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Add factor getters to Cholmod LLT/LDLT

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This commit is contained in:
Tyler Veness 2024-01-09 02:14:04 +00:00 committed by Charles Schlosser
parent a1a96fafde
commit 19b1192886
1 changed files with 69 additions and 6 deletions
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73
Eigen/src/CholmodSupport/CholmodSupport.h
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@ -149,10 +149,19 @@ cholmod_dense viewAsCholmod(MatrixBase<Derived>& mat) {
/** Returns a view of the Cholmod sparse matrix \a cm as an Eigen sparse matrix.
* The data are not copied but shared. */
template <typename Scalar, int Flags, typename StorageIndex>
Map<SparseMatrix<Scalar, Flags, StorageIndex> > viewAsEigen(cholmod_sparse& cm) {
return Map<SparseMatrix<Scalar, Flags, StorageIndex> >(cm.nrow, cm.ncol, static_cast<StorageIndex*>(cm.p)[cm.ncol],
static_cast<StorageIndex*>(cm.p),
template <typename Scalar, typename StorageIndex>
Map<const SparseMatrix<Scalar, ColMajor, StorageIndex> > viewAsEigen(cholmod_sparse& cm) {
return Map<const SparseMatrix<Scalar, ColMajor, StorageIndex> >(
cm.nrow, cm.ncol, static_cast<StorageIndex*>(cm.p)[cm.ncol], static_cast<StorageIndex*>(cm.p),
static_cast<StorageIndex*>(cm.i), static_cast<Scalar*>(cm.x));
}
/** Returns a view of the Cholmod sparse matrix factor \a cm as an Eigen sparse matrix.
* The data are not copied but shared. */
template <typename Scalar, typename StorageIndex>
Map<const SparseMatrix<Scalar, ColMajor, StorageIndex> > viewAsEigen(cholmod_factor& cm) {
return Map<const SparseMatrix<Scalar, ColMajor, StorageIndex> >(
cm.n, cm.n, static_cast<StorageIndex*>(cm.p)[cm.n], static_cast<StorageIndex*>(cm.p),
static_cast<StorageIndex*>(cm.i), static_cast<Scalar*>(cm.x));
}
@ -188,6 +197,7 @@ EIGEN_CHOLMOD_SPECIALIZE1(int, free_dense, cholmod_dense*, X)
EIGEN_CHOLMOD_SPECIALIZE1(int, free_sparse, cholmod_sparse*, A)
EIGEN_CHOLMOD_SPECIALIZE1(cholmod_factor*, analyze, cholmod_sparse, A)
EIGEN_CHOLMOD_SPECIALIZE1(cholmod_sparse*, factor_to_sparse, cholmod_factor, L)
template <typename StorageIndex_>
inline cholmod_dense* cm_solve(int sys, cholmod_factor& L, cholmod_dense& B, cholmod_common& Common) {
@ -377,7 +387,7 @@ class CholmodBase : public SparseSolverBase<Derived> {
// TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
// NOTE cholmod_spsolve in fact just calls the dense solver for blocks of 4 columns at a time (similar to Eigen's
// sparse solver)
dest.derived() = viewAsEigen<typename DestDerived::Scalar, ColMajor, typename DestDerived::StorageIndex>(*x_cs);
dest.derived() = viewAsEigen<typename DestDerived::Scalar, typename DestDerived::StorageIndex>(*x_cs);
internal::cm_free_sparse<StorageIndex>(x_cs, m_cholmod);
}
#endif // EIGEN_PARSED_BY_DOXYGEN
@ -483,6 +493,11 @@ class CholmodSimplicialLLT : public CholmodBase<MatrixType_, UpLo_, CholmodSimpl
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(); }
@ -493,6 +508,12 @@ class CholmodSimplicialLLT : public CholmodBase<MatrixType_, UpLo_, CholmodSimpl
~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;
@ -531,6 +552,12 @@ class CholmodSimplicialLDLT : public CholmodBase<MatrixType_, UpLo_, CholmodSimp
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(); }
@ -541,6 +568,26 @@ class CholmodSimplicialLDLT : public CholmodBase<MatrixType_, UpLo_, CholmodSimp
~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;
@ -578,6 +625,9 @@ class CholmodSupernodalLLT : public CholmodBase<MatrixType_, UpLo_, CholmodSuper
public:
typedef MatrixType_ MatrixType;
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef typename MatrixType::StorageIndex StorageIndex;
CholmodSupernodalLLT() : Base() { init(); }
@ -588,6 +638,19 @@ class CholmodSupernodalLLT : public CholmodBase<MatrixType_, UpLo_, CholmodSuper
~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;