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add the possibility to solve for sparse rhs with Cholmod

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This commit is contained in:
Gael Guennebaud
2010-10-27 14:31:23 +02:00
parent 5d4ff3f99c
commit 241e5ee3e7
6 changed files with 171 additions and 17 deletions
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106
unsupported/Eigen/src/SparseExtra/CholmodSupport.h
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@@ -26,7 +26,57 @@
#define EIGEN_CHOLMODSUPPORT_H
namespace internal {
template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base;
template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval;
template<typename DecompositionType, typename Rhs>
struct traits<sparse_solve_retval_base<DecompositionType, Rhs> >
{
typedef typename DecompositionType::MatrixType MatrixType;
typedef SparseMatrix<typename Rhs::Scalar, Rhs::Options, typename Rhs::Index> ReturnType;
};
template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base
: public ReturnByValue<sparse_solve_retval_base<_DecompositionType, Rhs> >
{
typedef typename remove_all<typename Rhs::Nested>::type RhsNestedCleaned;
typedef _DecompositionType DecompositionType;
typedef ReturnByValue<sparse_solve_retval_base> Base;
typedef typename Base::Index Index;
sparse_solve_retval_base(const DecompositionType& dec, const Rhs& rhs)
: m_dec(dec), m_rhs(rhs)
{}
inline Index rows() const { return m_dec.cols(); }
inline Index cols() const { return m_rhs.cols(); }
inline const DecompositionType& dec() const { return m_dec; }
inline const RhsNestedCleaned& rhs() const { return m_rhs; }
template<typename Dest> inline void evalTo(Dest& dst) const
{
static_cast<const sparse_solve_retval<DecompositionType,Rhs>*>(this)->evalTo(dst);
}
protected:
const DecompositionType& m_dec;
const typename Rhs::Nested m_rhs;
};
#define EIGEN_MAKE_SPARSE_SOLVE_HELPERS(DecompositionType,Rhs) \
typedef typename DecompositionType::MatrixType MatrixType; \
typedef typename MatrixType::Scalar Scalar; \
typedef typename MatrixType::RealScalar RealScalar; \
typedef typename MatrixType::Index Index; \
typedef Eigen::internal::sparse_solve_retval_base<DecompositionType,Rhs> Base; \
using Base::dec; \
using Base::rhs; \
using Base::rows; \
using Base::cols; \
sparse_solve_retval(const DecompositionType& dec, const Rhs& rhs) \
: Base(dec, rhs) {}
template<typename Scalar, typename CholmodType>
void cholmod_configure_matrix(CholmodType& mat)
{
@@ -94,6 +144,13 @@ cholmod_sparse viewAsCholmod(SparseMatrix<_Scalar,_Options,_Index>& mat)
return res;
}
template<typename _Scalar, int _Options, typename _Index>
const cholmod_sparse viewAsCholmod(const SparseMatrix<_Scalar,_Options,_Index>& mat)
{
cholmod_sparse res = viewAsCholmod(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>
@@ -247,6 +304,20 @@ class CholmodDecomposition
return internal::solve_retval<CholmodDecomposition, Rhs>(*this, b.derived());
}
/** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
*
* \sa compute()
*/
template<typename Rhs>
inline const internal::sparse_solve_retval<CholmodDecomposition, Rhs>
solve(const SparseMatrixBase<Rhs>& b) const
{
eigen_assert(m_isInitialized && "LLT is not initialized.");
eigen_assert(rows()==b.rows()
&& "CholmodDecomposition::solve(): invalid number of rows of the right hand side matrix b");
return internal::sparse_solve_retval<CholmodDecomposition, Rhs>(*this, b.derived());
}
/** Performs a symbolic decomposition on the sparcity of \a matrix.
*
* This function is particularly useful when solving for several problems having the same structure.
@@ -305,10 +376,30 @@ class CholmodDecomposition
{
this->m_info = NumericalIssue;
}
dest = Matrix<Scalar,Dynamic,1>::Map(reinterpret_cast<Scalar*>(x_cd->x),b.rows());
// TODO optimize this copy by swapping when possible (be carreful 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 RhsScalar, int RhsOptions, typename RhsIndex, typename DestScalar, int DestOptions, typename DestIndex>
void _solve(const SparseMatrix<RhsScalar,RhsOptions,RhsIndex> &b, SparseMatrix<DestScalar,DestOptions,DestIndex> &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_assert(size==b.rows());
// note: cs stands for Cholmod Sparse
cholmod_sparse b_cs = viewAsCholmod(b);
cholmod_sparse* x_cs = cholmod_spsolve(CHOLMOD_A, m_cholmodFactor, &b_cs, &m_cholmod);
if(!x_cs)
{
this->m_info = NumericalIssue;
}
// TODO optimize this copy by swapping when possible (be carreful with alignment, etc.)
dest = viewAsEigen<DestScalar,DestOptions,DestIndex>(*x_cs);
cholmod_free_sparse(&x_cs, &m_cholmod);
}
#endif // EIGEN_PARSED_BY_DOXYGEN
protected:
@@ -335,6 +426,19 @@ struct solve_retval<CholmodDecomposition<_MatrixType,_UpLo>, Rhs>
}
};
template<typename _MatrixType, int _UpLo, typename Rhs>
struct sparse_solve_retval<CholmodDecomposition<_MatrixType,_UpLo>, Rhs>
: sparse_solve_retval_base<CholmodDecomposition<_MatrixType,_UpLo>, Rhs>
{
typedef CholmodDecomposition<_MatrixType,_UpLo> Dec;
EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
template<typename Dest> void evalTo(Dest& dst) const
{
dec()._solve(rhs(),dst);
}
};
}
#endif // EIGEN_CHOLMODSUPPORT_H