// 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/.
#ifndef EIGEN_CHOLMODSUPPORT_H
#define EIGEN_CHOLMODSUPPORT_H
namespace Eigen {
namespace internal {
template<typename Scalar> struct cholmod_configure_matrix;
template<> struct cholmod_configure_matrix<double> {
template<typename CholmodType>
static void run(CholmodType& mat) {
mat.xtype = CHOLMOD_REAL;
mat.dtype = CHOLMOD_DOUBLE;
}
};
template<> struct cholmod_configure_matrix<std::complex<double> > {
template<typename CholmodType>
static void run(CholmodType& mat) {
mat.xtype = CHOLMOD_COMPLEX;
mat.dtype = CHOLMOD_DOUBLE;
}
};
// Other scalar types are not yet suppotred by Cholmod
// template<> struct cholmod_configure_matrix<float> {
// template<typename CholmodType>
// static void run(CholmodType& mat) {
// mat.xtype = CHOLMOD_REAL;
// mat.dtype = CHOLMOD_SINGLE;
// }
// };
//
// template<> struct cholmod_configure_matrix<std::complex<float> > {
// template<typename CholmodType>
// 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<typename _Scalar, int _Options, typename _StorageIndex>
cholmod_sparse viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_StorageIndex> > 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<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, unsigned int 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;
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);
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<Scalar>::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<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) );
}
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<typename _MatrixType, int _UpLo, typename Derived>
class CholmodBase : public SparseSolverBase<Derived>
{
protected:
typedef SparseSolverBase<Derived> 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<double,RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
cholmod_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<double,RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
cholmod_start(&m_cholmod);
compute(matrix);
}
~CholmodBase()
{
if(m_cholmodFactor)
cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
cholmod_finish(&m_cholmod);
}
inline StorageIndex cols() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }
inline StorageIndex rows() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }
/** \brief Reports whether previous computation was successful.
*
* \returns \c Success if computation was succesful,
* \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)
{
cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
m_cholmodFactor = 0;
}
cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
m_cholmodFactor = cholmod_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<UpLo>());
cholmod_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<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 stoarge 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 = cholmod_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.)
dest = Matrix<Scalar,Dest::RowsAtCompileTime,Dest::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x),b.rows(),b.cols());
cholmod_free_dense(&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 = cholmod_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.)
dest.derived() = viewAsEigen<typename DestDerived::Scalar,ColMajor,typename DestDerived::StorageIndex>(*x_cs);
cholmod_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<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];
Map<const Array<Scalar,1,Dynamic>, 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<StorageIndex*>(m_cholmodFactor->p);
Index size = m_cholmodFactor->n;
for (Index k=0; k<size; ++k)
logDet += log(real( x[p[k]] ));
}
if (m_cholmodFactor->is_ll)
logDet *= 2.0;
return logDet;
};
template<typename Stream>
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<typename _MatrixType, int _UpLo = Lower>
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<typename _MatrixType, int _UpLo = Lower>
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<typename _MatrixType, int _UpLo = Lower>
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<typename _MatrixType, int _UpLo = Lower>
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