Add interface to umfpack_*l_* functions

This commit is contained in:
vhuber 2018-03-30 18:53:34 +02:00
parent 624df50945
commit baf9a5a776

View File

@ -12,47 +12,92 @@
namespace Eigen { namespace Eigen {
#define UF_long __int64
/* TODO extract L, extract U, compute det, etc... */ /* TODO extract L, extract U, compute det, etc... */
// generic double/complex<double> wrapper functions: // generic double/complex<double> wrapper functions:
inline void umfpack_defaults(double control[UMFPACK_CONTROL], double) // Defaults
inline void umfpack_defaults(double control[UMFPACK_CONTROL], double, int)
{ umfpack_di_defaults(control); } { umfpack_di_defaults(control); }
inline void umfpack_defaults(double control[UMFPACK_CONTROL], std::complex<double>) inline void umfpack_defaults(double control[UMFPACK_CONTROL], std::complex<double>, int)
{ umfpack_zi_defaults(control); } { umfpack_zi_defaults(control); }
inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double) inline void umfpack_defaults(double control[UMFPACK_CONTROL], double, UF_long)
{ umfpack_dl_defaults(control); }
inline void umfpack_defaults(double control[UMFPACK_CONTROL], std::complex<double>, UF_long)
{ umfpack_zl_defaults(control); }
// Report info
inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double, int)
{ umfpack_di_report_info(control, info);} { umfpack_di_report_info(control, info);}
inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>) inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>, int)
{ umfpack_zi_report_info(control, info);} { umfpack_zi_report_info(control, info);}
inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double) inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double, UF_long)
{ umfpack_dl_report_info(control, info);}
inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>, UF_long)
{ umfpack_zl_report_info(control, info);}
// Report status
inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double, int)
{ umfpack_di_report_status(control, status);} { umfpack_di_report_status(control, status);}
inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>) inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>, int)
{ umfpack_zi_report_status(control, status);} { umfpack_zi_report_status(control, status);}
inline void umfpack_report_control(double control[UMFPACK_CONTROL], double) inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double, UF_long)
{ umfpack_dl_report_status(control, status);}
inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>, UF_long)
{ umfpack_zl_report_status(control, status);}
// report control
inline void umfpack_report_control(double control[UMFPACK_CONTROL], double, int)
{ umfpack_di_report_control(control);} { umfpack_di_report_control(control);}
inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>) inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>, int)
{ umfpack_zi_report_control(control);} { umfpack_zi_report_control(control);}
inline void umfpack_free_numeric(void **Numeric, double) inline void umfpack_report_control(double control[UMFPACK_CONTROL], double, UF_long)
{ umfpack_dl_report_control(control);}
inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>, UF_long)
{ umfpack_zl_report_control(control);}
// Free numeric
inline void umfpack_free_numeric(void **Numeric, double, int)
{ umfpack_di_free_numeric(Numeric); *Numeric = 0; } { umfpack_di_free_numeric(Numeric); *Numeric = 0; }
inline void umfpack_free_numeric(void **Numeric, std::complex<double>) inline void umfpack_free_numeric(void **Numeric, std::complex<double>, int)
{ umfpack_zi_free_numeric(Numeric); *Numeric = 0; } { umfpack_zi_free_numeric(Numeric); *Numeric = 0; }
inline void umfpack_free_symbolic(void **Symbolic, double) inline void umfpack_free_numeric(void **Numeric, double, UF_long)
{ umfpack_dl_free_numeric(Numeric); *Numeric = 0; }
inline void umfpack_free_numeric(void **Numeric, std::complex<double>, UF_long)
{ umfpack_zl_free_numeric(Numeric); *Numeric = 0; }
// Free symbolic
inline void umfpack_free_symbolic(void **Symbolic, double, int)
{ umfpack_di_free_symbolic(Symbolic); *Symbolic = 0; } { umfpack_di_free_symbolic(Symbolic); *Symbolic = 0; }
inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>) inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>, int)
{ umfpack_zi_free_symbolic(Symbolic); *Symbolic = 0; } { umfpack_zi_free_symbolic(Symbolic); *Symbolic = 0; }
inline void umfpack_free_symbolic(void **Symbolic, double, UF_long)
{ umfpack_dl_free_symbolic(Symbolic); *Symbolic = 0; }
inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>, UF_long)
{ umfpack_zl_free_symbolic(Symbolic); *Symbolic = 0; }
// Symbolic
inline int umfpack_symbolic(int n_row,int n_col, inline int umfpack_symbolic(int n_row,int n_col,
const int Ap[], const int Ai[], const double Ax[], void **Symbolic, const int Ap[], const int Ai[], const double Ax[], void **Symbolic,
const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]) const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO])
@ -66,7 +111,21 @@ inline int umfpack_symbolic(int n_row,int n_col,
{ {
return umfpack_zi_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info); return umfpack_zi_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info);
} }
inline int umfpack_symbolic(UF_long n_row,UF_long n_col,
const UF_long Ap[], const UF_long Ai[], const double Ax[], void **Symbolic,
const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO])
{
return umfpack_dl_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info);
}
inline int umfpack_symbolic(UF_long n_row,UF_long n_col,
const UF_long Ap[], const UF_long Ai[], const std::complex<double> Ax[], void **Symbolic,
const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO])
{
return umfpack_zl_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info);
}
// Numeric
inline int umfpack_numeric( const int Ap[], const int Ai[], const double Ax[], inline int umfpack_numeric( const int Ap[], const int Ai[], const double Ax[],
void *Symbolic, void **Numeric, void *Symbolic, void **Numeric,
const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO]) const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO])
@ -80,7 +139,21 @@ inline int umfpack_numeric( const int Ap[], const int Ai[], const std::complex<d
{ {
return umfpack_zi_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info); return umfpack_zi_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info);
} }
inline int umfpack_numeric( const UF_long Ap[], const UF_long Ai[], const double Ax[],
void *Symbolic, void **Numeric,
const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO])
{
return umfpack_dl_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info);
}
inline int umfpack_numeric( const UF_long Ap[], const UF_long Ai[], const std::complex<double> Ax[],
void *Symbolic, void **Numeric,
const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO])
{
return umfpack_zl_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info);
}
// solve
inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const double Ax[], inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const double Ax[],
double X[], const double B[], void *Numeric, double X[], const double B[], void *Numeric,
const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO])
@ -95,6 +168,21 @@ inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const std::co
return umfpack_zi_solve(sys,Ap,Ai,&numext::real_ref(Ax[0]),0,&numext::real_ref(X[0]),0,&numext::real_ref(B[0]),0,Numeric,Control,Info); return umfpack_zi_solve(sys,Ap,Ai,&numext::real_ref(Ax[0]),0,&numext::real_ref(X[0]),0,&numext::real_ref(B[0]),0,Numeric,Control,Info);
} }
inline int umfpack_solve( int sys, const UF_long Ap[], const UF_long Ai[], const double Ax[],
double X[], const double B[], void *Numeric,
const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO])
{
return umfpack_dl_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info);
}
inline int umfpack_solve( int sys, const UF_long Ap[], const UF_long Ai[], const std::complex<double> Ax[],
std::complex<double> X[], const std::complex<double> B[], void *Numeric,
const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO])
{
return umfpack_zl_solve(sys,Ap,Ai,&numext::real_ref(Ax[0]),0,&numext::real_ref(X[0]),0,&numext::real_ref(B[0]),0,Numeric,Control,Info);
}
// Get Lunz
inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, double) inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, double)
{ {
return umfpack_di_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric); return umfpack_di_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
@ -105,6 +193,17 @@ inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_
return umfpack_zi_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric); return umfpack_zi_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
} }
inline int umfpack_get_lunz(UF_long *lnz, UF_long *unz, UF_long *n_row, UF_long *n_col, UF_long *nz_udiag, void *Numeric, double)
{
return umfpack_dl_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
}
inline int umfpack_get_lunz(UF_long *lnz, UF_long *unz, UF_long *n_row, UF_long *n_col, UF_long *nz_udiag, void *Numeric, std::complex<double>)
{
return umfpack_zl_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
}
// Get Numeric
inline int umfpack_get_numeric(int Lp[], int Lj[], double Lx[], int Up[], int Ui[], double Ux[], inline int umfpack_get_numeric(int Lp[], int Lj[], double Lx[], int Up[], int Ui[], double Ux[],
int P[], int Q[], double Dx[], int *do_recip, double Rs[], void *Numeric) int P[], int Q[], double Dx[], int *do_recip, double Rs[], void *Numeric)
{ {
@ -120,18 +219,45 @@ inline int umfpack_get_numeric(int Lp[], int Lj[], std::complex<double> Lx[], in
return umfpack_zi_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q, return umfpack_zi_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q,
Dx?&dx0_real:0,0,do_recip,Rs,Numeric); Dx?&dx0_real:0,0,do_recip,Rs,Numeric);
} }
inline int umfpack_get_numeric(UF_long Lp[], UF_long Lj[], double Lx[], UF_long Up[], UF_long Ui[], double Ux[],
UF_long P[], UF_long Q[], double Dx[], UF_long *do_recip, double Rs[], void *Numeric)
{
return umfpack_dl_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric);
}
inline int umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO]) inline int umfpack_get_numeric(UF_long Lp[], UF_long Lj[], std::complex<double> Lx[], UF_long Up[], UF_long Ui[], std::complex<double> Ux[],
UF_long P[], UF_long Q[], std::complex<double> Dx[], UF_long *do_recip, double Rs[], void *Numeric)
{
double& lx0_real = numext::real_ref(Lx[0]);
double& ux0_real = numext::real_ref(Ux[0]);
double& dx0_real = numext::real_ref(Dx[0]);
return umfpack_zl_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q,
Dx?&dx0_real:0,0,do_recip,Rs,Numeric);
}
// Get Determinant
inline int umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], int)
{ {
return umfpack_di_get_determinant(Mx,Ex,NumericHandle,User_Info); return umfpack_di_get_determinant(Mx,Ex,NumericHandle,User_Info);
} }
inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO]) inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], int)
{ {
double& mx_real = numext::real_ref(*Mx); double& mx_real = numext::real_ref(*Mx);
return umfpack_zi_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info); return umfpack_zi_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info);
} }
inline int umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], UF_long)
{
return umfpack_dl_get_determinant(Mx,Ex,NumericHandle,User_Info);
}
inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO], UF_long)
{
double& mx_real = numext::real_ref(*Mx);
return umfpack_zl_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info);
}
/** \ingroup UmfPackSupport_Module /** \ingroup UmfPackSupport_Module
* \brief A sparse LU factorization and solver based on UmfPack * \brief A sparse LU factorization and solver based on UmfPack
@ -164,7 +290,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType; typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType; typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
typedef SparseMatrix<Scalar> LUMatrixType; typedef SparseMatrix<Scalar> LUMatrixType;
typedef SparseMatrix<Scalar,ColMajor,int> UmfpackMatrixType; typedef SparseMatrix<Scalar,ColMajor,StorageIndex> UmfpackMatrixType;
typedef Ref<const UmfpackMatrixType, StandardCompressedFormat> UmfpackMatrixRef; typedef Ref<const UmfpackMatrixType, StandardCompressedFormat> UmfpackMatrixRef;
enum { enum {
ColsAtCompileTime = MatrixType::ColsAtCompileTime, ColsAtCompileTime = MatrixType::ColsAtCompileTime,
@ -192,8 +318,8 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
~UmfPackLU() ~UmfPackLU()
{ {
if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar()); if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(), StorageIndex());
if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar()); if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(), StorageIndex());
} }
inline Index rows() const { return mp_matrix.rows(); } inline Index rows() const { return mp_matrix.rows(); }
@ -241,8 +367,8 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
template<typename InputMatrixType> template<typename InputMatrixType>
void compute(const InputMatrixType& matrix) void compute(const InputMatrixType& matrix)
{ {
if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar()); if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(),StorageIndex());
if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar()); if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex());
grab(matrix.derived()); grab(matrix.derived());
analyzePattern_impl(); analyzePattern_impl();
factorize_impl(); factorize_impl();
@ -257,8 +383,8 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
template<typename InputMatrixType> template<typename InputMatrixType>
void analyzePattern(const InputMatrixType& matrix) void analyzePattern(const InputMatrixType& matrix)
{ {
if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar()); if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(),StorageIndex());
if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar()); if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex());
grab(matrix.derived()); grab(matrix.derived());
@ -309,7 +435,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
{ {
eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()"); eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
if(m_numeric) if(m_numeric)
umfpack_free_numeric(&m_numeric,Scalar()); umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex());
grab(matrix.derived()); grab(matrix.derived());
@ -322,7 +448,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
*/ */
void printUmfpackControl() void printUmfpackControl()
{ {
umfpack_report_control(m_control.data(), Scalar()); umfpack_report_control(m_control.data(), Scalar(),StorageIndex());
} }
/** Prints statistics collected by UmfPack. /** Prints statistics collected by UmfPack.
@ -332,7 +458,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
void printUmfpackInfo() void printUmfpackInfo()
{ {
eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()"); eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
umfpack_report_info(m_control.data(), m_umfpackInfo.data(), Scalar()); umfpack_report_info(m_control.data(), m_umfpackInfo.data(), Scalar(),StorageIndex());
} }
/** Prints the status of the previous factorization operation performed by UmfPack (symbolic or numerical factorization). /** Prints the status of the previous factorization operation performed by UmfPack (symbolic or numerical factorization).
@ -341,7 +467,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
*/ */
void printUmfpackStatus() { void printUmfpackStatus() {
eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()"); eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
umfpack_report_status(m_control.data(), m_fact_errorCode, Scalar()); umfpack_report_status(m_control.data(), m_fact_errorCode, Scalar(),StorageIndex());
} }
/** \internal */ /** \internal */
@ -362,13 +488,13 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
m_symbolic = 0; m_symbolic = 0;
m_extractedDataAreDirty = true; m_extractedDataAreDirty = true;
umfpack_defaults(m_control.data(), Scalar()); umfpack_defaults(m_control.data(), Scalar(),StorageIndex());
} }
void analyzePattern_impl() void analyzePattern_impl()
{ {
m_fact_errorCode = umfpack_symbolic(internal::convert_index<int>(mp_matrix.rows()), m_fact_errorCode = umfpack_symbolic(internal::convert_index<StorageIndex>(mp_matrix.rows()),
internal::convert_index<int>(mp_matrix.cols()), internal::convert_index<StorageIndex>(mp_matrix.cols()),
mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(), mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
&m_symbolic, m_control.data(), m_umfpackInfo.data()); &m_symbolic, m_control.data(), m_umfpackInfo.data());
@ -438,7 +564,7 @@ void UmfPackLU<MatrixType>::extractData() const
if (m_extractedDataAreDirty) if (m_extractedDataAreDirty)
{ {
// get size of the data // get size of the data
int lnz, unz, rows, cols, nz_udiag; StorageIndex lnz, unz, rows, cols, nz_udiag;
umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar()); umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
// allocate data // allocate data
@ -464,7 +590,7 @@ template<typename MatrixType>
typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant() const typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant() const
{ {
Scalar det; Scalar det;
umfpack_get_determinant(&det, 0, m_numeric, 0); umfpack_get_determinant(&det, 0, m_numeric, 0, StorageIndex());
return det; return det;
} }