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