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Hauke Heibel 2010-10-26 16:48:12 +02:00
commit 3efff8c69e
1 changed files with 33 additions and 57 deletions
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90
unsupported/Eigen/src/SparseExtra/CholmodSupport.h
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@ -138,57 +138,6 @@ MappedSparseMatrix<Scalar,Flags,Index> viewAsEigen(cholmod_sparse& cm)
reinterpret_cast<Index*>(cm.p), reinterpret_cast<Index*>(cm.i),reinterpret_cast<Scalar*>(cm.x) );
}
template<typename Derived>
class SparseSolverBase
{
public:
SparseSolverBase()
: m_info(Success), m_isInitialized(false)
{}
Derived& derived() { return *static_cast<Derived*>(this); }
const Derived& derived() const { return *static_cast<const Derived*>(this); }
#ifdef EIGEN_PARSED_BY_DOXYGEN
/** Computes the sparse Cholesky decomposition of \a matrix */
void compute(const typename Derived::MatrixType& matrix)
{
derived().compute(matrix);
}
#endif // EIGEN_PARSED_BY_DOXYGEN
/** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
*
* \sa compute()
*/
template<typename Rhs>
inline const internal::solve_retval<Derived, Rhs>
solve(const MatrixBase<Rhs>& b) const
{
eigen_assert(m_isInitialized && "LLT is not initialized.");
// eigen_assert(m_matrix.rows()==b.rows()
// && "LLT::solve(): invalid number of rows of the right hand side matrix b");
return internal::solve_retval<Derived, Rhs>(derived(), b.derived());
}
/** \brief Reports whether previous computation was successful.
*
* \returns \c Success if computation was succesful,
* \c NumericalIssue if the matrix.appears to be negative.
*/
ComputationInfo info() const
{
eigen_assert(m_isInitialized && "Decomposition is not initialized.");
return m_info;
}
protected:
mutable ComputationInfo m_info;
bool m_isInitialized;
};
enum CholmodMode {
CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt
};
@ -205,13 +154,11 @@ enum CholmodMode {
*
*/
template<typename _MatrixType, int _UpLo = Lower>
class CholmodDecomposition : public SparseSolverBase<CholmodDecomposition<_MatrixType,_UpLo> >
class CholmodDecomposition
{
public:
typedef _MatrixType MatrixType;
enum { UpLo = _UpLo };
protected:
typedef SparseSolverBase<MatrixType> Base;
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef MatrixType CholMatrixType;
@ -220,13 +167,13 @@ class CholmodDecomposition : public SparseSolverBase<CholmodDecomposition<_Matri
public:
CholmodDecomposition()
: m_cholmodFactor(0)
: m_cholmodFactor(0), m_info(Success), m_isInitialized(false)
{
cholmod_start(&m_cholmod);
}
CholmodDecomposition(const MatrixType& matrix)
: m_cholmodFactor(0)
: m_cholmodFactor(0), m_info(Success), m_isInitialized(false)
{
cholmod_start(&m_cholmod);
compute(matrix);
@ -268,6 +215,16 @@ class CholmodDecomposition : public SparseSolverBase<CholmodDecomposition<_Matri
}
}
/** \brief Reports whether previous computation was successful.
*
* \returns \c Success if computation was succesful,
* \c NumericalIssue if the matrix.appears to be negative.
*/
ComputationInfo info() const
{
eigen_assert(m_isInitialized && "Decomposition is not initialized.");
return m_info;
}
/** Computes the sparse Cholesky decomposition of \a matrix */
void compute(const MatrixType& matrix)
@ -276,6 +233,20 @@ class CholmodDecomposition : public SparseSolverBase<CholmodDecomposition<_Matri
factorize(matrix);
}
/** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
*
* \sa compute()
*/
template<typename Rhs>
inline const internal::solve_retval<CholmodDecomposition, Rhs>
solve(const MatrixBase<Rhs>& b) const
{
eigen_assert(m_isInitialized && "LLT is not initialized.");
eigen_assert(rows()==b.rows()
&& "CholmodDecomposition::solve(): invalid number of rows of the right hand side matrix b");
return internal::solve_retval<CholmodDecomposition, Rhs>(*this, b.derived());
}
/** Performs a symbolic decomposition on the sparcity of \a matrix.
*
* This function is particularly useful when solving for several problems having the same structure.
@ -318,6 +289,7 @@ class CholmodDecomposition : public SparseSolverBase<CholmodDecomposition<_Matri
* See the Cholmod user guide for details. */
cholmod_common& cholmod() { return m_cholmod; }
#ifndef EIGEN_PARSED_BY_DOXYGEN
/** \internal */
template<typename Rhs,typename Dest>
void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
@ -336,10 +308,14 @@ class CholmodDecomposition : public SparseSolverBase<CholmodDecomposition<_Matri
dest = Matrix<Scalar,Dynamic,1>::Map(reinterpret_cast<Scalar*>(x_cd->x),b.rows());
cholmod_free_dense(&x_cd, &m_cholmod);
}
#endif // EIGEN_PARSED_BY_DOXYGEN
protected:
mutable cholmod_common m_cholmod;
cholmod_factor* m_cholmodFactor;
mutable ComputationInfo m_info;
bool m_isInitialized;
int m_factorizationIsOk;
int m_analysisIsOk;
};
@ -355,7 +331,7 @@ struct solve_retval<CholmodDecomposition<_MatrixType,_UpLo>, Rhs>
template<typename Dest> void evalTo(Dest& dst) const
{
dec().derived()._solve(rhs(),dst);
dec()._solve(rhs(),dst);
}
};