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) 2012-2014 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::StorageIndex> > 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 * \implsparsesolverconcept
69 *
70 * \sa \ref TutorialSparseSolverConcept
71 * \sa \ref OrderingMethods_Module
72 */
73 template <typename _MatrixType, typename _OrderingType>
74 class SparseLU : public SparseSolverBase<SparseLU<_MatrixType,_OrderingType> >, public internal::SparseLUImpl<typename _MatrixType::Scalar, typename _MatrixType::StorageIndex>
75 {
76 protected:
77 typedef SparseSolverBase<SparseLU<_MatrixType,_OrderingType> > APIBase;
78 using APIBase::m_isInitialized;
79 public:
80 using APIBase::_solve_impl;
81
82 typedef _MatrixType MatrixType;
83 typedef _OrderingType OrderingType;
84 typedef typename MatrixType::Scalar Scalar;
85 typedef typename MatrixType::RealScalar RealScalar;
86 typedef typename MatrixType::StorageIndex StorageIndex;
87 typedef SparseMatrix<Scalar,ColMajor,StorageIndex> NCMatrix;
88 typedef internal::MappedSuperNodalMatrix<Scalar, StorageIndex> SCMatrix;
89 typedef Matrix<Scalar,Dynamic,1> ScalarVector;
90 typedef Matrix<StorageIndex,Dynamic,1> IndexVector;
91 typedef PermutationMatrix<Dynamic, Dynamic, StorageIndex> PermutationType;
92 typedef internal::SparseLUImpl<Scalar, StorageIndex> Base;
93
94 enum {
95 ColsAtCompileTime = MatrixType::ColsAtCompileTime,
96 MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
97 };
98
99 public:
SparseLU()100 SparseLU():m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
101 {
102 initperfvalues();
103 }
SparseLU(const MatrixType & matrix)104 explicit SparseLU(const MatrixType& matrix)
105 : m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
106 {
107 initperfvalues();
108 compute(matrix);
109 }
110
~SparseLU()111 ~SparseLU()
112 {
113 // Free all explicit dynamic pointers
114 }
115
116 void analyzePattern (const MatrixType& matrix);
117 void factorize (const MatrixType& matrix);
118 void simplicialfactorize(const MatrixType& matrix);
119
120 /**
121 * Compute the symbolic and numeric factorization of the input sparse matrix.
122 * The input matrix should be in column-major storage.
123 */
compute(const MatrixType & matrix)124 void compute (const MatrixType& matrix)
125 {
126 // Analyze
127 analyzePattern(matrix);
128 //Factorize
129 factorize(matrix);
130 }
131
rows()132 inline Index rows() const { return m_mat.rows(); }
cols()133 inline Index cols() const { return m_mat.cols(); }
134 /** Indicate that the pattern of the input matrix is symmetric */
isSymmetric(bool sym)135 void isSymmetric(bool sym)
136 {
137 m_symmetricmode = sym;
138 }
139
140 /** \returns an expression of the matrix L, internally stored as supernodes
141 * The only operation available with this expression is the triangular solve
142 * \code
143 * y = b; matrixL().solveInPlace(y);
144 * \endcode
145 */
matrixL()146 SparseLUMatrixLReturnType<SCMatrix> matrixL() const
147 {
148 return SparseLUMatrixLReturnType<SCMatrix>(m_Lstore);
149 }
150 /** \returns an expression of the matrix U,
151 * The only operation available with this expression is the triangular solve
152 * \code
153 * y = b; matrixU().solveInPlace(y);
154 * \endcode
155 */
matrixU()156 SparseLUMatrixUReturnType<SCMatrix,MappedSparseMatrix<Scalar,ColMajor,StorageIndex> > matrixU() const
157 {
158 return SparseLUMatrixUReturnType<SCMatrix, MappedSparseMatrix<Scalar,ColMajor,StorageIndex> >(m_Lstore, m_Ustore);
159 }
160
161 /**
162 * \returns a reference to the row matrix permutation \f$ P_r \f$ such that \f$P_r A P_c^T = L U\f$
163 * \sa colsPermutation()
164 */
rowsPermutation()165 inline const PermutationType& rowsPermutation() const
166 {
167 return m_perm_r;
168 }
169 /**
170 * \returns a reference to the column matrix permutation\f$ P_c^T \f$ such that \f$P_r A P_c^T = L U\f$
171 * \sa rowsPermutation()
172 */
colsPermutation()173 inline const PermutationType& colsPermutation() const
174 {
175 return m_perm_c;
176 }
177 /** Set the threshold used for a diagonal entry to be an acceptable pivot. */
setPivotThreshold(const RealScalar & thresh)178 void setPivotThreshold(const RealScalar& thresh)
179 {
180 m_diagpivotthresh = thresh;
181 }
182
183 #ifdef EIGEN_PARSED_BY_DOXYGEN
184 /** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
185 *
186 * \warning the destination matrix X in X = this->solve(B) must be colmun-major.
187 *
188 * \sa compute()
189 */
190 template<typename Rhs>
191 inline const Solve<SparseLU, Rhs> solve(const MatrixBase<Rhs>& B) const;
192 #endif // EIGEN_PARSED_BY_DOXYGEN
193
194 /** \brief Reports whether previous computation was successful.
195 *
196 * \returns \c Success if computation was succesful,
197 * \c NumericalIssue if the LU factorization reports a problem, zero diagonal for instance
198 * \c InvalidInput if the input matrix is invalid
199 *
200 * \sa iparm()
201 */
info()202 ComputationInfo info() const
203 {
204 eigen_assert(m_isInitialized && "Decomposition is not initialized.");
205 return m_info;
206 }
207
208 /**
209 * \returns A string describing the type of error
210 */
lastErrorMessage()211 std::string lastErrorMessage() const
212 {
213 return m_lastError;
214 }
215
216 template<typename Rhs, typename Dest>
_solve_impl(const MatrixBase<Rhs> & B,MatrixBase<Dest> & X_base)217 bool _solve_impl(const MatrixBase<Rhs> &B, MatrixBase<Dest> &X_base) const
218 {
219 Dest& X(X_base.derived());
220 eigen_assert(m_factorizationIsOk && "The matrix should be factorized first");
221 EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0,
222 THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
223
224 // Permute the right hand side to form X = Pr*B
225 // on return, X is overwritten by the computed solution
226 X.resize(B.rows(),B.cols());
227
228 // this ugly const_cast_derived() helps to detect aliasing when applying the permutations
229 for(Index j = 0; j < B.cols(); ++j)
230 X.col(j) = rowsPermutation() * B.const_cast_derived().col(j);
231
232 //Forward substitution with L
233 this->matrixL().solveInPlace(X);
234 this->matrixU().solveInPlace(X);
235
236 // Permute back the solution
237 for (Index j = 0; j < B.cols(); ++j)
238 X.col(j) = colsPermutation().inverse() * X.col(j);
239
240 return true;
241 }
242
243 /**
244 * \returns the absolute value of the determinant of the matrix of which
245 * *this is the QR decomposition.
246 *
247 * \warning a determinant can be very big or small, so for matrices
248 * of large enough dimension, there is a risk of overflow/underflow.
249 * One way to work around that is to use logAbsDeterminant() instead.
250 *
251 * \sa logAbsDeterminant(), signDeterminant()
252 */
absDeterminant()253 Scalar absDeterminant()
254 {
255 using std::abs;
256 eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
257 // Initialize with the determinant of the row matrix
258 Scalar det = Scalar(1.);
259 // Note that the diagonal blocks of U are stored in supernodes,
260 // which are available in the L part :)
261 for (Index j = 0; j < this->cols(); ++j)
262 {
263 for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
264 {
265 if(it.index() == j)
266 {
267 det *= abs(it.value());
268 break;
269 }
270 }
271 }
272 return det;
273 }
274
275 /** \returns the natural log of the absolute value of the determinant of the matrix
276 * of which **this is the QR decomposition
277 *
278 * \note This method is useful to work around the risk of overflow/underflow that's
279 * inherent to the determinant computation.
280 *
281 * \sa absDeterminant(), signDeterminant()
282 */
logAbsDeterminant()283 Scalar logAbsDeterminant() const
284 {
285 using std::log;
286 using std::abs;
287
288 eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
289 Scalar det = Scalar(0.);
290 for (Index j = 0; j < this->cols(); ++j)
291 {
292 for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
293 {
294 if(it.row() < j) continue;
295 if(it.row() == j)
296 {
297 det += log(abs(it.value()));
298 break;
299 }
300 }
301 }
302 return det;
303 }
304
305 /** \returns A number representing the sign of the determinant
306 *
307 * \sa absDeterminant(), logAbsDeterminant()
308 */
signDeterminant()309 Scalar signDeterminant()
310 {
311 eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
312 // Initialize with the determinant of the row matrix
313 Index det = 1;
314 // Note that the diagonal blocks of U are stored in supernodes,
315 // which are available in the L part :)
316 for (Index j = 0; j < this->cols(); ++j)
317 {
318 for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
319 {
320 if(it.index() == j)
321 {
322 if(it.value()<0)
323 det = -det;
324 else if(it.value()==0)
325 return 0;
326 break;
327 }
328 }
329 }
330 return det * m_detPermR * m_detPermC;
331 }
332
333 /** \returns The determinant of the matrix.
334 *
335 * \sa absDeterminant(), logAbsDeterminant()
336 */
determinant()337 Scalar determinant()
338 {
339 eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
340 // Initialize with the determinant of the row matrix
341 Scalar det = Scalar(1.);
342 // Note that the diagonal blocks of U are stored in supernodes,
343 // which are available in the L part :)
344 for (Index j = 0; j < this->cols(); ++j)
345 {
346 for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
347 {
348 if(it.index() == j)
349 {
350 det *= it.value();
351 break;
352 }
353 }
354 }
355 return (m_detPermR * m_detPermC) > 0 ? det : -det;
356 }
357
358 protected:
359 // Functions
initperfvalues()360 void initperfvalues()
361 {
362 m_perfv.panel_size = 16;
363 m_perfv.relax = 1;
364 m_perfv.maxsuper = 128;
365 m_perfv.rowblk = 16;
366 m_perfv.colblk = 8;
367 m_perfv.fillfactor = 20;
368 }
369
370 // Variables
371 mutable ComputationInfo m_info;
372 bool m_factorizationIsOk;
373 bool m_analysisIsOk;
374 std::string m_lastError;
375 NCMatrix m_mat; // The input (permuted ) matrix
376 SCMatrix m_Lstore; // The lower triangular matrix (supernodal)
377 MappedSparseMatrix<Scalar,ColMajor,StorageIndex> m_Ustore; // The upper triangular matrix
378 PermutationType m_perm_c; // Column permutation
379 PermutationType m_perm_r ; // Row permutation
380 IndexVector m_etree; // Column elimination tree
381
382 typename Base::GlobalLU_t m_glu;
383
384 // SparseLU options
385 bool m_symmetricmode;
386 // values for performance
387 internal::perfvalues m_perfv;
388 RealScalar m_diagpivotthresh; // Specifies the threshold used for a diagonal entry to be an acceptable pivot
389 Index m_nnzL, m_nnzU; // Nonzeros in L and U factors
390 Index m_detPermR, m_detPermC; // Determinants of the permutation matrices
391 private:
392 // Disable copy constructor
393 SparseLU (const SparseLU& );
394
395 }; // End class SparseLU
396
397
398
399 // Functions needed by the anaysis phase
400 /**
401 * Compute the column permutation to minimize the fill-in
402 *
403 * - Apply this permutation to the input matrix -
404 *
405 * - Compute the column elimination tree on the permuted matrix
406 *
407 * - Postorder the elimination tree and the column permutation
408 *
409 */
410 template <typename MatrixType, typename OrderingType>
analyzePattern(const MatrixType & mat)411 void SparseLU<MatrixType, OrderingType>::analyzePattern(const MatrixType& mat)
412 {
413
414 //TODO It is possible as in SuperLU to compute row and columns scaling vectors to equilibrate the matrix mat.
415
416 // Firstly, copy the whole input matrix.
417 m_mat = mat;
418
419 // Compute fill-in ordering
420 OrderingType ord;
421 ord(m_mat,m_perm_c);
422
423 // Apply the permutation to the column of the input matrix
424 if (m_perm_c.size())
425 {
426 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.
427 // Then, permute only the column pointers
428 ei_declare_aligned_stack_constructed_variable(StorageIndex,outerIndexPtr,mat.cols()+1,mat.isCompressed()?const_cast<StorageIndex*>(mat.outerIndexPtr()):0);
429
430 // If the input matrix 'mat' is uncompressed, then the outer-indices do not match the ones of m_mat, and a copy is thus needed.
431 if(!mat.isCompressed())
432 IndexVector::Map(outerIndexPtr, mat.cols()+1) = IndexVector::Map(m_mat.outerIndexPtr(),mat.cols()+1);
433
434 // Apply the permutation and compute the nnz per column.
435 for (Index i = 0; i < mat.cols(); i++)
436 {
437 m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
438 m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
439 }
440 }
441
442 // Compute the column elimination tree of the permuted matrix
443 IndexVector firstRowElt;
444 internal::coletree(m_mat, m_etree,firstRowElt);
445
446 // In symmetric mode, do not do postorder here
447 if (!m_symmetricmode) {
448 IndexVector post, iwork;
449 // Post order etree
450 internal::treePostorder(StorageIndex(m_mat.cols()), m_etree, post);
451
452
453 // Renumber etree in postorder
454 Index m = m_mat.cols();
455 iwork.resize(m+1);
456 for (Index i = 0; i < m; ++i) iwork(post(i)) = post(m_etree(i));
457 m_etree = iwork;
458
459 // Postmultiply A*Pc by post, i.e reorder the matrix according to the postorder of the etree
460 PermutationType post_perm(m);
461 for (Index i = 0; i < m; i++)
462 post_perm.indices()(i) = post(i);
463
464 // Combine the two permutations : postorder the permutation for future use
465 if(m_perm_c.size()) {
466 m_perm_c = post_perm * m_perm_c;
467 }
468
469 } // end postordering
470
471 m_analysisIsOk = true;
472 }
473
474 // Functions needed by the numerical factorization phase
475
476
477 /**
478 * - Numerical factorization
479 * - Interleaved with the symbolic factorization
480 * On exit, info is
481 *
482 * = 0: successful factorization
483 *
484 * > 0: if info = i, and i is
485 *
486 * <= A->ncol: U(i,i) is exactly zero. The factorization has
487 * been completed, but the factor U is exactly singular,
488 * and division by zero will occur if it is used to solve a
489 * system of equations.
490 *
491 * > A->ncol: number of bytes allocated when memory allocation
492 * failure occurred, plus A->ncol. If lwork = -1, it is
493 * the estimated amount of space needed, plus A->ncol.
494 */
495 template <typename MatrixType, typename OrderingType>
factorize(const MatrixType & matrix)496 void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix)
497 {
498 using internal::emptyIdxLU;
499 eigen_assert(m_analysisIsOk && "analyzePattern() should be called first");
500 eigen_assert((matrix.rows() == matrix.cols()) && "Only for squared matrices");
501
502 typedef typename IndexVector::Scalar StorageIndex;
503
504 m_isInitialized = true;
505
506
507 // Apply the column permutation computed in analyzepattern()
508 // m_mat = matrix * m_perm_c.inverse();
509 m_mat = matrix;
510 if (m_perm_c.size())
511 {
512 m_mat.uncompress(); //NOTE: The effect of this command is only to create the InnerNonzeros pointers.
513 //Then, permute only the column pointers
514 const StorageIndex * outerIndexPtr;
515 if (matrix.isCompressed()) outerIndexPtr = matrix.outerIndexPtr();
516 else
517 {
518 StorageIndex* outerIndexPtr_t = new StorageIndex[matrix.cols()+1];
519 for(Index i = 0; i <= matrix.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
520 outerIndexPtr = outerIndexPtr_t;
521 }
522 for (Index i = 0; i < matrix.cols(); i++)
523 {
524 m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
525 m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
526 }
527 if(!matrix.isCompressed()) delete[] outerIndexPtr;
528 }
529 else
530 { //FIXME This should not be needed if the empty permutation is handled transparently
531 m_perm_c.resize(matrix.cols());
532 for(StorageIndex i = 0; i < matrix.cols(); ++i) m_perm_c.indices()(i) = i;
533 }
534
535 Index m = m_mat.rows();
536 Index n = m_mat.cols();
537 Index nnz = m_mat.nonZeros();
538 Index maxpanel = m_perfv.panel_size * m;
539 // Allocate working storage common to the factor routines
540 Index lwork = 0;
541 Index info = Base::memInit(m, n, nnz, lwork, m_perfv.fillfactor, m_perfv.panel_size, m_glu);
542 if (info)
543 {
544 m_lastError = "UNABLE TO ALLOCATE WORKING MEMORY\n\n" ;
545 m_factorizationIsOk = false;
546 return ;
547 }
548
549 // Set up pointers for integer working arrays
550 IndexVector segrep(m); segrep.setZero();
551 IndexVector parent(m); parent.setZero();
552 IndexVector xplore(m); xplore.setZero();
553 IndexVector repfnz(maxpanel);
554 IndexVector panel_lsub(maxpanel);
555 IndexVector xprune(n); xprune.setZero();
556 IndexVector marker(m*internal::LUNoMarker); marker.setZero();
557
558 repfnz.setConstant(-1);
559 panel_lsub.setConstant(-1);
560
561 // Set up pointers for scalar working arrays
562 ScalarVector dense;
563 dense.setZero(maxpanel);
564 ScalarVector tempv;
565 tempv.setZero(internal::LUnumTempV(m, m_perfv.panel_size, m_perfv.maxsuper, /*m_perfv.rowblk*/m) );
566
567 // Compute the inverse of perm_c
568 PermutationType iperm_c(m_perm_c.inverse());
569
570 // Identify initial relaxed snodes
571 IndexVector relax_end(n);
572 if ( m_symmetricmode == true )
573 Base::heap_relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
574 else
575 Base::relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
576
577
578 m_perm_r.resize(m);
579 m_perm_r.indices().setConstant(-1);
580 marker.setConstant(-1);
581 m_detPermR = 1; // Record the determinant of the row permutation
582
583 m_glu.supno(0) = emptyIdxLU; m_glu.xsup.setConstant(0);
584 m_glu.xsup(0) = m_glu.xlsub(0) = m_glu.xusub(0) = m_glu.xlusup(0) = Index(0);
585
586 // Work on one 'panel' at a time. A panel is one of the following :
587 // (a) a relaxed supernode at the bottom of the etree, or
588 // (b) panel_size contiguous columns, <panel_size> defined by the user
589 Index jcol;
590 IndexVector panel_histo(n);
591 Index pivrow; // Pivotal row number in the original row matrix
592 Index nseg1; // Number of segments in U-column above panel row jcol
593 Index nseg; // Number of segments in each U-column
594 Index irep;
595 Index i, k, jj;
596 for (jcol = 0; jcol < n; )
597 {
598 // Adjust panel size so that a panel won't overlap with the next relaxed snode.
599 Index panel_size = m_perfv.panel_size; // upper bound on panel width
600 for (k = jcol + 1; k < (std::min)(jcol+panel_size, n); k++)
601 {
602 if (relax_end(k) != emptyIdxLU)
603 {
604 panel_size = k - jcol;
605 break;
606 }
607 }
608 if (k == n)
609 panel_size = n - jcol;
610
611 // Symbolic outer factorization on a panel of columns
612 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);
613
614 // Numeric sup-panel updates in topological order
615 Base::panel_bmod(m, panel_size, jcol, nseg1, dense, tempv, segrep, repfnz, m_glu);
616
617 // Sparse LU within the panel, and below the panel diagonal
618 for ( jj = jcol; jj< jcol + panel_size; jj++)
619 {
620 k = (jj - jcol) * m; // Column index for w-wide arrays
621
622 nseg = nseg1; // begin after all the panel segments
623 //Depth-first-search for the current column
624 VectorBlock<IndexVector> panel_lsubk(panel_lsub, k, m);
625 VectorBlock<IndexVector> repfnz_k(repfnz, k, m);
626 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);
627 if ( info )
628 {
629 m_lastError = "UNABLE TO EXPAND MEMORY IN COLUMN_DFS() ";
630 m_info = NumericalIssue;
631 m_factorizationIsOk = false;
632 return;
633 }
634 // Numeric updates to this column
635 VectorBlock<ScalarVector> dense_k(dense, k, m);
636 VectorBlock<IndexVector> segrep_k(segrep, nseg1, m-nseg1);
637 info = Base::column_bmod(jj, (nseg - nseg1), dense_k, tempv, segrep_k, repfnz_k, jcol, m_glu);
638 if ( info )
639 {
640 m_lastError = "UNABLE TO EXPAND MEMORY IN COLUMN_BMOD() ";
641 m_info = NumericalIssue;
642 m_factorizationIsOk = false;
643 return;
644 }
645
646 // Copy the U-segments to ucol(*)
647 info = Base::copy_to_ucol(jj, nseg, segrep, repfnz_k ,m_perm_r.indices(), dense_k, m_glu);
648 if ( info )
649 {
650 m_lastError = "UNABLE TO EXPAND MEMORY IN COPY_TO_UCOL() ";
651 m_info = NumericalIssue;
652 m_factorizationIsOk = false;
653 return;
654 }
655
656 // Form the L-segment
657 info = Base::pivotL(jj, m_diagpivotthresh, m_perm_r.indices(), iperm_c.indices(), pivrow, m_glu);
658 if ( info )
659 {
660 m_lastError = "THE MATRIX IS STRUCTURALLY SINGULAR ... ZERO COLUMN AT ";
661 std::ostringstream returnInfo;
662 returnInfo << info;
663 m_lastError += returnInfo.str();
664 m_info = NumericalIssue;
665 m_factorizationIsOk = false;
666 return;
667 }
668
669 // Update the determinant of the row permutation matrix
670 // FIXME: the following test is not correct, we should probably take iperm_c into account and pivrow is not directly the row pivot.
671 if (pivrow != jj) m_detPermR = -m_detPermR;
672
673 // Prune columns (0:jj-1) using column jj
674 Base::pruneL(jj, m_perm_r.indices(), pivrow, nseg, segrep, repfnz_k, xprune, m_glu);
675
676 // Reset repfnz for this column
677 for (i = 0; i < nseg; i++)
678 {
679 irep = segrep(i);
680 repfnz_k(irep) = emptyIdxLU;
681 }
682 } // end SparseLU within the panel
683 jcol += panel_size; // Move to the next panel
684 } // end for -- end elimination
685
686 m_detPermR = m_perm_r.determinant();
687 m_detPermC = m_perm_c.determinant();
688
689 // Count the number of nonzeros in factors
690 Base::countnz(n, m_nnzL, m_nnzU, m_glu);
691 // Apply permutation to the L subscripts
692 Base::fixupL(n, m_perm_r.indices(), m_glu);
693
694 // Create supernode matrix L
695 m_Lstore.setInfos(m, n, m_glu.lusup, m_glu.xlusup, m_glu.lsub, m_glu.xlsub, m_glu.supno, m_glu.xsup);
696 // Create the column major upper sparse matrix U;
697 new (&m_Ustore) MappedSparseMatrix<Scalar, ColMajor, StorageIndex> ( m, n, m_nnzU, m_glu.xusub.data(), m_glu.usub.data(), m_glu.ucol.data() );
698
699 m_info = Success;
700 m_factorizationIsOk = true;
701 }
702
703 template<typename MappedSupernodalType>
704 struct SparseLUMatrixLReturnType : internal::no_assignment_operator
705 {
706 typedef typename MappedSupernodalType::Scalar Scalar;
SparseLUMatrixLReturnTypeSparseLUMatrixLReturnType707 explicit SparseLUMatrixLReturnType(const MappedSupernodalType& mapL) : m_mapL(mapL)
708 { }
rowsSparseLUMatrixLReturnType709 Index rows() { return m_mapL.rows(); }
colsSparseLUMatrixLReturnType710 Index cols() { return m_mapL.cols(); }
711 template<typename Dest>
solveInPlaceSparseLUMatrixLReturnType712 void solveInPlace( MatrixBase<Dest> &X) const
713 {
714 m_mapL.solveInPlace(X);
715 }
716 const MappedSupernodalType& m_mapL;
717 };
718
719 template<typename MatrixLType, typename MatrixUType>
720 struct SparseLUMatrixUReturnType : internal::no_assignment_operator
721 {
722 typedef typename MatrixLType::Scalar Scalar;
SparseLUMatrixUReturnTypeSparseLUMatrixUReturnType723 SparseLUMatrixUReturnType(const MatrixLType& mapL, const MatrixUType& mapU)
724 : m_mapL(mapL),m_mapU(mapU)
725 { }
rowsSparseLUMatrixUReturnType726 Index rows() { return m_mapL.rows(); }
colsSparseLUMatrixUReturnType727 Index cols() { return m_mapL.cols(); }
728
solveInPlaceSparseLUMatrixUReturnType729 template<typename Dest> void solveInPlace(MatrixBase<Dest> &X) const
730 {
731 Index nrhs = X.cols();
732 Index n = X.rows();
733 // Backward solve with U
734 for (Index k = m_mapL.nsuper(); k >= 0; k--)
735 {
736 Index fsupc = m_mapL.supToCol()[k];
737 Index lda = m_mapL.colIndexPtr()[fsupc+1] - m_mapL.colIndexPtr()[fsupc]; // leading dimension
738 Index nsupc = m_mapL.supToCol()[k+1] - fsupc;
739 Index luptr = m_mapL.colIndexPtr()[fsupc];
740
741 if (nsupc == 1)
742 {
743 for (Index j = 0; j < nrhs; j++)
744 {
745 X(fsupc, j) /= m_mapL.valuePtr()[luptr];
746 }
747 }
748 else
749 {
750 Map<const Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride<> > A( &(m_mapL.valuePtr()[luptr]), nsupc, nsupc, OuterStride<>(lda) );
751 Map< Matrix<Scalar,Dynamic,Dest::ColsAtCompileTime, ColMajor>, 0, OuterStride<> > U (&(X(fsupc,0)), nsupc, nrhs, OuterStride<>(n) );
752 U = A.template triangularView<Upper>().solve(U);
753 }
754
755 for (Index j = 0; j < nrhs; ++j)
756 {
757 for (Index jcol = fsupc; jcol < fsupc + nsupc; jcol++)
758 {
759 typename MatrixUType::InnerIterator it(m_mapU, jcol);
760 for ( ; it; ++it)
761 {
762 Index irow = it.index();
763 X(irow, j) -= X(jcol, j) * it.value();
764 }
765 }
766 }
767 } // End For U-solve
768 }
769 const MatrixLType& m_mapL;
770 const MatrixUType& m_mapU;
771 };
772
773 } // End namespace Eigen
774
775 #endif
776