Add support for Metis fill-reducing ordering ; it is generally more efficient than COLAMD ordering

Eigen/MetisSupport

@@ -0,0 +1,26 @@
+#ifndef EIGEN_METISSUPPORT_MODULE_H
+#define EIGEN_METISSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+extern "C" {
+#include <metis.h>
+}
+
+
+/** \ingroup Support_modules
+  * \defgroup MetisSupport_Module MetisSupport module
+  *
+  * \code
+  * #include <Eigen/MetisSupport>
+  * \endcode
+  */
+
+
+#include "src/MetisSupport/MetisSupport.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_METISSUPPORT_MODULE_H

Eigen/src/MetisSupport/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_MetisSupport_SRCS "*.h")
+
+INSTALL(FILES 
+  ${Eigen_MetisSupport_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/MetisSupport COMPONENT Devel
+  )

Eigen/src/MetisSupport/MetisSupport.h

@@ -0,0 +1,138 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+#ifndef METIS_SUPPORT_H
+#define METIS_SUPPORT_H
+
+namespace Eigen {
+/**
+ * Get the fill-reducing ordering from the METIS package
+ * 
+ * If A is the original matrix and Ap is the permuted matrix, 
+ * the fill-reducing permutation is defined as follows :
+ * Row (column) i of A is the matperm(i) row (column) of Ap. 
+ * WARNING: As computed by METIS, this corresponds to the vector iperm (instead of perm)
+ */
+template <typename Index>
+class MetisOrdering
+{
+public:
+  typedef PermutationMatrix<Dynamic,Dynamic,Index> PermutationType;
+  typedef Matrix<Index,Dynamic,1> IndexVector; 
+  
+  template <typename MatrixType>
+  void get_symmetrized_graph(const MatrixType& A)
+  {
+    Index m = A.cols(); 
+    
+    // Get the transpose of the input matrix 
+    MatrixType At = A.transpose(); 
+    // Get the number of nonzeros elements in each row/col of At+A
+    Index TotNz = 0; 
+    IndexVector visited(m); 
+    visited.setConstant(-1); 
+    for (int j = 0; j < m; j++)
+    {
+      // Compute the union structure of of A(j,:) and At(j,:)
+      visited(j) = j; // Do not include the diagonal element
+      // Get the nonzeros in row/column j of A
+      for (typename MatrixType::InnerIterator it(A, j); it; ++it)
+      {
+        Index idx = it.index(); // Get the row index (for column major) or column index (for row major)
+        if (visited(idx) != j ) 
+        {
+          visited(idx) = j; 
+          ++TotNz; 
+        }
+      }
+      //Get the nonzeros in row/column j of At
+      for (typename MatrixType::InnerIterator it(At, j); it; ++it)
+      {
+        Index idx = it.index(); 
+        if(visited(idx) != j)
+        {
+          visited(idx) = j; 
+          ++TotNz; 
+        }
+      }
+    }
+    // Reserve place for A + At
+    m_indexPtr.resize(m+1);
+    m_innerIndices.resize(TotNz); 
+
+    // Now compute the real adjacency list of each column/row 
+    visited.setConstant(-1); 
+    Index CurNz = 0; 
+    for (int j = 0; j < m; j++)
+    {
+      m_indexPtr(j) = CurNz; 
+      
+      visited(j) = j; // Do not include the diagonal element
+      // Add the pattern of row/column j of A to A+At
+      for (typename MatrixType::InnerIterator it(A,j); it; ++it)
+      {
+        Index idx = it.index(); // Get the row index (for column major) or column index (for row major)
+        if (visited(idx) != j ) 
+        {
+          visited(idx) = j; 
+          m_innerIndices(CurNz) = idx; 
+          CurNz++; 
+        }
+      }
+      //Add the pattern of row/column j of At to A+At
+      for (typename MatrixType::InnerIterator it(At, j); it; ++it)
+      {
+        Index idx = it.index(); 
+        if(visited(idx) != j)
+        {
+          visited(idx) = j; 
+          m_innerIndices(CurNz) = idx; 
+          ++CurNz; 
+        }
+      }
+    }
+    m_indexPtr(m) = CurNz;    
+  }
+  
+  template <typename MatrixType>
+  void operator() (const MatrixType& A, PermutationType& matperm)
+  {
+     Index m = A.cols();
+     IndexVector perm(m),iperm(m); 
+    // First, symmetrize the matrix graph. 
+     get_symmetrized_graph(A); 
+     int output_error;
+     
+     // Call the fill-reducing routine from METIS 
+     output_error = METIS_NodeND(&m, m_indexPtr.data(), m_innerIndices.data(), NULL, NULL, perm.data(), iperm.data());
+     
+    if(output_error != METIS_OK) 
+    {
+      //FIXME The ordering interface should define a class of possible errors 
+     std::cerr << "ERROR WHILE CALLING THE METIS PACKAGE \n"; 
+     return; 
+    }
+    
+    // Get the fill-reducing permutation 
+    //NOTE:  If Ap is the permuted matrix then perm and iperm vectors are defined as follows 
+    // Row (column) i of Ap is the perm(i) row(column) of A, and row (column) i of A is the iperm(i) row(column) of Ap
+    
+    // To be consistent with the use of the permutation in SparseLU module, we thus keep the iperm vector 
+     matperm.resize(m);
+     for (int j = 0; j < m; j++)
+       matperm.indices()(j) = iperm(j); 
+   
+  }
+  
+  protected:
+    IndexVector m_indexPtr; // Pointer to the adjacenccy list of each row/column
+    IndexVector m_innerIndices; // Adjacency list 
+};
+
+}// end namespace eigen 
+#endif

bench/spbench/CMakeLists.txt

@@ -66,5 +66,11 @@ target_link_libraries (spbenchsolver ${SPARSE_LIBS})
 add_executable(spsolver sp_solver.cpp)
 target_link_libraries (spsolver ${SPARSE_LIBS})
 
+if(METIS_FOUND)
+  include_directories(${METIS_INCLUDES})
+  set (SPARSE_LIBS ${SPARSE_LIBS} ${METIS_LIBRARIES})
+  add_definitions("-DEIGEN_METIS_SUPPORT")
+endif(METIS_FOUND)
+
 add_executable(test_sparseLU test_sparseLU.cpp)
 target_link_libraries (test_sparseLU ${SPARSE_LIBS})

bench/spbench/test_sparseLU.cpp

@@ -7,6 +7,9 @@
 #include <unsupported/Eigen/SparseExtra>
 #include <Eigen/SparseLU>
 #include <bench/BenchTimer.h>
+#ifdef EIGEN_METIS_SUPPORT
+#include <Eigen/MetisSupport>
+#endif
 
 using namespace std;
 using namespace Eigen;
@@ -21,7 +24,12 @@ int main(int argc, char **args)
   typedef Matrix<scalar, Dynamic, 1> DenseRhs;
   Matrix<scalar, Dynamic, 1> b, x, tmp;
 //   SparseLU<SparseMatrix<scalar, ColMajor>, AMDOrdering<int> >   solver;
+#ifdef EIGEN_METIS_SUPPORT
+  SparseLU<SparseMatrix<scalar, ColMajor>, MetisOrdering<int> > solver; 
+#else
   SparseLU<SparseMatrix<scalar, ColMajor>, COLAMDOrdering<int> >   solver;
+#endif
+  
   ifstream matrix_file; 
   string line;
   int  n;

cmake/FindMetis.cmake

@@ -12,10 +12,11 @@ find_path(METIS_INCLUDES
   ${INCLUDE_INSTALL_DIR} 
   PATH_SUFFIXES 
   metis
+  include
 )
 
 
-find_library(METIS_LIBRARIES metis PATHS $ENV{METISDIR} ${LIB_INSTALL_DIR})
+find_library(METIS_LIBRARIES metis PATHS $ENV{METISDIR} ${LIB_INSTALL_DIR} PATH_SUFFIXES lib)
 
 include(FindPackageHandleStandardArgs)
 find_package_handle_standard_args(METIS DEFAULT_MSG