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691 lines
24 KiB
C++
691 lines
24 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
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//
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// Eigen is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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// License as published by the Free Software Foundation; either
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// version 3 of the License, or (at your option) any later version.
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//
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// Alternatively, you can redistribute it and/or
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// modify it under the terms of the GNU General Public License as
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// published by the Free Software Foundation; either version 2 of
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// the License, or (at your option) any later version.
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//
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// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
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// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU Lesser General Public
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// License and a copy of the GNU General Public License along with
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// Eigen. If not, see <http://www.gnu.org/licenses/>.
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#ifndef EIGEN_SPARSE_LU
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#define EIGEN_SPARSE_LU
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namespace Eigen {
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// Data structure needed by all routines
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#include "SparseLU_Structs.h"
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#include "SparseLU_Matrix.h"
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/**
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* \ingroup SparseLU_Module
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* \brief Sparse supernodal LU factorization for general matrices
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*
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* This class implements the supernodal LU factorization for general matrices.
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*
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* \tparam _MatrixType The type of the sparse matrix. It must be a column-major SparseMatrix<>
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*/
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template <typename _MatrixType, typename _OrderingType>
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class SparseLU
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{
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public:
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typedef _MatrixType MatrixType;
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typedef _OrderingType OrderingType;
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typedef typename MatrixType::Scalar Scalar;
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typedef typename MatrixType::RealScalar RealScalar;
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typedef typename MatrixType::Index Index;
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typedef SparseMatrix<Scalar,ColMajor,Index> NCMatrix;
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typedef SuperNodalMatrix<Scalar, Index> SCMatrix;
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typedef Matrix<Scalar,Dynamic,1> ScalarVector;
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typedef Matrix<Index,Dynamic,1> IndexVector;
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typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
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public:
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SparseLU():m_isInitialized(true),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0)
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{
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initperfvalues();
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}
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SparseLU(const MatrixType& matrix):m_isInitialized(true),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0)
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{
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initperfvalues();
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compute(matrix);
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}
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~SparseLU()
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{
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// Free all explicit dynamic pointers
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}
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void analyzePattern (const MatrixType& matrix);
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void factorize (const MatrixType& matrix);
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/**
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* Compute the symbolic and numeric factorization of the input sparse matrix.
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* The input matrix should be in column-major storage.
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*/
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void compute (const MatrixType& matrix)
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{
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// Analyze
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analyzePattern(matrix);
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//Factorize
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factorize(matrix);
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}
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inline Index rows() const { return m_mat.rows(); }
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inline Index cols() const { return m_mat.cols(); }
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/** Indicate that the pattern of the input matrix is symmetric */
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void isSymmetric(bool sym)
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{
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m_symmetricmode = sym;
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}
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/** Set the threshold used for a diagonal entry to be an acceptable pivot. */
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void diagPivotThresh(RealScalar thresh)
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{
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m_diagpivotthresh = thresh;
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}
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/** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
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*
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* \sa compute()
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*/
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// template<typename Rhs>
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// inline const solve_retval<SparseLU, Rhs> solve(const MatrixBase<Rhs>& B) const
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// {
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// eigen_assert(m_factorizationIsOk && "SparseLU is not initialized.");
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// eigen_assert(rows()==B.rows()
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// && "SparseLU::solve(): invalid number of rows of the right hand side matrix B");
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// return solve_retval<SparseLU, Rhs>(*this, B.derived());
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// }
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/** \brief Reports whether previous computation was successful.
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*
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* \returns \c Success if computation was succesful,
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* \c NumericalIssue if the PaStiX reports a problem
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* \c InvalidInput if the input matrix is invalid
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*
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* \sa iparm()
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*/
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ComputationInfo info() const
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{
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eigen_assert(m_isInitialized && "Decomposition is not initialized.");
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return m_info;
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}
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template<typename Rhs, typename Dest>
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bool _solve(const MatrixBase<Rhs> &B, MatrixBase<Dest> &_X) const
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{
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Dest& X(_X.derived());
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eigen_assert(m_factorizationIsOk && "The matrix should be factorized first");
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EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0,
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THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
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X = B; /* on return, X is overwritten by the computed solution */
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int nrhs = B.cols();
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// Permute the right hand side to form Pr*B
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X = m_perm_r * X;
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// Forward solve PLy = Pb;
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Index n = B.rows();
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Index fsupc; // First column of the current supernode
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Index istart; // Pointer index to the subscript of the current column
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Index nsupr; // Number of rows in the current supernode
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Index nsupc; // Number of columns in the current supernode
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Index nrow; // Number of rows in the non-diagonal part of the supernode
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Index luptr; // Pointer index to the current nonzero value
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Index iptr; // row index pointer iterator
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Index irow; //Current index row
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const Scalar * Lval = m_Lstore.valuePtr(); // Nonzero values
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Matrix<Scalar,Dynamic,Dynamic> work(n, nrhs); // working vector
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work.setZero();
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int j, k, i,jcol;
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for (k = 0; k <= m_Lstore.nsuper(); k ++)
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{
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fsupc = m_Lstore.supToCol()[k];
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istart = m_Lstore.rowIndexPtr()[fsupc];
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nsupr = m_Lstore.rowIndexPtr()[fsupc+1] - istart;
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nsupc = m_Lstore.supToCol()[k+1] - fsupc;
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nrow = nsupr - nsupc;
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luptr = m_Lstore.colIndexPtr()[fsupc];
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if (nsupc == 1 )
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{
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for (j = 0; j < nrhs; j++)
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{
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for (iptr = istart+1; iptr < m_Lstore.rowIndexPtr()[fsupc+1]; iptr++)
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{
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irow = m_Lstore.rowIndex()[iptr];
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++luptr;
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X(irow, j) -= X(fsupc, j) * Lval[luptr];
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}
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}
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}
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else
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{
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// The supernode has more than one column
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// Triangular solve
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Map<const Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > A( &(Lval[luptr]), nsupc, nsupc, OuterStride<>(nsupr) );
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Map< Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > U (&(X.data()[fsupc]), nsupc, nrhs, OuterStride<>(X.rows()) );
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U = A.template triangularView<UnitLower>().solve(U);
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// Matrix-vector product
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new (&A) Map<const Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > ( &(Lval[luptr+nsupc]), nrow, nsupc, OuterStride<>(nsupr) );
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work.block(0, 0, nrow, nrhs) = A * U;
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//Begin Scatter
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for (j = 0; j < nrhs; j++)
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{
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iptr = istart + nsupc;
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for (i = 0; i < nrow; i++)
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{
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irow = m_Lstore.rowIndex()[iptr];
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X(irow, j) -= work(i, j); // Scatter operation
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work(i, j) = Scalar(0);
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iptr++;
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}
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}
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}
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} // end for all supernodes
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// Back solve Ux = y
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for (k = m_Lstore.nsuper(); k >= 0; k--)
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{
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fsupc = m_Lstore.supToCol()[k];
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istart = m_Lstore.rowIndexPtr()[fsupc];
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nsupr = m_Lstore.rowIndexPtr()[fsupc+1] - istart;
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nsupc = m_Lstore.supToCol()[k+1] - fsupc;
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luptr = m_Lstore.colIndexPtr()[fsupc];
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if (nsupc == 1)
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{
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for (j = 0; j < nrhs; j++)
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{
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X(fsupc, j) /= Lval[luptr];
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}
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}
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else
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{
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Map<const Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > A( &(Lval[luptr]), nsupc, nsupc, OuterStride<>(nsupr) );
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Map< Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > U (&(X.data()[fsupc]), nsupc, nrhs, OuterStride<>(X.rows()) );
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U = A.template triangularView<Upper>().solve(U);
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}
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for (j = 0; j < nrhs; ++j)
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{
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for (jcol = fsupc; jcol < fsupc + nsupc; jcol++)
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{
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for (i = m_Ustore.outerIndexPtr()[jcol]; i < m_Ustore.outerIndexPtr()[jcol+1]; i++)
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{
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irow = m_Ustore.innerIndexPtr()[i];
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X(irow, j) -= X(jcol, j) * m_Ustore.valuePtr()[i];
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}
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}
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}
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} // End For U-solve
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// Permute back the solution
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X = m_perm_c.inverse() * X;
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return true;
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}
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protected:
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// Functions
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void initperfvalues()
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{
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m_panel_size = 12;
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m_relax = 6;
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m_maxsuper = 100;
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m_rowblk = 200;
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m_colblk = 60;
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m_fillfactor = 20;
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}
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// Variables
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mutable ComputationInfo m_info;
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bool m_isInitialized;
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bool m_factorizationIsOk;
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bool m_analysisIsOk;
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NCMatrix m_mat; // The input (permuted ) matrix
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SCMatrix m_Lstore; // The lower triangular matrix (supernodal)
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MappedSparseMatrix<Scalar> m_Ustore; // The upper triangular matrix
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PermutationType m_perm_c; // Column permutation
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PermutationType m_perm_r ; // Row permutation
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IndexVector m_etree; // Column elimination tree
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LU_GlobalLU_t<IndexVector, ScalarVector> m_glu; // persistent data to facilitate multiple factors
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// FIXME All fields of this struct can be defined separately as class members
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// SuperLU/SparseLU options
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bool m_symmetricmode;
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// values for performance
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int m_panel_size; // a panel consists of at most <panel_size> consecutive columns
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int m_relax; // To control degree of relaxing supernodes. If the number of nodes (columns)
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// in a subtree of the elimination tree is less than relax, this subtree is considered
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// as one supernode regardless of the row structures of those columns
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int m_maxsuper; // The maximum size for a supernode in complete LU
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int m_rowblk; // The minimum row dimension for 2-D blocking to be used;
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int m_colblk; // The minimum column dimension for 2-D blocking to be used;
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int m_fillfactor; // The estimated fills factors for L and U, compared with A
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RealScalar m_diagpivotthresh; // Specifies the threshold used for a diagonal entry to be an acceptable pivot
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int m_nnzL, m_nnzU; // Nonzeros in L and U factors
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private:
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// Copy constructor
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SparseLU (SparseLU& ) {}
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}; // End class SparseLU
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// Functions needed by the anaysis phase
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#include "SparseLU_Coletree.h"
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/**
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* Compute the column permutation to minimize the fill-in (file amd.c )
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*
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* - Apply this permutation to the input matrix -
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*
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* - Compute the column elimination tree on the permuted matrix (file Eigen_Coletree.h)
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*
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* - Postorder the elimination tree and the column permutation (file Eigen_Coletree.h)
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*
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*/
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template <typename MatrixType, typename OrderingType>
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void SparseLU<MatrixType, OrderingType>::analyzePattern(const MatrixType& mat)
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{
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//TODO It is possible as in SuperLU to compute row and columns scaling vectors to equilibrate the matrix mat.
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// Compute the fill-reducing ordering
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// TODO Currently, the only available ordering method is AMD.
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OrderingType ord;
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ord(mat,m_perm_c);
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//FIXME Check the right semantic behind m_perm_c
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// that is, column j of mat goes to column m_perm_c(j) of mat * m_perm_c;
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//DEBUG : Set the natural ordering
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for (int i = 0; i < mat.cols(); i++)
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m_perm_c.indices()(i) = i;
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// Apply the permutation to the column of the input matrix
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m_mat = mat * m_perm_c.inverse();
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// Compute the column elimination tree of the permuted matrix
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if (m_etree.size() == 0) m_etree.resize(m_mat.cols());
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LU_sp_coletree(m_mat, m_etree);
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// In symmetric mode, do not do postorder here
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if (!m_symmetricmode) {
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IndexVector post, iwork;
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// Post order etree
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LU_TreePostorder(m_mat.cols(), m_etree, post);
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// Renumber etree in postorder
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int m = m_mat.cols();
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iwork.resize(m+1);
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for (int i = 0; i < m; ++i) iwork(post(i)) = post(m_etree(i));
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m_etree = iwork;
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// Postmultiply A*Pc by post, i.e reorder the matrix according to the postorder of the etree
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PermutationType post_perm(m); //FIXME Use vector constructor
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for (int i = 0; i < m; i++)
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post_perm.indices()(i) = post(i);
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// m_mat = m_mat * post_perm.inverse(); // FIXME This should surely be in factorize()
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// Composition of the two permutations
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m_perm_c = m_perm_c * post_perm;
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} // end postordering
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m_analysisIsOk = true;
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}
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// Functions needed by the numerical factorization phase
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#include "SparseLU_Memory.h"
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#include "SparseLU_heap_relax_snode.h"
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#include "SparseLU_relax_snode.h"
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#include "SparseLU_snode_dfs.h"
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#include "SparseLU_snode_bmod.h"
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#include "SparseLU_pivotL.h"
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#include "SparseLU_panel_dfs.h"
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#include "SparseLU_panel_bmod.h"
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#include "SparseLU_column_dfs.h"
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#include "SparseLU_column_bmod.h"
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#include "SparseLU_copy_to_ucol.h"
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#include "SparseLU_pruneL.h"
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#include "SparseLU_Utils.h"
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/**
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* - Numerical factorization
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* - Interleaved with the symbolic factorization
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* \tparam MatrixType The type of the matrix, it should be a column-major sparse matrix
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* \return info where
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* : successful exit
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* = 0: successful exit
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* > 0: if info = i, and i is
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* <= A->ncol: U(i,i) is exactly zero. The factorization has
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* been completed, but the factor U is exactly singular,
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* and division by zero will occur if it is used to solve a
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* system of equations.
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* > A->ncol: number of bytes allocated when memory allocation
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* failure occurred, plus A->ncol. If lwork = -1, it is
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* the estimated amount of space needed, plus A->ncol.
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*/
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template <typename MatrixType, typename OrderingType>
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void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix)
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{
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eigen_assert(m_analysisIsOk && "analyzePattern() should be called first");
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eigen_assert((matrix.rows() == matrix.cols()) && "Only for squared matrices");
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typedef typename IndexVector::Scalar Index;
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// Apply the column permutation computed in analyzepattern()
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m_mat = matrix * m_perm_c.inverse();
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m_mat.makeCompressed();
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// DEBUG ... Watch matrix permutation
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const int *asub_in = matrix.innerIndexPtr();
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const int *colptr_in = matrix.outerIndexPtr();
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int * asub = m_mat.innerIndexPtr();
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int * colptr = m_mat.outerIndexPtr();
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int m = m_mat.rows();
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int n = m_mat.cols();
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int nnz = m_mat.nonZeros();
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int maxpanel = m_panel_size * m;
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// Allocate storage common to the factor routines
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int lwork = 0;
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int info = LUMemInit(m, n, nnz, lwork, m_fillfactor, m_panel_size, m_glu);
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if (info)
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{
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std::cerr << "UNABLE TO ALLOCATE WORKING MEMORY\n\n" ;
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m_factorizationIsOk = false;
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return ;
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}
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// Set up pointers for integer working arrays
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// int idx = 0;
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// VectorBlock<IndexVector> segrep(iwork, idx, m);
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// idx += m;
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// VectorBlock<IndexVector> parent(iwork, idx, m);
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// idx += m;
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// VectorBlock<IndexVector> xplore(iwork, idx, m);
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// idx += m;
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// VectorBlock<IndexVector> repfnz(iwork, idx, maxpanel);
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// idx += maxpanel;
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// VectorBlock<IndexVector> panel_lsub(iwork, idx, maxpanel);
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// idx += maxpanel;
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// VectorBlock<IndexVector> xprune(iwork, idx, n);
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// idx += n;
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// VectorBlock<IndexVector> marker(iwork, idx, m * LU_NO_MARKER);
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// Set up pointers for integer working arrays
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IndexVector segrep(m);
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IndexVector parent(m);
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IndexVector xplore(m);
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IndexVector repfnz(maxpanel);
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IndexVector panel_lsub(maxpanel);
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IndexVector xprune(n); xprune.setZero();
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IndexVector marker(m*LU_NO_MARKER);
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repfnz.setConstant(-1);
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panel_lsub.setConstant(-1);
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// Set up pointers for scalar working arrays
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ScalarVector dense;
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dense.setZero(maxpanel);
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ScalarVector tempv;
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tempv.setZero(LU_NUM_TEMPV(m, m_panel_size, m_maxsuper, m_rowblk) );
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// Setup Permutation vectors
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// Compute the inverse of perm_c
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// PermutationType iperm_c (m_perm_c.inverse() );
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PermutationType iperm_c (m_perm_c);
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// Identify initial relaxed snodes
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IndexVector relax_end(n);
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if ( m_symmetricmode == true )
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LU_heap_relax_snode<IndexVector>(n, m_etree, m_relax, marker, relax_end);
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|
else
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|
LU_relax_snode<IndexVector>(n, m_etree, m_relax, marker, relax_end);
|
|
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|
//DEBUG
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|
// std::cout<< "relax_end " <<relax_end.transpose() << std::endl;
|
|
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|
m_perm_r.resize(m);
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|
m_perm_r.indices().setConstant(-1); //FIXME
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|
marker.setConstant(-1);
|
|
|
|
IndexVector& xsup = m_glu.xsup;
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|
IndexVector& supno = m_glu.supno;
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|
IndexVector& xlsub = m_glu.xlsub;
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|
IndexVector& xlusup = m_glu.xlusup;
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|
IndexVector& xusub = m_glu.xusub;
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|
ScalarVector& lusup = m_glu.lusup;
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|
Index& nzlumax = m_glu.nzlumax;
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|
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|
supno(0) = IND_EMPTY;
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|
xsup(0) = xlsub(0) = xusub(0) = xlusup(0) = Index(0);
|
|
|
|
// Work on one 'panel' at a time. A panel is one of the following :
|
|
// (a) a relaxed supernode at the bottom of the etree, or
|
|
// (b) panel_size contiguous columns, <panel_size> defined by the user
|
|
int jcol,kcol;
|
|
IndexVector panel_histo(n);
|
|
Index nextu, nextlu, jsupno, fsupc, new_next;
|
|
Index pivrow; // Pivotal row number in the original row matrix
|
|
int nseg1; // Number of segments in U-column above panel row jcol
|
|
int nseg; // Number of segments in each U-column
|
|
int irep, icol;
|
|
int i, k, jj;
|
|
for (jcol = 0; jcol < n; )
|
|
{
|
|
if (relax_end(jcol) != IND_EMPTY)
|
|
{ // Starting a relaxed node from jcol
|
|
kcol = relax_end(jcol); // End index of the relaxed snode
|
|
|
|
// Factorize the relaxed supernode(jcol:kcol)
|
|
// First, determine the union of the row structure of the snode
|
|
info = LU_snode_dfs(jcol, kcol, m_mat.innerIndexPtr(), m_mat.outerIndexPtr(), xprune, marker, m_glu);
|
|
if ( info )
|
|
{
|
|
std::cerr << "MEMORY ALLOCATION FAILED IN SNODE_DFS() \n";
|
|
m_info = NumericalIssue;
|
|
m_factorizationIsOk = false;
|
|
return;
|
|
}
|
|
nextu = xusub(jcol); //starting location of column jcol in ucol
|
|
nextlu = xlusup(jcol); //Starting location of column jcol in lusup (rectangular supernodes)
|
|
jsupno = supno(jcol); // Supernode number which column jcol belongs to
|
|
fsupc = xsup(jsupno); //First column number of the current supernode
|
|
new_next = nextlu + (xlsub(fsupc+1)-xlsub(fsupc)) * (kcol - jcol + 1);
|
|
int mem;
|
|
while (new_next > nzlumax )
|
|
{
|
|
mem = LUMemXpand(lusup, nzlumax, nextlu, LUSUP, m_glu.num_expansions);
|
|
if (mem)
|
|
{
|
|
std::cerr << "MEMORY ALLOCATION FAILED FOR L FACTOR \n";
|
|
m_factorizationIsOk = false;
|
|
return;
|
|
}
|
|
}
|
|
|
|
// Now, left-looking factorize each column within the snode
|
|
for (icol = jcol; icol<=kcol; icol++){
|
|
xusub(icol+1) = nextu;
|
|
// Scatter into SPA dense(*)
|
|
for (typename MatrixType::InnerIterator it(m_mat, icol); it; ++it)
|
|
dense(it.row()) = it.value();
|
|
|
|
// Numeric update within the snode
|
|
LU_snode_bmod(icol, fsupc, dense, m_glu);
|
|
|
|
// Eliminate the current column
|
|
info = LU_pivotL(icol, m_diagpivotthresh, m_perm_r.indices(), iperm_c.indices(), pivrow, m_glu);
|
|
eigen_assert(info==0 && " SINGULAR MATRIX");
|
|
if ( info )
|
|
{
|
|
m_info = NumericalIssue;
|
|
std::cerr<< "THE MATRIX IS STRUCTURALLY SINGULAR ... ZERO COLUMN AT " << info <<std::endl;
|
|
m_factorizationIsOk = false;
|
|
return;
|
|
}
|
|
}
|
|
jcol = icol; // The last column te be eliminated
|
|
}
|
|
else
|
|
{ // Work on one panel of panel_size columns
|
|
|
|
// Adjust panel size so that a panel won't overlap with the next relaxed snode.
|
|
int panel_size = m_panel_size; // upper bound on panel width
|
|
for (k = jcol + 1; k < std::min(jcol+panel_size, n); k++)
|
|
{
|
|
if (relax_end(k) != IND_EMPTY)
|
|
{
|
|
panel_size = k - jcol;
|
|
break;
|
|
}
|
|
}
|
|
if (k == n)
|
|
panel_size = n - jcol;
|
|
|
|
// Symbolic outer factorization on a panel of columns
|
|
LU_panel_dfs(m, panel_size, jcol, m_mat, m_perm_r.indices(), nseg1, dense, panel_lsub, segrep, repfnz, xprune, marker, parent, xplore, m_glu);
|
|
|
|
// Numeric sup-panel updates in topological order
|
|
LU_panel_bmod(m, panel_size, jcol, nseg1, dense, tempv, segrep, repfnz, m_glu);
|
|
|
|
// Sparse LU within the panel, and below the panel diagonal
|
|
for ( jj = jcol; jj< jcol + panel_size; jj++)
|
|
{
|
|
k = (jj - jcol) * m; // Column index for w-wide arrays
|
|
|
|
nseg = nseg1; // begin after all the panel segments
|
|
//Depth-first-search for the current column
|
|
VectorBlock<IndexVector> panel_lsubk(panel_lsub, k, m);
|
|
VectorBlock<IndexVector> repfnz_k(repfnz, k, m);
|
|
info = LU_column_dfs(m, jj, m_perm_r.indices(), m_maxsuper, nseg, panel_lsubk, segrep, repfnz_k, xprune, marker, parent, xplore, m_glu);
|
|
if ( info )
|
|
{
|
|
std::cerr << "UNABLE TO EXPAND MEMORY IN COLUMN_DFS() \n";
|
|
m_info = NumericalIssue;
|
|
m_factorizationIsOk = false;
|
|
return;
|
|
}
|
|
// Numeric updates to this column
|
|
VectorBlock<ScalarVector> dense_k(dense, k, m);
|
|
VectorBlock<IndexVector> segrep_k(segrep, nseg1, m-nseg1);
|
|
info = LU_column_bmod(jj, (nseg - nseg1), dense_k, tempv, segrep_k, repfnz_k, jcol, m_glu);
|
|
if ( info )
|
|
{
|
|
std::cerr << "UNABLE TO EXPAND MEMORY IN COLUMN_BMOD() \n";
|
|
m_info = NumericalIssue;
|
|
m_factorizationIsOk = false;
|
|
return;
|
|
}
|
|
|
|
// Copy the U-segments to ucol(*)
|
|
info = LU_copy_to_ucol(jj, nseg, segrep, repfnz_k ,m_perm_r.indices(), dense_k, m_glu);
|
|
if ( info )
|
|
{
|
|
std::cerr << "UNABLE TO EXPAND MEMORY IN COPY_TO_UCOL() \n";
|
|
m_info = NumericalIssue;
|
|
m_factorizationIsOk = false;
|
|
return;
|
|
}
|
|
|
|
// Form the L-segment
|
|
info = LU_pivotL(jj, m_diagpivotthresh, m_perm_r.indices(), iperm_c.indices(), pivrow, m_glu);
|
|
eigen_assert(info==0 && " SINGULAR MATRIX");
|
|
if ( info )
|
|
{
|
|
std::cerr<< "THE MATRIX IS STRUCTURALLY SINGULAR ... ZERO COLUMN AT " << info <<std::endl;
|
|
m_info = NumericalIssue;
|
|
m_factorizationIsOk = false;
|
|
return;
|
|
}
|
|
|
|
// Prune columns (0:jj-1) using column jj
|
|
LU_pruneL(jj, m_perm_r.indices(), pivrow, nseg, segrep, repfnz_k, xprune, m_glu);
|
|
|
|
// Reset repfnz for this column
|
|
for (i = 0; i < nseg; i++)
|
|
{
|
|
irep = segrep(i);
|
|
repfnz_k(irep) = IND_EMPTY;
|
|
}
|
|
} // end SparseLU within the panel
|
|
jcol += panel_size; // Move to the next panel
|
|
} // end else
|
|
} // end for -- end elimination
|
|
|
|
// Count the number of nonzeros in factors
|
|
LU_countnz(n, m_nnzL, m_nnzU, m_glu);
|
|
// Apply permutation to the L subscripts
|
|
LU_fixupL/*<IndexVector, ScalarVector>*/(n, m_perm_r.indices(), m_glu);
|
|
|
|
|
|
|
|
// Create supernode matrix L
|
|
m_Lstore.setInfos(m, n, m_glu.lusup, m_glu.xlusup, m_glu.lsub, m_glu.xlsub, m_glu.supno, m_glu.xsup);
|
|
// Create the column major upper sparse matrix U;
|
|
// it is assumed here that MatrixType = SparseMatrix<Scalar,ColumnMajor>
|
|
new (&m_Ustore) MappedSparseMatrix<Scalar> ( m, n, m_nnzU, m_glu.xusub.data(), m_glu.usub.data(), m_glu.ucol.data() );
|
|
//this.m_Ustore = m_Ustore; //FIXME Is it necessary
|
|
|
|
m_info = Success;
|
|
m_factorizationIsOk = true;
|
|
}
|
|
|
|
|
|
/*namespace internal {
|
|
|
|
template<typename _MatrixType, typename Derived, typename Rhs>
|
|
struct solve_retval<SparseLU<_MatrixType,Derived>, Rhs>
|
|
: solve_retval_base<SparseLU<_MatrixType,Derived>, Rhs>
|
|
{
|
|
typedef SparseLU<_MatrixType,Derived> Dec;
|
|
EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
|
|
|
|
template<typename Dest> void evalTo(Dest& dst) const
|
|
{
|
|
dec().derived()._solve(rhs(),dst);
|
|
}
|
|
};
|
|
|
|
}*/ // end namespace internal
|
|
|
|
|
|
|
|
} // End namespace Eigen
|
|
#endif |