10 #ifndef EIGEN_UMFPACKSUPPORT_H
11 #define EIGEN_UMFPACKSUPPORT_H
15 #ifndef SuiteSparse_long
17 #define SuiteSparse_long UF_long
19 #error neither SuiteSparse_long nor UF_long are defined
23 #include "./InternalHeaderCheck.h"
33 inline void umfpack_defaults(
double control[UMFPACK_CONTROL],
double,
int)
34 { umfpack_di_defaults(control); }
36 inline void umfpack_defaults(
double control[UMFPACK_CONTROL], std::complex<double>,
int)
37 { umfpack_zi_defaults(control); }
39 inline void umfpack_defaults(
double control[UMFPACK_CONTROL],
double, SuiteSparse_long)
40 { umfpack_dl_defaults(control); }
42 inline void umfpack_defaults(
double control[UMFPACK_CONTROL], std::complex<double>, SuiteSparse_long)
43 { umfpack_zl_defaults(control); }
46 inline void umfpack_report_info(
double control[UMFPACK_CONTROL],
double info[UMFPACK_INFO],
double,
int)
47 { umfpack_di_report_info(control, info);}
49 inline void umfpack_report_info(
double control[UMFPACK_CONTROL],
double info[UMFPACK_INFO], std::complex<double>,
int)
50 { umfpack_zi_report_info(control, info);}
52 inline void umfpack_report_info(
double control[UMFPACK_CONTROL],
double info[UMFPACK_INFO],
double, SuiteSparse_long)
53 { umfpack_dl_report_info(control, info);}
55 inline void umfpack_report_info(
double control[UMFPACK_CONTROL],
double info[UMFPACK_INFO], std::complex<double>, SuiteSparse_long)
56 { umfpack_zl_report_info(control, info);}
59 inline void umfpack_report_status(
double control[UMFPACK_CONTROL],
int status,
double,
int)
60 { umfpack_di_report_status(control, status);}
62 inline void umfpack_report_status(
double control[UMFPACK_CONTROL],
int status, std::complex<double>,
int)
63 { umfpack_zi_report_status(control, status);}
65 inline void umfpack_report_status(
double control[UMFPACK_CONTROL],
int status,
double, SuiteSparse_long)
66 { umfpack_dl_report_status(control, status);}
68 inline void umfpack_report_status(
double control[UMFPACK_CONTROL],
int status, std::complex<double>, SuiteSparse_long)
69 { umfpack_zl_report_status(control, status);}
72 inline void umfpack_report_control(
double control[UMFPACK_CONTROL],
double,
int)
73 { umfpack_di_report_control(control);}
75 inline void umfpack_report_control(
double control[UMFPACK_CONTROL], std::complex<double>,
int)
76 { umfpack_zi_report_control(control);}
78 inline void umfpack_report_control(
double control[UMFPACK_CONTROL],
double, SuiteSparse_long)
79 { umfpack_dl_report_control(control);}
81 inline void umfpack_report_control(
double control[UMFPACK_CONTROL], std::complex<double>, SuiteSparse_long)
82 { umfpack_zl_report_control(control);}
85 inline void umfpack_free_numeric(
void **Numeric,
double,
int)
86 { umfpack_di_free_numeric(Numeric); *Numeric = 0; }
88 inline void umfpack_free_numeric(
void **Numeric, std::complex<double>,
int)
89 { umfpack_zi_free_numeric(Numeric); *Numeric = 0; }
91 inline void umfpack_free_numeric(
void **Numeric,
double, SuiteSparse_long)
92 { umfpack_dl_free_numeric(Numeric); *Numeric = 0; }
94 inline void umfpack_free_numeric(
void **Numeric, std::complex<double>, SuiteSparse_long)
95 { umfpack_zl_free_numeric(Numeric); *Numeric = 0; }
98 inline void umfpack_free_symbolic(
void **Symbolic,
double,
int)
99 { umfpack_di_free_symbolic(Symbolic); *Symbolic = 0; }
101 inline void umfpack_free_symbolic(
void **Symbolic, std::complex<double>,
int)
102 { umfpack_zi_free_symbolic(Symbolic); *Symbolic = 0; }
104 inline void umfpack_free_symbolic(
void **Symbolic,
double, SuiteSparse_long)
105 { umfpack_dl_free_symbolic(Symbolic); *Symbolic = 0; }
107 inline void umfpack_free_symbolic(
void **Symbolic, std::complex<double>, SuiteSparse_long)
108 { umfpack_zl_free_symbolic(Symbolic); *Symbolic = 0; }
111 inline int umfpack_symbolic(
int n_row,
int n_col,
112 const int Ap[],
const int Ai[],
const double Ax[],
void **Symbolic,
113 const double Control [UMFPACK_CONTROL],
double Info [UMFPACK_INFO])
115 return umfpack_di_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info);
118 inline int umfpack_symbolic(
int n_row,
int n_col,
119 const int Ap[],
const int Ai[],
const std::complex<double> Ax[],
void **Symbolic,
120 const double Control [UMFPACK_CONTROL],
double Info [UMFPACK_INFO])
122 return umfpack_zi_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info);
124 inline SuiteSparse_long umfpack_symbolic( SuiteSparse_long n_row,SuiteSparse_long n_col,
125 const SuiteSparse_long Ap[],
const SuiteSparse_long Ai[],
const double Ax[],
void **Symbolic,
126 const double Control [UMFPACK_CONTROL],
double Info [UMFPACK_INFO])
128 return umfpack_dl_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info);
131 inline SuiteSparse_long umfpack_symbolic( SuiteSparse_long n_row,SuiteSparse_long n_col,
132 const SuiteSparse_long Ap[],
const SuiteSparse_long Ai[],
const std::complex<double> Ax[],
void **Symbolic,
133 const double Control [UMFPACK_CONTROL],
double Info [UMFPACK_INFO])
135 return umfpack_zl_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info);
139 inline int umfpack_numeric(
const int Ap[],
const int Ai[],
const double Ax[],
140 void *Symbolic,
void **Numeric,
141 const double Control[UMFPACK_CONTROL],
double Info [UMFPACK_INFO])
143 return umfpack_di_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info);
146 inline int umfpack_numeric(
const int Ap[],
const int Ai[],
const std::complex<double> Ax[],
147 void *Symbolic,
void **Numeric,
148 const double Control[UMFPACK_CONTROL],
double Info [UMFPACK_INFO])
150 return umfpack_zi_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info);
152 inline SuiteSparse_long umfpack_numeric(
const SuiteSparse_long Ap[],
const SuiteSparse_long Ai[],
const double Ax[],
153 void *Symbolic,
void **Numeric,
154 const double Control[UMFPACK_CONTROL],
double Info [UMFPACK_INFO])
156 return umfpack_dl_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info);
159 inline SuiteSparse_long umfpack_numeric(
const SuiteSparse_long Ap[],
const SuiteSparse_long Ai[],
const std::complex<double> Ax[],
160 void *Symbolic,
void **Numeric,
161 const double Control[UMFPACK_CONTROL],
double Info [UMFPACK_INFO])
163 return umfpack_zl_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info);
167 inline int umfpack_solve(
int sys,
const int Ap[],
const int Ai[],
const double Ax[],
168 double X[],
const double B[],
void *Numeric,
169 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO])
171 return umfpack_di_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info);
174 inline int umfpack_solve(
int sys,
const int Ap[],
const int Ai[],
const std::complex<double> Ax[],
175 std::complex<double> X[],
const std::complex<double> B[],
void *Numeric,
176 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO])
178 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);
181 inline SuiteSparse_long umfpack_solve(
int sys,
const SuiteSparse_long Ap[],
const SuiteSparse_long Ai[],
const double Ax[],
182 double X[],
const double B[],
void *Numeric,
183 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO])
185 return umfpack_dl_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info);
188 inline SuiteSparse_long umfpack_solve(
int sys,
const SuiteSparse_long Ap[],
const SuiteSparse_long Ai[],
const std::complex<double> Ax[],
189 std::complex<double> X[],
const std::complex<double> B[],
void *Numeric,
190 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO])
192 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);
196 inline int umfpack_get_lunz(
int *lnz,
int *unz,
int *n_row,
int *n_col,
int *nz_udiag,
void *Numeric,
double)
198 return umfpack_di_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
201 inline int umfpack_get_lunz(
int *lnz,
int *unz,
int *n_row,
int *n_col,
int *nz_udiag,
void *Numeric, std::complex<double>)
203 return umfpack_zi_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
206 inline SuiteSparse_long umfpack_get_lunz( SuiteSparse_long *lnz, SuiteSparse_long *unz, SuiteSparse_long *n_row, SuiteSparse_long *n_col,
207 SuiteSparse_long *nz_udiag,
void *Numeric,
double)
209 return umfpack_dl_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
212 inline SuiteSparse_long umfpack_get_lunz( SuiteSparse_long *lnz, SuiteSparse_long *unz, SuiteSparse_long *n_row, SuiteSparse_long *n_col,
213 SuiteSparse_long *nz_udiag,
void *Numeric, std::complex<double>)
215 return umfpack_zl_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
219 inline int umfpack_get_numeric(
int Lp[],
int Lj[],
double Lx[],
int Up[],
int Ui[],
double Ux[],
220 int P[],
int Q[],
double Dx[],
int *do_recip,
double Rs[],
void *Numeric)
222 return umfpack_di_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric);
225 inline int umfpack_get_numeric(
int Lp[],
int Lj[], std::complex<double> Lx[],
int Up[],
int Ui[], std::complex<double> Ux[],
226 int P[],
int Q[], std::complex<double> Dx[],
int *do_recip,
double Rs[],
void *Numeric)
228 double& lx0_real = numext::real_ref(Lx[0]);
229 double& ux0_real = numext::real_ref(Ux[0]);
230 double& dx0_real = numext::real_ref(Dx[0]);
231 return umfpack_zi_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q,
232 Dx?&dx0_real:0,0,do_recip,Rs,Numeric);
234 inline SuiteSparse_long umfpack_get_numeric(SuiteSparse_long Lp[], SuiteSparse_long Lj[],
double Lx[], SuiteSparse_long Up[], SuiteSparse_long Ui[],
double Ux[],
235 SuiteSparse_long P[], SuiteSparse_long Q[],
double Dx[], SuiteSparse_long *do_recip,
double Rs[],
void *Numeric)
237 return umfpack_dl_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric);
240 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[],
241 SuiteSparse_long P[], SuiteSparse_long Q[], std::complex<double> Dx[], SuiteSparse_long *do_recip,
double Rs[],
void *Numeric)
243 double& lx0_real = numext::real_ref(Lx[0]);
244 double& ux0_real = numext::real_ref(Ux[0]);
245 double& dx0_real = numext::real_ref(Dx[0]);
246 return umfpack_zl_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q,
247 Dx?&dx0_real:0,0,do_recip,Rs,Numeric);
251 inline int umfpack_get_determinant(
double *Mx,
double *Ex,
void *NumericHandle,
double User_Info [UMFPACK_INFO],
int)
253 return umfpack_di_get_determinant(Mx,Ex,NumericHandle,User_Info);
256 inline int umfpack_get_determinant(std::complex<double> *Mx,
double *Ex,
void *NumericHandle,
double User_Info [UMFPACK_INFO],
int)
258 double& mx_real = numext::real_ref(*Mx);
259 return umfpack_zi_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info);
262 inline SuiteSparse_long umfpack_get_determinant(
double *Mx,
double *Ex,
void *NumericHandle,
double User_Info [UMFPACK_INFO], SuiteSparse_long)
264 return umfpack_dl_get_determinant(Mx,Ex,NumericHandle,User_Info);
267 inline SuiteSparse_long umfpack_get_determinant(std::complex<double> *Mx,
double *Ex,
void *NumericHandle,
double User_Info [UMFPACK_INFO], SuiteSparse_long)
269 double& mx_real = numext::real_ref(*Mx);
270 return umfpack_zl_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info);
289 template<
typename MatrixType_>
294 using Base::m_isInitialized;
296 using Base::_solve_impl;
297 typedef MatrixType_ MatrixType;
298 typedef typename MatrixType::Scalar Scalar;
299 typedef typename MatrixType::RealScalar RealScalar;
300 typedef typename MatrixType::StorageIndex StorageIndex;
308 ColsAtCompileTime = MatrixType::ColsAtCompileTime,
309 MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
318 : m_dummy(0,0), mp_matrix(m_dummy)
323 template<
typename InputMatrixType>
324 explicit UmfPackLU(
const InputMatrixType& matrix)
333 if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(), StorageIndex());
334 if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(), StorageIndex());
337 inline Index rows()
const {
return mp_matrix.rows(); }
338 inline Index cols()
const {
return mp_matrix.cols(); }
347 eigen_assert(m_isInitialized &&
"Decomposition is not initialized.");
351 inline const LUMatrixType& matrixL()
const
353 if (m_extractedDataAreDirty) extractData();
357 inline const LUMatrixType& matrixU()
const
359 if (m_extractedDataAreDirty) extractData();
363 inline const IntColVectorType& permutationP()
const
365 if (m_extractedDataAreDirty) extractData();
369 inline const IntRowVectorType& permutationQ()
const
371 if (m_extractedDataAreDirty) extractData();
379 template<
typename InputMatrixType>
382 if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(),StorageIndex());
383 if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex());
384 grab(matrix.derived());
385 analyzePattern_impl();
395 template<
typename InputMatrixType>
398 if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(),StorageIndex());
399 if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex());
401 grab(matrix.derived());
403 analyzePattern_impl();
413 eigen_assert(m_numeric &&
"UmfPackLU: you must first call factorize()");
414 return m_fact_errorCode;
445 template<
typename InputMatrixType>
448 eigen_assert(m_analysisIsOk &&
"UmfPackLU: you must first call analyzePattern()");
450 umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex());
452 grab(matrix.derived());
463 umfpack_report_control(m_control.
data(), Scalar(),StorageIndex());
472 eigen_assert(m_analysisIsOk &&
"UmfPackLU: you must first call analyzePattern()");
473 umfpack_report_info(m_control.
data(), m_umfpackInfo.
data(), Scalar(),StorageIndex());
481 eigen_assert(m_analysisIsOk &&
"UmfPackLU: you must first call analyzePattern()");
482 umfpack_report_status(m_control.
data(), m_fact_errorCode, Scalar(),StorageIndex());
486 template<
typename BDerived,
typename XDerived>
489 Scalar determinant()
const;
491 void extractData()
const;
498 m_isInitialized =
false;
501 m_extractedDataAreDirty =
true;
503 umfpack_defaults(m_control.
data(), Scalar(),StorageIndex());
506 void analyzePattern_impl()
508 m_fact_errorCode = umfpack_symbolic(internal::convert_index<StorageIndex>(mp_matrix.rows()),
509 internal::convert_index<StorageIndex>(mp_matrix.cols()),
510 mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
511 &m_symbolic, m_control.
data(), m_umfpackInfo.
data());
513 m_isInitialized =
true;
515 m_analysisIsOk =
true;
516 m_factorizationIsOk =
false;
517 m_extractedDataAreDirty =
true;
520 void factorize_impl()
523 m_fact_errorCode = umfpack_numeric(mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
524 m_symbolic, &m_numeric, m_control.
data(), m_umfpackInfo.
data());
527 m_factorizationIsOk =
true;
528 m_extractedDataAreDirty =
true;
531 template<
typename MatrixDerived>
532 void grab(
const EigenBase<MatrixDerived> &A)
534 internal::destroy_at(&mp_matrix);
535 internal::construct_at(&mp_matrix, A.derived());
538 void grab(
const UmfpackMatrixRef &A)
540 if(&(A.derived()) != &mp_matrix)
542 internal::destroy_at(&mp_matrix);
543 internal::construct_at(&mp_matrix, A);
548 mutable LUMatrixType m_l;
549 StorageIndex m_fact_errorCode;
550 UmfpackControl m_control;
551 mutable UmfpackInfo m_umfpackInfo;
553 mutable LUMatrixType m_u;
554 mutable IntColVectorType m_p;
555 mutable IntRowVectorType m_q;
557 UmfpackMatrixType m_dummy;
558 UmfpackMatrixRef mp_matrix;
564 int m_factorizationIsOk;
566 mutable bool m_extractedDataAreDirty;
569 UmfPackLU(
const UmfPackLU& ) { }
573 template<
typename MatrixType>
574 void UmfPackLU<MatrixType>::extractData()
const
576 if (m_extractedDataAreDirty)
579 StorageIndex lnz, unz, rows, cols, nz_udiag;
580 umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
583 m_l.resize(rows,(std::min)(rows,cols));
584 m_l.resizeNonZeros(lnz);
586 m_u.resize((std::min)(rows,cols),cols);
587 m_u.resizeNonZeros(unz);
593 umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(),
594 m_u.outerIndexPtr(), m_u.innerIndexPtr(), m_u.valuePtr(),
595 m_p.data(), m_q.data(), 0, 0, 0, m_numeric);
597 m_extractedDataAreDirty =
false;
601 template<
typename MatrixType>
602 typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant()
const
605 umfpack_get_determinant(&det, 0, m_numeric, 0, StorageIndex());
609 template<
typename MatrixType>
610 template<
typename BDerived,
typename XDerived>
611 bool UmfPackLU<MatrixType>::_solve_impl(
const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x)
const
613 Index rhsCols = b.cols();
614 eigen_assert((BDerived::Flags&
RowMajorBit)==0 &&
"UmfPackLU backend does not support non col-major rhs yet");
615 eigen_assert((XDerived::Flags&
RowMajorBit)==0 &&
"UmfPackLU backend does not support non col-major result yet");
616 eigen_assert(b.derived().data() != x.derived().data() &&
" Umfpack does not support inplace solve");
619 Matrix<Scalar,Dynamic,1> x_tmp;
620 if(x.innerStride()!=1)
622 x_tmp.resize(x.rows());
623 x_ptr = x_tmp.data();
625 for (
int j=0; j<rhsCols; ++j)
627 if(x.innerStride()==1)
628 x_ptr = &x.col(j).coeffRef(0);
629 StorageIndex errorCode = umfpack_solve(UMFPACK_A,
630 mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
631 x_ptr, &b.const_cast_derived().col(j).coeffRef(0),
632 m_numeric, m_control.data(), m_umfpackInfo.data());
633 if(x.innerStride()!=1)
Base class for all dense matrices, vectors, and expressions.
Definition: MatrixBase.h:52
const Scalar * data() const
Definition: PlainObjectBase.h:259
A base class for sparse solvers.
Definition: SparseSolverBase.h:70
A sparse LU factorization and solver based on UmfPack.
Definition: UmfPackSupport.h:291
void printUmfpackControl()
Definition: UmfPackSupport.h:461
void compute(const InputMatrixType &matrix)
Definition: UmfPackSupport.h:380
void factorize(const InputMatrixType &matrix)
Definition: UmfPackSupport.h:446
UmfpackControl & umfpackControl()
Definition: UmfPackSupport.h:434
int umfpackFactorizeReturncode() const
Definition: UmfPackSupport.h:411
ComputationInfo info() const
Reports whether previous computation was successful.
Definition: UmfPackSupport.h:345
void printUmfpackInfo()
Definition: UmfPackSupport.h:470
void analyzePattern(const InputMatrixType &matrix)
Definition: UmfPackSupport.h:396
const UmfpackControl & umfpackControl() const
Definition: UmfPackSupport.h:423
void printUmfpackStatus()
Definition: UmfPackSupport.h:480
ComputationInfo
Definition: Constants.h:442
@ NumericalIssue
Definition: Constants.h:446
@ InvalidInput
Definition: Constants.h:451
@ Success
Definition: Constants.h:444
const unsigned int RowMajorBit
Definition: Constants.h:68
Namespace containing all symbols from the Eigen library.
Definition: Core:139
EIGEN_DEFAULT_DENSE_INDEX_TYPE Index
The Index type as used for the API.
Definition: Meta.h:59