casadi 3.7.2__cp314-none-manylinux2014_i686.whl

casadi/include/eigen3/Eigen/src/SparseCholesky/SimplicialCholesky.h

@@ -0,0 +1,697 @@
+// This file is part of Eigen, a lightweight C++ template library
+// 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/.
+
+#ifndef EIGEN_SIMPLICIAL_CHOLESKY_H
+#define EIGEN_SIMPLICIAL_CHOLESKY_H
+
+namespace Eigen { 
+
+enum SimplicialCholeskyMode {
+  SimplicialCholeskyLLT,
+  SimplicialCholeskyLDLT
+};
+
+namespace internal {
+  template<typename CholMatrixType, typename InputMatrixType>
+  struct simplicial_cholesky_grab_input {
+    typedef CholMatrixType const * ConstCholMatrixPtr;
+    static void run(const InputMatrixType& input, ConstCholMatrixPtr &pmat, CholMatrixType &tmp)
+    {
+      tmp = input;
+      pmat = &tmp;
+    }
+  };
+  
+  template<typename MatrixType>
+  struct simplicial_cholesky_grab_input<MatrixType,MatrixType> {
+    typedef MatrixType const * ConstMatrixPtr;
+    static void run(const MatrixType& input, ConstMatrixPtr &pmat, MatrixType &/*tmp*/)
+    {
+      pmat = &input;
+    }
+  };
+} // end namespace internal
+
+/** \ingroup SparseCholesky_Module
+  * \brief A base class for direct sparse Cholesky factorizations
+  *
+  * This is a base class for LL^T and LDL^T Cholesky factorizations of sparse matrices that are
+  * selfadjoint and positive definite. These factorizations allow for solving A.X = B where
+  * X and B can be either dense or sparse.
+  * 
+  * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
+  * such that the factorized matrix is P A P^-1.
+  *
+  * \tparam Derived the type of the derived class, that is the actual factorization type.
+  *
+  */
+template<typename Derived>
+class SimplicialCholeskyBase : public SparseSolverBase<Derived>
+{
+    typedef SparseSolverBase<Derived> Base;
+    using Base::m_isInitialized;
+    
+  public:
+    typedef typename internal::traits<Derived>::MatrixType MatrixType;
+    typedef typename internal::traits<Derived>::OrderingType OrderingType;
+    enum { UpLo = internal::traits<Derived>::UpLo };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::StorageIndex StorageIndex;
+    typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
+    typedef CholMatrixType const * ConstCholMatrixPtr;
+    typedef Matrix<Scalar,Dynamic,1> VectorType;
+    typedef Matrix<StorageIndex,Dynamic,1> VectorI;
+
+    enum {
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+
+  public:
+    
+    using Base::derived;
+
+    /** Default constructor */
+    SimplicialCholeskyBase()
+      : m_info(Success),
+        m_factorizationIsOk(false),
+        m_analysisIsOk(false),
+        m_shiftOffset(0),
+        m_shiftScale(1)
+    {}
+
+    explicit SimplicialCholeskyBase(const MatrixType& matrix)
+      : m_info(Success),
+        m_factorizationIsOk(false),
+        m_analysisIsOk(false),
+        m_shiftOffset(0),
+        m_shiftScale(1)
+    {
+      derived().compute(matrix);
+    }
+
+    ~SimplicialCholeskyBase()
+    {
+    }
+
+    Derived& derived() { return *static_cast<Derived*>(this); }
+    const Derived& derived() const { return *static_cast<const Derived*>(this); }
+    
+    inline Index cols() const { return m_matrix.cols(); }
+    inline Index rows() const { return m_matrix.rows(); }
+    
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was successful,
+      *          \c NumericalIssue if the matrix.appears to be negative.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+    
+    /** \returns the permutation P
+      * \sa permutationPinv() */
+    const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& permutationP() const
+    { return m_P; }
+    
+    /** \returns the inverse P^-1 of the permutation P
+      * \sa permutationP() */
+    const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& permutationPinv() const
+    { return m_Pinv; }
+
+    /** Sets the shift parameters that will be used to adjust the diagonal coefficients during the numerical factorization.
+      *
+      * During the numerical factorization, the diagonal coefficients are transformed by the following linear model:\n
+      * \c d_ii = \a offset + \a scale * \c d_ii
+      *
+      * The default is the identity transformation with \a offset=0, and \a scale=1.
+      *
+      * \returns a reference to \c *this.
+      */
+    Derived& setShift(const RealScalar& offset, const RealScalar& scale = 1)
+    {
+      m_shiftOffset = offset;
+      m_shiftScale = scale;
+      return derived();
+    }
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal */
+    template<typename Stream>
+    void dumpMemory(Stream& s)
+    {
+      int total = 0;
+      s << "  L:        " << ((total+=(m_matrix.cols()+1) * sizeof(int) + m_matrix.nonZeros()*(sizeof(int)+sizeof(Scalar))) >> 20) << "Mb" << "\n";
+      s << "  diag:     " << ((total+=m_diag.size() * sizeof(Scalar)) >> 20) << "Mb" << "\n";
+      s << "  tree:     " << ((total+=m_parent.size() * sizeof(int)) >> 20) << "Mb" << "\n";
+      s << "  nonzeros: " << ((total+=m_nonZerosPerCol.size() * sizeof(int)) >> 20) << "Mb" << "\n";
+      s << "  perm:     " << ((total+=m_P.size() * sizeof(int)) >> 20) << "Mb" << "\n";
+      s << "  perm^-1:  " << ((total+=m_Pinv.size() * sizeof(int)) >> 20) << "Mb" << "\n";
+      s << "  TOTAL:    " << (total>> 20) << "Mb" << "\n";
+    }
+
+    /** \internal */
+    template<typename Rhs,typename Dest>
+    void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
+    {
+      eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
+      eigen_assert(m_matrix.rows()==b.rows());
+
+      if(m_info!=Success)
+        return;
+
+      if(m_P.size()>0)
+        dest = m_P * b;
+      else
+        dest = b;
+
+      if(m_matrix.nonZeros()>0) // otherwise L==I
+        derived().matrixL().solveInPlace(dest);
+
+      if(m_diag.size()>0)
+        dest = m_diag.asDiagonal().inverse() * dest;
+
+      if (m_matrix.nonZeros()>0) // otherwise U==I
+        derived().matrixU().solveInPlace(dest);
+
+      if(m_P.size()>0)
+        dest = m_Pinv * dest;
+    }
+    
+    template<typename Rhs,typename Dest>
+    void _solve_impl(const SparseMatrixBase<Rhs> &b, SparseMatrixBase<Dest> &dest) const
+    {
+      internal::solve_sparse_through_dense_panels(derived(), b, dest);
+    }
+
+#endif // EIGEN_PARSED_BY_DOXYGEN
+
+  protected:
+    
+    /** Computes the sparse Cholesky decomposition of \a matrix */
+    template<bool DoLDLT>
+    void compute(const MatrixType& matrix)
+    {
+      eigen_assert(matrix.rows()==matrix.cols());
+      Index size = matrix.cols();
+      CholMatrixType tmp(size,size);
+      ConstCholMatrixPtr pmat;
+      ordering(matrix, pmat, tmp);
+      analyzePattern_preordered(*pmat, DoLDLT);
+      factorize_preordered<DoLDLT>(*pmat);
+    }
+    
+    template<bool DoLDLT>
+    void factorize(const MatrixType& a)
+    {
+      eigen_assert(a.rows()==a.cols());
+      Index size = a.cols();
+      CholMatrixType tmp(size,size);
+      ConstCholMatrixPtr pmat;
+      
+      if(m_P.size() == 0 && (int(UpLo) & int(Upper)) == Upper)
+      {
+        // If there is no ordering, try to directly use the input matrix without any copy
+        internal::simplicial_cholesky_grab_input<CholMatrixType,MatrixType>::run(a, pmat, tmp);
+      }
+      else
+      {
+        tmp.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P);
+        pmat = &tmp;
+      }
+      
+      factorize_preordered<DoLDLT>(*pmat);
+    }
+
+    template<bool DoLDLT>
+    void factorize_preordered(const CholMatrixType& a);
+
+    void analyzePattern(const MatrixType& a, bool doLDLT)
+    {
+      eigen_assert(a.rows()==a.cols());
+      Index size = a.cols();
+      CholMatrixType tmp(size,size);
+      ConstCholMatrixPtr pmat;
+      ordering(a, pmat, tmp);
+      analyzePattern_preordered(*pmat,doLDLT);
+    }
+    void analyzePattern_preordered(const CholMatrixType& a, bool doLDLT);
+    
+    void ordering(const MatrixType& a, ConstCholMatrixPtr &pmat, CholMatrixType& ap);
+
+    /** keeps off-diagonal entries; drops diagonal entries */
+    struct keep_diag {
+      inline bool operator() (const Index& row, const Index& col, const Scalar&) const
+      {
+        return row!=col;
+      }
+    };
+
+    mutable ComputationInfo m_info;
+    bool m_factorizationIsOk;
+    bool m_analysisIsOk;
+    
+    CholMatrixType m_matrix;
+    VectorType m_diag;                                // the diagonal coefficients (LDLT mode)
+    VectorI m_parent;                                 // elimination tree
+    VectorI m_nonZerosPerCol;
+    PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_P;     // the permutation
+    PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_Pinv;  // the inverse permutation
+
+    RealScalar m_shiftOffset;
+    RealScalar m_shiftScale;
+};
+
+template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialLLT;
+template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialLDLT;
+template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialCholesky;
+
+namespace internal {
+
+template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialLLT<_MatrixType,_UpLo,_Ordering> >
+{
+  typedef _MatrixType MatrixType;
+  typedef _Ordering OrderingType;
+  enum { UpLo = _UpLo };
+  typedef typename MatrixType::Scalar                         Scalar;
+  typedef typename MatrixType::StorageIndex                   StorageIndex;
+  typedef SparseMatrix<Scalar, ColMajor, StorageIndex>        CholMatrixType;
+  typedef TriangularView<const CholMatrixType, Eigen::Lower>  MatrixL;
+  typedef TriangularView<const typename CholMatrixType::AdjointReturnType, Eigen::Upper>   MatrixU;
+  static inline MatrixL getL(const CholMatrixType& m) { return MatrixL(m); }
+  static inline MatrixU getU(const CholMatrixType& m) { return MatrixU(m.adjoint()); }
+};
+
+template<typename _MatrixType,int _UpLo, typename _Ordering> struct traits<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> >
+{
+  typedef _MatrixType MatrixType;
+  typedef _Ordering OrderingType;
+  enum { UpLo = _UpLo };
+  typedef typename MatrixType::Scalar                             Scalar;
+  typedef typename MatrixType::StorageIndex                       StorageIndex;
+  typedef SparseMatrix<Scalar, ColMajor, StorageIndex>            CholMatrixType;
+  typedef TriangularView<const CholMatrixType, Eigen::UnitLower>  MatrixL;
+  typedef TriangularView<const typename CholMatrixType::AdjointReturnType, Eigen::UnitUpper> MatrixU;
+  static inline MatrixL getL(const CholMatrixType& m) { return MatrixL(m); }
+  static inline MatrixU getU(const CholMatrixType& m) { return MatrixU(m.adjoint()); }
+};
+
+template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> >
+{
+  typedef _MatrixType MatrixType;
+  typedef _Ordering OrderingType;
+  enum { UpLo = _UpLo };
+};
+
+}
+
+/** \ingroup SparseCholesky_Module
+  * \class SimplicialLLT
+  * \brief A direct sparse LLT Cholesky factorizations
+  *
+  * This class provides a LL^T Cholesky factorizations of sparse matrices that are
+  * selfadjoint and positive definite. The factorization allows for solving A.X = B where
+  * X and B can be either dense or sparse.
+  * 
+  * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
+  * such that the factorized matrix is P A P^-1.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  * \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>
+  *
+  * \implsparsesolverconcept
+  *
+  * \sa class SimplicialLDLT, class AMDOrdering, class NaturalOrdering
+  */
+template<typename _MatrixType, int _UpLo, typename _Ordering>
+    class SimplicialLLT : public SimplicialCholeskyBase<SimplicialLLT<_MatrixType,_UpLo,_Ordering> >
+{
+public:
+    typedef _MatrixType MatrixType;
+    enum { UpLo = _UpLo };
+    typedef SimplicialCholeskyBase<SimplicialLLT> Base;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::StorageIndex StorageIndex;
+    typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
+    typedef Matrix<Scalar,Dynamic,1> VectorType;
+    typedef internal::traits<SimplicialLLT> Traits;
+    typedef typename Traits::MatrixL  MatrixL;
+    typedef typename Traits::MatrixU  MatrixU;
+public:
+    /** Default constructor */
+    SimplicialLLT() : Base() {}
+    /** Constructs and performs the LLT factorization of \a matrix */
+    explicit SimplicialLLT(const MatrixType& matrix)
+        : Base(matrix) {}
+
+    /** \returns an expression of the factor L */
+    inline const MatrixL matrixL() const {
+        eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized");
+        return Traits::getL(Base::m_matrix);
+    }
+
+    /** \returns an expression of the factor U (= L^*) */
+    inline const MatrixU matrixU() const {
+        eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized");
+        return Traits::getU(Base::m_matrix);
+    }
+    
+    /** Computes the sparse Cholesky decomposition of \a matrix */
+    SimplicialLLT& compute(const MatrixType& matrix)
+    {
+      Base::template compute<false>(matrix);
+      return *this;
+    }
+
+    /** Performs a symbolic decomposition on the sparcity of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      *
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& a)
+    {
+      Base::analyzePattern(a, false);
+    }
+
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
+      *
+      * \sa analyzePattern()
+      */
+    void factorize(const MatrixType& a)
+    {
+      Base::template factorize<false>(a);
+    }
+
+    /** \returns the determinant of the underlying matrix from the current factorization */
+    Scalar determinant() const
+    {
+      Scalar detL = Base::m_matrix.diagonal().prod();
+      return numext::abs2(detL);
+    }
+};
+
+/** \ingroup SparseCholesky_Module
+  * \class SimplicialLDLT
+  * \brief A direct sparse LDLT Cholesky factorizations without square root.
+  *
+  * This class provides a LDL^T Cholesky factorizations without square root of sparse matrices that are
+  * selfadjoint and positive definite. The factorization allows for solving A.X = B where
+  * X and B can be either dense or sparse.
+  * 
+  * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
+  * such that the factorized matrix is P A P^-1.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  * \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>
+  *
+  * \implsparsesolverconcept
+  *
+  * \sa class SimplicialLLT, class AMDOrdering, class NaturalOrdering
+  */
+template<typename _MatrixType, int _UpLo, typename _Ordering>
+    class SimplicialLDLT : public SimplicialCholeskyBase<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> >
+{
+public:
+    typedef _MatrixType MatrixType;
+    enum { UpLo = _UpLo };
+    typedef SimplicialCholeskyBase<SimplicialLDLT> Base;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::StorageIndex StorageIndex;
+    typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
+    typedef Matrix<Scalar,Dynamic,1> VectorType;
+    typedef internal::traits<SimplicialLDLT> Traits;
+    typedef typename Traits::MatrixL  MatrixL;
+    typedef typename Traits::MatrixU  MatrixU;
+public:
+    /** Default constructor */
+    SimplicialLDLT() : Base() {}
+
+    /** Constructs and performs the LLT factorization of \a matrix */
+    explicit SimplicialLDLT(const MatrixType& matrix)
+        : Base(matrix) {}
+
+    /** \returns a vector expression of the diagonal D */
+    inline const VectorType vectorD() const {
+        eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
+        return Base::m_diag;
+    }
+    /** \returns an expression of the factor L */
+    inline const MatrixL matrixL() const {
+        eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
+        return Traits::getL(Base::m_matrix);
+    }
+
+    /** \returns an expression of the factor U (= L^*) */
+    inline const MatrixU matrixU() const {
+        eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
+        return Traits::getU(Base::m_matrix);
+    }
+
+    /** Computes the sparse Cholesky decomposition of \a matrix */
+    SimplicialLDLT& compute(const MatrixType& matrix)
+    {
+      Base::template compute<true>(matrix);
+      return *this;
+    }
+    
+    /** Performs a symbolic decomposition on the sparcity of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      *
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& a)
+    {
+      Base::analyzePattern(a, true);
+    }
+
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
+      *
+      * \sa analyzePattern()
+      */
+    void factorize(const MatrixType& a)
+    {
+      Base::template factorize<true>(a);
+    }
+
+    /** \returns the determinant of the underlying matrix from the current factorization */
+    Scalar determinant() const
+    {
+      return Base::m_diag.prod();
+    }
+};
+
+/** \deprecated use SimplicialLDLT or class SimplicialLLT
+  * \ingroup SparseCholesky_Module
+  * \class SimplicialCholesky
+  *
+  * \sa class SimplicialLDLT, class SimplicialLLT
+  */
+template<typename _MatrixType, int _UpLo, typename _Ordering>
+    class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> >
+{
+public:
+    typedef _MatrixType MatrixType;
+    enum { UpLo = _UpLo };
+    typedef SimplicialCholeskyBase<SimplicialCholesky> Base;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::StorageIndex StorageIndex;
+    typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
+    typedef Matrix<Scalar,Dynamic,1> VectorType;
+    typedef internal::traits<SimplicialCholesky> Traits;
+    typedef internal::traits<SimplicialLDLT<MatrixType,UpLo> > LDLTTraits;
+    typedef internal::traits<SimplicialLLT<MatrixType,UpLo>  > LLTTraits;
+  public:
+    SimplicialCholesky() : Base(), m_LDLT(true) {}
+
+    explicit SimplicialCholesky(const MatrixType& matrix)
+      : Base(), m_LDLT(true)
+    {
+      compute(matrix);
+    }
+
+    SimplicialCholesky& setMode(SimplicialCholeskyMode mode)
+    {
+      switch(mode)
+      {
+      case SimplicialCholeskyLLT:
+        m_LDLT = false;
+        break;
+      case SimplicialCholeskyLDLT:
+        m_LDLT = true;
+        break;
+      default:
+        break;
+      }
+
+      return *this;
+    }
+
+    inline const VectorType vectorD() const {
+        eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized");
+        return Base::m_diag;
+    }
+    inline const CholMatrixType rawMatrix() const {
+        eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized");
+        return Base::m_matrix;
+    }
+    
+    /** Computes the sparse Cholesky decomposition of \a matrix */
+    SimplicialCholesky& compute(const MatrixType& matrix)
+    {
+      if(m_LDLT)
+        Base::template compute<true>(matrix);
+      else
+        Base::template compute<false>(matrix);
+      return *this;
+    }
+
+    /** Performs a symbolic decomposition on the sparcity of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      *
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& a)
+    {
+      Base::analyzePattern(a, m_LDLT);
+    }
+
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
+      *
+      * \sa analyzePattern()
+      */
+    void factorize(const MatrixType& a)
+    {
+      if(m_LDLT)
+        Base::template factorize<true>(a);
+      else
+        Base::template factorize<false>(a);
+    }
+
+    /** \internal */
+    template<typename Rhs,typename Dest>
+    void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
+    {
+      eigen_assert(Base::m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
+      eigen_assert(Base::m_matrix.rows()==b.rows());
+
+      if(Base::m_info!=Success)
+        return;
+
+      if(Base::m_P.size()>0)
+        dest = Base::m_P * b;
+      else
+        dest = b;
+
+      if(Base::m_matrix.nonZeros()>0) // otherwise L==I
+      {
+        if(m_LDLT)
+          LDLTTraits::getL(Base::m_matrix).solveInPlace(dest);
+        else
+          LLTTraits::getL(Base::m_matrix).solveInPlace(dest);
+      }
+
+      if(Base::m_diag.size()>0)
+        dest = Base::m_diag.real().asDiagonal().inverse() * dest;
+
+      if (Base::m_matrix.nonZeros()>0) // otherwise I==I
+      {
+        if(m_LDLT)
+          LDLTTraits::getU(Base::m_matrix).solveInPlace(dest);
+        else
+          LLTTraits::getU(Base::m_matrix).solveInPlace(dest);
+      }
+
+      if(Base::m_P.size()>0)
+        dest = Base::m_Pinv * dest;
+    }
+    
+    /** \internal */
+    template<typename Rhs,typename Dest>
+    void _solve_impl(const SparseMatrixBase<Rhs> &b, SparseMatrixBase<Dest> &dest) const
+    {
+      internal::solve_sparse_through_dense_panels(*this, b, dest);
+    }
+    
+    Scalar determinant() const
+    {
+      if(m_LDLT)
+      {
+        return Base::m_diag.prod();
+      }
+      else
+      {
+        Scalar detL = Diagonal<const CholMatrixType>(Base::m_matrix).prod();
+        return numext::abs2(detL);
+      }
+    }
+    
+  protected:
+    bool m_LDLT;
+};
+
+template<typename Derived>
+void SimplicialCholeskyBase<Derived>::ordering(const MatrixType& a, ConstCholMatrixPtr &pmat, CholMatrixType& ap)
+{
+  eigen_assert(a.rows()==a.cols());
+  const Index size = a.rows();
+  pmat = &ap;
+  // Note that ordering methods compute the inverse permutation
+  if(!internal::is_same<OrderingType,NaturalOrdering<Index> >::value)
+  {
+    {
+      CholMatrixType C;
+      C = a.template selfadjointView<UpLo>();
+      
+      OrderingType ordering;
+      ordering(C,m_Pinv);
+    }
+
+    if(m_Pinv.size()>0) m_P = m_Pinv.inverse();
+    else                m_P.resize(0);
+    
+    ap.resize(size,size);
+    ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P);
+  }
+  else
+  {
+    m_Pinv.resize(0);
+    m_P.resize(0);
+    if(int(UpLo)==int(Lower) || MatrixType::IsRowMajor)
+    {
+      // we have to transpose the lower part to to the upper one
+      ap.resize(size,size);
+      ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>();
+    }
+    else
+      internal::simplicial_cholesky_grab_input<CholMatrixType,MatrixType>::run(a, pmat, ap);
+  }  
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SIMPLICIAL_CHOLESKY_H