GitHub-Proxy/eigen
1
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2025-08-11 03:09:01 +08:00
Code Issues Packages Projects Releases Wiki Activity

add a minimum degree ordering routine based on CSparse (LGPL) and a new built-in sparse cholesky decomposition

Browse Source
This commit is contained in:
Gael Guennebaud 2010-11-04 09:58:22 +01:00
parent 5a4f77716d
commit 15e8ad686c
7 changed files with 1177 additions and 88 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
unsupported/Eigen/SparseExtra
View File

@ -54,8 +54,12 @@ enum {
#include "src/misc/Solve.h" #include "src/misc/Solve.h"
#include "src/SparseExtra/RandomSetter.h" #include "src/SparseExtra/RandomSetter.h"
#include "src/SparseExtra/Solve.h"
#include "src/SparseExtra/Amd.h"
#include "src/SparseExtra/SimplicialCholesky.h"
#include "src/SparseExtra/SparseLLT.h" #include "src/SparseExtra/SparseLLT.h"
#include "src/SparseExtra/SparseLDLT.h" #include "src/SparseExtra/SparseLDLTLegacy.h"
#include "src/SparseExtra/SparseLU.h" #include "src/SparseExtra/SparseLU.h"
} // namespace Eigen } // namespace Eigen

487
unsupported/Eigen/src/SparseExtra/Amd.h Normal file
View File

@ -0,0 +1,487 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
/*
NOTE: this routine has been adapted from the CSparse library:
Copyright (c) 2006, Timothy A. Davis.
http://www.cise.ufl.edu/research/sparse/CSparse
CSparse is free software; you can redistribute it and/or
modify it under the terms of the GNU Lesser General Public
License as published by the Free Software Foundation; either
version 2.1 of the License, or (at your option) any later version.
CSparse is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
Lesser General Public License for more details.
You should have received a copy of the GNU Lesser General Public
License along with this Module; if not, write to the Free Software
Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
*/
#ifndef EIGEN_SPARSE_AMD_H
#define EIGEN_SPARSE_AMD_H
namespace internal {
#define CS_FLIP(i) (-(i)-2)
#define CS_UNFLIP(i) (((i) < 0) ? CS_FLIP(i) : (i))
#define CS_MARKED(w,j) (w[j] < 0)
#define CS_MARK(w,j) { w[j] = CS_FLIP (w[j]); }
/* clear w */
template<typename Index>
static int cs_wclear (Index mark, Index lemax, Index *w, Index n)
{
Index k;
if(mark < 2 || (mark + lemax < 0))
{
for(k = 0; k < n; k++)
if(w[k] != 0)
w[k] = 1;
mark = 2;
}
return (mark); /* at this point, w[0..n-1] < mark holds */
}
/* depth-first search and postorder of a tree rooted at node j */
template<typename Index>
Index cs_tdfs(Index j, Index k, Index *head, const Index *next, Index *post, Index *stack)
{
int i, p, top = 0;
if(!head || !next || !post || !stack) return (-1); /* check inputs */
stack[0] = j; /* place j on the stack */
while (top >= 0) /* while (stack is not empty) */
{
p = stack[top]; /* p = top of stack */
i = head[p]; /* i = youngest child of p */
if(i == -1)
{
top--; /* p has no unordered children left */
post[k++] = p; /* node p is the kth postordered node */
}
else
{
head[p] = next[i]; /* remove i from children of p */
stack[++top] = i; /* start dfs on child node i */
}
}
return k;
}
/** keeps off-diagonal entries; drops diagonal entries */
template<typename Index, typename Scalar>
struct keep_diag {
inline bool operator() (const Index& row, const Index& col, const Scalar&) const
{
return row!=col;
}
};
/** p = amd(A+A') if symmetric is true, or amd(A'A) otherwise */
template<typename Scalar, int Options, typename Index>
int *minimum_degree_ordering(int order, const SparseMatrix<Scalar,Options,Index>& A) /* order 0:natural, 1:Chol, 2:LU, 3:QR */
{
typedef SparseMatrix<Scalar,ColMajor,Index> CCS;
int d, dk, dext, lemax = 0, e, elenk, eln, i, j, k, k1,
k2, k3, jlast, ln, dense, nzmax, mindeg = 0, nvi, nvj, nvk, mark, wnvi,
ok, nel = 0, p, p1, p2, p3, p4, pj, pk, pk1, pk2, pn, q, t;
unsigned int h;
/* --- Construct matrix C ----------------------------------------------- */
if(order <= 0 || order > 3) return (NULL); /* check */
Index m = A.rows();
Index n = A.cols();
dense = std::max<Index> (16, 10 * sqrt ((double) n)); /* find dense threshold */
dense = std::min<Index> (n-2, dense);
CCS C;
if(order == 1 && n == m) // Cholesky
{
C = A + SparseMatrix<Scalar,Options,Index>(A.adjoint());
}
else if(order == 2) // LU
{
CCS AT = A.adjoint();
// drop dense columns from AT
Index* ATp = AT._outerIndexPtr();
Index* ATi = AT._innerIndexPtr();
Index p2;
Index j;
for(p2 = 0, j = 0; j < m; j++)
{
Index p = ATp[j]; // column j of AT starts here
ATp[j] = p2; // new column j starts here
if(ATp[j+1] - p > dense) continue; // skip dense col j
for(; p < ATp[j+1]; p++)
ATi[p2++] = ATi[p];
}
ATp[m] = p2; // finalize AT
// TODO this could be implemented using a sparse filter expression
// TODO do a cheap selfadjoint rank update
C = AT * AT.adjoint(); // C=A'*A with no dense rows
}
else // QR
{
C = A.adjoint() * A;
}
C.prune(keep_diag<Index,Scalar>());
Index cnz = A.nonZeros();
Index* P = new Index[n+1]; /* allocate result */
t = cnz + cnz/5 + 2*n; /* add elbow room to C */
C.resizeNonZeros(t);
Index* W = new Index[8*(n+1)]; /* get workspace */
Index* len = W;
Index* nv = W + (n+1);
Index* next = W + 2*(n+1);
Index* head = W + 3*(n+1);
Index* elen = W + 4*(n+1);
Index* degree = W + 5*(n+1);
Index* w = W + 6*(n+1);
Index* hhead = W + 7*(n+1);
Index* last = P; /* use P as workspace for last */
/* --- Initialize quotient graph ---------------------------------------- */
Index* Cp = C._outerIndexPtr();
Index* Ci = C._innerIndexPtr();
for(k = 0; k < n; k++)
len[k] = Cp[k+1] - Cp[k];
len[n] = 0;
nzmax = t;
for(i = 0; i <= n; i++)
{
head[i] = -1; // degree list i is empty
last[i] = -1;
next[i] = -1;
hhead[i] = -1; // hash list i is empty
nv[i] = 1; // node i is just one node
w[i] = 1; // node i is alive
elen[i] = 0; // Ek of node i is empty
degree[i] = len[i]; // degree of node i
}
mark = cs_wclear (0, 0, w, n); /* clear w */
elen[n] = -2; /* n is a dead element */
Cp[n] = -1; /* n is a root of assembly tree */
w[n] = 0; /* n is a dead element */
/* --- Initialize degree lists ------------------------------------------ */
for(i = 0; i < n; i++)
{
d = degree[i];
if(d == 0) /* node i is empty */
{
elen[i] = -2; /* element i is dead */
nel++;
Cp[i] = -1; /* i is a root of assembly tree */
w[i] = 0;
}
else if(d > dense) /* node i is dense */
{
nv[i] = 0; /* absorb i into element n */
elen[i] = -1; /* node i is dead */
nel++;
Cp[i] = CS_FLIP (n);
nv[n]++;
}
else
{
if(head[d] != -1) last[head[d]] = i;
next[i] = head[d]; /* put node i in degree list d */
head[d] = i;
}
}
while (nel < n) /* while (selecting pivots) do */
{
/* --- Select node of minimum approximate degree -------------------- */
for(k = -1; mindeg < n && (k = head[mindeg]) == -1; mindeg++);
if(next[k] != -1) last[next[k]] = -1;
head[mindeg] = next[k]; /* remove k from degree list */
elenk = elen[k]; /* elenk = |Ek| */
nvk = nv[k]; /* # of nodes k represents */
nel += nvk; /* nv[k] nodes of A eliminated */
/* --- Garbage collection ------------------------------------------- */
if(elenk > 0 && cnz + mindeg >= nzmax)
{
for(j = 0; j < n; j++)
{
if((p = Cp[j]) >= 0) /* j is a live node or element */
{
Cp[j] = Ci[p]; /* save first entry of object */
Ci[p] = CS_FLIP (j); /* first entry is now CS_FLIP(j) */
}
}
for(q = 0, p = 0; p < cnz; ) /* scan all of memory */
{
if((j = CS_FLIP (Ci[p++])) >= 0) /* found object j */
{
Ci[q] = Cp[j]; /* restore first entry of object */
Cp[j] = q++; /* new pointer to object j */
for(k3 = 0; k3 < len[j]-1; k3++) Ci[q++] = Ci[p++];
}
}
cnz = q; /* Ci[cnz...nzmax-1] now free */
}
/* --- Construct new element ---------------------------------------- */
dk = 0;
nv[k] = -nvk; /* flag k as in Lk */
p = Cp[k];
pk1 = (elenk == 0) ? p : cnz; /* do in place if elen[k] == 0 */
pk2 = pk1;
for(k1 = 1; k1 <= elenk + 1; k1++)
{
if(k1 > elenk)
{
e = k; /* search the nodes in k */
pj = p; /* list of nodes starts at Ci[pj]*/
ln = len[k] - elenk; /* length of list of nodes in k */
}
else
{
e = Ci[p++]; /* search the nodes in e */
pj = Cp[e];
ln = len[e]; /* length of list of nodes in e */
}
for(k2 = 1; k2 <= ln; k2++)
{
i = Ci[pj++];
if((nvi = nv[i]) <= 0) continue; /* node i dead, or seen */
dk += nvi; /* degree[Lk] += size of node i */
nv[i] = -nvi; /* negate nv[i] to denote i in Lk*/
Ci[pk2++] = i; /* place i in Lk */
if(next[i] != -1) last[next[i]] = last[i];
if(last[i] != -1) /* remove i from degree list */
{
next[last[i]] = next[i];
}
else
{
head[degree[i]] = next[i];
}
}
if(e != k)
{
Cp[e] = CS_FLIP (k); /* absorb e into k */
w[e] = 0; /* e is now a dead element */
}
}
if(elenk != 0) cnz = pk2; /* Ci[cnz...nzmax] is free */
degree[k] = dk; /* external degree of k - |Lk\i| */
Cp[k] = pk1; /* element k is in Ci[pk1..pk2-1] */
len[k] = pk2 - pk1;
elen[k] = -2; /* k is now an element */
/* --- Find set differences ----------------------------------------- */
mark = cs_wclear (mark, lemax, w, n); /* clear w if necessary */
for(pk = pk1; pk < pk2; pk++) /* scan 1: find |Le\Lk| */
{
i = Ci[pk];
if((eln = elen[i]) <= 0) continue;/* skip if elen[i] empty */
nvi = -nv[i]; /* nv[i] was negated */
wnvi = mark - nvi;
for(p = Cp[i]; p <= Cp[i] + eln - 1; p++) /* scan Ei */
{
e = Ci[p];
if(w[e] >= mark)
{
w[e] -= nvi; /* decrement |Le\Lk| */
}
else if(w[e] != 0) /* ensure e is a live element */
{
w[e] = degree[e] + wnvi; /* 1st time e seen in scan 1 */
}
}
}
/* --- Degree update ------------------------------------------------ */
for(pk = pk1; pk < pk2; pk++) /* scan2: degree update */
{
i = Ci[pk]; /* consider node i in Lk */
p1 = Cp[i];
p2 = p1 + elen[i] - 1;
pn = p1;
for(h = 0, d = 0, p = p1; p <= p2; p++) /* scan Ei */
{
e = Ci[p];
if(w[e] != 0) /* e is an unabsorbed element */
{
dext = w[e] - mark; /* dext = |Le\Lk| */
if(dext > 0)
{
d += dext; /* sum up the set differences */
Ci[pn++] = e; /* keep e in Ei */
h += e; /* compute the hash of node i */
}
else
{
Cp[e] = CS_FLIP (k); /* aggressive absorb. e->k */
w[e] = 0; /* e is a dead element */
}
}
}
elen[i] = pn - p1 + 1; /* elen[i] = |Ei| */
p3 = pn;
p4 = p1 + len[i];
for(p = p2 + 1; p < p4; p++) /* prune edges in Ai */
{
j = Ci[p];
if((nvj = nv[j]) <= 0) continue; /* node j dead or in Lk */
d += nvj; /* degree(i) += |j| */
Ci[pn++] = j; /* place j in node list of i */
h += j; /* compute hash for node i */
}
if(d == 0) /* check for mass elimination */
{
Cp[i] = CS_FLIP (k); /* absorb i into k */
nvi = -nv[i];
dk -= nvi; /* |Lk| -= |i| */
nvk += nvi; /* |k| += nv[i] */
nel += nvi;
nv[i] = 0;
elen[i] = -1; /* node i is dead */
}
else
{
degree[i] = std::min<Index> (degree[i], d); /* update degree(i) */
Ci[pn] = Ci[p3]; /* move first node to end */
Ci[p3] = Ci[p1]; /* move 1st el. to end of Ei */
Ci[p1] = k; /* add k as 1st element in of Ei */
len[i] = pn - p1 + 1; /* new len of adj. list of node i */
h %= n; /* finalize hash of i */
next[i] = hhead[h]; /* place i in hash bucket */
hhead[h] = i;
last[i] = h; /* save hash of i in last[i] */
}
} /* scan2 is done */
degree[k] = dk; /* finalize |Lk| */
lemax = std::max<Index>(lemax, dk);
mark = cs_wclear (mark+lemax, lemax, w, n); /* clear w */
/* --- Supernode detection ------------------------------------------ */
for(pk = pk1; pk < pk2; pk++)
{
i = Ci[pk];
if(nv[i] >= 0) continue; /* skip if i is dead */
h = last[i]; /* scan hash bucket of node i */
i = hhead[h];
hhead[h] = -1; /* hash bucket will be empty */
for(; i != -1 && next[i] != -1; i = next[i], mark++)
{
ln = len[i];
eln = elen[i];
for(p = Cp[i]+1; p <= Cp[i] + ln-1; p++) w[Ci[p]] = mark;
jlast = i;
for(j = next[i]; j != -1; ) /* compare i with all j */
{
ok = (len[j] == ln) && (elen[j] == eln);
for(p = Cp[j] + 1; ok && p <= Cp[j] + ln - 1; p++)
{
if(w[Ci[p]] != mark) ok = 0; /* compare i and j*/
}
if(ok) /* i and j are identical */
{
Cp[j] = CS_FLIP (i); /* absorb j into i */
nv[i] += nv[j];
nv[j] = 0;
elen[j] = -1; /* node j is dead */
j = next[j]; /* delete j from hash bucket */
next[jlast] = j;
}
else
{
jlast = j; /* j and i are different */
j = next[j];
}
}
}
}
/* --- Finalize new element------------------------------------------ */
for(p = pk1, pk = pk1; pk < pk2; pk++) /* finalize Lk */
{
i = Ci[pk];
if((nvi = -nv[i]) <= 0) continue;/* skip if i is dead */
nv[i] = nvi; /* restore nv[i] */
d = degree[i] + dk - nvi; /* compute external degree(i) */
d = std::min<Index> (d, n - nel - nvi);
if(head[d] != -1) last[head[d]] = i;
next[i] = head[d]; /* put i back in degree list */
last[i] = -1;
head[d] = i;
mindeg = std::min<Index> (mindeg, d); /* find new minimum degree */
degree[i] = d;
Ci[p++] = i; /* place i in Lk */
}
nv[k] = nvk; /* # nodes absorbed into k */
if((len[k] = p-pk1) == 0) /* length of adj list of element k*/
{
Cp[k] = -1; /* k is a root of the tree */
w[k] = 0; /* k is now a dead element */
}
if(elenk != 0) cnz = p; /* free unused space in Lk */
}
/* --- Postordering ----------------------------------------------------- */
for(i = 0; i < n; i++) Cp[i] = CS_FLIP (Cp[i]);/* fix assembly tree */
for(j = 0; j <= n; j++) head[j] = -1;
for(j = n; j >= 0; j--) /* place unordered nodes in lists */
{
if(nv[j] > 0) continue; /* skip if j is an element */
next[j] = head[Cp[j]]; /* place j in list of its parent */
head[Cp[j]] = j;
}
for(e = n; e >= 0; e--) /* place elements in lists */
{
if(nv[e] <= 0) continue; /* skip unless e is an element */
if(Cp[e] != -1)
{
next[e] = head[Cp[e]]; /* place e in list of its parent */
head[Cp[e]] = e;
}
}
for(k = 0, i = 0; i <= n; i++) /* postorder the assembly tree */
{
if(Cp[i] == -1) k = cs_tdfs (i, k, head, next, P, w);
}
delete[] W;
return P;
}
} // namespace internal
#endif // EIGEN_SPARSE_AMD_H

54
unsupported/Eigen/src/SparseExtra/CholmodSupport.h
View File

@ -27,56 +27,6 @@
namespace internal { namespace internal {
template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base;
template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval;
template<typename DecompositionType, typename Rhs>
struct traits<sparse_solve_retval_base<DecompositionType, Rhs> >
{
typedef typename DecompositionType::MatrixType MatrixType;
typedef SparseMatrix<typename Rhs::Scalar, Rhs::Options, typename Rhs::Index> ReturnType;
};
template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base
: public ReturnByValue<sparse_solve_retval_base<_DecompositionType, Rhs> >
{
typedef typename remove_all<typename Rhs::Nested>::type RhsNestedCleaned;
typedef _DecompositionType DecompositionType;
typedef ReturnByValue<sparse_solve_retval_base> Base;
typedef typename Base::Index Index;
sparse_solve_retval_base(const DecompositionType& dec, const Rhs& rhs)
: m_dec(dec), m_rhs(rhs)
{}
inline Index rows() const { return m_dec.cols(); }
inline Index cols() const { return m_rhs.cols(); }
inline const DecompositionType& dec() const { return m_dec; }
inline const RhsNestedCleaned& rhs() const { return m_rhs; }
template<typename Dest> inline void evalTo(Dest& dst) const
{
static_cast<const sparse_solve_retval<DecompositionType,Rhs>*>(this)->evalTo(dst);
}
protected:
const DecompositionType& m_dec;
const typename Rhs::Nested m_rhs;
};
#define EIGEN_MAKE_SPARSE_SOLVE_HELPERS(DecompositionType,Rhs) \
typedef typename DecompositionType::MatrixType MatrixType; \
typedef typename MatrixType::Scalar Scalar; \
typedef typename MatrixType::RealScalar RealScalar; \
typedef typename MatrixType::Index Index; \
typedef Eigen::internal::sparse_solve_retval_base<DecompositionType,Rhs> Base; \
using Base::dec; \
using Base::rhs; \
using Base::rows; \
using Base::cols; \
sparse_solve_retval(const DecompositionType& dec, const Rhs& rhs) \
: Base(dec, rhs) {}
template<typename Scalar, typename CholmodType> template<typename Scalar, typename CholmodType>
void cholmod_configure_matrix(CholmodType& mat) void cholmod_configure_matrix(CholmodType& mat)
{ {
@ -243,8 +193,8 @@ class CholmodDecomposition
cholmod_finish(&m_cholmod); cholmod_finish(&m_cholmod);
} }
int cols() const { return m_cholmodFactor->n; } inline Index cols() const { return m_cholmodFactor->n; }
int rows() const { return m_cholmodFactor->n; } inline Index rows() const { return m_cholmodFactor->n; }
void setMode(CholmodMode mode) void setMode(CholmodMode mode)
{ {

457
unsupported/Eigen/src/SparseExtra/SimplicialCholesky.h Normal file
View File

@ -0,0 +1,457 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
/*
NOTE: the _symbolic, and _numeric functions has been adapted from
the LDL library:
LDL Copyright (c) 2005 by Timothy A. Davis. All Rights Reserved.
LDL License:
Your use or distribution of LDL or any modified version of
LDL implies that you agree to this License.
This library is free software; you can redistribute it and/or
modify it under the terms of the GNU Lesser General Public
License as published by the Free Software Foundation; either
version 2.1 of the License, or (at your option) any later version.
This library is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
Lesser General Public License for more details.
You should have received a copy of the GNU Lesser General Public
License along with this library; if not, write to the Free Software
Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301
USA
Permission is hereby granted to use or copy this program under the
terms of the GNU LGPL, provided that the Copyright, this License,
and the Availability of the original version is retained on all copies.
User documentation of any code that uses this code or any modified
version of this code must cite the Copyright, this License, the
Availability note, and "Used by permission." Permission to modify
the code and to distribute modified code is granted, provided the
Copyright, this License, and the Availability note are retained,
and a notice that the code was modified is included.
*/
#ifndef EIGEN_SIMPLICIAL_CHOLESKY_H
#define EIGEN_SIMPLICIAL_CHOLESKY_H
enum SimplicialCholeskyMode {
SimplicialCholeskyLLt,
SimplicialCholeskyLDLt
};
/** \brief A direct sparse Cholesky factorization
*
* This class allows to solve for A.X = B sparse linear problems via a LL^T or LDL^T Cholesky factorization.
* The sparse matrix A must be selfajoint 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.
*
*/
template<typename _MatrixType, int _UpLo = Lower>
class SimplicialCholesky
{
public:
typedef _MatrixType MatrixType;
enum { UpLo = _UpLo };
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef typename MatrixType::Index Index;
typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
typedef Matrix<Scalar,MatrixType::ColsAtCompileTime,1> VectorType;
public:
SimplicialCholesky()
: m_info(Success), m_isInitialized(false), m_LDLt(true)
{}
SimplicialCholesky(const MatrixType& matrix)
: m_info(Success), m_isInitialized(false), m_LDLt(true)
{
compute(matrix);
}
~SimplicialCholesky()
{
}
inline Index cols() const { return m_matrix.cols(); }
inline Index rows() const { return m_matrix.rows(); }
SimplicialCholesky& setMode(SimplicialCholeskyMode mode)
{
switch(mode)
{
case SimplicialCholeskyLLt:
m_LDLt = false;
break;
case SimplicialCholeskyLDLt:
m_LDLt = true;
break;
default:
break;
}
return *this;
}
/** \brief Reports whether previous computation was successful.
*
* \returns \c Success if computation was succesful,
* \c NumericalIssue if the matrix.appears to be negative.
*/
ComputationInfo info() const
{
eigen_assert(m_isInitialized && "Decomposition is not initialized.");
return m_info;
}
/** Computes the sparse Cholesky decomposition of \a matrix */
SimplicialCholesky& compute(const MatrixType& matrix)
{
analyzePattern(matrix);
factorize(matrix);
return *this;
}
/** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
*
* \sa compute()
*/
template<typename Rhs>
inline const internal::solve_retval<SimplicialCholesky, Rhs>
solve(const MatrixBase<Rhs>& b) const
{
eigen_assert(m_isInitialized && "SimplicialCholesky is not initialized.");
eigen_assert(rows()==b.rows()
&& "SimplicialCholesky::solve(): invalid number of rows of the right hand side matrix b");
return internal::solve_retval<SimplicialCholesky, Rhs>(*this, b.derived());
}
/** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
*
* \sa compute()
*/
// template<typename Rhs>
// inline const internal::sparse_solve_retval<CholmodDecomposition, Rhs>
// solve(const SparseMatrixBase<Rhs>& b) const
// {
// eigen_assert(m_isInitialized && "SimplicialCholesky is not initialized.");
// eigen_assert(rows()==b.rows()
// && "SimplicialCholesky::solve(): invalid number of rows of the right hand side matrix b");
// return internal::sparse_solve_retval<SimplicialCholesky, Rhs>(*this, b.derived());
// }
/** 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()
*/
void analyzePattern(const MatrixType& a)
{
eigen_assert(a.rows()==a.cols());
const Index size = a.rows();
m_matrix.resize(size, size);
m_parent.resize(size);
m_nonZerosPerCol.resize(size);
Index* tags = ei_aligned_stack_new(Index, size);
// TODO allows to configure the permutation
const Index* P = internal::minimum_degree_ordering(1, a);
const Index* Pinv = 0;
if(P)
{
m_P.indices() = VectorXi::Map(P,size);
m_Pinv = m_P.inverse();
Pinv = m_Pinv.indices().data();
}
else
{
m_P.resize(0);
m_Pinv.resize(0);
}
for(Index k = 0; k < size; ++k)
{
/* L(k,:) pattern: all nodes reachable in etree from nz in A(0:k-1,k) */
m_parent[k] = -1; /* parent of k is not yet known */
tags[k] = k; /* mark node k as visited */
m_nonZerosPerCol[k] = 0; /* count of nonzeros in column k of L */
Index kk = P ? P[k] : k; /* kth original, or permuted, column */
for(typename MatrixType::InnerIterator it(a,kk); it; ++it)
{
/* A (i,k) is nonzero (original or permuted A) */
Index i = Pinv ? Pinv[it.index()] : it.index();
if(i < k)
{
/* follow path from i to root of etree, stop at flagged node */
for(; tags[i] != k; i = m_parent[i])
{
/* find parent of i if not yet determined */
if (m_parent[i] == -1)
m_parent[i] = k;
++m_nonZerosPerCol[i]; /* L (k,i) is nonzero */
tags[i] = k; /* mark i as visited */
}
}
}
}
// release worspace
ei_aligned_stack_delete(Index, tags, size);
/* construct Lp index array from m_nonZerosPerCol column counts */
Index* Lp = m_matrix._outerIndexPtr();
Lp[0] = 0;
for(Index k = 0; k < size; ++k)
Lp[k+1] = Lp[k] + m_nonZerosPerCol[k] + (m_LDLt ? 0 : 1);
m_matrix.resizeNonZeros(Lp[size]);
m_isInitialized = true;
m_info = Success;
m_analysisIsOk = true;
m_factorizationIsOk = false;
}
/** Performs a numeric decomposition of \a matrix
*
* The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
*
* \sa analyzePattern()
*/
void factorize(const MatrixType& a)
{
eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
eigen_assert(a.rows()==a.cols());
const Index size = a.rows();
eigen_assert(m_parent.size()==size);
eigen_assert(m_nonZerosPerCol.size()==size);
const Index* Lp = m_matrix._outerIndexPtr();
Index* Li = m_matrix._innerIndexPtr();
Scalar* Lx = m_matrix._valuePtr();
Scalar* y = ei_aligned_stack_new(Scalar, size);
Index* pattern = ei_aligned_stack_new(Index, size);
Index* tags = ei_aligned_stack_new(Index, size);
Index* P = 0;
Index* Pinv = 0;
if(m_P.size()==size)
{
P = m_P.indices().data();
Pinv = m_Pinv.indices().data();
}
bool ok = true;
m_diag.resize(m_LDLt ? size : 0);
for(Index k = 0; k < size; ++k)
{
/* compute nonzero pattern of kth row of L, in topological order */
y[k] = 0.0; /* Y(0:k) is now all zero */
Index top = size; /* stack for pattern is empty */
tags[k] = k; /* mark node k as visited */
m_nonZerosPerCol[k] = 0; /* count of nonzeros in column k of L */
Index kk = (P) ? (P[k]) : (k); /* kth original, or permuted, column */
for(typename MatrixType::InnerIterator it(a,kk); it; ++it)
{
Index i = Pinv ? Pinv[it.index()] : it.index();
if(i <= k)
{
y[i] += internal::conj(it.value()); /* scatter A(i,k) into Y (sum duplicates) */
Index len;
for(len = 0; tags[i] != k; i = m_parent[i])
{
pattern[len++] = i; /* L(k,i) is nonzero */
tags[i] = k; /* mark i as visited */
}
while(len > 0)
pattern[--top] = pattern[--len];
}
}
/* compute numerical values kth row of L (a sparse triangular solve) */
Scalar d = y[k]; // get D(k,k) and clear Y(k)
y[k] = 0.0;
for(; top < size; ++top)
{
if(1)
{
Index i = pattern[top]; /* pattern[top:n-1] is pattern of L(:,k) */
Scalar yi = y[i]; /* get and clear Y(i) */
y[i] = 0.0;
/* the nonzero entry L(k,i) */
Scalar l_ki;
if(m_LDLt)
l_ki = yi / m_diag[i];
else
yi = l_ki = yi / Lx[Lp[i]];
Index p2 = Lp[i] + m_nonZerosPerCol[i];
Index p;
for(p = Lp[i] + (m_LDLt ? 0 : 1); p < p2; ++p)
y[Li[p]] -= internal::conj(Lx[p]) * yi;
d -= l_ki * internal::conj(yi);
Li[p] = k; /* store L(k,i) in column form of L */
Lx[p] = l_ki;
++m_nonZerosPerCol[i]; /* increment count of nonzeros in col i */
}
}
if(m_LDLt)
m_diag[k] = d;
else
{
Index p = Lp[k]+m_nonZerosPerCol[k]++;
Li[p] = k ; /* store L(k,k) = sqrt (d) in column k */
Lx[p] = internal::sqrt(d) ;
}
if(d == Scalar(0))
{
ok = false; /* failure, D(k,k) is zero */
break;
}
}
// release workspace
ei_aligned_stack_delete(Scalar, y, size);
ei_aligned_stack_delete(Index, pattern, size);
ei_aligned_stack_delete(Index, tags, size);
m_info = ok ? Success : NumericalIssue;
m_factorizationIsOk = true;
}
#ifndef EIGEN_PARSED_BY_DOXYGEN
/** \internal */
template<typename Rhs,typename Dest>
void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &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()");
eigen_assert(m_matrix.rows()==b.rows());
if(m_info!=Success)
return;
if(m_P.size()>0)
dest = m_Pinv * b;
else
dest = b;
if(m_LDLt)
{
if(m_matrix.nonZeros()>0) // otherwise L==I
m_matrix.template triangularView<UnitLower>().solveInPlace(dest);
dest = m_diag.asDiagonal().inverse() * dest;
if (m_matrix.nonZeros()>0) // otherwise L==I
m_matrix.adjoint().template triangularView<UnitUpper>().solveInPlace(dest);
}
else
{
if(m_matrix.nonZeros()>0) // otherwise L==I
m_matrix.template triangularView<Lower>().solveInPlace(dest);
if (m_matrix.nonZeros()>0) // otherwise L==I
m_matrix.adjoint().template triangularView<Upper>().solveInPlace(dest);
}
if(m_P.size()>0)
dest = m_P * dest;
}
/** \internal */
/*
template<typename RhsScalar, int RhsOptions, typename RhsIndex, typename DestScalar, int DestOptions, typename DestIndex>
void _solve(const SparseMatrix<RhsScalar,RhsOptions,RhsIndex> &b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const
{
// TODO
}
*/
#endif // EIGEN_PARSED_BY_DOXYGEN
protected:
mutable ComputationInfo m_info;
bool m_isInitialized;
bool m_factorizationIsOk;
bool m_analysisIsOk;
bool m_LDLt;
CholMatrixType m_matrix;
VectorType m_diag; // the diagonal coefficients in case of a LDLt decomposition
VectorXi m_parent; // elimination tree
VectorXi m_nonZerosPerCol;
PermutationMatrix<Dynamic> m_P; // the permutation
PermutationMatrix<Dynamic> m_Pinv; // the inverse permutation
};
namespace internal {
template<typename _MatrixType, int _UpLo, typename Rhs>
struct solve_retval<SimplicialCholesky<_MatrixType,_UpLo>, Rhs>
: solve_retval_base<SimplicialCholesky<_MatrixType,_UpLo>, Rhs>
{
typedef SimplicialCholesky<_MatrixType,_UpLo> Dec;
EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
template<typename Dest> void evalTo(Dest& dst) const
{
dec()._solve(rhs(),dst);
}
};
template<typename _MatrixType, int _UpLo, typename Rhs>
struct sparse_solve_retval<SimplicialCholesky<_MatrixType,_UpLo>, Rhs>
: sparse_solve_retval_base<SimplicialCholesky<_MatrixType,_UpLo>, Rhs>
{
typedef SimplicialCholesky<_MatrixType,_UpLo> Dec;
EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
template<typename Dest> void evalTo(Dest& dst) const
{
dec()._solve(rhs(),dst);
}
};
}
#endif // EIGEN_SIMPLICIAL_CHOLESKY_H

82
unsupported/Eigen/src/SparseExtra/Solve.h Normal file
View File

@ -0,0 +1,82 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#ifndef EIGEN_SPARSE_SOLVE_H
#define EIGEN_SPARSE_SOLVE_H
namespace internal {
template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base;
template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval;
template<typename DecompositionType, typename Rhs>
struct traits<sparse_solve_retval_base<DecompositionType, Rhs> >
{
typedef typename DecompositionType::MatrixType MatrixType;
typedef SparseMatrix<typename Rhs::Scalar, Rhs::Options, typename Rhs::Index> ReturnType;
};
template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base
: public ReturnByValue<sparse_solve_retval_base<_DecompositionType, Rhs> >
{
typedef typename remove_all<typename Rhs::Nested>::type RhsNestedCleaned;
typedef _DecompositionType DecompositionType;
typedef ReturnByValue<sparse_solve_retval_base> Base;
typedef typename Base::Index Index;
sparse_solve_retval_base(const DecompositionType& dec, const Rhs& rhs)
: m_dec(dec), m_rhs(rhs)
{}
inline Index rows() const { return m_dec.cols(); }
inline Index cols() const { return m_rhs.cols(); }
inline const DecompositionType& dec() const { return m_dec; }
inline const RhsNestedCleaned& rhs() const { return m_rhs; }
template<typename Dest> inline void evalTo(Dest& dst) const
{
static_cast<const sparse_solve_retval<DecompositionType,Rhs>*>(this)->evalTo(dst);
}
protected:
const DecompositionType& m_dec;
const typename Rhs::Nested m_rhs;
};
#define EIGEN_MAKE_SPARSE_SOLVE_HELPERS(DecompositionType,Rhs) \
typedef typename DecompositionType::MatrixType MatrixType; \
typedef typename MatrixType::Scalar Scalar; \
typedef typename MatrixType::RealScalar RealScalar; \
typedef typename MatrixType::Index Index; \
typedef Eigen::internal::sparse_solve_retval_base<DecompositionType,Rhs> Base; \
using Base::dec; \
using Base::rhs; \
using Base::rows; \
using Base::cols; \
sparse_solve_retval(const DecompositionType& dec, const Rhs& rhs) \
: Base(dec, rhs) {}
} // namepsace internal
#endif // EIGEN_SPARSE_SOLVE_H

42
unsupported/Eigen/src/SparseExtra/SparseLDLT.h → unsupported/Eigen/src/SparseExtra/SparseLDLTLegacy.h
View File

@ -60,8 +60,8 @@ LDL License:
and a notice that the code was modified is included. and a notice that the code was modified is included.
*/ */
#ifndef EIGEN_SPARSELDLT_H #ifndef EIGEN_SPARSELDLT_LEGACY_H
#define EIGEN_SPARSELDLT_H #define EIGEN_SPARSELDLT_LEGACY_H
/** \ingroup Sparse_Module /** \ingroup Sparse_Module
* *
@ -187,6 +187,8 @@ class SparseLDLT
VectorXi m_parent; // elimination tree VectorXi m_parent; // elimination tree
VectorXi m_nonZerosPerCol; VectorXi m_nonZerosPerCol;
// VectorXi m_w; // workspace // VectorXi m_w; // workspace
PermutationMatrix<Dynamic> m_P;
PermutationMatrix<Dynamic> m_Pinv;
RealScalar m_precision; RealScalar m_precision;
int m_flags; int m_flags;
mutable int m_status; mutable int m_status;
@ -248,15 +250,22 @@ void SparseLDLT<_MatrixType,Backend>::_symbolic(const _MatrixType& a)
const Index* Ap = a._outerIndexPtr(); const Index* Ap = a._outerIndexPtr();
const Index* Ai = a._innerIndexPtr(); const Index* Ai = a._innerIndexPtr();
Index* Lp = m_matrix._outerIndexPtr(); Index* Lp = m_matrix._outerIndexPtr();
const Index* P = 0; const Index* P = 0;
Index* Pinv = 0; Index* Pinv = 0;
if (P) if(P)
{ {
/* If P is present then compute Pinv, the inverse of P */ m_P.indices() = VectorXi::Map(P,size);
for (Index k = 0; k < size; ++k) m_Pinv = m_P.inverse();
Pinv[P[k]] = k; Pinv = m_Pinv.indices().data();
} }
else
{
m_P.resize(0);
m_Pinv.resize(0);
}
for (Index k = 0; k < size; ++k) for (Index k = 0; k < size; ++k)
{ {
/* L(k,:) pattern: all nodes reachable in etree from nz in A(0:k-1,k) */ /* L(k,:) pattern: all nodes reachable in etree from nz in A(0:k-1,k) */
@ -311,9 +320,16 @@ bool SparseLDLT<_MatrixType,Backend>::_numeric(const _MatrixType& a)
Scalar * y = ei_aligned_stack_new(Scalar, size); Scalar * y = ei_aligned_stack_new(Scalar, size);
Index * pattern = ei_aligned_stack_new(Index, size); Index * pattern = ei_aligned_stack_new(Index, size);
Index * tags = ei_aligned_stack_new(Index, size); Index * tags = ei_aligned_stack_new(Index, size);
const Index* P = 0; Index* P = 0;
const Index* Pinv = 0; Index* Pinv = 0;
if(m_P.size()==size)
{
P = m_P.indices().data();
Pinv = m_Pinv.indices().data();
}
bool ok = true; bool ok = true;
for (Index k = 0; k < size; ++k) for (Index k = 0; k < size; ++k)
@ -383,6 +399,9 @@ bool SparseLDLT<_MatrixType, Backend>::solveInPlace(MatrixBase<Derived> &b) cons
eigen_assert(m_matrix.rows()==b.rows()); eigen_assert(m_matrix.rows()==b.rows());
if (!m_succeeded) if (!m_succeeded)
return false; return false;
if(m_P.size()>0)
b = m_Pinv * b;
if (m_matrix.nonZeros()>0) // otherwise L==I if (m_matrix.nonZeros()>0) // otherwise L==I
m_matrix.template triangularView<UnitLower>().solveInPlace(b); m_matrix.template triangularView<UnitLower>().solveInPlace(b);
@ -390,7 +409,10 @@ bool SparseLDLT<_MatrixType, Backend>::solveInPlace(MatrixBase<Derived> &b) cons
if (m_matrix.nonZeros()>0) // otherwise L==I if (m_matrix.nonZeros()>0) // otherwise L==I
m_matrix.adjoint().template triangularView<UnitUpper>().solveInPlace(b); m_matrix.adjoint().template triangularView<UnitUpper>().solveInPlace(b);
if(m_P.size()>0)
b = m_P * b;
return true; return true;
} }
#endif // EIGEN_SPARSELDLT_H #endif // EIGEN_SPARSELDLT_LEGACY_H

137
unsupported/test/sparse_ldlt.cpp
View File

@ -31,6 +31,8 @@
template<typename Scalar> void sparse_ldlt(int rows, int cols) template<typename Scalar> void sparse_ldlt(int rows, int cols)
{ {
static bool odd = true;
odd = !odd;
double density = std::max(8./(rows*cols), 0.01); double density = std::max(8./(rows*cols), 0.01);
typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
typedef Matrix<Scalar,Dynamic,1> DenseVector; typedef Matrix<Scalar,Dynamic,1> DenseVector;
@ -42,41 +44,126 @@ template<typename Scalar> void sparse_ldlt(int rows, int cols)
DenseVector refX(cols), x(cols); DenseVector refX(cols), x(cols);
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, 0, 0); initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, 0, 0);
for(int i=0; i<rows; ++i)
m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i))); SparseMatrix<Scalar> m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
refX = refMat2.template selfadjointView<Upper>().ldlt().solve(b);
refX = refMat3.template selfadjointView<Upper>().ldlt().solve(b);
typedef SparseMatrix<Scalar,Upper|SelfAdjoint> SparseSelfAdjointMatrix; typedef SparseMatrix<Scalar,Upper|SelfAdjoint> SparseSelfAdjointMatrix;
x = b; x = b;
SparseLDLT<SparseSelfAdjointMatrix> ldlt(m2); SparseLDLT<SparseSelfAdjointMatrix> ldlt(m3);
if (ldlt.succeeded()) if (ldlt.succeeded())
ldlt.solveInPlace(x); ldlt.solveInPlace(x);
else else
std::cerr << "warning LDLT failed\n"; std::cerr << "warning LDLT failed\n";
VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b); // VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: default"); VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: default");
// new Simplicial LLT
// new API
{
SparseMatrix<Scalar> m2(rows, cols);
DenseMatrix refMat2(rows, cols);
DenseVector b = DenseVector::Random(cols);
DenseVector ref_x(cols), x(cols);
DenseMatrix B = DenseMatrix::Random(rows,cols);
DenseMatrix ref_X(rows,cols), X(rows,cols);
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, 0, 0);
for(int i=0; i<rows; ++i)
m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));
SparseMatrix<Scalar> m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
m3_lo.template selfadjointView<Lower>().rankUpdate(m2,0);
m3_up.template selfadjointView<Upper>().rankUpdate(m2,0);
// with a single vector as the rhs
ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);
x = SimplicialCholesky<SparseMatrix<Scalar>, Lower>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(b);
VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, lower, single dense rhs");
x = SimplicialCholesky<SparseMatrix<Scalar>, Upper>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(b);
VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, upper, single dense rhs");
// x = SimplicialCholesky<SparseMatrix<Scalar>, Lower>(m3_lo).solve(b);
// VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, lower only, single dense rhs");
// x = SimplicialCholesky<SparseMatrix<Scalar>, Upper>(m3_up).solve(b);
// VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, upper only, single dense rhs");
// with multiple rhs
ref_X = refMat3.template selfadjointView<Lower>().llt().solve(B);
X = SimplicialCholesky<SparseMatrix<Scalar>, Lower>()/*.setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt)*/.compute(m3).solve(B);
VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, lower, multiple dense rhs");
// X = SimplicialCholesky<SparseMatrix<Scalar>, Upper>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(B);
// VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, upper, multiple dense rhs");
// // with a sparse rhs
// SparseMatrix<Scalar> spB(rows,cols), spX(rows,cols);
// B.diagonal().array() += 1;
// spB = B.sparseView(0.5,1);
//
// ref_X = refMat3.template selfadjointView<Lower>().llt().solve(DenseMatrix(spB));
// spX = SimplicialCholesky<SparseMatrix<Scalar>, Lower>(m3).solve(spB);
// VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: cholmod solve, multiple sparse rhs");
//
// spX = SimplicialCholesky<SparseMatrix<Scalar>, Upper>(m3).solve(spB);
// VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: cholmod solve, multiple sparse rhs");
}
// for(int i=0; i<rows; ++i)
// m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));
//
// refX = refMat2.template selfadjointView<Upper>().ldlt().solve(b);
// typedef SparseMatrix<Scalar,Upper|SelfAdjoint> SparseSelfAdjointMatrix;
// x = b;
// SparseLDLT<SparseSelfAdjointMatrix> ldlt(m2);
// if (ldlt.succeeded())
// ldlt.solveInPlace(x);
// else
// std::cerr << "warning LDLT failed\n";
//
// VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b);
// VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: default");
#ifdef EIGEN_CHOLMOD_SUPPORT #ifdef EIGEN_CHOLMOD_SUPPORT
x = b; // x = b;
SparseLDLT<SparseSelfAdjointMatrix, Cholmod> ldlt2(m2); // SparseLDLT<SparseSelfAdjointMatrix, Cholmod> ldlt2(m2);
if (ldlt2.succeeded()) // if (ldlt2.succeeded())
ldlt2.solveInPlace(x); // ldlt2.solveInPlace(x);
else // else
std::cerr << "warning LDLT failed\n"; // std::cerr << "warning LDLT failed\n";
//
VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b); // VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: cholmod solveInPlace"); // VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: cholmod solveInPlace");
//
//
SparseLDLT<SparseSelfAdjointMatrix, Cholmod> ldlt3(m2); // SparseLDLT<SparseSelfAdjointMatrix, Cholmod> ldlt3(m2);
if (ldlt3.succeeded()) // if (ldlt3.succeeded())
x = ldlt3.solve(b); // x = ldlt3.solve(b);
else // else
std::cerr << "warning LDLT failed\n"; // std::cerr << "warning LDLT failed\n";
//
VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b); // VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: cholmod solve"); // VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: cholmod solve");
#endif #endif
} }