// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // // 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/.
template<typename _Scalar, int _Options, typename _Index> const cholmod_sparse viewAsCholmod(const SparseMatrix<_Scalar,_Options,_Index>& mat)
{
cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_Index> >(mat.const_cast_derived())); return res;
}
template<typename _Scalar, int _Options, typename _Index> const cholmod_sparse viewAsCholmod(const SparseVector<_Scalar,_Options,_Index>& mat)
{
cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_Index> >(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<typename _Scalar, int _Options, typename _Index, unsignedint UpLo>
cholmod_sparse viewAsCholmod(const SparseSelfAdjointView<const SparseMatrix<_Scalar,_Options,_Index>, UpLo>& mat)
{
cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_Index> >(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<typename Derived>
cholmod_dense viewAsCholmod(MatrixBase<Derived>& mat)
{
EIGEN_STATIC_ASSERT((internal::traits<Derived>::Flags&RowMajorBit)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES); typedeftypename Derived::Scalar Scalar;
/** Returns a view of the Cholmod sparse matrix \a cm as an Eigen sparse matrix.
* The data are not copied but shared. */ template<typename Scalar, int Flags, typename StorageIndex>
MappedSparseMatrix<Scalar,Flags,StorageIndex> viewAsEigen(cholmod_sparse& cm)
{ return MappedSparseMatrix<Scalar,Flags,StorageIndex>
(cm.nrow, cm.ncol, static_cast<StorageIndex*>(cm.p)[cm.ncol], static_cast<StorageIndex*>(cm.p), static_cast<StorageIndex*>(cm.i),static_cast<Scalar*>(cm.x) );
}
namespace internal {
// template specializations for int and long that call the correct cholmod method
#define EIGEN_CHOLMOD_SPECIALIZE0(ret, name) \ template<typename _StorageIndex> inline ret cm_ ## name (cholmod_common &Common) { return cholmod_ ## name (&Common); } \ template<> inline ret cm_ ## name<SuiteSparse_long> (cholmod_common &Common) { return cholmod_l_ ## name (&Common); }
#define EIGEN_CHOLMOD_SPECIALIZE1(ret, name, t1, a1) \ template<typename _StorageIndex> inline ret cm_ ## name (t1& a1, cholmod_common &Common) { return cholmod_ ## name (&a1, &Common); } \ template<> inline ret cm_ ## name<SuiteSparse_long> (t1& a1, cholmod_common &Common) { return cholmod_l_ ## name (&a1, &Common); }
/** \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<StorageIndex>(m_cholmodFactor, m_cholmod);
m_cholmodFactor = 0;
}
cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
m_cholmodFactor = internal::cm_analyze<StorageIndex>(A, m_cholmod);
/** 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<UpLo>());
internal::cm_factorize_p<StorageIndex>(&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<typename Rhs,typename Dest> void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &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<const Matrix<typename Rhs::Scalar,Dynamic,Dynamic,ColMajor> > b_ref(b.derived());
cholmod_dense b_cd = viewAsCholmod(b_ref);
cholmod_dense* x_cd = internal::cm_solve<StorageIndex>(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<Scalar,Dest::RowsAtCompileTime,Dest::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x),b.rows(),b.cols());
internal::cm_free_dense<StorageIndex>(x_cd, m_cholmod);
}
/** \internal */ template<typename RhsDerived, typename DestDerived> void _solve_impl(const SparseMatrixBase<RhsDerived> &b, SparseMatrixBase<DestDerived> &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<SparseMatrix<typename RhsDerived::Scalar,ColMajor,typename RhsDerived::StorageIndex> > b_ref(b.const_cast_derived());
cholmod_sparse b_cs = viewAsCholmod(b_ref);
cholmod_sparse* x_cs = internal::cm_spsolve<StorageIndex>(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<typename DestDerived::Scalar,ColMajor,typename DestDerived::StorageIndex>(*x_cs);
internal::cm_free_sparse<StorageIndex>(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<Scalar*>(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<StorageIndex*>(m_cholmodFactor->super); // pi[k] == offset to the description of row indices
StorageIndex *pi = static_cast<StorageIndex*>(m_cholmodFactor->pi); // px[k] == offset to the respective dense block
StorageIndex *px = static_cast<StorageIndex*>(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];
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<typename _MatrixType, int _UpLo = Lower> class CholmodSimplicialLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT<_MatrixType, _UpLo> >
{ typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT> Base; using Base::m_cholmod;
/** \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<typename _MatrixType, int _UpLo = Lower> class CholmodSimplicialLDLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT<_MatrixType, _UpLo> >
{ typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT> Base; using Base::m_cholmod;
/** \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<typename _MatrixType, int _UpLo = Lower> class CholmodSupernodalLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT<_MatrixType, _UpLo> >
{ typedef CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT> Base; using Base::m_cholmod;
/** \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<typename _MatrixType, int _UpLo = Lower> class CholmodDecomposition : public CholmodBase<_MatrixType, _UpLo, CholmodDecomposition<_MatrixType, _UpLo> >
{ typedef CholmodBase<_MatrixType, _UpLo, CholmodDecomposition> Base; using Base::m_cholmod;
Die Informationen auf dieser Webseite wurden
nach bestem Wissen sorgfältig zusammengestellt. Es wird jedoch weder Vollständigkeit, noch Richtigkeit,
noch Qualität der bereit gestellten Informationen zugesichert.
Bemerkung:
Die farbliche Syntaxdarstellung ist noch experimentell.
