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SparseLU.h
1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2012 Désiré Nuentsa-Wakam <[email protected]>
5 // Copyright (C) 2012 Gael Guennebaud <[email protected]>
6 //
7 // This Source Code Form is subject to the terms of the Mozilla
8 // Public License v. 2.0. If a copy of the MPL was not distributed
9 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
10 
11 
12 #ifndef EIGEN_SPARSE_LU_H
13 #define EIGEN_SPARSE_LU_H
14 
15 namespace Eigen {
16 
17 template <typename _MatrixType, typename _OrderingType = COLAMDOrdering<typename _MatrixType::Index> > class SparseLU;
18 template <typename MappedSparseMatrixType> struct SparseLUMatrixLReturnType;
19 template <typename MatrixLType, typename MatrixUType> struct SparseLUMatrixUReturnType;
20 
72 template <typename _MatrixType, typename _OrderingType>
73 class SparseLU : public internal::SparseLUImpl<typename _MatrixType::Scalar, typename _MatrixType::Index>
74 {
75  public:
76  typedef _MatrixType MatrixType;
77  typedef _OrderingType OrderingType;
78  typedef typename MatrixType::Scalar Scalar;
79  typedef typename MatrixType::RealScalar RealScalar;
80  typedef typename MatrixType::Index Index;
82  typedef internal::MappedSuperNodalMatrix<Scalar, Index> SCMatrix;
86  typedef internal::SparseLUImpl<Scalar, Index> Base;
87 
88  public:
89  SparseLU():m_isInitialized(true),m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
90  {
91  initperfvalues();
92  }
93  SparseLU(const MatrixType& matrix):m_isInitialized(true),m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
94  {
95  initperfvalues();
96  compute(matrix);
97  }
98 
99  ~SparseLU()
100  {
101  // Free all explicit dynamic pointers
102  }
103 
104  void analyzePattern (const MatrixType& matrix);
105  void factorize (const MatrixType& matrix);
106  void simplicialfactorize(const MatrixType& matrix);
107 
112  void compute (const MatrixType& matrix)
113  {
114  // Analyze
115  analyzePattern(matrix);
116  //Factorize
117  factorize(matrix);
118  }
119 
120  inline Index rows() const { return m_mat.rows(); }
121  inline Index cols() const { return m_mat.cols(); }
123  void isSymmetric(bool sym)
124  {
125  m_symmetricmode = sym;
126  }
127 
134  SparseLUMatrixLReturnType<SCMatrix> matrixL() const
135  {
136  return SparseLUMatrixLReturnType<SCMatrix>(m_Lstore);
137  }
144  SparseLUMatrixUReturnType<SCMatrix,MappedSparseMatrix<Scalar,ColMajor,Index> > matrixU() const
145  {
146  return SparseLUMatrixUReturnType<SCMatrix, MappedSparseMatrix<Scalar,ColMajor,Index> >(m_Lstore, m_Ustore);
147  }
148 
153  inline const PermutationType& rowsPermutation() const
154  {
155  return m_perm_r;
156  }
161  inline const PermutationType& colsPermutation() const
162  {
163  return m_perm_c;
164  }
166  void setPivotThreshold(const RealScalar& thresh)
167  {
168  m_diagpivotthresh = thresh;
169  }
170 
177  template<typename Rhs>
178  inline const internal::solve_retval<SparseLU, Rhs> solve(const MatrixBase<Rhs>& B) const
179  {
180  eigen_assert(m_factorizationIsOk && "SparseLU is not initialized.");
181  eigen_assert(rows()==B.rows()
182  && "SparseLU::solve(): invalid number of rows of the right hand side matrix B");
183  return internal::solve_retval<SparseLU, Rhs>(*this, B.derived());
184  }
185 
190  template<typename Rhs>
191  inline const internal::sparse_solve_retval<SparseLU, Rhs> solve(const SparseMatrixBase<Rhs>& B) const
192  {
193  eigen_assert(m_factorizationIsOk && "SparseLU is not initialized.");
194  eigen_assert(rows()==B.rows()
195  && "SparseLU::solve(): invalid number of rows of the right hand side matrix B");
196  return internal::sparse_solve_retval<SparseLU, Rhs>(*this, B.derived());
197  }
198 
208  {
209  eigen_assert(m_isInitialized && "Decomposition is not initialized.");
210  return m_info;
211  }
212 
216  std::string lastErrorMessage() const
217  {
218  return m_lastError;
219  }
220 
221  template<typename Rhs, typename Dest>
222  bool _solve(const MatrixBase<Rhs> &B, MatrixBase<Dest> &X_base) const
223  {
224  Dest& X(X_base.derived());
225  eigen_assert(m_factorizationIsOk && "The matrix should be factorized first");
226  EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0,
227  THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
228 
229  // Permute the right hand side to form X = Pr*B
230  // on return, X is overwritten by the computed solution
231  X.resize(B.rows(),B.cols());
232 
233  // this ugly const_cast_derived() helps to detect aliasing when applying the permutations
234  for(Index j = 0; j < B.cols(); ++j)
235  X.col(j) = rowsPermutation() * B.const_cast_derived().col(j);
236 
237  //Forward substitution with L
238  this->matrixL().solveInPlace(X);
239  this->matrixU().solveInPlace(X);
240 
241  // Permute back the solution
242  for (Index j = 0; j < B.cols(); ++j)
243  X.col(j) = colsPermutation().inverse() * X.col(j);
244 
245  return true;
246  }
247 
258  Scalar absDeterminant()
259  {
260  eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
261  // Initialize with the determinant of the row matrix
262  Scalar det = Scalar(1.);
263  // Note that the diagonal blocks of U are stored in supernodes,
264  // which are available in the L part :)
265  for (Index j = 0; j < this->cols(); ++j)
266  {
267  for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
268  {
269  if(it.index() == j)
270  {
271  using std::abs;
272  det *= abs(it.value());
273  break;
274  }
275  }
276  }
277  return det;
278  }
279 
288  Scalar logAbsDeterminant() const
289  {
290  eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
291  Scalar det = Scalar(0.);
292  for (Index j = 0; j < this->cols(); ++j)
293  {
294  for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
295  {
296  if(it.row() < j) continue;
297  if(it.row() == j)
298  {
299  using std::log; using std::abs;
300  det += log(abs(it.value()));
301  break;
302  }
303  }
304  }
305  return det;
306  }
307 
313  {
314  eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
315  // Initialize with the determinant of the row matrix
316  Index det = 1;
317  // Note that the diagonal blocks of U are stored in supernodes,
318  // which are available in the L part :)
319  for (Index j = 0; j < this->cols(); ++j)
320  {
321  for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
322  {
323  if(it.index() == j)
324  {
325  if(it.value()<0)
326  det = -det;
327  else if(it.value()==0)
328  return 0;
329  break;
330  }
331  }
332  }
333  return det * m_detPermR * m_detPermC;
334  }
335 
340  Scalar determinant()
341  {
342  eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
343  // Initialize with the determinant of the row matrix
344  Scalar det = Scalar(1.);
345  // Note that the diagonal blocks of U are stored in supernodes,
346  // which are available in the L part :)
347  for (Index j = 0; j < this->cols(); ++j)
348  {
349  for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
350  {
351  if(it.index() == j)
352  {
353  det *= it.value();
354  break;
355  }
356  }
357  }
358  return det * Scalar(m_detPermR * m_detPermC);
359  }
360 
361  protected:
362  // Functions
363  void initperfvalues()
364  {
365  m_perfv.panel_size = 16;
366  m_perfv.relax = 1;
367  m_perfv.maxsuper = 128;
368  m_perfv.rowblk = 16;
369  m_perfv.colblk = 8;
370  m_perfv.fillfactor = 20;
371  }
372 
373  // Variables
374  mutable ComputationInfo m_info;
375  bool m_isInitialized;
376  bool m_factorizationIsOk;
377  bool m_analysisIsOk;
378  std::string m_lastError;
379  NCMatrix m_mat; // The input (permuted ) matrix
380  SCMatrix m_Lstore; // The lower triangular matrix (supernodal)
381  MappedSparseMatrix<Scalar,ColMajor,Index> m_Ustore; // The upper triangular matrix
382  PermutationType m_perm_c; // Column permutation
383  PermutationType m_perm_r ; // Row permutation
384  IndexVector m_etree; // Column elimination tree
385 
386  typename Base::GlobalLU_t m_glu;
387 
388  // SparseLU options
389  bool m_symmetricmode;
390  // values for performance
391  internal::perfvalues<Index> m_perfv;
392  RealScalar m_diagpivotthresh; // Specifies the threshold used for a diagonal entry to be an acceptable pivot
393  Index m_nnzL, m_nnzU; // Nonzeros in L and U factors
394  Index m_detPermR, m_detPermC; // Determinants of the permutation matrices
395  private:
396  // Disable copy constructor
397  SparseLU (const SparseLU& );
398 
399 }; // End class SparseLU
400 
401 
402 
403 // Functions needed by the anaysis phase
414 template <typename MatrixType, typename OrderingType>
416 {
417 
418  //TODO It is possible as in SuperLU to compute row and columns scaling vectors to equilibrate the matrix mat.
419 
420  OrderingType ord;
421  ord(mat,m_perm_c);
422 
423  // Apply the permutation to the column of the input matrix
424  //First copy the whole input matrix.
425  m_mat = mat;
426  if (m_perm_c.size()) {
427  m_mat.uncompress(); //NOTE: The effect of this command is only to create the InnerNonzeros pointers. FIXME : This vector is filled but not subsequently used.
428  //Then, permute only the column pointers
429  const Index * outerIndexPtr;
430  if (mat.isCompressed()) outerIndexPtr = mat.outerIndexPtr();
431  else
432  {
433  Index *outerIndexPtr_t = new Index[mat.cols()+1];
434  for(Index i = 0; i <= mat.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
435  outerIndexPtr = outerIndexPtr_t;
436  }
437  for (Index i = 0; i < mat.cols(); i++)
438  {
439  m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
440  m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
441  }
442  if(!mat.isCompressed()) delete[] outerIndexPtr;
443  }
444  // Compute the column elimination tree of the permuted matrix
445  IndexVector firstRowElt;
446  internal::coletree(m_mat, m_etree,firstRowElt);
447 
448  // In symmetric mode, do not do postorder here
449  if (!m_symmetricmode) {
450  IndexVector post, iwork;
451  // Post order etree
452  internal::treePostorder(m_mat.cols(), m_etree, post);
453 
454 
455  // Renumber etree in postorder
456  Index m = m_mat.cols();
457  iwork.resize(m+1);
458  for (Index i = 0; i < m; ++i) iwork(post(i)) = post(m_etree(i));
459  m_etree = iwork;
460 
461  // Postmultiply A*Pc by post, i.e reorder the matrix according to the postorder of the etree
462  PermutationType post_perm(m);
463  for (Index i = 0; i < m; i++)
464  post_perm.indices()(i) = post(i);
465 
466  // Combine the two permutations : postorder the permutation for future use
467  if(m_perm_c.size()) {
468  m_perm_c = post_perm * m_perm_c;
469  }
470 
471  } // end postordering
472 
473  m_analysisIsOk = true;
474 }
475 
476 // Functions needed by the numerical factorization phase
477 
478 
497 template <typename MatrixType, typename OrderingType>
498 void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix)
499 {
500  using internal::emptyIdxLU;
501  eigen_assert(m_analysisIsOk && "analyzePattern() should be called first");
502  eigen_assert((matrix.rows() == matrix.cols()) && "Only for squared matrices");
503 
504  typedef typename IndexVector::Scalar Index;
505 
506 
507  // Apply the column permutation computed in analyzepattern()
508  // m_mat = matrix * m_perm_c.inverse();
509  m_mat = matrix;
510  if (m_perm_c.size())
511  {
512  m_mat.uncompress(); //NOTE: The effect of this command is only to create the InnerNonzeros pointers.
513  //Then, permute only the column pointers
514  const Index * outerIndexPtr;
515  if (matrix.isCompressed()) outerIndexPtr = matrix.outerIndexPtr();
516  else
517  {
518  Index* outerIndexPtr_t = new Index[matrix.cols()+1];
519  for(Index i = 0; i <= matrix.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
520  outerIndexPtr = outerIndexPtr_t;
521  }
522  for (Index i = 0; i < matrix.cols(); i++)
523  {
524  m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
525  m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
526  }
527  if(!matrix.isCompressed()) delete[] outerIndexPtr;
528  }
529  else
530  { //FIXME This should not be needed if the empty permutation is handled transparently
531  m_perm_c.resize(matrix.cols());
532  for(Index i = 0; i < matrix.cols(); ++i) m_perm_c.indices()(i) = i;
533  }
534 
535  Index m = m_mat.rows();
536  Index n = m_mat.cols();
537  Index nnz = m_mat.nonZeros();
538  Index maxpanel = m_perfv.panel_size * m;
539  // Allocate working storage common to the factor routines
540  Index lwork = 0;
541  Index info = Base::memInit(m, n, nnz, lwork, m_perfv.fillfactor, m_perfv.panel_size, m_glu);
542  if (info)
543  {
544  m_lastError = "UNABLE TO ALLOCATE WORKING MEMORY\n\n" ;
545  m_factorizationIsOk = false;
546  return ;
547  }
548 
549  // Set up pointers for integer working arrays
550  IndexVector segrep(m); segrep.setZero();
551  IndexVector parent(m); parent.setZero();
552  IndexVector xplore(m); xplore.setZero();
553  IndexVector repfnz(maxpanel);
554  IndexVector panel_lsub(maxpanel);
555  IndexVector xprune(n); xprune.setZero();
556  IndexVector marker(m*internal::LUNoMarker); marker.setZero();
557 
558  repfnz.setConstant(-1);
559  panel_lsub.setConstant(-1);
560 
561  // Set up pointers for scalar working arrays
562  ScalarVector dense;
563  dense.setZero(maxpanel);
564  ScalarVector tempv;
565  tempv.setZero(internal::LUnumTempV(m, m_perfv.panel_size, m_perfv.maxsuper, /*m_perfv.rowblk*/m) );
566 
567  // Compute the inverse of perm_c
568  PermutationType iperm_c(m_perm_c.inverse());
569 
570  // Identify initial relaxed snodes
571  IndexVector relax_end(n);
572  if ( m_symmetricmode == true )
573  Base::heap_relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
574  else
575  Base::relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
576 
577 
578  m_perm_r.resize(m);
579  m_perm_r.indices().setConstant(-1);
580  marker.setConstant(-1);
581  m_detPermR = 1; // Record the determinant of the row permutation
582 
583  m_glu.supno(0) = emptyIdxLU; m_glu.xsup.setConstant(0);
584  m_glu.xsup(0) = m_glu.xlsub(0) = m_glu.xusub(0) = m_glu.xlusup(0) = Index(0);
585 
586  // Work on one 'panel' at a time. A panel is one of the following :
587  // (a) a relaxed supernode at the bottom of the etree, or
588  // (b) panel_size contiguous columns, <panel_size> defined by the user
589  Index jcol;
590  IndexVector panel_histo(n);
591  Index pivrow; // Pivotal row number in the original row matrix
592  Index nseg1; // Number of segments in U-column above panel row jcol
593  Index nseg; // Number of segments in each U-column
594  Index irep;
595  Index i, k, jj;
596  for (jcol = 0; jcol < n; )
597  {
598  // Adjust panel size so that a panel won't overlap with the next relaxed snode.
599  Index panel_size = m_perfv.panel_size; // upper bound on panel width
600  for (k = jcol + 1; k < (std::min)(jcol+panel_size, n); k++)
601  {
602  if (relax_end(k) != emptyIdxLU)
603  {
604  panel_size = k - jcol;
605  break;
606  }
607  }
608  if (k == n)
609  panel_size = n - jcol;
610 
611  // Symbolic outer factorization on a panel of columns
612  Base::panel_dfs(m, panel_size, jcol, m_mat, m_perm_r.indices(), nseg1, dense, panel_lsub, segrep, repfnz, xprune, marker, parent, xplore, m_glu);
613 
614  // Numeric sup-panel updates in topological order
615  Base::panel_bmod(m, panel_size, jcol, nseg1, dense, tempv, segrep, repfnz, m_glu);
616 
617  // Sparse LU within the panel, and below the panel diagonal
618  for ( jj = jcol; jj< jcol + panel_size; jj++)
619  {
620  k = (jj - jcol) * m; // Column index for w-wide arrays
621 
622  nseg = nseg1; // begin after all the panel segments
623  //Depth-first-search for the current column
624  VectorBlock<IndexVector> panel_lsubk(panel_lsub, k, m);
625  VectorBlock<IndexVector> repfnz_k(repfnz, k, m);
626  info = Base::column_dfs(m, jj, m_perm_r.indices(), m_perfv.maxsuper, nseg, panel_lsubk, segrep, repfnz_k, xprune, marker, parent, xplore, m_glu);
627  if ( info )
628  {
629  m_lastError = "UNABLE TO EXPAND MEMORY IN COLUMN_DFS() ";
630  m_info = NumericalIssue;
631  m_factorizationIsOk = false;
632  return;
633  }
634  // Numeric updates to this column
635  VectorBlock<ScalarVector> dense_k(dense, k, m);
636  VectorBlock<IndexVector> segrep_k(segrep, nseg1, m-nseg1);
637  info = Base::column_bmod(jj, (nseg - nseg1), dense_k, tempv, segrep_k, repfnz_k, jcol, m_glu);
638  if ( info )
639  {
640  m_lastError = "UNABLE TO EXPAND MEMORY IN COLUMN_BMOD() ";
641  m_info = NumericalIssue;
642  m_factorizationIsOk = false;
643  return;
644  }
645 
646  // Copy the U-segments to ucol(*)
647  info = Base::copy_to_ucol(jj, nseg, segrep, repfnz_k ,m_perm_r.indices(), dense_k, m_glu);
648  if ( info )
649  {
650  m_lastError = "UNABLE TO EXPAND MEMORY IN COPY_TO_UCOL() ";
651  m_info = NumericalIssue;
652  m_factorizationIsOk = false;
653  return;
654  }
655 
656  // Form the L-segment
657  info = Base::pivotL(jj, m_diagpivotthresh, m_perm_r.indices(), iperm_c.indices(), pivrow, m_glu);
658  if ( info )
659  {
660  m_lastError = "THE MATRIX IS STRUCTURALLY SINGULAR ... ZERO COLUMN AT ";
661  std::ostringstream returnInfo;
662  returnInfo << info;
663  m_lastError += returnInfo.str();
664  m_info = NumericalIssue;
665  m_factorizationIsOk = false;
666  return;
667  }
668 
669  // Update the determinant of the row permutation matrix
670  // FIXME: the following test is not correct, we should probably take iperm_c into account and pivrow is not directly the row pivot.
671  if (pivrow != jj) m_detPermR = -m_detPermR;
672 
673  // Prune columns (0:jj-1) using column jj
674  Base::pruneL(jj, m_perm_r.indices(), pivrow, nseg, segrep, repfnz_k, xprune, m_glu);
675 
676  // Reset repfnz for this column
677  for (i = 0; i < nseg; i++)
678  {
679  irep = segrep(i);
680  repfnz_k(irep) = emptyIdxLU;
681  }
682  } // end SparseLU within the panel
683  jcol += panel_size; // Move to the next panel
684  } // end for -- end elimination
685 
686  m_detPermR = m_perm_r.determinant();
687  m_detPermC = m_perm_c.determinant();
688 
689  // Count the number of nonzeros in factors
690  Base::countnz(n, m_nnzL, m_nnzU, m_glu);
691  // Apply permutation to the L subscripts
692  Base::fixupL(n, m_perm_r.indices(), m_glu);
693 
694  // Create supernode matrix L
695  m_Lstore.setInfos(m, n, m_glu.lusup, m_glu.xlusup, m_glu.lsub, m_glu.xlsub, m_glu.supno, m_glu.xsup);
696  // Create the column major upper sparse matrix U;
697  new (&m_Ustore) MappedSparseMatrix<Scalar, ColMajor, Index> ( m, n, m_nnzU, m_glu.xusub.data(), m_glu.usub.data(), m_glu.ucol.data() );
698 
699  m_info = Success;
700  m_factorizationIsOk = true;
701 }
702 
703 template<typename MappedSupernodalType>
704 struct SparseLUMatrixLReturnType : internal::no_assignment_operator
705 {
706  typedef typename MappedSupernodalType::Index Index;
707  typedef typename MappedSupernodalType::Scalar Scalar;
708  SparseLUMatrixLReturnType(const MappedSupernodalType& mapL) : m_mapL(mapL)
709  { }
710  Index rows() { return m_mapL.rows(); }
711  Index cols() { return m_mapL.cols(); }
712  template<typename Dest>
713  void solveInPlace( MatrixBase<Dest> &X) const
714  {
715  m_mapL.solveInPlace(X);
716  }
717  const MappedSupernodalType& m_mapL;
718 };
719 
720 template<typename MatrixLType, typename MatrixUType>
721 struct SparseLUMatrixUReturnType : internal::no_assignment_operator
722 {
723  typedef typename MatrixLType::Index Index;
724  typedef typename MatrixLType::Scalar Scalar;
725  SparseLUMatrixUReturnType(const MatrixLType& mapL, const MatrixUType& mapU)
726  : m_mapL(mapL),m_mapU(mapU)
727  { }
728  Index rows() { return m_mapL.rows(); }
729  Index cols() { return m_mapL.cols(); }
730 
731  template<typename Dest> void solveInPlace(MatrixBase<Dest> &X) const
732  {
733  Index nrhs = X.cols();
734  Index n = X.rows();
735  // Backward solve with U
736  for (Index k = m_mapL.nsuper(); k >= 0; k--)
737  {
738  Index fsupc = m_mapL.supToCol()[k];
739  Index lda = m_mapL.colIndexPtr()[fsupc+1] - m_mapL.colIndexPtr()[fsupc]; // leading dimension
740  Index nsupc = m_mapL.supToCol()[k+1] - fsupc;
741  Index luptr = m_mapL.colIndexPtr()[fsupc];
742 
743  if (nsupc == 1)
744  {
745  for (Index j = 0; j < nrhs; j++)
746  {
747  X(fsupc, j) /= m_mapL.valuePtr()[luptr];
748  }
749  }
750  else
751  {
752  Map<const Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride<> > A( &(m_mapL.valuePtr()[luptr]), nsupc, nsupc, OuterStride<>(lda) );
753  Map< Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride<> > U (&(X(fsupc,0)), nsupc, nrhs, OuterStride<>(n) );
754  U = A.template triangularView<Upper>().solve(U);
755  }
756 
757  for (Index j = 0; j < nrhs; ++j)
758  {
759  for (Index jcol = fsupc; jcol < fsupc + nsupc; jcol++)
760  {
761  typename MatrixUType::InnerIterator it(m_mapU, jcol);
762  for ( ; it; ++it)
763  {
764  Index irow = it.index();
765  X(irow, j) -= X(jcol, j) * it.value();
766  }
767  }
768  }
769  } // End For U-solve
770  }
771  const MatrixLType& m_mapL;
772  const MatrixUType& m_mapU;
773 };
774 
775 namespace internal {
776 
777 template<typename _MatrixType, typename Derived, typename Rhs>
778 struct solve_retval<SparseLU<_MatrixType,Derived>, Rhs>
779  : solve_retval_base<SparseLU<_MatrixType,Derived>, Rhs>
780 {
781  typedef SparseLU<_MatrixType,Derived> Dec;
782  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
783 
784  template<typename Dest> void evalTo(Dest& dst) const
785  {
786  dec()._solve(rhs(),dst);
787  }
788 };
789 
790 template<typename _MatrixType, typename Derived, typename Rhs>
791 struct sparse_solve_retval<SparseLU<_MatrixType,Derived>, Rhs>
792  : sparse_solve_retval_base<SparseLU<_MatrixType,Derived>, Rhs>
793 {
794  typedef SparseLU<_MatrixType,Derived> Dec;
795  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
796 
797  template<typename Dest> void evalTo(Dest& dst) const
798  {
799  this->defaultEvalTo(dst);
800  }
801 };
802 } // end namespace internal
803 
804 } // End namespace Eigen
805 
806 #endif
SparseLUMatrixLReturnType< SCMatrix > matrixL() const
Definition: SparseLU.h:134
Index rows() const
Definition: SparseMatrix.h:119
void analyzePattern(const MatrixType &matrix)
Definition: SparseLU.h:415
Index cols() const
Definition: SparseMatrix.h:121
const IndicesType & indices() const
Definition: PermutationMatrix.h:387
Transpose< PermutationBase > inverse() const
Definition: PermutationMatrix.h:201
Definition: Constants.h:378
const internal::sparse_solve_retval< SparseLU, Rhs > solve(const SparseMatrixBase< Rhs > &B) const
Definition: SparseLU.h:191
Scalar absDeterminant()
Definition: SparseLU.h:258
void factorize(const MatrixType &matrix)
Definition: SparseLU.h:498
Scalar logAbsDeterminant() const
Definition: SparseLU.h:288
ColXpr col(Index i)
Definition: DenseBase.h:733
const PermutationType & rowsPermutation() const
Definition: SparseLU.h:153
Sparse supernodal LU factorization for general matrices.
Definition: SparseLU.h:17
const PermutationType & colsPermutation() const
Definition: SparseLU.h:161
int coletree(const MatrixType &mat, IndexVector &parent, IndexVector &firstRowElt, typename MatrixType::Index *perm=0)
Definition: SparseColEtree.h:61
Expression of a fixed-size or dynamic-size sub-vector.
Definition: ForwardDeclarations.h:83
Base class of any sparse matrices or sparse expressions.
Definition: ForwardDeclarations.h:239
Scalar determinant()
Definition: SparseLU.h:340
Derived & derived()
Definition: EigenBase.h:34
const internal::solve_retval< SparseLU, Rhs > solve(const MatrixBase< Rhs > &B) const
Definition: SparseLU.h:178
void isSymmetric(bool sym)
Definition: SparseLU.h:123
void compute(const MatrixType &matrix)
Definition: SparseLU.h:112
Derived & setConstant(Index size, const Scalar &value)
Definition: CwiseNullaryOp.h:348
SparseLUMatrixUReturnType< SCMatrix, MappedSparseMatrix< Scalar, ColMajor, Index > > matrixU() const
Definition: SparseLU.h:144
ComputationInfo info() const
Reports whether previous computation was successful.
Definition: SparseLU.h:207
Definition: Constants.h:376
const unsigned int RowMajorBit
Definition: Constants.h:53
void resize(Index nbRows, Index nbCols)
Definition: PlainObjectBase.h:235
std::string lastErrorMessage() const
Definition: SparseLU.h:216
Index rows() const
Definition: SparseMatrixBase.h:159
void setPivotThreshold(const RealScalar &thresh)
Definition: SparseLU.h:166
ComputationInfo
Definition: Constants.h:374
Base class for all dense matrices, vectors, and expressions.
Definition: MatrixBase.h:48
Scalar signDeterminant()
Definition: SparseLU.h:312
void treePostorder(Index n, IndexVector &parent, IndexVector &post)
Post order a tree.
Definition: SparseColEtree.h:178
Derived & setZero(Index size)
Definition: CwiseNullaryOp.h:515