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Sparse module: add experimental support for TAUCS and CHOLMOD with:

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* bidirectionnal mapping
 * full cholesky factorization
This commit is contained in:
Gael Guennebaud
2008-10-05 13:38:38 +00:00
parent a930dfb229
commit b730c6f57d
6 changed files with 312 additions and 18 deletions
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90
Eigen/src/Sparse/TaucsSupport.h Normal file
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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#ifndef EIGEN_TAUCSSUPPORT_H
#define EIGEN_TAUCSSUPPORT_H
template<typename Scalar, int Flags>
taucs_ccs_matrix SparseMatrix<Scalar,Flags>::asTaucsMatrix()
{
taucs_ccs_matrix res;
res.n = cols();
res.m = rows();
res.flags = 0;
res.colptr = _outerIndexPtr();
res.rowind = _innerIndexPtr();
res.values.v = _valuePtr();
if (ei_is_same_type<Scalar,int>::ret)
res.flags |= TAUCS_INT;
else if (ei_is_same_type<Scalar,float>::ret)
res.flags |= TAUCS_SINGLE;
else if (ei_is_same_type<Scalar,double>::ret)
res.flags |= TAUCS_DOUBLE;
else if (ei_is_same_type<Scalar,std::complex<float> >::ret)
res.flags |= TAUCS_SCOMPLEX;
else if (ei_is_same_type<Scalar,std::complex<double> >::ret)
res.flags |= TAUCS_DCOMPLEX;
else
{
ei_assert(false && "Scalar type not supported by TAUCS");
}
if (Flags & Upper)
res.flags |= TAUCS_UPPER;
if (Flags & Lower)
res.flags |= TAUCS_LOWER;
if (Flags & SelfAdjoint)
res.flags |= (NumTraits<Scalar>::IsComplex ? TAUCS_HERMITIAN : TAUCS_SYMMETRIC);
else if ((Flags & Upper) || (Flags & Lower))
res.flags |= TAUCS_TRIANGULAR;
return res;
}
template<typename Scalar, int Flags>
SparseMatrix<Scalar,Flags> SparseMatrix<Scalar,Flags>::Map(taucs_ccs_matrix& taucsMat)
{
SparseMatrix res;
res.m_innerSize = taucsMat.m;
res.m_outerSize = taucsMat.n;
res.m_outerIndex = taucsMat.colptr;
SparseArray<Scalar> data = SparseArray<Scalar>::Map(
taucsMat.rowind,
reinterpret_cast<Scalar*>(taucsMat.values.v),
taucsMat.colptr[taucsMat.n]);
res.m_data.swap(data);
// res.markAsRValue();
return res;
}
template<typename MatrixType>
void SparseCholesky<MatrixType>::computeUsingTaucs(const MatrixType& a)
{
taucs_ccs_matrix taucsMatA = const_cast<MatrixType&>(a).asTaucsMatrix();
taucs_ccs_matrix* taucsRes = taucs_ccs_factor_llt(&taucsMatA, 0, 0);
m_matrix = CholMatrixType::Map(*taucsRes);
free(taucsRes);
}
#endif // EIGEN_TAUCSSUPPORT_H