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Updates to the Sparse unsupported solvers module.

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* change Sparse* specialization's signatures from <..., int Backend> to <..., typename Backend>. Update SparseExtra accordingly to use structs instead of the SparseBackend enum.
* add SparseLDLT Cholmod specialization
* for Cholmod and UmfPack, SparseLU, SparseLLT and SparseLDLT now use ei_solve_retval and have the new solve() method (to be closer to the 3.0 API).

* fix doc
This commit is contained in:
Romain Bossart
2010-10-04 20:56:54 +02:00
parent e3d01f85b2
commit c6503e03eb
15 changed files with 563 additions and 187 deletions
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65
unsupported/Eigen/src/SparseExtra/UmfPackSupport.h
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@@ -117,22 +117,24 @@ inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *N
}
template<typename MatrixType>
class SparseLU<MatrixType,UmfPack> : public SparseLU<MatrixType>
template<typename _MatrixType>
class SparseLU<_MatrixType,UmfPack> : public SparseLU<_MatrixType>
{
protected:
typedef SparseLU<MatrixType> Base;
typedef SparseLU<_MatrixType> Base;
typedef typename Base::Scalar Scalar;
typedef typename Base::RealScalar RealScalar;
typedef Matrix<Scalar,Dynamic,1> Vector;
typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
typedef Matrix<int, 1, _MatrixType::ColsAtCompileTime> IntRowVectorType;
typedef Matrix<int, _MatrixType::RowsAtCompileTime, 1> IntColVectorType;
typedef SparseMatrix<Scalar,Lower|UnitDiag> LMatrixType;
typedef SparseMatrix<Scalar,Upper> UMatrixType;
using Base::m_flags;
using Base::m_status;
public:
typedef _MatrixType MatrixType;
typedef typename MatrixType::Index Index;
SparseLU(int flags = NaturalOrdering)
: Base(flags), m_numeric(0)
@@ -180,8 +182,30 @@ class SparseLU<MatrixType,UmfPack> : public SparseLU<MatrixType>
template<typename BDerived, typename XDerived>
bool solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x) const;
template<typename Rhs>
inline const ei_solve_retval<SparseLU<MatrixType, UmfPack>, Rhs>
solve(const MatrixBase<Rhs>& b) const
{
ei_assert(true && "SparseLU is not initialized.");
return ei_solve_retval<SparseLU<MatrixType, UmfPack>, Rhs>(*this, b.derived());
}
void compute(const MatrixType& matrix);
inline Index cols() const { return m_matrixRef->cols(); }
inline Index rows() const { return m_matrixRef->rows(); }
inline const MatrixType& matrixLU() const
{
//ei_assert(m_isInitialized && "LU is not initialized.");
return *m_matrixRef;
}
const void* numeric() const
{
return m_numeric;
}
protected:
void extractData() const;
@@ -197,6 +221,37 @@ class SparseLU<MatrixType,UmfPack> : public SparseLU<MatrixType>
mutable bool m_extractedDataAreDirty;
};
template<typename _MatrixType, typename Rhs>
struct ei_solve_retval<SparseLU<_MatrixType, UmfPack>, Rhs>
: ei_solve_retval_base<SparseLU<_MatrixType, UmfPack>, Rhs>
{
typedef SparseLU<_MatrixType, UmfPack> SpLUDecType;
EIGEN_MAKE_SOLVE_HELPERS(SpLUDecType,Rhs)
template<typename Dest> void evalTo(Dest& dst) const
{
const int rhsCols = rhs().cols();
ei_assert((Rhs::Flags&RowMajorBit)==0 && "UmfPack backend does not support non col-major rhs yet");
ei_assert((Dest::Flags&RowMajorBit)==0 && "UmfPack backend does not support non col-major result yet");
void* numeric = const_cast<void*>(dec().numeric());
int errorCode = 0;
for (int j=0; j<rhsCols; ++j)
{
errorCode = umfpack_solve(UMFPACK_A,
dec().matrixLU()._outerIndexPtr(), dec().matrixLU()._innerIndexPtr(), dec().matrixLU()._valuePtr(),
&dst.col(j).coeffRef(0), &rhs().const_cast_derived().col(j).coeffRef(0), numeric, 0, 0);
ei_assert(!errorCode && "UmfPack could not solve the system.");
}
}
};
template<typename MatrixType>
void SparseLU<MatrixType,UmfPack>::compute(const MatrixType& a)
{