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

Inheritance diagram for Eigen::SuperLU< MatrixType_ >:

Public Types
typedef SuperLUBase< MatrixType_, SuperLU >	Base

typedef Base::IntColVectorType	IntColVectorType

typedef Base::IntRowVectorType	IntRowVectorType

typedef TriangularView< LUMatrixType, Lower\|UnitDiag >	LMatrixType

typedef Base::LUMatrixType	LUMatrixType

typedef MatrixType_	MatrixType

typedef Base::PermutationMap	PermutationMap

typedef Base::RealScalar	RealScalar

typedef Base::Scalar	Scalar

typedef Base::StorageIndex	StorageIndex

typedef TriangularView< LUMatrixType, Upper >	UMatrixType

Public Types inherited from Eigen::SuperLUBase< MatrixType_, SuperLU< 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
template<typename Rhs , typename Dest >
void	_solve_impl (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const

void	analyzePattern (const MatrixType &matrix)

Scalar	determinant () const

void	factorize (const MatrixType &matrix)

const LMatrixType &	matrixL () const

const UMatrixType &	matrixU () const

const IntColVectorType &	permutationP () const

const IntRowVectorType &	permutationQ () const

	SuperLU ()

	SuperLU (const MatrixType &matrix)

	~SuperLU ()

Public Member Functions inherited from Eigen::SuperLUBase< MatrixType_, SuperLU< 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_, SuperLU< MatrixType_ > >
void	clearFactors ()

SuperLU< MatrixType_ > &	derived ()

const SuperLU< 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_, SuperLU< 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
	SuperLU (SuperLU &)

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

Detailed Description

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

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

This class allows to solve for A.X = B sparse linear problems via a direct LU factorization using the SuperLU library. The sparse matrix A must be squared and invertible. The vectors or matrices X and B can be either dense or sparse.

Template Parameters

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

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

This class follows the sparse solver concept .

See also: Sparse solver concept, class SparseLU

Definition at line 490 of file SuperLUSupport.h.

Member Typedef Documentation

◆ Base

template<typename MatrixType_ >

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

Definition at line 493 of file SuperLUSupport.h.

◆ IntColVectorType

template<typename MatrixType_ >

typedef Base::IntColVectorType Eigen::SuperLU< MatrixType_ >::IntColVectorType

Definition at line 499 of file SuperLUSupport.h.

◆ IntRowVectorType

template<typename MatrixType_ >

typedef Base::IntRowVectorType Eigen::SuperLU< MatrixType_ >::IntRowVectorType

Definition at line 498 of file SuperLUSupport.h.

◆ LMatrixType

template<typename MatrixType_ >

typedef TriangularView<LUMatrixType, Lower|UnitDiag> Eigen::SuperLU< MatrixType_ >::LMatrixType

Definition at line 502 of file SuperLUSupport.h.

◆ LUMatrixType

template<typename MatrixType_ >

typedef Base::LUMatrixType Eigen::SuperLU< MatrixType_ >::LUMatrixType

Definition at line 501 of file SuperLUSupport.h.

◆ MatrixType

template<typename MatrixType_ >

typedef MatrixType_ Eigen::SuperLU< MatrixType_ >::MatrixType

Definition at line 494 of file SuperLUSupport.h.

◆ PermutationMap

template<typename MatrixType_ >

typedef Base::PermutationMap Eigen::SuperLU< MatrixType_ >::PermutationMap

Definition at line 500 of file SuperLUSupport.h.

◆ RealScalar

template<typename MatrixType_ >

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

Definition at line 496 of file SuperLUSupport.h.

◆ Scalar

template<typename MatrixType_ >

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

Definition at line 495 of file SuperLUSupport.h.

◆ StorageIndex

template<typename MatrixType_ >

typedef Base::StorageIndex Eigen::SuperLU< MatrixType_ >::StorageIndex

Definition at line 497 of file SuperLUSupport.h.

◆ UMatrixType

template<typename MatrixType_ >

typedef TriangularView<LUMatrixType, Upper> Eigen::SuperLU< MatrixType_ >::UMatrixType

Definition at line 503 of file SuperLUSupport.h.

Constructor & Destructor Documentation

◆ SuperLU() [1/3]

template<typename MatrixType_ >

Eigen::SuperLU< MatrixType_ >::SuperLU ( )

inline

Definition at line 508 of file SuperLUSupport.h.

508 : Base() { init(); }

Eigen::SuperLU::Base

SuperLUBase< MatrixType_, SuperLU > Base

Definition: SuperLUSupport.h:493

Eigen::SuperLU::init

void init()

Definition: SuperLUSupport.h:598

◆ SuperLU() [2/3]

template<typename MatrixType_ >

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

inlineexplicit

Definition at line 510 of file SuperLUSupport.h.

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

◆ ~SuperLU()

template<typename MatrixType_ >

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

inline

Definition at line 516 of file SuperLUSupport.h.

517 {

518 }

◆ SuperLU() [3/3]

template<typename MatrixType_ >

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

inlineprivate

Definition at line 611 of file SuperLUSupport.h.

611 { }

Member Function Documentation

◆ _solve_impl()

template<typename MatrixType >

template<typename Rhs , typename Dest >

void Eigen::SuperLU< MatrixType >::_solve_impl	(	const MatrixBase< Rhs > &	b,
		MatrixBase< Dest > &	dest
	)		const

Definition at line 651 of file SuperLUSupport.h.

 {
   eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()");
  
   const Index rhsCols = b.cols();
   eigen_assert(m_matrix.rows()==b.rows());
  
   m_sluOptions.Trans = NOTRANS;
   m_sluOptions.Fact = FACTORED;
   m_sluOptions.IterRefine = NOREFINE;
   
  
   m_sluFerr.resize(rhsCols);
   m_sluBerr.resize(rhsCols);
   
   Ref<const Matrix<typename Rhs::Scalar,Dynamic,Dynamic,ColMajor> > b_ref(b);
   Ref<const Matrix<typename Dest::Scalar,Dynamic,Dynamic,ColMajor> > x_ref(x);
   
   m_sluB = SluMatrix::Map(b_ref.const_cast_derived());
   m_sluX = SluMatrix::Map(x_ref.const_cast_derived());
   
   typename Rhs::PlainObject b_cpy;
   if(m_sluEqued!='N')
   {
     b_cpy = b;
     m_sluB = SluMatrix::Map(b_cpy.const_cast_derived());  
   }
  
   StatInit(&m_sluStat);
   int info = 0;
   RealScalar recip_pivot_growth, rcond;
   SuperLU_gssvx(&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_sluFerr[0], &m_sluBerr[0],
                 &m_sluStat, &info, Scalar());
   StatFree(&m_sluStat);
   
   if(x.derived().data() != x_ref.data())
     x = x_ref;
   
   m_info = info==0 ? Success : NumericalIssue;
 }

◆ analyzePattern()

template<typename MatrixType_ >

void Eigen::SuperLU< 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 526 of file SuperLUSupport.h.

     {
       m_info = InvalidInput;
       m_isInitialized = false;
       Base::analyzePattern(matrix);
     }

◆ determinant()

template<typename MatrixType >

SuperLU< MatrixType >::Scalar Eigen::SuperLU< MatrixType >::determinant

Definition at line 794 of file SuperLUSupport.h.

 {
   eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for computing the determinant, you must first call either compute() or analyzePattern()/factorize()");
   
   if (m_extractedDataAreDirty)
     this->extractData();
  
   Scalar det = Scalar(1);
   for (int j=0; j<m_u.cols(); ++j)
   {
     if (m_u.outerIndexPtr()[j+1]-m_u.outerIndexPtr()[j] > 0)
     {
       int lastId = m_u.outerIndexPtr()[j+1]-1;
       eigen_assert(m_u.innerIndexPtr()[lastId]<=j);
       if (m_u.innerIndexPtr()[lastId]==j)
         det *= m_u.valuePtr()[lastId];
     }
   }
   if(PermutationMap(m_p.data(),m_p.size()).determinant()*PermutationMap(m_q.data(),m_q.size()).determinant()<0)
     det = -det;
   if(m_sluEqued!='N')
     return det/m_sluRscale.prod()/m_sluCscale.prod();
   else
     return det;
 }

◆ factorize()

template<typename MatrixType >

void Eigen::SuperLU< 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 615 of file SuperLUSupport.h.

 {
   eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
   if(!m_analysisIsOk)
   {
     m_info = InvalidInput;
     return;
   }
   
   this->initFactorization(a);
   
   m_sluOptions.ColPerm = COLAMD;
   int info = 0;
   RealScalar recip_pivot_growth, rcond;
   RealScalar ferr, berr;
  
   StatInit(&m_sluStat);
   SuperLU_gssvx(&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,
                 &ferr, &berr,
                 &m_sluStat, &info, Scalar());
   StatFree(&m_sluStat);
  
   m_extractedDataAreDirty = true;
  
   // FIXME how to better check for errors ???
   m_info = info == 0 ? Success : NumericalIssue;
   m_factorizationIsOk = true;
 }

◆ init()

template<typename MatrixType_ >

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

inlineprotected

Definition at line 598 of file SuperLUSupport.h.

     {
       Base::init();
       
       set_default_options(&this->m_sluOptions);
       m_sluOptions.PrintStat        = NO;
       m_sluOptions.ConditionNumber  = NO;
       m_sluOptions.Trans            = NOTRANS;
       m_sluOptions.ColPerm          = COLAMD;
     }

◆ matrixL()

template<typename MatrixType_ >

const LMatrixType& Eigen::SuperLU< MatrixType_ >::matrixL ( ) const

inline

Definition at line 545 of file SuperLUSupport.h.

     {
       if (m_extractedDataAreDirty) this->extractData();
       return m_l;
     }

◆ matrixU()

template<typename MatrixType_ >

const UMatrixType& Eigen::SuperLU< MatrixType_ >::matrixU ( ) const

inline

Definition at line 551 of file SuperLUSupport.h.

     {
       if (m_extractedDataAreDirty) this->extractData();
       return m_u;
     }

◆ permutationP()

template<typename MatrixType_ >

const IntColVectorType& Eigen::SuperLU< MatrixType_ >::permutationP ( ) const

inline

Definition at line 557 of file SuperLUSupport.h.

     {
       if (m_extractedDataAreDirty) this->extractData();
       return m_p;
     }

◆ permutationQ()

template<typename MatrixType_ >

const IntRowVectorType& Eigen::SuperLU< MatrixType_ >::permutationQ ( ) const

inline

Definition at line 563 of file SuperLUSupport.h.

     {
       if (m_extractedDataAreDirty) this->extractData();
       return m_q;
     }

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::SuperLU< MatrixType_ >

Member Typedef Documentation

◆ Base

◆ IntColVectorType

◆ IntRowVectorType

◆ LMatrixType

◆ LUMatrixType

◆ MatrixType

◆ PermutationMap

◆ RealScalar

◆ Scalar

◆ StorageIndex

◆ UMatrixType

Constructor & Destructor Documentation

◆ SuperLU() [1/3]

◆ SuperLU() [2/3]

◆ ~SuperLU()

◆ SuperLU() [3/3]

Member Function Documentation

◆ _solve_impl()

◆ analyzePattern()

◆ determinant()

◆ factorize()

◆ init()

◆ matrixL()

◆ matrixU()

◆ permutationP()

◆ permutationQ()

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::SuperLU< MatrixType_ >