#ifndef EIGEN_CHOLMODSUPPORT_H
#define EIGEN_CHOLMODSUPPORT_H
namespace Eigen {
namespace internal {
template<typename Scalar> struct cholmod_configure_matrix;
template<> struct cholmod_configure_matrix<double> {
template<typename CholmodType>
static void run(CholmodType& mat) {
mat.xtype = CHOLMOD_REAL;
mat.dtype = CHOLMOD_DOUBLE;
}
};
template<> struct cholmod_configure_matrix<std::complex<double> > {
template<typename CholmodType>
static void run(CholmodType& mat) {
mat.xtype = CHOLMOD_COMPLEX;
mat.dtype = CHOLMOD_DOUBLE;
}
};
}
template<typename _Scalar, int _Options, typename _StorageIndex>
cholmod_sparse viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_StorageIndex> > mat)
{
cholmod_sparse res;
res.nzmax = mat.nonZeros();
res.nrow = mat.rows();
res.ncol = mat.cols();
res.p = mat.outerIndexPtr();
res.i = mat.innerIndexPtr();
res.x = mat.valuePtr();
res.z = 0;
res.sorted = 1;
if(mat.isCompressed())
{
res.packed = 1;
res.nz = 0;
}
else
{
res.packed = 0;
res.nz = mat.innerNonZeroPtr();
}
res.dtype = 0;
res.stype = -1;
if (internal::is_same<_StorageIndex,int>::value)
{
res.itype = CHOLMOD_INT;
}
else if (internal::is_same<_StorageIndex,SuiteSparse_long>::value)
{
res.itype = CHOLMOD_LONG;
}
else
{
eigen_assert(false && "Index type not supported yet");
}
internal::cholmod_configure_matrix<_Scalar>::run(res);
res.stype = 0;
return res;
}
template<typename _Scalar, int _Options, typename _Index>
const cholmod_sparse viewAsCholmod(const SparseMatrix<_Scalar,_Options,_Index>& mat)
{
cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_Index> >(mat.const_cast_derived()));
return res;
}
template<typename _Scalar, int _Options, typename _Index>
const cholmod_sparse viewAsCholmod(const SparseVector<_Scalar,_Options,_Index>& mat)
{
cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_Index> >(mat.const_cast_derived()));
return res;
}
template<typename _Scalar, int _Options, typename _Index, unsigned int UpLo>
cholmod_sparse viewAsCholmod(const SparseSelfAdjointView<const SparseMatrix<_Scalar,_Options,_Index>, UpLo>& mat)
{
cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_Index> >(mat.matrix().const_cast_derived()));
if(UpLo==Upper) res.stype = 1;
if(UpLo==Lower) res.stype = -1;
EIGEN_STATIC_ASSERT((_Options & RowMajorBit) == 0 || NumTraits<_Scalar>::IsComplex == 0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
if(_Options & RowMajorBit) res.stype *=-1;
return res;
}
template<typename Derived>
cholmod_dense viewAsCholmod(MatrixBase<Derived>& mat)
{
EIGEN_STATIC_ASSERT((internal::traits<Derived>::Flags&RowMajorBit)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
typedef typename Derived::Scalar Scalar;
cholmod_dense res;
res.nrow = mat.rows();
res.ncol = mat.cols();
res.nzmax = res.nrow * res.ncol;
res.d = Derived::IsVectorAtCompileTime ? mat.derived().size() : mat.derived().outerStride();
res.x = (void*)(mat.derived().data());
res.z = 0;
internal::cholmod_configure_matrix<Scalar>::run(res);
return res;
}
template<typename Scalar, int Flags, typename StorageIndex>
MappedSparseMatrix<Scalar,Flags,StorageIndex> viewAsEigen(cholmod_sparse& cm)
{
return MappedSparseMatrix<Scalar,Flags,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) );
}
namespace internal {
#define EIGEN_CHOLMOD_SPECIALIZE0(ret, name) \
template<typename _StorageIndex> inline ret cm_ ## name (cholmod_common &Common) { return cholmod_ ## name (&Common); } \
template<> inline ret cm_ ## name<SuiteSparse_long> (cholmod_common &Common) { return cholmod_l_ ## name (&Common); }
#define EIGEN_CHOLMOD_SPECIALIZE1(ret, name, t1, a1) \
template<typename _StorageIndex> inline ret cm_ ## name (t1& a1, cholmod_common &Common) { return cholmod_ ## name (&a1, &Common); } \
template<> inline ret cm_ ## name<SuiteSparse_long> (t1& a1, cholmod_common &Common) { return cholmod_l_ ## name (&a1, &Common); }
EIGEN_CHOLMOD_SPECIALIZE0(int, start)
EIGEN_CHOLMOD_SPECIALIZE0(int, finish)
EIGEN_CHOLMOD_SPECIALIZE1(int, free_factor, cholmod_factor*, L)
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)
template<typename _StorageIndex> inline cholmod_dense* cm_solve (int sys, cholmod_factor& L, cholmod_dense& B, cholmod_common &Common) { return cholmod_solve (sys, &L, &B, &Common); }
template<> inline cholmod_dense* cm_solve<SuiteSparse_long> (int sys, cholmod_factor& L, cholmod_dense& B, cholmod_common &Common) { return cholmod_l_solve (sys, &L, &B, &Common); }
template<typename _StorageIndex> inline cholmod_sparse* cm_spsolve (int sys, cholmod_factor& L, cholmod_sparse& B, cholmod_common &Common) { return cholmod_spsolve (sys, &L, &B, &Common); }
template<> inline cholmod_sparse* cm_spsolve<SuiteSparse_long> (int sys, cholmod_factor& L, cholmod_sparse& B, cholmod_common &Common) { return cholmod_l_spsolve (sys, &L, &B, &Common); }
template<typename _StorageIndex>
inline int cm_factorize_p (cholmod_sparse* A, double beta[2], _StorageIndex* fset, std::size_t fsize, cholmod_factor* L, cholmod_common &Common) { return cholmod_factorize_p (A, beta, fset, fsize, L, &Common); }
template<>
inline int cm_factorize_p<SuiteSparse_long> (cholmod_sparse* A, double beta[2], SuiteSparse_long* fset, std::size_t fsize, cholmod_factor* L, cholmod_common &Common) { return cholmod_l_factorize_p (A, beta, fset, fsize, L, &Common); }
#undef EIGEN_CHOLMOD_SPECIALIZE0
#undef EIGEN_CHOLMOD_SPECIALIZE1
}
enum CholmodMode {
CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt
};
template<typename _MatrixType, int _UpLo, typename Derived>
class CholmodBase : public SparseSolverBase<Derived>
{
protected:
typedef SparseSolverBase<Derived> Base;
using Base::derived;
using Base::m_isInitialized;
public:
typedef _MatrixType MatrixType;
enum { UpLo = _UpLo };
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef MatrixType CholMatrixType;
typedef typename MatrixType::StorageIndex StorageIndex;
enum {
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
};
public:
CholmodBase()
: m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false)
{
EIGEN_STATIC_ASSERT((internal::is_same<double,RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
internal::cm_start<StorageIndex>(m_cholmod);
}
explicit CholmodBase(const MatrixType& matrix)
: m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false)
{
EIGEN_STATIC_ASSERT((internal::is_same<double,RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
internal::cm_start<StorageIndex>(m_cholmod);
compute(matrix);
}
~CholmodBase()
{
if(m_cholmodFactor)
internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod);
internal::cm_finish<StorageIndex>(m_cholmod);
}
inline StorageIndex cols() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }
inline StorageIndex rows() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }
ComputationInfo info() const
{
eigen_assert(m_isInitialized && "Decomposition is not initialized.");
return m_info;
}
Derived& compute(const MatrixType& matrix)
{
analyzePattern(matrix);
factorize(matrix);
return derived();
}
void analyzePattern(const MatrixType& matrix)
{
if(m_cholmodFactor)
{
internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod);
m_cholmodFactor = 0;
}
cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
m_cholmodFactor = internal::cm_analyze<StorageIndex>(A, m_cholmod);
this->m_isInitialized = true;
this->m_info = Success;
m_analysisIsOk = true;
m_factorizationIsOk = false;
}
void factorize(const MatrixType& matrix)
{
eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
internal::cm_factorize_p<StorageIndex>(&A, m_shiftOffset, 0, 0, m_cholmodFactor, m_cholmod);
this->m_info = (m_cholmodFactor->minor == m_cholmodFactor->n ? Success : NumericalIssue);
m_factorizationIsOk = true;
}
cholmod_common& cholmod() { return m_cholmod; }
#ifndef EIGEN_PARSED_BY_DOXYGEN
template<typename Rhs,typename Dest>
void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
{
eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
const Index size = m_cholmodFactor->n;
EIGEN_UNUSED_VARIABLE(size);
eigen_assert(size==b.rows());
Ref<const Matrix<typename Rhs::Scalar,Dynamic,Dynamic,ColMajor> > b_ref(b.derived());
cholmod_dense b_cd = viewAsCholmod(b_ref);
cholmod_dense* x_cd = internal::cm_solve<StorageIndex>(CHOLMOD_A, *m_cholmodFactor, b_cd, m_cholmod);
if(!x_cd)
{
this->m_info = NumericalIssue;
return;
}
dest = Matrix<Scalar,Dest::RowsAtCompileTime,Dest::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x),b.rows(),b.cols());
internal::cm_free_dense<StorageIndex>(x_cd, m_cholmod);
}
template<typename RhsDerived, typename DestDerived>
void _solve_impl(const SparseMatrixBase<RhsDerived> &b, SparseMatrixBase<DestDerived> &dest) const
{
eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
const Index size = m_cholmodFactor->n;
EIGEN_UNUSED_VARIABLE(size);
eigen_assert(size==b.rows());
Ref<SparseMatrix<typename RhsDerived::Scalar,ColMajor,typename RhsDerived::StorageIndex> > b_ref(b.const_cast_derived());
cholmod_sparse b_cs = viewAsCholmod(b_ref);
cholmod_sparse* x_cs = internal::cm_spsolve<StorageIndex>(CHOLMOD_A, *m_cholmodFactor, b_cs, m_cholmod);
if(!x_cs)
{
this->m_info = NumericalIssue;
return;
}
dest.derived() = viewAsEigen<typename DestDerived::Scalar,ColMajor,typename DestDerived::StorageIndex>(*x_cs);
internal::cm_free_sparse<StorageIndex>(x_cs, m_cholmod);
}
#endif
Derived& setShift(const RealScalar& offset)
{
m_shiftOffset[0] = double(offset);
return derived();
}
Scalar determinant() const
{
using std::exp;
return exp(logDeterminant());
}
Scalar logDeterminant() const
{
using std::log;
using numext::real;
eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
RealScalar logDet = 0;
Scalar *x = static_cast<Scalar*>(m_cholmodFactor->x);
if (m_cholmodFactor->is_super)
{
StorageIndex *super = static_cast<StorageIndex*>(m_cholmodFactor->super);
StorageIndex *pi = static_cast<StorageIndex*>(m_cholmodFactor->pi);
StorageIndex *px = static_cast<StorageIndex*>(m_cholmodFactor->px);
Index nb_super_nodes = m_cholmodFactor->nsuper;
for (Index k=0; k < nb_super_nodes; ++k)
{
StorageIndex ncols = super[k + 1] - super[k];
StorageIndex nrows = pi[k + 1] - pi[k];
Map<const Array<Scalar,1,Dynamic>, 0, InnerStride<> > sk(x + px[k], ncols, InnerStride<>(nrows+1));
logDet += sk.real().log().sum();
}
}
else
{
StorageIndex *p = static_cast<StorageIndex*>(m_cholmodFactor->p);
Index size = m_cholmodFactor->n;
for (Index k=0; k<size; ++k)
logDet += log(real( x[p[k]] ));
}
if (m_cholmodFactor->is_ll)
logDet *= 2.0;
return logDet;
};
template<typename Stream>
void dumpMemory(Stream& )
{}
protected:
mutable cholmod_common m_cholmod;
cholmod_factor* m_cholmodFactor;
double m_shiftOffset[2];
mutable ComputationInfo m_info;
int m_factorizationIsOk;
int m_analysisIsOk;
};
template<typename _MatrixType, int _UpLo = Lower>
class CholmodSimplicialLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT<_MatrixType, _UpLo> >
{
typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT> Base;
using Base::m_cholmod;
public:
typedef _MatrixType MatrixType;
CholmodSimplicialLLT() : Base() { init(); }
CholmodSimplicialLLT(const MatrixType& matrix) : Base()
{
init();
this->compute(matrix);
}
~CholmodSimplicialLLT() {}
protected:
void init()
{
m_cholmod.final_asis = 0;
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
m_cholmod.final_ll = 1;
}
};
template<typename _MatrixType, int _UpLo = Lower>
class CholmodSimplicialLDLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT<_MatrixType, _UpLo> >
{
typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT> Base;
using Base::m_cholmod;
public:
typedef _MatrixType MatrixType;
CholmodSimplicialLDLT() : Base() { init(); }
CholmodSimplicialLDLT(const MatrixType& matrix) : Base()
{
init();
this->compute(matrix);
}
~CholmodSimplicialLDLT() {}
protected:
void init()
{
m_cholmod.final_asis = 1;
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
}
};
template<typename _MatrixType, int _UpLo = Lower>
class CholmodSupernodalLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT<_MatrixType, _UpLo> >
{
typedef CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT> Base;
using Base::m_cholmod;
public:
typedef _MatrixType MatrixType;
CholmodSupernodalLLT() : Base() { init(); }
CholmodSupernodalLLT(const MatrixType& matrix) : Base()
{
init();
this->compute(matrix);
}
~CholmodSupernodalLLT() {}
protected:
void init()
{
m_cholmod.final_asis = 1;
m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
}
};
template<typename _MatrixType, int _UpLo = Lower>
class CholmodDecomposition : public CholmodBase<_MatrixType, _UpLo, CholmodDecomposition<_MatrixType, _UpLo> >
{
typedef CholmodBase<_MatrixType, _UpLo, CholmodDecomposition> Base;
using Base::m_cholmod;
public:
typedef _MatrixType MatrixType;
CholmodDecomposition() : Base() { init(); }
CholmodDecomposition(const MatrixType& matrix) : Base()
{
init();
this->compute(matrix);
}
~CholmodDecomposition() {}
void setMode(CholmodMode mode)
{
switch(mode)
{
case CholmodAuto:
m_cholmod.final_asis = 1;
m_cholmod.supernodal = CHOLMOD_AUTO;
break;
case CholmodSimplicialLLt:
m_cholmod.final_asis = 0;
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
m_cholmod.final_ll = 1;
break;
case CholmodSupernodalLLt:
m_cholmod.final_asis = 1;
m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
break;
case CholmodLDLt:
m_cholmod.final_asis = 1;
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
break;
default:
break;
}
}
protected:
void init()
{
m_cholmod.final_asis = 1;
m_cholmod.supernodal = CHOLMOD_AUTO;
}
};
}
#endif