Eigen::CholmodBase< MatrixType_, UpLo_, Derived > Class Template Reference

The base class for the direct Cholesky factorization of Cholmod. More...

Inheritance diagram for Eigen::CholmodBase< MatrixType_, UpLo_, Derived >:

Public Types
enum	{ UpLo }
enum	{   ColsAtCompileTime ,   MaxColsAtCompileTime }
typedef MatrixType	CholMatrixType
typedef MatrixType_	MatrixType
typedef MatrixType::RealScalar	RealScalar
typedef MatrixType::Scalar	Scalar
typedef MatrixType::StorageIndex	StorageIndex

Public Member Functions
void	analyzePattern (const MatrixType &matrix)
cholmod_common &	cholmod ()
	CholmodBase ()
	CholmodBase (const MatrixType &matrix)
StorageIndex	cols () const
Derived &	compute (const MatrixType &matrix)
Scalar	determinant () const
template<typename Stream >
void	dumpMemory (Stream &)
void	factorize (const MatrixType &matrix)
ComputationInfo	info () const
	Reports whether previous computation was successful. More...
Scalar	logDeterminant () const
StorageIndex	rows () const
Derived &	setShift (const RealScalar &offset)
	~CholmodBase ()
Public Member Functions inherited from Eigen::SparseSolverBase< Derived >
Derived &	derived ()
const Derived &	derived () const
template<typename Rhs >
const Solve< Derived, Rhs >	solve (const MatrixBase< Rhs > &b) const
template<typename Rhs >
const Solve< Derived, Rhs >	solve (const SparseMatrixBase< Rhs > &b) const
	SparseSolverBase ()
	SparseSolverBase (SparseSolverBase &&other)
	~SparseSolverBase ()

Protected Types
typedef SparseSolverBase< Derived >	Base

Protected Member Functions
Derived &	derived ()
const Derived &	derived () const

Protected Attributes
int	m_analysisIsOk
cholmod_common	m_cholmod
cholmod_factor *	m_cholmodFactor
int	m_factorizationIsOk
ComputationInfo	m_info
bool	m_isInitialized
double	m_shiftOffset [2]
Protected Attributes inherited from Eigen::SparseSolverBase< Derived >
bool	m_isInitialized

Detailed Description

template<typename MatrixType_, int UpLo_, typename Derived>
class Eigen::CholmodBase< MatrixType_, UpLo_, Derived >

The base class for the direct Cholesky factorization of Cholmod.

See also

class CholmodSupernodalLLT, class CholmodSimplicialLDLT, class CholmodSimplicialLLT

Definition at line 216 of file CholmodSupport.h.

Member Typedef Documentation

Base

template<typename MatrixType_ , int UpLo_, typename Derived >

typedef SparseSolverBase<Derived> Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::Base

protected

Definition at line 219 of file CholmodSupport.h.

CholMatrixType

template<typename MatrixType_ , int UpLo_, typename Derived >

typedef MatrixType Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::CholMatrixType

Definition at line 227 of file CholmodSupport.h.

MatrixType

template<typename MatrixType_ , int UpLo_, typename Derived >

typedef MatrixType_ Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::MatrixType

Definition at line 223 of file CholmodSupport.h.

RealScalar

template<typename MatrixType_ , int UpLo_, typename Derived >

typedef MatrixType::RealScalar Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::RealScalar

Definition at line 226 of file CholmodSupport.h.

Scalar

template<typename MatrixType_ , int UpLo_, typename Derived >

typedef MatrixType::Scalar Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::Scalar

Definition at line 225 of file CholmodSupport.h.

StorageIndex

template<typename MatrixType_ , int UpLo_, typename Derived >

typedef MatrixType::StorageIndex Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::StorageIndex

Definition at line 228 of file CholmodSupport.h.

Member Enumeration Documentation

anonymous enum

template<typename MatrixType_ , int UpLo_, typename Derived >

anonymous enum

Enumerator
UpLo

Definition at line 224 of file CholmodSupport.h.

{ UpLo = UpLo_ };

anonymous enum

template<typename MatrixType_ , int UpLo_, typename Derived >

anonymous enum

Enumerator
ColsAtCompileTime
MaxColsAtCompileTime

Definition at line 229 of file CholmodSupport.h.

         {
      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
    };

Constructor & Destructor Documentation

CholmodBase() [1/2]

template<typename MatrixType_ , int UpLo_, typename Derived >

Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::CholmodBase ( )

inline

Definition at line 236 of file CholmodSupport.h.

      : m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false)
    {
      EIGEN_STATIC_ASSERT((internal::is_same<double,RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
      m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
      internal::cm_start<StorageIndex>(m_cholmod);
    }

CholmodBase() [2/2]

template<typename MatrixType_ , int UpLo_, typename Derived >

Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::CholmodBase ( const MatrixType &  matrix )

inlineexplicit

Definition at line 244 of file CholmodSupport.h.

      : m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false)
    {
      EIGEN_STATIC_ASSERT((internal::is_same<double,RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
      m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
      internal::cm_start<StorageIndex>(m_cholmod);
      compute(matrix);
    }

~CholmodBase()

template<typename MatrixType_ , int UpLo_, typename Derived >

Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::~CholmodBase ( )

inline

Definition at line 253 of file CholmodSupport.h.

    {
      if(m_cholmodFactor)
        internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod);
      internal::cm_finish<StorageIndex>(m_cholmod);
    }

Member Function Documentation

analyzePattern()

template<typename MatrixType_ , int UpLo_, typename Derived >

void Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::analyzePattern ( const MatrixType &  matrix )

inline

Performs a symbolic decomposition on the sparsity pattern of matrix.

This function is particularly useful when solving for several problems having the same structure.

See also

factorize()

Definition at line 288 of file CholmodSupport.h.

    {
      if(m_cholmodFactor)
      {
        internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod);
        m_cholmodFactor = 0;
      }
      cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
      m_cholmodFactor = internal::cm_analyze<StorageIndex>(A, m_cholmod);
 
      this->m_isInitialized = true;
      this->m_info = Success;
      m_analysisIsOk = true;
      m_factorizationIsOk = false;
    }

cholmod()

template<typename MatrixType_ , int UpLo_, typename Derived >

cholmod_common& Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::cholmod ( )

inline

Returns a reference to the Cholmod's configuration structure to get a full control over the performed operations. See the Cholmod user guide for details.

Definition at line 323 of file CholmodSupport.h.

{ return m_cholmod; }

cols()

template<typename MatrixType_ , int UpLo_, typename Derived >

StorageIndex Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::cols ( ) const

inline

Definition at line 260 of file CholmodSupport.h.

{ return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }

compute()

template<typename MatrixType_ , int UpLo_, typename Derived >

Derived& Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::compute ( const MatrixType &  matrix )

inline

Computes the sparse Cholesky decomposition of matrix

Definition at line 275 of file CholmodSupport.h.

    {
      analyzePattern(matrix);
      factorize(matrix);
      return derived();
    }

derived() [1/2]

template<typename MatrixType_ , int UpLo_, typename Derived >

Derived& Eigen::SparseSolverBase< Derived >::derived

inlineprotected

Definition at line 83 of file SparseSolverBase.h.

{ return *static_cast<Derived*>(this); }

derived() [2/2]

template<typename MatrixType_ , int UpLo_, typename Derived >

const Derived& Eigen::SparseSolverBase< Derived >::derived

inlineprotected

Definition at line 84 of file SparseSolverBase.h.

{ return *static_cast<const Derived*>(this); }

determinant()

template<typename MatrixType_ , int UpLo_, typename Derived >

Scalar Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::determinant ( ) const

inline

Returns

the determinant of the underlying matrix from the current factorization

Definition at line 393 of file CholmodSupport.h.

    {
      using std::exp;
      return exp(logDeterminant());
    }

dumpMemory()

template<typename MatrixType_ , int UpLo_, typename Derived >

template<typename Stream >

void Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::dumpMemory ( Stream &  )

inline

Definition at line 444 of file CholmodSupport.h.

    {}

factorize()

template<typename MatrixType_ , int UpLo_, typename Derived >

void Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::factorize ( const MatrixType &  matrix )

inline

Performs a numeric decomposition of matrix

The given matrix must have the same sparsity pattern as the matrix on which the symbolic decomposition has been performed.

See also

analyzePattern()

Definition at line 310 of file CholmodSupport.h.

    {
      eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
      cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
      internal::cm_factorize_p<StorageIndex>(&A, m_shiftOffset, 0, 0, m_cholmodFactor, m_cholmod);
 
      // If the factorization failed, minor is the column at which it did. On success minor == n.
      this->m_info = (m_cholmodFactor->minor == m_cholmodFactor->n ? Success : NumericalIssue);
      m_factorizationIsOk = true;
    }

info()

template<typename MatrixType_ , int UpLo_, typename Derived >

ComputationInfo Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::info ( ) const

inline

Reports whether previous computation was successful.

Returns

Success if computation was successful, NumericalIssue if the matrix.appears to be negative.

Definition at line 268 of file CholmodSupport.h.

    {
      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
      return m_info;
    }

logDeterminant()

template<typename MatrixType_ , int UpLo_, typename Derived >

Scalar Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::logDeterminant ( ) const

inline

Returns

the log determinant of the underlying matrix from the current factorization

Definition at line 400 of file CholmodSupport.h.

    {
      using std::log;
      using numext::real;
      eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
 
      RealScalar logDet = 0;
      Scalar *x = static_cast<Scalar*>(m_cholmodFactor->x);
      if (m_cholmodFactor->is_super)
      {
        // Supernodal factorization stored as a packed list of dense column-major blocs,
        // as described by the following structure:
 
        // super[k] == index of the first column of the j-th super node
        StorageIndex *super = static_cast<StorageIndex*>(m_cholmodFactor->super);
        // pi[k] == offset to the description of row indices
        StorageIndex *pi = static_cast<StorageIndex*>(m_cholmodFactor->pi);
        // px[k] == offset to the respective dense block
        StorageIndex *px = static_cast<StorageIndex*>(m_cholmodFactor->px);
 
        Index nb_super_nodes = m_cholmodFactor->nsuper;
        for (Index k=0; k < nb_super_nodes; ++k)
        {
          StorageIndex ncols = super[k + 1] - super[k];
          StorageIndex nrows = pi[k + 1] - pi[k];
 
          Map<const Array<Scalar,1,Dynamic>, 0, InnerStride<> > sk(x + px[k], ncols, InnerStride<>(nrows+1));
          logDet += sk.real().log().sum();
        }
      }
      else
      {
        // Simplicial factorization stored as standard CSC matrix.
        StorageIndex *p = static_cast<StorageIndex*>(m_cholmodFactor->p);
        Index size = m_cholmodFactor->n;
        for (Index k=0; k<size; ++k)
          logDet += log(real( x[p[k]] ));
      }
      if (m_cholmodFactor->is_ll)
        logDet *= 2.0;
      return logDet;
    }

rows()

template<typename MatrixType_ , int UpLo_, typename Derived >

StorageIndex Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::rows ( ) const

inline

Definition at line 261 of file CholmodSupport.h.

{ return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }

setShift()

template<typename MatrixType_ , int UpLo_, typename Derived >

Derived& Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::setShift ( const RealScalar &  offset )

inline

Sets the shift parameter that will be used to adjust the diagonal coefficients during the numerical factorization.

During the numerical factorization, an offset term is added to the diagonal coefficients:
d_ii = offset + d_ii

The default is offset=0.

Returns

a reference to *this.

Definition at line 386 of file CholmodSupport.h.

    {
      m_shiftOffset[0] = double(offset);
      return derived();
    }

Member Data Documentation

m_analysisIsOk

template<typename MatrixType_ , int UpLo_, typename Derived >

int Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::m_analysisIsOk

protected

Definition at line 453 of file CholmodSupport.h.

m_cholmod

template<typename MatrixType_ , int UpLo_, typename Derived >

cholmod_common Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::m_cholmod

mutableprotected

Definition at line 448 of file CholmodSupport.h.

m_cholmodFactor

template<typename MatrixType_ , int UpLo_, typename Derived >

cholmod_factor* Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::m_cholmodFactor

protected

Definition at line 449 of file CholmodSupport.h.

m_factorizationIsOk

template<typename MatrixType_ , int UpLo_, typename Derived >

int Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::m_factorizationIsOk

protected

Definition at line 452 of file CholmodSupport.h.

m_info

template<typename MatrixType_ , int UpLo_, typename Derived >

ComputationInfo Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::m_info

mutableprotected

Definition at line 451 of file CholmodSupport.h.

m_isInitialized

template<typename MatrixType_ , int UpLo_, typename Derived >

bool Eigen::SparseSolverBase< Derived >::m_isInitialized

mutableprotected

Definition at line 123 of file SparseSolverBase.h.

m_shiftOffset

template<typename MatrixType_ , int UpLo_, typename Derived >

double Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::m_shiftOffset[2]

protected

Definition at line 450 of file CholmodSupport.h.

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The documentation for this class was generated from the following file:

• CholmodSupport.h