Newer
Older
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#ifndef EIGEN_PASTIXSUPPORT_H
#define EIGEN_PASTIXSUPPORT_H
#if defined(DCOMPLEX)
#define PASTIX_COMPLEX COMPLEX
#define PASTIX_DCOMPLEX DCOMPLEX
#else
#define PASTIX_COMPLEX std::complex<float>
#define PASTIX_DCOMPLEX std::complex<double>
#endif
/** \ingroup PaStiXSupport_Module
* \brief Interface to the PaStix solver
*
* This class is used to solve the linear systems A.X = B via the PaStix library.
* The matrix can be either real or complex, symmetric or not.
*
* \sa TutorialSparseDirectSolvers
*/
template<typename _MatrixType, bool IsStrSym = false> class PastixLU;
template<typename _MatrixType, int Options> class PastixLLT;
template<typename _MatrixType, int Options> class PastixLDLT;
namespace internal
{
template<class Pastix> struct pastix_traits;
template<typename _MatrixType>
struct pastix_traits< PastixLU<_MatrixType> >
{
typedef _MatrixType MatrixType;
typedef typename _MatrixType::Scalar Scalar;
typedef typename _MatrixType::RealScalar RealScalar;
};
template<typename _MatrixType, int Options>
struct pastix_traits< PastixLLT<_MatrixType,Options> >
{
typedef _MatrixType MatrixType;
typedef typename _MatrixType::Scalar Scalar;
typedef typename _MatrixType::RealScalar RealScalar;
};
template<typename _MatrixType, int Options>
struct pastix_traits< PastixLDLT<_MatrixType,Options> >
{
typedef _MatrixType MatrixType;
typedef typename _MatrixType::Scalar Scalar;
typedef typename _MatrixType::RealScalar RealScalar;
};
void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, float *vals, int *perm, int * invp, float *x, int nbrhs, int *iparm, double *dparm)
{
if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; }
if (nbrhs == 0) {x = NULL; nbrhs=1;}
s_pastix(pastix_data, pastix_comm, n, ptr, idx, vals, perm, invp, x, nbrhs, iparm, dparm);
}
void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, double *vals, int *perm, int * invp, double *x, int nbrhs, int *iparm, double *dparm)
{
if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; }
if (nbrhs == 0) {x = NULL; nbrhs=1;}
d_pastix(pastix_data, pastix_comm, n, ptr, idx, vals, perm, invp, x, nbrhs, iparm, dparm);
}
void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, std::complex<float> *vals, int *perm, int * invp, std::complex<float> *x, int nbrhs, int *iparm, double *dparm)
{
if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; }
if (nbrhs == 0) {x = NULL; nbrhs=1;}
c_pastix(pastix_data, pastix_comm, n, ptr, idx, reinterpret_cast<PASTIX_COMPLEX*>(vals), perm, invp, reinterpret_cast<PASTIX_COMPLEX*>(x), nbrhs, iparm, dparm);
}
void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, std::complex<double> *vals, int *perm, int * invp, std::complex<double> *x, int nbrhs, int *iparm, double *dparm)
{
if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; }
if (nbrhs == 0) {x = NULL; nbrhs=1;}
z_pastix(pastix_data, pastix_comm, n, ptr, idx, reinterpret_cast<PASTIX_DCOMPLEX*>(vals), perm, invp, reinterpret_cast<PASTIX_DCOMPLEX*>(x), nbrhs, iparm, dparm);
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
}
// Convert the matrix to Fortran-style Numbering
template <typename MatrixType>
void c_to_fortran_numbering (MatrixType& mat)
{
if ( !(mat.outerIndexPtr()[0]) )
{
int i;
for(i = 0; i <= mat.rows(); ++i)
++mat.outerIndexPtr()[i];
for(i = 0; i < mat.nonZeros(); ++i)
++mat.innerIndexPtr()[i];
}
}
// Convert to C-style Numbering
template <typename MatrixType>
void fortran_to_c_numbering (MatrixType& mat)
{
// Check the Numbering
if ( mat.outerIndexPtr()[0] == 1 )
{ // Convert to C-style numbering
int i;
for(i = 0; i <= mat.rows(); ++i)
--mat.outerIndexPtr()[i];
for(i = 0; i < mat.nonZeros(); ++i)
--mat.innerIndexPtr()[i];
}
}
}
// This is the base class to interface with PaStiX functions.
// Users should not used this class directly.
template <class Derived>
protected:
typedef SparseSolverBase<Derived> Base;
using Base::derived;
using Base::m_isInitialized;
typedef typename internal::pastix_traits<Derived>::MatrixType _MatrixType;
typedef _MatrixType MatrixType;
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef Matrix<Scalar,Dynamic,1> Vector;
typedef SparseMatrix<Scalar, ColMajor> ColSpMatrix;
enum {
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
};
PastixBase() : m_initisOk(false), m_analysisIsOk(false), m_factorizationIsOk(false), m_pastixdata(0), m_size(0)
{
init();
}
~PastixBase()
{
clean();
}
template<typename Rhs,typename Dest>
bool _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const;
/** Returns a reference to the integer vector IPARM of PaStiX parameters
* to modify the default parameters.
* The statistics related to the different phases of factorization and solve are saved here as well
* \sa analyzePattern() factorize()
*/
{
return m_iparm;
}
/** Return a reference to a particular index parameter of the IPARM vector
* \sa iparm()
*/
int& iparm(int idxparam)
{
return m_iparm(idxparam);
}
/** Returns a reference to the double vector DPARM of PaStiX parameters
* The statistics related to the different phases of factorization and solve are saved here as well
* \sa analyzePattern() factorize()
*/
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
{
return m_dparm;
}
/** Return a reference to a particular index parameter of the DPARM vector
* \sa dparm()
*/
double& dparm(int idxparam)
{
return m_dparm(idxparam);
}
inline Index cols() const { return m_size; }
inline Index rows() const { return m_size; }
/** \brief Reports whether previous computation was successful.
*
* \returns \c Success if computation was succesful,
* \c NumericalIssue if the PaStiX reports a problem
* \c InvalidInput if the input matrix is invalid
*
* \sa iparm()
*/
ComputationInfo info() const
{
eigen_assert(m_isInitialized && "Decomposition is not initialized.");
return m_info;
}
protected:
// Initialize the Pastix data structure, check the matrix
void init();
// Compute the ordering and the symbolic factorization
void analyzePattern(ColSpMatrix& mat);
// Compute the numerical factorization
void factorize(ColSpMatrix& mat);
// Free all the data allocated by Pastix
void clean()
{
eigen_assert(m_initisOk && "The Pastix structure should be allocated first");
m_iparm(IPARM_START_TASK) = API_TASK_CLEAN;
m_iparm(IPARM_END_TASK) = API_TASK_CLEAN;
internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, 0, 0, 0, (Scalar*)0,
m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data());
}
void compute(ColSpMatrix& mat);
int m_initisOk;
int m_analysisIsOk;
int m_factorizationIsOk;
mutable ComputationInfo m_info;
mutable pastix_data_t *m_pastixdata; // Data structure for pastix
mutable int m_comm; // The MPI communicator identifier
mutable Array<int,IPARM_SIZE,1> m_iparm; // integer vector for the input parameters
mutable Array<double,DPARM_SIZE,1> m_dparm; // Scalar vector for the input parameters
mutable Matrix<StorageIndex,Dynamic,1> m_perm; // Permutation vector
mutable Matrix<StorageIndex,Dynamic,1> m_invp; // Inverse permutation vector
mutable int m_size; // Size of the matrix
};
/** Initialize the PaStiX data structure.
*A first call to this function fills iparm and dparm with the default PaStiX parameters
* \sa iparm() dparm()
*/
template <class Derived>
void PastixBase<Derived>::init()
{
m_size = 0;
m_iparm.setZero(IPARM_SIZE);
m_dparm.setZero(DPARM_SIZE);
m_iparm(IPARM_MODIFY_PARAMETER) = API_NO;
pastix(&m_pastixdata, MPI_COMM_WORLD,
0, 0, 0, 0,
0, 0, 0, 1, m_iparm.data(), m_dparm.data());
m_iparm[IPARM_MATRIX_VERIFICATION] = API_NO;
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
m_iparm[IPARM_ORDERING] = API_ORDER_SCOTCH;
m_iparm[IPARM_INCOMPLETE] = API_NO;
m_iparm[IPARM_OOC_LIMIT] = 2000;
m_iparm[IPARM_RHS_MAKING] = API_RHS_B;
m_iparm(IPARM_MATRIX_VERIFICATION) = API_NO;
m_iparm(IPARM_START_TASK) = API_TASK_INIT;
m_iparm(IPARM_END_TASK) = API_TASK_INIT;
internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, 0, 0, 0, (Scalar*)0,
0, 0, 0, 0, m_iparm.data(), m_dparm.data());
// Check the returned error
if(m_iparm(IPARM_ERROR_NUMBER)) {
m_info = InvalidInput;
m_initisOk = false;
}
else {
m_info = Success;
m_initisOk = true;
}
}
template <class Derived>
void PastixBase<Derived>::compute(ColSpMatrix& mat)
{
eigen_assert(mat.rows() == mat.cols() && "The input matrix should be squared");
analyzePattern(mat);
factorize(mat);
m_iparm(IPARM_MATRIX_VERIFICATION) = API_NO;
}
template <class Derived>
void PastixBase<Derived>::analyzePattern(ColSpMatrix& mat)
{
eigen_assert(m_initisOk && "The initialization of PaSTiX failed");
// clean previous calls
if(m_size>0)
clean();
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
m_perm.resize(m_size);
m_invp.resize(m_size);
m_iparm(IPARM_START_TASK) = API_TASK_ORDERING;
m_iparm(IPARM_END_TASK) = API_TASK_ANALYSE;
internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, m_size, mat.outerIndexPtr(), mat.innerIndexPtr(),
mat.valuePtr(), m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data());
// Check the returned error
if(m_iparm(IPARM_ERROR_NUMBER))
{
m_info = NumericalIssue;
m_analysisIsOk = false;
}
else
{
m_info = Success;
m_analysisIsOk = true;
}
}
template <class Derived>
void PastixBase<Derived>::factorize(ColSpMatrix& mat)
{
// if(&m_cpyMat != &mat) m_cpyMat = mat;
eigen_assert(m_analysisIsOk && "The analysis phase should be called before the factorization phase");
m_iparm(IPARM_START_TASK) = API_TASK_NUMFACT;
m_iparm(IPARM_END_TASK) = API_TASK_NUMFACT;
internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, m_size, mat.outerIndexPtr(), mat.innerIndexPtr(),
mat.valuePtr(), m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data());
// Check the returned error
if(m_iparm(IPARM_ERROR_NUMBER))
{
m_info = NumericalIssue;
m_factorizationIsOk = false;
m_isInitialized = false;
}
else
{
m_info = Success;
m_factorizationIsOk = true;
m_isInitialized = true;
}
}
/* Solve the system */
template<typename Base>
template<typename Rhs,typename Dest>
bool PastixBase<Base>::_solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const
{
eigen_assert(m_isInitialized && "The matrix should be factorized first");
EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0,
THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
int rhs = 1;
x = b; /* on return, x is overwritten by the computed solution */
for (int i = 0; i < b.cols(); i++){
m_iparm[IPARM_START_TASK] = API_TASK_SOLVE;
m_iparm[IPARM_END_TASK] = API_TASK_REFINE;
internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, internal::convert_index<int>(x.rows()), 0, 0, 0,
m_perm.data(), m_invp.data(), &x(0, i), rhs, m_iparm.data(), m_dparm.data());
}
// Check the returned error
m_info = m_iparm(IPARM_ERROR_NUMBER)==0 ? Success : NumericalIssue;
return m_iparm(IPARM_ERROR_NUMBER)==0;
}
/** \ingroup PaStiXSupport_Module
* \class PastixLU
* \brief Sparse direct LU solver based on PaStiX library
*
* This class is used to solve the linear systems A.X = B with a supernodal LU
* factorization in the PaStiX library. The matrix A should be squared and nonsingular
* PaStiX requires that the matrix A has a symmetric structural pattern.
* This interface can symmetrize the input matrix otherwise.
* The vectors or matrices X and B can be either dense or sparse.
*
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
* \tparam IsStrSym Indicates if the input matrix has a symmetric pattern, default is false
* NOTE : Note that if the analysis and factorization phase are called separately,
* the input matrix will be symmetrized at each call, hence it is advised to
* symmetrize the matrix in a end-user program and set \p IsStrSym to true
*
* \implsparsesolverconcept
*
* \sa \ref TutorialSparseSolverConcept, class SparseLU
*
*/
template<typename _MatrixType, bool IsStrSym>
class PastixLU : public PastixBase< PastixLU<_MatrixType> >
{
public:
typedef _MatrixType MatrixType;
typedef PastixBase<PastixLU<MatrixType> > Base;
typedef typename Base::ColSpMatrix ColSpMatrix;
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
{
init();
compute(matrix);
}
/** Compute the LU supernodal factorization of \p matrix.
* iparm and dparm can be used to tune the PaStiX parameters.
* see the PaStiX user's manual
* \sa analyzePattern() factorize()
*/
void compute (const MatrixType& matrix)
{
m_structureIsUptodate = false;
ColSpMatrix temp;
grabMatrix(matrix, temp);
Base::compute(temp);
}
/** Compute the LU symbolic factorization of \p matrix using its sparsity pattern.
* Several ordering methods can be used at this step. See the PaStiX user's manual.
* The result of this operation can be used with successive matrices having the same pattern as \p matrix
* \sa factorize()
*/
void analyzePattern(const MatrixType& matrix)
{
m_structureIsUptodate = false;
ColSpMatrix temp;
grabMatrix(matrix, temp);
Base::analyzePattern(temp);
}
/** Compute the LU supernodal factorization of \p matrix
* WARNING The matrix \p matrix should have the same structural pattern
* as the same used in the analysis phase.
* \sa analyzePattern()
*/
void factorize(const MatrixType& matrix)
{
ColSpMatrix temp;
grabMatrix(matrix, temp);
Base::factorize(temp);
}
protected:
void init()
{
m_structureIsUptodate = false;
m_iparm(IPARM_SYM) = API_SYM_NO;
m_iparm(IPARM_FACTORIZATION) = API_FACT_LU;
}
void grabMatrix(const MatrixType& matrix, ColSpMatrix& out)
{
if(IsStrSym)
out = matrix;
else
{
if(!m_structureIsUptodate)
{
// update the transposed structure
m_transposedStructure = matrix.transpose();
// Set the elements of the matrix to zero
for (Index j=0; j<m_transposedStructure.outerSize(); ++j)
for(typename ColSpMatrix::InnerIterator it(m_transposedStructure, j); it; ++it)
it.valueRef() = 0.0;
m_structureIsUptodate = true;
}
out = m_transposedStructure + matrix;
}
internal::c_to_fortran_numbering(out);
}
using Base::m_iparm;
using Base::m_dparm;
ColSpMatrix m_transposedStructure;
bool m_structureIsUptodate;
};
/** \ingroup PaStiXSupport_Module
* \class PastixLLT
* \brief A sparse direct supernodal Cholesky (LLT) factorization and solver based on the PaStiX library
*
* This class is used to solve the linear systems A.X = B via a LL^T supernodal Cholesky factorization
* available in the PaStiX library. The matrix A should be symmetric and positive definite
* WARNING Selfadjoint complex matrices are not supported in the current version of PaStiX
* The vectors or matrices X and B can be either dense or sparse
*
* \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
* \tparam UpLo The part of the matrix to use : Lower or Upper. The default is Lower as required by PaStiX
*
* \implsparsesolverconcept
*
* \sa \ref TutorialSparseSolverConcept, class SimplicialLLT
*/
template<typename _MatrixType, int _UpLo>
class PastixLLT : public PastixBase< PastixLLT<_MatrixType, _UpLo> >
{
public:
typedef _MatrixType MatrixType;
typedef PastixBase<PastixLLT<MatrixType, _UpLo> > Base;
typedef typename Base::ColSpMatrix ColSpMatrix;
public:
enum { UpLo = _UpLo };
PastixLLT() : Base()
{
init();
}
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
{
init();
compute(matrix);
}
/** Compute the L factor of the LL^T supernodal factorization of \p matrix
* \sa analyzePattern() factorize()
*/
void compute (const MatrixType& matrix)
{
ColSpMatrix temp;
grabMatrix(matrix, temp);
Base::compute(temp);
}
/** Compute the LL^T symbolic factorization of \p matrix using its sparsity pattern
* The result of this operation can be used with successive matrices having the same pattern as \p matrix
* \sa factorize()
*/
void analyzePattern(const MatrixType& matrix)
{
ColSpMatrix temp;
grabMatrix(matrix, temp);
Base::analyzePattern(temp);
}
/** Compute the LL^T supernodal numerical factorization of \p matrix
* \sa analyzePattern()
*/
void factorize(const MatrixType& matrix)
{
ColSpMatrix temp;
grabMatrix(matrix, temp);
Base::factorize(temp);
}
protected:
using Base::m_iparm;
void init()
{
m_iparm(IPARM_SYM) = API_SYM_YES;
m_iparm(IPARM_FACTORIZATION) = API_FACT_LLT;
}
void grabMatrix(const MatrixType& matrix, ColSpMatrix& out)
{
// Pastix supports only lower, column-major matrices
out.template selfadjointView<Lower>() = matrix.template selfadjointView<UpLo>();
internal::c_to_fortran_numbering(out);
}
};
/** \ingroup PaStiXSupport_Module
* \class PastixLDLT
* \brief A sparse direct supernodal Cholesky (LLT) factorization and solver based on the PaStiX library
*
* This class is used to solve the linear systems A.X = B via a LDL^T supernodal Cholesky factorization
* available in the PaStiX library. The matrix A should be symmetric and positive definite
* WARNING Selfadjoint complex matrices are not supported in the current version of PaStiX
* The vectors or matrices X and B can be either dense or sparse
*
* \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
* \tparam UpLo The part of the matrix to use : Lower or Upper. The default is Lower as required by PaStiX
*
* \implsparsesolverconcept
*
* \sa \ref TutorialSparseSolverConcept, class SimplicialLDLT
*/
template<typename _MatrixType, int _UpLo>
class PastixLDLT : public PastixBase< PastixLDLT<_MatrixType, _UpLo> >
{
public:
typedef _MatrixType MatrixType;
typedef PastixBase<PastixLDLT<MatrixType, _UpLo> > Base;
typedef typename Base::ColSpMatrix ColSpMatrix;
public:
enum { UpLo = _UpLo };
PastixLDLT():Base()
{
init();
}
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
{
init();
compute(matrix);
}
/** Compute the L and D factors of the LDL^T factorization of \p matrix
* \sa analyzePattern() factorize()
*/
void compute (const MatrixType& matrix)
{
ColSpMatrix temp;
grabMatrix(matrix, temp);
Base::compute(temp);
}
/** Compute the LDL^T symbolic factorization of \p matrix using its sparsity pattern
* The result of this operation can be used with successive matrices having the same pattern as \p matrix
* \sa factorize()
*/
void analyzePattern(const MatrixType& matrix)
{
ColSpMatrix temp;
grabMatrix(matrix, temp);
Base::analyzePattern(temp);
}
/** Compute the LDL^T supernodal numerical factorization of \p matrix
*
*/
void factorize(const MatrixType& matrix)
{
ColSpMatrix temp;
grabMatrix(matrix, temp);
Base::factorize(temp);
}
protected:
using Base::m_iparm;
void init()
{
m_iparm(IPARM_SYM) = API_SYM_YES;
m_iparm(IPARM_FACTORIZATION) = API_FACT_LDLT;
}
void grabMatrix(const MatrixType& matrix, ColSpMatrix& out)
{
// Pastix supports only lower, column-major matrices