Eigen::UmfPackLU< MatrixType_ > Class Template Reference

A sparse LU factorization and solver based on UmfPack. More...

Inheritance diagram for Eigen::UmfPackLU< MatrixType_ >:

Public Types
enum	{   ColsAtCompileTime ,   MaxColsAtCompileTime }
typedef Matrix< int, MatrixType::RowsAtCompileTime, 1 >	IntColVectorType
typedef Matrix< int, 1, MatrixType::ColsAtCompileTime >	IntRowVectorType
typedef SparseMatrix< Scalar >	LUMatrixType
typedef MatrixType_	MatrixType
typedef MatrixType::RealScalar	RealScalar
typedef MatrixType::Scalar	Scalar
typedef MatrixType::StorageIndex	StorageIndex
typedef Array< double, UMFPACK_CONTROL, 1 >	UmfpackControl
typedef Array< double, UMFPACK_INFO, 1 >	UmfpackInfo
typedef Ref< const UmfpackMatrixType, StandardCompressedFormat >	UmfpackMatrixRef
typedef SparseMatrix< Scalar, ColMajor, StorageIndex >	UmfpackMatrixType
typedef Matrix< Scalar, Dynamic, 1 >	Vector

Public Member Functions
template<typename BDerived , typename XDerived >
bool	_solve_impl (const MatrixBase< BDerived > &b, MatrixBase< XDerived > &x) const
template<typename InputMatrixType >
void	analyzePattern (const InputMatrixType &matrix)
Index	cols () const
template<typename InputMatrixType >
void	compute (const InputMatrixType &matrix)
Scalar	determinant () const
void	extractData () const
template<typename InputMatrixType >
void	factorize (const InputMatrixType &matrix)
ComputationInfo	info () const
	Reports whether previous computation was successful. More...
const LUMatrixType &	matrixL () const
const LUMatrixType &	matrixU () const
const IntColVectorType &	permutationP () const
const IntRowVectorType &	permutationQ () const
void	printUmfpackControl ()
void	printUmfpackInfo ()
void	printUmfpackStatus ()
Index	rows () const
UmfpackControl &	umfpackControl ()
const UmfpackControl &	umfpackControl () const
int	umfpackFactorizeReturncode () const
	UmfPackLU ()
template<typename InputMatrixType >
	UmfPackLU (const InputMatrixType &matrix)
	~UmfPackLU ()
Public Member Functions inherited from Eigen::SparseSolverBase< UmfPackLU< MatrixType_ > >
UmfPackLU< MatrixType_ > &	derived ()
const UmfPackLU< MatrixType_ > &	derived () const
const Solve< UmfPackLU< MatrixType_ >, Rhs >	solve (const MatrixBase< Rhs > &b) const
const Solve< UmfPackLU< MatrixType_ >, Rhs >	solve (const SparseMatrixBase< Rhs > &b) const
	SparseSolverBase ()
	SparseSolverBase (SparseSolverBase &&other)
	~SparseSolverBase ()

Protected Types
typedef SparseSolverBase< UmfPackLU< MatrixType_ > >	Base

Protected Member Functions
void	analyzePattern_impl ()
void	factorize_impl ()
template<typename MatrixDerived >
void	grab (const EigenBase< MatrixDerived > &A)
void	grab (const UmfpackMatrixRef &A)
void	init ()

Protected Attributes
int	m_analysisIsOk
UmfpackControl	m_control
UmfpackMatrixType	m_dummy
bool	m_extractedDataAreDirty
StorageIndex	m_fact_errorCode
int	m_factorizationIsOk
ComputationInfo	m_info
LUMatrixType	m_l
void *	m_numeric
IntColVectorType	m_p
IntRowVectorType	m_q
void *	m_symbolic
LUMatrixType	m_u
UmfpackInfo	m_umfpackInfo
UmfpackMatrixRef	mp_matrix
Protected Attributes inherited from Eigen::SparseSolverBase< UmfPackLU< MatrixType_ > >
bool	m_isInitialized

Private Member Functions
	UmfPackLU (const UmfPackLU &)

Detailed Description

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

A sparse LU factorization and solver based on UmfPack.

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

Warning

The input matrix A should be in a compressed and column-major form. Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix.

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 SparseLU

Definition at line 290 of file UmfPackSupport.h.

Member Typedef Documentation

Base

template<typename MatrixType_ >

typedef SparseSolverBase<UmfPackLU<MatrixType_> > Eigen::UmfPackLU< MatrixType_ >::Base

protected

Definition at line 293 of file UmfPackSupport.h.

IntColVectorType

template<typename MatrixType_ >

typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> Eigen::UmfPackLU< MatrixType_ >::IntColVectorType

Definition at line 303 of file UmfPackSupport.h.

IntRowVectorType

template<typename MatrixType_ >

typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> Eigen::UmfPackLU< MatrixType_ >::IntRowVectorType

Definition at line 302 of file UmfPackSupport.h.

LUMatrixType

template<typename MatrixType_ >

typedef SparseMatrix<Scalar> Eigen::UmfPackLU< MatrixType_ >::LUMatrixType

Definition at line 304 of file UmfPackSupport.h.

MatrixType

template<typename MatrixType_ >

typedef MatrixType_ Eigen::UmfPackLU< MatrixType_ >::MatrixType

Definition at line 297 of file UmfPackSupport.h.

RealScalar

template<typename MatrixType_ >

typedef MatrixType::RealScalar Eigen::UmfPackLU< MatrixType_ >::RealScalar

Definition at line 299 of file UmfPackSupport.h.

Scalar

template<typename MatrixType_ >

typedef MatrixType::Scalar Eigen::UmfPackLU< MatrixType_ >::Scalar

Definition at line 298 of file UmfPackSupport.h.

StorageIndex

template<typename MatrixType_ >

typedef MatrixType::StorageIndex Eigen::UmfPackLU< MatrixType_ >::StorageIndex

Definition at line 300 of file UmfPackSupport.h.

UmfpackControl

template<typename MatrixType_ >

typedef Array<double, UMFPACK_CONTROL, 1> Eigen::UmfPackLU< MatrixType_ >::UmfpackControl

Definition at line 314 of file UmfPackSupport.h.

UmfpackInfo

template<typename MatrixType_ >

typedef Array<double, UMFPACK_INFO, 1> Eigen::UmfPackLU< MatrixType_ >::UmfpackInfo

Definition at line 315 of file UmfPackSupport.h.

UmfpackMatrixRef

template<typename MatrixType_ >

typedef Ref<const UmfpackMatrixType, StandardCompressedFormat> Eigen::UmfPackLU< MatrixType_ >::UmfpackMatrixRef

Definition at line 306 of file UmfPackSupport.h.

UmfpackMatrixType

template<typename MatrixType_ >

typedef SparseMatrix<Scalar,ColMajor,StorageIndex> Eigen::UmfPackLU< MatrixType_ >::UmfpackMatrixType

Definition at line 305 of file UmfPackSupport.h.

Vector

template<typename MatrixType_ >

typedef Matrix<Scalar,Dynamic,1> Eigen::UmfPackLU< MatrixType_ >::Vector

Definition at line 301 of file UmfPackSupport.h.

Member Enumeration Documentation

anonymous enum

template<typename MatrixType_ >

anonymous enum

Enumerator
ColsAtCompileTime
MaxColsAtCompileTime

Definition at line 307 of file UmfPackSupport.h.

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

Constructor & Destructor Documentation

UmfPackLU() [1/3]

template<typename MatrixType_ >

Eigen::UmfPackLU< MatrixType_ >::UmfPackLU ( )

inline

Definition at line 317 of file UmfPackSupport.h.

      : m_dummy(0,0), mp_matrix(m_dummy)
    {
      init();
    }

UmfPackLU() [2/3]

template<typename MatrixType_ >

template<typename InputMatrixType >

Eigen::UmfPackLU< MatrixType_ >::UmfPackLU ( const InputMatrixType &  matrix )

inlineexplicit

Definition at line 324 of file UmfPackSupport.h.

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

~UmfPackLU()

template<typename MatrixType_ >

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

inline

Definition at line 331 of file UmfPackSupport.h.

    {
      if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(), StorageIndex());
      if(m_numeric)  umfpack_free_numeric(&m_numeric,Scalar(), StorageIndex());
    }

UmfPackLU() [3/3]

template<typename MatrixType_ >

Eigen::UmfPackLU< MatrixType_ >::UmfPackLU ( const UmfPackLU< MatrixType_ > &  )

inlineprivate

Definition at line 569 of file UmfPackSupport.h.

{ }

Member Function Documentation

_solve_impl()

template<typename MatrixType >

template<typename BDerived , typename XDerived >

bool Eigen::UmfPackLU< MatrixType >::_solve_impl	(	const MatrixBase< BDerived > &	b,
		MatrixBase< XDerived > &	x
	)		const

Definition at line 611 of file UmfPackSupport.h.

{
  Index rhsCols = b.cols();
  eigen_assert((BDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major rhs yet");
  eigen_assert((XDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major result yet");
  eigen_assert(b.derived().data() != x.derived().data() && " Umfpack does not support inplace solve");
 
  Scalar* x_ptr = 0;
  Matrix<Scalar,Dynamic,1> x_tmp;
  if(x.innerStride()!=1)
  {
    x_tmp.resize(x.rows());
    x_ptr = x_tmp.data();
  }
  for (int j=0; j<rhsCols; ++j)
  {
    if(x.innerStride()==1)
      x_ptr = &x.col(j).coeffRef(0);
    StorageIndex errorCode = umfpack_solve(UMFPACK_A,
                                mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
                                x_ptr, &b.const_cast_derived().col(j).coeffRef(0),
                                m_numeric, m_control.data(), m_umfpackInfo.data());
    if(x.innerStride()!=1)
      x.col(j) = x_tmp;
    if (errorCode!=0)
      return false;
  }
 
  return true;
}

analyzePattern()

template<typename MatrixType_ >

template<typename InputMatrixType >

void Eigen::UmfPackLU< MatrixType_ >::analyzePattern ( const InputMatrixType &  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(), compute()

Definition at line 396 of file UmfPackSupport.h.

    {
      if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(),StorageIndex());
      if(m_numeric)  umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex());
 
      grab(matrix.derived());
 
      analyzePattern_impl();
    }

analyzePattern_impl()

template<typename MatrixType_ >

void Eigen::UmfPackLU< MatrixType_ >::analyzePattern_impl ( )

inlineprotected

Definition at line 506 of file UmfPackSupport.h.

    {
      m_fact_errorCode = umfpack_symbolic(internal::convert_index<StorageIndex>(mp_matrix.rows()),
                                          internal::convert_index<StorageIndex>(mp_matrix.cols()),
                                          mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
                                          &m_symbolic, m_control.data(), m_umfpackInfo.data());
 
      m_isInitialized = true;
      m_info = m_fact_errorCode ? InvalidInput : Success;
      m_analysisIsOk = true;
      m_factorizationIsOk = false;
      m_extractedDataAreDirty = true;
    }

cols()

template<typename MatrixType_ >

Index Eigen::UmfPackLU< MatrixType_ >::cols ( void  ) const

inline

Definition at line 338 of file UmfPackSupport.h.

{ return mp_matrix.cols(); }

compute()

template<typename MatrixType_ >

template<typename InputMatrixType >

void Eigen::UmfPackLU< MatrixType_ >::compute ( const InputMatrixType &  matrix )

inline

Computes the sparse Cholesky decomposition of matrix Note that the matrix should be column-major, and in compressed format for best performance.

See also

SparseMatrix::makeCompressed().

Definition at line 380 of file UmfPackSupport.h.

    {
      if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar(),StorageIndex());
      if(m_numeric)  umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex());
      grab(matrix.derived());
      analyzePattern_impl();
      factorize_impl();
    }

determinant()

template<typename MatrixType >

UmfPackLU< MatrixType >::Scalar Eigen::UmfPackLU< MatrixType >::determinant

Definition at line 602 of file UmfPackSupport.h.

{
  Scalar det;
  umfpack_get_determinant(&det, 0, m_numeric, 0, StorageIndex());
  return det;
}

extractData()

template<typename MatrixType >

void Eigen::UmfPackLU< MatrixType >::extractData

Definition at line 574 of file UmfPackSupport.h.

{
  if (m_extractedDataAreDirty)
  {
    // get size of the data
    StorageIndex lnz, unz, rows, cols, nz_udiag;
    umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
 
    // allocate data
    m_l.resize(rows,(std::min)(rows,cols));
    m_l.resizeNonZeros(lnz);
 
    m_u.resize((std::min)(rows,cols),cols);
    m_u.resizeNonZeros(unz);
 
    m_p.resize(rows);
    m_q.resize(cols);
 
    // extract
    umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(),
                        m_u.outerIndexPtr(), m_u.innerIndexPtr(), m_u.valuePtr(),
                        m_p.data(), m_q.data(), 0, 0, 0, m_numeric);
 
    m_extractedDataAreDirty = false;
  }
}

factorize()

template<typename MatrixType_ >

template<typename InputMatrixType >

void Eigen::UmfPackLU< MatrixType_ >::factorize ( const InputMatrixType &  matrix )

inline

Performs a numeric decomposition of matrix

The given matrix must has the same sparcity than the matrix on which the pattern anylysis has been performed.

See also

analyzePattern(), compute()

Definition at line 446 of file UmfPackSupport.h.

    {
      eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
      if(m_numeric)
        umfpack_free_numeric(&m_numeric,Scalar(),StorageIndex());
 
      grab(matrix.derived());
 
      factorize_impl();
    }

factorize_impl()

template<typename MatrixType_ >

void Eigen::UmfPackLU< MatrixType_ >::factorize_impl ( )

inlineprotected

Definition at line 520 of file UmfPackSupport.h.

    {
 
      m_fact_errorCode = umfpack_numeric(mp_matrix.outerIndexPtr(), mp_matrix.innerIndexPtr(), mp_matrix.valuePtr(),
                                         m_symbolic, &m_numeric, m_control.data(), m_umfpackInfo.data());
 
      m_info = m_fact_errorCode == UMFPACK_OK ? Success : NumericalIssue;
      m_factorizationIsOk = true;
      m_extractedDataAreDirty = true;
    }

grab() [1/2]

template<typename MatrixType_ >

template<typename MatrixDerived >

void Eigen::UmfPackLU< MatrixType_ >::grab ( const EigenBase< MatrixDerived > &  A )

inlineprotected

Definition at line 532 of file UmfPackSupport.h.

    {
      internal::destroy_at(&mp_matrix);
      internal::construct_at(&mp_matrix, A.derived());
    }

grab() [2/2]

template<typename MatrixType_ >

void Eigen::UmfPackLU< MatrixType_ >::grab ( const UmfpackMatrixRef &  A )

inlineprotected

Definition at line 538 of file UmfPackSupport.h.

    {
      if(&(A.derived()) != &mp_matrix)
      {
        internal::destroy_at(&mp_matrix);
        internal::construct_at(&mp_matrix, A);
      }
    }

info()

template<typename MatrixType_ >

ComputationInfo Eigen::UmfPackLU< MatrixType_ >::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 345 of file UmfPackSupport.h.

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

init()

template<typename MatrixType_ >

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

inlineprotected

Definition at line 495 of file UmfPackSupport.h.

    {
      m_info                  = InvalidInput;
      m_isInitialized         = false;
      m_numeric               = 0;
      m_symbolic              = 0;
      m_extractedDataAreDirty = true;
 
      umfpack_defaults(m_control.data(), Scalar(),StorageIndex());
    }

matrixL()

template<typename MatrixType_ >

const LUMatrixType& Eigen::UmfPackLU< MatrixType_ >::matrixL ( ) const

inline

Definition at line 351 of file UmfPackSupport.h.

    {
      if (m_extractedDataAreDirty) extractData();
      return m_l;
    }

matrixU()

template<typename MatrixType_ >

const LUMatrixType& Eigen::UmfPackLU< MatrixType_ >::matrixU ( ) const

inline

Definition at line 357 of file UmfPackSupport.h.

    {
      if (m_extractedDataAreDirty) extractData();
      return m_u;
    }

permutationP()

template<typename MatrixType_ >

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

inline

Definition at line 363 of file UmfPackSupport.h.

    {
      if (m_extractedDataAreDirty) extractData();
      return m_p;
    }

permutationQ()

template<typename MatrixType_ >

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

inline

Definition at line 369 of file UmfPackSupport.h.

    {
      if (m_extractedDataAreDirty) extractData();
      return m_q;
    }

printUmfpackControl()

template<typename MatrixType_ >

void Eigen::UmfPackLU< MatrixType_ >::printUmfpackControl ( )

inline

Prints the current UmfPack control settings.

See also

umfpackControl()

Definition at line 461 of file UmfPackSupport.h.

    {
      umfpack_report_control(m_control.data(), Scalar(),StorageIndex());
    }

printUmfpackInfo()

template<typename MatrixType_ >

void Eigen::UmfPackLU< MatrixType_ >::printUmfpackInfo ( )

inline

Prints statistics collected by UmfPack.

See also

analyzePattern(), compute()

Definition at line 470 of file UmfPackSupport.h.

    {
      eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
      umfpack_report_info(m_control.data(), m_umfpackInfo.data(), Scalar(),StorageIndex());
    }

printUmfpackStatus()

template<typename MatrixType_ >

void Eigen::UmfPackLU< MatrixType_ >::printUmfpackStatus ( )

inline

Prints the status of the previous factorization operation performed by UmfPack (symbolic or numerical factorization).

See also

analyzePattern(), compute()

Definition at line 480 of file UmfPackSupport.h.

                              {
      eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
      umfpack_report_status(m_control.data(), m_fact_errorCode, Scalar(),StorageIndex());
    }

rows()

template<typename MatrixType_ >

Index Eigen::UmfPackLU< MatrixType_ >::rows ( void  ) const

inline

Definition at line 337 of file UmfPackSupport.h.

{ return mp_matrix.rows(); }

umfpackControl() [1/2]

template<typename MatrixType_ >

UmfpackControl& Eigen::UmfPackLU< MatrixType_ >::umfpackControl ( )

inline

Provides access to the control settings array used by UmfPack.

If this array contains NaN's, the default values are used.

See UMFPACK documentation for details.

Definition at line 434 of file UmfPackSupport.h.

    {
      return m_control;
    }

umfpackControl() [2/2]

template<typename MatrixType_ >

const UmfpackControl& Eigen::UmfPackLU< MatrixType_ >::umfpackControl ( ) const

inline

Provides access to the control settings array used by UmfPack.

If this array contains NaN's, the default values are used.

See UMFPACK documentation for details.

Definition at line 423 of file UmfPackSupport.h.

    {
      return m_control;
    }

umfpackFactorizeReturncode()

template<typename MatrixType_ >

int Eigen::UmfPackLU< MatrixType_ >::umfpackFactorizeReturncode ( ) const

inline

Provides the return status code returned by UmfPack during the numeric factorization.

See also

factorize(), compute()

Definition at line 411 of file UmfPackSupport.h.

    {
      eigen_assert(m_numeric && "UmfPackLU: you must first call factorize()");
      return m_fact_errorCode;
    }

Member Data Documentation

m_analysisIsOk

template<typename MatrixType_ >

int Eigen::UmfPackLU< MatrixType_ >::m_analysisIsOk

protected

Definition at line 565 of file UmfPackSupport.h.

m_control

template<typename MatrixType_ >

UmfpackControl Eigen::UmfPackLU< MatrixType_ >::m_control

protected

Definition at line 550 of file UmfPackSupport.h.

m_dummy

template<typename MatrixType_ >

UmfpackMatrixType Eigen::UmfPackLU< MatrixType_ >::m_dummy

protected

Definition at line 557 of file UmfPackSupport.h.

m_extractedDataAreDirty

template<typename MatrixType_ >

bool Eigen::UmfPackLU< MatrixType_ >::m_extractedDataAreDirty

mutableprotected

Definition at line 566 of file UmfPackSupport.h.

m_fact_errorCode

template<typename MatrixType_ >

StorageIndex Eigen::UmfPackLU< MatrixType_ >::m_fact_errorCode

protected

Definition at line 549 of file UmfPackSupport.h.

m_factorizationIsOk

template<typename MatrixType_ >

int Eigen::UmfPackLU< MatrixType_ >::m_factorizationIsOk

protected

Definition at line 564 of file UmfPackSupport.h.

m_info

template<typename MatrixType_ >

ComputationInfo Eigen::UmfPackLU< MatrixType_ >::m_info

mutableprotected

Definition at line 563 of file UmfPackSupport.h.

m_l

template<typename MatrixType_ >

LUMatrixType Eigen::UmfPackLU< MatrixType_ >::m_l

mutableprotected

Definition at line 548 of file UmfPackSupport.h.

m_numeric

template<typename MatrixType_ >

void* Eigen::UmfPackLU< MatrixType_ >::m_numeric

protected

Definition at line 560 of file UmfPackSupport.h.

m_p

template<typename MatrixType_ >

IntColVectorType Eigen::UmfPackLU< MatrixType_ >::m_p

mutableprotected

Definition at line 554 of file UmfPackSupport.h.

m_q

template<typename MatrixType_ >

IntRowVectorType Eigen::UmfPackLU< MatrixType_ >::m_q

mutableprotected

Definition at line 555 of file UmfPackSupport.h.

m_symbolic

template<typename MatrixType_ >

void* Eigen::UmfPackLU< MatrixType_ >::m_symbolic

protected

Definition at line 561 of file UmfPackSupport.h.

m_u

template<typename MatrixType_ >

LUMatrixType Eigen::UmfPackLU< MatrixType_ >::m_u

mutableprotected

Definition at line 553 of file UmfPackSupport.h.

m_umfpackInfo

template<typename MatrixType_ >

UmfpackInfo Eigen::UmfPackLU< MatrixType_ >::m_umfpackInfo

mutableprotected

Definition at line 551 of file UmfPackSupport.h.

mp_matrix

template<typename MatrixType_ >

UmfpackMatrixRef Eigen::UmfPackLU< MatrixType_ >::mp_matrix

protected

Definition at line 558 of file UmfPackSupport.h.

---

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

• UmfPackSupport.h