add engine version

1 files changed, 174 insertions, 0 deletions

diff --git a/engine-ocean/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h b/engine-ocean/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h
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+++ b/engine-ocean/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h
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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2012 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+/*
+NOTE: these functions have been adapted from the LDL library:
+
+LDL Copyright (c) 2005 by Timothy A. Davis.  All Rights Reserved.
+
+The author of LDL, Timothy A. Davis., has executed a license with Google LLC
+to permit distribution of this code and derivative works as part of Eigen under
+the Mozilla Public License v. 2.0, as stated at the top of this file.
+ */
+
+#ifndef EIGEN_SIMPLICIAL_CHOLESKY_IMPL_H
+#define EIGEN_SIMPLICIAL_CHOLESKY_IMPL_H
+
+namespace Eigen {
+
+template<typename Derived>
+void SimplicialCholeskyBase<Derived>::analyzePattern_preordered(const CholMatrixType& ap, bool doLDLT)
+{
+  const StorageIndex size = StorageIndex(ap.rows());
+  m_matrix.resize(size, size);
+  m_parent.resize(size);
+  m_nonZerosPerCol.resize(size);
+
+  ei_declare_aligned_stack_constructed_variable(StorageIndex, tags, size, 0);
+
+  for(StorageIndex k = 0; k < size; ++k)
+  {
+    /* L(k,:) pattern: all nodes reachable in etree from nz in A(0:k-1,k) */
+    m_parent[k] = -1;             /* parent of k is not yet known */
+    tags[k] = k;                  /* mark node k as visited */
+    m_nonZerosPerCol[k] = 0;      /* count of nonzeros in column k of L */
+    for(typename CholMatrixType::InnerIterator it(ap,k); it; ++it)
+    {
+      StorageIndex i = it.index();
+      if(i < k)
+      {
+        /* follow path from i to root of etree, stop at flagged node */
+        for(; tags[i] != k; i = m_parent[i])
+        {
+          /* find parent of i if not yet determined */
+          if (m_parent[i] == -1)
+            m_parent[i] = k;
+          m_nonZerosPerCol[i]++;        /* L (k,i) is nonzero */
+          tags[i] = k;                  /* mark i as visited */
+        }
+      }
+    }
+  }
+
+  /* construct Lp index array from m_nonZerosPerCol column counts */
+  StorageIndex* Lp = m_matrix.outerIndexPtr();
+  Lp[0] = 0;
+  for(StorageIndex k = 0; k < size; ++k)
+    Lp[k+1] = Lp[k] + m_nonZerosPerCol[k] + (doLDLT ? 0 : 1);
+
+  m_matrix.resizeNonZeros(Lp[size]);
+
+  m_isInitialized     = true;
+  m_info              = Success;
+  m_analysisIsOk      = true;
+  m_factorizationIsOk = false;
+}
+
+
+template<typename Derived>
+template<bool DoLDLT>
+void SimplicialCholeskyBase<Derived>::factorize_preordered(const CholMatrixType& ap)
+{
+  using std::sqrt;
+
+  eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
+  eigen_assert(ap.rows()==ap.cols());
+  eigen_assert(m_parent.size()==ap.rows());
+  eigen_assert(m_nonZerosPerCol.size()==ap.rows());
+
+  const StorageIndex size = StorageIndex(ap.rows());
+  const StorageIndex* Lp = m_matrix.outerIndexPtr();
+  StorageIndex* Li = m_matrix.innerIndexPtr();
+  Scalar* Lx = m_matrix.valuePtr();
+
+  ei_declare_aligned_stack_constructed_variable(Scalar, y, size, 0);
+  ei_declare_aligned_stack_constructed_variable(StorageIndex,  pattern, size, 0);
+  ei_declare_aligned_stack_constructed_variable(StorageIndex,  tags, size, 0);
+
+  bool ok = true;
+  m_diag.resize(DoLDLT ? size : 0);
+
+  for(StorageIndex k = 0; k < size; ++k)
+  {
+    // compute nonzero pattern of kth row of L, in topological order
+    y[k] = Scalar(0);                     // Y(0:k) is now all zero
+    StorageIndex top = size;               // stack for pattern is empty
+    tags[k] = k;                    // mark node k as visited
+    m_nonZerosPerCol[k] = 0;        // count of nonzeros in column k of L
+    for(typename CholMatrixType::InnerIterator it(ap,k); it; ++it)
+    {
+      StorageIndex i = it.index();
+      if(i <= k)
+      {
+        y[i] += numext::conj(it.value());            /* scatter A(i,k) into Y (sum duplicates) */
+        Index len;
+        for(len = 0; tags[i] != k; i = m_parent[i])
+        {
+          pattern[len++] = i;     /* L(k,i) is nonzero */
+          tags[i] = k;            /* mark i as visited */
+        }
+        while(len > 0)
+          pattern[--top] = pattern[--len];
+      }
+    }
+
+    /* compute numerical values kth row of L (a sparse triangular solve) */
+
+    RealScalar d = numext::real(y[k]) * m_shiftScale + m_shiftOffset;    // get D(k,k), apply the shift function, and clear Y(k)
+    y[k] = Scalar(0);
+    for(; top < size; ++top)
+    {
+      Index i = pattern[top];       /* pattern[top:n-1] is pattern of L(:,k) */
+      Scalar yi = y[i];             /* get and clear Y(i) */
+      y[i] = Scalar(0);
+
+      /* the nonzero entry L(k,i) */
+      Scalar l_ki;
+      if(DoLDLT)
+        l_ki = yi / numext::real(m_diag[i]);
+      else
+        yi = l_ki = yi / Lx[Lp[i]];
+
+      Index p2 = Lp[i] + m_nonZerosPerCol[i];
+      Index p;
+      for(p = Lp[i] + (DoLDLT ? 0 : 1); p < p2; ++p)
+        y[Li[p]] -= numext::conj(Lx[p]) * yi;
+      d -= numext::real(l_ki * numext::conj(yi));
+      Li[p] = k;                          /* store L(k,i) in column form of L */
+      Lx[p] = l_ki;
+      ++m_nonZerosPerCol[i];              /* increment count of nonzeros in col i */
+    }
+    if(DoLDLT)
+    {
+      m_diag[k] = d;
+      if(d == RealScalar(0))
+      {
+        ok = false;                         /* failure, D(k,k) is zero */
+        break;
+      }
+    }
+    else
+    {
+      Index p = Lp[k] + m_nonZerosPerCol[k]++;
+      Li[p] = k ;                /* store L(k,k) = sqrt (d) in column k */
+      if(d <= RealScalar(0)) {
+        ok = false;              /* failure, matrix is not positive definite */
+        break;
+      }
+      Lx[p] = sqrt(d) ;
+    }
+  }
+
+  m_info = ok ? Success : NumericalIssue;
+  m_factorizationIsOk = true;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SIMPLICIAL_CHOLESKY_IMPL_H