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Merged in joaoruileal/eigen (pull request PR-276)

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Minor improvements to Umfpack support
This commit is contained in:
Gael Guennebaud 2016-12-21 21:39:48 +01:00
commit c6882a72ed
1 changed files with 75 additions and 26 deletions
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101
Eigen/src/UmfPackSupport/UmfPackSupport.h
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@ -10,19 +10,37 @@
#ifndef EIGEN_UMFPACKSUPPORT_H
#define EIGEN_UMFPACKSUPPORT_H
namespace Eigen {
namespace Eigen {
/* TODO extract L, extract U, compute det, etc... */
// generic double/complex<double> wrapper functions:
inline void umfpack_defaults(double control[UMFPACK_CONTROL], double)
inline void umfpack_defaults(double control[UMFPACK_CONTROL], double)
{ 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>)
{ umfpack_zi_defaults(control); }
inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], double)
{ umfpack_di_report_info(control, info);}
inline void umfpack_report_info(double control[UMFPACK_CONTROL], double info[UMFPACK_INFO], std::complex<double>)
{ umfpack_zi_report_info(control, info);}
inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, double)
{ umfpack_di_report_status(control, status);}
inline void umfpack_report_status(double control[UMFPACK_CONTROL], int status, std::complex<double>)
{ umfpack_zi_report_status(control, status);}
inline void umfpack_report_control(double control[UMFPACK_CONTROL], double)
{ umfpack_di_report_control(control);}
inline void umfpack_report_control(double control[UMFPACK_CONTROL], std::complex<double>)
{ umfpack_zi_report_control(control);}
inline void umfpack_free_numeric(void **Numeric, double)
{ umfpack_di_free_numeric(Numeric); *Numeric = 0; }
@ -156,6 +174,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
public:
typedef Array<double, UMFPACK_CONTROL, 1> UmfpackControl;
typedef Array<double, UMFPACK_INFO, 1> UmfpackInfo;
UmfPackLU()
: m_dummy(0,0), mp_matrix(m_dummy)
@ -215,7 +234,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
return m_q;
}
/** Computes the sparse Cholesky decomposition of \a matrix
/** Computes the sparse Cholesky decomposition of \a matrix
* Note that the matrix should be column-major, and in compressed format for best performance.
* \sa SparseMatrix::makeCompressed().
*/
@ -240,7 +259,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
{
if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar());
if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar());
grab(matrix.derived());
analyzePattern_impl();
@ -267,7 +286,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
{
return m_control;
}
/** Provides access to the control settings array used by UmfPack.
*
* If this array contains NaN's, the default values are used.
@ -278,7 +297,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
{
return m_control;
}
/** Performs a numeric decomposition of \a matrix
*
* The given matrix must has the same sparcity than the matrix on which the pattern anylysis has been performed.
@ -293,10 +312,38 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
umfpack_free_numeric(&m_numeric,Scalar());
grab(matrix.derived());
factorize_impl();
}
/** Prints the current UmfPack control settings.
*
* \sa umfpackControl()
*/
void printUmfpackControl()
{
umfpack_report_control(m_control.data(), Scalar());
}
/** Prints statistics collected by UmfPack.
*
* \sa analyzePattern(), compute()
*/
void printUmfpackInfo()
{
eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
umfpack_report_info(m_control.data(), m_umfpackInfo.data(), Scalar());
}
/** Prints the status of the previous factorization operation performed by UmfPack (symbolic or numerical factorization).
*
* \sa analyzePattern(), compute()
*/
void printUmfpackStatus() {
eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
umfpack_report_status(m_control.data(), m_fact_errorCode, Scalar());
}
/** \internal */
template<typename BDerived,typename XDerived>
bool _solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const;
@ -314,41 +361,42 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
m_numeric = 0;
m_symbolic = 0;
m_extractedDataAreDirty = true;
umfpack_defaults(m_control.data(), Scalar());
}
void analyzePattern_impl()
{
umfpack_defaults(m_control.data(), Scalar());
int errorCode = 0;
errorCode = umfpack_symbolic(internal::convert_index<int>(mp_matrix.rows()),
internal::convert_index<int>(mp_matrix.cols()),
mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
&m_symbolic, m_control.data(), 0);
m_fact_errorCode = umfpack_symbolic(internal::convert_index<int>(mp_matrix.rows()),
internal::convert_index<int>(mp_matrix.cols()),
mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
&m_symbolic, m_control.data(), m_umfpackInfo.data());
m_isInitialized = true;
m_info = errorCode ? InvalidInput : Success;
m_info = m_fact_errorCode ? InvalidInput : Success;
m_analysisIsOk = true;
m_factorizationIsOk = false;
m_extractedDataAreDirty = true;
}
void factorize_impl()
{
m_fact_errorCode = umfpack_numeric(mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
m_symbolic, &m_numeric, m_control.data(), 0);
m_symbolic, &m_numeric, m_control.data(), m_umfpackInfo.data());
m_info = m_fact_errorCode == UMFPACK_OK ? Success : NumericalIssue;
m_factorizationIsOk = true;
m_extractedDataAreDirty = true;
}
template<typename MatrixDerived>
void grab(const EigenBase<MatrixDerived> &A)
{
mp_matrix.~UmfpackMatrixRef();
::new (&mp_matrix) UmfpackMatrixRef(A.derived());
}
void grab(const UmfpackMatrixRef &A)
{
if(&(A.derived()) != &mp_matrix)
@ -357,19 +405,20 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
::new (&mp_matrix) UmfpackMatrixRef(A);
}
}
// cached data to reduce reallocation, etc.
mutable LUMatrixType m_l;
int m_fact_errorCode;
UmfpackControl m_control;
UmfpackInfo m_umfpackInfo;
mutable LUMatrixType m_u;
mutable IntColVectorType m_p;
mutable IntRowVectorType m_q;
UmfpackMatrixType m_dummy;
UmfpackMatrixRef mp_matrix;
void* m_numeric;
void* m_symbolic;
@ -377,7 +426,7 @@ class UmfPackLU : public SparseSolverBase<UmfPackLU<_MatrixType> >
int m_factorizationIsOk;
int m_analysisIsOk;
mutable bool m_extractedDataAreDirty;
private:
UmfPackLU(const UmfPackLU& ) { }
};
@ -427,7 +476,7 @@ bool UmfPackLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBas
eigen_assert((BDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major rhs yet");
eigen_assert((XDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major result yet");
eigen_assert(b.derived().data() != x.derived().data() && " Umfpack does not support inplace solve");
int errorCode;
Scalar* x_ptr = 0;
Matrix<Scalar,Dynamic,1> x_tmp;
@ -442,7 +491,7 @@ bool UmfPackLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBas
x_ptr = &x.col(j).coeffRef(0);
errorCode = umfpack_solve(UMFPACK_A,
mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
x_ptr, &b.const_cast_derived().col(j).coeffRef(0), m_numeric, m_control.data(), 0);
x_ptr, &b.const_cast_derived().col(j).coeffRef(0), m_numeric, m_control.data(), m_umfpackInfo.data());
if(x.innerStride()!=1)
x.col(j) = x_tmp;
if (errorCode!=0)