11#ifndef EIGEN_UMFPACKSUPPORT_H
12#define EIGEN_UMFPACKSUPPORT_H
16#ifndef SuiteSparse_long
18#define SuiteSparse_long UF_long
20#error neither SuiteSparse_long nor UF_long are defined
25#include "./InternalHeaderCheck.h"
34inline void umfpack_defaults(
double control[UMFPACK_CONTROL],
double,
int) { umfpack_di_defaults(control); }
36inline void umfpack_defaults(
double control[UMFPACK_CONTROL], std::complex<double>,
int) {
37 umfpack_zi_defaults(control);
40inline void umfpack_defaults(
double control[UMFPACK_CONTROL],
double, SuiteSparse_long) {
41 umfpack_dl_defaults(control);
44inline void umfpack_defaults(
double control[UMFPACK_CONTROL], std::complex<double>, SuiteSparse_long) {
45 umfpack_zl_defaults(control);
49inline void umfpack_report_info(
double control[UMFPACK_CONTROL],
double info[UMFPACK_INFO],
double,
int) {
50 umfpack_di_report_info(control, info);
53inline void umfpack_report_info(
double control[UMFPACK_CONTROL],
double info[UMFPACK_INFO], std::complex<double>,
int) {
54 umfpack_zi_report_info(control, info);
57inline void umfpack_report_info(
double control[UMFPACK_CONTROL],
double info[UMFPACK_INFO],
double, SuiteSparse_long) {
58 umfpack_dl_report_info(control, info);
61inline void umfpack_report_info(
double control[UMFPACK_CONTROL],
double info[UMFPACK_INFO], std::complex<double>,
63 umfpack_zl_report_info(control, info);
67inline void umfpack_report_status(
double control[UMFPACK_CONTROL],
int status,
double,
int) {
68 umfpack_di_report_status(control, status);
71inline void umfpack_report_status(
double control[UMFPACK_CONTROL],
int status, std::complex<double>,
int) {
72 umfpack_zi_report_status(control, status);
75inline void umfpack_report_status(
double control[UMFPACK_CONTROL],
int status,
double, SuiteSparse_long) {
76 umfpack_dl_report_status(control, status);
79inline void umfpack_report_status(
double control[UMFPACK_CONTROL],
int status, std::complex<double>, SuiteSparse_long) {
80 umfpack_zl_report_status(control, status);
84inline void umfpack_report_control(
double control[UMFPACK_CONTROL],
double,
int) { umfpack_di_report_control(control); }
86inline void umfpack_report_control(
double control[UMFPACK_CONTROL], std::complex<double>,
int) {
87 umfpack_zi_report_control(control);
90inline void umfpack_report_control(
double control[UMFPACK_CONTROL],
double, SuiteSparse_long) {
91 umfpack_dl_report_control(control);
94inline void umfpack_report_control(
double control[UMFPACK_CONTROL], std::complex<double>, SuiteSparse_long) {
95 umfpack_zl_report_control(control);
99inline void umfpack_free_numeric(
void **Numeric,
double,
int) {
100 umfpack_di_free_numeric(Numeric);
104inline void umfpack_free_numeric(
void **Numeric, std::complex<double>,
int) {
105 umfpack_zi_free_numeric(Numeric);
109inline void umfpack_free_numeric(
void **Numeric,
double, SuiteSparse_long) {
110 umfpack_dl_free_numeric(Numeric);
114inline void umfpack_free_numeric(
void **Numeric, std::complex<double>, SuiteSparse_long) {
115 umfpack_zl_free_numeric(Numeric);
120inline void umfpack_free_symbolic(
void **Symbolic,
double,
int) {
121 umfpack_di_free_symbolic(Symbolic);
125inline void umfpack_free_symbolic(
void **Symbolic, std::complex<double>,
int) {
126 umfpack_zi_free_symbolic(Symbolic);
130inline void umfpack_free_symbolic(
void **Symbolic,
double, SuiteSparse_long) {
131 umfpack_dl_free_symbolic(Symbolic);
135inline void umfpack_free_symbolic(
void **Symbolic, std::complex<double>, SuiteSparse_long) {
136 umfpack_zl_free_symbolic(Symbolic);
141inline int umfpack_symbolic(
int n_row,
int n_col,
const int Ap[],
const int Ai[],
const double Ax[],
void **Symbolic,
142 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
143 return umfpack_di_symbolic(n_row, n_col, Ap, Ai, Ax, Symbolic, Control, Info);
146inline int umfpack_symbolic(
int n_row,
int n_col,
const int Ap[],
const int Ai[],
const std::complex<double> Ax[],
147 void **Symbolic,
const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
148 return umfpack_zi_symbolic(n_row, n_col, Ap, Ai, &numext::real_ref(Ax[0]), 0, Symbolic, Control, Info);
150inline SuiteSparse_long umfpack_symbolic(SuiteSparse_long n_row, SuiteSparse_long n_col,
const SuiteSparse_long Ap[],
151 const SuiteSparse_long Ai[],
const double Ax[],
void **Symbolic,
152 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
153 return umfpack_dl_symbolic(n_row, n_col, Ap, Ai, Ax, Symbolic, Control, Info);
156inline SuiteSparse_long umfpack_symbolic(SuiteSparse_long n_row, SuiteSparse_long n_col,
const SuiteSparse_long Ap[],
157 const SuiteSparse_long Ai[],
const std::complex<double> Ax[],
void **Symbolic,
158 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
159 return umfpack_zl_symbolic(n_row, n_col, Ap, Ai, &numext::real_ref(Ax[0]), 0, Symbolic, Control, Info);
163inline int umfpack_numeric(
const int Ap[],
const int Ai[],
const double Ax[],
void *Symbolic,
void **Numeric,
164 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
165 return umfpack_di_numeric(Ap, Ai, Ax, Symbolic, Numeric, Control, Info);
168inline int umfpack_numeric(
const int Ap[],
const int Ai[],
const std::complex<double> Ax[],
void *Symbolic,
169 void **Numeric,
const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
170 return umfpack_zi_numeric(Ap, Ai, &numext::real_ref(Ax[0]), 0, Symbolic, Numeric, Control, Info);
172inline SuiteSparse_long umfpack_numeric(
const SuiteSparse_long Ap[],
const SuiteSparse_long Ai[],
const double Ax[],
173 void *Symbolic,
void **Numeric,
const double Control[UMFPACK_CONTROL],
174 double Info[UMFPACK_INFO]) {
175 return umfpack_dl_numeric(Ap, Ai, Ax, Symbolic, Numeric, Control, Info);
178inline SuiteSparse_long umfpack_numeric(
const SuiteSparse_long Ap[],
const SuiteSparse_long Ai[],
179 const std::complex<double> Ax[],
void *Symbolic,
void **Numeric,
180 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
181 return umfpack_zl_numeric(Ap, Ai, &numext::real_ref(Ax[0]), 0, Symbolic, Numeric, Control, Info);
185inline int umfpack_solve(
int sys,
const int Ap[],
const int Ai[],
const double Ax[],
double X[],
const double B[],
186 void *Numeric,
const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
187 return umfpack_di_solve(sys, Ap, Ai, Ax, X, B, Numeric, Control, Info);
190inline int umfpack_solve(
int sys,
const int Ap[],
const int Ai[],
const std::complex<double> Ax[],
191 std::complex<double> X[],
const std::complex<double> B[],
void *Numeric,
192 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
193 return umfpack_zi_solve(sys, Ap, Ai, &numext::real_ref(Ax[0]), 0, &numext::real_ref(X[0]), 0, &numext::real_ref(B[0]),
194 0, Numeric, Control, Info);
197inline SuiteSparse_long umfpack_solve(
int sys,
const SuiteSparse_long Ap[],
const SuiteSparse_long Ai[],
198 const double Ax[],
double X[],
const double B[],
void *Numeric,
199 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
200 return umfpack_dl_solve(sys, Ap, Ai, Ax, X, B, Numeric, Control, Info);
203inline SuiteSparse_long umfpack_solve(
int sys,
const SuiteSparse_long Ap[],
const SuiteSparse_long Ai[],
204 const std::complex<double> Ax[], std::complex<double> X[],
205 const std::complex<double> B[],
void *Numeric,
206 const double Control[UMFPACK_CONTROL],
double Info[UMFPACK_INFO]) {
207 return umfpack_zl_solve(sys, Ap, Ai, &numext::real_ref(Ax[0]), 0, &numext::real_ref(X[0]), 0, &numext::real_ref(B[0]),
208 0, Numeric, Control, Info);
212inline int umfpack_get_lunz(
int *lnz,
int *unz,
int *n_row,
int *n_col,
int *nz_udiag,
void *Numeric,
double) {
213 return umfpack_di_get_lunz(lnz, unz, n_row, n_col, nz_udiag, Numeric);
216inline int umfpack_get_lunz(
int *lnz,
int *unz,
int *n_row,
int *n_col,
int *nz_udiag,
void *Numeric,
217 std::complex<double>) {
218 return umfpack_zi_get_lunz(lnz, unz, n_row, n_col, nz_udiag, Numeric);
221inline SuiteSparse_long umfpack_get_lunz(SuiteSparse_long *lnz, SuiteSparse_long *unz, SuiteSparse_long *n_row,
222 SuiteSparse_long *n_col, SuiteSparse_long *nz_udiag,
void *Numeric,
double) {
223 return umfpack_dl_get_lunz(lnz, unz, n_row, n_col, nz_udiag, Numeric);
226inline SuiteSparse_long umfpack_get_lunz(SuiteSparse_long *lnz, SuiteSparse_long *unz, SuiteSparse_long *n_row,
227 SuiteSparse_long *n_col, SuiteSparse_long *nz_udiag,
void *Numeric,
228 std::complex<double>) {
229 return umfpack_zl_get_lunz(lnz, unz, n_row, n_col, nz_udiag, Numeric);
233inline int umfpack_get_numeric(
int Lp[],
int Lj[],
double Lx[],
int Up[],
int Ui[],
double Ux[],
int P[],
int Q[],
234 double Dx[],
int *do_recip,
double Rs[],
void *Numeric) {
235 return umfpack_di_get_numeric(Lp, Lj, Lx, Up, Ui, Ux, P, Q, Dx, do_recip, Rs, Numeric);
238inline int umfpack_get_numeric(
int Lp[],
int Lj[], std::complex<double> Lx[],
int Up[],
int Ui[],
239 std::complex<double> Ux[],
int P[],
int Q[], std::complex<double> Dx[],
int *do_recip,
240 double Rs[],
void *Numeric) {
241 double &lx0_real = numext::real_ref(Lx[0]);
242 double &ux0_real = numext::real_ref(Ux[0]);
243 double &dx0_real = numext::real_ref(Dx[0]);
244 return umfpack_zi_get_numeric(Lp, Lj, Lx ? &lx0_real : 0, 0, Up, Ui, Ux ? &ux0_real : 0, 0, P, Q, Dx ? &dx0_real : 0,
245 0, do_recip, Rs, Numeric);
247inline SuiteSparse_long umfpack_get_numeric(SuiteSparse_long Lp[], SuiteSparse_long Lj[],
double Lx[],
248 SuiteSparse_long Up[], SuiteSparse_long Ui[],
double Ux[],
249 SuiteSparse_long P[], SuiteSparse_long Q[],
double Dx[],
250 SuiteSparse_long *do_recip,
double Rs[],
void *Numeric) {
251 return umfpack_dl_get_numeric(Lp, Lj, Lx, Up, Ui, Ux, P, Q, Dx, do_recip, Rs, Numeric);
254inline SuiteSparse_long umfpack_get_numeric(SuiteSparse_long Lp[], SuiteSparse_long Lj[], std::complex<double> Lx[],
255 SuiteSparse_long Up[], SuiteSparse_long Ui[], std::complex<double> Ux[],
256 SuiteSparse_long P[], SuiteSparse_long Q[], std::complex<double> Dx[],
257 SuiteSparse_long *do_recip,
double Rs[],
void *Numeric) {
258 double &lx0_real = numext::real_ref(Lx[0]);
259 double &ux0_real = numext::real_ref(Ux[0]);
260 double &dx0_real = numext::real_ref(Dx[0]);
261 return umfpack_zl_get_numeric(Lp, Lj, Lx ? &lx0_real : 0, 0, Up, Ui, Ux ? &ux0_real : 0, 0, P, Q, Dx ? &dx0_real : 0,
262 0, do_recip, Rs, Numeric);
266inline int umfpack_get_determinant(
double *Mx,
double *Ex,
void *NumericHandle,
double User_Info[UMFPACK_INFO],
int) {
267 return umfpack_di_get_determinant(Mx, Ex, NumericHandle, User_Info);
270inline int umfpack_get_determinant(std::complex<double> *Mx,
double *Ex,
void *NumericHandle,
271 double User_Info[UMFPACK_INFO],
int) {
272 double &mx_real = numext::real_ref(*Mx);
273 return umfpack_zi_get_determinant(&mx_real, 0, Ex, NumericHandle, User_Info);
276inline SuiteSparse_long umfpack_get_determinant(
double *Mx,
double *Ex,
void *NumericHandle,
277 double User_Info[UMFPACK_INFO], SuiteSparse_long) {
278 return umfpack_dl_get_determinant(Mx, Ex, NumericHandle, User_Info);
281inline SuiteSparse_long umfpack_get_determinant(std::complex<double> *Mx,
double *Ex,
void *NumericHandle,
282 double User_Info[UMFPACK_INFO], SuiteSparse_long) {
283 double &mx_real = numext::real_ref(*Mx);
284 return umfpack_zl_get_determinant(&mx_real, 0, Ex, NumericHandle, User_Info);
302template <
typename MatrixType_>
306 using Base::m_isInitialized;
309 using Base::_solve_impl;
310 typedef MatrixType_ MatrixType;
311 typedef typename MatrixType::Scalar Scalar;
312 typedef typename MatrixType::RealScalar RealScalar;
313 typedef typename MatrixType::StorageIndex StorageIndex;
320 enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime };
326 UmfPackLU() : m_dummy(0, 0), mp_matrix(m_dummy) { init(); }
328 template <
typename InputMatrixType>
329 explicit UmfPackLU(
const InputMatrixType &matrix) : mp_matrix(matrix) {
335 if (m_symbolic) umfpack_free_symbolic(&m_symbolic, Scalar(), StorageIndex());
336 if (m_numeric) umfpack_free_numeric(&m_numeric, Scalar(), StorageIndex());
339 inline Index rows()
const {
return mp_matrix.rows(); }
340 inline Index cols()
const {
return mp_matrix.cols(); }
348 eigen_assert(m_isInitialized &&
"Decomposition is not initialized.");
352 inline const LUMatrixType &matrixL()
const {
353 if (m_extractedDataAreDirty) extractData();
357 inline const LUMatrixType &matrixU()
const {
358 if (m_extractedDataAreDirty) extractData();
362 inline const IntColVectorType &permutationP()
const {
363 if (m_extractedDataAreDirty) extractData();
367 inline const IntRowVectorType &permutationQ()
const {
368 if (m_extractedDataAreDirty) extractData();
376 template <
typename InputMatrixType>
378 if (m_symbolic) umfpack_free_symbolic(&m_symbolic, Scalar(), StorageIndex());
379 if (m_numeric) umfpack_free_numeric(&m_numeric, Scalar(), StorageIndex());
380 grab(matrix.derived());
381 analyzePattern_impl();
391 template <
typename InputMatrixType>
393 if (m_symbolic) umfpack_free_symbolic(&m_symbolic, Scalar(), StorageIndex());
394 if (m_numeric) umfpack_free_numeric(&m_numeric, Scalar(), StorageIndex());
396 grab(matrix.derived());
398 analyzePattern_impl();
407 eigen_assert(m_numeric &&
"UmfPackLU: you must first call factorize()");
408 return m_fact_errorCode;
433 template <
typename InputMatrixType>
435 eigen_assert(m_analysisIsOk &&
"UmfPackLU: you must first call analyzePattern()");
436 if (m_numeric) umfpack_free_numeric(&m_numeric, Scalar(), StorageIndex());
438 grab(matrix.derived());
454 eigen_assert(m_analysisIsOk &&
"UmfPackLU: you must first call analyzePattern()");
455 umfpack_report_info(m_control.data(), m_umfpackInfo.data(), Scalar(), StorageIndex());
464 eigen_assert(m_analysisIsOk &&
"UmfPackLU: you must first call analyzePattern()");
465 umfpack_report_status(m_control.data(), m_fact_errorCode, Scalar(), StorageIndex());
469 template <
typename BDerived,
typename XDerived>
472 Scalar determinant()
const;
474 void extractData()
const;
479 m_isInitialized =
false;
482 m_extractedDataAreDirty =
true;
484 umfpack_defaults(m_control.
data(), Scalar(), StorageIndex());
487 void analyzePattern_impl() {
488 m_fact_errorCode = umfpack_symbolic(internal::convert_index<StorageIndex>(mp_matrix.rows()),
489 internal::convert_index<StorageIndex>(mp_matrix.cols()),
490 mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
491 &m_symbolic, m_control.
data(), m_umfpackInfo.
data());
493 m_isInitialized =
true;
495 m_analysisIsOk =
true;
496 m_factorizationIsOk =
false;
497 m_extractedDataAreDirty =
true;
500 void factorize_impl() {
501 m_fact_errorCode = umfpack_numeric(mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
502 m_symbolic, &m_numeric, m_control.data(), m_umfpackInfo.data());
505 m_factorizationIsOk =
true;
506 m_extractedDataAreDirty =
true;
509 template <
typename MatrixDerived>
510 void grab(
const EigenBase<MatrixDerived> &A) {
511 internal::destroy_at(&mp_matrix);
512 internal::construct_at(&mp_matrix, A.derived());
515 void grab(
const UmfpackMatrixRef &A) {
516 if (&(A.derived()) != &mp_matrix) {
517 internal::destroy_at(&mp_matrix);
518 internal::construct_at(&mp_matrix, A);
523 mutable LUMatrixType m_l;
524 StorageIndex m_fact_errorCode;
525 UmfpackControl m_control;
526 mutable UmfpackInfo m_umfpackInfo;
528 mutable LUMatrixType m_u;
529 mutable IntColVectorType m_p;
530 mutable IntRowVectorType m_q;
532 UmfpackMatrixType m_dummy;
533 UmfpackMatrixRef mp_matrix;
539 int m_factorizationIsOk;
541 mutable bool m_extractedDataAreDirty;
544 UmfPackLU(
const UmfPackLU &) {}
547template <
typename MatrixType>
548void UmfPackLU<MatrixType>::extractData()
const {
549 if (m_extractedDataAreDirty) {
551 StorageIndex lnz, unz, rows, cols, nz_udiag;
552 umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
555 m_l.resize(rows, (std::min)(rows, cols));
556 m_l.resizeNonZeros(lnz);
558 m_u.resize((std::min)(rows, cols), cols);
559 m_u.resizeNonZeros(unz);
565 umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(), m_u.outerIndexPtr(),
566 m_u.innerIndexPtr(), m_u.valuePtr(), m_p.data(), m_q.data(), 0, 0, 0, m_numeric);
568 m_extractedDataAreDirty =
false;
572template <
typename MatrixType>
573typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant()
const {
575 umfpack_get_determinant(&det, 0, m_numeric, 0, StorageIndex());
579template <
typename MatrixType>
580template <
typename BDerived,
typename XDerived>
582 Index rhsCols = b.cols();
583 eigen_assert((BDerived::Flags &
RowMajorBit) == 0 &&
"UmfPackLU backend does not support non col-major rhs yet");
584 eigen_assert((XDerived::Flags &
RowMajorBit) == 0 &&
"UmfPackLU backend does not support non col-major result yet");
585 eigen_assert(b.derived().data() != x.derived().data() &&
" Umfpack does not support inplace solve");
589 if (x.innerStride() != 1) {
590 x_tmp.resize(x.rows());
591 x_ptr = x_tmp.data();
593 for (
int j = 0; j < rhsCols; ++j) {
594 if (x.innerStride() == 1) x_ptr = &x.col(j).coeffRef(0);
595 StorageIndex errorCode =
596 umfpack_solve(UMFPACK_A, mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(), x_ptr,
597 &b.const_cast_derived().col(j).coeffRef(0), m_numeric, m_control.data(), m_umfpackInfo.data());
598 if (x.innerStride() != 1) x.col(j) = x_tmp;
599 if (errorCode != 0)
return false;
General-purpose arrays with easy API for coefficient-wise operations.
Definition Array.h:55
Base class for all dense matrices, vectors, and expressions.
Definition MatrixBase.h:53
The matrix class, also used for vectors and row-vectors.
Definition Matrix.h:188
constexpr const Scalar * data() const
Definition PlainObjectBase.h:261
A matrix or vector expression mapping an existing expression.
Definition Ref.h:262
A versatile sparse matrix representation.
Definition SparseMatrix.h:122
SparseSolverBase()=default
void printUmfpackControl()
Definition UmfPackSupport.h:447
void compute(const InputMatrixType &matrix)
Definition UmfPackSupport.h:377
void factorize(const InputMatrixType &matrix)
Definition UmfPackSupport.h:434
int umfpackFactorizeReturncode() const
Definition UmfPackSupport.h:406
ComputationInfo info() const
Reports whether previous computation was successful.
Definition UmfPackSupport.h:347
UmfpackControl & umfpackControl()
Definition UmfPackSupport.h:425
void printUmfpackInfo()
Definition UmfPackSupport.h:453
const UmfpackControl & umfpackControl() const
Definition UmfPackSupport.h:417
void analyzePattern(const InputMatrixType &matrix)
Definition UmfPackSupport.h:392
void printUmfpackStatus()
Definition UmfPackSupport.h:463
ComputationInfo
Definition Constants.h:455
@ NumericalIssue
Definition Constants.h:459
@ InvalidInput
Definition Constants.h:464
@ Success
Definition Constants.h:457
constexpr unsigned int RowMajorBit
Definition Constants.h:71