| // This file is part of Eigen, a lightweight C++ template library | |
| // for linear algebra. | |
| // | |
| // Copyright (C) 2008-2010 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/. | |
| // SPDX-License-Identifier: MPL-2.0 | |
| #ifndef EIGEN_CHOLMODSUPPORT_H | |
| #define EIGEN_CHOLMODSUPPORT_H | |
| // IWYU pragma: private | |
| #include "./InternalHeaderCheck.h" | |
| namespace Eigen { | |
| namespace internal { | |
| template <typename Scalar> | |
| struct cholmod_configure_matrix; | |
| template <> | |
| struct cholmod_configure_matrix<double> { | |
| template <typename CholmodType> | |
| static void run(CholmodType& mat) { | |
| mat.xtype = CHOLMOD_REAL; | |
| mat.dtype = CHOLMOD_DOUBLE; | |
| } | |
| }; | |
| template <> | |
| struct cholmod_configure_matrix<std::complex<double> > { | |
| template <typename CholmodType> | |
| static void run(CholmodType& mat) { | |
| mat.xtype = CHOLMOD_COMPLEX; | |
| mat.dtype = CHOLMOD_DOUBLE; | |
| } | |
| }; | |
| // Other scalar types are not yet supported by Cholmod | |
| // template<> struct cholmod_configure_matrix<float> { | |
| // template<typename CholmodType> | |
| // static void run(CholmodType& mat) { | |
| // mat.xtype = CHOLMOD_REAL; | |
| // mat.dtype = CHOLMOD_SINGLE; | |
| // } | |
| // }; | |
| // | |
| // template<> struct cholmod_configure_matrix<std::complex<float> > { | |
| // template<typename CholmodType> | |
| // static void run(CholmodType& mat) { | |
| // mat.xtype = CHOLMOD_COMPLEX; | |
| // mat.dtype = CHOLMOD_SINGLE; | |
| // } | |
| // }; | |
| } // namespace internal | |
| /** Wraps the Eigen sparse matrix \a mat into a Cholmod sparse matrix object. | |
| * Note that the data are shared. | |
| */ | |
| template <typename Scalar_, int Options_, typename StorageIndex_> | |
| cholmod_sparse viewAsCholmod(Ref<SparseMatrix<Scalar_, Options_, StorageIndex_> > mat) { | |
| cholmod_sparse res; | |
| res.nzmax = mat.nonZeros(); | |
| res.nrow = mat.rows(); | |
| res.ncol = mat.cols(); | |
| res.p = mat.outerIndexPtr(); | |
| res.i = mat.innerIndexPtr(); | |
| res.x = mat.valuePtr(); | |
| res.z = 0; | |
| res.sorted = 1; | |
| if (mat.isCompressed()) { | |
| res.packed = 1; | |
| res.nz = 0; | |
| } else { | |
| res.packed = 0; | |
| res.nz = mat.innerNonZeroPtr(); | |
| } | |
| res.dtype = 0; | |
| res.stype = -1; | |
| EIGEN_IF_CONSTEXPR ((std::is_same<StorageIndex_, int>::value)) { | |
| res.itype = CHOLMOD_INT; | |
| } else EIGEN_IF_CONSTEXPR ((std::is_same<StorageIndex_, SuiteSparse_long>::value)) { | |
| res.itype = CHOLMOD_LONG; | |
| } else { | |
| eigen_assert(false && "Index type not supported yet"); | |
| } | |
| // setup res.xtype | |
| internal::cholmod_configure_matrix<Scalar_>::run(res); | |
| res.stype = 0; | |
| return res; | |
| } | |
| template <typename Scalar_, int Options_, typename Index_> | |
| const cholmod_sparse viewAsCholmod(const SparseMatrix<Scalar_, Options_, Index_>& mat) { | |
| cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<Scalar_, Options_, Index_> >(mat.const_cast_derived())); | |
| return res; | |
| } | |
| template <typename Scalar_, int Options_, typename Index_> | |
| const cholmod_sparse viewAsCholmod(const SparseVector<Scalar_, Options_, Index_>& mat) { | |
| cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<Scalar_, Options_, Index_> >(mat.const_cast_derived())); | |
| return res; | |
| } | |
| /** Returns a view of the Eigen sparse matrix \a mat as Cholmod sparse matrix. | |
| * The data are not copied but shared. */ | |
| template <typename Scalar_, int Options_, typename Index_, unsigned int UpLo> | |
| cholmod_sparse viewAsCholmod(const SparseSelfAdjointView<const SparseMatrix<Scalar_, Options_, Index_>, UpLo>& mat) { | |
| cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<Scalar_, Options_, Index_> >(mat.matrix().const_cast_derived())); | |
| EIGEN_IF_CONSTEXPR (UpLo == Upper) res.stype = 1; | |
| EIGEN_IF_CONSTEXPR (UpLo == Lower) res.stype = -1; | |
| // swap stype for rowmajor matrices (only works for real matrices) | |
| EIGEN_STATIC_ASSERT((Options_ & RowMajorBit) == 0 || NumTraits<Scalar_>::IsComplex == 0, | |
| THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES); | |
| EIGEN_IF_CONSTEXPR (Options_ & RowMajorBit) res.stype *= -1; | |
| return res; | |
| } | |
| /** Returns a view of the Eigen \b dense matrix \a mat as Cholmod dense matrix. | |
| * The data are not copied but shared. */ | |
| template <typename Derived> | |
| cholmod_dense viewAsCholmod(MatrixBase<Derived>& mat) { | |
| EIGEN_STATIC_ASSERT((internal::traits<Derived>::Flags & RowMajorBit) == 0, | |
| THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES); | |
| typedef typename Derived::Scalar Scalar; | |
| cholmod_dense res; | |
| res.nrow = mat.rows(); | |
| res.ncol = mat.cols(); | |
| res.nzmax = res.nrow * res.ncol; | |
| res.d = Derived::IsVectorAtCompileTime ? mat.derived().size() : mat.derived().outerStride(); | |
| res.x = (void*)(mat.derived().data()); | |
| res.z = 0; | |
| internal::cholmod_configure_matrix<Scalar>::run(res); | |
| return res; | |
| } | |
| /** Returns a view of the Cholmod sparse matrix \a cm as an Eigen sparse matrix. | |
| * The data are not copied but shared. */ | |
| template <typename Scalar, typename StorageIndex> | |
| Map<const SparseMatrix<Scalar, ColMajor, StorageIndex> > viewAsEigen(cholmod_sparse& cm) { | |
| return Map<const SparseMatrix<Scalar, ColMajor, StorageIndex> >( | |
| cm.nrow, cm.ncol, static_cast<StorageIndex*>(cm.p)[cm.ncol], static_cast<StorageIndex*>(cm.p), | |
| static_cast<StorageIndex*>(cm.i), static_cast<Scalar*>(cm.x)); | |
| } | |
| /** Returns a view of the Cholmod sparse matrix factor \a cm as an Eigen sparse matrix. | |
| * The data are not copied but shared. */ | |
| template <typename Scalar, typename StorageIndex> | |
| Map<const SparseMatrix<Scalar, ColMajor, StorageIndex> > viewAsEigen(cholmod_factor& cm) { | |
| return Map<const SparseMatrix<Scalar, ColMajor, StorageIndex> >( | |
| cm.n, cm.n, static_cast<StorageIndex*>(cm.p)[cm.n], static_cast<StorageIndex*>(cm.p), | |
| static_cast<StorageIndex*>(cm.i), static_cast<Scalar*>(cm.x)); | |
| } | |
| namespace internal { | |
| // template specializations for int and long that call the correct cholmod method | |
| #define EIGEN_CHOLMOD_SPECIALIZE0(ret, name) \ | |
| template <typename StorageIndex_> \ | |
| inline ret cm_##name(cholmod_common& Common) { \ | |
| return cholmod_##name(&Common); \ | |
| } \ | |
| template <> \ | |
| inline ret cm_##name<SuiteSparse_long>(cholmod_common & Common) { \ | |
| return cholmod_l_##name(&Common); \ | |
| } | |
| #define EIGEN_CHOLMOD_SPECIALIZE1(ret, name, t1, a1) \ | |
| template <typename StorageIndex_> \ | |
| inline ret cm_##name(t1& a1, cholmod_common& Common) { \ | |
| return cholmod_##name(&a1, &Common); \ | |
| } \ | |
| template <> \ | |
| inline ret cm_##name<SuiteSparse_long>(t1 & a1, cholmod_common & Common) { \ | |
| return cholmod_l_##name(&a1, &Common); \ | |
| } | |
| EIGEN_CHOLMOD_SPECIALIZE0(int, start) | |
| EIGEN_CHOLMOD_SPECIALIZE0(int, finish) | |
| EIGEN_CHOLMOD_SPECIALIZE1(int, free_factor, cholmod_factor*, L) | |
| EIGEN_CHOLMOD_SPECIALIZE1(int, free_dense, cholmod_dense*, X) | |
| EIGEN_CHOLMOD_SPECIALIZE1(int, free_sparse, cholmod_sparse*, A) | |
| EIGEN_CHOLMOD_SPECIALIZE1(cholmod_factor*, analyze, cholmod_sparse, A) | |
| EIGEN_CHOLMOD_SPECIALIZE1(cholmod_sparse*, factor_to_sparse, cholmod_factor, L) | |
| template <typename StorageIndex_> | |
| inline cholmod_dense* cm_solve(int sys, cholmod_factor& L, cholmod_dense& B, cholmod_common& Common) { | |
| return cholmod_solve(sys, &L, &B, &Common); | |
| } | |
| template <> | |
| inline cholmod_dense* cm_solve<SuiteSparse_long>(int sys, cholmod_factor& L, cholmod_dense& B, cholmod_common& Common) { | |
| return cholmod_l_solve(sys, &L, &B, &Common); | |
| } | |
| template <typename StorageIndex_> | |
| inline cholmod_sparse* cm_spsolve(int sys, cholmod_factor& L, cholmod_sparse& B, cholmod_common& Common) { | |
| return cholmod_spsolve(sys, &L, &B, &Common); | |
| } | |
| template <> | |
| inline cholmod_sparse* cm_spsolve<SuiteSparse_long>(int sys, cholmod_factor& L, cholmod_sparse& B, | |
| cholmod_common& Common) { | |
| return cholmod_l_spsolve(sys, &L, &B, &Common); | |
| } | |
| template <typename StorageIndex_> | |
| inline int cm_factorize_p(cholmod_sparse* A, double beta[2], StorageIndex_* fset, std::size_t fsize, cholmod_factor* L, | |
| cholmod_common& Common) { | |
| return cholmod_factorize_p(A, beta, fset, fsize, L, &Common); | |
| } | |
| template <> | |
| inline int cm_factorize_p<SuiteSparse_long>(cholmod_sparse* A, double beta[2], SuiteSparse_long* fset, | |
| std::size_t fsize, cholmod_factor* L, cholmod_common& Common) { | |
| return cholmod_l_factorize_p(A, beta, fset, fsize, L, &Common); | |
| } | |
| #undef EIGEN_CHOLMOD_SPECIALIZE0 | |
| #undef EIGEN_CHOLMOD_SPECIALIZE1 | |
| } // namespace internal | |
| enum CholmodMode { CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt }; | |
| /** \ingroup CholmodSupport_Module | |
| * \class CholmodBase | |
| * \brief The base class for the direct Cholesky factorization of Cholmod | |
| * \sa class CholmodSupernodalLLT, class CholmodSimplicialLDLT, class CholmodSimplicialLLT | |
| */ | |
| template <typename MatrixType_, int UpLo_, typename Derived> | |
| class CholmodBase : public SparseSolverBase<Derived> { | |
| protected: | |
| typedef SparseSolverBase<Derived> Base; | |
| using Base::derived; | |
| using Base::m_isInitialized; | |
| public: | |
| typedef MatrixType_ MatrixType; | |
| enum { UpLo = UpLo_ }; | |
| typedef typename MatrixType::Scalar Scalar; | |
| typedef typename MatrixType::RealScalar RealScalar; | |
| typedef MatrixType CholMatrixType; | |
| typedef typename MatrixType::StorageIndex StorageIndex; | |
| enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }; | |
| public: | |
| CholmodBase() : m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false) { | |
| EIGEN_STATIC_ASSERT((std::is_same<double, RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY); | |
| m_shiftOffset[0] = m_shiftOffset[1] = 0.0; | |
| internal::cm_start<StorageIndex>(m_cholmod); | |
| } | |
| explicit CholmodBase(const MatrixType& matrix) | |
| : m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false) { | |
| EIGEN_STATIC_ASSERT((std::is_same<double, RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY); | |
| m_shiftOffset[0] = m_shiftOffset[1] = 0.0; | |
| internal::cm_start<StorageIndex>(m_cholmod); | |
| compute(matrix); | |
| } | |
| ~CholmodBase() { | |
| if (m_cholmodFactor) internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod); | |
| internal::cm_finish<StorageIndex>(m_cholmod); | |
| } | |
| inline StorageIndex cols() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); } | |
| inline StorageIndex rows() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); } | |
| /** \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; | |
| } | |
| /** Computes the sparse Cholesky decomposition of \a matrix */ | |
| Derived& compute(const MatrixType& matrix) { | |
| analyzePattern(matrix); | |
| factorize(matrix); | |
| return derived(); | |
| } | |
| /** Performs a symbolic decomposition on the sparsity pattern of \a matrix. | |
| * | |
| * This function is particularly useful when solving for several problems having the same structure. | |
| * | |
| * \sa factorize() | |
| */ | |
| void analyzePattern(const MatrixType& matrix) { | |
| if (m_cholmodFactor) { | |
| internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod); | |
| m_cholmodFactor = 0; | |
| } | |
| cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>()); | |
| m_cholmodFactor = internal::cm_analyze<StorageIndex>(A, m_cholmod); | |
| this->m_isInitialized = true; | |
| this->m_info = Success; | |
| m_analysisIsOk = true; | |
| m_factorizationIsOk = false; | |
| } | |
| /** Performs a numeric decomposition of \a matrix | |
| * | |
| * The given matrix must have the same sparsity pattern as the matrix on which the symbolic decomposition has been | |
| * performed. | |
| * | |
| * \sa analyzePattern() | |
| */ | |
| void factorize(const MatrixType& matrix) { | |
| eigen_assert(m_analysisIsOk && "You must first call analyzePattern()"); | |
| cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>()); | |
| internal::cm_factorize_p<StorageIndex>(&A, m_shiftOffset, 0, 0, m_cholmodFactor, m_cholmod); | |
| // If the factorization failed, either the input matrix was zero (so m_cholmodFactor == nullptr), or minor is the | |
| // column at which it failed. On success minor == n. | |
| this->m_info = | |
| (m_cholmodFactor != nullptr && m_cholmodFactor->minor == m_cholmodFactor->n ? Success : NumericalIssue); | |
| m_factorizationIsOk = true; | |
| } | |
| /** Returns a reference to the Cholmod's configuration structure to get a full control over the performed operations. | |
| * See the Cholmod user guide for details. */ | |
| cholmod_common& cholmod() { return m_cholmod; } | |
| #ifndef EIGEN_PARSED_BY_DOXYGEN | |
| /** \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()"); | |
| const Index size = m_cholmodFactor->n; | |
| EIGEN_UNUSED_VARIABLE(size); | |
| eigen_assert(size == b.rows()); | |
| // Cholmod needs column-major storage without inner-stride, which corresponds to the default behavior of Ref. | |
| Ref<const Matrix<typename Rhs::Scalar, Dynamic, Dynamic, ColMajor> > b_ref(b.derived()); | |
| cholmod_dense b_cd = viewAsCholmod(b_ref); | |
| cholmod_dense* x_cd = internal::cm_solve<StorageIndex>(CHOLMOD_A, *m_cholmodFactor, b_cd, m_cholmod); | |
| if (!x_cd) { | |
| this->m_info = NumericalIssue; | |
| return; | |
| } | |
| // TODO: optimize this copy by swapping when possible (be careful with alignment, etc.) | |
| // NOTE Actually, the copy can be avoided by calling cholmod_solve2 instead of cholmod_solve | |
| dest = Matrix<Scalar, Dest::RowsAtCompileTime, Dest::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x), | |
| b.rows(), b.cols()); | |
| internal::cm_free_dense<StorageIndex>(x_cd, m_cholmod); | |
| } | |
| /** \internal */ | |
| template <typename RhsDerived, typename DestDerived> | |
| void _solve_impl(const SparseMatrixBase<RhsDerived>& b, SparseMatrixBase<DestDerived>& 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()"); | |
| const Index size = m_cholmodFactor->n; | |
| EIGEN_UNUSED_VARIABLE(size); | |
| eigen_assert(size == b.rows()); | |
| // note: cs stands for Cholmod Sparse | |
| Ref<SparseMatrix<typename RhsDerived::Scalar, ColMajor, typename RhsDerived::StorageIndex> > b_ref( | |
| b.const_cast_derived()); | |
| cholmod_sparse b_cs = viewAsCholmod(b_ref); | |
| cholmod_sparse* x_cs = internal::cm_spsolve<StorageIndex>(CHOLMOD_A, *m_cholmodFactor, b_cs, m_cholmod); | |
| if (!x_cs) { | |
| this->m_info = NumericalIssue; | |
| return; | |
| } | |
| // TODO: optimize this copy by swapping when possible (be careful with alignment, etc.) | |
| // NOTE cholmod_spsolve in fact just calls the dense solver for blocks of 4 columns at a time (similar to Eigen's | |
| // sparse solver) | |
| dest.derived() = viewAsEigen<typename DestDerived::Scalar, typename DestDerived::StorageIndex>(*x_cs); | |
| internal::cm_free_sparse<StorageIndex>(x_cs, m_cholmod); | |
| } | |
| #endif // EIGEN_PARSED_BY_DOXYGEN | |
| /** Sets the shift parameter that will be used to adjust the diagonal coefficients during the numerical factorization. | |
| * | |
| * During the numerical factorization, an offset term is added to the diagonal coefficients:\n | |
| * \c d_ii = \a offset + \c d_ii | |
| * | |
| * The default is \a offset=0. | |
| * | |
| * \returns a reference to \c *this. | |
| */ | |
| Derived& setShift(const RealScalar& offset) { | |
| m_shiftOffset[0] = double(offset); | |
| return derived(); | |
| } | |
| /** \returns the determinant of the underlying matrix from the current factorization */ | |
| Scalar determinant() const { | |
| using std::exp; | |
| return exp(logDeterminant()); | |
| } | |
| /** \returns the log determinant of the underlying matrix from the current factorization */ | |
| Scalar logDeterminant() const { | |
| using numext::real; | |
| using std::log; | |
| eigen_assert(m_factorizationIsOk && | |
| "The decomposition is not in a valid state for solving, you must first call either compute() or " | |
| "symbolic()/numeric()"); | |
| RealScalar logDet = 0; | |
| Scalar* x = static_cast<Scalar*>(m_cholmodFactor->x); | |
| if (m_cholmodFactor->is_super) { | |
| // Supernodal factorization stored as a packed list of dense column-major blocks, | |
| // as described by the following structure: | |
| // super[k] == index of the first column of the k-th super node | |
| StorageIndex* super = static_cast<StorageIndex*>(m_cholmodFactor->super); | |
| // pi[k] == offset to the description of row indices | |
| StorageIndex* pi = static_cast<StorageIndex*>(m_cholmodFactor->pi); | |
| // px[k] == offset to the respective dense block | |
| StorageIndex* px = static_cast<StorageIndex*>(m_cholmodFactor->px); | |
| Index nb_super_nodes = m_cholmodFactor->nsuper; | |
| for (Index k = 0; k < nb_super_nodes; ++k) { | |
| StorageIndex ncols = super[k + 1] - super[k]; | |
| StorageIndex nrows = pi[k + 1] - pi[k]; | |
| Map<const Array<Scalar, 1, Dynamic>, 0, InnerStride<> > sk(x + px[k], ncols, InnerStride<>(nrows + 1)); | |
| logDet += sk.real().log().sum(); | |
| } | |
| } else { | |
| // Simplicial factorization stored as standard CSC matrix. | |
| StorageIndex* p = static_cast<StorageIndex*>(m_cholmodFactor->p); | |
| Index size = m_cholmodFactor->n; | |
| for (Index k = 0; k < size; ++k) logDet += log(real(x[p[k]])); | |
| } | |
| if (m_cholmodFactor->is_ll) logDet *= 2.0; | |
| return logDet; | |
| } | |
| template <typename Stream> | |
| void dumpMemory(Stream& /*s*/) {} | |
| protected: | |
| mutable cholmod_common m_cholmod; | |
| cholmod_factor* m_cholmodFactor; | |
| double m_shiftOffset[2]; | |
| mutable ComputationInfo m_info; | |
| int m_factorizationIsOk; | |
| int m_analysisIsOk; | |
| }; | |
| /** \ingroup CholmodSupport_Module | |
| * \class CholmodSimplicialLLT | |
| * \brief A simplicial direct Cholesky (LLT) factorization and solver based on Cholmod | |
| * | |
| * This class allows to solve for A.X = B sparse linear problems via a simplicial LL^T Cholesky factorization | |
| * using the Cholmod library. | |
| * This simplicial variant is equivalent to Eigen's built-in SimplicialLLT class. Therefore, it has little practical | |
| * interest. The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices X and B can be | |
| * either dense or sparse. | |
| * | |
| * \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. | |
| * | |
| * \implsparsesolverconcept | |
| * | |
| * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non | |
| * compressed, except row-major matrices with complex scalars. | |
| * | |
| * \warning Only double precision real and complex scalar types are supported by Cholmod. | |
| * | |
| * \sa \ref TutorialSparseSolverConcept, class CholmodSupernodalLLT, class SimplicialLLT | |
| */ | |
| template <typename MatrixType_, int UpLo_ = Lower> | |
| class CholmodSimplicialLLT : public CholmodBase<MatrixType_, UpLo_, CholmodSimplicialLLT<MatrixType_, UpLo_> > { | |
| typedef CholmodBase<MatrixType_, UpLo_, CholmodSimplicialLLT> Base; | |
| using Base::m_cholmod; | |
| public: | |
| typedef MatrixType_ MatrixType; | |
| typedef typename MatrixType::Scalar Scalar; | |
| typedef typename MatrixType::RealScalar RealScalar; | |
| typedef typename MatrixType::StorageIndex StorageIndex; | |
| typedef TriangularView<const MatrixType, Eigen::Lower> MatrixL; | |
| typedef TriangularView<const typename MatrixType::AdjointReturnType, Eigen::Upper> MatrixU; | |
| CholmodSimplicialLLT() : Base() { init(); } | |
| CholmodSimplicialLLT(const MatrixType& matrix) : Base() { | |
| init(); | |
| this->compute(matrix); | |
| } | |
| /** \returns an expression of the factor L */ | |
| inline MatrixL matrixL() const { return viewAsEigen<Scalar, StorageIndex>(*Base::m_cholmodFactor); } | |
| /** \returns an expression of the factor U (= L^*) */ | |
| inline MatrixU matrixU() const { return matrixL().adjoint(); } | |
| protected: | |
| void init() { | |
| m_cholmod.final_asis = 0; | |
| m_cholmod.supernodal = CHOLMOD_SIMPLICIAL; | |
| m_cholmod.final_ll = 1; | |
| } | |
| }; | |
| /** \ingroup CholmodSupport_Module | |
| * \class CholmodSimplicialLDLT | |
| * \brief A simplicial direct Cholesky (LDLT) factorization and solver based on Cholmod | |
| * | |
| * This class allows to solve for A.X = B sparse linear problems via a simplicial LDL^T Cholesky factorization | |
| * using the Cholmod library. | |
| * This simplicial variant is equivalent to Eigen's built-in SimplicialLDLT class. Therefore, it has little practical | |
| * interest. The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices X and B can be | |
| * either dense or sparse. | |
| * | |
| * \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. | |
| * | |
| * \implsparsesolverconcept | |
| * | |
| * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non | |
| * compressed, except row-major matrices with complex scalars. | |
| * | |
| * \warning Only double precision real and complex scalar types are supported by Cholmod. | |
| * | |
| * \sa \ref TutorialSparseSolverConcept, class CholmodSupernodalLLT, class SimplicialLDLT | |
| */ | |
| template <typename MatrixType_, int UpLo_ = Lower> | |
| class CholmodSimplicialLDLT : public CholmodBase<MatrixType_, UpLo_, CholmodSimplicialLDLT<MatrixType_, UpLo_> > { | |
| typedef CholmodBase<MatrixType_, UpLo_, CholmodSimplicialLDLT> Base; | |
| using Base::m_cholmod; | |
| public: | |
| typedef MatrixType_ MatrixType; | |
| typedef typename MatrixType::Scalar Scalar; | |
| typedef typename MatrixType::RealScalar RealScalar; | |
| typedef typename MatrixType::StorageIndex StorageIndex; | |
| typedef Matrix<Scalar, Dynamic, 1> VectorType; | |
| typedef TriangularView<const MatrixType, Eigen::UnitLower> MatrixL; | |
| typedef TriangularView<const typename MatrixType::AdjointReturnType, Eigen::UnitUpper> MatrixU; | |
| CholmodSimplicialLDLT() : Base() { init(); } | |
| CholmodSimplicialLDLT(const MatrixType& matrix) : Base() { | |
| init(); | |
| this->compute(matrix); | |
| } | |
| /** \returns a vector expression of the diagonal D */ | |
| inline VectorType vectorD() const { | |
| auto cholmodL = viewAsEigen<Scalar, StorageIndex>(*Base::m_cholmodFactor); | |
| VectorType D{cholmodL.rows()}; | |
| for (Index k = 0; k < cholmodL.outerSize(); ++k) { | |
| typename decltype(cholmodL)::InnerIterator it{cholmodL, k}; | |
| D(k) = it.value(); | |
| } | |
| return D; | |
| } | |
| /** \returns an expression of the factor L */ | |
| inline MatrixL matrixL() const { return viewAsEigen<Scalar, StorageIndex>(*Base::m_cholmodFactor); } | |
| /** \returns an expression of the factor U (= L^*) */ | |
| inline MatrixU matrixU() const { return matrixL().adjoint(); } | |
| protected: | |
| void init() { | |
| m_cholmod.final_asis = 1; | |
| m_cholmod.supernodal = CHOLMOD_SIMPLICIAL; | |
| } | |
| }; | |
| /** \ingroup CholmodSupport_Module | |
| * \class CholmodSupernodalLLT | |
| * \brief A supernodal Cholesky (LLT) factorization and solver based on Cholmod | |
| * | |
| * This class allows to solve for A.X = B sparse linear problems via a supernodal LL^T Cholesky factorization | |
| * using the Cholmod library. | |
| * This supernodal variant performs best on dense enough problems, e.g., 3D FEM, or very high order 2D FEM. | |
| * The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices | |
| * X and B can be either dense or sparse. | |
| * | |
| * \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. | |
| * | |
| * \implsparsesolverconcept | |
| * | |
| * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non | |
| * compressed, except row-major matrices with complex scalars. | |
| * | |
| * \warning Only double precision real and complex scalar types are supported by Cholmod. | |
| * | |
| * \sa \ref TutorialSparseSolverConcept | |
| */ | |
| template <typename MatrixType_, int UpLo_ = Lower> | |
| class CholmodSupernodalLLT : public CholmodBase<MatrixType_, UpLo_, CholmodSupernodalLLT<MatrixType_, UpLo_> > { | |
| typedef CholmodBase<MatrixType_, UpLo_, CholmodSupernodalLLT> Base; | |
| using Base::m_cholmod; | |
| public: | |
| typedef MatrixType_ MatrixType; | |
| typedef typename MatrixType::Scalar Scalar; | |
| typedef typename MatrixType::RealScalar RealScalar; | |
| typedef typename MatrixType::StorageIndex StorageIndex; | |
| CholmodSupernodalLLT() : Base() { init(); } | |
| CholmodSupernodalLLT(const MatrixType& matrix) : Base() { | |
| init(); | |
| this->compute(matrix); | |
| } | |
| /** \returns an expression of the factor L */ | |
| inline MatrixType matrixL() const { | |
| // Convert Cholmod factor's supernodal storage format to Eigen's CSC storage format | |
| cholmod_sparse* cholmodL = internal::cm_factor_to_sparse(*Base::m_cholmodFactor, m_cholmod); | |
| MatrixType L = viewAsEigen<Scalar, StorageIndex>(*cholmodL); | |
| internal::cm_free_sparse<StorageIndex>(cholmodL, m_cholmod); | |
| return L; | |
| } | |
| /** \returns an expression of the factor U (= L^*) */ | |
| inline MatrixType matrixU() const { return matrixL().adjoint(); } | |
| protected: | |
| void init() { | |
| m_cholmod.final_asis = 1; | |
| m_cholmod.supernodal = CHOLMOD_SUPERNODAL; | |
| } | |
| }; | |
| /** \ingroup CholmodSupport_Module | |
| * \class CholmodDecomposition | |
| * \brief A general Cholesky factorization and solver based on Cholmod | |
| * | |
| * This class allows to solve for A.X = B sparse linear problems via a LL^T or LDL^T Cholesky factorization | |
| * using the Cholmod library. The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices | |
| * X and B can be either dense or sparse. | |
| * | |
| * This variant permits to change the underlying Cholesky method at runtime. | |
| * On the other hand, it does not provide access to the result of the factorization. | |
| * The default is to let Cholmod automatically choose between a simplicial and supernodal factorization. | |
| * | |
| * \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. | |
| * | |
| * \implsparsesolverconcept | |
| * | |
| * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non | |
| * compressed, except row-major matrices with complex scalars. | |
| * | |
| * \warning Only double precision real and complex scalar types are supported by Cholmod. | |
| * | |
| * \sa \ref TutorialSparseSolverConcept | |
| */ | |
| template <typename MatrixType_, int UpLo_ = Lower> | |
| class CholmodDecomposition : public CholmodBase<MatrixType_, UpLo_, CholmodDecomposition<MatrixType_, UpLo_> > { | |
| typedef CholmodBase<MatrixType_, UpLo_, CholmodDecomposition> Base; | |
| using Base::m_cholmod; | |
| public: | |
| typedef MatrixType_ MatrixType; | |
| CholmodDecomposition() : Base() { init(); } | |
| CholmodDecomposition(const MatrixType& matrix) : Base() { | |
| init(); | |
| this->compute(matrix); | |
| } | |
| void setMode(CholmodMode mode) { | |
| switch (mode) { | |
| case CholmodAuto: | |
| m_cholmod.final_asis = 1; | |
| m_cholmod.supernodal = CHOLMOD_AUTO; | |
| break; | |
| case CholmodSimplicialLLt: | |
| m_cholmod.final_asis = 0; | |
| m_cholmod.supernodal = CHOLMOD_SIMPLICIAL; | |
| m_cholmod.final_ll = 1; | |
| break; | |
| case CholmodSupernodalLLt: | |
| m_cholmod.final_asis = 1; | |
| m_cholmod.supernodal = CHOLMOD_SUPERNODAL; | |
| break; | |
| case CholmodLDLt: | |
| m_cholmod.final_asis = 1; | |
| m_cholmod.supernodal = CHOLMOD_SIMPLICIAL; | |
| break; | |
| default: | |
| break; | |
| } | |
| } | |
| protected: | |
| void init() { | |
| m_cholmod.final_asis = 1; | |
| m_cholmod.supernodal = CHOLMOD_AUTO; | |
| } | |
| }; | |
| } // end namespace Eigen | |
| #endif // EIGEN_CHOLMODSUPPORT_H |