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Add more useful functions to SPQR interface

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Desire NUENTSA 2012-11-13 18:13:13 +01:00
parent 9cf77ce1d8
commit 0412dff97b
2 changed files with 51 additions and 7 deletions
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31
Eigen/src/SPQRSupport/SuiteSparseQRSupport.h
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@ -36,7 +36,7 @@ namespace Eigen {
* \class SPQR
* \brief Sparse QR factorization based on SuiteSparseQR library
*
* This class is used to perform a multithreaded and multifrontal QR decomposition
* This class is used to perform a multithreaded and multifrontal rank-revealing QR decomposition
* of sparse matrices. The result is then used to solve linear leasts_square systems.
* Clearly, a QR factorization is returned such that A*P = Q*R where :
*
@ -61,6 +61,7 @@ class SPQR
typedef typename _MatrixType::RealScalar RealScalar;
typedef UF_long Index ;
typedef SparseMatrix<Scalar, _MatrixType::Flags, Index> MatrixType;
typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
public:
SPQR()
: m_ordering(SPQR_ORDERING_DEFAULT),
@ -115,8 +116,8 @@ class SPQR
// Solves with the triangular matrix R
Dest y;
y = this->matrixQR().template triangularView<Upper>().solve(dest.derived());
// Apply the column permutation //TODO Check the terminology behind the permutation
for (int j = 0; j < y.size(); j++) dest(m_E[j]) = y(j);
// Apply the column permutation
dest = colsPermutation() * y;
m_info = Success;
}
@ -133,13 +134,29 @@ class SPQR
return SPQRMatrixQReturnType<SPQR>(*this);
}
/// Get the permutation that was applied to columns of A
Index *colsPermutation() { return m_E; }
PermutationType colsPermutation() const
{
eigen_assert(m_isInitialized && "Decomposition is not initialized.");
Index n = m_cR->ncol;
PermutationType colsPerm(n);
for(Index j = 0; j <n; j++) colsPerm.indices()(j) = m_E[j];
return colsPerm;
}
/**
* Gets the rank of the matrix.
* It should be equal to matrixQR().cols if the matrix is full-rank
*/
Index rank() const
{
eigen_assert(m_isInitialized && "Decomposition is not initialized.");
return m_cc.SPQR_istat[4];
}
/// Set the fill-reducing ordering method to be used
void setOrdering(int ord) { m_ordering = ord;}
/// Set the tolerance tol to treat columns with 2-norm < =tol as zero
void setTolerance(RealScalar tol) { m_tolerance = tol; }
void setThreshold(RealScalar tol) { m_tolerance = tol; }
/// Return a pointer to SPQR workspace
cholmod_common *cc() const { return &m_cc; }
cholmod_sparse * H() const { return m_H; }

27
cmake/FindSPQR.cmake Normal file
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@ -0,0 +1,27 @@
# SPQR lib usually requires linking to a blas and lapack library.
# It is up to the user of this module to find a BLAS and link to it.
# SPQR lib requires Cholmod, colamd and amd as well.
# FindCholmod.cmake can be used to find those packages before finding spqr
if (SPQR_INCLUDES AND SPQR_LIBRARIES)
set(SPQR_FIND_QUIETLY TRUE)
endif (SPQR_INCLUDES AND SPQR_LIBRARIES)
find_path(SPQR_INCLUDES
NAMES
SuiteSparseQR.hpp
PATHS
$ENV{SPQRDIR}
${INCLUDE_INSTALL_DIR}
PATH_SUFFIXES
suitesparse
ufsparse
)
find_library(SPQR_LIBRARIES spqr $ENV{SPQRDIR} ${LIB_INSTALL_DIR})
include(FindPackageHandleStandardArgs)
find_package_handle_standard_args(SPQR DEFAULT_MSG SPQR_INCLUDES SPQR_LIBRARIES)
mark_as_advanced(SPQR_INCLUDES SPQR_LIBRARIES)