SimplicialCholesky.h

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008-2012 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/.
// SPDX-License-Identifier: MPL-2.0
 
#ifndef EIGEN_SIMPLICIAL_CHOLESKY_H
#define EIGEN_SIMPLICIAL_CHOLESKY_H
 
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
 
namespace Eigen {
 
enum SimplicialCholeskyMode { SimplicialCholeskyLLT, SimplicialCholeskyLDLT };
 
namespace internal {
template <typename CholMatrixType, typename InputMatrixType>
struct simplicial_cholesky_grab_input {
  using ConstCholMatrixPtr = const CholMatrixType*;
  static void run(const InputMatrixType& input, ConstCholMatrixPtr& pmat, CholMatrixType& tmp) {
    tmp = input;
    pmat = &tmp;
  }
};
 
template <typename MatrixType>
struct simplicial_cholesky_grab_input<MatrixType, MatrixType> {
  using ConstMatrixPtr = const MatrixType*;
  static void run(const MatrixType& input, ConstMatrixPtr& pmat, MatrixType& /*tmp*/) { pmat = &input; }
};
 
// Compute a fill-reducing permutation for SimplicialCholesky. The generic path
// builds the full Scalar-valued symmetric matrix that the user's OrderingType
// expects. The AMDOrdering specialization below skips that copy: AMD reads
// only the sparsity pattern, so we can hand it a SparseSelfAdjointView<UpLo>
// whose pattern-only overload materializes the underlying triangle as
// SparseMatrix<signed char> and expands once.
template <bool UseAMDFastPath>
struct simplicial_cholesky_amd_dispatch {
  template <int UpLo_, bool NonHermitian, typename Ordering, typename MatrixType, typename CholMatrixType,
            typename Perm>
  static void run(const MatrixType& a, CholMatrixType& C, Perm& perm) {
    permute_symm_to_fullsymm<UpLo_, NonHermitian>(a, C, nullptr);
    Ordering ordering;
    ordering(C, perm);
  }
};
 
template <>
struct simplicial_cholesky_amd_dispatch<true> {
  template <int UpLo_, bool /*NonHermitian*/, typename Ordering, typename MatrixType, typename CholMatrixType,
            typename Perm>
  static void run(const MatrixType& a, CholMatrixType& /*C*/, Perm& perm) {
    // Pattern-only: works for both Hermitian and NonHermitian variants because
    // AMD's selfadjointView overload never reads scalar values, so the
    // selfadjoint-vs-symmetric distinction (which only affects value
    // expansion) is irrelevant.
    Ordering ordering;
    ordering(a.template selfadjointView<UpLo_>(), perm);
  }
};
}  // end namespace internal

template <typename Derived>
class SimplicialCholeskyBase : public SparseSolverBase<Derived> {
  using Base = SparseSolverBase<Derived>;
  using Base::m_isInitialized;
 
 public:
  using MatrixType = typename internal::traits<Derived>::MatrixType;
  using OrderingType = typename internal::traits<Derived>::OrderingType;
  enum { UpLo = internal::traits<Derived>::UpLo };
  using Scalar = typename MatrixType::Scalar;
  using RealScalar = typename MatrixType::RealScalar;
  using DiagonalScalar = typename internal::traits<Derived>::DiagonalScalar;
  using StorageIndex = typename MatrixType::StorageIndex;
  using CholMatrixType = SparseMatrix<Scalar, ColMajor, StorageIndex>;
  using ConstCholMatrixPtr = const CholMatrixType*;
  using VectorType = Matrix<Scalar, Dynamic, 1>;
  using VectorI = Matrix<StorageIndex, Dynamic, 1>;
 
  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);
  }
 
  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 DiagonalScalar& offset, const DiagonalScalar& 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_workSpace.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)  // otherwise L==I
      derived().matrixL().solveInPlace(dest);
 
    if (m_diag.size() > 0) dest = m_diag.asDiagonal().inverse() * dest;
 
    if (m_matrix.nonZeros() > 0)  // otherwise U==I
      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  // EIGEN_PARSED_BY_DOXYGEN
 
 protected:
  template <bool DoLDLT, bool NonHermitian>
  void compute(const MatrixType& matrix) {
    eigen_assert(matrix.rows() == matrix.cols());
    Index size = matrix.cols();
    CholMatrixType tmp(size, size);
    ConstCholMatrixPtr pmat;
    ordering<NonHermitian>(matrix, pmat, tmp);
    analyzePattern_preordered(*pmat, DoLDLT);
    factorize_preordered<DoLDLT, NonHermitian>(*pmat);
  }
 
  template <bool DoLDLT, bool NonHermitian>
  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) {
      // If there is no ordering, try to directly use the input matrix without any copy
      internal::simplicial_cholesky_grab_input<CholMatrixType, MatrixType>::run(a, pmat, tmp);
    } else {
      internal::permute_symm_to_symm<UpLo, Upper, NonHermitian>(a, tmp, m_P.indices().data());
      pmat = &tmp;
    }
 
    factorize_preordered<DoLDLT, NonHermitian>(*pmat);
  }
 
  template <bool DoLDLT, bool NonHermitian>
  void factorize_preordered(const CholMatrixType& a);
  template <bool DoLDLT, bool NonHermitian, bool UsePackets>
  void factorize_preordered_impl(const CholMatrixType& a);
 
  template <bool DoLDLT, bool NonHermitian>
  void analyzePattern(const MatrixType& a) {
    eigen_assert(a.rows() == a.cols());
    Index size = a.cols();
    CholMatrixType tmp(size, size);
    ConstCholMatrixPtr pmat;
    ordering<NonHermitian>(a, pmat, tmp);
    analyzePattern_preordered(*pmat, DoLDLT);
  }
  void analyzePattern_preordered(const CholMatrixType& a, bool doLDLT);
 
  template <bool NonHermitian>
  void ordering(const MatrixType& a, ConstCholMatrixPtr& pmat, CholMatrixType& ap);
 
  inline DiagonalScalar getDiag(Scalar x) { return internal::traits<Derived>::getDiag(x); }
  inline Scalar getSymm(Scalar x) { return internal::traits<Derived>::getSymm(x); }

  struct keep_diag {
    inline bool operator()(const Index& row, const Index& col, const Scalar&) const { return row != col; }
  };
 
  mutable ComputationInfo m_info;
  // Set once factorize() has run, success or not: factorize_preordered() breaks out on a bad pivot, leaving
  // the tails of m_diag and of m_matrix's diagonal unwritten. Readers of those also need m_info == Success.
  bool m_factorizationIsOk;
  bool m_analysisIsOk;
 
  CholMatrixType m_matrix;
  VectorType m_diag;  // the diagonal coefficients (LDLT mode)
  VectorI m_parent;   // elimination tree
  VectorI m_workSpace;
  PermutationMatrix<Dynamic, Dynamic, StorageIndex> m_P;     // the permutation
  PermutationMatrix<Dynamic, Dynamic, StorageIndex> m_Pinv;  // the inverse permutation
 
  DiagonalScalar m_shiftOffset;
  DiagonalScalar 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 SimplicialNonHermitianLLT;
template <typename MatrixType_, int UpLo_ = Lower,
          typename Ordering_ = AMDOrdering<typename MatrixType_::StorageIndex> >
class SimplicialNonHermitianLDLT;
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_> > {
  using MatrixType = MatrixType_;
  using OrderingType = Ordering_;
  enum { UpLo = UpLo_ };
  using Scalar = typename MatrixType::Scalar;
  using DiagonalScalar = typename MatrixType::RealScalar;
  using StorageIndex = typename MatrixType::StorageIndex;
  using CholMatrixType = SparseMatrix<Scalar, ColMajor, StorageIndex>;
  using MatrixL = TriangularView<const CholMatrixType, Eigen::Lower>;
  using MatrixU = TriangularView<const typename CholMatrixType::AdjointReturnType, Eigen::Upper>;
  static inline MatrixL getL(const CholMatrixType& m) { return MatrixL(m); }
  static inline MatrixU getU(const CholMatrixType& m) { return MatrixU(m.adjoint()); }
  static inline DiagonalScalar getDiag(Scalar x) { return numext::real(x); }
  static inline Scalar getSymm(Scalar x) { return numext::conj(x); }
};
 
template <typename MatrixType_, int UpLo_, typename Ordering_>
struct traits<SimplicialLDLT<MatrixType_, UpLo_, Ordering_> > {
  using MatrixType = MatrixType_;
  using OrderingType = Ordering_;
  enum { UpLo = UpLo_ };
  using Scalar = typename MatrixType::Scalar;
  using DiagonalScalar = typename MatrixType::RealScalar;
  using StorageIndex = typename MatrixType::StorageIndex;
  using CholMatrixType = SparseMatrix<Scalar, ColMajor, StorageIndex>;
  using MatrixL = TriangularView<const CholMatrixType, Eigen::UnitLower>;
  using MatrixU = TriangularView<const typename CholMatrixType::AdjointReturnType, Eigen::UnitUpper>;
  static inline MatrixL getL(const CholMatrixType& m) { return MatrixL(m); }
  static inline MatrixU getU(const CholMatrixType& m) { return MatrixU(m.adjoint()); }
  static inline DiagonalScalar getDiag(Scalar x) { return numext::real(x); }
  static inline Scalar getSymm(Scalar x) { return numext::conj(x); }
};
 
template <typename MatrixType_, int UpLo_, typename Ordering_>
struct traits<SimplicialNonHermitianLLT<MatrixType_, UpLo_, Ordering_> > {
  using MatrixType = MatrixType_;
  using OrderingType = Ordering_;
  enum { UpLo = UpLo_ };
  using Scalar = typename MatrixType::Scalar;
  using DiagonalScalar = typename MatrixType::Scalar;
  using StorageIndex = typename MatrixType::StorageIndex;
  using CholMatrixType = SparseMatrix<Scalar, ColMajor, StorageIndex>;
  using MatrixL = TriangularView<const CholMatrixType, Eigen::Lower>;
  using MatrixU = TriangularView<const typename CholMatrixType::ConstTransposeReturnType, Eigen::Upper>;
  static inline MatrixL getL(const CholMatrixType& m) { return MatrixL(m); }
  static inline MatrixU getU(const CholMatrixType& m) { return MatrixU(m.transpose()); }
  static inline DiagonalScalar getDiag(Scalar x) { return x; }
  static inline Scalar getSymm(Scalar x) { return x; }
};
 
template <typename MatrixType_, int UpLo_, typename Ordering_>
struct traits<SimplicialNonHermitianLDLT<MatrixType_, UpLo_, Ordering_> > {
  using MatrixType = MatrixType_;
  using OrderingType = Ordering_;
  enum { UpLo = UpLo_ };
  using Scalar = typename MatrixType::Scalar;
  using DiagonalScalar = typename MatrixType::Scalar;
  using StorageIndex = typename MatrixType::StorageIndex;
  using CholMatrixType = SparseMatrix<Scalar, ColMajor, StorageIndex>;
  using MatrixL = TriangularView<const CholMatrixType, Eigen::UnitLower>;
  using MatrixU = TriangularView<const typename CholMatrixType::ConstTransposeReturnType, Eigen::UnitUpper>;
  static inline MatrixL getL(const CholMatrixType& m) { return MatrixL(m); }
  static inline MatrixU getU(const CholMatrixType& m) { return MatrixU(m.transpose()); }
  static inline DiagonalScalar getDiag(Scalar x) { return x; }
  static inline Scalar getSymm(Scalar x) { return x; }
};
 
template <typename MatrixType_, int UpLo_, typename Ordering_>
struct traits<SimplicialCholesky<MatrixType_, UpLo_, Ordering_> > {
  using MatrixType = MatrixType_;
  using OrderingType = Ordering_;
  enum { UpLo = UpLo_ };
  using Scalar = typename MatrixType::Scalar;
  using DiagonalScalar = typename MatrixType::RealScalar;
  static inline DiagonalScalar getDiag(Scalar x) { return numext::real(x); }
  static inline Scalar getSymm(Scalar x) { return numext::conj(x); }
};
 
}  // namespace internal

template <typename MatrixType_, int UpLo_, typename Ordering_>
class SimplicialLLT : public SimplicialCholeskyBase<SimplicialLLT<MatrixType_, UpLo_, Ordering_> > {
 public:
  using MatrixType = MatrixType_;
  enum { UpLo = UpLo_ };
  using Base = SimplicialCholeskyBase<SimplicialLLT>;
  using Scalar = typename MatrixType::Scalar;
  using RealScalar = typename MatrixType::RealScalar;
  using StorageIndex = typename MatrixType::StorageIndex;
  using CholMatrixType = SparseMatrix<Scalar, ColMajor, Index>;
  using VectorType = Matrix<Scalar, Dynamic, 1>;
  using Traits = internal::traits<SimplicialLLT>;
  using MatrixL = typename Traits::MatrixL;
  using MatrixU = typename Traits::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, false>(matrix);
    return *this;
  }

  void analyzePattern(const MatrixType& a) { Base::template analyzePattern<false, false>(a); }

  void factorize(const MatrixType& a) { Base::template factorize<false, false>(a); }

  Scalar determinant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LLT is not factorized, or its factorization failed");
    Scalar detL = Base::m_matrix.diagonal().prod();
    return numext::abs2(detL);
  }

  RealScalar absDeterminant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LLT is not factorized, or its factorization failed");
    return numext::abs2(Base::m_matrix.diagonal().prod());
  }

  RealScalar logAbsDeterminant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LLT is not factorized, or its factorization failed");
    return RealScalar(2) * Base::m_matrix.diagonal().cwiseAbs().array().log().sum();
  }

  Scalar signDeterminant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LLT is not factorized, or its factorization failed");
    return Scalar(1);
  }
};

template <typename MatrixType_, int UpLo_, typename Ordering_>
class SimplicialLDLT : public SimplicialCholeskyBase<SimplicialLDLT<MatrixType_, UpLo_, Ordering_> > {
 public:
  using MatrixType = MatrixType_;
  enum { UpLo = UpLo_ };
  using Base = SimplicialCholeskyBase<SimplicialLDLT>;
  using Scalar = typename MatrixType::Scalar;
  using RealScalar = typename MatrixType::RealScalar;
  using StorageIndex = typename MatrixType::StorageIndex;
  using CholMatrixType = SparseMatrix<Scalar, ColMajor, StorageIndex>;
  using VectorType = Matrix<Scalar, Dynamic, 1>;
  using Traits = internal::traits<SimplicialLDLT>;
  using MatrixL = typename Traits::MatrixL;
  using MatrixU = typename Traits::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, false>(matrix);
    return *this;
  }

  void analyzePattern(const MatrixType& a) { Base::template analyzePattern<true, false>(a); }

  void factorize(const MatrixType& a) { Base::template factorize<true, false>(a); }

  Scalar determinant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LDLT is not factorized, or its factorization failed");
    return Base::m_diag.prod();
  }

  RealScalar absDeterminant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LDLT is not factorized, or its factorization failed");
    return numext::abs(Base::m_diag.real().prod());
  }

  RealScalar logAbsDeterminant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LDLT is not factorized, or its factorization failed");
    return Base::m_diag.real().cwiseAbs().array().log().sum();
  }

  Scalar signDeterminant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LDLT is not factorized, or its factorization failed");
    return Scalar(Base::m_diag.real().array().sign().prod());
  }
};

template <typename MatrixType_, int UpLo_, typename Ordering_>
class SimplicialNonHermitianLLT
    : public SimplicialCholeskyBase<SimplicialNonHermitianLLT<MatrixType_, UpLo_, Ordering_> > {
 public:
  using MatrixType = MatrixType_;
  enum { UpLo = UpLo_ };
  using Base = SimplicialCholeskyBase<SimplicialNonHermitianLLT>;
  using Scalar = typename MatrixType::Scalar;
  using RealScalar = typename MatrixType::RealScalar;
  using StorageIndex = typename MatrixType::StorageIndex;
  using CholMatrixType = SparseMatrix<Scalar, ColMajor, StorageIndex>;
  using VectorType = Matrix<Scalar, Dynamic, 1>;
  using Traits = internal::traits<SimplicialNonHermitianLLT>;
  using MatrixL = typename Traits::MatrixL;
  using MatrixU = typename Traits::MatrixU;
 
 public:
  SimplicialNonHermitianLLT() : Base() {}

  explicit SimplicialNonHermitianLLT(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);
  }

  SimplicialNonHermitianLLT& compute(const MatrixType& matrix) {
    Base::template compute<false, true>(matrix);
    return *this;
  }

  void analyzePattern(const MatrixType& a) { Base::template analyzePattern<false, true>(a); }

  void factorize(const MatrixType& a) { Base::template factorize<false, true>(a); }

  Scalar determinant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LLT is not factorized, or its factorization failed");
    Scalar detL = Base::m_matrix.diagonal().prod();
    return detL * detL;
  }

  RealScalar absDeterminant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LLT is not factorized, or its factorization failed");
    return numext::abs2(Base::m_matrix.diagonal().prod());
  }

  RealScalar logAbsDeterminant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LLT is not factorized, or its factorization failed");
    return RealScalar(2) * Base::m_matrix.diagonal().cwiseAbs().array().log().sum();
  }

  Scalar signDeterminant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LLT is not factorized, or its factorization failed");
    Scalar signL = Base::m_matrix.diagonal().array().sign().prod();
    return signL * signL;
  }
};

template <typename MatrixType_, int UpLo_, typename Ordering_>
class SimplicialNonHermitianLDLT
    : public SimplicialCholeskyBase<SimplicialNonHermitianLDLT<MatrixType_, UpLo_, Ordering_> > {
 public:
  using MatrixType = MatrixType_;
  enum { UpLo = UpLo_ };
  using Base = SimplicialCholeskyBase<SimplicialNonHermitianLDLT>;
  using Scalar = typename MatrixType::Scalar;
  using RealScalar = typename MatrixType::RealScalar;
  using StorageIndex = typename MatrixType::StorageIndex;
  using CholMatrixType = SparseMatrix<Scalar, ColMajor, StorageIndex>;
  using VectorType = Matrix<Scalar, Dynamic, 1>;
  using Traits = internal::traits<SimplicialNonHermitianLDLT>;
  using MatrixL = typename Traits::MatrixL;
  using MatrixU = typename Traits::MatrixU;
 
 public:
  SimplicialNonHermitianLDLT() : Base() {}

  explicit SimplicialNonHermitianLDLT(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);
  }

  SimplicialNonHermitianLDLT& compute(const MatrixType& matrix) {
    Base::template compute<true, true>(matrix);
    return *this;
  }

  void analyzePattern(const MatrixType& a) { Base::template analyzePattern<true, true>(a); }

  void factorize(const MatrixType& a) { Base::template factorize<true, true>(a); }

  Scalar determinant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LDLT is not factorized, or its factorization failed");
    return Base::m_diag.prod();
  }

  RealScalar absDeterminant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LDLT is not factorized, or its factorization failed");
    return numext::abs(Base::m_diag.prod());
  }

  RealScalar logAbsDeterminant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LDLT is not factorized, or its factorization failed");
    return Base::m_diag.cwiseAbs().array().log().sum();
  }

  Scalar signDeterminant() const {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial LDLT is not factorized, or its factorization failed");
    return Base::m_diag.array().sign().prod();
  }
};

template <typename MatrixType_, int UpLo_, typename Ordering_>
class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<MatrixType_, UpLo_, Ordering_> > {
 public:
  using MatrixType = MatrixType_;
  enum { UpLo = UpLo_ };
  using Base = SimplicialCholeskyBase<SimplicialCholesky>;
  using Scalar = typename MatrixType::Scalar;
  using RealScalar = typename MatrixType::RealScalar;
  using StorageIndex = typename MatrixType::StorageIndex;
  using CholMatrixType = SparseMatrix<Scalar, ColMajor, StorageIndex>;
  using VectorType = Matrix<Scalar, Dynamic, 1>;
  using LDLTTraits = internal::traits<SimplicialLDLT<MatrixType, UpLo>>;
  using LLTTraits = internal::traits<SimplicialLLT<MatrixType, UpLo>>;
 
 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, false>(matrix);
    else
      Base::template compute<false, false>(matrix);
    return *this;
  }

  void analyzePattern(const MatrixType& a) {
    if (m_LDLT)
      Base::template analyzePattern<true, false>(a);
    else
      Base::template analyzePattern<false, false>(a);
  }

  void factorize(const MatrixType& a) {
    if (m_LDLT)
      Base::template factorize<true, false>(a);
    else
      Base::template factorize<false, 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)  // otherwise L==I
    {
      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)  // otherwise U==I
    {
      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 {
    eigen_assert(Base::m_factorizationIsOk && Base::m_info == Success &&
                 "Simplicial Cholesky is not factorized, or its factorization failed");
    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>
template <bool NonHermitian>
void SimplicialCholeskyBase<Derived>::ordering(const MatrixType& a, ConstCholMatrixPtr& pmat, CholMatrixType& ap) {
  eigen_assert(a.rows() == a.cols());
  const Index size = a.rows();
  pmat = &ap;
  // Note that ordering methods compute the inverse permutation
  EIGEN_IF_CONSTEXPR ((!std::is_same<OrderingType, NaturalOrdering<StorageIndex> >::value)) {
    {
      CholMatrixType C;
      constexpr bool kUseAMDFastPath = std::is_same<OrderingType, AMDOrdering<StorageIndex> >::value;
      internal::simplicial_cholesky_amd_dispatch<kUseAMDFastPath>::template run<UpLo, NonHermitian, OrderingType>(
          a, C, m_Pinv);
    }
 
    if (m_Pinv.size() > 0)
      m_P = m_Pinv.inverse();
    else
      m_P.resize(0);
 
    ap.resize(size, size);
    internal::permute_symm_to_symm<UpLo, Upper, NonHermitian>(a, ap, m_P.indices().data());
  } else {
    m_Pinv.resize(0);
    m_P.resize(0);
    EIGEN_IF_CONSTEXPR (int(UpLo) == int(Lower) || MatrixType::IsRowMajor) {
      // we have to transpose the lower part to the upper one
      ap.resize(size, size);
      internal::permute_symm_to_symm<UpLo, Upper, NonHermitian>(a, ap, nullptr);
    } else
      internal::simplicial_cholesky_grab_input<CholMatrixType, MatrixType>::run(a, pmat, ap);
  }
}
 
}  // end namespace Eigen
 
#endif  // EIGEN_SIMPLICIAL_CHOLESKY_H