// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2010 Gael Guennebaud // // 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_CHOLMODSUPPORT_H #define EIGEN_CHOLMODSUPPORT_H namespace Eigen { namespace internal { template struct cholmod_configure_matrix; template<> struct cholmod_configure_matrix { template static void run(CholmodType& mat) { mat.xtype = CHOLMOD_REAL; mat.dtype = CHOLMOD_DOUBLE; } }; template<> struct cholmod_configure_matrix > { template static void run(CholmodType& mat) { mat.xtype = CHOLMOD_COMPLEX; mat.dtype = CHOLMOD_DOUBLE; } }; // Other scalar types are not yet supported by Cholmod // template<> struct cholmod_configure_matrix { // template // static void run(CholmodType& mat) { // mat.xtype = CHOLMOD_REAL; // mat.dtype = CHOLMOD_SINGLE; // } // }; // // template<> struct cholmod_configure_matrix > { // template // static void run(CholmodType& mat) { // mat.xtype = CHOLMOD_COMPLEX; // mat.dtype = CHOLMOD_SINGLE; // } // }; } // namespace internal /** Wraps the Eigen sparse matrix \a mat into a Cholmod sparse matrix object. * Note that the data are shared. */ template cholmod_sparse viewAsCholmod(Ref > 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,long>::value) { res.itype = CHOLMOD_LONG; } else { eigen_assert(false && "Index type not supported yet"); } // setup res.xtype internal::cholmod_configure_matrix<_Scalar>::run(res); res.stype = 0; return res; } template const cholmod_sparse viewAsCholmod(const SparseMatrix<_Scalar,_Options,_Index>& mat) { cholmod_sparse res = viewAsCholmod(Ref >(mat.const_cast_derived())); return res; } template const cholmod_sparse viewAsCholmod(const SparseVector<_Scalar,_Options,_Index>& mat) { cholmod_sparse res = viewAsCholmod(Ref >(mat.const_cast_derived())); return res; } /** Returns a view of the Eigen sparse matrix \a mat as Cholmod sparse matrix. * The data are not copied but shared. */ template cholmod_sparse viewAsCholmod(const SparseSelfAdjointView, UpLo>& mat) { cholmod_sparse res = viewAsCholmod(Ref >(mat.matrix().const_cast_derived())); if(UpLo==Upper) res.stype = 1; if(UpLo==Lower) res.stype = -1; // swap stype for rowmajor matrices (only works for real matrices) 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; } /** Returns a view of the Eigen \b dense matrix \a mat as Cholmod dense matrix. * The data are not copied but shared. */ template cholmod_dense viewAsCholmod(MatrixBase& mat) { EIGEN_STATIC_ASSERT((internal::traits::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::run(res); return res; } /** Returns a view of the Cholmod sparse matrix \a cm as an Eigen sparse matrix. * The data are not copied but shared. */ template MappedSparseMatrix viewAsEigen(cholmod_sparse& cm) { return MappedSparseMatrix (cm.nrow, cm.ncol, static_cast(cm.p)[cm.ncol], static_cast(cm.p), static_cast(cm.i),static_cast(cm.x) ); } namespace internal { // template specializations for int and long that call the correct cholmod method #define EIGEN_CHOLMOD_SPECIALIZE0(ret, name) \ template inline ret cm_ ## name (cholmod_common &Common) { return cholmod_ ## name (&Common); } \ template<> inline ret cm_ ## name (cholmod_common &Common) { return cholmod_l_ ## name (&Common); } #define EIGEN_CHOLMOD_SPECIALIZE1(ret, name, t1, a1) \ template inline ret cm_ ## name (t1& a1, cholmod_common &Common) { return cholmod_ ## name (&a1, &Common); } \ template<> inline ret cm_ ## name (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 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 (int sys, cholmod_factor& L, cholmod_dense& B, cholmod_common &Common) { return cholmod_l_solve (sys, &L, &B, &Common); } template 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 (int sys, cholmod_factor& L, cholmod_sparse& B, cholmod_common &Common) { return cholmod_l_spsolve (sys, &L, &B, &Common); } template 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 (cholmod_sparse* A, double beta[2], 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 } // namespace internal enum CholmodMode { CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt }; /** \ingroup CholmodSupport_Module * \class CholmodBase * \brief The base class for the direct Cholesky factorization of Cholmod * \sa class CholmodSupernodalLLT, class CholmodSimplicialLDLT, class CholmodSimplicialLLT */ template class CholmodBase : public SparseSolverBase { protected: typedef SparseSolverBase 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::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY); m_shiftOffset[0] = m_shiftOffset[1] = 0.0; internal::cm_start(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::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY); m_shiftOffset[0] = m_shiftOffset[1] = 0.0; internal::cm_start(m_cholmod); compute(matrix); } ~CholmodBase() { if(m_cholmodFactor) internal::cm_free_factor(m_cholmodFactor, m_cholmod); internal::cm_finish(m_cholmod); } inline StorageIndex cols() const { return internal::convert_index(m_cholmodFactor->n); } inline StorageIndex rows() const { return internal::convert_index(m_cholmodFactor->n); } /** \brief Reports whether previous computation was successful. * * \returns \c Success if computation was successful, * \c NumericalIssue if the matrix.appears to be negative. */ ComputationInfo info() const { eigen_assert(m_isInitialized && "Decomposition is not initialized."); return m_info; } /** Computes the sparse Cholesky decomposition of \a matrix */ Derived& compute(const MatrixType& matrix) { analyzePattern(matrix); factorize(matrix); return derived(); } /** Performs a symbolic decomposition on the sparsity pattern of \a matrix. * * This function is particularly useful when solving for several problems having the same structure. * * \sa factorize() */ void analyzePattern(const MatrixType& matrix) { if(m_cholmodFactor) { internal::cm_free_factor(m_cholmodFactor, m_cholmod); m_cholmodFactor = 0; } cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView()); m_cholmodFactor = internal::cm_analyze(A, m_cholmod); this->m_isInitialized = true; this->m_info = Success; m_analysisIsOk = true; m_factorizationIsOk = false; } /** Performs a numeric decomposition of \a matrix * * The given matrix must have the same sparsity pattern as the matrix on which the symbolic decomposition has been performed. * * \sa analyzePattern() */ void factorize(const MatrixType& matrix) { eigen_assert(m_analysisIsOk && "You must first call analyzePattern()"); cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView()); internal::cm_factorize_p(&A, m_shiftOffset, 0, 0, m_cholmodFactor, m_cholmod); // If the factorization failed, minor is the column at which it did. On success minor == n. this->m_info = (m_cholmodFactor->minor == m_cholmodFactor->n ? Success : NumericalIssue); m_factorizationIsOk = true; } /** Returns a reference to the Cholmod's configuration structure to get a full control over the performed operations. * See the Cholmod user guide for details. */ cholmod_common& cholmod() { return m_cholmod; } #ifndef EIGEN_PARSED_BY_DOXYGEN /** \internal */ template void _solve_impl(const MatrixBase &b, MatrixBase &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()); // Cholmod needs column-major storage without inner-stride, which corresponds to the default behavior of Ref. Ref > b_ref(b.derived()); cholmod_dense b_cd = viewAsCholmod(b_ref); cholmod_dense* x_cd = internal::cm_solve(CHOLMOD_A, *m_cholmodFactor, b_cd, m_cholmod); if(!x_cd) { this->m_info = NumericalIssue; return; } // TODO optimize this copy by swapping when possible (be careful with alignment, etc.) // NOTE Actually, the copy can be avoided by calling cholmod_solve2 instead of cholmod_solve dest = Matrix::Map(reinterpret_cast(x_cd->x),b.rows(),b.cols()); internal::cm_free_dense(x_cd, m_cholmod); } /** \internal */ template void _solve_impl(const SparseMatrixBase &b, SparseMatrixBase &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()); // note: cs stands for Cholmod Sparse Ref > b_ref(b.const_cast_derived()); cholmod_sparse b_cs = viewAsCholmod(b_ref); cholmod_sparse* x_cs = internal::cm_spsolve(CHOLMOD_A, *m_cholmodFactor, b_cs, m_cholmod); if(!x_cs) { this->m_info = NumericalIssue; return; } // TODO optimize this copy by swapping when possible (be careful with alignment, etc.) // NOTE cholmod_spsolve in fact just calls the dense solver for blocks of 4 columns at a time (similar to Eigen's sparse solver) dest.derived() = viewAsEigen(*x_cs); internal::cm_free_sparse(x_cs, m_cholmod); } #endif // EIGEN_PARSED_BY_DOXYGEN /** Sets the shift parameter that will be used to adjust the diagonal coefficients during the numerical factorization. * * During the numerical factorization, an offset term is added to the diagonal coefficients:\n * \c d_ii = \a offset + \c d_ii * * The default is \a offset=0. * * \returns a reference to \c *this. */ Derived& setShift(const RealScalar& offset) { m_shiftOffset[0] = double(offset); return derived(); } /** \returns the determinant of the underlying matrix from the current factorization */ Scalar determinant() const { using std::exp; return exp(logDeterminant()); } /** \returns the log determinant of the underlying matrix from the current factorization */ 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(m_cholmodFactor->x); if (m_cholmodFactor->is_super) { // Supernodal factorization stored as a packed list of dense column-major blocs, // as described by the following structure: // super[k] == index of the first column of the j-th super node StorageIndex *super = static_cast(m_cholmodFactor->super); // pi[k] == offset to the description of row indices StorageIndex *pi = static_cast(m_cholmodFactor->pi); // px[k] == offset to the respective dense block StorageIndex *px = static_cast(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, 0, InnerStride<> > sk(x + px[k], ncols, InnerStride<>(nrows+1)); logDet += sk.real().log().sum(); } } else { // Simplicial factorization stored as standard CSC matrix. StorageIndex *p = static_cast(m_cholmodFactor->p); Index size = m_cholmodFactor->n; for (Index k=0; kis_ll) logDet *= 2.0; return logDet; }; template void dumpMemory(Stream& /*s*/) {} protected: mutable cholmod_common m_cholmod; cholmod_factor* m_cholmodFactor; double m_shiftOffset[2]; mutable ComputationInfo m_info; int m_factorizationIsOk; int m_analysisIsOk; }; /** \ingroup CholmodSupport_Module * \class CholmodSimplicialLLT * \brief A simplicial direct Cholesky (LLT) factorization and solver based on Cholmod * * This class allows to solve for A.X = B sparse linear problems via a simplicial LL^T Cholesky factorization * using the Cholmod library. * This simplicial variant is equivalent to Eigen's built-in SimplicialLLT class. Therefore, it has little practical interest. * The sparse matrix A must be selfadjoint and positive definite. 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 triangular part that will be used for the computations. It can be Lower * or Upper. Default is Lower. * * \implsparsesolverconcept * * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed. * * \warning Only double precision real and complex scalar types are supported by Cholmod. * * \sa \ref TutorialSparseSolverConcept, class CholmodSupernodalLLT, class SimplicialLLT */ template 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; } }; /** \ingroup CholmodSupport_Module * \class CholmodSimplicialLDLT * \brief A simplicial direct Cholesky (LDLT) factorization and solver based on Cholmod * * This class allows to solve for A.X = B sparse linear problems via a simplicial LDL^T Cholesky factorization * using the Cholmod library. * This simplicial variant is equivalent to Eigen's built-in SimplicialLDLT class. Therefore, it has little practical interest. * The sparse matrix A must be selfadjoint and positive definite. 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 triangular part that will be used for the computations. It can be Lower * or Upper. Default is Lower. * * \implsparsesolverconcept * * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed. * * \warning Only double precision real and complex scalar types are supported by Cholmod. * * \sa \ref TutorialSparseSolverConcept, class CholmodSupernodalLLT, class SimplicialLDLT */ template 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; } }; /** \ingroup CholmodSupport_Module * \class CholmodSupernodalLLT * \brief A supernodal Cholesky (LLT) factorization and solver based on Cholmod * * This class allows to solve for A.X = B sparse linear problems via a supernodal LL^T Cholesky factorization * using the Cholmod library. * This supernodal variant performs best on dense enough problems, e.g., 3D FEM, or very high order 2D FEM. * The sparse matrix A must be selfadjoint and positive definite. 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 triangular part that will be used for the computations. It can be Lower * or Upper. Default is Lower. * * \implsparsesolverconcept * * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed. * * \warning Only double precision real and complex scalar types are supported by Cholmod. * * \sa \ref TutorialSparseSolverConcept */ template 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; } }; /** \ingroup CholmodSupport_Module * \class CholmodDecomposition * \brief A general Cholesky factorization and solver based on Cholmod * * This class allows to solve for A.X = B sparse linear problems via a LL^T or LDL^T Cholesky factorization * using the Cholmod library. The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices * X and B can be either dense or sparse. * * This variant permits to change the underlying Cholesky method at runtime. * On the other hand, it does not provide access to the result of the factorization. * The default is to let Cholmod automatically choose between a simplicial and supernodal factorization. * * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower * or Upper. Default is Lower. * * \implsparsesolverconcept * * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed. * * \warning Only double precision real and complex scalar types are supported by Cholmod. * * \sa \ref TutorialSparseSolverConcept */ template 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; } }; } // end namespace Eigen #endif // EIGEN_CHOLMODSUPPORT_H