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1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2008-2012 Gael Guennebaud <gael.guennebaud@inria.fr>
5 //
6 // This Source Code Form is subject to the terms of the Mozilla
7 // Public License v. 2.0. If a copy of the MPL was not distributed
8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9 
10 #ifndef EIGEN_SIMPLICIAL_CHOLESKY_H
11 #define EIGEN_SIMPLICIAL_CHOLESKY_H
12 
13 namespace Eigen {
14 
15 enum SimplicialCholeskyMode {
16   SimplicialCholeskyLLT,
17   SimplicialCholeskyLDLT
18 };
19 
20 namespace internal {
21   template<typename CholMatrixType, typename InputMatrixType>
22   struct simplicial_cholesky_grab_input {
23     typedef CholMatrixType const * ConstCholMatrixPtr;
runsimplicial_cholesky_grab_input24     static void run(const InputMatrixType& input, ConstCholMatrixPtr &pmat, CholMatrixType &tmp)
25     {
26       tmp = input;
27       pmat = &tmp;
28     }
29   };
30 
31   template<typename MatrixType>
32   struct simplicial_cholesky_grab_input<MatrixType,MatrixType> {
33     typedef MatrixType const * ConstMatrixPtr;
34     static void run(const MatrixType& input, ConstMatrixPtr &pmat, MatrixType &/*tmp*/)
35     {
36       pmat = &input;
37     }
38   };
39 } // end namespace internal
40 
41 /** \ingroup SparseCholesky_Module
42   * \brief A base class for direct sparse Cholesky factorizations
43   *
44   * This is a base class for LL^T and LDL^T Cholesky factorizations of sparse matrices that are
45   * selfadjoint and positive definite. These factorizations allow for solving A.X = B where
46   * X and B can be either dense or sparse.
47   *
48   * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
49   * such that the factorized matrix is P A P^-1.
50   *
51   * \tparam Derived the type of the derived class, that is the actual factorization type.
52   *
53   */
54 template<typename Derived>
55 class SimplicialCholeskyBase : public SparseSolverBase<Derived>
56 {
57     typedef SparseSolverBase<Derived> Base;
58     using Base::m_isInitialized;
59 
60   public:
61     typedef typename internal::traits<Derived>::MatrixType MatrixType;
62     typedef typename internal::traits<Derived>::OrderingType OrderingType;
63     enum { UpLo = internal::traits<Derived>::UpLo };
64     typedef typename MatrixType::Scalar Scalar;
65     typedef typename MatrixType::RealScalar RealScalar;
66     typedef typename MatrixType::StorageIndex StorageIndex;
67     typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
68     typedef CholMatrixType const * ConstCholMatrixPtr;
69     typedef Matrix<Scalar,Dynamic,1> VectorType;
70     typedef Matrix<StorageIndex,Dynamic,1> VectorI;
71 
72     enum {
73       ColsAtCompileTime = MatrixType::ColsAtCompileTime,
74       MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
75     };
76 
77   public:
78 
79     using Base::derived;
80 
81     /** Default constructor */
82     SimplicialCholeskyBase()
83       : m_info(Success), m_shiftOffset(0), m_shiftScale(1)
84     {}
85 
86     explicit SimplicialCholeskyBase(const MatrixType& matrix)
87       : m_info(Success), m_shiftOffset(0), m_shiftScale(1)
88     {
89       derived().compute(matrix);
90     }
91 
92     ~SimplicialCholeskyBase()
93     {
94     }
95 
96     Derived& derived() { return *static_cast<Derived*>(this); }
97     const Derived& derived() const { return *static_cast<const Derived*>(this); }
98 
99     inline Index cols() const { return m_matrix.cols(); }
100     inline Index rows() const { return m_matrix.rows(); }
101 
102     /** \brief Reports whether previous computation was successful.
103       *
104       * \returns \c Success if computation was succesful,
105       *          \c NumericalIssue if the matrix.appears to be negative.
106       */
107     ComputationInfo info() const
108     {
109       eigen_assert(m_isInitialized && "Decomposition is not initialized.");
110       return m_info;
111     }
112 
113     /** \returns the permutation P
114       * \sa permutationPinv() */
115     const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& permutationP() const
116     { return m_P; }
117 
118     /** \returns the inverse P^-1 of the permutation P
119       * \sa permutationP() */
120     const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& permutationPinv() const
121     { return m_Pinv; }
122 
123     /** Sets the shift parameters that will be used to adjust the diagonal coefficients during the numerical factorization.
124       *
125       * During the numerical factorization, the diagonal coefficients are transformed by the following linear model:\n
126       * \c d_ii = \a offset + \a scale * \c d_ii
127       *
128       * The default is the identity transformation with \a offset=0, and \a scale=1.
129       *
130       * \returns a reference to \c *this.
131       */
132     Derived& setShift(const RealScalar& offset, const RealScalar& scale = 1)
133     {
134       m_shiftOffset = offset;
135       m_shiftScale = scale;
136       return derived();
137     }
138 
139 #ifndef EIGEN_PARSED_BY_DOXYGEN
140     /** \internal */
141     template<typename Stream>
142     void dumpMemory(Stream& s)
143     {
144       int total = 0;
145       s << "  L:        " << ((total+=(m_matrix.cols()+1) * sizeof(int) + m_matrix.nonZeros()*(sizeof(int)+sizeof(Scalar))) >> 20) << "Mb" << "\n";
146       s << "  diag:     " << ((total+=m_diag.size() * sizeof(Scalar)) >> 20) << "Mb" << "\n";
147       s << "  tree:     " << ((total+=m_parent.size() * sizeof(int)) >> 20) << "Mb" << "\n";
148       s << "  nonzeros: " << ((total+=m_nonZerosPerCol.size() * sizeof(int)) >> 20) << "Mb" << "\n";
149       s << "  perm:     " << ((total+=m_P.size() * sizeof(int)) >> 20) << "Mb" << "\n";
150       s << "  perm^-1:  " << ((total+=m_Pinv.size() * sizeof(int)) >> 20) << "Mb" << "\n";
151       s << "  TOTAL:    " << (total>> 20) << "Mb" << "\n";
152     }
153 
154     /** \internal */
155     template<typename Rhs,typename Dest>
156     void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
157     {
158       eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
159       eigen_assert(m_matrix.rows()==b.rows());
160 
161       if(m_info!=Success)
162         return;
163 
164       if(m_P.size()>0)
165         dest = m_P * b;
166       else
167         dest = b;
168 
169       if(m_matrix.nonZeros()>0) // otherwise L==I
170         derived().matrixL().solveInPlace(dest);
171 
172       if(m_diag.size()>0)
173         dest = m_diag.asDiagonal().inverse() * dest;
174 
175       if (m_matrix.nonZeros()>0) // otherwise U==I
176         derived().matrixU().solveInPlace(dest);
177 
178       if(m_P.size()>0)
179         dest = m_Pinv * dest;
180     }
181 
182     template<typename Rhs,typename Dest>
183     void _solve_impl(const SparseMatrixBase<Rhs> &b, SparseMatrixBase<Dest> &dest) const
184     {
185       internal::solve_sparse_through_dense_panels(derived(), b, dest);
186     }
187 
188 #endif // EIGEN_PARSED_BY_DOXYGEN
189 
190   protected:
191 
192     /** Computes the sparse Cholesky decomposition of \a matrix */
193     template<bool DoLDLT>
194     void compute(const MatrixType& matrix)
195     {
196       eigen_assert(matrix.rows()==matrix.cols());
197       Index size = matrix.cols();
198       CholMatrixType tmp(size,size);
199       ConstCholMatrixPtr pmat;
200       ordering(matrix, pmat, tmp);
201       analyzePattern_preordered(*pmat, DoLDLT);
202       factorize_preordered<DoLDLT>(*pmat);
203     }
204 
205     template<bool DoLDLT>
206     void factorize(const MatrixType& a)
207     {
208       eigen_assert(a.rows()==a.cols());
209       Index size = a.cols();
210       CholMatrixType tmp(size,size);
211       ConstCholMatrixPtr pmat;
212 
213       if(m_P.size()==0 && (UpLo&Upper)==Upper)
214       {
215         // If there is no ordering, try to directly use the input matrix without any copy
216         internal::simplicial_cholesky_grab_input<CholMatrixType,MatrixType>::run(a, pmat, tmp);
217       }
218       else
219       {
220         tmp.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P);
221         pmat = &tmp;
222       }
223 
224       factorize_preordered<DoLDLT>(*pmat);
225     }
226 
227     template<bool DoLDLT>
228     void factorize_preordered(const CholMatrixType& a);
229 
230     void analyzePattern(const MatrixType& a, bool doLDLT)
231     {
232       eigen_assert(a.rows()==a.cols());
233       Index size = a.cols();
234       CholMatrixType tmp(size,size);
235       ConstCholMatrixPtr pmat;
236       ordering(a, pmat, tmp);
237       analyzePattern_preordered(*pmat,doLDLT);
238     }
239     void analyzePattern_preordered(const CholMatrixType& a, bool doLDLT);
240 
241     void ordering(const MatrixType& a, ConstCholMatrixPtr &pmat, CholMatrixType& ap);
242 
243     /** keeps off-diagonal entries; drops diagonal entries */
244     struct keep_diag {
245       inline bool operator() (const Index& row, const Index& col, const Scalar&) const
246       {
247         return row!=col;
248       }
249     };
250 
251     mutable ComputationInfo m_info;
252     bool m_factorizationIsOk;
253     bool m_analysisIsOk;
254 
255     CholMatrixType m_matrix;
256     VectorType m_diag;                                // the diagonal coefficients (LDLT mode)
257     VectorI m_parent;                                 // elimination tree
258     VectorI m_nonZerosPerCol;
259     PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_P;     // the permutation
260     PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_Pinv;  // the inverse permutation
261 
262     RealScalar m_shiftOffset;
263     RealScalar m_shiftScale;
264 };
265 
266 template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialLLT;
267 template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialLDLT;
268 template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialCholesky;
269 
270 namespace internal {
271 
272 template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialLLT<_MatrixType,_UpLo,_Ordering> >
273 {
274   typedef _MatrixType MatrixType;
275   typedef _Ordering OrderingType;
276   enum { UpLo = _UpLo };
277   typedef typename MatrixType::Scalar                         Scalar;
278   typedef typename MatrixType::StorageIndex                   StorageIndex;
279   typedef SparseMatrix<Scalar, ColMajor, StorageIndex>        CholMatrixType;
280   typedef TriangularView<const CholMatrixType, Eigen::Lower>  MatrixL;
281   typedef TriangularView<const typename CholMatrixType::AdjointReturnType, Eigen::Upper>   MatrixU;
282   static inline MatrixL getL(const MatrixType& m) { return MatrixL(m); }
283   static inline MatrixU getU(const MatrixType& m) { return MatrixU(m.adjoint()); }
284 };
285 
286 template<typename _MatrixType,int _UpLo, typename _Ordering> struct traits<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> >
287 {
288   typedef _MatrixType MatrixType;
289   typedef _Ordering OrderingType;
290   enum { UpLo = _UpLo };
291   typedef typename MatrixType::Scalar                             Scalar;
292   typedef typename MatrixType::StorageIndex                       StorageIndex;
293   typedef SparseMatrix<Scalar, ColMajor, StorageIndex>            CholMatrixType;
294   typedef TriangularView<const CholMatrixType, Eigen::UnitLower>  MatrixL;
295   typedef TriangularView<const typename CholMatrixType::AdjointReturnType, Eigen::UnitUpper> MatrixU;
296   static inline MatrixL getL(const MatrixType& m) { return MatrixL(m); }
297   static inline MatrixU getU(const MatrixType& m) { return MatrixU(m.adjoint()); }
298 };
299 
300 template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> >
301 {
302   typedef _MatrixType MatrixType;
303   typedef _Ordering OrderingType;
304   enum { UpLo = _UpLo };
305 };
306 
307 }
308 
309 /** \ingroup SparseCholesky_Module
310   * \class SimplicialLLT
311   * \brief A direct sparse LLT Cholesky factorizations
312   *
313   * This class provides a LL^T Cholesky factorizations of sparse matrices that are
314   * selfadjoint and positive definite. The factorization allows for solving A.X = B where
315   * X and B can be either dense or sparse.
316   *
317   * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
318   * such that the factorized matrix is P A P^-1.
319   *
320   * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
321   * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
322   *               or Upper. Default is Lower.
323   * \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>
324   *
325   * \implsparsesolverconcept
326   *
327   * \sa class SimplicialLDLT, class AMDOrdering, class NaturalOrdering
328   */
329 template<typename _MatrixType, int _UpLo, typename _Ordering>
330     class SimplicialLLT : public SimplicialCholeskyBase<SimplicialLLT<_MatrixType,_UpLo,_Ordering> >
331 {
332 public:
333     typedef _MatrixType MatrixType;
334     enum { UpLo = _UpLo };
335     typedef SimplicialCholeskyBase<SimplicialLLT> Base;
336     typedef typename MatrixType::Scalar Scalar;
337     typedef typename MatrixType::RealScalar RealScalar;
338     typedef typename MatrixType::StorageIndex StorageIndex;
339     typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
340     typedef Matrix<Scalar,Dynamic,1> VectorType;
341     typedef internal::traits<SimplicialLLT> Traits;
342     typedef typename Traits::MatrixL  MatrixL;
343     typedef typename Traits::MatrixU  MatrixU;
344 public:
345     /** Default constructor */
346     SimplicialLLT() : Base() {}
347     /** Constructs and performs the LLT factorization of \a matrix */
348     explicit SimplicialLLT(const MatrixType& matrix)
349         : Base(matrix) {}
350 
351     /** \returns an expression of the factor L */
352     inline const MatrixL matrixL() const {
353         eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized");
354         return Traits::getL(Base::m_matrix);
355     }
356 
357     /** \returns an expression of the factor U (= L^*) */
358     inline const MatrixU matrixU() const {
359         eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized");
360         return Traits::getU(Base::m_matrix);
361     }
362 
363     /** Computes the sparse Cholesky decomposition of \a matrix */
364     SimplicialLLT& compute(const MatrixType& matrix)
365     {
366       Base::template compute<false>(matrix);
367       return *this;
368     }
369 
370     /** Performs a symbolic decomposition on the sparcity of \a matrix.
371       *
372       * This function is particularly useful when solving for several problems having the same structure.
373       *
374       * \sa factorize()
375       */
376     void analyzePattern(const MatrixType& a)
377     {
378       Base::analyzePattern(a, false);
379     }
380 
381     /** Performs a numeric decomposition of \a matrix
382       *
383       * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
384       *
385       * \sa analyzePattern()
386       */
387     void factorize(const MatrixType& a)
388     {
389       Base::template factorize<false>(a);
390     }
391 
392     /** \returns the determinant of the underlying matrix from the current factorization */
393     Scalar determinant() const
394     {
395       Scalar detL = Base::m_matrix.diagonal().prod();
396       return numext::abs2(detL);
397     }
398 };
399 
400 /** \ingroup SparseCholesky_Module
401   * \class SimplicialLDLT
402   * \brief A direct sparse LDLT Cholesky factorizations without square root.
403   *
404   * This class provides a LDL^T Cholesky factorizations without square root of sparse matrices that are
405   * selfadjoint and positive definite. The factorization allows for solving A.X = B where
406   * X and B can be either dense or sparse.
407   *
408   * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
409   * such that the factorized matrix is P A P^-1.
410   *
411   * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
412   * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
413   *               or Upper. Default is Lower.
414   * \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>
415   *
416   * \implsparsesolverconcept
417   *
418   * \sa class SimplicialLLT, class AMDOrdering, class NaturalOrdering
419   */
420 template<typename _MatrixType, int _UpLo, typename _Ordering>
421     class SimplicialLDLT : public SimplicialCholeskyBase<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> >
422 {
423 public:
424     typedef _MatrixType MatrixType;
425     enum { UpLo = _UpLo };
426     typedef SimplicialCholeskyBase<SimplicialLDLT> Base;
427     typedef typename MatrixType::Scalar Scalar;
428     typedef typename MatrixType::RealScalar RealScalar;
429     typedef typename MatrixType::StorageIndex StorageIndex;
430     typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
431     typedef Matrix<Scalar,Dynamic,1> VectorType;
432     typedef internal::traits<SimplicialLDLT> Traits;
433     typedef typename Traits::MatrixL  MatrixL;
434     typedef typename Traits::MatrixU  MatrixU;
435 public:
436     /** Default constructor */
437     SimplicialLDLT() : Base() {}
438 
439     /** Constructs and performs the LLT factorization of \a matrix */
440     explicit SimplicialLDLT(const MatrixType& matrix)
441         : Base(matrix) {}
442 
443     /** \returns a vector expression of the diagonal D */
444     inline const VectorType vectorD() const {
445         eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
446         return Base::m_diag;
447     }
448     /** \returns an expression of the factor L */
449     inline const MatrixL matrixL() const {
450         eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
451         return Traits::getL(Base::m_matrix);
452     }
453 
454     /** \returns an expression of the factor U (= L^*) */
455     inline const MatrixU matrixU() const {
456         eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
457         return Traits::getU(Base::m_matrix);
458     }
459 
460     /** Computes the sparse Cholesky decomposition of \a matrix */
461     SimplicialLDLT& compute(const MatrixType& matrix)
462     {
463       Base::template compute<true>(matrix);
464       return *this;
465     }
466 
467     /** Performs a symbolic decomposition on the sparcity of \a matrix.
468       *
469       * This function is particularly useful when solving for several problems having the same structure.
470       *
471       * \sa factorize()
472       */
473     void analyzePattern(const MatrixType& a)
474     {
475       Base::analyzePattern(a, true);
476     }
477 
478     /** Performs a numeric decomposition of \a matrix
479       *
480       * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
481       *
482       * \sa analyzePattern()
483       */
484     void factorize(const MatrixType& a)
485     {
486       Base::template factorize<true>(a);
487     }
488 
489     /** \returns the determinant of the underlying matrix from the current factorization */
490     Scalar determinant() const
491     {
492       return Base::m_diag.prod();
493     }
494 };
495 
496 /** \deprecated use SimplicialLDLT or class SimplicialLLT
497   * \ingroup SparseCholesky_Module
498   * \class SimplicialCholesky
499   *
500   * \sa class SimplicialLDLT, class SimplicialLLT
501   */
502 template<typename _MatrixType, int _UpLo, typename _Ordering>
503     class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> >
504 {
505 public:
506     typedef _MatrixType MatrixType;
507     enum { UpLo = _UpLo };
508     typedef SimplicialCholeskyBase<SimplicialCholesky> Base;
509     typedef typename MatrixType::Scalar Scalar;
510     typedef typename MatrixType::RealScalar RealScalar;
511     typedef typename MatrixType::StorageIndex StorageIndex;
512     typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
513     typedef Matrix<Scalar,Dynamic,1> VectorType;
514     typedef internal::traits<SimplicialCholesky> Traits;
515     typedef internal::traits<SimplicialLDLT<MatrixType,UpLo> > LDLTTraits;
516     typedef internal::traits<SimplicialLLT<MatrixType,UpLo>  > LLTTraits;
517   public:
518     SimplicialCholesky() : Base(), m_LDLT(true) {}
519 
520     explicit SimplicialCholesky(const MatrixType& matrix)
521       : Base(), m_LDLT(true)
522     {
523       compute(matrix);
524     }
525 
526     SimplicialCholesky& setMode(SimplicialCholeskyMode mode)
527     {
528       switch(mode)
529       {
530       case SimplicialCholeskyLLT:
531         m_LDLT = false;
532         break;
533       case SimplicialCholeskyLDLT:
534         m_LDLT = true;
535         break;
536       default:
537         break;
538       }
539 
540       return *this;
541     }
542 
543     inline const VectorType vectorD() const {
544         eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized");
545         return Base::m_diag;
546     }
547     inline const CholMatrixType rawMatrix() const {
548         eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized");
549         return Base::m_matrix;
550     }
551 
552     /** Computes the sparse Cholesky decomposition of \a matrix */
553     SimplicialCholesky& compute(const MatrixType& matrix)
554     {
555       if(m_LDLT)
556         Base::template compute<true>(matrix);
557       else
558         Base::template compute<false>(matrix);
559       return *this;
560     }
561 
562     /** Performs a symbolic decomposition on the sparcity of \a matrix.
563       *
564       * This function is particularly useful when solving for several problems having the same structure.
565       *
566       * \sa factorize()
567       */
568     void analyzePattern(const MatrixType& a)
569     {
570       Base::analyzePattern(a, m_LDLT);
571     }
572 
573     /** Performs a numeric decomposition of \a matrix
574       *
575       * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
576       *
577       * \sa analyzePattern()
578       */
579     void factorize(const MatrixType& a)
580     {
581       if(m_LDLT)
582         Base::template factorize<true>(a);
583       else
584         Base::template factorize<false>(a);
585     }
586 
587     /** \internal */
588     template<typename Rhs,typename Dest>
589     void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
590     {
591       eigen_assert(Base::m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
592       eigen_assert(Base::m_matrix.rows()==b.rows());
593 
594       if(Base::m_info!=Success)
595         return;
596 
597       if(Base::m_P.size()>0)
598         dest = Base::m_P * b;
599       else
600         dest = b;
601 
602       if(Base::m_matrix.nonZeros()>0) // otherwise L==I
603       {
604         if(m_LDLT)
605           LDLTTraits::getL(Base::m_matrix).solveInPlace(dest);
606         else
607           LLTTraits::getL(Base::m_matrix).solveInPlace(dest);
608       }
609 
610       if(Base::m_diag.size()>0)
611         dest = Base::m_diag.asDiagonal().inverse() * dest;
612 
613       if (Base::m_matrix.nonZeros()>0) // otherwise I==I
614       {
615         if(m_LDLT)
616           LDLTTraits::getU(Base::m_matrix).solveInPlace(dest);
617         else
618           LLTTraits::getU(Base::m_matrix).solveInPlace(dest);
619       }
620 
621       if(Base::m_P.size()>0)
622         dest = Base::m_Pinv * dest;
623     }
624 
625     /** \internal */
626     template<typename Rhs,typename Dest>
627     void _solve_impl(const SparseMatrixBase<Rhs> &b, SparseMatrixBase<Dest> &dest) const
628     {
629       internal::solve_sparse_through_dense_panels(*this, b, dest);
630     }
631 
632     Scalar determinant() const
633     {
634       if(m_LDLT)
635       {
636         return Base::m_diag.prod();
637       }
638       else
639       {
640         Scalar detL = Diagonal<const CholMatrixType>(Base::m_matrix).prod();
641         return numext::abs2(detL);
642       }
643     }
644 
645   protected:
646     bool m_LDLT;
647 };
648 
649 template<typename Derived>
650 void SimplicialCholeskyBase<Derived>::ordering(const MatrixType& a, ConstCholMatrixPtr &pmat, CholMatrixType& ap)
651 {
652   eigen_assert(a.rows()==a.cols());
653   const Index size = a.rows();
654   pmat = &ap;
655   // Note that ordering methods compute the inverse permutation
656   if(!internal::is_same<OrderingType,NaturalOrdering<Index> >::value)
657   {
658     {
659       CholMatrixType C;
660       C = a.template selfadjointView<UpLo>();
661 
662       OrderingType ordering;
663       ordering(C,m_Pinv);
664     }
665 
666     if(m_Pinv.size()>0) m_P = m_Pinv.inverse();
667     else                m_P.resize(0);
668 
669     ap.resize(size,size);
670     ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P);
671   }
672   else
673   {
674     m_Pinv.resize(0);
675     m_P.resize(0);
676     if(int(UpLo)==int(Lower) || MatrixType::IsRowMajor)
677     {
678       // we have to transpose the lower part to to the upper one
679       ap.resize(size,size);
680       ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>();
681     }
682     else
683       internal::simplicial_cholesky_grab_input<CholMatrixType,MatrixType>::run(a, pmat, ap);
684   }
685 }
686 
687 } // end namespace Eigen
688 
689 #endif // EIGEN_SIMPLICIAL_CHOLESKY_H
690