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Diffstat (limited to 'Eigen/src/UmfPackSupport/UmfPackSupport.h')
| -rw-r--r-- | Eigen/src/UmfPackSupport/UmfPackSupport.h | 642 |
1 files changed, 642 insertions, 0 deletions
diff --git a/Eigen/src/UmfPackSupport/UmfPackSupport.h b/Eigen/src/UmfPackSupport/UmfPackSupport.h new file mode 100644 index 0000000..e3a333f --- /dev/null +++ b/Eigen/src/UmfPackSupport/UmfPackSupport.h @@ -0,0 +1,642 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2011 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/. + +#ifndef EIGEN_UMFPACKSUPPORT_H +#define EIGEN_UMFPACKSUPPORT_H + +// for compatibility with super old version of umfpack, +// not sure this is really needed, but this is harmless. +#ifndef SuiteSparse_long +#ifdef UF_long +#define SuiteSparse_long UF_long +#else +#error neither SuiteSparse_long nor UF_long are defined +#endif +#endif + +namespace Eigen { + +/* TODO extract L, extract U, compute det, etc... */ + +// generic double/complex<double> wrapper functions: + + + // Defaults +inline void umfpack_defaults(double control[UMFPACK_CONTROL], double, int) +{ umfpack_di_defaults(control); } + +inline void umfpack_defaults(double control[UMFPACK_CONTROL], std::complex<double>, int) +{ umfpack_zi_defaults(control); } + +inline void umfpack_defaults(double control[UMFPACK_CONTROL], double, SuiteSparse_long) +{ umfpack_dl_defaults(control); } + +inline void umfpack_defaults(double control[UMFPACK_CONTROL], std::complex<double>, SuiteSparse_long) +{ umfpack_zl_defaults(control); } + +// Report info +inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double, int) +{ umfpack_di_report_info(control, info);} + +inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>, int) +{ umfpack_zi_report_info(control, info);} + +inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double, SuiteSparse_long) +{ umfpack_dl_report_info(control, info);} + +inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>, SuiteSparse_long) +{ umfpack_zl_report_info(control, info);} + +// Report status +inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double, int) +{ umfpack_di_report_status(control, status);} + +inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>, int) +{ umfpack_zi_report_status(control, status);} + +inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double, SuiteSparse_long) +{ umfpack_dl_report_status(control, status);} + +inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>, SuiteSparse_long) +{ umfpack_zl_report_status(control, status);} + +// report control +inline void umfpack_report_control(double control[UMFPACK_CONTROL], double, int) +{ umfpack_di_report_control(control);} + +inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>, int) +{ umfpack_zi_report_control(control);} + +inline void umfpack_report_control(double control[UMFPACK_CONTROL], double, SuiteSparse_long) +{ umfpack_dl_report_control(control);} + +inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>, SuiteSparse_long) +{ umfpack_zl_report_control(control);} + +// Free numeric +inline void umfpack_free_numeric(void **Numeric, double, int) +{ umfpack_di_free_numeric(Numeric); *Numeric = 0; } + +inline void umfpack_free_numeric(void **Numeric, std::complex<double>, int) +{ umfpack_zi_free_numeric(Numeric); *Numeric = 0; } + +inline void umfpack_free_numeric(void **Numeric, double, SuiteSparse_long) +{ umfpack_dl_free_numeric(Numeric); *Numeric = 0; } + +inline void umfpack_free_numeric(void **Numeric, std::complex<double>, SuiteSparse_long) +{ umfpack_zl_free_numeric(Numeric); *Numeric = 0; } + +// Free symbolic +inline void umfpack_free_symbolic(void **Symbolic, double, int) +{ umfpack_di_free_symbolic(Symbolic); *Symbolic = 0; } + +inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>, int) +{ umfpack_zi_free_symbolic(Symbolic); *Symbolic = 0; } + +inline void umfpack_free_symbolic(void **Symbolic, double, SuiteSparse_long) +{ umfpack_dl_free_symbolic(Symbolic); *Symbolic = 0; } + +inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>, SuiteSparse_long) +{ umfpack_zl_free_symbolic(Symbolic); *Symbolic = 0; } + +// Symbolic +inline int umfpack_symbolic(int n_row,int n_col, + const int Ap[], const int Ai[], const double Ax[], void **Symbolic, + const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]) +{ + return umfpack_di_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info); +} + +inline int umfpack_symbolic(int n_row,int n_col, + const int Ap[], const int Ai[], const std::complex<double> Ax[], void **Symbolic, + const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]) +{ + return umfpack_zi_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info); +} +inline SuiteSparse_long umfpack_symbolic( SuiteSparse_long n_row,SuiteSparse_long n_col, + const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const double Ax[], void **Symbolic, + const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]) +{ + return umfpack_dl_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info); +} + +inline SuiteSparse_long umfpack_symbolic( SuiteSparse_long n_row,SuiteSparse_long n_col, + const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const std::complex<double> Ax[], void **Symbolic, + const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]) +{ + return umfpack_zl_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info); +} + +// Numeric +inline int umfpack_numeric( const int Ap[], const int Ai[], const double Ax[], + void *Symbolic, void **Numeric, + const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO]) +{ + return umfpack_di_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info); +} + +inline int umfpack_numeric( const int Ap[], const int Ai[], const std::complex<double> Ax[], + void *Symbolic, void **Numeric, + const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO]) +{ + return umfpack_zi_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info); +} +inline SuiteSparse_long umfpack_numeric(const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const double Ax[], + void *Symbolic, void **Numeric, + const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO]) +{ + return umfpack_dl_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info); +} + +inline SuiteSparse_long umfpack_numeric(const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const std::complex<double> Ax[], + void *Symbolic, void **Numeric, + const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO]) +{ + return umfpack_zl_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info); +} + +// solve +inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const double Ax[], + double X[], const double B[], void *Numeric, + const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) +{ + return umfpack_di_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info); +} + +inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const std::complex<double> Ax[], + std::complex<double> X[], const std::complex<double> B[], void *Numeric, + const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) +{ + return umfpack_zi_solve(sys,Ap,Ai,&numext::real_ref(Ax[0]),0,&numext::real_ref(X[0]),0,&numext::real_ref(B[0]),0,Numeric,Control,Info); +} + +inline SuiteSparse_long umfpack_solve(int sys, const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const double Ax[], + double X[], const double B[], void *Numeric, + const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) +{ + return umfpack_dl_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info); +} + +inline SuiteSparse_long umfpack_solve(int sys, const SuiteSparse_long Ap[], const SuiteSparse_long Ai[], const std::complex<double> Ax[], + std::complex<double> X[], const std::complex<double> B[], void *Numeric, + const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) +{ + return umfpack_zl_solve(sys,Ap,Ai,&numext::real_ref(Ax[0]),0,&numext::real_ref(X[0]),0,&numext::real_ref(B[0]),0,Numeric,Control,Info); +} + +// Get Lunz +inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, double) +{ + return umfpack_di_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric); +} + +inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, std::complex<double>) +{ + return umfpack_zi_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric); +} + +inline SuiteSparse_long umfpack_get_lunz( SuiteSparse_long *lnz, SuiteSparse_long *unz, SuiteSparse_long *n_row, SuiteSparse_long *n_col, + SuiteSparse_long *nz_udiag, void *Numeric, double) +{ + return umfpack_dl_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric); +} + +inline SuiteSparse_long umfpack_get_lunz( SuiteSparse_long *lnz, SuiteSparse_long *unz, SuiteSparse_long *n_row, SuiteSparse_long *n_col, + SuiteSparse_long *nz_udiag, void *Numeric, std::complex<double>) +{ + return umfpack_zl_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric); +} + +// Get Numeric +inline int umfpack_get_numeric(int Lp[], int Lj[], double Lx[], int Up[], int Ui[], double Ux[], + int P[], int Q[], double Dx[], int *do_recip, double Rs[], void *Numeric) +{ + return umfpack_di_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric); +} + +inline int umfpack_get_numeric(int Lp[], int Lj[], std::complex<double> Lx[], int Up[], int Ui[], std::complex<double> Ux[], + int P[], int Q[], std::complex<double> Dx[], int *do_recip, double Rs[], void *Numeric) +{ + double& lx0_real = numext::real_ref(Lx[0]); + double& ux0_real = numext::real_ref(Ux[0]); + double& dx0_real = numext::real_ref(Dx[0]); + return umfpack_zi_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q, + Dx?&dx0_real:0,0,do_recip,Rs,Numeric); +} +inline SuiteSparse_long umfpack_get_numeric(SuiteSparse_long Lp[], SuiteSparse_long Lj[], double Lx[], SuiteSparse_long Up[], SuiteSparse_long Ui[], double Ux[], + SuiteSparse_long P[], SuiteSparse_long Q[], double Dx[], SuiteSparse_long *do_recip, double Rs[], void *Numeric) +{ + return umfpack_dl_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric); +} + +inline SuiteSparse_long umfpack_get_numeric(SuiteSparse_long Lp[], SuiteSparse_long Lj[], std::complex<double> Lx[], SuiteSparse_long Up[], SuiteSparse_long Ui[], std::complex<double> Ux[], + SuiteSparse_long P[], SuiteSparse_long Q[], std::complex<double> Dx[], SuiteSparse_long *do_recip, double Rs[], void *Numeric) +{ + double& lx0_real = numext::real_ref(Lx[0]); + double& ux0_real = numext::real_ref(Ux[0]); + double& dx0_real = numext::real_ref(Dx[0]); + return umfpack_zl_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q, + Dx?&dx0_real:0,0,do_recip,Rs,Numeric); +} + +// Get Determinant +inline int umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], int) +{ + return umfpack_di_get_determinant(Mx,Ex,NumericHandle,User_Info); +} + +inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], int) +{ + double& mx_real = numext::real_ref(*Mx); + return umfpack_zi_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info); +} + +inline SuiteSparse_long umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], SuiteSparse_long) +{ + return umfpack_dl_get_determinant(Mx,Ex,NumericHandle,User_Info); +} + +inline SuiteSparse_long umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], SuiteSparse_long) +{ + double& mx_real = numext::real_ref(*Mx); + return umfpack_zl_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info); +} + + +/** \ingroup UmfPackSupport_Module + * \brief A sparse LU factorization and solver based on UmfPack + * + * This class allows to solve for A.X = B sparse linear problems via a LU factorization + * using the UmfPack library. The sparse matrix A must be squared and full rank. + * The vectors or matrices X and B can be either dense or sparse. + * + * \warning The input matrix A should be in a \b compressed and \b column-major form. + * Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix. + * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * + * \implsparsesolverconcept + * + * \sa \ref TutorialSparseSolverConcept, class SparseLU + */ +template<typename _MatrixType> +class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> > +{ + protected: + typedef SparseSolverBase<UmfPackLU<_MatrixType> > Base; + using Base::m_isInitialized; + public: + using Base::_solve_impl; + typedef _MatrixType MatrixType; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::RealScalar RealScalar; + typedef typename MatrixType::StorageIndex StorageIndex; + typedef Matrix<Scalar,Dynamic,1> Vector; + typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType; + typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType; + typedef SparseMatrix<Scalar> LUMatrixType; + typedef SparseMatrix<Scalar,ColMajor,StorageIndex> UmfpackMatrixType; + typedef Ref<const UmfpackMatrixType, StandardCompressedFormat> UmfpackMatrixRef; + enum { + ColsAtCompileTime = MatrixType::ColsAtCompileTime, + MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime + }; + + public: + + typedef Array<double, UMFPACK_CONTROL, 1> UmfpackControl; + typedef Array<double, UMFPACK_INFO, 1> UmfpackInfo; + + UmfPackLU() + : m_dummy(0,0), mp_matrix(m_dummy) + { + init(); + } + + template<typename InputMatrixType> + explicit UmfPackLU(const InputMatrixType& matrix) + : mp_matrix(matrix) + { + init(); + compute(matrix); + } + + ~UmfPackLU() + { + if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(), StorageIndex()); + if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(), StorageIndex()); + } + + inline Index rows() const { return mp_matrix.rows(); } + inline Index cols() const { return mp_matrix.cols(); } + + /** \brief Reports whether previous computation was successful. + * + * \returns \c Success if computation was successful, + * \c NumericalIssue if the matrix.appears to be negative. + */ + ComputationInfo info() const + { + eigen_assert(m_isInitialized && "Decomposition is not initialized."); + return m_info; + } + + inline const LUMatrixType& matrixL() const + { + if (m_extractedDataAreDirty) extractData(); + return m_l; + } + + inline const LUMatrixType& matrixU() const + { + if (m_extractedDataAreDirty) extractData(); + return m_u; + } + + inline const IntColVectorType& permutationP() const + { + if (m_extractedDataAreDirty) extractData(); + return m_p; + } + + inline const IntRowVectorType& permutationQ() const + { + if (m_extractedDataAreDirty) extractData(); + return m_q; + } + + /** Computes the sparse Cholesky decomposition of \a matrix + * Note that the matrix should be column-major, and in compressed format for best performance. + * \sa SparseMatrix::makeCompressed(). + */ + template<typename InputMatrixType> + void compute(const InputMatrixType& matrix) + { + if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(),StorageIndex()); + if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex()); + grab(matrix.derived()); + analyzePattern_impl(); + factorize_impl(); + } + + /** Performs a symbolic decomposition on the sparcity of \a matrix. + * + * This function is particularly useful when solving for several problems having the same structure. + * + * \sa factorize(), compute() + */ + template<typename InputMatrixType> + void analyzePattern(const InputMatrixType& matrix) + { + if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(),StorageIndex()); + if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex()); + + grab(matrix.derived()); + + analyzePattern_impl(); + } + + /** Provides the return status code returned by UmfPack during the numeric + * factorization. + * + * \sa factorize(), compute() + */ + inline int umfpackFactorizeReturncode() const + { + eigen_assert(m_numeric && "UmfPackLU: you must first call factorize()"); + return m_fact_errorCode; + } + + /** Provides access to the control settings array used by UmfPack. + * + * If this array contains NaN's, the default values are used. + * + * See UMFPACK documentation for details. + */ + inline const UmfpackControl& umfpackControl() const + { + return m_control; + } + + /** Provides access to the control settings array used by UmfPack. + * + * If this array contains NaN's, the default values are used. + * + * See UMFPACK documentation for details. + */ + inline UmfpackControl& umfpackControl() + { + return m_control; + } + + /** Performs a numeric decomposition of \a matrix + * + * The given matrix must has the same sparcity than the matrix on which the pattern anylysis has been performed. + * + * \sa analyzePattern(), compute() + */ + template<typename InputMatrixType> + void factorize(const InputMatrixType& matrix) + { + eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()"); + if(m_numeric) + umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex()); + + grab(matrix.derived()); + + factorize_impl(); + } + + /** Prints the current UmfPack control settings. + * + * \sa umfpackControl() + */ + void printUmfpackControl() + { + umfpack_report_control(m_control.data(), Scalar(),StorageIndex()); + } + + /** Prints statistics collected by UmfPack. + * + * \sa analyzePattern(), compute() + */ + void printUmfpackInfo() + { + eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()"); + umfpack_report_info(m_control.data(), m_umfpackInfo.data(), Scalar(),StorageIndex()); + } + + /** Prints the status of the previous factorization operation performed by UmfPack (symbolic or numerical factorization). + * + * \sa analyzePattern(), compute() + */ + void printUmfpackStatus() { + eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()"); + umfpack_report_status(m_control.data(), m_fact_errorCode, Scalar(),StorageIndex()); + } + + /** \internal */ + template<typename BDerived,typename XDerived> + bool _solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const; + + Scalar determinant() const; + + void extractData() const; + + protected: + + void init() + { + m_info = InvalidInput; + m_isInitialized = false; + m_numeric = 0; + m_symbolic = 0; + m_extractedDataAreDirty = true; + + umfpack_defaults(m_control.data(), Scalar(),StorageIndex()); + } + + void analyzePattern_impl() + { + m_fact_errorCode = umfpack_symbolic(internal::convert_index<StorageIndex>(mp_matrix.rows()), + internal::convert_index<StorageIndex>(mp_matrix.cols()), + mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(), + &m_symbolic, m_control.data(), m_umfpackInfo.data()); + + m_isInitialized = true; + m_info = m_fact_errorCode ? InvalidInput : Success; + m_analysisIsOk = true; + m_factorizationIsOk = false; + m_extractedDataAreDirty = true; + } + + void factorize_impl() + { + + m_fact_errorCode = umfpack_numeric(mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(), + m_symbolic, &m_numeric, m_control.data(), m_umfpackInfo.data()); + + m_info = m_fact_errorCode == UMFPACK_OK ? Success : NumericalIssue; + m_factorizationIsOk = true; + m_extractedDataAreDirty = true; + } + + template<typename MatrixDerived> + void grab(const EigenBase<MatrixDerived> &A) + { + mp_matrix.~UmfpackMatrixRef(); + ::new (&mp_matrix) UmfpackMatrixRef(A.derived()); + } + + void grab(const UmfpackMatrixRef &A) + { + if(&(A.derived()) != &mp_matrix) + { + mp_matrix.~UmfpackMatrixRef(); + ::new (&mp_matrix) UmfpackMatrixRef(A); + } + } + + // cached data to reduce reallocation, etc. + mutable LUMatrixType m_l; + StorageIndex m_fact_errorCode; + UmfpackControl m_control; + mutable UmfpackInfo m_umfpackInfo; + + mutable LUMatrixType m_u; + mutable IntColVectorType m_p; + mutable IntRowVectorType m_q; + + UmfpackMatrixType m_dummy; + UmfpackMatrixRef mp_matrix; + + void* m_numeric; + void* m_symbolic; + + mutable ComputationInfo m_info; + int m_factorizationIsOk; + int m_analysisIsOk; + mutable bool m_extractedDataAreDirty; + + private: + UmfPackLU(const UmfPackLU& ) { } +}; + + +template<typename MatrixType> +void UmfPackLU<MatrixType>::extractData() const +{ + if (m_extractedDataAreDirty) + { + // get size of the data + StorageIndex lnz, unz, rows, cols, nz_udiag; + umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar()); + + // allocate data + m_l.resize(rows,(std::min)(rows,cols)); + m_l.resizeNonZeros(lnz); + + m_u.resize((std::min)(rows,cols),cols); + m_u.resizeNonZeros(unz); + + m_p.resize(rows); + m_q.resize(cols); + + // extract + umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(), + m_u.outerIndexPtr(), m_u.innerIndexPtr(), m_u.valuePtr(), + m_p.data(), m_q.data(), 0, 0, 0, m_numeric); + + m_extractedDataAreDirty = false; + } +} + +template<typename MatrixType> +typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant() const +{ + Scalar det; + umfpack_get_determinant(&det, 0, m_numeric, 0, StorageIndex()); + return det; +} + +template<typename MatrixType> +template<typename BDerived,typename XDerived> +bool UmfPackLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const +{ + Index rhsCols = b.cols(); + eigen_assert((BDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major rhs yet"); + eigen_assert((XDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major result yet"); + eigen_assert(b.derived().data() != x.derived().data() && " Umfpack does not support inplace solve"); + + Scalar* x_ptr = 0; + Matrix<Scalar,Dynamic,1> x_tmp; + if(x.innerStride()!=1) + { + x_tmp.resize(x.rows()); + x_ptr = x_tmp.data(); + } + for (int j=0; j<rhsCols; ++j) + { + if(x.innerStride()==1) + x_ptr = &x.col(j).coeffRef(0); + StorageIndex errorCode = umfpack_solve(UMFPACK_A, + mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(), + x_ptr, &b.const_cast_derived().col(j).coeffRef(0), + m_numeric, m_control.data(), m_umfpackInfo.data()); + if(x.innerStride()!=1) + x.col(j) = x_tmp; + if (errorCode!=0) + return false; + } + + return true; +} + +} // end namespace Eigen + +#endif // EIGEN_UMFPACKSUPPORT_H |