense, k, m);
|
|
731
|
-
VectorBlock<IndexVector> segrep_k(segrep, nseg1, m-nseg1);
|
|
732
|
-
|
|
733
|
-
|
|
734
|
-
{
|
|
743
|
+
// Numeric updates to this column
|
|
744
|
+
VectorBlock<ScalarVector> dense_k(dense, k, m);
|
|
745
|
+
VectorBlock<IndexVector> segrep_k(segrep, nseg1, m - nseg1);
|
|
746
|
+
// Return 0 on success and > 0 number of bytes allocated when run out of space.
|
|
747
|
+
info = Base::column_bmod(jj, (nseg - nseg1), dense_k, tempv, segrep_k, repfnz_k, jcol, m_glu);
|
|
748
|
+
if (info) {
|
|
735
749
|
m_lastError = "UNABLE TO EXPAND MEMORY IN COLUMN_BMOD() ";
|
|
736
|
-
m_info = NumericalIssue;
|
|
737
|
-
m_factorizationIsOk = false;
|
|
738
|
-
return;
|
|
750
|
+
m_info = NumericalIssue;
|
|
751
|
+
m_factorizationIsOk = false;
|
|
752
|
+
return;
|
|
739
753
|
}
|
|
740
|
-
|
|
754
|
+
|
|
741
755
|
// Copy the U-segments to ucol(*)
|
|
742
|
-
|
|
743
|
-
|
|
744
|
-
{
|
|
756
|
+
// Return 0 on success and > 0 number of bytes allocated when run out of space.
|
|
757
|
+
info = Base::copy_to_ucol(jj, nseg, segrep, repfnz_k, m_perm_r.indices(), dense_k, m_glu);
|
|
758
|
+
if (info) {
|
|
745
759
|
m_lastError = "UNABLE TO EXPAND MEMORY IN COPY_TO_UCOL() ";
|
|
746
|
-
m_info = NumericalIssue;
|
|
747
|
-
m_factorizationIsOk = false;
|
|
748
|
-
return;
|
|
760
|
+
m_info = NumericalIssue;
|
|
761
|
+
m_factorizationIsOk = false;
|
|
762
|
+
return;
|
|
749
763
|
}
|
|
750
|
-
|
|
751
|
-
// Form the L-segment
|
|
764
|
+
|
|
765
|
+
// Form the L-segment
|
|
766
|
+
// Return O if success, i > 0 if U(i, i) is exactly zero.
|
|
752
767
|
info = Base::pivotL(jj, m_diagpivotthresh, m_perm_r.indices(), iperm_c.indices(), pivrow, m_glu);
|
|
753
|
-
if (
|
|
754
|
-
|
|
755
|
-
|
|
768
|
+
if (info) {
|
|
769
|
+
m_lastError = "THE MATRIX IS STRUCTURALLY SINGULAR";
|
|
770
|
+
#ifndef EIGEN_NO_IO
|
|
756
771
|
std::ostringstream returnInfo;
|
|
757
|
-
returnInfo <<
|
|
772
|
+
returnInfo << " ... ZERO COLUMN AT ";
|
|
773
|
+
returnInfo << info;
|
|
758
774
|
m_lastError += returnInfo.str();
|
|
759
|
-
|
|
760
|
-
|
|
761
|
-
|
|
775
|
+
#endif
|
|
776
|
+
m_info = NumericalIssue;
|
|
777
|
+
m_factorizationIsOk = false;
|
|
778
|
+
return;
|
|
762
779
|
}
|
|
763
|
-
|
|
780
|
+
|
|
764
781
|
// Update the determinant of the row permutation matrix
|
|
765
|
-
// FIXME: the following test is not correct, we should probably take iperm_c into account and pivrow is not
|
|
782
|
+
// FIXME: the following test is not correct, we should probably take iperm_c into account and pivrow is not
|
|
783
|
+
// directly the row pivot.
|
|
766
784
|
if (pivrow != jj) m_detPermR = -m_detPermR;
|
|
767
785
|
|
|
768
786
|
// Prune columns (0:jj-1) using column jj
|
|
769
|
-
Base::pruneL(jj, m_perm_r.indices(), pivrow, nseg, segrep, repfnz_k, xprune, m_glu);
|
|
770
|
-
|
|
771
|
-
// Reset repfnz for this column
|
|
772
|
-
for (i = 0; i < nseg; i++)
|
|
773
|
-
|
|
774
|
-
irep =
|
|
775
|
-
repfnz_k(irep) = emptyIdxLU;
|
|
787
|
+
Base::pruneL(jj, m_perm_r.indices(), pivrow, nseg, segrep, repfnz_k, xprune, m_glu);
|
|
788
|
+
|
|
789
|
+
// Reset repfnz for this column
|
|
790
|
+
for (i = 0; i < nseg; i++) {
|
|
791
|
+
irep = segrep(i);
|
|
792
|
+
repfnz_k(irep) = emptyIdxLU;
|
|
776
793
|
}
|
|
777
|
-
}
|
|
794
|
+
} // end SparseLU within the panel
|
|
778
795
|
jcol += panel_size; // Move to the next panel
|
|
779
|
-
}
|
|
780
|
-
|
|
796
|
+
} // end for -- end elimination
|
|
797
|
+
|
|
781
798
|
m_detPermR = m_perm_r.determinant();
|
|
782
799
|
m_detPermC = m_perm_c.determinant();
|
|
783
|
-
|
|
784
|
-
// Count the number of nonzeros in factors
|
|
785
|
-
Base::countnz(n, m_nnzL, m_nnzU, m_glu);
|
|
786
|
-
// Apply permutation to the L subscripts
|
|
800
|
+
|
|
801
|
+
// Count the number of nonzeros in factors
|
|
802
|
+
Base::countnz(n, m_nnzL, m_nnzU, m_glu);
|
|
803
|
+
// Apply permutation to the L subscripts
|
|
787
804
|
Base::fixupL(n, m_perm_r.indices(), m_glu);
|
|
788
|
-
|
|
789
|
-
// Create supernode matrix L
|
|
790
|
-
m_Lstore.setInfos(m, n, m_glu.lusup, m_glu.xlusup, m_glu.lsub, m_glu.xlsub, m_glu.supno, m_glu.xsup);
|
|
791
|
-
// Create the column major upper sparse matrix U;
|
|
792
|
-
new (&m_Ustore)
|
|
793
|
-
|
|
805
|
+
|
|
806
|
+
// Create supernode matrix L
|
|
807
|
+
m_Lstore.setInfos(m, n, m_glu.lusup, m_glu.xlusup, m_glu.lsub, m_glu.xlsub, m_glu.supno, m_glu.xsup);
|
|
808
|
+
// Create the column major upper sparse matrix U;
|
|
809
|
+
new (&m_Ustore) Map<SparseMatrix<Scalar, ColMajor, StorageIndex>>(m, n, m_nnzU, m_glu.xusub.data(), m_glu.usub.data(),
|
|
810
|
+
m_glu.ucol.data());
|
|
811
|
+
|
|
794
812
|
m_info = Success;
|
|
795
813
|
m_factorizationIsOk = true;
|
|
796
814
|
}
|
|
797
815
|
|
|
798
|
-
template<typename MappedSupernodalType>
|
|
799
|
-
struct SparseLUMatrixLReturnType : internal::no_assignment_operator
|
|
800
|
-
{
|
|
816
|
+
template <typename MappedSupernodalType>
|
|
817
|
+
struct SparseLUMatrixLReturnType : internal::no_assignment_operator {
|
|
801
818
|
typedef typename MappedSupernodalType::Scalar Scalar;
|
|
802
|
-
explicit SparseLUMatrixLReturnType(const MappedSupernodalType& mapL) : m_mapL(mapL)
|
|
803
|
-
{ }
|
|
819
|
+
explicit SparseLUMatrixLReturnType(const MappedSupernodalType& mapL) : m_mapL(mapL) {}
|
|
804
820
|
Index rows() const { return m_mapL.rows(); }
|
|
805
821
|
Index cols() const { return m_mapL.cols(); }
|
|
806
|
-
template<typename Dest>
|
|
807
|
-
void solveInPlace(
|
|
808
|
-
{
|
|
822
|
+
template <typename Dest>
|
|
823
|
+
void solveInPlace(MatrixBase<Dest>& X) const {
|
|
809
824
|
m_mapL.solveInPlace(X);
|
|
810
825
|
}
|
|
811
|
-
template<bool Conjugate, typename Dest>
|
|
812
|
-
void solveTransposedInPlace(
|
|
813
|
-
{
|
|
826
|
+
template <bool Conjugate, typename Dest>
|
|
827
|
+
void solveTransposedInPlace(MatrixBase<Dest>& X) const {
|
|
814
828
|
m_mapL.template solveTransposedInPlace<Conjugate>(X);
|
|
815
829
|
}
|
|
816
830
|
|
|
831
|
+
SparseMatrix<Scalar, ColMajor, Index> toSparse() const {
|
|
832
|
+
ArrayXi colCount = ArrayXi::Ones(cols());
|
|
833
|
+
for (Index i = 0; i < cols(); i++) {
|
|
834
|
+
typename MappedSupernodalType::InnerIterator iter(m_mapL, i);
|
|
835
|
+
for (; iter; ++iter) {
|
|
836
|
+
if (iter.row() > iter.col()) {
|
|
837
|
+
colCount(iter.col())++;
|
|
838
|
+
}
|
|
839
|
+
}
|
|
840
|
+
}
|
|
841
|
+
SparseMatrix<Scalar, ColMajor, Index> sL(rows(), cols());
|
|
842
|
+
sL.reserve(colCount);
|
|
843
|
+
for (Index i = 0; i < cols(); i++) {
|
|
844
|
+
sL.insert(i, i) = 1.0;
|
|
845
|
+
typename MappedSupernodalType::InnerIterator iter(m_mapL, i);
|
|
846
|
+
for (; iter; ++iter) {
|
|
847
|
+
if (iter.row() > iter.col()) {
|
|
848
|
+
sL.insert(iter.row(), iter.col()) = iter.value();
|
|
849
|
+
}
|
|
850
|
+
}
|
|
851
|
+
}
|
|
852
|
+
sL.makeCompressed();
|
|
853
|
+
return sL;
|
|
854
|
+
}
|
|
855
|
+
|
|
817
856
|
const MappedSupernodalType& m_mapL;
|
|
818
857
|
};
|
|
819
858
|
|
|
820
|
-
template<typename MatrixLType, typename MatrixUType>
|
|
821
|
-
struct SparseLUMatrixUReturnType : internal::no_assignment_operator
|
|
822
|
-
{
|
|
859
|
+
template <typename MatrixLType, typename MatrixUType>
|
|
860
|
+
struct SparseLUMatrixUReturnType : internal::no_assignment_operator {
|
|
823
861
|
typedef typename MatrixLType::Scalar Scalar;
|
|
824
|
-
SparseLUMatrixUReturnType(const MatrixLType& mapL, const MatrixUType& mapU)
|
|
825
|
-
: m_mapL(mapL),m_mapU(mapU)
|
|
826
|
-
{ }
|
|
862
|
+
SparseLUMatrixUReturnType(const MatrixLType& mapL, const MatrixUType& mapU) : m_mapL(mapL), m_mapU(mapU) {}
|
|
827
863
|
Index rows() const { return m_mapL.rows(); }
|
|
828
864
|
Index cols() const { return m_mapL.cols(); }
|
|
829
865
|
|
|
830
|
-
template<typename Dest>
|
|
831
|
-
{
|
|
866
|
+
template <typename Dest>
|
|
867
|
+
void solveInPlace(MatrixBase<Dest>& X) const {
|
|
832
868
|
Index nrhs = X.cols();
|
|
833
|
-
Index n = X.rows();
|
|
834
869
|
// Backward solve with U
|
|
835
|
-
for (Index k = m_mapL.nsuper(); k >= 0; k--)
|
|
836
|
-
{
|
|
870
|
+
for (Index k = m_mapL.nsuper(); k >= 0; k--) {
|
|
837
871
|
Index fsupc = m_mapL.supToCol()[k];
|
|
838
|
-
Index lda = m_mapL.colIndexPtr()[fsupc+1] - m_mapL.colIndexPtr()[fsupc];
|
|
839
|
-
Index nsupc = m_mapL.supToCol()[k+1] - fsupc;
|
|
872
|
+
Index lda = m_mapL.colIndexPtr()[fsupc + 1] - m_mapL.colIndexPtr()[fsupc]; // leading dimension
|
|
873
|
+
Index nsupc = m_mapL.supToCol()[k + 1] - fsupc;
|
|
840
874
|
Index luptr = m_mapL.colIndexPtr()[fsupc];
|
|
841
875
|
|
|
842
|
-
if (nsupc == 1)
|
|
843
|
-
|
|
844
|
-
for (Index j = 0; j < nrhs; j++)
|
|
845
|
-
{
|
|
876
|
+
if (nsupc == 1) {
|
|
877
|
+
for (Index j = 0; j < nrhs; j++) {
|
|
846
878
|
X(fsupc, j) /= m_mapL.valuePtr()[luptr];
|
|
847
879
|
}
|
|
848
|
-
}
|
|
849
|
-
else
|
|
850
|
-
{
|
|
880
|
+
} else {
|
|
851
881
|
// FIXME: the following lines should use Block expressions and not Map!
|
|
852
|
-
Map<const Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride
|
|
853
|
-
|
|
882
|
+
Map<const Matrix<Scalar, Dynamic, Dynamic, ColMajor>, 0, OuterStride<>> A(&(m_mapL.valuePtr()[luptr]), nsupc,
|
|
883
|
+
nsupc, OuterStride<>(lda));
|
|
884
|
+
typename Dest::RowsBlockXpr U = X.derived().middleRows(fsupc, nsupc);
|
|
854
885
|
U = A.template triangularView<Upper>().solve(U);
|
|
855
886
|
}
|
|
856
887
|
|
|
857
|
-
for (Index j = 0; j < nrhs; ++j)
|
|
858
|
-
|
|
859
|
-
for (Index jcol = fsupc; jcol < fsupc + nsupc; jcol++)
|
|
860
|
-
{
|
|
888
|
+
for (Index j = 0; j < nrhs; ++j) {
|
|
889
|
+
for (Index jcol = fsupc; jcol < fsupc + nsupc; jcol++) {
|
|
861
890
|
typename MatrixUType::InnerIterator it(m_mapU, jcol);
|
|
862
|
-
for (
|
|
863
|
-
{
|
|
891
|
+
for (; it; ++it) {
|
|
864
892
|
Index irow = it.index();
|
|
865
893
|
X(irow, j) -= X(jcol, j) * it.value();
|
|
866
894
|
}
|
|
867
895
|
}
|
|
868
896
|
}
|
|
869
|
-
}
|
|
897
|
+
} // End For U-solve
|
|
870
898
|
}
|
|
871
899
|
|
|
872
|
-
template<bool Conjugate, typename Dest>
|
|
873
|
-
{
|
|
900
|
+
template <bool Conjugate, typename Dest>
|
|
901
|
+
void solveTransposedInPlace(MatrixBase<Dest>& X) const {
|
|
874
902
|
using numext::conj;
|
|
875
903
|
Index nrhs = X.cols();
|
|
876
|
-
Index n = X.rows();
|
|
877
904
|
// Forward solve with U
|
|
878
|
-
for (Index k = 0; k <=
|
|
879
|
-
{
|
|
905
|
+
for (Index k = 0; k <= m_mapL.nsuper(); k++) {
|
|
880
906
|
Index fsupc = m_mapL.supToCol()[k];
|
|
881
|
-
Index lda = m_mapL.colIndexPtr()[fsupc+1] - m_mapL.colIndexPtr()[fsupc];
|
|
882
|
-
Index nsupc = m_mapL.supToCol()[k+1] - fsupc;
|
|
907
|
+
Index lda = m_mapL.colIndexPtr()[fsupc + 1] - m_mapL.colIndexPtr()[fsupc]; // leading dimension
|
|
908
|
+
Index nsupc = m_mapL.supToCol()[k + 1] - fsupc;
|
|
883
909
|
Index luptr = m_mapL.colIndexPtr()[fsupc];
|
|
884
910
|
|
|
885
|
-
for (Index j = 0; j < nrhs; ++j)
|
|
886
|
-
|
|
887
|
-
for (Index jcol = fsupc; jcol < fsupc + nsupc; jcol++)
|
|
888
|
-
{
|
|
911
|
+
for (Index j = 0; j < nrhs; ++j) {
|
|
912
|
+
for (Index jcol = fsupc; jcol < fsupc + nsupc; jcol++) {
|
|
889
913
|
typename MatrixUType::InnerIterator it(m_mapU, jcol);
|
|
890
|
-
for (
|
|
891
|
-
{
|
|
914
|
+
for (; it; ++it) {
|
|
892
915
|
Index irow = it.index();
|
|
893
|
-
X(jcol, j) -= X(irow, j) * (Conjugate? conj(it.value()): it.value());
|
|
916
|
+
X(jcol, j) -= X(irow, j) * (Conjugate ? conj(it.value()) : it.value());
|
|
894
917
|
}
|
|
895
918
|
}
|
|
896
919
|
}
|
|
897
|
-
if (nsupc == 1)
|
|
898
|
-
|
|
899
|
-
|
|
900
|
-
{
|
|
901
|
-
X(fsupc, j) /= (Conjugate? conj(m_mapL.valuePtr()[luptr]) : m_mapL.valuePtr()[luptr]);
|
|
920
|
+
if (nsupc == 1) {
|
|
921
|
+
for (Index j = 0; j < nrhs; j++) {
|
|
922
|
+
X(fsupc, j) /= (Conjugate ? conj(m_mapL.valuePtr()[luptr]) : m_mapL.valuePtr()[luptr]);
|
|
902
923
|
}
|
|
903
|
-
}
|
|
904
|
-
|
|
905
|
-
|
|
906
|
-
|
|
907
|
-
|
|
908
|
-
if(Conjugate)
|
|
924
|
+
} else {
|
|
925
|
+
Map<const Matrix<Scalar, Dynamic, Dynamic, ColMajor>, 0, OuterStride<>> A(&(m_mapL.valuePtr()[luptr]), nsupc,
|
|
926
|
+
nsupc, OuterStride<>(lda));
|
|
927
|
+
typename Dest::RowsBlockXpr U = X.derived().middleRows(fsupc, nsupc);
|
|
928
|
+
if (Conjugate)
|
|
909
929
|
U = A.adjoint().template triangularView<Lower>().solve(U);
|
|
910
930
|
else
|
|
911
931
|
U = A.transpose().template triangularView<Lower>().solve(U);
|
|
912
932
|
}
|
|
913
|
-
}// End For U-solve
|
|
933
|
+
} // End For U-solve
|
|
914
934
|
}
|
|
915
935
|
|
|
936
|
+
SparseMatrix<Scalar, RowMajor, Index> toSparse() {
|
|
937
|
+
ArrayXi rowCount = ArrayXi::Zero(rows());
|
|
938
|
+
for (Index i = 0; i < cols(); i++) {
|
|
939
|
+
typename MatrixLType::InnerIterator iter(m_mapL, i);
|
|
940
|
+
for (; iter; ++iter) {
|
|
941
|
+
if (iter.row() <= iter.col()) {
|
|
942
|
+
rowCount(iter.row())++;
|
|
943
|
+
}
|
|
944
|
+
}
|
|
945
|
+
}
|
|
946
|
+
|
|
947
|
+
SparseMatrix<Scalar, RowMajor, Index> sU(rows(), cols());
|
|
948
|
+
sU.reserve(rowCount);
|
|
949
|
+
for (Index i = 0; i < cols(); i++) {
|
|
950
|
+
typename MatrixLType::InnerIterator iter(m_mapL, i);
|
|
951
|
+
for (; iter; ++iter) {
|
|
952
|
+
if (iter.row() <= iter.col()) {
|
|
953
|
+
sU.insert(iter.row(), iter.col()) = iter.value();
|
|
954
|
+
}
|
|
955
|
+
}
|
|
956
|
+
}
|
|
957
|
+
sU.makeCompressed();
|
|
958
|
+
const SparseMatrix<Scalar, RowMajor, Index> u = m_mapU; // convert to RowMajor
|
|
959
|
+
sU += u;
|
|
960
|
+
return sU;
|
|
961
|
+
}
|
|
916
962
|
|
|
917
963
|
const MatrixLType& m_mapL;
|
|
918
964
|
const MatrixUType& m_mapU;
|
|
919
965
|
};
|
|
920
966
|
|
|
921
|
-
}
|
|
967
|
+
} // End namespace Eigen
|
|
922
968
|
|
|
923
969
|
#endif
|