// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2017 Kyle Macfarlan // // 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_KLUSUPPORT_H #define EIGEN_KLUSUPPORT_H namespace Eigen { /* TODO extract L, extract U, compute det, etc... */ /** \ingroup KLUSupport_Module * \brief A sparse LU factorization and solver based on KLU * * This class allows to solve for A.X = B sparse linear problems via a LU factorization * using the KLU library. The sparse matrix A must be squared and full rank. * The vectors or matrices X and B can be either dense or sparse. * * \warning The input matrix A should be in a \b compressed and \b column-major form. * Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix. * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> * * \implsparsesolverconcept * * \sa \ref TutorialSparseSolverConcept, class UmfPackLU, class SparseLU */ inline int klu_solve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, double B [ ], klu_common *Common, double) { return klu_solve(Symbolic, Numeric, internal::convert_index(ldim), internal::convert_index(nrhs), B, Common); } inline int klu_solve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, std::complexB[], klu_common *Common, std::complex) { return klu_z_solve(Symbolic, Numeric, internal::convert_index(ldim), internal::convert_index(nrhs), &numext::real_ref(B[0]), Common); } inline int klu_tsolve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, double B[], klu_common *Common, double) { return klu_tsolve(Symbolic, Numeric, internal::convert_index(ldim), internal::convert_index(nrhs), B, Common); } inline int klu_tsolve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, std::complexB[], klu_common *Common, std::complex) { return klu_z_tsolve(Symbolic, Numeric, internal::convert_index(ldim), internal::convert_index(nrhs), &numext::real_ref(B[0]), 0, Common); } inline klu_numeric* klu_factor(int Ap [ ], int Ai [ ], double Ax [ ], klu_symbolic *Symbolic, klu_common *Common, double) { return klu_factor(Ap, Ai, Ax, Symbolic, Common); } inline klu_numeric* klu_factor(int Ap[], int Ai[], std::complex Ax[], klu_symbolic *Symbolic, klu_common *Common, std::complex) { return klu_z_factor(Ap, Ai, &numext::real_ref(Ax[0]), Symbolic, Common); } template class KLU : public SparseSolverBase > { protected: typedef SparseSolverBase > Base; using Base::m_isInitialized; public: using Base::_solve_impl; typedef _MatrixType MatrixType; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; typedef typename MatrixType::StorageIndex StorageIndex; typedef Matrix Vector; typedef Matrix IntRowVectorType; typedef Matrix IntColVectorType; typedef SparseMatrix LUMatrixType; typedef SparseMatrix KLUMatrixType; typedef Ref KLUMatrixRef; enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }; public: KLU() : m_dummy(0,0), mp_matrix(m_dummy) { init(); } template explicit KLU(const InputMatrixType& matrix) : mp_matrix(matrix) { init(); compute(matrix); } ~KLU() { if(m_symbolic) klu_free_symbolic(&m_symbolic,&m_common); if(m_numeric) klu_free_numeric(&m_numeric,&m_common); } inline Index rows() const { return mp_matrix.rows(); } inline Index cols() const { return mp_matrix.cols(); } /** \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; } #if 0 // not implemented yet inline const LUMatrixType& matrixL() const { if (m_extractedDataAreDirty) extractData(); return m_l; } inline const LUMatrixType& matrixU() const { if (m_extractedDataAreDirty) extractData(); return m_u; } inline const IntColVectorType& permutationP() const { if (m_extractedDataAreDirty) extractData(); return m_p; } inline const IntRowVectorType& permutationQ() const { if (m_extractedDataAreDirty) extractData(); return m_q; } #endif /** Computes the sparse Cholesky decomposition of \a matrix * Note that the matrix should be column-major, and in compressed format for best performance. * \sa SparseMatrix::makeCompressed(). */ template void compute(const InputMatrixType& matrix) { if(m_symbolic) klu_free_symbolic(&m_symbolic, &m_common); if(m_numeric) klu_free_numeric(&m_numeric, &m_common); grab(matrix.derived()); analyzePattern_impl(); factorize_impl(); } /** Performs a symbolic decomposition on the sparcity of \a matrix. * * This function is particularly useful when solving for several problems having the same structure. * * \sa factorize(), compute() */ template void analyzePattern(const InputMatrixType& matrix) { if(m_symbolic) klu_free_symbolic(&m_symbolic, &m_common); if(m_numeric) klu_free_numeric(&m_numeric, &m_common); grab(matrix.derived()); analyzePattern_impl(); } /** Provides access to the control settings array used by KLU. * * See KLU documentation for details. */ inline const klu_common& kluCommon() const { return m_common; } /** Provides access to the control settings array used by UmfPack. * * If this array contains NaN's, the default values are used. * * See KLU documentation for details. */ inline klu_common& kluCommon() { return m_common; } /** Performs a numeric decomposition of \a matrix * * The given matrix must has the same sparcity than the matrix on which the pattern anylysis has been performed. * * \sa analyzePattern(), compute() */ template void factorize(const InputMatrixType& matrix) { eigen_assert(m_analysisIsOk && "KLU: you must first call analyzePattern()"); if(m_numeric) klu_free_numeric(&m_numeric,&m_common); grab(matrix.derived()); factorize_impl(); } /** \internal */ template bool _solve_impl(const MatrixBase &b, MatrixBase &x) const; #if 0 // not implemented yet Scalar determinant() const; void extractData() const; #endif protected: void init() { m_info = InvalidInput; m_isInitialized = false; m_numeric = 0; m_symbolic = 0; m_extractedDataAreDirty = true; klu_defaults(&m_common); } void analyzePattern_impl() { m_info = InvalidInput; m_analysisIsOk = false; m_factorizationIsOk = false; m_symbolic = klu_analyze(internal::convert_index(mp_matrix.rows()), const_cast(mp_matrix.outerIndexPtr()), const_cast(mp_matrix.innerIndexPtr()), &m_common); if (m_symbolic) { m_isInitialized = true; m_info = Success; m_analysisIsOk = true; m_extractedDataAreDirty = true; } } void factorize_impl() { m_numeric = klu_factor(const_cast(mp_matrix.outerIndexPtr()), const_cast(mp_matrix.innerIndexPtr()), const_cast(mp_matrix.valuePtr()), m_symbolic, &m_common, Scalar()); m_info = m_numeric ? Success : NumericalIssue; m_factorizationIsOk = m_numeric ? 1 : 0; m_extractedDataAreDirty = true; } template void grab(const EigenBase &A) { mp_matrix.~KLUMatrixRef(); ::new (&mp_matrix) KLUMatrixRef(A.derived()); } void grab(const KLUMatrixRef &A) { if(&(A.derived()) != &mp_matrix) { mp_matrix.~KLUMatrixRef(); ::new (&mp_matrix) KLUMatrixRef(A); } } // cached data to reduce reallocation, etc. #if 0 // not implemented yet mutable LUMatrixType m_l; mutable LUMatrixType m_u; mutable IntColVectorType m_p; mutable IntRowVectorType m_q; #endif KLUMatrixType m_dummy; KLUMatrixRef mp_matrix; klu_numeric* m_numeric; klu_symbolic* m_symbolic; klu_common m_common; mutable ComputationInfo m_info; int m_factorizationIsOk; int m_analysisIsOk; mutable bool m_extractedDataAreDirty; private: KLU(const KLU& ) { } }; #if 0 // not implemented yet template void KLU::extractData() const { if (m_extractedDataAreDirty) { eigen_assert(false && "KLU: extractData Not Yet Implemented"); // get size of the data int lnz, unz, rows, cols, nz_udiag; umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar()); // allocate data m_l.resize(rows,(std::min)(rows,cols)); m_l.resizeNonZeros(lnz); m_u.resize((std::min)(rows,cols),cols); m_u.resizeNonZeros(unz); m_p.resize(rows); m_q.resize(cols); // extract umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(), m_u.outerIndexPtr(), m_u.innerIndexPtr(), m_u.valuePtr(), m_p.data(), m_q.data(), 0, 0, 0, m_numeric); m_extractedDataAreDirty = false; } } template typename KLU::Scalar KLU::determinant() const { eigen_assert(false && "KLU: extractData Not Yet Implemented"); return Scalar(); } #endif template template bool KLU::_solve_impl(const MatrixBase &b, MatrixBase &x) const { Index rhsCols = b.cols(); EIGEN_STATIC_ASSERT((XDerived::Flags&RowMajorBit)==0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES); eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()"); x = b; int info = klu_solve(m_symbolic, m_numeric, b.rows(), rhsCols, x.const_cast_derived().data(), const_cast(&m_common), Scalar()); m_info = info!=0 ? Success : NumericalIssue; return true; } } // end namespace Eigen #endif // EIGEN_KLUSUPPORT_H