| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| |
|
| | #ifndef EIGEN_SIMPLICIAL_CHOLESKY_H |
| | #define EIGEN_SIMPLICIAL_CHOLESKY_H |
| |
|
| | namespace Eigen { |
| |
|
| | enum SimplicialCholeskyMode { |
| | SimplicialCholeskyLLT, |
| | SimplicialCholeskyLDLT |
| | }; |
| |
|
| | namespace internal { |
| | template<typename CholMatrixType, typename InputMatrixType> |
| | struct simplicial_cholesky_grab_input { |
| | typedef CholMatrixType const * ConstCholMatrixPtr; |
| | static void run(const InputMatrixType& input, ConstCholMatrixPtr &pmat, CholMatrixType &tmp) |
| | { |
| | tmp = input; |
| | pmat = &tmp; |
| | } |
| | }; |
| | |
| | template<typename MatrixType> |
| | struct simplicial_cholesky_grab_input<MatrixType,MatrixType> { |
| | typedef MatrixType const * ConstMatrixPtr; |
| | static void run(const MatrixType& input, ConstMatrixPtr &pmat, MatrixType &) |
| | { |
| | pmat = &input; |
| | } |
| | }; |
| | } |
| |
|
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | template<typename Derived> |
| | class SimplicialCholeskyBase : public SparseSolverBase<Derived> |
| | { |
| | typedef SparseSolverBase<Derived> Base; |
| | using Base::m_isInitialized; |
| | |
| | public: |
| | typedef typename internal::traits<Derived>::MatrixType MatrixType; |
| | typedef typename internal::traits<Derived>::OrderingType OrderingType; |
| | enum { UpLo = internal::traits<Derived>::UpLo }; |
| | typedef typename MatrixType::Scalar Scalar; |
| | typedef typename MatrixType::RealScalar RealScalar; |
| | typedef typename MatrixType::StorageIndex StorageIndex; |
| | typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType; |
| | typedef CholMatrixType const * ConstCholMatrixPtr; |
| | typedef Matrix<Scalar,Dynamic,1> VectorType; |
| | typedef Matrix<StorageIndex,Dynamic,1> VectorI; |
| |
|
| | enum { |
| | ColsAtCompileTime = MatrixType::ColsAtCompileTime, |
| | MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime |
| | }; |
| |
|
| | public: |
| | |
| | using Base::derived; |
| |
|
| | |
| | SimplicialCholeskyBase() |
| | : m_info(Success), |
| | m_factorizationIsOk(false), |
| | m_analysisIsOk(false), |
| | m_shiftOffset(0), |
| | m_shiftScale(1) |
| | {} |
| |
|
| | explicit SimplicialCholeskyBase(const MatrixType& matrix) |
| | : m_info(Success), |
| | m_factorizationIsOk(false), |
| | m_analysisIsOk(false), |
| | m_shiftOffset(0), |
| | m_shiftScale(1) |
| | { |
| | derived().compute(matrix); |
| | } |
| |
|
| | ~SimplicialCholeskyBase() |
| | { |
| | } |
| |
|
| | Derived& derived() { return *static_cast<Derived*>(this); } |
| | const Derived& derived() const { return *static_cast<const Derived*>(this); } |
| | |
| | inline Index cols() const { return m_matrix.cols(); } |
| | inline Index rows() const { return m_matrix.rows(); } |
| | |
| | |
| | |
| | |
| | |
| | |
| | ComputationInfo info() const |
| | { |
| | eigen_assert(m_isInitialized && "Decomposition is not initialized."); |
| | return m_info; |
| | } |
| | |
| | |
| | |
| | const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& permutationP() const |
| | { return m_P; } |
| | |
| | |
| | |
| | const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& permutationPinv() const |
| | { return m_Pinv; } |
| |
|
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | Derived& setShift(const RealScalar& offset, const RealScalar& scale = 1) |
| | { |
| | m_shiftOffset = offset; |
| | m_shiftScale = scale; |
| | return derived(); |
| | } |
| |
|
| | #ifndef EIGEN_PARSED_BY_DOXYGEN |
| | |
| | template<typename Stream> |
| | void dumpMemory(Stream& s) |
| | { |
| | int total = 0; |
| | s << " L: " << ((total+=(m_matrix.cols()+1) * sizeof(int) + m_matrix.nonZeros()*(sizeof(int)+sizeof(Scalar))) >> 20) << "Mb" << "\n"; |
| | s << " diag: " << ((total+=m_diag.size() * sizeof(Scalar)) >> 20) << "Mb" << "\n"; |
| | s << " tree: " << ((total+=m_parent.size() * sizeof(int)) >> 20) << "Mb" << "\n"; |
| | s << " nonzeros: " << ((total+=m_nonZerosPerCol.size() * sizeof(int)) >> 20) << "Mb" << "\n"; |
| | s << " perm: " << ((total+=m_P.size() * sizeof(int)) >> 20) << "Mb" << "\n"; |
| | s << " perm^-1: " << ((total+=m_Pinv.size() * sizeof(int)) >> 20) << "Mb" << "\n"; |
| | s << " TOTAL: " << (total>> 20) << "Mb" << "\n"; |
| | } |
| |
|
| | |
| | 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()"); |
| | eigen_assert(m_matrix.rows()==b.rows()); |
| |
|
| | if(m_info!=Success) |
| | return; |
| |
|
| | if(m_P.size()>0) |
| | dest = m_P * b; |
| | else |
| | dest = b; |
| |
|
| | if(m_matrix.nonZeros()>0) |
| | derived().matrixL().solveInPlace(dest); |
| |
|
| | if(m_diag.size()>0) |
| | dest = m_diag.asDiagonal().inverse() * dest; |
| |
|
| | if (m_matrix.nonZeros()>0) |
| | derived().matrixU().solveInPlace(dest); |
| |
|
| | if(m_P.size()>0) |
| | dest = m_Pinv * dest; |
| | } |
| | |
| | template<typename Rhs,typename Dest> |
| | void _solve_impl(const SparseMatrixBase<Rhs> &b, SparseMatrixBase<Dest> &dest) const |
| | { |
| | internal::solve_sparse_through_dense_panels(derived(), b, dest); |
| | } |
| |
|
| | #endif |
| |
|
| | protected: |
| | |
| | |
| | template<bool DoLDLT> |
| | void compute(const MatrixType& matrix) |
| | { |
| | eigen_assert(matrix.rows()==matrix.cols()); |
| | Index size = matrix.cols(); |
| | CholMatrixType tmp(size,size); |
| | ConstCholMatrixPtr pmat; |
| | ordering(matrix, pmat, tmp); |
| | analyzePattern_preordered(*pmat, DoLDLT); |
| | factorize_preordered<DoLDLT>(*pmat); |
| | } |
| | |
| | template<bool DoLDLT> |
| | void factorize(const MatrixType& a) |
| | { |
| | eigen_assert(a.rows()==a.cols()); |
| | Index size = a.cols(); |
| | CholMatrixType tmp(size,size); |
| | ConstCholMatrixPtr pmat; |
| | |
| | if(m_P.size() == 0 && (int(UpLo) & int(Upper)) == Upper) |
| | { |
| | |
| | internal::simplicial_cholesky_grab_input<CholMatrixType,MatrixType>::run(a, pmat, tmp); |
| | } |
| | else |
| | { |
| | tmp.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P); |
| | pmat = &tmp; |
| | } |
| | |
| | factorize_preordered<DoLDLT>(*pmat); |
| | } |
| |
|
| | template<bool DoLDLT> |
| | void factorize_preordered(const CholMatrixType& a); |
| |
|
| | void analyzePattern(const MatrixType& a, bool doLDLT) |
| | { |
| | eigen_assert(a.rows()==a.cols()); |
| | Index size = a.cols(); |
| | CholMatrixType tmp(size,size); |
| | ConstCholMatrixPtr pmat; |
| | ordering(a, pmat, tmp); |
| | analyzePattern_preordered(*pmat,doLDLT); |
| | } |
| | void analyzePattern_preordered(const CholMatrixType& a, bool doLDLT); |
| | |
| | void ordering(const MatrixType& a, ConstCholMatrixPtr &pmat, CholMatrixType& ap); |
| |
|
| | |
| | struct keep_diag { |
| | inline bool operator() (const Index& row, const Index& col, const Scalar&) const |
| | { |
| | return row!=col; |
| | } |
| | }; |
| |
|
| | mutable ComputationInfo m_info; |
| | bool m_factorizationIsOk; |
| | bool m_analysisIsOk; |
| | |
| | CholMatrixType m_matrix; |
| | VectorType m_diag; |
| | VectorI m_parent; |
| | VectorI m_nonZerosPerCol; |
| | PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_P; |
| | PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_Pinv; |
| |
|
| | RealScalar m_shiftOffset; |
| | RealScalar m_shiftScale; |
| | }; |
| |
|
| | template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialLLT; |
| | template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialLDLT; |
| | template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialCholesky; |
| |
|
| | namespace internal { |
| |
|
| | template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialLLT<_MatrixType,_UpLo,_Ordering> > |
| | { |
| | typedef _MatrixType MatrixType; |
| | typedef _Ordering OrderingType; |
| | enum { UpLo = _UpLo }; |
| | typedef typename MatrixType::Scalar Scalar; |
| | typedef typename MatrixType::StorageIndex StorageIndex; |
| | typedef SparseMatrix<Scalar, ColMajor, StorageIndex> CholMatrixType; |
| | typedef TriangularView<const CholMatrixType, Eigen::Lower> MatrixL; |
| | typedef TriangularView<const typename CholMatrixType::AdjointReturnType, Eigen::Upper> MatrixU; |
| | static inline MatrixL getL(const CholMatrixType& m) { return MatrixL(m); } |
| | static inline MatrixU getU(const CholMatrixType& m) { return MatrixU(m.adjoint()); } |
| | }; |
| |
|
| | template<typename _MatrixType,int _UpLo, typename _Ordering> struct traits<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> > |
| | { |
| | typedef _MatrixType MatrixType; |
| | typedef _Ordering OrderingType; |
| | enum { UpLo = _UpLo }; |
| | typedef typename MatrixType::Scalar Scalar; |
| | typedef typename MatrixType::StorageIndex StorageIndex; |
| | typedef SparseMatrix<Scalar, ColMajor, StorageIndex> CholMatrixType; |
| | typedef TriangularView<const CholMatrixType, Eigen::UnitLower> MatrixL; |
| | typedef TriangularView<const typename CholMatrixType::AdjointReturnType, Eigen::UnitUpper> MatrixU; |
| | static inline MatrixL getL(const CholMatrixType& m) { return MatrixL(m); } |
| | static inline MatrixU getU(const CholMatrixType& m) { return MatrixU(m.adjoint()); } |
| | }; |
| |
|
| | template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> > |
| | { |
| | typedef _MatrixType MatrixType; |
| | typedef _Ordering OrderingType; |
| | enum { UpLo = _UpLo }; |
| | }; |
| |
|
| | } |
| |
|
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | template<typename _MatrixType, int _UpLo, typename _Ordering> |
| | class SimplicialLLT : public SimplicialCholeskyBase<SimplicialLLT<_MatrixType,_UpLo,_Ordering> > |
| | { |
| | public: |
| | typedef _MatrixType MatrixType; |
| | enum { UpLo = _UpLo }; |
| | typedef SimplicialCholeskyBase<SimplicialLLT> Base; |
| | typedef typename MatrixType::Scalar Scalar; |
| | typedef typename MatrixType::RealScalar RealScalar; |
| | typedef typename MatrixType::StorageIndex StorageIndex; |
| | typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType; |
| | typedef Matrix<Scalar,Dynamic,1> VectorType; |
| | typedef internal::traits<SimplicialLLT> Traits; |
| | typedef typename Traits::MatrixL MatrixL; |
| | typedef typename Traits::MatrixU MatrixU; |
| | public: |
| | |
| | SimplicialLLT() : Base() {} |
| | |
| | explicit SimplicialLLT(const MatrixType& matrix) |
| | : Base(matrix) {} |
| |
|
| | |
| | inline const MatrixL matrixL() const { |
| | eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized"); |
| | return Traits::getL(Base::m_matrix); |
| | } |
| |
|
| | |
| | inline const MatrixU matrixU() const { |
| | eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized"); |
| | return Traits::getU(Base::m_matrix); |
| | } |
| | |
| | |
| | SimplicialLLT& compute(const MatrixType& matrix) |
| | { |
| | Base::template compute<false>(matrix); |
| | return *this; |
| | } |
| |
|
| | |
| | |
| | |
| | |
| | |
| | |
| | void analyzePattern(const MatrixType& a) |
| | { |
| | Base::analyzePattern(a, false); |
| | } |
| |
|
| | |
| | |
| | |
| | |
| | |
| | |
| | void factorize(const MatrixType& a) |
| | { |
| | Base::template factorize<false>(a); |
| | } |
| |
|
| | |
| | Scalar determinant() const |
| | { |
| | Scalar detL = Base::m_matrix.diagonal().prod(); |
| | return numext::abs2(detL); |
| | } |
| | }; |
| |
|
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | template<typename _MatrixType, int _UpLo, typename _Ordering> |
| | class SimplicialLDLT : public SimplicialCholeskyBase<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> > |
| | { |
| | public: |
| | typedef _MatrixType MatrixType; |
| | enum { UpLo = _UpLo }; |
| | typedef SimplicialCholeskyBase<SimplicialLDLT> Base; |
| | typedef typename MatrixType::Scalar Scalar; |
| | typedef typename MatrixType::RealScalar RealScalar; |
| | typedef typename MatrixType::StorageIndex StorageIndex; |
| | typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType; |
| | typedef Matrix<Scalar,Dynamic,1> VectorType; |
| | typedef internal::traits<SimplicialLDLT> Traits; |
| | typedef typename Traits::MatrixL MatrixL; |
| | typedef typename Traits::MatrixU MatrixU; |
| | public: |
| | |
| | SimplicialLDLT() : Base() {} |
| |
|
| | |
| | explicit SimplicialLDLT(const MatrixType& matrix) |
| | : Base(matrix) {} |
| |
|
| | |
| | inline const VectorType vectorD() const { |
| | eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized"); |
| | return Base::m_diag; |
| | } |
| | |
| | inline const MatrixL matrixL() const { |
| | eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized"); |
| | return Traits::getL(Base::m_matrix); |
| | } |
| |
|
| | |
| | inline const MatrixU matrixU() const { |
| | eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized"); |
| | return Traits::getU(Base::m_matrix); |
| | } |
| |
|
| | |
| | SimplicialLDLT& compute(const MatrixType& matrix) |
| | { |
| | Base::template compute<true>(matrix); |
| | return *this; |
| | } |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | void analyzePattern(const MatrixType& a) |
| | { |
| | Base::analyzePattern(a, true); |
| | } |
| |
|
| | |
| | |
| | |
| | |
| | |
| | |
| | void factorize(const MatrixType& a) |
| | { |
| | Base::template factorize<true>(a); |
| | } |
| |
|
| | |
| | Scalar determinant() const |
| | { |
| | return Base::m_diag.prod(); |
| | } |
| | }; |
| |
|
| | |
| | |
| | |
| | |
| | |
| | |
| | template<typename _MatrixType, int _UpLo, typename _Ordering> |
| | class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> > |
| | { |
| | public: |
| | typedef _MatrixType MatrixType; |
| | enum { UpLo = _UpLo }; |
| | typedef SimplicialCholeskyBase<SimplicialCholesky> Base; |
| | typedef typename MatrixType::Scalar Scalar; |
| | typedef typename MatrixType::RealScalar RealScalar; |
| | typedef typename MatrixType::StorageIndex StorageIndex; |
| | typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType; |
| | typedef Matrix<Scalar,Dynamic,1> VectorType; |
| | typedef internal::traits<SimplicialCholesky> Traits; |
| | typedef internal::traits<SimplicialLDLT<MatrixType,UpLo> > LDLTTraits; |
| | typedef internal::traits<SimplicialLLT<MatrixType,UpLo> > LLTTraits; |
| | public: |
| | SimplicialCholesky() : Base(), m_LDLT(true) {} |
| |
|
| | explicit SimplicialCholesky(const MatrixType& matrix) |
| | : Base(), m_LDLT(true) |
| | { |
| | compute(matrix); |
| | } |
| |
|
| | SimplicialCholesky& setMode(SimplicialCholeskyMode mode) |
| | { |
| | switch(mode) |
| | { |
| | case SimplicialCholeskyLLT: |
| | m_LDLT = false; |
| | break; |
| | case SimplicialCholeskyLDLT: |
| | m_LDLT = true; |
| | break; |
| | default: |
| | break; |
| | } |
| |
|
| | return *this; |
| | } |
| |
|
| | inline const VectorType vectorD() const { |
| | eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized"); |
| | return Base::m_diag; |
| | } |
| | inline const CholMatrixType rawMatrix() const { |
| | eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized"); |
| | return Base::m_matrix; |
| | } |
| | |
| | |
| | SimplicialCholesky& compute(const MatrixType& matrix) |
| | { |
| | if(m_LDLT) |
| | Base::template compute<true>(matrix); |
| | else |
| | Base::template compute<false>(matrix); |
| | return *this; |
| | } |
| |
|
| | |
| | |
| | |
| | |
| | |
| | |
| | void analyzePattern(const MatrixType& a) |
| | { |
| | Base::analyzePattern(a, m_LDLT); |
| | } |
| |
|
| | |
| | |
| | |
| | |
| | |
| | |
| | void factorize(const MatrixType& a) |
| | { |
| | if(m_LDLT) |
| | Base::template factorize<true>(a); |
| | else |
| | Base::template factorize<false>(a); |
| | } |
| |
|
| | |
| | template<typename Rhs,typename Dest> |
| | void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const |
| | { |
| | eigen_assert(Base::m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()"); |
| | eigen_assert(Base::m_matrix.rows()==b.rows()); |
| |
|
| | if(Base::m_info!=Success) |
| | return; |
| |
|
| | if(Base::m_P.size()>0) |
| | dest = Base::m_P * b; |
| | else |
| | dest = b; |
| |
|
| | if(Base::m_matrix.nonZeros()>0) |
| | { |
| | if(m_LDLT) |
| | LDLTTraits::getL(Base::m_matrix).solveInPlace(dest); |
| | else |
| | LLTTraits::getL(Base::m_matrix).solveInPlace(dest); |
| | } |
| |
|
| | if(Base::m_diag.size()>0) |
| | dest = Base::m_diag.real().asDiagonal().inverse() * dest; |
| |
|
| | if (Base::m_matrix.nonZeros()>0) |
| | { |
| | if(m_LDLT) |
| | LDLTTraits::getU(Base::m_matrix).solveInPlace(dest); |
| | else |
| | LLTTraits::getU(Base::m_matrix).solveInPlace(dest); |
| | } |
| |
|
| | if(Base::m_P.size()>0) |
| | dest = Base::m_Pinv * dest; |
| | } |
| | |
| | |
| | template<typename Rhs,typename Dest> |
| | void _solve_impl(const SparseMatrixBase<Rhs> &b, SparseMatrixBase<Dest> &dest) const |
| | { |
| | internal::solve_sparse_through_dense_panels(*this, b, dest); |
| | } |
| | |
| | Scalar determinant() const |
| | { |
| | if(m_LDLT) |
| | { |
| | return Base::m_diag.prod(); |
| | } |
| | else |
| | { |
| | Scalar detL = Diagonal<const CholMatrixType>(Base::m_matrix).prod(); |
| | return numext::abs2(detL); |
| | } |
| | } |
| | |
| | protected: |
| | bool m_LDLT; |
| | }; |
| |
|
| | template<typename Derived> |
| | void SimplicialCholeskyBase<Derived>::ordering(const MatrixType& a, ConstCholMatrixPtr &pmat, CholMatrixType& ap) |
| | { |
| | eigen_assert(a.rows()==a.cols()); |
| | const Index size = a.rows(); |
| | pmat = ≈ |
| | |
| | if(!internal::is_same<OrderingType,NaturalOrdering<Index> >::value) |
| | { |
| | { |
| | CholMatrixType C; |
| | C = a.template selfadjointView<UpLo>(); |
| | |
| | OrderingType ordering; |
| | ordering(C,m_Pinv); |
| | } |
| |
|
| | if(m_Pinv.size()>0) m_P = m_Pinv.inverse(); |
| | else m_P.resize(0); |
| | |
| | ap.resize(size,size); |
| | ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P); |
| | } |
| | else |
| | { |
| | m_Pinv.resize(0); |
| | m_P.resize(0); |
| | if(int(UpLo)==int(Lower) || MatrixType::IsRowMajor) |
| | { |
| | |
| | ap.resize(size,size); |
| | ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>(); |
| | } |
| | else |
| | internal::simplicial_cholesky_grab_input<CholMatrixType,MatrixType>::run(a, pmat, ap); |
| | } |
| | } |
| |
|
| | } |
| |
|
| | #endif |
| |
|