Eigen  3.4.90 (git rev 5a9f66fb35d03a4da9ef8976e67a61b30aa16dcf)
 
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CholmodSupport.h
1// This file is part of Eigen, a lightweight C++ template library
2// for linear algebra.
3//
4// Copyright (C) 2008-2010 Gael Guennebaud <[email protected]>
5//
6// This Source Code Form is subject to the terms of the Mozilla
7// Public License v. 2.0. If a copy of the MPL was not distributed
8// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9
10#ifndef EIGEN_CHOLMODSUPPORT_H
11#define EIGEN_CHOLMODSUPPORT_H
12
13// IWYU pragma: private
14#include "./InternalHeaderCheck.h"
15
16namespace Eigen {
17
18namespace internal {
19
20template <typename Scalar>
21struct cholmod_configure_matrix;
22
23template <>
24struct cholmod_configure_matrix<double> {
25 template <typename CholmodType>
26 static void run(CholmodType& mat) {
27 mat.xtype = CHOLMOD_REAL;
28 mat.dtype = CHOLMOD_DOUBLE;
29 }
30};
31
32template <>
33struct cholmod_configure_matrix<std::complex<double> > {
34 template <typename CholmodType>
35 static void run(CholmodType& mat) {
36 mat.xtype = CHOLMOD_COMPLEX;
37 mat.dtype = CHOLMOD_DOUBLE;
38 }
39};
40
41// Other scalar types are not yet supported by Cholmod
42// template<> struct cholmod_configure_matrix<float> {
43// template<typename CholmodType>
44// static void run(CholmodType& mat) {
45// mat.xtype = CHOLMOD_REAL;
46// mat.dtype = CHOLMOD_SINGLE;
47// }
48// };
49//
50// template<> struct cholmod_configure_matrix<std::complex<float> > {
51// template<typename CholmodType>
52// static void run(CholmodType& mat) {
53// mat.xtype = CHOLMOD_COMPLEX;
54// mat.dtype = CHOLMOD_SINGLE;
55// }
56// };
57
58} // namespace internal
59
63template <typename Scalar_, int Options_, typename StorageIndex_>
65 cholmod_sparse res;
66 res.nzmax = mat.nonZeros();
67 res.nrow = mat.rows();
68 res.ncol = mat.cols();
69 res.p = mat.outerIndexPtr();
70 res.i = mat.innerIndexPtr();
71 res.x = mat.valuePtr();
72 res.z = 0;
73 res.sorted = 1;
74 if (mat.isCompressed()) {
75 res.packed = 1;
76 res.nz = 0;
77 } else {
78 res.packed = 0;
79 res.nz = mat.innerNonZeroPtr();
80 }
81
82 res.dtype = 0;
83 res.stype = -1;
84
85 if (internal::is_same<StorageIndex_, int>::value) {
86 res.itype = CHOLMOD_INT;
87 } else if (internal::is_same<StorageIndex_, SuiteSparse_long>::value) {
88 res.itype = CHOLMOD_LONG;
89 } else {
90 eigen_assert(false && "Index type not supported yet");
91 }
92
93 // setup res.xtype
94 internal::cholmod_configure_matrix<Scalar_>::run(res);
95
96 res.stype = 0;
97
98 return res;
99}
100
101template <typename Scalar_, int Options_, typename Index_>
102const cholmod_sparse viewAsCholmod(const SparseMatrix<Scalar_, Options_, Index_>& mat) {
103 cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<Scalar_, Options_, Index_> >(mat.const_cast_derived()));
104 return res;
105}
106
107template <typename Scalar_, int Options_, typename Index_>
108const cholmod_sparse viewAsCholmod(const SparseVector<Scalar_, Options_, Index_>& mat) {
109 cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<Scalar_, Options_, Index_> >(mat.const_cast_derived()));
110 return res;
111}
112
115template <typename Scalar_, int Options_, typename Index_, unsigned int UpLo>
117 cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<Scalar_, Options_, Index_> >(mat.matrix().const_cast_derived()));
118
119 if (UpLo == Upper) res.stype = 1;
120 if (UpLo == Lower) res.stype = -1;
121 // swap stype for rowmajor matrices (only works for real matrices)
122 EIGEN_STATIC_ASSERT((Options_ & RowMajorBit) == 0 || NumTraits<Scalar_>::IsComplex == 0,
123 THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
124 if (Options_ & RowMajorBit) res.stype *= -1;
125
126 return res;
127}
128
131template <typename Derived>
133 EIGEN_STATIC_ASSERT((internal::traits<Derived>::Flags & RowMajorBit) == 0,
134 THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
135 typedef typename Derived::Scalar Scalar;
136
137 cholmod_dense res;
138 res.nrow = mat.rows();
139 res.ncol = mat.cols();
140 res.nzmax = res.nrow * res.ncol;
141 res.d = Derived::IsVectorAtCompileTime ? mat.derived().size() : mat.derived().outerStride();
142 res.x = (void*)(mat.derived().data());
143 res.z = 0;
144
145 internal::cholmod_configure_matrix<Scalar>::run(res);
146
147 return res;
148}
149
152template <typename Scalar, typename StorageIndex>
155 cm.nrow, cm.ncol, static_cast<StorageIndex*>(cm.p)[cm.ncol], static_cast<StorageIndex*>(cm.p),
156 static_cast<StorageIndex*>(cm.i), static_cast<Scalar*>(cm.x));
157}
158
161template <typename Scalar, typename StorageIndex>
164 cm.n, cm.n, static_cast<StorageIndex*>(cm.p)[cm.n], static_cast<StorageIndex*>(cm.p),
165 static_cast<StorageIndex*>(cm.i), static_cast<Scalar*>(cm.x));
166}
167
168namespace internal {
169
170// template specializations for int and long that call the correct cholmod method
171
172#define EIGEN_CHOLMOD_SPECIALIZE0(ret, name) \
173 template <typename StorageIndex_> \
174 inline ret cm_##name(cholmod_common& Common) { \
175 return cholmod_##name(&Common); \
176 } \
177 template <> \
178 inline ret cm_##name<SuiteSparse_long>(cholmod_common & Common) { \
179 return cholmod_l_##name(&Common); \
180 }
181
182#define EIGEN_CHOLMOD_SPECIALIZE1(ret, name, t1, a1) \
183 template <typename StorageIndex_> \
184 inline ret cm_##name(t1& a1, cholmod_common& Common) { \
185 return cholmod_##name(&a1, &Common); \
186 } \
187 template <> \
188 inline ret cm_##name<SuiteSparse_long>(t1 & a1, cholmod_common & Common) { \
189 return cholmod_l_##name(&a1, &Common); \
190 }
191
192EIGEN_CHOLMOD_SPECIALIZE0(int, start)
193EIGEN_CHOLMOD_SPECIALIZE0(int, finish)
194
195EIGEN_CHOLMOD_SPECIALIZE1(int, free_factor, cholmod_factor*, L)
196EIGEN_CHOLMOD_SPECIALIZE1(int, free_dense, cholmod_dense*, X)
197EIGEN_CHOLMOD_SPECIALIZE1(int, free_sparse, cholmod_sparse*, A)
198
199EIGEN_CHOLMOD_SPECIALIZE1(cholmod_factor*, analyze, cholmod_sparse, A)
200EIGEN_CHOLMOD_SPECIALIZE1(cholmod_sparse*, factor_to_sparse, cholmod_factor, L)
201
202template <typename StorageIndex_>
203inline cholmod_dense* cm_solve(int sys, cholmod_factor& L, cholmod_dense& B, cholmod_common& Common) {
204 return cholmod_solve(sys, &L, &B, &Common);
205}
206template <>
207inline cholmod_dense* cm_solve<SuiteSparse_long>(int sys, cholmod_factor& L, cholmod_dense& B, cholmod_common& Common) {
208 return cholmod_l_solve(sys, &L, &B, &Common);
209}
210
211template <typename StorageIndex_>
212inline cholmod_sparse* cm_spsolve(int sys, cholmod_factor& L, cholmod_sparse& B, cholmod_common& Common) {
213 return cholmod_spsolve(sys, &L, &B, &Common);
214}
215template <>
216inline cholmod_sparse* cm_spsolve<SuiteSparse_long>(int sys, cholmod_factor& L, cholmod_sparse& B,
217 cholmod_common& Common) {
218 return cholmod_l_spsolve(sys, &L, &B, &Common);
219}
220
221template <typename StorageIndex_>
222inline int cm_factorize_p(cholmod_sparse* A, double beta[2], StorageIndex_* fset, std::size_t fsize, cholmod_factor* L,
223 cholmod_common& Common) {
224 return cholmod_factorize_p(A, beta, fset, fsize, L, &Common);
225}
226template <>
227inline int cm_factorize_p<SuiteSparse_long>(cholmod_sparse* A, double beta[2], SuiteSparse_long* fset,
228 std::size_t fsize, cholmod_factor* L, cholmod_common& Common) {
229 return cholmod_l_factorize_p(A, beta, fset, fsize, L, &Common);
230}
231
232#undef EIGEN_CHOLMOD_SPECIALIZE0
233#undef EIGEN_CHOLMOD_SPECIALIZE1
234
235} // namespace internal
236
237enum CholmodMode { CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt };
238
244template <typename MatrixType_, int UpLo_, typename Derived>
245class CholmodBase : public SparseSolverBase<Derived> {
246 protected:
248 using Base::derived;
249 using Base::m_isInitialized;
250
251 public:
252 typedef MatrixType_ MatrixType;
253 enum { UpLo = UpLo_ };
254 typedef typename MatrixType::Scalar Scalar;
255 typedef typename MatrixType::RealScalar RealScalar;
256 typedef MatrixType CholMatrixType;
257 typedef typename MatrixType::StorageIndex StorageIndex;
258 enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime };
259
260 public:
261 CholmodBase() : m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false) {
262 EIGEN_STATIC_ASSERT((internal::is_same<double, RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
263 m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
264 internal::cm_start<StorageIndex>(m_cholmod);
265 }
266
267 explicit CholmodBase(const MatrixType& matrix)
268 : m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false) {
269 EIGEN_STATIC_ASSERT((internal::is_same<double, RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
270 m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
271 internal::cm_start<StorageIndex>(m_cholmod);
272 compute(matrix);
273 }
274
275 ~CholmodBase() {
276 if (m_cholmodFactor) internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod);
277 internal::cm_finish<StorageIndex>(m_cholmod);
278 }
279
280 inline StorageIndex cols() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }
281 inline StorageIndex rows() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }
282
289 eigen_assert(m_isInitialized && "Decomposition is not initialized.");
290 return m_info;
291 }
292
294 Derived& compute(const MatrixType& matrix) {
295 analyzePattern(matrix);
296 factorize(matrix);
297 return derived();
298 }
299
306 void analyzePattern(const MatrixType& matrix) {
307 if (m_cholmodFactor) {
308 internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod);
309 m_cholmodFactor = 0;
310 }
311 cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
312 m_cholmodFactor = internal::cm_analyze<StorageIndex>(A, m_cholmod);
313
314 this->m_isInitialized = true;
315 this->m_info = Success;
316 m_analysisIsOk = true;
317 m_factorizationIsOk = false;
318 }
319
327 void factorize(const MatrixType& matrix) {
328 eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
329 cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
330 internal::cm_factorize_p<StorageIndex>(&A, m_shiftOffset, 0, 0, m_cholmodFactor, m_cholmod);
331
332 // If the factorization failed, either the input matrix was zero (so m_cholmodFactor == nullptr), or minor is the
333 // column at which it failed. On success minor == n.
334 this->m_info =
335 (m_cholmodFactor != nullptr && m_cholmodFactor->minor == m_cholmodFactor->n ? Success : NumericalIssue);
336 m_factorizationIsOk = true;
337 }
338
341 cholmod_common& cholmod() { return m_cholmod; }
342
343#ifndef EIGEN_PARSED_BY_DOXYGEN
345 template <typename Rhs, typename Dest>
346 void _solve_impl(const MatrixBase<Rhs>& b, MatrixBase<Dest>& dest) const {
347 eigen_assert(m_factorizationIsOk &&
348 "The decomposition is not in a valid state for solving, you must first call either compute() or "
349 "symbolic()/numeric()");
350 const Index size = m_cholmodFactor->n;
351 EIGEN_UNUSED_VARIABLE(size);
352 eigen_assert(size == b.rows());
353
354 // Cholmod needs column-major storage without inner-stride, which corresponds to the default behavior of Ref.
356
357 cholmod_dense b_cd = viewAsCholmod(b_ref);
358 cholmod_dense* x_cd = internal::cm_solve<StorageIndex>(CHOLMOD_A, *m_cholmodFactor, b_cd, m_cholmod);
359 if (!x_cd) {
360 this->m_info = NumericalIssue;
361 return;
362 }
363 // TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
364 // NOTE Actually, the copy can be avoided by calling cholmod_solve2 instead of cholmod_solve
365 dest = Matrix<Scalar, Dest::RowsAtCompileTime, Dest::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x),
366 b.rows(), b.cols());
367 internal::cm_free_dense<StorageIndex>(x_cd, m_cholmod);
368 }
369
371 template <typename RhsDerived, typename DestDerived>
372 void _solve_impl(const SparseMatrixBase<RhsDerived>& b, SparseMatrixBase<DestDerived>& dest) const {
373 eigen_assert(m_factorizationIsOk &&
374 "The decomposition is not in a valid state for solving, you must first call either compute() or "
375 "symbolic()/numeric()");
376 const Index size = m_cholmodFactor->n;
377 EIGEN_UNUSED_VARIABLE(size);
378 eigen_assert(size == b.rows());
379
380 // note: cs stands for Cholmod Sparse
381 Ref<SparseMatrix<typename RhsDerived::Scalar, ColMajor, typename RhsDerived::StorageIndex> > b_ref(
382 b.const_cast_derived());
383 cholmod_sparse b_cs = viewAsCholmod(b_ref);
384 cholmod_sparse* x_cs = internal::cm_spsolve<StorageIndex>(CHOLMOD_A, *m_cholmodFactor, b_cs, m_cholmod);
385 if (!x_cs) {
386 this->m_info = NumericalIssue;
387 return;
388 }
389 // TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
390 // NOTE cholmod_spsolve in fact just calls the dense solver for blocks of 4 columns at a time (similar to Eigen's
391 // sparse solver)
393 internal::cm_free_sparse<StorageIndex>(x_cs, m_cholmod);
394 }
395#endif // EIGEN_PARSED_BY_DOXYGEN
396
406 Derived& setShift(const RealScalar& offset) {
407 m_shiftOffset[0] = double(offset);
408 return derived();
409 }
410
412 Scalar determinant() const {
413 using std::exp;
414 return exp(logDeterminant());
415 }
416
418 Scalar logDeterminant() const {
419 using numext::real;
420 using std::log;
421 eigen_assert(m_factorizationIsOk &&
422 "The decomposition is not in a valid state for solving, you must first call either compute() or "
423 "symbolic()/numeric()");
424
425 RealScalar logDet = 0;
426 Scalar* x = static_cast<Scalar*>(m_cholmodFactor->x);
427 if (m_cholmodFactor->is_super) {
428 // Supernodal factorization stored as a packed list of dense column-major blocs,
429 // as described by the following structure:
430
431 // super[k] == index of the first column of the j-th super node
432 StorageIndex* super = static_cast<StorageIndex*>(m_cholmodFactor->super);
433 // pi[k] == offset to the description of row indices
434 StorageIndex* pi = static_cast<StorageIndex*>(m_cholmodFactor->pi);
435 // px[k] == offset to the respective dense block
436 StorageIndex* px = static_cast<StorageIndex*>(m_cholmodFactor->px);
437
438 Index nb_super_nodes = m_cholmodFactor->nsuper;
439 for (Index k = 0; k < nb_super_nodes; ++k) {
440 StorageIndex ncols = super[k + 1] - super[k];
441 StorageIndex nrows = pi[k + 1] - pi[k];
442
443 Map<const Array<Scalar, 1, Dynamic>, 0, InnerStride<> > sk(x + px[k], ncols, InnerStride<>(nrows + 1));
444 logDet += sk.real().log().sum();
445 }
446 } else {
447 // Simplicial factorization stored as standard CSC matrix.
448 StorageIndex* p = static_cast<StorageIndex*>(m_cholmodFactor->p);
449 Index size = m_cholmodFactor->n;
450 for (Index k = 0; k < size; ++k) logDet += log(real(x[p[k]]));
451 }
452 if (m_cholmodFactor->is_ll) logDet *= 2.0;
453 return logDet;
454 }
455
456 template <typename Stream>
457 void dumpMemory(Stream& /*s*/) {}
458
459 protected:
460 mutable cholmod_common m_cholmod;
461 cholmod_factor* m_cholmodFactor;
462 double m_shiftOffset[2];
463 mutable ComputationInfo m_info;
464 int m_factorizationIsOk;
465 int m_analysisIsOk;
466};
467
491template <typename MatrixType_, int UpLo_ = Lower>
492class CholmodSimplicialLLT : public CholmodBase<MatrixType_, UpLo_, CholmodSimplicialLLT<MatrixType_, UpLo_> > {
494 using Base::m_cholmod;
495
496 public:
497 typedef MatrixType_ MatrixType;
498 typedef typename MatrixType::Scalar Scalar;
499 typedef typename MatrixType::RealScalar RealScalar;
500 typedef typename MatrixType::StorageIndex StorageIndex;
503
504 CholmodSimplicialLLT() : Base() { init(); }
505
506 CholmodSimplicialLLT(const MatrixType& matrix) : Base() {
507 init();
508 this->compute(matrix);
509 }
510
512
514 inline MatrixL matrixL() const { return viewAsEigen<Scalar, StorageIndex>(*Base::m_cholmodFactor); }
515
517 inline MatrixU matrixU() const { return matrixL().adjoint(); }
518
519 protected:
520 void init() {
521 m_cholmod.final_asis = 0;
522 m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
523 m_cholmod.final_ll = 1;
524 }
525};
526
550template <typename MatrixType_, int UpLo_ = Lower>
551class CholmodSimplicialLDLT : public CholmodBase<MatrixType_, UpLo_, CholmodSimplicialLDLT<MatrixType_, UpLo_> > {
553 using Base::m_cholmod;
554
555 public:
556 typedef MatrixType_ MatrixType;
557 typedef typename MatrixType::Scalar Scalar;
558 typedef typename MatrixType::RealScalar RealScalar;
559 typedef typename MatrixType::StorageIndex StorageIndex;
563
564 CholmodSimplicialLDLT() : Base() { init(); }
565
566 CholmodSimplicialLDLT(const MatrixType& matrix) : Base() {
567 init();
568 this->compute(matrix);
569 }
570
572
574 inline VectorType vectorD() const {
575 auto cholmodL = viewAsEigen<Scalar, StorageIndex>(*Base::m_cholmodFactor);
576
577 VectorType D{cholmodL.rows()};
578
579 for (Index k = 0; k < cholmodL.outerSize(); ++k) {
580 typename decltype(cholmodL)::InnerIterator it{cholmodL, k};
581 D(k) = it.value();
582 }
583
584 return D;
585 }
586
588 inline MatrixL matrixL() const { return viewAsEigen<Scalar, StorageIndex>(*Base::m_cholmodFactor); }
589
591 inline MatrixU matrixU() const { return matrixL().adjoint(); }
592
593 protected:
594 void init() {
595 m_cholmod.final_asis = 1;
596 m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
597 }
598};
599
623template <typename MatrixType_, int UpLo_ = Lower>
624class CholmodSupernodalLLT : public CholmodBase<MatrixType_, UpLo_, CholmodSupernodalLLT<MatrixType_, UpLo_> > {
626 using Base::m_cholmod;
627
628 public:
629 typedef MatrixType_ MatrixType;
630 typedef typename MatrixType::Scalar Scalar;
631 typedef typename MatrixType::RealScalar RealScalar;
632 typedef typename MatrixType::StorageIndex StorageIndex;
633
634 CholmodSupernodalLLT() : Base() { init(); }
635
636 CholmodSupernodalLLT(const MatrixType& matrix) : Base() {
637 init();
638 this->compute(matrix);
639 }
640
642
644 inline MatrixType matrixL() const {
645 // Convert Cholmod factor's supernodal storage format to Eigen's CSC storage format
646 cholmod_sparse* cholmodL = internal::cm_factor_to_sparse(*Base::m_cholmodFactor, m_cholmod);
647 MatrixType L = viewAsEigen<Scalar, StorageIndex>(*cholmodL);
648 internal::cm_free_sparse<StorageIndex>(cholmodL, m_cholmod);
649
650 return L;
651 }
652
654 inline MatrixType matrixU() const { return matrixL().adjoint(); }
655
656 protected:
657 void init() {
658 m_cholmod.final_asis = 1;
659 m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
660 }
661};
662
688template <typename MatrixType_, int UpLo_ = Lower>
689class CholmodDecomposition : public CholmodBase<MatrixType_, UpLo_, CholmodDecomposition<MatrixType_, UpLo_> > {
691 using Base::m_cholmod;
692
693 public:
694 typedef MatrixType_ MatrixType;
695
696 CholmodDecomposition() : Base() { init(); }
697
698 CholmodDecomposition(const MatrixType& matrix) : Base() {
699 init();
700 this->compute(matrix);
701 }
702
704
705 void setMode(CholmodMode mode) {
706 switch (mode) {
707 case CholmodAuto:
708 m_cholmod.final_asis = 1;
709 m_cholmod.supernodal = CHOLMOD_AUTO;
710 break;
711 case CholmodSimplicialLLt:
712 m_cholmod.final_asis = 0;
713 m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
714 m_cholmod.final_ll = 1;
715 break;
716 case CholmodSupernodalLLt:
717 m_cholmod.final_asis = 1;
718 m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
719 break;
720 case CholmodLDLt:
721 m_cholmod.final_asis = 1;
722 m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
723 break;
724 default:
725 break;
726 }
727 }
728
729 protected:
730 void init() {
731 m_cholmod.final_asis = 1;
732 m_cholmod.supernodal = CHOLMOD_AUTO;
733 }
734};
735
736} // end namespace Eigen
737
738#endif // EIGEN_CHOLMODSUPPORT_H
The base class for the direct Cholesky factorization of Cholmod.
Definition CholmodSupport.h:245
void factorize(const MatrixType &matrix)
Definition CholmodSupport.h:327
ComputationInfo info() const
Reports whether previous computation was successful.
Definition CholmodSupport.h:288
Scalar determinant() const
Definition CholmodSupport.h:412
Derived & setShift(const RealScalar &offset)
Definition CholmodSupport.h:406
Derived & compute(const MatrixType &matrix)
Definition CholmodSupport.h:294
Scalar logDeterminant() const
Definition CholmodSupport.h:418
cholmod_common & cholmod()
Definition CholmodSupport.h:341
void analyzePattern(const MatrixType &matrix)
Definition CholmodSupport.h:306
A general Cholesky factorization and solver based on Cholmod.
Definition CholmodSupport.h:689
A simplicial direct Cholesky (LDLT) factorization and solver based on Cholmod.
Definition CholmodSupport.h:551
MatrixU matrixU() const
Definition CholmodSupport.h:591
VectorType vectorD() const
Definition CholmodSupport.h:574
MatrixL matrixL() const
Definition CholmodSupport.h:588
A simplicial direct Cholesky (LLT) factorization and solver based on Cholmod.
Definition CholmodSupport.h:492
MatrixL matrixL() const
Definition CholmodSupport.h:514
MatrixU matrixU() const
Definition CholmodSupport.h:517
A supernodal Cholesky (LLT) factorization and solver based on Cholmod.
Definition CholmodSupport.h:624
MatrixType matrixU() const
Definition CholmodSupport.h:654
MatrixType matrixL() const
Definition CholmodSupport.h:644
EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT
Definition EigenBase.h:61
Derived & derived()
Definition EigenBase.h:49
EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT
Definition EigenBase.h:59
Convenience specialization of Stride to specify only an inner stride See class Map for some examples.
Definition Stride.h:86
A matrix or vector expression mapping an existing array of data.
Definition Map.h:96
Base class for all dense matrices, vectors, and expressions.
Definition MatrixBase.h:52
The matrix class, also used for vectors and row-vectors.
Definition Matrix.h:186
A matrix or vector expression mapping an existing expression.
Definition Ref.h:264
A versatible sparse matrix representation.
Definition SparseUtil.h:47
Pseudo expression to manipulate a triangular sparse matrix as a selfadjoint matrix.
Definition SparseUtil.h:52
A base class for sparse solvers.
Definition SparseSolverBase.h:67
Expression of a triangular part in a matrix.
Definition TriangularMatrix.h:167
const AdjointReturnType adjoint() const
Definition TriangularMatrix.h:224
ComputationInfo
Definition Constants.h:438
@ Lower
Definition Constants.h:211
@ Upper
Definition Constants.h:213
@ NumericalIssue
Definition Constants.h:442
@ Success
Definition Constants.h:440
const unsigned int RowMajorBit
Definition Constants.h:70
Namespace containing all symbols from the Eigen library.
Definition Core:137
Map< const SparseMatrix< Scalar, ColMajor, StorageIndex > > viewAsEigen(cholmod_sparse &cm)
Definition CholmodSupport.h:153
const Eigen::CwiseUnaryOp< Eigen::internal::scalar_real_op< typename Derived::Scalar >, const Derived > real(const Eigen::ArrayBase< Derived > &x)
const Eigen::CwiseUnaryOp< Eigen::internal::scalar_exp_op< typename Derived::Scalar >, const Derived > exp(const Eigen::ArrayBase< Derived > &x)
EIGEN_DEFAULT_DENSE_INDEX_TYPE Index
The Index type as used for the API.
Definition Meta.h:83
cholmod_sparse viewAsCholmod(Ref< SparseMatrix< Scalar_, Options_, StorageIndex_ > > mat)
Definition CholmodSupport.h:64
const Eigen::CwiseUnaryOp< Eigen::internal::scalar_log_op< typename Derived::Scalar >, const Derived > log(const Eigen::ArrayBase< Derived > &x)
Holds information about the various numeric (i.e. scalar) types allowed by Eigen.
Definition Meta.h:523