// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2012 Désiré Nuentsa-Wakam // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_PASTIXSUPPORT_H #define EIGEN_PASTIXSUPPORT_H namespace Eigen { /** \ingroup PaStiXSupport_Module * \brief Interface to the PaStix solver * * This class is used to solve the linear systems A.X = B via the PaStix library. * The matrix can be either real or complex, symmetric or not. * * \sa TutorialSparseDirectSolvers */ template class PastixLU; template class PastixLLT; template class PastixLDLT; namespace internal { template struct pastix_traits; template struct pastix_traits< PastixLU<_MatrixType> > { typedef _MatrixType MatrixType; typedef typename _MatrixType::Scalar Scalar; typedef typename _MatrixType::RealScalar RealScalar; typedef typename _MatrixType::Index Index; }; template struct pastix_traits< PastixLLT<_MatrixType,Options> > { typedef _MatrixType MatrixType; typedef typename _MatrixType::Scalar Scalar; typedef typename _MatrixType::RealScalar RealScalar; typedef typename _MatrixType::Index Index; }; template struct pastix_traits< PastixLDLT<_MatrixType,Options> > { typedef _MatrixType MatrixType; typedef typename _MatrixType::Scalar Scalar; typedef typename _MatrixType::RealScalar RealScalar; typedef typename _MatrixType::Index Index; }; void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, float *vals, int *perm, int * invp, float *x, int nbrhs, int *iparm, double *dparm) { if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; } if (nbrhs == 0) {x = NULL; nbrhs=1;} s_pastix(pastix_data, pastix_comm, n, ptr, idx, vals, perm, invp, x, nbrhs, iparm, dparm); } void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, double *vals, int *perm, int * invp, double *x, int nbrhs, int *iparm, double *dparm) { if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; } if (nbrhs == 0) {x = NULL; nbrhs=1;} d_pastix(pastix_data, pastix_comm, n, ptr, idx, vals, perm, invp, x, nbrhs, iparm, dparm); } void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, std::complex *vals, int *perm, int * invp, std::complex *x, int nbrhs, int *iparm, double *dparm) { if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; } if (nbrhs == 0) {x = NULL; nbrhs=1;} c_pastix(pastix_data, pastix_comm, n, ptr, idx, reinterpret_cast(vals), perm, invp, reinterpret_cast(x), nbrhs, iparm, dparm); } void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, std::complex *vals, int *perm, int * invp, std::complex *x, int nbrhs, int *iparm, double *dparm) { if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; } if (nbrhs == 0) {x = NULL; nbrhs=1;} z_pastix(pastix_data, pastix_comm, n, ptr, idx, reinterpret_cast(vals), perm, invp, reinterpret_cast(x), nbrhs, iparm, dparm); } // Convert the matrix to Fortran-style Numbering template void c_to_fortran_numbering (MatrixType& mat) { if ( !(mat.outerIndexPtr()[0]) ) { int i; for(i = 0; i <= mat.rows(); ++i) ++mat.outerIndexPtr()[i]; for(i = 0; i < mat.nonZeros(); ++i) ++mat.innerIndexPtr()[i]; } } // Convert to C-style Numbering template void fortran_to_c_numbering (MatrixType& mat) { // Check the Numbering if ( mat.outerIndexPtr()[0] == 1 ) { // Convert to C-style numbering int i; for(i = 0; i <= mat.rows(); ++i) --mat.outerIndexPtr()[i]; for(i = 0; i < mat.nonZeros(); ++i) --mat.innerIndexPtr()[i]; } } } // This is the base class to interface with PaStiX functions. // Users should not used this class directly. template class PastixBase : internal::noncopyable { public: typedef typename internal::pastix_traits::MatrixType _MatrixType; typedef _MatrixType MatrixType; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; typedef typename MatrixType::Index Index; typedef Matrix Vector; typedef SparseMatrix ColSpMatrix; public: PastixBase() : m_initisOk(false), m_analysisIsOk(false), m_factorizationIsOk(false), m_isInitialized(false), m_pastixdata(0), m_size(0) { init(); } ~PastixBase() { clean(); } /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. * * \sa compute() */ template inline const internal::solve_retval solve(const MatrixBase& b) const { eigen_assert(m_isInitialized && "Pastix solver is not initialized."); eigen_assert(rows()==b.rows() && "PastixBase::solve(): invalid number of rows of the right hand side matrix b"); return internal::solve_retval(*this, b.derived()); } template bool _solve (const MatrixBase &b, MatrixBase &x) const; Derived& derived() { return *static_cast(this); } const Derived& derived() const { return *static_cast(this); } /** Returns a reference to the integer vector IPARM of PaStiX parameters * to modify the default parameters. * The statistics related to the different phases of factorization and solve are saved here as well * \sa analyzePattern() factorize() */ Array& iparm() { return m_iparm; } /** Return a reference to a particular index parameter of the IPARM vector * \sa iparm() */ int& iparm(int idxparam) { return m_iparm(idxparam); } /** Returns a reference to the double vector DPARM of PaStiX parameters * The statistics related to the different phases of factorization and solve are saved here as well * \sa analyzePattern() factorize() */ Array& dparm() { return m_dparm; } /** Return a reference to a particular index parameter of the DPARM vector * \sa dparm() */ double& dparm(int idxparam) { return m_dparm(idxparam); } inline Index cols() const { return m_size; } inline Index rows() const { return m_size; } /** \brief Reports whether previous computation was successful. * * \returns \c Success if computation was succesful, * \c NumericalIssue if the PaStiX reports a problem * \c InvalidInput if the input matrix is invalid * * \sa iparm() */ ComputationInfo info() const { eigen_assert(m_isInitialized && "Decomposition is not initialized."); return m_info; } /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. * * \sa compute() */ template inline const internal::sparse_solve_retval solve(const SparseMatrixBase& b) const { eigen_assert(m_isInitialized && "Pastix LU, LLT or LDLT is not initialized."); eigen_assert(rows()==b.rows() && "PastixBase::solve(): invalid number of rows of the right hand side matrix b"); return internal::sparse_solve_retval(*this, b.derived()); } protected: // Initialize the Pastix data structure, check the matrix void init(); // Compute the ordering and the symbolic factorization void analyzePattern(ColSpMatrix& mat); // Compute the numerical factorization void factorize(ColSpMatrix& mat); // Free all the data allocated by Pastix void clean() { eigen_assert(m_initisOk && "The Pastix structure should be allocated first"); m_iparm(IPARM_START_TASK) = API_TASK_CLEAN; m_iparm(IPARM_END_TASK) = API_TASK_CLEAN; internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, 0, 0, 0, (Scalar*)0, m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data()); } void compute(ColSpMatrix& mat); int m_initisOk; int m_analysisIsOk; int m_factorizationIsOk; bool m_isInitialized; mutable ComputationInfo m_info; mutable pastix_data_t *m_pastixdata; // Data structure for pastix mutable int m_comm; // The MPI communicator identifier mutable Matrix m_iparm; // integer vector for the input parameters mutable Matrix m_dparm; // Scalar vector for the input parameters mutable Matrix m_perm; // Permutation vector mutable Matrix m_invp; // Inverse permutation vector mutable int m_size; // Size of the matrix }; /** Initialize the PaStiX data structure. *A first call to this function fills iparm and dparm with the default PaStiX parameters * \sa iparm() dparm() */ template void PastixBase::init() { m_size = 0; m_iparm.setZero(IPARM_SIZE); m_dparm.setZero(DPARM_SIZE); m_iparm(IPARM_MODIFY_PARAMETER) = API_NO; pastix(&m_pastixdata, MPI_COMM_WORLD, 0, 0, 0, 0, 0, 0, 0, 1, m_iparm.data(), m_dparm.data()); m_iparm[IPARM_MATRIX_VERIFICATION] = API_NO; m_iparm[IPARM_VERBOSE] = 2; m_iparm[IPARM_ORDERING] = API_ORDER_SCOTCH; m_iparm[IPARM_INCOMPLETE] = API_NO; m_iparm[IPARM_OOC_LIMIT] = 2000; m_iparm[IPARM_RHS_MAKING] = API_RHS_B; m_iparm(IPARM_MATRIX_VERIFICATION) = API_NO; m_iparm(IPARM_START_TASK) = API_TASK_INIT; m_iparm(IPARM_END_TASK) = API_TASK_INIT; internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, 0, 0, 0, (Scalar*)0, 0, 0, 0, 0, m_iparm.data(), m_dparm.data()); // Check the returned error if(m_iparm(IPARM_ERROR_NUMBER)) { m_info = InvalidInput; m_initisOk = false; } else { m_info = Success; m_initisOk = true; } } template void PastixBase::compute(ColSpMatrix& mat) { eigen_assert(mat.rows() == mat.cols() && "The input matrix should be squared"); analyzePattern(mat); factorize(mat); m_iparm(IPARM_MATRIX_VERIFICATION) = API_NO; m_isInitialized = m_factorizationIsOk; } template void PastixBase::analyzePattern(ColSpMatrix& mat) { eigen_assert(m_initisOk && "The initialization of PaSTiX failed"); // clean previous calls if(m_size>0) clean(); m_size = mat.rows(); m_perm.resize(m_size); m_invp.resize(m_size); m_iparm(IPARM_START_TASK) = API_TASK_ORDERING; m_iparm(IPARM_END_TASK) = API_TASK_ANALYSE; internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, m_size, mat.outerIndexPtr(), mat.innerIndexPtr(), mat.valuePtr(), m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data()); // Check the returned error if(m_iparm(IPARM_ERROR_NUMBER)) { m_info = NumericalIssue; m_analysisIsOk = false; } else { m_info = Success; m_analysisIsOk = true; } } template void PastixBase::factorize(ColSpMatrix& mat) { // if(&m_cpyMat != &mat) m_cpyMat = mat; eigen_assert(m_analysisIsOk && "The analysis phase should be called before the factorization phase"); m_iparm(IPARM_START_TASK) = API_TASK_NUMFACT; m_iparm(IPARM_END_TASK) = API_TASK_NUMFACT; m_size = mat.rows(); internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, m_size, mat.outerIndexPtr(), mat.innerIndexPtr(), mat.valuePtr(), m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data()); // Check the returned error if(m_iparm(IPARM_ERROR_NUMBER)) { m_info = NumericalIssue; m_factorizationIsOk = false; m_isInitialized = false; } else { m_info = Success; m_factorizationIsOk = true; m_isInitialized = true; } } /* Solve the system */ template template bool PastixBase::_solve (const MatrixBase &b, MatrixBase &x) const { eigen_assert(m_isInitialized && "The matrix should be factorized first"); EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES); int rhs = 1; x = b; /* on return, x is overwritten by the computed solution */ for (int i = 0; i < b.cols(); i++){ m_iparm[IPARM_START_TASK] = API_TASK_SOLVE; m_iparm[IPARM_END_TASK] = API_TASK_REFINE; internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, x.rows(), 0, 0, 0, m_perm.data(), m_invp.data(), &x(0, i), rhs, m_iparm.data(), m_dparm.data()); } // Check the returned error m_info = m_iparm(IPARM_ERROR_NUMBER)==0 ? Success : NumericalIssue; return m_iparm(IPARM_ERROR_NUMBER)==0; } /** \ingroup PaStiXSupport_Module * \class PastixLU * \brief Sparse direct LU solver based on PaStiX library * * This class is used to solve the linear systems A.X = B with a supernodal LU * factorization in the PaStiX library. The matrix A should be squared and nonsingular * PaStiX requires that the matrix A has a symmetric structural pattern. * This interface can symmetrize the input matrix otherwise. * The vectors or matrices X and B can be either dense or sparse. * * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> * \tparam IsStrSym Indicates if the input matrix has a symmetric pattern, default is false * NOTE : Note that if the analysis and factorization phase are called separately, * the input matrix will be symmetrized at each call, hence it is advised to * symmetrize the matrix in a end-user program and set \p IsStrSym to true * * \sa \ref TutorialSparseDirectSolvers * */ template class PastixLU : public PastixBase< PastixLU<_MatrixType> > { public: typedef _MatrixType MatrixType; typedef PastixBase > Base; typedef typename Base::ColSpMatrix ColSpMatrix; typedef typename MatrixType::Index Index; public: PastixLU() : Base() { init(); } PastixLU(const MatrixType& matrix):Base() { init(); compute(matrix); } /** Compute the LU supernodal factorization of \p matrix. * iparm and dparm can be used to tune the PaStiX parameters. * see the PaStiX user's manual * \sa analyzePattern() factorize() */ void compute (const MatrixType& matrix) { m_structureIsUptodate = false; ColSpMatrix temp; grabMatrix(matrix, temp); Base::compute(temp); } /** Compute the LU symbolic factorization of \p matrix using its sparsity pattern. * Several ordering methods can be used at this step. See the PaStiX user's manual. * The result of this operation can be used with successive matrices having the same pattern as \p matrix * \sa factorize() */ void analyzePattern(const MatrixType& matrix) { m_structureIsUptodate = false; ColSpMatrix temp; grabMatrix(matrix, temp); Base::analyzePattern(temp); } /** Compute the LU supernodal factorization of \p matrix * WARNING The matrix \p matrix should have the same structural pattern * as the same used in the analysis phase. * \sa analyzePattern() */ void factorize(const MatrixType& matrix) { ColSpMatrix temp; grabMatrix(matrix, temp); Base::factorize(temp); } protected: void init() { m_structureIsUptodate = false; m_iparm(IPARM_SYM) = API_SYM_NO; m_iparm(IPARM_FACTORIZATION) = API_FACT_LU; } void grabMatrix(const MatrixType& matrix, ColSpMatrix& out) { if(IsStrSym) out = matrix; else { if(!m_structureIsUptodate) { // update the transposed structure m_transposedStructure = matrix.transpose(); // Set the elements of the matrix to zero for (Index j=0; j * \tparam UpLo The part of the matrix to use : Lower or Upper. The default is Lower as required by PaStiX * * \sa \ref TutorialSparseDirectSolvers */ template class PastixLLT : public PastixBase< PastixLLT<_MatrixType, _UpLo> > { public: typedef _MatrixType MatrixType; typedef PastixBase > Base; typedef typename Base::ColSpMatrix ColSpMatrix; public: enum { UpLo = _UpLo }; PastixLLT() : Base() { init(); } PastixLLT(const MatrixType& matrix):Base() { init(); compute(matrix); } /** Compute the L factor of the LL^T supernodal factorization of \p matrix * \sa analyzePattern() factorize() */ void compute (const MatrixType& matrix) { ColSpMatrix temp; grabMatrix(matrix, temp); Base::compute(temp); } /** Compute the LL^T symbolic factorization of \p matrix using its sparsity pattern * The result of this operation can be used with successive matrices having the same pattern as \p matrix * \sa factorize() */ void analyzePattern(const MatrixType& matrix) { ColSpMatrix temp; grabMatrix(matrix, temp); Base::analyzePattern(temp); } /** Compute the LL^T supernodal numerical factorization of \p matrix * \sa analyzePattern() */ void factorize(const MatrixType& matrix) { ColSpMatrix temp; grabMatrix(matrix, temp); Base::factorize(temp); } protected: using Base::m_iparm; void init() { m_iparm(IPARM_SYM) = API_SYM_YES; m_iparm(IPARM_FACTORIZATION) = API_FACT_LLT; } void grabMatrix(const MatrixType& matrix, ColSpMatrix& out) { // Pastix supports only lower, column-major matrices out.template selfadjointView() = matrix.template selfadjointView(); internal::c_to_fortran_numbering(out); } }; /** \ingroup PaStiXSupport_Module * \class PastixLDLT * \brief A sparse direct supernodal Cholesky (LLT) factorization and solver based on the PaStiX library * * This class is used to solve the linear systems A.X = B via a LDL^T supernodal Cholesky factorization * available in the PaStiX library. The matrix A should be symmetric and positive definite * WARNING Selfadjoint complex matrices are not supported in the current version of PaStiX * The vectors or matrices X and B can be either dense or sparse * * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> * \tparam UpLo The part of the matrix to use : Lower or Upper. The default is Lower as required by PaStiX * * \sa \ref TutorialSparseDirectSolvers */ template class PastixLDLT : public PastixBase< PastixLDLT<_MatrixType, _UpLo> > { public: typedef _MatrixType MatrixType; typedef PastixBase > Base; typedef typename Base::ColSpMatrix ColSpMatrix; public: enum { UpLo = _UpLo }; PastixLDLT():Base() { init(); } PastixLDLT(const MatrixType& matrix):Base() { init(); compute(matrix); } /** Compute the L and D factors of the LDL^T factorization of \p matrix * \sa analyzePattern() factorize() */ void compute (const MatrixType& matrix) { ColSpMatrix temp; grabMatrix(matrix, temp); Base::compute(temp); } /** Compute the LDL^T symbolic factorization of \p matrix using its sparsity pattern * The result of this operation can be used with successive matrices having the same pattern as \p matrix * \sa factorize() */ void analyzePattern(const MatrixType& matrix) { ColSpMatrix temp; grabMatrix(matrix, temp); Base::analyzePattern(temp); } /** Compute the LDL^T supernodal numerical factorization of \p matrix * */ void factorize(const MatrixType& matrix) { ColSpMatrix temp; grabMatrix(matrix, temp); Base::factorize(temp); } protected: using Base::m_iparm; void init() { m_iparm(IPARM_SYM) = API_SYM_YES; m_iparm(IPARM_FACTORIZATION) = API_FACT_LDLT; } void grabMatrix(const MatrixType& matrix, ColSpMatrix& out) { // Pastix supports only lower, column-major matrices out.template selfadjointView() = matrix.template selfadjointView(); internal::c_to_fortran_numbering(out); } }; namespace internal { template struct solve_retval, Rhs> : solve_retval_base, Rhs> { typedef PastixBase<_MatrixType> Dec; EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) template void evalTo(Dest& dst) const { dec()._solve(rhs(),dst); } }; template struct sparse_solve_retval, Rhs> : sparse_solve_retval_base, Rhs> { typedef PastixBase<_MatrixType> Dec; EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs) template void evalTo(Dest& dst) const { this->defaultEvalTo(dst); } }; } // end namespace internal } // end namespace Eigen #endif