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authorNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
committerNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
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treebc2efa38ff4e350f9a111ac87065cd7ae9a911c7 /src/Eigen/src/SparseCholesky
downloadfsisotool-eda5bc26f44ee9a6f83dcf8c91f17296d7fc509d.tar.gz
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Move into version control
Diffstat (limited to 'src/Eigen/src/SparseCholesky')
-rw-r--r--src/Eigen/src/SparseCholesky/SimplicialCholesky.h697
-rw-r--r--src/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h174
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diff --git a/src/Eigen/src/SparseCholesky/SimplicialCholesky.h b/src/Eigen/src/SparseCholesky/SimplicialCholesky.h
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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2012 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SIMPLICIAL_CHOLESKY_H
+#define EIGEN_SIMPLICIAL_CHOLESKY_H
+
+namespace Eigen {
+
+enum SimplicialCholeskyMode {
+ SimplicialCholeskyLLT,
+ SimplicialCholeskyLDLT
+};
+
+namespace internal {
+ template<typename CholMatrixType, typename InputMatrixType>
+ struct simplicial_cholesky_grab_input {
+ typedef CholMatrixType const * ConstCholMatrixPtr;
+ static void run(const InputMatrixType& input, ConstCholMatrixPtr &pmat, CholMatrixType &tmp)
+ {
+ tmp = input;
+ pmat = &tmp;
+ }
+ };
+
+ template<typename MatrixType>
+ struct simplicial_cholesky_grab_input<MatrixType,MatrixType> {
+ typedef MatrixType const * ConstMatrixPtr;
+ static void run(const MatrixType& input, ConstMatrixPtr &pmat, MatrixType &/*tmp*/)
+ {
+ pmat = &input;
+ }
+ };
+} // end namespace internal
+
+/** \ingroup SparseCholesky_Module
+ * \brief A base class for direct sparse Cholesky factorizations
+ *
+ * This is a base class for LL^T and LDL^T Cholesky factorizations of sparse matrices that are
+ * selfadjoint and positive definite. These factorizations allow for solving A.X = B where
+ * X and B can be either dense or sparse.
+ *
+ * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
+ * such that the factorized matrix is P A P^-1.
+ *
+ * \tparam Derived the type of the derived class, that is the actual factorization type.
+ *
+ */
+template<typename Derived>
+class SimplicialCholeskyBase : public SparseSolverBase<Derived>
+{
+ typedef SparseSolverBase<Derived> Base;
+ using Base::m_isInitialized;
+
+ public:
+ typedef typename internal::traits<Derived>::MatrixType MatrixType;
+ typedef typename internal::traits<Derived>::OrderingType OrderingType;
+ enum { UpLo = internal::traits<Derived>::UpLo };
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::RealScalar RealScalar;
+ typedef typename MatrixType::StorageIndex StorageIndex;
+ typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
+ typedef CholMatrixType const * ConstCholMatrixPtr;
+ typedef Matrix<Scalar,Dynamic,1> VectorType;
+ typedef Matrix<StorageIndex,Dynamic,1> VectorI;
+
+ enum {
+ ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+ MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+ };
+
+ public:
+
+ using Base::derived;
+
+ /** Default constructor */
+ SimplicialCholeskyBase()
+ : m_info(Success),
+ m_factorizationIsOk(false),
+ m_analysisIsOk(false),
+ m_shiftOffset(0),
+ m_shiftScale(1)
+ {}
+
+ explicit SimplicialCholeskyBase(const MatrixType& matrix)
+ : m_info(Success),
+ m_factorizationIsOk(false),
+ m_analysisIsOk(false),
+ m_shiftOffset(0),
+ m_shiftScale(1)
+ {
+ derived().compute(matrix);
+ }
+
+ ~SimplicialCholeskyBase()
+ {
+ }
+
+ Derived& derived() { return *static_cast<Derived*>(this); }
+ const Derived& derived() const { return *static_cast<const Derived*>(this); }
+
+ inline Index cols() const { return m_matrix.cols(); }
+ inline Index rows() const { return m_matrix.rows(); }
+
+ /** \brief Reports whether previous computation was successful.
+ *
+ * \returns \c Success if computation was successful,
+ * \c NumericalIssue if the matrix.appears to be negative.
+ */
+ ComputationInfo info() const
+ {
+ eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+ return m_info;
+ }
+
+ /** \returns the permutation P
+ * \sa permutationPinv() */
+ const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& permutationP() const
+ { return m_P; }
+
+ /** \returns the inverse P^-1 of the permutation P
+ * \sa permutationP() */
+ const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& permutationPinv() const
+ { return m_Pinv; }
+
+ /** Sets the shift parameters that will be used to adjust the diagonal coefficients during the numerical factorization.
+ *
+ * During the numerical factorization, the diagonal coefficients are transformed by the following linear model:\n
+ * \c d_ii = \a offset + \a scale * \c d_ii
+ *
+ * The default is the identity transformation with \a offset=0, and \a scale=1.
+ *
+ * \returns a reference to \c *this.
+ */
+ Derived& setShift(const RealScalar& offset, const RealScalar& scale = 1)
+ {
+ m_shiftOffset = offset;
+ m_shiftScale = scale;
+ return derived();
+ }
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+ /** \internal */
+ template<typename Stream>
+ void dumpMemory(Stream& s)
+ {
+ int total = 0;
+ s << " L: " << ((total+=(m_matrix.cols()+1) * sizeof(int) + m_matrix.nonZeros()*(sizeof(int)+sizeof(Scalar))) >> 20) << "Mb" << "\n";
+ s << " diag: " << ((total+=m_diag.size() * sizeof(Scalar)) >> 20) << "Mb" << "\n";
+ s << " tree: " << ((total+=m_parent.size() * sizeof(int)) >> 20) << "Mb" << "\n";
+ s << " nonzeros: " << ((total+=m_nonZerosPerCol.size() * sizeof(int)) >> 20) << "Mb" << "\n";
+ s << " perm: " << ((total+=m_P.size() * sizeof(int)) >> 20) << "Mb" << "\n";
+ s << " perm^-1: " << ((total+=m_Pinv.size() * sizeof(int)) >> 20) << "Mb" << "\n";
+ s << " TOTAL: " << (total>> 20) << "Mb" << "\n";
+ }
+
+ /** \internal */
+ template<typename Rhs,typename Dest>
+ void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &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()");
+ eigen_assert(m_matrix.rows()==b.rows());
+
+ if(m_info!=Success)
+ return;
+
+ if(m_P.size()>0)
+ dest = m_P * b;
+ else
+ dest = b;
+
+ if(m_matrix.nonZeros()>0) // otherwise L==I
+ derived().matrixL().solveInPlace(dest);
+
+ if(m_diag.size()>0)
+ dest = m_diag.asDiagonal().inverse() * dest;
+
+ if (m_matrix.nonZeros()>0) // otherwise U==I
+ derived().matrixU().solveInPlace(dest);
+
+ if(m_P.size()>0)
+ dest = m_Pinv * dest;
+ }
+
+ template<typename Rhs,typename Dest>
+ void _solve_impl(const SparseMatrixBase<Rhs> &b, SparseMatrixBase<Dest> &dest) const
+ {
+ internal::solve_sparse_through_dense_panels(derived(), b, dest);
+ }
+
+#endif // EIGEN_PARSED_BY_DOXYGEN
+
+ protected:
+
+ /** Computes the sparse Cholesky decomposition of \a matrix */
+ template<bool DoLDLT>
+ void compute(const MatrixType& matrix)
+ {
+ eigen_assert(matrix.rows()==matrix.cols());
+ Index size = matrix.cols();
+ CholMatrixType tmp(size,size);
+ ConstCholMatrixPtr pmat;
+ ordering(matrix, pmat, tmp);
+ analyzePattern_preordered(*pmat, DoLDLT);
+ factorize_preordered<DoLDLT>(*pmat);
+ }
+
+ template<bool DoLDLT>
+ void factorize(const MatrixType& a)
+ {
+ eigen_assert(a.rows()==a.cols());
+ Index size = a.cols();
+ CholMatrixType tmp(size,size);
+ ConstCholMatrixPtr pmat;
+
+ if(m_P.size() == 0 && (int(UpLo) & int(Upper)) == Upper)
+ {
+ // If there is no ordering, try to directly use the input matrix without any copy
+ internal::simplicial_cholesky_grab_input<CholMatrixType,MatrixType>::run(a, pmat, tmp);
+ }
+ else
+ {
+ tmp.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P);
+ pmat = &tmp;
+ }
+
+ factorize_preordered<DoLDLT>(*pmat);
+ }
+
+ template<bool DoLDLT>
+ void factorize_preordered(const CholMatrixType& a);
+
+ void analyzePattern(const MatrixType& a, bool doLDLT)
+ {
+ eigen_assert(a.rows()==a.cols());
+ Index size = a.cols();
+ CholMatrixType tmp(size,size);
+ ConstCholMatrixPtr pmat;
+ ordering(a, pmat, tmp);
+ analyzePattern_preordered(*pmat,doLDLT);
+ }
+ void analyzePattern_preordered(const CholMatrixType& a, bool doLDLT);
+
+ void ordering(const MatrixType& a, ConstCholMatrixPtr &pmat, CholMatrixType& ap);
+
+ /** keeps off-diagonal entries; drops diagonal entries */
+ struct keep_diag {
+ inline bool operator() (const Index& row, const Index& col, const Scalar&) const
+ {
+ return row!=col;
+ }
+ };
+
+ mutable ComputationInfo m_info;
+ bool m_factorizationIsOk;
+ bool m_analysisIsOk;
+
+ CholMatrixType m_matrix;
+ VectorType m_diag; // the diagonal coefficients (LDLT mode)
+ VectorI m_parent; // elimination tree
+ VectorI m_nonZerosPerCol;
+ PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_P; // the permutation
+ PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_Pinv; // the inverse permutation
+
+ RealScalar m_shiftOffset;
+ RealScalar m_shiftScale;
+};
+
+template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialLLT;
+template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialLDLT;
+template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialCholesky;
+
+namespace internal {
+
+template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialLLT<_MatrixType,_UpLo,_Ordering> >
+{
+ typedef _MatrixType MatrixType;
+ typedef _Ordering OrderingType;
+ enum { UpLo = _UpLo };
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::StorageIndex StorageIndex;
+ typedef SparseMatrix<Scalar, ColMajor, StorageIndex> CholMatrixType;
+ typedef TriangularView<const CholMatrixType, Eigen::Lower> MatrixL;
+ typedef TriangularView<const typename CholMatrixType::AdjointReturnType, Eigen::Upper> MatrixU;
+ static inline MatrixL getL(const CholMatrixType& m) { return MatrixL(m); }
+ static inline MatrixU getU(const CholMatrixType& m) { return MatrixU(m.adjoint()); }
+};
+
+template<typename _MatrixType,int _UpLo, typename _Ordering> struct traits<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> >
+{
+ typedef _MatrixType MatrixType;
+ typedef _Ordering OrderingType;
+ enum { UpLo = _UpLo };
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::StorageIndex StorageIndex;
+ typedef SparseMatrix<Scalar, ColMajor, StorageIndex> CholMatrixType;
+ typedef TriangularView<const CholMatrixType, Eigen::UnitLower> MatrixL;
+ typedef TriangularView<const typename CholMatrixType::AdjointReturnType, Eigen::UnitUpper> MatrixU;
+ static inline MatrixL getL(const CholMatrixType& m) { return MatrixL(m); }
+ static inline MatrixU getU(const CholMatrixType& m) { return MatrixU(m.adjoint()); }
+};
+
+template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> >
+{
+ typedef _MatrixType MatrixType;
+ typedef _Ordering OrderingType;
+ enum { UpLo = _UpLo };
+};
+
+}
+
+/** \ingroup SparseCholesky_Module
+ * \class SimplicialLLT
+ * \brief A direct sparse LLT Cholesky factorizations
+ *
+ * This class provides a LL^T Cholesky factorizations of sparse matrices that are
+ * selfadjoint and positive definite. The factorization allows for solving A.X = B where
+ * X and B can be either dense or sparse.
+ *
+ * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
+ * such that the factorized matrix is P A P^-1.
+ *
+ * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+ * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+ * or Upper. Default is Lower.
+ * \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>
+ *
+ * \implsparsesolverconcept
+ *
+ * \sa class SimplicialLDLT, class AMDOrdering, class NaturalOrdering
+ */
+template<typename _MatrixType, int _UpLo, typename _Ordering>
+ class SimplicialLLT : public SimplicialCholeskyBase<SimplicialLLT<_MatrixType,_UpLo,_Ordering> >
+{
+public:
+ typedef _MatrixType MatrixType;
+ enum { UpLo = _UpLo };
+ typedef SimplicialCholeskyBase<SimplicialLLT> Base;
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::RealScalar RealScalar;
+ typedef typename MatrixType::StorageIndex StorageIndex;
+ typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
+ typedef Matrix<Scalar,Dynamic,1> VectorType;
+ typedef internal::traits<SimplicialLLT> Traits;
+ typedef typename Traits::MatrixL MatrixL;
+ typedef typename Traits::MatrixU MatrixU;
+public:
+ /** Default constructor */
+ SimplicialLLT() : Base() {}
+ /** Constructs and performs the LLT factorization of \a matrix */
+ explicit SimplicialLLT(const MatrixType& matrix)
+ : Base(matrix) {}
+
+ /** \returns an expression of the factor L */
+ inline const MatrixL matrixL() const {
+ eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized");
+ return Traits::getL(Base::m_matrix);
+ }
+
+ /** \returns an expression of the factor U (= L^*) */
+ inline const MatrixU matrixU() const {
+ eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized");
+ return Traits::getU(Base::m_matrix);
+ }
+
+ /** Computes the sparse Cholesky decomposition of \a matrix */
+ SimplicialLLT& compute(const MatrixType& matrix)
+ {
+ Base::template compute<false>(matrix);
+ return *this;
+ }
+
+ /** Performs a symbolic decomposition on the sparcity of \a matrix.
+ *
+ * This function is particularly useful when solving for several problems having the same structure.
+ *
+ * \sa factorize()
+ */
+ void analyzePattern(const MatrixType& a)
+ {
+ Base::analyzePattern(a, false);
+ }
+
+ /** Performs a numeric decomposition of \a matrix
+ *
+ * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
+ *
+ * \sa analyzePattern()
+ */
+ void factorize(const MatrixType& a)
+ {
+ Base::template factorize<false>(a);
+ }
+
+ /** \returns the determinant of the underlying matrix from the current factorization */
+ Scalar determinant() const
+ {
+ Scalar detL = Base::m_matrix.diagonal().prod();
+ return numext::abs2(detL);
+ }
+};
+
+/** \ingroup SparseCholesky_Module
+ * \class SimplicialLDLT
+ * \brief A direct sparse LDLT Cholesky factorizations without square root.
+ *
+ * This class provides a LDL^T Cholesky factorizations without square root of sparse matrices that are
+ * selfadjoint and positive definite. The factorization allows for solving A.X = B where
+ * X and B can be either dense or sparse.
+ *
+ * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
+ * such that the factorized matrix is P A P^-1.
+ *
+ * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+ * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+ * or Upper. Default is Lower.
+ * \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>
+ *
+ * \implsparsesolverconcept
+ *
+ * \sa class SimplicialLLT, class AMDOrdering, class NaturalOrdering
+ */
+template<typename _MatrixType, int _UpLo, typename _Ordering>
+ class SimplicialLDLT : public SimplicialCholeskyBase<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> >
+{
+public:
+ typedef _MatrixType MatrixType;
+ enum { UpLo = _UpLo };
+ typedef SimplicialCholeskyBase<SimplicialLDLT> Base;
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::RealScalar RealScalar;
+ typedef typename MatrixType::StorageIndex StorageIndex;
+ typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
+ typedef Matrix<Scalar,Dynamic,1> VectorType;
+ typedef internal::traits<SimplicialLDLT> Traits;
+ typedef typename Traits::MatrixL MatrixL;
+ typedef typename Traits::MatrixU MatrixU;
+public:
+ /** Default constructor */
+ SimplicialLDLT() : Base() {}
+
+ /** Constructs and performs the LLT factorization of \a matrix */
+ explicit SimplicialLDLT(const MatrixType& matrix)
+ : Base(matrix) {}
+
+ /** \returns a vector expression of the diagonal D */
+ inline const VectorType vectorD() const {
+ eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
+ return Base::m_diag;
+ }
+ /** \returns an expression of the factor L */
+ inline const MatrixL matrixL() const {
+ eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
+ return Traits::getL(Base::m_matrix);
+ }
+
+ /** \returns an expression of the factor U (= L^*) */
+ inline const MatrixU matrixU() const {
+ eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
+ return Traits::getU(Base::m_matrix);
+ }
+
+ /** Computes the sparse Cholesky decomposition of \a matrix */
+ SimplicialLDLT& compute(const MatrixType& matrix)
+ {
+ Base::template compute<true>(matrix);
+ return *this;
+ }
+
+ /** Performs a symbolic decomposition on the sparcity of \a matrix.
+ *
+ * This function is particularly useful when solving for several problems having the same structure.
+ *
+ * \sa factorize()
+ */
+ void analyzePattern(const MatrixType& a)
+ {
+ Base::analyzePattern(a, true);
+ }
+
+ /** Performs a numeric decomposition of \a matrix
+ *
+ * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
+ *
+ * \sa analyzePattern()
+ */
+ void factorize(const MatrixType& a)
+ {
+ Base::template factorize<true>(a);
+ }
+
+ /** \returns the determinant of the underlying matrix from the current factorization */
+ Scalar determinant() const
+ {
+ return Base::m_diag.prod();
+ }
+};
+
+/** \deprecated use SimplicialLDLT or class SimplicialLLT
+ * \ingroup SparseCholesky_Module
+ * \class SimplicialCholesky
+ *
+ * \sa class SimplicialLDLT, class SimplicialLLT
+ */
+template<typename _MatrixType, int _UpLo, typename _Ordering>
+ class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> >
+{
+public:
+ typedef _MatrixType MatrixType;
+ enum { UpLo = _UpLo };
+ typedef SimplicialCholeskyBase<SimplicialCholesky> Base;
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::RealScalar RealScalar;
+ typedef typename MatrixType::StorageIndex StorageIndex;
+ typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
+ typedef Matrix<Scalar,Dynamic,1> VectorType;
+ typedef internal::traits<SimplicialCholesky> Traits;
+ typedef internal::traits<SimplicialLDLT<MatrixType,UpLo> > LDLTTraits;
+ typedef internal::traits<SimplicialLLT<MatrixType,UpLo> > LLTTraits;
+ public:
+ SimplicialCholesky() : Base(), m_LDLT(true) {}
+
+ explicit SimplicialCholesky(const MatrixType& matrix)
+ : Base(), m_LDLT(true)
+ {
+ compute(matrix);
+ }
+
+ SimplicialCholesky& setMode(SimplicialCholeskyMode mode)
+ {
+ switch(mode)
+ {
+ case SimplicialCholeskyLLT:
+ m_LDLT = false;
+ break;
+ case SimplicialCholeskyLDLT:
+ m_LDLT = true;
+ break;
+ default:
+ break;
+ }
+
+ return *this;
+ }
+
+ inline const VectorType vectorD() const {
+ eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized");
+ return Base::m_diag;
+ }
+ inline const CholMatrixType rawMatrix() const {
+ eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized");
+ return Base::m_matrix;
+ }
+
+ /** Computes the sparse Cholesky decomposition of \a matrix */
+ SimplicialCholesky& compute(const MatrixType& matrix)
+ {
+ if(m_LDLT)
+ Base::template compute<true>(matrix);
+ else
+ Base::template compute<false>(matrix);
+ return *this;
+ }
+
+ /** Performs a symbolic decomposition on the sparcity of \a matrix.
+ *
+ * This function is particularly useful when solving for several problems having the same structure.
+ *
+ * \sa factorize()
+ */
+ void analyzePattern(const MatrixType& a)
+ {
+ Base::analyzePattern(a, m_LDLT);
+ }
+
+ /** Performs a numeric decomposition of \a matrix
+ *
+ * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
+ *
+ * \sa analyzePattern()
+ */
+ void factorize(const MatrixType& a)
+ {
+ if(m_LDLT)
+ Base::template factorize<true>(a);
+ else
+ Base::template factorize<false>(a);
+ }
+
+ /** \internal */
+ template<typename Rhs,typename Dest>
+ void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
+ {
+ eigen_assert(Base::m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
+ eigen_assert(Base::m_matrix.rows()==b.rows());
+
+ if(Base::m_info!=Success)
+ return;
+
+ if(Base::m_P.size()>0)
+ dest = Base::m_P * b;
+ else
+ dest = b;
+
+ if(Base::m_matrix.nonZeros()>0) // otherwise L==I
+ {
+ if(m_LDLT)
+ LDLTTraits::getL(Base::m_matrix).solveInPlace(dest);
+ else
+ LLTTraits::getL(Base::m_matrix).solveInPlace(dest);
+ }
+
+ if(Base::m_diag.size()>0)
+ dest = Base::m_diag.real().asDiagonal().inverse() * dest;
+
+ if (Base::m_matrix.nonZeros()>0) // otherwise I==I
+ {
+ if(m_LDLT)
+ LDLTTraits::getU(Base::m_matrix).solveInPlace(dest);
+ else
+ LLTTraits::getU(Base::m_matrix).solveInPlace(dest);
+ }
+
+ if(Base::m_P.size()>0)
+ dest = Base::m_Pinv * dest;
+ }
+
+ /** \internal */
+ template<typename Rhs,typename Dest>
+ void _solve_impl(const SparseMatrixBase<Rhs> &b, SparseMatrixBase<Dest> &dest) const
+ {
+ internal::solve_sparse_through_dense_panels(*this, b, dest);
+ }
+
+ Scalar determinant() const
+ {
+ if(m_LDLT)
+ {
+ return Base::m_diag.prod();
+ }
+ else
+ {
+ Scalar detL = Diagonal<const CholMatrixType>(Base::m_matrix).prod();
+ return numext::abs2(detL);
+ }
+ }
+
+ protected:
+ bool m_LDLT;
+};
+
+template<typename Derived>
+void SimplicialCholeskyBase<Derived>::ordering(const MatrixType& a, ConstCholMatrixPtr &pmat, CholMatrixType& ap)
+{
+ eigen_assert(a.rows()==a.cols());
+ const Index size = a.rows();
+ pmat = &ap;
+ // Note that ordering methods compute the inverse permutation
+ if(!internal::is_same<OrderingType,NaturalOrdering<Index> >::value)
+ {
+ {
+ CholMatrixType C;
+ C = a.template selfadjointView<UpLo>();
+
+ OrderingType ordering;
+ ordering(C,m_Pinv);
+ }
+
+ if(m_Pinv.size()>0) m_P = m_Pinv.inverse();
+ else m_P.resize(0);
+
+ ap.resize(size,size);
+ ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P);
+ }
+ else
+ {
+ m_Pinv.resize(0);
+ m_P.resize(0);
+ if(int(UpLo)==int(Lower) || MatrixType::IsRowMajor)
+ {
+ // we have to transpose the lower part to to the upper one
+ ap.resize(size,size);
+ ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>();
+ }
+ else
+ internal::simplicial_cholesky_grab_input<CholMatrixType,MatrixType>::run(a, pmat, ap);
+ }
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SIMPLICIAL_CHOLESKY_H
diff --git a/src/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h b/src/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h
new file mode 100644
index 0000000..72e1740
--- /dev/null
+++ b/src/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h
@@ -0,0 +1,174 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2012 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+/*
+NOTE: these functions have been adapted from the LDL library:
+
+LDL Copyright (c) 2005 by Timothy A. Davis. All Rights Reserved.
+
+The author of LDL, Timothy A. Davis., has executed a license with Google LLC
+to permit distribution of this code and derivative works as part of Eigen under
+the Mozilla Public License v. 2.0, as stated at the top of this file.
+ */
+
+#ifndef EIGEN_SIMPLICIAL_CHOLESKY_IMPL_H
+#define EIGEN_SIMPLICIAL_CHOLESKY_IMPL_H
+
+namespace Eigen {
+
+template<typename Derived>
+void SimplicialCholeskyBase<Derived>::analyzePattern_preordered(const CholMatrixType& ap, bool doLDLT)
+{
+ const StorageIndex size = StorageIndex(ap.rows());
+ m_matrix.resize(size, size);
+ m_parent.resize(size);
+ m_nonZerosPerCol.resize(size);
+
+ ei_declare_aligned_stack_constructed_variable(StorageIndex, tags, size, 0);
+
+ for(StorageIndex k = 0; k < size; ++k)
+ {
+ /* L(k,:) pattern: all nodes reachable in etree from nz in A(0:k-1,k) */
+ m_parent[k] = -1; /* parent of k is not yet known */
+ tags[k] = k; /* mark node k as visited */
+ m_nonZerosPerCol[k] = 0; /* count of nonzeros in column k of L */
+ for(typename CholMatrixType::InnerIterator it(ap,k); it; ++it)
+ {
+ StorageIndex i = it.index();
+ if(i < k)
+ {
+ /* follow path from i to root of etree, stop at flagged node */
+ for(; tags[i] != k; i = m_parent[i])
+ {
+ /* find parent of i if not yet determined */
+ if (m_parent[i] == -1)
+ m_parent[i] = k;
+ m_nonZerosPerCol[i]++; /* L (k,i) is nonzero */
+ tags[i] = k; /* mark i as visited */
+ }
+ }
+ }
+ }
+
+ /* construct Lp index array from m_nonZerosPerCol column counts */
+ StorageIndex* Lp = m_matrix.outerIndexPtr();
+ Lp[0] = 0;
+ for(StorageIndex k = 0; k < size; ++k)
+ Lp[k+1] = Lp[k] + m_nonZerosPerCol[k] + (doLDLT ? 0 : 1);
+
+ m_matrix.resizeNonZeros(Lp[size]);
+
+ m_isInitialized = true;
+ m_info = Success;
+ m_analysisIsOk = true;
+ m_factorizationIsOk = false;
+}
+
+
+template<typename Derived>
+template<bool DoLDLT>
+void SimplicialCholeskyBase<Derived>::factorize_preordered(const CholMatrixType& ap)
+{
+ using std::sqrt;
+
+ eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
+ eigen_assert(ap.rows()==ap.cols());
+ eigen_assert(m_parent.size()==ap.rows());
+ eigen_assert(m_nonZerosPerCol.size()==ap.rows());
+
+ const StorageIndex size = StorageIndex(ap.rows());
+ const StorageIndex* Lp = m_matrix.outerIndexPtr();
+ StorageIndex* Li = m_matrix.innerIndexPtr();
+ Scalar* Lx = m_matrix.valuePtr();
+
+ ei_declare_aligned_stack_constructed_variable(Scalar, y, size, 0);
+ ei_declare_aligned_stack_constructed_variable(StorageIndex, pattern, size, 0);
+ ei_declare_aligned_stack_constructed_variable(StorageIndex, tags, size, 0);
+
+ bool ok = true;
+ m_diag.resize(DoLDLT ? size : 0);
+
+ for(StorageIndex k = 0; k < size; ++k)
+ {
+ // compute nonzero pattern of kth row of L, in topological order
+ y[k] = Scalar(0); // Y(0:k) is now all zero
+ StorageIndex top = size; // stack for pattern is empty
+ tags[k] = k; // mark node k as visited
+ m_nonZerosPerCol[k] = 0; // count of nonzeros in column k of L
+ for(typename CholMatrixType::InnerIterator it(ap,k); it; ++it)
+ {
+ StorageIndex i = it.index();
+ if(i <= k)
+ {
+ y[i] += numext::conj(it.value()); /* scatter A(i,k) into Y (sum duplicates) */
+ Index len;
+ for(len = 0; tags[i] != k; i = m_parent[i])
+ {
+ pattern[len++] = i; /* L(k,i) is nonzero */
+ tags[i] = k; /* mark i as visited */
+ }
+ while(len > 0)
+ pattern[--top] = pattern[--len];
+ }
+ }
+
+ /* compute numerical values kth row of L (a sparse triangular solve) */
+
+ RealScalar d = numext::real(y[k]) * m_shiftScale + m_shiftOffset; // get D(k,k), apply the shift function, and clear Y(k)
+ y[k] = Scalar(0);
+ for(; top < size; ++top)
+ {
+ Index i = pattern[top]; /* pattern[top:n-1] is pattern of L(:,k) */
+ Scalar yi = y[i]; /* get and clear Y(i) */
+ y[i] = Scalar(0);
+
+ /* the nonzero entry L(k,i) */
+ Scalar l_ki;
+ if(DoLDLT)
+ l_ki = yi / numext::real(m_diag[i]);
+ else
+ yi = l_ki = yi / Lx[Lp[i]];
+
+ Index p2 = Lp[i] + m_nonZerosPerCol[i];
+ Index p;
+ for(p = Lp[i] + (DoLDLT ? 0 : 1); p < p2; ++p)
+ y[Li[p]] -= numext::conj(Lx[p]) * yi;
+ d -= numext::real(l_ki * numext::conj(yi));
+ Li[p] = k; /* store L(k,i) in column form of L */
+ Lx[p] = l_ki;
+ ++m_nonZerosPerCol[i]; /* increment count of nonzeros in col i */
+ }
+ if(DoLDLT)
+ {
+ m_diag[k] = d;
+ if(d == RealScalar(0))
+ {
+ ok = false; /* failure, D(k,k) is zero */
+ break;
+ }
+ }
+ else
+ {
+ Index p = Lp[k] + m_nonZerosPerCol[k]++;
+ Li[p] = k ; /* store L(k,k) = sqrt (d) in column k */
+ if(d <= RealScalar(0)) {
+ ok = false; /* failure, matrix is not positive definite */
+ break;
+ }
+ Lx[p] = sqrt(d) ;
+ }
+ }
+
+ m_info = ok ? Success : NumericalIssue;
+ m_factorizationIsOk = true;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SIMPLICIAL_CHOLESKY_IMPL_H