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eigen/Eigen/src/SparseLU/SparseLU_kernel_bmod.h

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.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 SPARSELU_KERNEL_BMOD_H
#define SPARSELU_KERNEL_BMOD_H
/**
* \brief Performs numeric block updates from a given supernode to a single column
*
* \param segsize Size of the segment (and blocks ) to use for updates
* \param [in,out]dense Packed values of the original matrix
* \param tempv temporary vector to use for updates
* \param lusup array containing the supernodes
* \param nsupr Number of rows in the supernode
* \param nrow Number of rows in the rectangular part of the supernode
* \param lsub compressed row subscripts of supernodes
* \param lptr pointer to the first column of the current supernode in lsub
* \param no_zeros Number of nonzeros elements before the diagonal part of the supernode
* \return 0 on success
*/
template <int SegSizeAtCompileTime> struct LU_kernel_bmod
{
template <typename BlockScalarVector, typename ScalarVector, typename IndexVector>
EIGEN_DONT_INLINE static void run(const int segsize, BlockScalarVector& dense, ScalarVector& tempv, ScalarVector& lusup, int& luptr, const int nsupr, const int nrow, IndexVector& lsub, const int lptr, const int no_zeros)
{
typedef typename ScalarVector::Scalar Scalar;
// First, copy U[*,j] segment from dense(*) to tempv(*)
// The result of triangular solve is in tempv[*];
// The result of matric-vector update is in dense[*]
int isub = lptr + no_zeros;
int i, irow;
for (i = 0; i < ((SegSizeAtCompileTime==Dynamic)?segsize:SegSizeAtCompileTime); i++)
{
irow = lsub(isub);
tempv(i) = dense(irow);
++isub;
}
// Dense triangular solve -- start effective triangle
luptr += nsupr * no_zeros + no_zeros;
// Form Eigen matrix and vector
Map<Matrix<Scalar,SegSizeAtCompileTime,SegSizeAtCompileTime>, 0, OuterStride<> > A( &(lusup.data()[luptr]), segsize, segsize, OuterStride<>(nsupr) );
Map<Matrix<Scalar,SegSizeAtCompileTime,1> > u(tempv.data(), segsize);
u = A.template triangularView<UnitLower>().solve(u);
// Dense matrix-vector product y <-- B*x
luptr += segsize;
Map<Matrix<Scalar,Dynamic,SegSizeAtCompileTime>, 0, OuterStride<> > B( &(lusup.data()[luptr]), nrow, segsize, OuterStride<>(nsupr) );
Map<Matrix<Scalar,Dynamic,1> > l(tempv.data()+segsize, nrow);
if(SegSizeAtCompileTime==2)
l = u(0) * B.col(0) + u(1) * B.col(1);
else if(SegSizeAtCompileTime==3)
l = u(0) * B.col(0) + u(1) * B.col(1) + u(2) * B.col(2);
else
l.noalias() = B * u;
// Scatter tempv[] into SPA dense[] as a temporary storage
isub = lptr + no_zeros;
for (i = 0; i < ((SegSizeAtCompileTime==Dynamic)?segsize:SegSizeAtCompileTime); i++)
{
irow = lsub(isub++);
dense(irow) = tempv(i);
}
// Scatter l into SPA dense[]
for (i = 0; i < nrow; i++)
{
irow = lsub(isub++);
dense(irow) -= l(i);
}
}
};
template <> struct LU_kernel_bmod<1>
{
template <typename BlockScalarVector, typename ScalarVector, typename IndexVector>
EIGEN_DONT_INLINE static void run(const int /*segsize*/, BlockScalarVector& dense, ScalarVector& /*tempv*/, ScalarVector& lusup, int& luptr, const int nsupr, const int nrow, IndexVector& lsub, const int lptr, const int no_zeros)
{
typedef typename ScalarVector::Scalar Scalar;
Scalar f = dense(lsub(lptr + no_zeros));
luptr += nsupr * no_zeros + no_zeros + 1;
const Scalar* a(lusup.data() + luptr);
const typename IndexVector::Scalar* irow(lsub.data()+lptr + no_zeros + 1);
int i = 0;
for (; i+1 < nrow; i+=2)
{
int i0 = *(irow++);
int i1 = *(irow++);
Scalar a0 = *(a++);
Scalar a1 = *(a++);
Scalar d0 = dense.coeff(i0);
Scalar d1 = dense.coeff(i1);
d0 -= f*a0;
d1 -= f*a1;
dense.coeffRef(i0) = d0;
dense.coeffRef(i1) = d1;
}
if(i<nrow)
dense.coeffRef(*(irow++)) -= f * *(a++);
}
};
#endif