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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_CHOLMODSUPPORT_H
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#define EIGEN_CHOLMODSUPPORT_H
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// IWYU pragma: private
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#include "./InternalHeaderCheck.h"
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namespace Eigen {
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namespace internal {
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template <typename Scalar>
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struct cholmod_configure_matrix;
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template <>
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struct cholmod_configure_matrix<double> {
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template <typename CholmodType>
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static void run(CholmodType& mat) {
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mat.xtype = CHOLMOD_REAL;
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mat.dtype = CHOLMOD_DOUBLE;
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}
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};
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template <>
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struct cholmod_configure_matrix<std::complex<double> > {
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template <typename CholmodType>
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static void run(CholmodType& mat) {
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mat.xtype = CHOLMOD_COMPLEX;
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mat.dtype = CHOLMOD_DOUBLE;
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}
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};
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// Other scalar types are not yet supported by Cholmod
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// template<> struct cholmod_configure_matrix<float> {
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// template<typename CholmodType>
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// static void run(CholmodType& mat) {
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// mat.xtype = CHOLMOD_REAL;
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// mat.dtype = CHOLMOD_SINGLE;
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// }
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// };
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//
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// template<> struct cholmod_configure_matrix<std::complex<float> > {
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// template<typename CholmodType>
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// static void run(CholmodType& mat) {
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// mat.xtype = CHOLMOD_COMPLEX;
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// mat.dtype = CHOLMOD_SINGLE;
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// }
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// };
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} // namespace internal
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/** Wraps the Eigen sparse matrix \a mat into a Cholmod sparse matrix object.
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* Note that the data are shared.
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*/
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template <typename Scalar_, int Options_, typename StorageIndex_>
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cholmod_sparse viewAsCholmod(Ref<SparseMatrix<Scalar_, Options_, StorageIndex_> > mat) {
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cholmod_sparse res;
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res.nzmax = mat.nonZeros();
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res.nrow = mat.rows();
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res.ncol = mat.cols();
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res.p = mat.outerIndexPtr();
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res.i = mat.innerIndexPtr();
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res.x = mat.valuePtr();
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res.z = 0;
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res.sorted = 1;
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if (mat.isCompressed()) {
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res.packed = 1;
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res.nz = 0;
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} else {
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res.packed = 0;
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res.nz = mat.innerNonZeroPtr();
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}
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res.dtype = 0;
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res.stype = -1;
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if (internal::is_same<StorageIndex_, int>::value) {
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res.itype = CHOLMOD_INT;
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} else if (internal::is_same<StorageIndex_, SuiteSparse_long>::value) {
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res.itype = CHOLMOD_LONG;
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} else {
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eigen_assert(false && "Index type not supported yet");
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}
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// setup res.xtype
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internal::cholmod_configure_matrix<Scalar_>::run(res);
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res.stype = 0;
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return res;
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}
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template <typename Scalar_, int Options_, typename Index_>
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const cholmod_sparse viewAsCholmod(const SparseMatrix<Scalar_, Options_, Index_>& mat) {
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cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<Scalar_, Options_, Index_> >(mat.const_cast_derived()));
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return res;
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}
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template <typename Scalar_, int Options_, typename Index_>
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const cholmod_sparse viewAsCholmod(const SparseVector<Scalar_, Options_, Index_>& mat) {
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cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<Scalar_, Options_, Index_> >(mat.const_cast_derived()));
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return res;
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}
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/** Returns a view of the Eigen sparse matrix \a mat as Cholmod sparse matrix.
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* The data are not copied but shared. */
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template <typename Scalar_, int Options_, typename Index_, unsigned int UpLo>
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cholmod_sparse viewAsCholmod(const SparseSelfAdjointView<const SparseMatrix<Scalar_, Options_, Index_>, UpLo>& mat) {
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cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<Scalar_, Options_, Index_> >(mat.matrix().const_cast_derived()));
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if (UpLo == Upper) res.stype = 1;
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if (UpLo == Lower) res.stype = -1;
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// swap stype for rowmajor matrices (only works for real matrices)
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EIGEN_STATIC_ASSERT((Options_ & RowMajorBit) == 0 || NumTraits<Scalar_>::IsComplex == 0,
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THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
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if (Options_ & RowMajorBit) res.stype *= -1;
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return res;
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}
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/** Returns a view of the Eigen \b dense matrix \a mat as Cholmod dense matrix.
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* The data are not copied but shared. */
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template <typename Derived>
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cholmod_dense viewAsCholmod(MatrixBase<Derived>& mat) {
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EIGEN_STATIC_ASSERT((internal::traits<Derived>::Flags & RowMajorBit) == 0,
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THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
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typedef typename Derived::Scalar Scalar;
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cholmod_dense res;
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res.nrow = mat.rows();
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res.ncol = mat.cols();
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res.nzmax = res.nrow * res.ncol;
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res.d = Derived::IsVectorAtCompileTime ? mat.derived().size() : mat.derived().outerStride();
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res.x = (void*)(mat.derived().data());
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res.z = 0;
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internal::cholmod_configure_matrix<Scalar>::run(res);
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return res;
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}
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/** Returns a view of the Cholmod sparse matrix \a cm as an Eigen sparse matrix.
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* The data are not copied but shared. */
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template <typename Scalar, typename StorageIndex>
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Map<const SparseMatrix<Scalar, ColMajor, StorageIndex> > viewAsEigen(cholmod_sparse& cm) {
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return Map<const SparseMatrix<Scalar, ColMajor, StorageIndex> >(
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cm.nrow, cm.ncol, static_cast<StorageIndex*>(cm.p)[cm.ncol], static_cast<StorageIndex*>(cm.p),
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static_cast<StorageIndex*>(cm.i), static_cast<Scalar*>(cm.x));
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}
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/** Returns a view of the Cholmod sparse matrix factor \a cm as an Eigen sparse matrix.
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* The data are not copied but shared. */
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template <typename Scalar, typename StorageIndex>
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Map<const SparseMatrix<Scalar, ColMajor, StorageIndex> > viewAsEigen(cholmod_factor& cm) {
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return Map<const SparseMatrix<Scalar, ColMajor, StorageIndex> >(
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cm.n, cm.n, static_cast<StorageIndex*>(cm.p)[cm.n], static_cast<StorageIndex*>(cm.p),
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static_cast<StorageIndex*>(cm.i), static_cast<Scalar*>(cm.x));
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}
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namespace internal {
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// template specializations for int and long that call the correct cholmod method
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#define EIGEN_CHOLMOD_SPECIALIZE0(ret, name) \
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template <typename StorageIndex_> \
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inline ret cm_##name(cholmod_common& Common) { \
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return cholmod_##name(&Common); \
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} \
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template <> \
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inline ret cm_##name<SuiteSparse_long>(cholmod_common & Common) { \
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return cholmod_l_##name(&Common); \
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}
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#define EIGEN_CHOLMOD_SPECIALIZE1(ret, name, t1, a1) \
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template <typename StorageIndex_> \
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inline ret cm_##name(t1& a1, cholmod_common& Common) { \
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return cholmod_##name(&a1, &Common); \
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} \
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template <> \
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inline ret cm_##name<SuiteSparse_long>(t1 & a1, cholmod_common & Common) { \
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return cholmod_l_##name(&a1, &Common); \
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}
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EIGEN_CHOLMOD_SPECIALIZE0(int, start)
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EIGEN_CHOLMOD_SPECIALIZE0(int, finish)
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EIGEN_CHOLMOD_SPECIALIZE1(int, free_factor, cholmod_factor*, L)
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EIGEN_CHOLMOD_SPECIALIZE1(int, free_dense, cholmod_dense*, X)
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EIGEN_CHOLMOD_SPECIALIZE1(int, free_sparse, cholmod_sparse*, A)
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EIGEN_CHOLMOD_SPECIALIZE1(cholmod_factor*, analyze, cholmod_sparse, A)
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EIGEN_CHOLMOD_SPECIALIZE1(cholmod_sparse*, factor_to_sparse, cholmod_factor, L)
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template <typename StorageIndex_>
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inline cholmod_dense* cm_solve(int sys, cholmod_factor& L, cholmod_dense& B, cholmod_common& Common) {
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return cholmod_solve(sys, &L, &B, &Common);
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}
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template <>
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inline cholmod_dense* cm_solve<SuiteSparse_long>(int sys, cholmod_factor& L, cholmod_dense& B, cholmod_common& Common) {
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return cholmod_l_solve(sys, &L, &B, &Common);
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}
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template <typename StorageIndex_>
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inline cholmod_sparse* cm_spsolve(int sys, cholmod_factor& L, cholmod_sparse& B, cholmod_common& Common) {
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return cholmod_spsolve(sys, &L, &B, &Common);
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}
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template <>
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inline cholmod_sparse* cm_spsolve<SuiteSparse_long>(int sys, cholmod_factor& L, cholmod_sparse& B,
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cholmod_common& Common) {
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return cholmod_l_spsolve(sys, &L, &B, &Common);
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}
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template <typename StorageIndex_>
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inline int cm_factorize_p(cholmod_sparse* A, double beta[2], StorageIndex_* fset, std::size_t fsize, cholmod_factor* L,
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cholmod_common& Common) {
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return cholmod_factorize_p(A, beta, fset, fsize, L, &Common);
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}
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template <>
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inline int cm_factorize_p<SuiteSparse_long>(cholmod_sparse* A, double beta[2], SuiteSparse_long* fset,
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std::size_t fsize, cholmod_factor* L, cholmod_common& Common) {
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return cholmod_l_factorize_p(A, beta, fset, fsize, L, &Common);
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}
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#undef EIGEN_CHOLMOD_SPECIALIZE0
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#undef EIGEN_CHOLMOD_SPECIALIZE1
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} // namespace internal
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enum CholmodMode { CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt };
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/** \ingroup CholmodSupport_Module
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* \class CholmodBase
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* \brief The base class for the direct Cholesky factorization of Cholmod
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* \sa class CholmodSupernodalLLT, class CholmodSimplicialLDLT, class CholmodSimplicialLLT
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*/
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template <typename MatrixType_, int UpLo_, typename Derived>
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class CholmodBase : public SparseSolverBase<Derived> {
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protected:
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typedef SparseSolverBase<Derived> Base;
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using Base::derived;
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using Base::m_isInitialized;
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public:
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typedef MatrixType_ MatrixType;
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enum { UpLo = UpLo_ };
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typedef typename MatrixType::Scalar Scalar;
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typedef typename MatrixType::RealScalar RealScalar;
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typedef MatrixType CholMatrixType;
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typedef typename MatrixType::StorageIndex StorageIndex;
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enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime };
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public:
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CholmodBase() : m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false) {
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EIGEN_STATIC_ASSERT((internal::is_same<double, RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
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m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
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internal::cm_start<StorageIndex>(m_cholmod);
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}
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explicit CholmodBase(const MatrixType& matrix)
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: m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false) {
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EIGEN_STATIC_ASSERT((internal::is_same<double, RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
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m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
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internal::cm_start<StorageIndex>(m_cholmod);
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compute(matrix);
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}
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~CholmodBase() {
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if (m_cholmodFactor) internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod);
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internal::cm_finish<StorageIndex>(m_cholmod);
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}
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inline StorageIndex cols() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }
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inline StorageIndex rows() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }
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/** \brief Reports whether previous computation was successful.
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*
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* \returns \c Success if computation was successful,
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* \c NumericalIssue if the matrix.appears to be negative.
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*/
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ComputationInfo info() const {
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eigen_assert(m_isInitialized && "Decomposition is not initialized.");
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return m_info;
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}
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/** Computes the sparse Cholesky decomposition of \a matrix */
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Derived& compute(const MatrixType& matrix) {
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analyzePattern(matrix);
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factorize(matrix);
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return derived();
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}
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/** Performs a symbolic decomposition on the sparsity pattern of \a matrix.
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*
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* This function is particularly useful when solving for several problems having the same structure.
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*
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* \sa factorize()
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*/
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void analyzePattern(const MatrixType& matrix) {
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if (m_cholmodFactor) {
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internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod);
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m_cholmodFactor = 0;
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}
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cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
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m_cholmodFactor = internal::cm_analyze<StorageIndex>(A, m_cholmod);
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this->m_isInitialized = true;
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this->m_info = Success;
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m_analysisIsOk = true;
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m_factorizationIsOk = false;
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}
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/** Performs a numeric decomposition of \a matrix
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*
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* The given matrix must have the same sparsity pattern as the matrix on which the symbolic decomposition has been
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* performed.
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*
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* \sa analyzePattern()
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*/
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void factorize(const MatrixType& matrix) {
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eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
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cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
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internal::cm_factorize_p<StorageIndex>(&A, m_shiftOffset, 0, 0, m_cholmodFactor, m_cholmod);
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// If the factorization failed, either the input matrix was zero (so m_cholmodFactor == nullptr), or minor is the
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// column at which it failed. On success minor == n.
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this->m_info =
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(m_cholmodFactor != nullptr && m_cholmodFactor->minor == m_cholmodFactor->n ? Success : NumericalIssue);
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m_factorizationIsOk = true;
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}
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/** Returns a reference to the Cholmod's configuration structure to get a full control over the performed operations.
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* See the Cholmod user guide for details. */
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cholmod_common& cholmod() { return m_cholmod; }
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#ifndef EIGEN_PARSED_BY_DOXYGEN
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/** \internal */
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template <typename Rhs, typename Dest>
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void _solve_impl(const MatrixBase<Rhs>& b, MatrixBase<Dest>& dest) const {
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||||
eigen_assert(m_factorizationIsOk &&
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||||
"The decomposition is not in a valid state for solving, you must first call either compute() or "
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||||
"symbolic()/numeric()");
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||||
const Index size = m_cholmodFactor->n;
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EIGEN_UNUSED_VARIABLE(size);
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eigen_assert(size == b.rows());
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// Cholmod needs column-major storage without inner-stride, which corresponds to the default behavior of Ref.
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||||
Ref<const Matrix<typename Rhs::Scalar, Dynamic, Dynamic, ColMajor> > b_ref(b.derived());
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||||
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cholmod_dense b_cd = viewAsCholmod(b_ref);
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cholmod_dense* x_cd = internal::cm_solve<StorageIndex>(CHOLMOD_A, *m_cholmodFactor, b_cd, m_cholmod);
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if (!x_cd) {
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this->m_info = NumericalIssue;
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||||
return;
|
||||
}
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||||
// TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
|
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// NOTE Actually, the copy can be avoided by calling cholmod_solve2 instead of cholmod_solve
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||||
dest = Matrix<Scalar, Dest::RowsAtCompileTime, Dest::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x),
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||||
b.rows(), b.cols());
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||||
internal::cm_free_dense<StorageIndex>(x_cd, m_cholmod);
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||||
}
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||||
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||||
/** \internal */
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||||
template <typename RhsDerived, typename DestDerived>
|
||||
void _solve_impl(const SparseMatrixBase<RhsDerived>& b, SparseMatrixBase<DestDerived>& dest) const {
|
||||
eigen_assert(m_factorizationIsOk &&
|
||||
"The decomposition is not in a valid state for solving, you must first call either compute() or "
|
||||
"symbolic()/numeric()");
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||||
const Index size = m_cholmodFactor->n;
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||||
EIGEN_UNUSED_VARIABLE(size);
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||||
eigen_assert(size == b.rows());
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||||
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||||
// note: cs stands for Cholmod Sparse
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||||
Ref<SparseMatrix<typename RhsDerived::Scalar, ColMajor, typename RhsDerived::StorageIndex> > b_ref(
|
||||
b.const_cast_derived());
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||||
cholmod_sparse b_cs = viewAsCholmod(b_ref);
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||||
cholmod_sparse* x_cs = internal::cm_spsolve<StorageIndex>(CHOLMOD_A, *m_cholmodFactor, b_cs, m_cholmod);
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||||
if (!x_cs) {
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||||
this->m_info = NumericalIssue;
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||||
return;
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||||
}
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||||
// TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
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||||
// NOTE cholmod_spsolve in fact just calls the dense solver for blocks of 4 columns at a time (similar to Eigen's
|
||||
// sparse solver)
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||||
dest.derived() = viewAsEigen<typename DestDerived::Scalar, typename DestDerived::StorageIndex>(*x_cs);
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||||
internal::cm_free_sparse<StorageIndex>(x_cs, m_cholmod);
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||||
}
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||||
#endif // EIGEN_PARSED_BY_DOXYGEN
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||||
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||||
/** Sets the shift parameter that will be used to adjust the diagonal coefficients during the numerical factorization.
|
||||
*
|
||||
* During the numerical factorization, an offset term is added to the diagonal coefficients:\n
|
||||
* \c d_ii = \a offset + \c d_ii
|
||||
*
|
||||
* The default is \a offset=0.
|
||||
*
|
||||
* \returns a reference to \c *this.
|
||||
*/
|
||||
Derived& setShift(const RealScalar& offset) {
|
||||
m_shiftOffset[0] = double(offset);
|
||||
return derived();
|
||||
}
|
||||
|
||||
/** \returns the determinant of the underlying matrix from the current factorization */
|
||||
Scalar determinant() const {
|
||||
using std::exp;
|
||||
return exp(logDeterminant());
|
||||
}
|
||||
|
||||
/** \returns the log determinant of the underlying matrix from the current factorization */
|
||||
Scalar logDeterminant() const {
|
||||
using numext::real;
|
||||
using std::log;
|
||||
eigen_assert(m_factorizationIsOk &&
|
||||
"The decomposition is not in a valid state for solving, you must first call either compute() or "
|
||||
"symbolic()/numeric()");
|
||||
|
||||
RealScalar logDet = 0;
|
||||
Scalar* x = static_cast<Scalar*>(m_cholmodFactor->x);
|
||||
if (m_cholmodFactor->is_super) {
|
||||
// Supernodal factorization stored as a packed list of dense column-major blocks,
|
||||
// as described by the following structure:
|
||||
|
||||
// super[k] == index of the first column of the j-th super node
|
||||
StorageIndex* super = static_cast<StorageIndex*>(m_cholmodFactor->super);
|
||||
// pi[k] == offset to the description of row indices
|
||||
StorageIndex* pi = static_cast<StorageIndex*>(m_cholmodFactor->pi);
|
||||
// px[k] == offset to the respective dense block
|
||||
StorageIndex* px = static_cast<StorageIndex*>(m_cholmodFactor->px);
|
||||
|
||||
Index nb_super_nodes = m_cholmodFactor->nsuper;
|
||||
for (Index k = 0; k < nb_super_nodes; ++k) {
|
||||
StorageIndex ncols = super[k + 1] - super[k];
|
||||
StorageIndex nrows = pi[k + 1] - pi[k];
|
||||
|
||||
Map<const Array<Scalar, 1, Dynamic>, 0, InnerStride<> > sk(x + px[k], ncols, InnerStride<>(nrows + 1));
|
||||
logDet += sk.real().log().sum();
|
||||
}
|
||||
} else {
|
||||
// Simplicial factorization stored as standard CSC matrix.
|
||||
StorageIndex* p = static_cast<StorageIndex*>(m_cholmodFactor->p);
|
||||
Index size = m_cholmodFactor->n;
|
||||
for (Index k = 0; k < size; ++k) logDet += log(real(x[p[k]]));
|
||||
}
|
||||
if (m_cholmodFactor->is_ll) logDet *= 2.0;
|
||||
return logDet;
|
||||
}
|
||||
|
||||
template <typename Stream>
|
||||
void dumpMemory(Stream& /*s*/) {}
|
||||
|
||||
protected:
|
||||
mutable cholmod_common m_cholmod;
|
||||
cholmod_factor* m_cholmodFactor;
|
||||
double m_shiftOffset[2];
|
||||
mutable ComputationInfo m_info;
|
||||
int m_factorizationIsOk;
|
||||
int m_analysisIsOk;
|
||||
};
|
||||
|
||||
/** \ingroup CholmodSupport_Module
|
||||
* \class CholmodSimplicialLLT
|
||||
* \brief A simplicial direct Cholesky (LLT) factorization and solver based on Cholmod
|
||||
*
|
||||
* This class allows to solve for A.X = B sparse linear problems via a simplicial LL^T Cholesky factorization
|
||||
* using the Cholmod library.
|
||||
* This simplicial variant is equivalent to Eigen's built-in SimplicialLLT class. Therefore, it has little practical
|
||||
* interest. The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices X and B can be
|
||||
* either dense or sparse.
|
||||
*
|
||||
* \tparam MatrixType_ the type of the sparse matrix A, it must be a SparseMatrix<>
|
||||
* \tparam UpLo_ the triangular part that will be used for the computations. It can be Lower
|
||||
* or Upper. Default is Lower.
|
||||
*
|
||||
* \implsparsesolverconcept
|
||||
*
|
||||
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non
|
||||
* compressed.
|
||||
*
|
||||
* \warning Only double precision real and complex scalar types are supported by Cholmod.
|
||||
*
|
||||
* \sa \ref TutorialSparseSolverConcept, class CholmodSupernodalLLT, class SimplicialLLT
|
||||
*/
|
||||
template <typename MatrixType_, int UpLo_ = Lower>
|
||||
class CholmodSimplicialLLT : public CholmodBase<MatrixType_, UpLo_, CholmodSimplicialLLT<MatrixType_, UpLo_> > {
|
||||
typedef CholmodBase<MatrixType_, UpLo_, CholmodSimplicialLLT> Base;
|
||||
using Base::m_cholmod;
|
||||
|
||||
public:
|
||||
typedef MatrixType_ MatrixType;
|
||||
typedef typename MatrixType::Scalar Scalar;
|
||||
typedef typename MatrixType::RealScalar RealScalar;
|
||||
typedef typename MatrixType::StorageIndex StorageIndex;
|
||||
typedef TriangularView<const MatrixType, Eigen::Lower> MatrixL;
|
||||
typedef TriangularView<const typename MatrixType::AdjointReturnType, Eigen::Upper> MatrixU;
|
||||
|
||||
CholmodSimplicialLLT() : Base() { init(); }
|
||||
|
||||
CholmodSimplicialLLT(const MatrixType& matrix) : Base() {
|
||||
init();
|
||||
this->compute(matrix);
|
||||
}
|
||||
|
||||
~CholmodSimplicialLLT() {}
|
||||
|
||||
/** \returns an expression of the factor L */
|
||||
inline MatrixL matrixL() const { return viewAsEigen<Scalar, StorageIndex>(*Base::m_cholmodFactor); }
|
||||
|
||||
/** \returns an expression of the factor U (= L^*) */
|
||||
inline MatrixU matrixU() const { return matrixL().adjoint(); }
|
||||
|
||||
protected:
|
||||
void init() {
|
||||
m_cholmod.final_asis = 0;
|
||||
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
|
||||
m_cholmod.final_ll = 1;
|
||||
}
|
||||
};
|
||||
|
||||
/** \ingroup CholmodSupport_Module
|
||||
* \class CholmodSimplicialLDLT
|
||||
* \brief A simplicial direct Cholesky (LDLT) factorization and solver based on Cholmod
|
||||
*
|
||||
* This class allows to solve for A.X = B sparse linear problems via a simplicial LDL^T Cholesky factorization
|
||||
* using the Cholmod library.
|
||||
* This simplicial variant is equivalent to Eigen's built-in SimplicialLDLT class. Therefore, it has little practical
|
||||
* interest. The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices X and B can be
|
||||
* either dense or sparse.
|
||||
*
|
||||
* \tparam MatrixType_ the type of the sparse matrix A, it must be a SparseMatrix<>
|
||||
* \tparam UpLo_ the triangular part that will be used for the computations. It can be Lower
|
||||
* or Upper. Default is Lower.
|
||||
*
|
||||
* \implsparsesolverconcept
|
||||
*
|
||||
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non
|
||||
* compressed.
|
||||
*
|
||||
* \warning Only double precision real and complex scalar types are supported by Cholmod.
|
||||
*
|
||||
* \sa \ref TutorialSparseSolverConcept, class CholmodSupernodalLLT, class SimplicialLDLT
|
||||
*/
|
||||
template <typename MatrixType_, int UpLo_ = Lower>
|
||||
class CholmodSimplicialLDLT : public CholmodBase<MatrixType_, UpLo_, CholmodSimplicialLDLT<MatrixType_, UpLo_> > {
|
||||
typedef CholmodBase<MatrixType_, UpLo_, CholmodSimplicialLDLT> Base;
|
||||
using Base::m_cholmod;
|
||||
|
||||
public:
|
||||
typedef MatrixType_ MatrixType;
|
||||
typedef typename MatrixType::Scalar Scalar;
|
||||
typedef typename MatrixType::RealScalar RealScalar;
|
||||
typedef typename MatrixType::StorageIndex StorageIndex;
|
||||
typedef Matrix<Scalar, Dynamic, 1> VectorType;
|
||||
typedef TriangularView<const MatrixType, Eigen::UnitLower> MatrixL;
|
||||
typedef TriangularView<const typename MatrixType::AdjointReturnType, Eigen::UnitUpper> MatrixU;
|
||||
|
||||
CholmodSimplicialLDLT() : Base() { init(); }
|
||||
|
||||
CholmodSimplicialLDLT(const MatrixType& matrix) : Base() {
|
||||
init();
|
||||
this->compute(matrix);
|
||||
}
|
||||
|
||||
~CholmodSimplicialLDLT() {}
|
||||
|
||||
/** \returns a vector expression of the diagonal D */
|
||||
inline VectorType vectorD() const {
|
||||
auto cholmodL = viewAsEigen<Scalar, StorageIndex>(*Base::m_cholmodFactor);
|
||||
|
||||
VectorType D{cholmodL.rows()};
|
||||
|
||||
for (Index k = 0; k < cholmodL.outerSize(); ++k) {
|
||||
typename decltype(cholmodL)::InnerIterator it{cholmodL, k};
|
||||
D(k) = it.value();
|
||||
}
|
||||
|
||||
return D;
|
||||
}
|
||||
|
||||
/** \returns an expression of the factor L */
|
||||
inline MatrixL matrixL() const { return viewAsEigen<Scalar, StorageIndex>(*Base::m_cholmodFactor); }
|
||||
|
||||
/** \returns an expression of the factor U (= L^*) */
|
||||
inline MatrixU matrixU() const { return matrixL().adjoint(); }
|
||||
|
||||
protected:
|
||||
void init() {
|
||||
m_cholmod.final_asis = 1;
|
||||
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
|
||||
}
|
||||
};
|
||||
|
||||
/** \ingroup CholmodSupport_Module
|
||||
* \class CholmodSupernodalLLT
|
||||
* \brief A supernodal Cholesky (LLT) factorization and solver based on Cholmod
|
||||
*
|
||||
* This class allows to solve for A.X = B sparse linear problems via a supernodal LL^T Cholesky factorization
|
||||
* using the Cholmod library.
|
||||
* This supernodal variant performs best on dense enough problems, e.g., 3D FEM, or very high order 2D FEM.
|
||||
* The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
|
||||
* X and B can be either dense or sparse.
|
||||
*
|
||||
* \tparam MatrixType_ the type of the sparse matrix A, it must be a SparseMatrix<>
|
||||
* \tparam UpLo_ the triangular part that will be used for the computations. It can be Lower
|
||||
* or Upper. Default is Lower.
|
||||
*
|
||||
* \implsparsesolverconcept
|
||||
*
|
||||
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non
|
||||
* compressed.
|
||||
*
|
||||
* \warning Only double precision real and complex scalar types are supported by Cholmod.
|
||||
*
|
||||
* \sa \ref TutorialSparseSolverConcept
|
||||
*/
|
||||
template <typename MatrixType_, int UpLo_ = Lower>
|
||||
class CholmodSupernodalLLT : public CholmodBase<MatrixType_, UpLo_, CholmodSupernodalLLT<MatrixType_, UpLo_> > {
|
||||
typedef CholmodBase<MatrixType_, UpLo_, CholmodSupernodalLLT> Base;
|
||||
using Base::m_cholmod;
|
||||
|
||||
public:
|
||||
typedef MatrixType_ MatrixType;
|
||||
typedef typename MatrixType::Scalar Scalar;
|
||||
typedef typename MatrixType::RealScalar RealScalar;
|
||||
typedef typename MatrixType::StorageIndex StorageIndex;
|
||||
|
||||
CholmodSupernodalLLT() : Base() { init(); }
|
||||
|
||||
CholmodSupernodalLLT(const MatrixType& matrix) : Base() {
|
||||
init();
|
||||
this->compute(matrix);
|
||||
}
|
||||
|
||||
~CholmodSupernodalLLT() {}
|
||||
|
||||
/** \returns an expression of the factor L */
|
||||
inline MatrixType matrixL() const {
|
||||
// Convert Cholmod factor's supernodal storage format to Eigen's CSC storage format
|
||||
cholmod_sparse* cholmodL = internal::cm_factor_to_sparse(*Base::m_cholmodFactor, m_cholmod);
|
||||
MatrixType L = viewAsEigen<Scalar, StorageIndex>(*cholmodL);
|
||||
internal::cm_free_sparse<StorageIndex>(cholmodL, m_cholmod);
|
||||
|
||||
return L;
|
||||
}
|
||||
|
||||
/** \returns an expression of the factor U (= L^*) */
|
||||
inline MatrixType matrixU() const { return matrixL().adjoint(); }
|
||||
|
||||
protected:
|
||||
void init() {
|
||||
m_cholmod.final_asis = 1;
|
||||
m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
|
||||
}
|
||||
};
|
||||
|
||||
/** \ingroup CholmodSupport_Module
|
||||
* \class CholmodDecomposition
|
||||
* \brief A general Cholesky factorization and solver based on Cholmod
|
||||
*
|
||||
* This class allows to solve for A.X = B sparse linear problems via a LL^T or LDL^T Cholesky factorization
|
||||
* using the Cholmod library. The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
|
||||
* X and B can be either dense or sparse.
|
||||
*
|
||||
* This variant permits to change the underlying Cholesky method at runtime.
|
||||
* On the other hand, it does not provide access to the result of the factorization.
|
||||
* The default is to let Cholmod automatically choose between a simplicial and supernodal factorization.
|
||||
*
|
||||
* \tparam MatrixType_ the type of the sparse matrix A, it must be a SparseMatrix<>
|
||||
* \tparam UpLo_ the triangular part that will be used for the computations. It can be Lower
|
||||
* or Upper. Default is Lower.
|
||||
*
|
||||
* \implsparsesolverconcept
|
||||
*
|
||||
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non
|
||||
* compressed.
|
||||
*
|
||||
* \warning Only double precision real and complex scalar types are supported by Cholmod.
|
||||
*
|
||||
* \sa \ref TutorialSparseSolverConcept
|
||||
*/
|
||||
template <typename MatrixType_, int UpLo_ = Lower>
|
||||
class CholmodDecomposition : public CholmodBase<MatrixType_, UpLo_, CholmodDecomposition<MatrixType_, UpLo_> > {
|
||||
typedef CholmodBase<MatrixType_, UpLo_, CholmodDecomposition> Base;
|
||||
using Base::m_cholmod;
|
||||
|
||||
public:
|
||||
typedef MatrixType_ MatrixType;
|
||||
|
||||
CholmodDecomposition() : Base() { init(); }
|
||||
|
||||
CholmodDecomposition(const MatrixType& matrix) : Base() {
|
||||
init();
|
||||
this->compute(matrix);
|
||||
}
|
||||
|
||||
~CholmodDecomposition() {}
|
||||
|
||||
void setMode(CholmodMode mode) {
|
||||
switch (mode) {
|
||||
case CholmodAuto:
|
||||
m_cholmod.final_asis = 1;
|
||||
m_cholmod.supernodal = CHOLMOD_AUTO;
|
||||
break;
|
||||
case CholmodSimplicialLLt:
|
||||
m_cholmod.final_asis = 0;
|
||||
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
|
||||
m_cholmod.final_ll = 1;
|
||||
break;
|
||||
case CholmodSupernodalLLt:
|
||||
m_cholmod.final_asis = 1;
|
||||
m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
|
||||
break;
|
||||
case CholmodLDLt:
|
||||
m_cholmod.final_asis = 1;
|
||||
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
|
||||
break;
|
||||
default:
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
protected:
|
||||
void init() {
|
||||
m_cholmod.final_asis = 1;
|
||||
m_cholmod.supernodal = CHOLMOD_AUTO;
|
||||
}
|
||||
};
|
||||
|
||||
} // end namespace Eigen
|
||||
|
||||
#endif // EIGEN_CHOLMODSUPPORT_H
|
||||
@@ -0,0 +1,3 @@
|
||||
#ifndef EIGEN_CHOLMODSUPPORT_MODULE_H
|
||||
#error "Please include Eigen/CholmodSupport instead of including headers inside the src directory directly."
|
||||
#endif
|
||||
Reference in New Issue
Block a user