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1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
5 // Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.fr>
6 //
7 // This Source Code Form is subject to the terms of the Mozilla
8 // Public License v. 2.0. If a copy of the MPL was not distributed
9 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
10 
11 
12 #ifndef EIGEN_SPARSE_LU_H
13 #define EIGEN_SPARSE_LU_H
14 
15 namespace Eigen {
16 
17 template <typename _MatrixType, typename _OrderingType = COLAMDOrdering<typename _MatrixType::Index> > class SparseLU;
18 template <typename MappedSparseMatrixType> struct SparseLUMatrixLReturnType;
19 template <typename MatrixLType, typename MatrixUType> struct SparseLUMatrixUReturnType;
20 
21 /** \ingroup SparseLU_Module
22   * \class SparseLU
23   *
24   * \brief Sparse supernodal LU factorization for general matrices
25   *
26   * This class implements the supernodal LU factorization for general matrices.
27   * It uses the main techniques from the sequential SuperLU package
28   * (http://crd-legacy.lbl.gov/~xiaoye/SuperLU/). It handles transparently real
29   * and complex arithmetics with single and double precision, depending on the
30   * scalar type of your input matrix.
31   * The code has been optimized to provide BLAS-3 operations during supernode-panel updates.
32   * It benefits directly from the built-in high-performant Eigen BLAS routines.
33   * Moreover, when the size of a supernode is very small, the BLAS calls are avoided to
34   * enable a better optimization from the compiler. For best performance,
35   * you should compile it with NDEBUG flag to avoid the numerous bounds checking on vectors.
36   *
37   * An important parameter of this class is the ordering method. It is used to reorder the columns
38   * (and eventually the rows) of the matrix to reduce the number of new elements that are created during
39   * numerical factorization. The cheapest method available is COLAMD.
40   * See  \link OrderingMethods_Module the OrderingMethods module \endlink for the list of
41   * built-in and external ordering methods.
42   *
43   * Simple example with key steps
44   * \code
45   * VectorXd x(n), b(n);
46   * SparseMatrix<double, ColMajor> A;
47   * SparseLU<SparseMatrix<scalar, ColMajor>, COLAMDOrdering<Index> >   solver;
48   * // fill A and b;
49   * // Compute the ordering permutation vector from the structural pattern of A
50   * solver.analyzePattern(A);
51   * // Compute the numerical factorization
52   * solver.factorize(A);
53   * //Use the factors to solve the linear system
54   * x = solver.solve(b);
55   * \endcode
56   *
57   * \warning The input matrix A should be in a \b compressed and \b column-major form.
58   * Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix.
59   *
60   * \note Unlike the initial SuperLU implementation, there is no step to equilibrate the matrix.
61   * For badly scaled matrices, this step can be useful to reduce the pivoting during factorization.
62   * If this is the case for your matrices, you can try the basic scaling method at
63   *  "unsupported/Eigen/src/IterativeSolvers/Scaling.h"
64   *
65   * \tparam _MatrixType The type of the sparse matrix. It must be a column-major SparseMatrix<>
66   * \tparam _OrderingType The ordering method to use, either AMD, COLAMD or METIS. Default is COLMAD
67   *
68   *
69   * \sa \ref TutorialSparseDirectSolvers
70   * \sa \ref OrderingMethods_Module
71   */
72 template <typename _MatrixType, typename _OrderingType>
73 class SparseLU : public internal::SparseLUImpl<typename _MatrixType::Scalar, typename _MatrixType::Index>
74 {
75   public:
76     typedef _MatrixType MatrixType;
77     typedef _OrderingType OrderingType;
78     typedef typename MatrixType::Scalar Scalar;
79     typedef typename MatrixType::RealScalar RealScalar;
80     typedef typename MatrixType::Index Index;
81     typedef SparseMatrix<Scalar,ColMajor,Index> NCMatrix;
82     typedef internal::MappedSuperNodalMatrix<Scalar, Index> SCMatrix;
83     typedef Matrix<Scalar,Dynamic,1> ScalarVector;
84     typedef Matrix<Index,Dynamic,1> IndexVector;
85     typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
86     typedef internal::SparseLUImpl<Scalar, Index> Base;
87 
88   public:
SparseLU()89     SparseLU():m_isInitialized(true),m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
90     {
91       initperfvalues();
92     }
SparseLU(const MatrixType & matrix)93     SparseLU(const MatrixType& matrix):m_isInitialized(true),m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
94     {
95       initperfvalues();
96       compute(matrix);
97     }
98 
~SparseLU()99     ~SparseLU()
100     {
101       // Free all explicit dynamic pointers
102     }
103 
104     void analyzePattern (const MatrixType& matrix);
105     void factorize (const MatrixType& matrix);
106     void simplicialfactorize(const MatrixType& matrix);
107 
108     /**
109       * Compute the symbolic and numeric factorization of the input sparse matrix.
110       * The input matrix should be in column-major storage.
111       */
compute(const MatrixType & matrix)112     void compute (const MatrixType& matrix)
113     {
114       // Analyze
115       analyzePattern(matrix);
116       //Factorize
117       factorize(matrix);
118     }
119 
rows()120     inline Index rows() const { return m_mat.rows(); }
cols()121     inline Index cols() const { return m_mat.cols(); }
122     /** Indicate that the pattern of the input matrix is symmetric */
isSymmetric(bool sym)123     void isSymmetric(bool sym)
124     {
125       m_symmetricmode = sym;
126     }
127 
128     /** \returns an expression of the matrix L, internally stored as supernodes
129       * The only operation available with this expression is the triangular solve
130       * \code
131       * y = b; matrixL().solveInPlace(y);
132       * \endcode
133       */
matrixL()134     SparseLUMatrixLReturnType<SCMatrix> matrixL() const
135     {
136       return SparseLUMatrixLReturnType<SCMatrix>(m_Lstore);
137     }
138     /** \returns an expression of the matrix U,
139       * The only operation available with this expression is the triangular solve
140       * \code
141       * y = b; matrixU().solveInPlace(y);
142       * \endcode
143       */
matrixU()144     SparseLUMatrixUReturnType<SCMatrix,MappedSparseMatrix<Scalar,ColMajor,Index> > matrixU() const
145     {
146       return SparseLUMatrixUReturnType<SCMatrix, MappedSparseMatrix<Scalar,ColMajor,Index> >(m_Lstore, m_Ustore);
147     }
148 
149     /**
150       * \returns a reference to the row matrix permutation \f$ P_r \f$ such that \f$P_r A P_c^T = L U\f$
151       * \sa colsPermutation()
152       */
rowsPermutation()153     inline const PermutationType& rowsPermutation() const
154     {
155       return m_perm_r;
156     }
157     /**
158       * \returns a reference to the column matrix permutation\f$ P_c^T \f$ such that \f$P_r A P_c^T = L U\f$
159       * \sa rowsPermutation()
160       */
colsPermutation()161     inline const PermutationType& colsPermutation() const
162     {
163       return m_perm_c;
164     }
165     /** Set the threshold used for a diagonal entry to be an acceptable pivot. */
setPivotThreshold(const RealScalar & thresh)166     void setPivotThreshold(const RealScalar& thresh)
167     {
168       m_diagpivotthresh = thresh;
169     }
170 
171     /** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
172       *
173       * \warning the destination matrix X in X = this->solve(B) must be colmun-major.
174       *
175       * \sa compute()
176       */
177     template<typename Rhs>
solve(const MatrixBase<Rhs> & B)178     inline const internal::solve_retval<SparseLU, Rhs> solve(const MatrixBase<Rhs>& B) const
179     {
180       eigen_assert(m_factorizationIsOk && "SparseLU is not initialized.");
181       eigen_assert(rows()==B.rows()
182                     && "SparseLU::solve(): invalid number of rows of the right hand side matrix B");
183           return internal::solve_retval<SparseLU, Rhs>(*this, B.derived());
184     }
185 
186     /** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
187       *
188       * \sa compute()
189       */
190     template<typename Rhs>
solve(const SparseMatrixBase<Rhs> & B)191     inline const internal::sparse_solve_retval<SparseLU, Rhs> solve(const SparseMatrixBase<Rhs>& B) const
192     {
193       eigen_assert(m_factorizationIsOk && "SparseLU is not initialized.");
194       eigen_assert(rows()==B.rows()
195                     && "SparseLU::solve(): invalid number of rows of the right hand side matrix B");
196           return internal::sparse_solve_retval<SparseLU, Rhs>(*this, B.derived());
197     }
198 
199     /** \brief Reports whether previous computation was successful.
200       *
201       * \returns \c Success if computation was succesful,
202       *          \c NumericalIssue if the LU factorization reports a problem, zero diagonal for instance
203       *          \c InvalidInput if the input matrix is invalid
204       *
205       * \sa iparm()
206       */
info()207     ComputationInfo info() const
208     {
209       eigen_assert(m_isInitialized && "Decomposition is not initialized.");
210       return m_info;
211     }
212 
213     /**
214       * \returns A string describing the type of error
215       */
lastErrorMessage()216     std::string lastErrorMessage() const
217     {
218       return m_lastError;
219     }
220 
221     template<typename Rhs, typename Dest>
_solve(const MatrixBase<Rhs> & B,MatrixBase<Dest> & X_base)222     bool _solve(const MatrixBase<Rhs> &B, MatrixBase<Dest> &X_base) const
223     {
224       Dest& X(X_base.derived());
225       eigen_assert(m_factorizationIsOk && "The matrix should be factorized first");
226       EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0,
227                         THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
228 
229       // Permute the right hand side to form X = Pr*B
230       // on return, X is overwritten by the computed solution
231       X.resize(B.rows(),B.cols());
232 
233       // this ugly const_cast_derived() helps to detect aliasing when applying the permutations
234       for(Index j = 0; j < B.cols(); ++j)
235         X.col(j) = rowsPermutation() * B.const_cast_derived().col(j);
236 
237       //Forward substitution with L
238       this->matrixL().solveInPlace(X);
239       this->matrixU().solveInPlace(X);
240 
241       // Permute back the solution
242       for (Index j = 0; j < B.cols(); ++j)
243         X.col(j) = colsPermutation().inverse() * X.col(j);
244 
245       return true;
246     }
247 
248     /**
249       * \returns the absolute value of the determinant of the matrix of which
250       * *this is the QR decomposition.
251       *
252       * \warning a determinant can be very big or small, so for matrices
253       * of large enough dimension, there is a risk of overflow/underflow.
254       * One way to work around that is to use logAbsDeterminant() instead.
255       *
256       * \sa logAbsDeterminant(), signDeterminant()
257       */
absDeterminant()258      Scalar absDeterminant()
259     {
260       eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
261       // Initialize with the determinant of the row matrix
262       Scalar det = Scalar(1.);
263       //Note that the diagonal blocks of U are stored in supernodes,
264       // which are available in the  L part :)
265       for (Index j = 0; j < this->cols(); ++j)
266       {
267         for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
268         {
269           if(it.row() < j) continue;
270           if(it.row() == j)
271           {
272             det *= (std::abs)(it.value());
273             break;
274           }
275         }
276        }
277        return det;
278      }
279 
280      /** \returns the natural log of the absolute value of the determinant of the matrix
281        * of which **this is the QR decomposition
282        *
283        * \note This method is useful to work around the risk of overflow/underflow that's
284        * inherent to the determinant computation.
285        *
286        * \sa absDeterminant(), signDeterminant()
287        */
logAbsDeterminant()288      Scalar logAbsDeterminant() const
289      {
290        eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
291        Scalar det = Scalar(0.);
292        for (Index j = 0; j < this->cols(); ++j)
293        {
294          for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
295          {
296            if(it.row() < j) continue;
297            if(it.row() == j)
298            {
299              det += (std::log)((std::abs)(it.value()));
300              break;
301            }
302          }
303        }
304        return det;
305      }
306 
307      /** \returns A number representing the sign of the determinant
308        *
309        * \sa absDeterminant(), logAbsDeterminant()
310        */
signDeterminant()311      Scalar signDeterminant()
312      {
313        eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
314        return Scalar(m_detPermR);
315      }
316 
317   protected:
318     // Functions
initperfvalues()319     void initperfvalues()
320     {
321       m_perfv.panel_size = 1;
322       m_perfv.relax = 1;
323       m_perfv.maxsuper = 128;
324       m_perfv.rowblk = 16;
325       m_perfv.colblk = 8;
326       m_perfv.fillfactor = 20;
327     }
328 
329     // Variables
330     mutable ComputationInfo m_info;
331     bool m_isInitialized;
332     bool m_factorizationIsOk;
333     bool m_analysisIsOk;
334     std::string m_lastError;
335     NCMatrix m_mat; // The input (permuted ) matrix
336     SCMatrix m_Lstore; // The lower triangular matrix (supernodal)
337     MappedSparseMatrix<Scalar,ColMajor,Index> m_Ustore; // The upper triangular matrix
338     PermutationType m_perm_c; // Column permutation
339     PermutationType m_perm_r ; // Row permutation
340     IndexVector m_etree; // Column elimination tree
341 
342     typename Base::GlobalLU_t m_glu;
343 
344     // SparseLU options
345     bool m_symmetricmode;
346     // values for performance
347     internal::perfvalues<Index> m_perfv;
348     RealScalar m_diagpivotthresh; // Specifies the threshold used for a diagonal entry to be an acceptable pivot
349     Index m_nnzL, m_nnzU; // Nonzeros in L and U factors
350     Index m_detPermR; // Determinant of the coefficient matrix
351   private:
352     // Disable copy constructor
353     SparseLU (const SparseLU& );
354 
355 }; // End class SparseLU
356 
357 
358 
359 // Functions needed by the anaysis phase
360 /**
361   * Compute the column permutation to minimize the fill-in
362   *
363   *  - Apply this permutation to the input matrix -
364   *
365   *  - Compute the column elimination tree on the permuted matrix
366   *
367   *  - Postorder the elimination tree and the column permutation
368   *
369   */
370 template <typename MatrixType, typename OrderingType>
analyzePattern(const MatrixType & mat)371 void SparseLU<MatrixType, OrderingType>::analyzePattern(const MatrixType& mat)
372 {
373 
374   //TODO  It is possible as in SuperLU to compute row and columns scaling vectors to equilibrate the matrix mat.
375 
376   OrderingType ord;
377   ord(mat,m_perm_c);
378 
379   // Apply the permutation to the column of the input  matrix
380   //First copy the whole input matrix.
381   m_mat = mat;
382   if (m_perm_c.size()) {
383     m_mat.uncompress(); //NOTE: The effect of this command is only to create the InnerNonzeros pointers. FIXME : This vector is filled but not subsequently used.
384     //Then, permute only the column pointers
385     const Index * outerIndexPtr;
386     if (mat.isCompressed()) outerIndexPtr = mat.outerIndexPtr();
387     else
388     {
389       Index *outerIndexPtr_t = new Index[mat.cols()+1];
390       for(Index i = 0; i <= mat.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
391       outerIndexPtr = outerIndexPtr_t;
392     }
393     for (Index i = 0; i < mat.cols(); i++)
394     {
395       m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
396       m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
397     }
398     if(!mat.isCompressed()) delete[] outerIndexPtr;
399   }
400   // Compute the column elimination tree of the permuted matrix
401   IndexVector firstRowElt;
402   internal::coletree(m_mat, m_etree,firstRowElt);
403 
404   // In symmetric mode, do not do postorder here
405   if (!m_symmetricmode) {
406     IndexVector post, iwork;
407     // Post order etree
408     internal::treePostorder(m_mat.cols(), m_etree, post);
409 
410 
411     // Renumber etree in postorder
412     Index m = m_mat.cols();
413     iwork.resize(m+1);
414     for (Index i = 0; i < m; ++i) iwork(post(i)) = post(m_etree(i));
415     m_etree = iwork;
416 
417     // Postmultiply A*Pc by post, i.e reorder the matrix according to the postorder of the etree
418     PermutationType post_perm(m);
419     for (Index i = 0; i < m; i++)
420       post_perm.indices()(i) = post(i);
421 
422     // Combine the two permutations : postorder the permutation for future use
423     if(m_perm_c.size()) {
424       m_perm_c = post_perm * m_perm_c;
425     }
426 
427   } // end postordering
428 
429   m_analysisIsOk = true;
430 }
431 
432 // Functions needed by the numerical factorization phase
433 
434 
435 /**
436   *  - Numerical factorization
437   *  - Interleaved with the symbolic factorization
438   * On exit,  info is
439   *
440   *    = 0: successful factorization
441   *
442   *    > 0: if info = i, and i is
443   *
444   *       <= A->ncol: U(i,i) is exactly zero. The factorization has
445   *          been completed, but the factor U is exactly singular,
446   *          and division by zero will occur if it is used to solve a
447   *          system of equations.
448   *
449   *       > A->ncol: number of bytes allocated when memory allocation
450   *         failure occurred, plus A->ncol. If lwork = -1, it is
451   *         the estimated amount of space needed, plus A->ncol.
452   */
453 template <typename MatrixType, typename OrderingType>
factorize(const MatrixType & matrix)454 void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix)
455 {
456   using internal::emptyIdxLU;
457   eigen_assert(m_analysisIsOk && "analyzePattern() should be called first");
458   eigen_assert((matrix.rows() == matrix.cols()) && "Only for squared matrices");
459 
460   typedef typename IndexVector::Scalar Index;
461 
462 
463   // Apply the column permutation computed in analyzepattern()
464   //   m_mat = matrix * m_perm_c.inverse();
465   m_mat = matrix;
466   if (m_perm_c.size())
467   {
468     m_mat.uncompress(); //NOTE: The effect of this command is only to create the InnerNonzeros pointers.
469     //Then, permute only the column pointers
470     const Index * outerIndexPtr;
471     if (matrix.isCompressed()) outerIndexPtr = matrix.outerIndexPtr();
472     else
473     {
474       Index* outerIndexPtr_t = new Index[matrix.cols()+1];
475       for(Index i = 0; i <= matrix.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
476       outerIndexPtr = outerIndexPtr_t;
477     }
478     for (Index i = 0; i < matrix.cols(); i++)
479     {
480       m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
481       m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
482     }
483     if(!matrix.isCompressed()) delete[] outerIndexPtr;
484   }
485   else
486   { //FIXME This should not be needed if the empty permutation is handled transparently
487     m_perm_c.resize(matrix.cols());
488     for(Index i = 0; i < matrix.cols(); ++i) m_perm_c.indices()(i) = i;
489   }
490 
491   Index m = m_mat.rows();
492   Index n = m_mat.cols();
493   Index nnz = m_mat.nonZeros();
494   Index maxpanel = m_perfv.panel_size * m;
495   // Allocate working storage common to the factor routines
496   Index lwork = 0;
497   Index info = Base::memInit(m, n, nnz, lwork, m_perfv.fillfactor, m_perfv.panel_size, m_glu);
498   if (info)
499   {
500     m_lastError = "UNABLE TO ALLOCATE WORKING MEMORY\n\n" ;
501     m_factorizationIsOk = false;
502     return ;
503   }
504 
505   // Set up pointers for integer working arrays
506   IndexVector segrep(m); segrep.setZero();
507   IndexVector parent(m); parent.setZero();
508   IndexVector xplore(m); xplore.setZero();
509   IndexVector repfnz(maxpanel);
510   IndexVector panel_lsub(maxpanel);
511   IndexVector xprune(n); xprune.setZero();
512   IndexVector marker(m*internal::LUNoMarker); marker.setZero();
513 
514   repfnz.setConstant(-1);
515   panel_lsub.setConstant(-1);
516 
517   // Set up pointers for scalar working arrays
518   ScalarVector dense;
519   dense.setZero(maxpanel);
520   ScalarVector tempv;
521   tempv.setZero(internal::LUnumTempV(m, m_perfv.panel_size, m_perfv.maxsuper, /*m_perfv.rowblk*/m) );
522 
523   // Compute the inverse of perm_c
524   PermutationType iperm_c(m_perm_c.inverse());
525 
526   // Identify initial relaxed snodes
527   IndexVector relax_end(n);
528   if ( m_symmetricmode == true )
529     Base::heap_relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
530   else
531     Base::relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
532 
533 
534   m_perm_r.resize(m);
535   m_perm_r.indices().setConstant(-1);
536   marker.setConstant(-1);
537   m_detPermR = 1; // Record the determinant of the row permutation
538 
539   m_glu.supno(0) = emptyIdxLU; m_glu.xsup.setConstant(0);
540   m_glu.xsup(0) = m_glu.xlsub(0) = m_glu.xusub(0) = m_glu.xlusup(0) = Index(0);
541 
542   // Work on one 'panel' at a time. A panel is one of the following :
543   //  (a) a relaxed supernode at the bottom of the etree, or
544   //  (b) panel_size contiguous columns, <panel_size> defined by the user
545   Index jcol;
546   IndexVector panel_histo(n);
547   Index pivrow; // Pivotal row number in the original row matrix
548   Index nseg1; // Number of segments in U-column above panel row jcol
549   Index nseg; // Number of segments in each U-column
550   Index irep;
551   Index i, k, jj;
552   for (jcol = 0; jcol < n; )
553   {
554     // Adjust panel size so that a panel won't overlap with the next relaxed snode.
555     Index panel_size = m_perfv.panel_size; // upper bound on panel width
556     for (k = jcol + 1; k < (std::min)(jcol+panel_size, n); k++)
557     {
558       if (relax_end(k) != emptyIdxLU)
559       {
560         panel_size = k - jcol;
561         break;
562       }
563     }
564     if (k == n)
565       panel_size = n - jcol;
566 
567     // Symbolic outer factorization on a panel of columns
568     Base::panel_dfs(m, panel_size, jcol, m_mat, m_perm_r.indices(), nseg1, dense, panel_lsub, segrep, repfnz, xprune, marker, parent, xplore, m_glu);
569 
570     // Numeric sup-panel updates in topological order
571     Base::panel_bmod(m, panel_size, jcol, nseg1, dense, tempv, segrep, repfnz, m_glu);
572 
573     // Sparse LU within the panel, and below the panel diagonal
574     for ( jj = jcol; jj< jcol + panel_size; jj++)
575     {
576       k = (jj - jcol) * m; // Column index for w-wide arrays
577 
578       nseg = nseg1; // begin after all the panel segments
579       //Depth-first-search for the current column
580       VectorBlock<IndexVector> panel_lsubk(panel_lsub, k, m);
581       VectorBlock<IndexVector> repfnz_k(repfnz, k, m);
582       info = Base::column_dfs(m, jj, m_perm_r.indices(), m_perfv.maxsuper, nseg, panel_lsubk, segrep, repfnz_k, xprune, marker, parent, xplore, m_glu);
583       if ( info )
584       {
585         m_lastError =  "UNABLE TO EXPAND MEMORY IN COLUMN_DFS() ";
586         m_info = NumericalIssue;
587         m_factorizationIsOk = false;
588         return;
589       }
590       // Numeric updates to this column
591       VectorBlock<ScalarVector> dense_k(dense, k, m);
592       VectorBlock<IndexVector> segrep_k(segrep, nseg1, m-nseg1);
593       info = Base::column_bmod(jj, (nseg - nseg1), dense_k, tempv, segrep_k, repfnz_k, jcol, m_glu);
594       if ( info )
595       {
596         m_lastError = "UNABLE TO EXPAND MEMORY IN COLUMN_BMOD() ";
597         m_info = NumericalIssue;
598         m_factorizationIsOk = false;
599         return;
600       }
601 
602       // Copy the U-segments to ucol(*)
603       info = Base::copy_to_ucol(jj, nseg, segrep, repfnz_k ,m_perm_r.indices(), dense_k, m_glu);
604       if ( info )
605       {
606         m_lastError = "UNABLE TO EXPAND MEMORY IN COPY_TO_UCOL() ";
607         m_info = NumericalIssue;
608         m_factorizationIsOk = false;
609         return;
610       }
611 
612       // Form the L-segment
613       info = Base::pivotL(jj, m_diagpivotthresh, m_perm_r.indices(), iperm_c.indices(), pivrow, m_glu);
614       if ( info )
615       {
616         m_lastError = "THE MATRIX IS STRUCTURALLY SINGULAR ... ZERO COLUMN AT ";
617         std::ostringstream returnInfo;
618         returnInfo << info;
619         m_lastError += returnInfo.str();
620         m_info = NumericalIssue;
621         m_factorizationIsOk = false;
622         return;
623       }
624 
625       // Update the determinant of the row permutation matrix
626       if (pivrow != jj) m_detPermR *= -1;
627 
628       // Prune columns (0:jj-1) using column jj
629       Base::pruneL(jj, m_perm_r.indices(), pivrow, nseg, segrep, repfnz_k, xprune, m_glu);
630 
631       // Reset repfnz for this column
632       for (i = 0; i < nseg; i++)
633       {
634         irep = segrep(i);
635         repfnz_k(irep) = emptyIdxLU;
636       }
637     } // end SparseLU within the panel
638     jcol += panel_size;  // Move to the next panel
639   } // end for -- end elimination
640 
641   // Count the number of nonzeros in factors
642   Base::countnz(n, m_nnzL, m_nnzU, m_glu);
643   // Apply permutation  to the L subscripts
644   Base::fixupL(n, m_perm_r.indices(), m_glu);
645 
646   // Create supernode matrix L
647   m_Lstore.setInfos(m, n, m_glu.lusup, m_glu.xlusup, m_glu.lsub, m_glu.xlsub, m_glu.supno, m_glu.xsup);
648   // Create the column major upper sparse matrix  U;
649   new (&m_Ustore) MappedSparseMatrix<Scalar, ColMajor, Index> ( m, n, m_nnzU, m_glu.xusub.data(), m_glu.usub.data(), m_glu.ucol.data() );
650 
651   m_info = Success;
652   m_factorizationIsOk = true;
653 }
654 
655 template<typename MappedSupernodalType>
656 struct SparseLUMatrixLReturnType : internal::no_assignment_operator
657 {
658   typedef typename MappedSupernodalType::Index Index;
659   typedef typename MappedSupernodalType::Scalar Scalar;
SparseLUMatrixLReturnTypeSparseLUMatrixLReturnType660   SparseLUMatrixLReturnType(const MappedSupernodalType& mapL) : m_mapL(mapL)
661   { }
rowsSparseLUMatrixLReturnType662   Index rows() { return m_mapL.rows(); }
colsSparseLUMatrixLReturnType663   Index cols() { return m_mapL.cols(); }
664   template<typename Dest>
solveInPlaceSparseLUMatrixLReturnType665   void solveInPlace( MatrixBase<Dest> &X) const
666   {
667     m_mapL.solveInPlace(X);
668   }
669   const MappedSupernodalType& m_mapL;
670 };
671 
672 template<typename MatrixLType, typename MatrixUType>
673 struct SparseLUMatrixUReturnType : internal::no_assignment_operator
674 {
675   typedef typename MatrixLType::Index Index;
676   typedef typename MatrixLType::Scalar Scalar;
SparseLUMatrixUReturnTypeSparseLUMatrixUReturnType677   SparseLUMatrixUReturnType(const MatrixLType& mapL, const MatrixUType& mapU)
678   : m_mapL(mapL),m_mapU(mapU)
679   { }
rowsSparseLUMatrixUReturnType680   Index rows() { return m_mapL.rows(); }
colsSparseLUMatrixUReturnType681   Index cols() { return m_mapL.cols(); }
682 
solveInPlaceSparseLUMatrixUReturnType683   template<typename Dest>   void solveInPlace(MatrixBase<Dest> &X) const
684   {
685     Index nrhs = X.cols();
686     Index n = X.rows();
687     // Backward solve with U
688     for (Index k = m_mapL.nsuper(); k >= 0; k--)
689     {
690       Index fsupc = m_mapL.supToCol()[k];
691       Index lda = m_mapL.colIndexPtr()[fsupc+1] - m_mapL.colIndexPtr()[fsupc]; // leading dimension
692       Index nsupc = m_mapL.supToCol()[k+1] - fsupc;
693       Index luptr = m_mapL.colIndexPtr()[fsupc];
694 
695       if (nsupc == 1)
696       {
697         for (Index j = 0; j < nrhs; j++)
698         {
699           X(fsupc, j) /= m_mapL.valuePtr()[luptr];
700         }
701       }
702       else
703       {
704         Map<const Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > A( &(m_mapL.valuePtr()[luptr]), nsupc, nsupc, OuterStride<>(lda) );
705         Map< Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > U (&(X(fsupc,0)), nsupc, nrhs, OuterStride<>(n) );
706         U = A.template triangularView<Upper>().solve(U);
707       }
708 
709       for (Index j = 0; j < nrhs; ++j)
710       {
711         for (Index jcol = fsupc; jcol < fsupc + nsupc; jcol++)
712         {
713           typename MatrixUType::InnerIterator it(m_mapU, jcol);
714           for ( ; it; ++it)
715           {
716             Index irow = it.index();
717             X(irow, j) -= X(jcol, j) * it.value();
718           }
719         }
720       }
721     } // End For U-solve
722   }
723   const MatrixLType& m_mapL;
724   const MatrixUType& m_mapU;
725 };
726 
727 namespace internal {
728 
729 template<typename _MatrixType, typename Derived, typename Rhs>
730 struct solve_retval<SparseLU<_MatrixType,Derived>, Rhs>
731   : solve_retval_base<SparseLU<_MatrixType,Derived>, Rhs>
732 {
733   typedef SparseLU<_MatrixType,Derived> Dec;
734   EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
735 
736   template<typename Dest> void evalTo(Dest& dst) const
737   {
738     dec()._solve(rhs(),dst);
739   }
740 };
741 
742 template<typename _MatrixType, typename Derived, typename Rhs>
743 struct sparse_solve_retval<SparseLU<_MatrixType,Derived>, Rhs>
744   : sparse_solve_retval_base<SparseLU<_MatrixType,Derived>, Rhs>
745 {
746   typedef SparseLU<_MatrixType,Derived> Dec;
747   EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
748 
749   template<typename Dest> void evalTo(Dest& dst) const
750   {
751     this->defaultEvalTo(dst);
752   }
753 };
754 } // end namespace internal
755 
756 } // End namespace Eigen
757 
758 #endif
759