10#ifndef EIGEN_UMFPACKSUPPORT_H
11#define EIGEN_UMFPACKSUPPORT_H
15#ifndef SuiteSparse_long
17#define SuiteSparse_long UF_long
19#error neither SuiteSparse_long nor UF_long are defined
24#include "./InternalHeaderCheck.h"
33inline void umfpack_defaults(
double control[UMFPACK_CONTROL],
double,
int) { umfpack_di_defaults(control); }
35inline void umfpack_defaults(
double control[UMFPACK_CONTROL], std::complex<double>,
int) {
36 umfpack_zi_defaults(control);
39inline void umfpack_defaults(
double control[UMFPACK_CONTROL],
double, SuiteSparse_long) {
40 umfpack_dl_defaults(control);
43inline void umfpack_defaults(
double control[UMFPACK_CONTROL], std::complex<double>, SuiteSparse_long) {
44 umfpack_zl_defaults(control);
48inline void umfpack_report_info(
double control[UMFPACK_CONTROL],
double info[UMFPACK_INFO],
double,
int) {
49 umfpack_di_report_info(control, info);
52inline void umfpack_report_info(
double control[UMFPACK_CONTROL],
double info[UMFPACK_INFO], std::complex<double>,
int) {
53 umfpack_zi_report_info(control, info);
56inline void umfpack_report_info(
double control[UMFPACK_CONTROL],
double info[UMFPACK_INFO],
double, SuiteSparse_long) {
57 umfpack_dl_report_info(control, info);
60inline void umfpack_report_info(
double control[UMFPACK_CONTROL],
double info[UMFPACK_INFO], std::complex<double>,
62 umfpack_zl_report_info(control, info);
66inline void umfpack_report_status(
double control[UMFPACK_CONTROL],
int status,
double,
int) {
67 umfpack_di_report_status(control, status);
70inline void umfpack_report_status(
double control[UMFPACK_CONTROL],
int status, std::complex<double>,
int) {
71 umfpack_zi_report_status(control, status);
74inline void umfpack_report_status(
double control[UMFPACK_CONTROL],
int status,
double, SuiteSparse_long) {
75 umfpack_dl_report_status(control, status);
78inline void umfpack_report_status(
double control[UMFPACK_CONTROL],
int status, std::complex<double>, SuiteSparse_long) {
79 umfpack_zl_report_status(control, status);
83inline void umfpack_report_control(
double control[UMFPACK_CONTROL],
double,
int) { umfpack_di_report_control(control); }
85inline void umfpack_report_control(
double control[UMFPACK_CONTROL], std::complex<double>,
int) {
86 umfpack_zi_report_control(control);
89inline void umfpack_report_control(
double control[UMFPACK_CONTROL],
double, SuiteSparse_long) {
90 umfpack_dl_report_control(control);
93inline void umfpack_report_control(
double control[UMFPACK_CONTROL], std::complex<double>, SuiteSparse_long) {
94 umfpack_zl_report_control(control);
98inline void umfpack_free_numeric(
void **Numeric,
double,
int) {
99 umfpack_di_free_numeric(Numeric);
103inline void umfpack_free_numeric(
void **Numeric, std::complex<double>,
int) {
104 umfpack_zi_free_numeric(Numeric);
108inline void umfpack_free_numeric(
void **Numeric,
double, SuiteSparse_long) {
109 umfpack_dl_free_numeric(Numeric);
113inline void umfpack_free_numeric(
void **Numeric, std::complex<double>, SuiteSparse_long) {
114 umfpack_zl_free_numeric(Numeric);
119inline void umfpack_free_symbolic(
void **Symbolic,
double,
int) {
120 umfpack_di_free_symbolic(Symbolic);
124inline void umfpack_free_symbolic(
void **Symbolic, std::complex<double>,
int) {
125 umfpack_zi_free_symbolic(Symbolic);
129inline void umfpack_free_symbolic(
void **Symbolic,
double, SuiteSparse_long) {
130 umfpack_dl_free_symbolic(Symbolic);
134inline void umfpack_free_symbolic(
void **Symbolic, std::complex<double>, SuiteSparse_long) {
135 umfpack_zl_free_symbolic(Symbolic);
140inline int umfpack_symbolic(
int n_row,
int n_col,
const int Ap[],
const int Ai[],
const double Ax[],
void **Symbolic,
141 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
142 return umfpack_di_symbolic(n_row, n_col, Ap, Ai, Ax, Symbolic, Control, Info);
145inline int umfpack_symbolic(
int n_row,
int n_col,
const int Ap[],
const int Ai[],
const std::complex<double> Ax[],
146 void **Symbolic,
const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
147 return umfpack_zi_symbolic(n_row, n_col, Ap, Ai, &numext::real_ref(Ax[0]), 0, Symbolic, Control, Info);
149inline SuiteSparse_long umfpack_symbolic(SuiteSparse_long n_row, SuiteSparse_long n_col,
const SuiteSparse_long Ap[],
150 const SuiteSparse_long Ai[],
const double Ax[],
void **Symbolic,
151 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
152 return umfpack_dl_symbolic(n_row, n_col, Ap, Ai, Ax, Symbolic, Control, Info);
155inline SuiteSparse_long umfpack_symbolic(SuiteSparse_long n_row, SuiteSparse_long n_col,
const SuiteSparse_long Ap[],
156 const SuiteSparse_long Ai[],
const std::complex<double> Ax[],
void **Symbolic,
157 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
158 return umfpack_zl_symbolic(n_row, n_col, Ap, Ai, &numext::real_ref(Ax[0]), 0, Symbolic, Control, Info);
162inline int umfpack_numeric(
const int Ap[],
const int Ai[],
const double Ax[],
void *Symbolic,
void **Numeric,
163 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
164 return umfpack_di_numeric(Ap, Ai, Ax, Symbolic, Numeric, Control, Info);
167inline int umfpack_numeric(
const int Ap[],
const int Ai[],
const std::complex<double> Ax[],
void *Symbolic,
168 void **Numeric,
const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
169 return umfpack_zi_numeric(Ap, Ai, &numext::real_ref(Ax[0]), 0, Symbolic, Numeric, Control, Info);
171inline SuiteSparse_long umfpack_numeric(
const SuiteSparse_long Ap[],
const SuiteSparse_long Ai[],
const double Ax[],
172 void *Symbolic,
void **Numeric,
const double Control[UMFPACK_CONTROL],
173 double Info[UMFPACK_INFO]) {
174 return umfpack_dl_numeric(Ap, Ai, Ax, Symbolic, Numeric, Control, Info);
177inline SuiteSparse_long umfpack_numeric(
const SuiteSparse_long Ap[],
const SuiteSparse_long Ai[],
178 const std::complex<double> Ax[],
void *Symbolic,
void **Numeric,
179 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
180 return umfpack_zl_numeric(Ap, Ai, &numext::real_ref(Ax[0]), 0, Symbolic, Numeric, Control, Info);
184inline int umfpack_solve(
int sys,
const int Ap[],
const int Ai[],
const double Ax[],
double X[],
const double B[],
185 void *Numeric,
const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
186 return umfpack_di_solve(sys, Ap, Ai, Ax, X, B, Numeric, Control, Info);
189inline int umfpack_solve(
int sys,
const int Ap[],
const int Ai[],
const std::complex<double> Ax[],
190 std::complex<double> X[],
const std::complex<double> B[],
void *Numeric,
191 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
192 return umfpack_zi_solve(sys, Ap, Ai, &numext::real_ref(Ax[0]), 0, &numext::real_ref(X[0]), 0, &numext::real_ref(B[0]),
193 0, Numeric, Control, Info);
196inline SuiteSparse_long umfpack_solve(
int sys,
const SuiteSparse_long Ap[],
const SuiteSparse_long Ai[],
197 const double Ax[],
double X[],
const double B[],
void *Numeric,
198 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
199 return umfpack_dl_solve(sys, Ap, Ai, Ax, X, B, Numeric, Control, Info);
202inline SuiteSparse_long umfpack_solve(
int sys,
const SuiteSparse_long Ap[],
const SuiteSparse_long Ai[],
203 const std::complex<double> Ax[], std::complex<double> X[],
204 const std::complex<double> B[],
void *Numeric,
205 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
206 return umfpack_zl_solve(sys, Ap, Ai, &numext::real_ref(Ax[0]), 0, &numext::real_ref(X[0]), 0, &numext::real_ref(B[0]),
207 0, Numeric, Control, Info);
211inline int umfpack_get_lunz(
int *lnz,
int *unz,
int *n_row,
int *n_col,
int *nz_udiag,
void *Numeric,
double) {
212 return umfpack_di_get_lunz(lnz, unz, n_row, n_col, nz_udiag, Numeric);
215inline int umfpack_get_lunz(
int *lnz,
int *unz,
int *n_row,
int *n_col,
int *nz_udiag,
void *Numeric,
216 std::complex<double>) {
217 return umfpack_zi_get_lunz(lnz, unz, n_row, n_col, nz_udiag, Numeric);
220inline SuiteSparse_long umfpack_get_lunz(SuiteSparse_long *lnz, SuiteSparse_long *unz, SuiteSparse_long *n_row,
221 SuiteSparse_long *n_col, SuiteSparse_long *nz_udiag,
void *Numeric,
double) {
222 return umfpack_dl_get_lunz(lnz, unz, n_row, n_col, nz_udiag, Numeric);
225inline SuiteSparse_long umfpack_get_lunz(SuiteSparse_long *lnz, SuiteSparse_long *unz, SuiteSparse_long *n_row,
226 SuiteSparse_long *n_col, SuiteSparse_long *nz_udiag,
void *Numeric,
227 std::complex<double>) {
228 return umfpack_zl_get_lunz(lnz, unz, n_row, n_col, nz_udiag, Numeric);
232inline int umfpack_get_numeric(
int Lp[],
int Lj[],
double Lx[],
int Up[],
int Ui[],
double Ux[],
int P[],
int Q[],
233 double Dx[],
int *do_recip,
double Rs[],
void *Numeric) {
234 return umfpack_di_get_numeric(Lp, Lj, Lx, Up, Ui, Ux, P, Q, Dx, do_recip, Rs, Numeric);
237inline int umfpack_get_numeric(
int Lp[],
int Lj[], std::complex<double> Lx[],
int Up[],
int Ui[],
238 std::complex<double> Ux[],
int P[],
int Q[], std::complex<double> Dx[],
int *do_recip,
239 double Rs[],
void *Numeric) {
240 double &lx0_real = numext::real_ref(Lx[0]);
241 double &ux0_real = numext::real_ref(Ux[0]);
242 double &dx0_real = numext::real_ref(Dx[0]);
243 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,
244 0, do_recip, Rs, Numeric);
246inline SuiteSparse_long umfpack_get_numeric(SuiteSparse_long Lp[], SuiteSparse_long Lj[],
double Lx[],
247 SuiteSparse_long Up[], SuiteSparse_long Ui[],
double Ux[],
248 SuiteSparse_long P[], SuiteSparse_long Q[],
double Dx[],
249 SuiteSparse_long *do_recip,
double Rs[],
void *Numeric) {
250 return umfpack_dl_get_numeric(Lp, Lj, Lx, Up, Ui, Ux, P, Q, Dx, do_recip, Rs, Numeric);
253inline SuiteSparse_long umfpack_get_numeric(SuiteSparse_long Lp[], SuiteSparse_long Lj[], std::complex<double> Lx[],
254 SuiteSparse_long Up[], SuiteSparse_long Ui[], std::complex<double> Ux[],
255 SuiteSparse_long P[], SuiteSparse_long Q[], std::complex<double> Dx[],
256 SuiteSparse_long *do_recip,
double Rs[],
void *Numeric) {
257 double &lx0_real = numext::real_ref(Lx[0]);
258 double &ux0_real = numext::real_ref(Ux[0]);
259 double &dx0_real = numext::real_ref(Dx[0]);
260 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,
261 0, do_recip, Rs, Numeric);
265inline int umfpack_get_determinant(
double *Mx,
double *Ex,
void *NumericHandle,
double User_Info[UMFPACK_INFO],
int) {
266 return umfpack_di_get_determinant(Mx, Ex, NumericHandle, User_Info);
269inline int umfpack_get_determinant(std::complex<double> *Mx,
double *Ex,
void *NumericHandle,
270 double User_Info[UMFPACK_INFO],
int) {
271 double &mx_real = numext::real_ref(*Mx);
272 return umfpack_zi_get_determinant(&mx_real, 0, Ex, NumericHandle, User_Info);
275inline SuiteSparse_long umfpack_get_determinant(
double *Mx,
double *Ex,
void *NumericHandle,
276 double User_Info[UMFPACK_INFO], SuiteSparse_long) {
277 return umfpack_dl_get_determinant(Mx, Ex, NumericHandle, User_Info);
280inline SuiteSparse_long umfpack_get_determinant(std::complex<double> *Mx,
double *Ex,
void *NumericHandle,
281 double User_Info[UMFPACK_INFO], SuiteSparse_long) {
282 double &mx_real = numext::real_ref(*Mx);
283 return umfpack_zl_get_determinant(&mx_real, 0, Ex, NumericHandle, User_Info);
301template <
typename MatrixType_>
305 using Base::m_isInitialized;
308 using Base::_solve_impl;
309 typedef MatrixType_ MatrixType;
310 typedef typename MatrixType::Scalar Scalar;
311 typedef typename MatrixType::RealScalar RealScalar;
312 typedef typename MatrixType::StorageIndex StorageIndex;
319 enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime };
325 UmfPackLU() : m_dummy(0, 0), mp_matrix(m_dummy) { init(); }
327 template <
typename InputMatrixType>
328 explicit UmfPackLU(
const InputMatrixType &matrix) : mp_matrix(matrix) {
334 if (m_symbolic) umfpack_free_symbolic(&m_symbolic, Scalar(), StorageIndex());
335 if (m_numeric) umfpack_free_numeric(&m_numeric, Scalar(), StorageIndex());
338 inline Index rows()
const {
return mp_matrix.rows(); }
339 inline Index cols()
const {
return mp_matrix.cols(); }
347 eigen_assert(m_isInitialized &&
"Decomposition is not initialized.");
351 inline const LUMatrixType &matrixL()
const {
352 if (m_extractedDataAreDirty) extractData();
356 inline const LUMatrixType &matrixU()
const {
357 if (m_extractedDataAreDirty) extractData();
361 inline const IntColVectorType &permutationP()
const {
362 if (m_extractedDataAreDirty) extractData();
366 inline const IntRowVectorType &permutationQ()
const {
367 if (m_extractedDataAreDirty) extractData();
375 template <
typename InputMatrixType>
377 if (m_symbolic) umfpack_free_symbolic(&m_symbolic, Scalar(), StorageIndex());
378 if (m_numeric) umfpack_free_numeric(&m_numeric, Scalar(), StorageIndex());
379 grab(matrix.derived());
380 analyzePattern_impl();
390 template <
typename InputMatrixType>
392 if (m_symbolic) umfpack_free_symbolic(&m_symbolic, Scalar(), StorageIndex());
393 if (m_numeric) umfpack_free_numeric(&m_numeric, Scalar(), StorageIndex());
395 grab(matrix.derived());
397 analyzePattern_impl();
406 eigen_assert(m_numeric &&
"UmfPackLU: you must first call factorize()");
407 return m_fact_errorCode;
432 template <
typename InputMatrixType>
434 eigen_assert(m_analysisIsOk &&
"UmfPackLU: you must first call analyzePattern()");
435 if (m_numeric) umfpack_free_numeric(&m_numeric, Scalar(), StorageIndex());
437 grab(matrix.derived());
453 eigen_assert(m_analysisIsOk &&
"UmfPackLU: you must first call analyzePattern()");
454 umfpack_report_info(m_control.
data(), m_umfpackInfo.
data(), Scalar(), StorageIndex());
463 eigen_assert(m_analysisIsOk &&
"UmfPackLU: you must first call analyzePattern()");
464 umfpack_report_status(m_control.
data(), m_fact_errorCode, Scalar(), StorageIndex());
468 template <
typename BDerived,
typename XDerived>
471 Scalar determinant()
const;
473 void extractData()
const;
478 m_isInitialized =
false;
481 m_extractedDataAreDirty =
true;
483 umfpack_defaults(m_control.
data(), Scalar(), StorageIndex());
486 void analyzePattern_impl() {
487 m_fact_errorCode = umfpack_symbolic(internal::convert_index<StorageIndex>(mp_matrix.rows()),
488 internal::convert_index<StorageIndex>(mp_matrix.cols()),
489 mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
490 &m_symbolic, m_control.
data(), m_umfpackInfo.
data());
492 m_isInitialized =
true;
494 m_analysisIsOk =
true;
495 m_factorizationIsOk =
false;
496 m_extractedDataAreDirty =
true;
499 void factorize_impl() {
500 m_fact_errorCode = umfpack_numeric(mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
501 m_symbolic, &m_numeric, m_control.
data(), m_umfpackInfo.
data());
504 m_factorizationIsOk =
true;
505 m_extractedDataAreDirty =
true;
508 template <
typename MatrixDerived>
509 void grab(
const EigenBase<MatrixDerived> &A) {
510 internal::destroy_at(&mp_matrix);
511 internal::construct_at(&mp_matrix, A.derived());
514 void grab(
const UmfpackMatrixRef &A) {
515 if (&(A.derived()) != &mp_matrix) {
516 internal::destroy_at(&mp_matrix);
517 internal::construct_at(&mp_matrix, A);
522 mutable LUMatrixType m_l;
523 StorageIndex m_fact_errorCode;
524 UmfpackControl m_control;
525 mutable UmfpackInfo m_umfpackInfo;
527 mutable LUMatrixType m_u;
528 mutable IntColVectorType m_p;
529 mutable IntRowVectorType m_q;
531 UmfpackMatrixType m_dummy;
532 UmfpackMatrixRef mp_matrix;
537 mutable ComputationInfo m_info;
538 int m_factorizationIsOk;
540 mutable bool m_extractedDataAreDirty;
543 UmfPackLU(
const UmfPackLU &) {}
546template <
typename MatrixType>
547void UmfPackLU<MatrixType>::extractData()
const {
548 if (m_extractedDataAreDirty) {
550 StorageIndex lnz, unz, rows, cols, nz_udiag;
551 umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
554 m_l.resize(rows, (std::min)(rows, cols));
555 m_l.resizeNonZeros(lnz);
557 m_u.resize((std::min)(rows, cols), cols);
558 m_u.resizeNonZeros(unz);
564 umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(), m_u.outerIndexPtr(),
565 m_u.innerIndexPtr(), m_u.valuePtr(), m_p.data(), m_q.data(), 0, 0, 0, m_numeric);
567 m_extractedDataAreDirty =
false;
571template <
typename MatrixType>
572typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant()
const {
574 umfpack_get_determinant(&det, 0, m_numeric, 0, StorageIndex());
578template <
typename MatrixType>
579template <
typename BDerived,
typename XDerived>
580bool UmfPackLU<MatrixType>::_solve_impl(
const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x)
const {
581 Index rhsCols = b.cols();
582 eigen_assert((BDerived::Flags & RowMajorBit) == 0 &&
"UmfPackLU backend does not support non col-major rhs yet");
583 eigen_assert((XDerived::Flags & RowMajorBit) == 0 &&
"UmfPackLU backend does not support non col-major result yet");
584 eigen_assert(b.derived().data() != x.derived().data() &&
" Umfpack does not support inplace solve");
587 Matrix<Scalar, Dynamic, 1> x_tmp;
588 if (x.innerStride() != 1) {
589 x_tmp.resize(x.rows());
590 x_ptr = x_tmp.data();
592 for (
int j = 0; j < rhsCols; ++j) {
593 if (x.innerStride() == 1) x_ptr = &x.col(j).coeffRef(0);
594 StorageIndex errorCode =
595 umfpack_solve(UMFPACK_A, mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(), x_ptr,
596 &b.const_cast_derived().col(j).coeffRef(0), m_numeric, m_control.data(), m_umfpackInfo.data());
597 if (x.innerStride() != 1) x.col(j) = x_tmp;
598 if (errorCode != 0)
return false;
General-purpose arrays with easy API for coefficient-wise operations.
Definition Array.h:48
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
const Scalar * data() const
Definition PlainObjectBase.h:273
A matrix or vector expression mapping an existing expression.
Definition Ref.h:264
A versatible sparse matrix representation.
Definition SparseUtil.h:47
A base class for sparse solvers.
Definition SparseSolverBase.h:67
A sparse LU factorization and solver based on UmfPack.
Definition UmfPackSupport.h:302
void printUmfpackControl()
Definition UmfPackSupport.h:446
void compute(const InputMatrixType &matrix)
Definition UmfPackSupport.h:376
void factorize(const InputMatrixType &matrix)
Definition UmfPackSupport.h:433
int umfpackFactorizeReturncode() const
Definition UmfPackSupport.h:405
ComputationInfo info() const
Reports whether previous computation was successful.
Definition UmfPackSupport.h:346
UmfpackControl & umfpackControl()
Definition UmfPackSupport.h:424
void printUmfpackInfo()
Definition UmfPackSupport.h:452
const UmfpackControl & umfpackControl() const
Definition UmfPackSupport.h:416
void analyzePattern(const InputMatrixType &matrix)
Definition UmfPackSupport.h:391
void printUmfpackStatus()
Definition UmfPackSupport.h:462
ComputationInfo
Definition Constants.h:438
@ NumericalIssue
Definition Constants.h:442
@ InvalidInput
Definition Constants.h:447
@ Success
Definition Constants.h:440
Namespace containing all symbols from the Eigen library.
Definition Core:137
EIGEN_DEFAULT_DENSE_INDEX_TYPE Index
The Index type as used for the API.
Definition Meta.h:83