A sparse direct incomplete LU factorization and solver based on the SuperLU library. More...

Inheritance diagram for Eigen::SuperILU< MatrixType_ >:

Public Types
typedef SuperLUBase< MatrixType_, SuperILU >	Base

typedef MatrixType_	MatrixType

typedef Base::RealScalar	RealScalar

typedef Base::Scalar	Scalar

Public Types inherited from Eigen::SuperLUBase< MatrixType_, SuperILU< MatrixType_ > >
enum

typedef Matrix< int, MatrixType::RowsAtCompileTime, 1 >	IntColVectorType

typedef Matrix< int, 1, MatrixType::ColsAtCompileTime >	IntRowVectorType

typedef SparseMatrix< Scalar >	LUMatrixType

typedef MatrixType_	MatrixType

typedef Map< PermutationMatrix< Dynamic, Dynamic, int > >	PermutationMap

typedef MatrixType::RealScalar	RealScalar

typedef MatrixType::Scalar	Scalar

typedef MatrixType::StorageIndex	StorageIndex

typedef Matrix< Scalar, Dynamic, 1 >	Vector

Public Member Functions
void	analyzePattern (const MatrixType &matrix)

void	factorize (const MatrixType &matrix)

	SuperILU ()

	SuperILU (const MatrixType &matrix)

	~SuperILU ()

Public Member Functions inherited from Eigen::SuperLUBase< MatrixType_, SuperILU< MatrixType_ > >
void	analyzePattern (const MatrixType &)

Index	cols () const

void	compute (const MatrixType &matrix)

void	dumpMemory (Stream &)

ComputationInfo	info () const
	Reports whether previous computation was successful. More...

superlu_options_t &	options ()

Index	rows () const

	SuperLUBase ()

	~SuperLUBase ()

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 Member Functions
void	init ()

Protected Member Functions inherited from Eigen::SuperLUBase< MatrixType_, SuperILU< MatrixType_ > >
void	clearFactors ()

SuperILU< MatrixType_ > &	derived ()

const SuperILU< MatrixType_ > &	derived () const

void	extractData () const

void	init ()

void	initFactorization (const MatrixType &a)

Protected Attributes
int	m_analysisIsOk

bool	m_extractedDataAreDirty

int	m_factorizationIsOk

ComputationInfo	m_info

bool	m_isInitialized

LUMatrixType	m_l

LUMatrixType	m_matrix

IntColVectorType	m_p

IntRowVectorType	m_q

SluMatrix	m_sluA

SluMatrix	m_sluB

Matrix< RealScalar, Dynamic, 1 >	m_sluBerr

Matrix< RealScalar, Dynamic, 1 >	m_sluCscale

char	m_sluEqued

std::vector< int >	m_sluEtree

Matrix< RealScalar, Dynamic, 1 >	m_sluFerr

SuperMatrix	m_sluL

superlu_options_t	m_sluOptions

Matrix< RealScalar, Dynamic, 1 >	m_sluRscale

SuperLUStat_t	m_sluStat

SuperMatrix	m_sluU

SluMatrix	m_sluX

LUMatrixType	m_u

Protected Attributes inherited from Eigen::SuperLUBase< MatrixType_, SuperILU< MatrixType_ > >
int	m_analysisIsOk

bool	m_extractedDataAreDirty

int	m_factorizationIsOk

ComputationInfo	m_info

bool	m_isInitialized

LUMatrixType	m_l

LUMatrixType	m_matrix

IntColVectorType	m_p

IntRowVectorType	m_q

SluMatrix	m_sluA

SluMatrix	m_sluB

Matrix< RealScalar, Dynamic, 1 >	m_sluBerr

Matrix< RealScalar, Dynamic, 1 >	m_sluCscale

char	m_sluEqued

std::vector< int >	m_sluEtree

Matrix< RealScalar, Dynamic, 1 >	m_sluFerr

SuperMatrix	m_sluL

superlu_options_t	m_sluOptions

Matrix< RealScalar, Dynamic, 1 >	m_sluRscale

SuperLUStat_t	m_sluStat

SuperMatrix	m_sluU

SluMatrix	m_sluX

LUMatrixType	m_u

Protected Attributes inherited from Eigen::SparseSolverBase< Derived >
bool	m_isInitialized

Private Member Functions
	SuperILU (SuperILU &)

Additional Inherited Members
Protected Types inherited from Eigen::SuperLUBase< MatrixType_, SuperILU< MatrixType_ > >
typedef SparseSolverBase< SuperILU< MatrixType_ > >	Base

Detailed Description

template<typename MatrixType_>
class Eigen::SuperILU< MatrixType_ >

A sparse direct incomplete LU factorization and solver based on the SuperLU library.

This class allows to solve for an approximate solution of A.X = B sparse linear problems via an incomplete LU factorization using the SuperLU library. This class is aimed to be used as a preconditioner of the iterative linear solvers.

Warning: This class is only for the 4.x versions of SuperLU. The 3.x and 5.x versions are not supported.

Template Parameters

MatrixType_ the type of the sparse matrix A, it must be a SparseMatrix<>

This class follows the sparse solver concept .

See also: Sparse solver concept, class IncompleteLUT, class ConjugateGradient, class BiCGSTAB

Definition at line 843 of file SuperLUSupport.h.

Member Typedef Documentation

◆ Base

template<typename MatrixType_ >

typedef SuperLUBase<MatrixType_,SuperILU> Eigen::SuperILU< MatrixType_ >::Base

Definition at line 846 of file SuperLUSupport.h.

◆ MatrixType

template<typename MatrixType_ >

typedef MatrixType_ Eigen::SuperILU< MatrixType_ >::MatrixType

Definition at line 847 of file SuperLUSupport.h.

◆ RealScalar

template<typename MatrixType_ >

typedef Base::RealScalar Eigen::SuperILU< MatrixType_ >::RealScalar

Definition at line 849 of file SuperLUSupport.h.

◆ Scalar

template<typename MatrixType_ >

typedef Base::Scalar Eigen::SuperILU< MatrixType_ >::Scalar

Definition at line 848 of file SuperLUSupport.h.

Constructor & Destructor Documentation

◆ SuperILU() [1/3]

template<typename MatrixType_ >

Eigen::SuperILU< MatrixType_ >::SuperILU ( )

inline

Definition at line 854 of file SuperLUSupport.h.

854 : Base() { init(); }

Eigen::SuperILU::init

void init()

Definition: SuperLUSupport.h:918

Eigen::SuperILU::Base

SuperLUBase< MatrixType_, SuperILU > Base

Definition: SuperLUSupport.h:846

◆ SuperILU() [2/3]

template<typename MatrixType_ >

Eigen::SuperILU< MatrixType_ >::SuperILU ( const MatrixType & matrix )

inline

Definition at line 856 of file SuperLUSupport.h.

                                        : Base()
     {
       init();
       Base::compute(matrix);
     }

◆ ~SuperILU()

template<typename MatrixType_ >

Eigen::SuperILU< MatrixType_ >::~SuperILU ( )

inline

Definition at line 862 of file SuperLUSupport.h.

863 {

864 }

◆ SuperILU() [3/3]

template<typename MatrixType_ >

Eigen::SuperILU< MatrixType_ >::SuperILU ( SuperILU< MatrixType_ > & )

inlineprivate

Definition at line 938 of file SuperLUSupport.h.

938 { }

Member Function Documentation

◆ analyzePattern()

template<typename MatrixType_ >

void Eigen::SuperILU< MatrixType_ >::analyzePattern ( const MatrixType & matrix )

inline

Performs a symbolic decomposition on the sparcity of matrix.

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

See also: factorize()

Definition at line 872 of file SuperLUSupport.h.

     {
       Base::analyzePattern(matrix);
     }

◆ factorize()

template<typename MatrixType >

void Eigen::SuperILU< MatrixType >::factorize ( const MatrixType & matrix )

Performs a numeric decomposition of matrix

The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.

See also: analyzePattern()

Definition at line 942 of file SuperLUSupport.h.

 {
   eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
   if(!m_analysisIsOk)
   {
     m_info = InvalidInput;
     return;
   }
   
   this->initFactorization(a);
  
   int info = 0;
   RealScalar recip_pivot_growth, rcond;
  
   StatInit(&m_sluStat);
   SuperLU_gsisx(&m_sluOptions, &m_sluA, m_q.data(), m_p.data(), &m_sluEtree[0],
                 &m_sluEqued, &m_sluRscale[0], &m_sluCscale[0],
                 &m_sluL, &m_sluU,
                 NULL, 0,
                 &m_sluB, &m_sluX,
                 &recip_pivot_growth, &rcond,
                 &m_sluStat, &info, Scalar());
   StatFree(&m_sluStat);
  
   // FIXME how to better check for errors ???
   m_info = info == 0 ? Success : NumericalIssue;
   m_factorizationIsOk = true;
 }

◆ init()

template<typename MatrixType_ >

void Eigen::SuperILU< MatrixType_ >::init ( )

inlineprotected

Definition at line 918 of file SuperLUSupport.h.

     {
       Base::init();
       
       ilu_set_default_options(&m_sluOptions);
       m_sluOptions.PrintStat        = NO;
       m_sluOptions.ConditionNumber  = NO;
       m_sluOptions.Trans            = NOTRANS;
       m_sluOptions.ColPerm          = MMD_AT_PLUS_A;
       
       // no attempt to preserve column sum
       m_sluOptions.ILU_MILU = SILU;
       // only basic ILU(k) support -- no direct control over memory consumption
       // better to use ILU_DropRule = DROP_BASIC | DROP_AREA
       // and set ILU_FillFactor to max memory growth
       m_sluOptions.ILU_DropRule = DROP_BASIC;
       m_sluOptions.ILU_DropTol = NumTraits<Scalar>::dummy_precision()*10;
     }

Member Data Documentation

◆ m_analysisIsOk

template<typename MatrixType_ >

int Eigen::SuperLUBase< MatrixType_, Derived >::m_analysisIsOk

protected

Definition at line 465 of file SuperLUSupport.h.

◆ m_extractedDataAreDirty

template<typename MatrixType_ >

bool Eigen::SuperLUBase< MatrixType_, Derived >::m_extractedDataAreDirty

mutableprotected

Definition at line 466 of file SuperLUSupport.h.

◆ m_factorizationIsOk

template<typename MatrixType_ >

int Eigen::SuperLUBase< MatrixType_, Derived >::m_factorizationIsOk

protected

Definition at line 464 of file SuperLUSupport.h.

◆ m_info

template<typename MatrixType_ >

ComputationInfo Eigen::SuperLUBase< MatrixType_, Derived >::m_info

mutableprotected

Definition at line 463 of file SuperLUSupport.h.

◆ m_isInitialized

template<typename MatrixType_ >

bool Eigen::SparseSolverBase< Derived >::m_isInitialized

mutableprotected

Definition at line 324 of file SparseSolverBase.h.

◆ m_l

template<typename MatrixType_ >

LUMatrixType Eigen::SuperLUBase< MatrixType_, Derived >::m_l

mutableprotected

Definition at line 447 of file SuperLUSupport.h.

◆ m_matrix

template<typename MatrixType_ >

LUMatrixType Eigen::SuperLUBase< MatrixType_, Derived >::m_matrix

mutableprotected

Definition at line 452 of file SuperLUSupport.h.

◆ m_p

template<typename MatrixType_ >

IntColVectorType Eigen::SuperLUBase< MatrixType_, Derived >::m_p

mutableprotected

Definition at line 449 of file SuperLUSupport.h.

◆ m_q

template<typename MatrixType_ >

IntRowVectorType Eigen::SuperLUBase< MatrixType_, Derived >::m_q

mutableprotected

Definition at line 450 of file SuperLUSupport.h.

◆ m_sluA

template<typename MatrixType_ >

SluMatrix Eigen::SuperLUBase< MatrixType_, Derived >::m_sluA

mutableprotected

Definition at line 453 of file SuperLUSupport.h.

◆ m_sluB

template<typename MatrixType_ >

SluMatrix Eigen::SuperLUBase< MatrixType_, Derived >::m_sluB

mutableprotected

Definition at line 455 of file SuperLUSupport.h.

◆ m_sluBerr

template<typename MatrixType_ >

Matrix<RealScalar,Dynamic,1> Eigen::SuperLUBase< MatrixType_, Derived >::m_sluBerr

protected

Definition at line 460 of file SuperLUSupport.h.

◆ m_sluCscale

template<typename MatrixType_ >

Matrix<RealScalar,Dynamic,1> Eigen::SuperLUBase< MatrixType_, Derived >::m_sluCscale

protected

Definition at line 459 of file SuperLUSupport.h.

◆ m_sluEqued

template<typename MatrixType_ >

char Eigen::SuperLUBase< MatrixType_, Derived >::m_sluEqued

mutableprotected

Definition at line 461 of file SuperLUSupport.h.

◆ m_sluEtree

template<typename MatrixType_ >

std::vector<int> Eigen::SuperLUBase< MatrixType_, Derived >::m_sluEtree

mutableprotected

Definition at line 458 of file SuperLUSupport.h.

◆ m_sluFerr

template<typename MatrixType_ >

Matrix<RealScalar,Dynamic,1> Eigen::SuperLUBase< MatrixType_, Derived >::m_sluFerr

mutableprotected

Definition at line 460 of file SuperLUSupport.h.

◆ m_sluL

template<typename MatrixType_ >

SuperMatrix Eigen::SuperLUBase< MatrixType_, Derived >::m_sluL

mutableprotected

Definition at line 454 of file SuperLUSupport.h.

◆ m_sluOptions

template<typename MatrixType_ >

superlu_options_t Eigen::SuperLUBase< MatrixType_, Derived >::m_sluOptions

mutableprotected

Definition at line 457 of file SuperLUSupport.h.

◆ m_sluRscale

template<typename MatrixType_ >

Matrix<RealScalar,Dynamic,1> Eigen::SuperLUBase< MatrixType_, Derived >::m_sluRscale

mutableprotected

Definition at line 459 of file SuperLUSupport.h.

◆ m_sluStat

template<typename MatrixType_ >

SuperLUStat_t Eigen::SuperLUBase< MatrixType_, Derived >::m_sluStat

mutableprotected

Definition at line 456 of file SuperLUSupport.h.

◆ m_sluU

template<typename MatrixType_ >

SuperMatrix Eigen::SuperLUBase< MatrixType_, Derived >::m_sluU

protected

Definition at line 454 of file SuperLUSupport.h.

◆ m_sluX

template<typename MatrixType_ >

SluMatrix Eigen::SuperLUBase< MatrixType_, Derived >::m_sluX

protected

Definition at line 455 of file SuperLUSupport.h.

◆ m_u

template<typename MatrixType_ >

LUMatrixType Eigen::SuperLUBase< MatrixType_, Derived >::m_u

mutableprotected

Definition at line 448 of file SuperLUSupport.h.

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

SuperLUSupport.h

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Private Member Functions

Additional Inherited Members

Detailed Description

template<typename MatrixType_> class Eigen::SuperILU< MatrixType_ >

Member Typedef Documentation

◆ Base

◆ MatrixType

◆ RealScalar

◆ Scalar

Constructor & Destructor Documentation

◆ SuperILU() [1/3]

◆ SuperILU() [2/3]

◆ ~SuperILU()

◆ SuperILU() [3/3]

Member Function Documentation

◆ analyzePattern()

◆ factorize()

◆ init()

Member Data Documentation

◆ m_analysisIsOk

◆ m_extractedDataAreDirty

◆ m_factorizationIsOk

◆ m_info

◆ m_isInitialized

◆ m_l

◆ m_matrix

◆ m_p

◆ m_q

◆ m_sluA

◆ m_sluB

◆ m_sluBerr

◆ m_sluCscale

◆ m_sluEqued

◆ m_sluEtree

◆ m_sluFerr

◆ m_sluL

◆ m_sluOptions

◆ m_sluRscale

◆ m_sluStat

◆ m_sluU

◆ m_sluX

◆ m_u

template<typename MatrixType_>
class Eigen::SuperILU< MatrixType_ >