10 #ifndef EIGEN_UMFPACKSUPPORT_H
11 #define EIGEN_UMFPACKSUPPORT_H
20 inline void umfpack_defaults(
double control[UMFPACK_CONTROL],
double)
21 { umfpack_di_defaults(control); }
23 inline void umfpack_defaults(
double control[UMFPACK_CONTROL], std::complex<double>)
24 { umfpack_zi_defaults(control); }
26 inline void umfpack_report_info(
double control[UMFPACK_CONTROL],
double info[UMFPACK_INFO],
double)
27 { umfpack_di_report_info(control, info);}
29 inline void umfpack_report_info(
double control[UMFPACK_CONTROL],
double info[UMFPACK_INFO], std::complex<double>)
30 { umfpack_zi_report_info(control, info);}
32 inline void umfpack_report_status(
double control[UMFPACK_CONTROL],
int status,
double)
33 { umfpack_di_report_status(control, status);}
35 inline void umfpack_report_status(
double control[UMFPACK_CONTROL],
int status, std::complex<double>)
36 { umfpack_zi_report_status(control, status);}
38 inline void umfpack_report_control(
double control[UMFPACK_CONTROL],
double)
39 { umfpack_di_report_control(control);}
41 inline void umfpack_report_control(
double control[UMFPACK_CONTROL], std::complex<double>)
42 { umfpack_zi_report_control(control);}
44 inline void umfpack_free_numeric(
void **Numeric,
double)
45 { umfpack_di_free_numeric(Numeric); *Numeric = 0; }
47 inline void umfpack_free_numeric(
void **Numeric, std::complex<double>)
48 { umfpack_zi_free_numeric(Numeric); *Numeric = 0; }
50 inline void umfpack_free_symbolic(
void **Symbolic,
double)
51 { umfpack_di_free_symbolic(Symbolic); *Symbolic = 0; }
53 inline void umfpack_free_symbolic(
void **Symbolic, std::complex<double>)
54 { umfpack_zi_free_symbolic(Symbolic); *Symbolic = 0; }
56 inline int umfpack_symbolic(
int n_row,
int n_col,
57 const int Ap[],
const int Ai[],
const double Ax[],
void **Symbolic,
58 const double Control [UMFPACK_CONTROL],
double Info [UMFPACK_INFO])
60 return umfpack_di_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info);
63 inline int umfpack_symbolic(
int n_row,
int n_col,
64 const int Ap[],
const int Ai[],
const std::complex<double> Ax[],
void **Symbolic,
65 const double Control [UMFPACK_CONTROL],
double Info [UMFPACK_INFO])
67 return umfpack_zi_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info);
70 inline int umfpack_numeric(
const int Ap[],
const int Ai[],
const double Ax[],
71 void *Symbolic,
void **Numeric,
72 const double Control[UMFPACK_CONTROL],
double Info [UMFPACK_INFO])
74 return umfpack_di_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info);
77 inline int umfpack_numeric(
const int Ap[],
const int Ai[],
const std::complex<double> Ax[],
78 void *Symbolic,
void **Numeric,
79 const double Control[UMFPACK_CONTROL],
double Info [UMFPACK_INFO])
81 return umfpack_zi_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info);
84 inline int umfpack_solve(
int sys,
const int Ap[],
const int Ai[],
const double Ax[],
85 double X[],
const double B[],
void *Numeric,
86 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO])
88 return umfpack_di_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info);
91 inline int umfpack_solve(
int sys,
const int Ap[],
const int Ai[],
const std::complex<double> Ax[],
92 std::complex<double> X[],
const std::complex<double> B[],
void *Numeric,
93 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO])
95 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);
98 inline int umfpack_get_lunz(
int *lnz,
int *unz,
int *n_row,
int *n_col,
int *nz_udiag,
void *Numeric,
double)
100 return umfpack_di_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
103 inline int umfpack_get_lunz(
int *lnz,
int *unz,
int *n_row,
int *n_col,
int *nz_udiag,
void *Numeric, std::complex<double>)
105 return umfpack_zi_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
108 inline int umfpack_get_numeric(
int Lp[],
int Lj[],
double Lx[],
int Up[],
int Ui[],
double Ux[],
109 int P[],
int Q[],
double Dx[],
int *do_recip,
double Rs[],
void *Numeric)
111 return umfpack_di_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric);
114 inline int umfpack_get_numeric(
int Lp[],
int Lj[], std::complex<double> Lx[],
int Up[],
int Ui[], std::complex<double> Ux[],
115 int P[],
int Q[], std::complex<double> Dx[],
int *do_recip,
double Rs[],
void *Numeric)
117 double& lx0_real = numext::real_ref(Lx[0]);
118 double& ux0_real = numext::real_ref(Ux[0]);
119 double& dx0_real = numext::real_ref(Dx[0]);
120 return umfpack_zi_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q,
121 Dx?&dx0_real:0,0,do_recip,Rs,Numeric);
124 inline int umfpack_get_determinant(
double *Mx,
double *Ex,
void *NumericHandle,
double User_Info [UMFPACK_INFO])
126 return umfpack_di_get_determinant(Mx,Ex,NumericHandle,User_Info);
129 inline int umfpack_get_determinant(std::complex<double> *Mx,
double *Ex,
void *NumericHandle,
double User_Info [UMFPACK_INFO])
131 double& mx_real = numext::real_ref(*Mx);
132 return umfpack_zi_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info);
151 template<
typename _MatrixType>
156 using Base::m_isInitialized;
158 using Base::_solve_impl;
159 typedef _MatrixType MatrixType;
160 typedef typename MatrixType::Scalar Scalar;
161 typedef typename MatrixType::RealScalar RealScalar;
162 typedef typename MatrixType::StorageIndex StorageIndex;
170 ColsAtCompileTime = MatrixType::ColsAtCompileTime,
171 MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
180 : m_dummy(0,0), mp_matrix(m_dummy)
185 template<
typename InputMatrixType>
186 explicit UmfPackLU(
const InputMatrixType& matrix)
195 if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar());
196 if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar());
199 inline Index rows()
const {
return mp_matrix.rows(); }
200 inline Index cols()
const {
return mp_matrix.cols(); }
209 eigen_assert(m_isInitialized &&
"Decomposition is not initialized.");
213 inline const LUMatrixType& matrixL()
const
215 if (m_extractedDataAreDirty) extractData();
219 inline const LUMatrixType& matrixU()
const
221 if (m_extractedDataAreDirty) extractData();
225 inline const IntColVectorType& permutationP()
const
227 if (m_extractedDataAreDirty) extractData();
231 inline const IntRowVectorType& permutationQ()
const
233 if (m_extractedDataAreDirty) extractData();
241 template<
typename InputMatrixType>
244 if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar());
245 if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar());
246 grab(matrix.derived());
247 analyzePattern_impl();
257 template<
typename InputMatrixType>
260 if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar());
261 if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar());
263 grab(matrix.derived());
265 analyzePattern_impl();
275 eigen_assert(m_numeric &&
"UmfPackLU: you must first call factorize()");
276 return m_fact_errorCode;
307 template<
typename InputMatrixType>
310 eigen_assert(m_analysisIsOk &&
"UmfPackLU: you must first call analyzePattern()");
312 umfpack_free_numeric(&m_numeric,Scalar());
314 grab(matrix.derived());
325 umfpack_report_control(m_control.
data(), Scalar());
334 eigen_assert(m_analysisIsOk &&
"UmfPackLU: you must first call analyzePattern()");
335 umfpack_report_info(m_control.
data(), m_umfpackInfo.
data(), Scalar());
343 eigen_assert(m_analysisIsOk &&
"UmfPackLU: you must first call analyzePattern()");
344 umfpack_report_status(m_control.
data(), m_fact_errorCode, Scalar());
348 template<
typename BDerived,
typename XDerived>
351 Scalar determinant()
const;
353 void extractData()
const;
360 m_isInitialized =
false;
363 m_extractedDataAreDirty =
true;
365 umfpack_defaults(m_control.
data(), Scalar());
368 void analyzePattern_impl()
370 m_fact_errorCode = umfpack_symbolic(internal::convert_index<int>(mp_matrix.rows()),
371 internal::convert_index<int>(mp_matrix.cols()),
372 mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
373 &m_symbolic, m_control.
data(), m_umfpackInfo.
data());
375 m_isInitialized =
true;
377 m_analysisIsOk =
true;
378 m_factorizationIsOk =
false;
379 m_extractedDataAreDirty =
true;
382 void factorize_impl()
385 m_fact_errorCode = umfpack_numeric(mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
386 m_symbolic, &m_numeric, m_control.
data(), m_umfpackInfo.
data());
389 m_factorizationIsOk =
true;
390 m_extractedDataAreDirty =
true;
393 template<
typename MatrixDerived>
394 void grab(
const EigenBase<MatrixDerived> &A)
396 mp_matrix.~UmfpackMatrixRef();
397 ::new (&mp_matrix) UmfpackMatrixRef(A.derived());
400 void grab(
const UmfpackMatrixRef &A)
402 if(&(A.derived()) != &mp_matrix)
404 mp_matrix.~UmfpackMatrixRef();
405 ::new (&mp_matrix) UmfpackMatrixRef(A);
410 mutable LUMatrixType m_l;
411 int m_fact_errorCode;
412 UmfpackControl m_control;
413 mutable UmfpackInfo m_umfpackInfo;
415 mutable LUMatrixType m_u;
416 mutable IntColVectorType m_p;
417 mutable IntRowVectorType m_q;
419 UmfpackMatrixType m_dummy;
420 UmfpackMatrixRef mp_matrix;
426 int m_factorizationIsOk;
428 mutable bool m_extractedDataAreDirty;
431 UmfPackLU(
const UmfPackLU& ) { }
435 template<
typename MatrixType>
436 void UmfPackLU<MatrixType>::extractData()
const
438 if (m_extractedDataAreDirty)
441 int lnz, unz, rows, cols, nz_udiag;
442 umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
445 m_l.resize(rows,(std::min)(rows,cols));
446 m_l.resizeNonZeros(lnz);
448 m_u.resize((std::min)(rows,cols),cols);
449 m_u.resizeNonZeros(unz);
455 umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(),
456 m_u.outerIndexPtr(), m_u.innerIndexPtr(), m_u.valuePtr(),
457 m_p.data(), m_q.data(), 0, 0, 0, m_numeric);
459 m_extractedDataAreDirty =
false;
463 template<
typename MatrixType>
464 typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant()
const
467 umfpack_get_determinant(&det, 0, m_numeric, 0);
471 template<
typename MatrixType>
472 template<
typename BDerived,
typename XDerived>
473 bool UmfPackLU<MatrixType>::_solve_impl(
const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x)
const
475 Index rhsCols = b.cols();
476 eigen_assert((BDerived::Flags&
RowMajorBit)==0 &&
"UmfPackLU backend does not support non col-major rhs yet");
477 eigen_assert((XDerived::Flags&
RowMajorBit)==0 &&
"UmfPackLU backend does not support non col-major result yet");
478 eigen_assert(b.derived().data() != x.derived().data() &&
" Umfpack does not support inplace solve");
482 Matrix<Scalar,Dynamic,1> x_tmp;
483 if(x.innerStride()!=1)
485 x_tmp.resize(x.rows());
486 x_ptr = x_tmp.data();
488 for (
int j=0; j<rhsCols; ++j)
490 if(x.innerStride()==1)
491 x_ptr = &x.col(j).coeffRef(0);
492 errorCode = umfpack_solve(UMFPACK_A,
493 mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
494 x_ptr, &b.const_cast_derived().col(j).coeffRef(0), m_numeric, m_control.data(), m_umfpackInfo.data());
495 if(x.innerStride()!=1)
506 #endif // EIGEN_UMFPACKSUPPORT_H