Public Types | Public Member Functions | Protected Member Functions | Protected Attributes
UmfPackLU< _MatrixType > Class Template Reference
UmfPackSupport module

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

#include <UmfPackSupport.h>

Inherits noncopyable.

List of all members.

Public Types

typedef MatrixType::Index Index
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 SparseMatrix< Scalar,
ColMajor, int > 		UmfpackMatrixType
typedef Matrix< Scalar,
Dynamic, 1 > 		Vector

Public Member Functions

void analyzePattern (const MatrixType &matrix)
Index cols () const
void compute (const MatrixType &matrix)
Scalar determinant () const
void extractData () const
void factorize (const MatrixType &matrix)
ComputationInfo info () const
 Reports whether previous computation was successful.
const LUMatrixType & matrixL () const
const LUMatrixType & matrixU () const
const IntColVectorType & permutationP () const
const IntRowVectorType & permutationQ () const
Index rows () const
template<typename Rhs >
const internal::solve_retval
< UmfPackLU, Rhs > 		solve (const MatrixBase< Rhs > &b) const
 UmfPackLU ()
 UmfPackLU (const MatrixType &matrix)
 ~UmfPackLU ()

Protected Member Functions

void grapInput (const MatrixType &mat)
void init ()

Protected Attributes

int m_analysisIsOk
UmfpackMatrixType m_copyMatrix
bool m_extractedDataAreDirty
int m_factorizationIsOk
ComputationInfo m_info
const int * m_innerIndexPtr
bool m_isInitialized
LUMatrixType m_l
void * m_numeric
const int * m_outerIndexPtr
IntColVectorType m_p
IntRowVectorType m_q
void * m_symbolic
LUMatrixType m_u
const Scalar * m_valuePtr

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.

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:
_MatrixTypethe type of the sparse matrix A, it must be a SparseMatrix<>
See also:
Solving linear problems

Member Typedef Documentation

typedef MatrixType::Index Index
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 SparseMatrix<Scalar,ColMajor,int> UmfpackMatrixType
typedef Matrix<Scalar,Dynamic,1> Vector

Constructor & Destructor Documentation

UmfPackLU ( )
inline

References UmfPackLU< _MatrixType >::init().

UmfPackLU ( const MatrixType &  matrix)
inline

References UmfPackLU< _MatrixType >::compute(), and UmfPackLU< _MatrixType >::init().

~UmfPackLU ( )
inline

References UmfPackLU< _MatrixType >::m_numeric, UmfPackLU< _MatrixType >::m_symbolic, Eigen::umfpack_free_numeric(), and Eigen::umfpack_free_symbolic().

Member Function Documentation

void analyzePattern ( const MatrixType &  matrix)
inline
Returns:
the solution x of $ A x = b $ using the current decomposition of A.
See also:
compute() 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()

References UmfPackLU< _MatrixType >::grapInput(), Eigen::InvalidInput, UmfPackLU< _MatrixType >::m_analysisIsOk, UmfPackLU< _MatrixType >::m_factorizationIsOk, UmfPackLU< _MatrixType >::m_info, UmfPackLU< _MatrixType >::m_innerIndexPtr, UmfPackLU< _MatrixType >::m_isInitialized, UmfPackLU< _MatrixType >::m_numeric, UmfPackLU< _MatrixType >::m_outerIndexPtr, UmfPackLU< _MatrixType >::m_symbolic, UmfPackLU< _MatrixType >::m_valuePtr, Eigen::Success, Eigen::umfpack_free_numeric(), Eigen::umfpack_free_symbolic(), and Eigen::umfpack_symbolic().

Referenced by UmfPackLU< _MatrixType >::compute().

Index cols ( void  ) const
inline

References SparseMatrix< _Scalar, _Options, _Index >::cols(), and UmfPackLU< _MatrixType >::m_copyMatrix.

void compute ( const MatrixType &  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().

References UmfPackLU< _MatrixType >::analyzePattern(), and UmfPackLU< _MatrixType >::factorize().

Referenced by UmfPackLU< _MatrixType >::UmfPackLU().

UmfPackLU< MatrixType >::Scalar determinant ( ) const

References Eigen::umfpack_get_determinant().

void extractData ( ) const

References Eigen::umfpack_get_lunz(), and Eigen::umfpack_get_numeric().

Referenced by UmfPackLU< _MatrixType >::matrixL(), UmfPackLU< _MatrixType >::matrixU(), UmfPackLU< _MatrixType >::permutationP(), and UmfPackLU< _MatrixType >::permutationQ().

void factorize ( const MatrixType &  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()

References eigen_assert, UmfPackLU< _MatrixType >::grapInput(), UmfPackLU< _MatrixType >::m_analysisIsOk, UmfPackLU< _MatrixType >::m_factorizationIsOk, UmfPackLU< _MatrixType >::m_info, UmfPackLU< _MatrixType >::m_innerIndexPtr, UmfPackLU< _MatrixType >::m_numeric, UmfPackLU< _MatrixType >::m_outerIndexPtr, UmfPackLU< _MatrixType >::m_symbolic, UmfPackLU< _MatrixType >::m_valuePtr, Eigen::NumericalIssue, Eigen::Success, Eigen::umfpack_free_numeric(), and Eigen::umfpack_numeric().

Referenced by UmfPackLU< _MatrixType >::compute().

void grapInput ( const MatrixType &  mat)
inlineprotected

References SparseMatrix< _Scalar, _Options, _Index >::innerIndexPtr(), UmfPackLU< _MatrixType >::m_copyMatrix, UmfPackLU< _MatrixType >::m_innerIndexPtr, UmfPackLU< _MatrixType >::m_outerIndexPtr, UmfPackLU< _MatrixType >::m_valuePtr, SparseMatrix< _Scalar, _Options, _Index >::outerIndexPtr(), SparseMatrix< _Scalar, _Options, _Index >::resize(), Eigen::RowMajorBit, and SparseMatrix< _Scalar, _Options, _Index >::valuePtr().

Referenced by UmfPackLU< _MatrixType >::analyzePattern(), and UmfPackLU< _MatrixType >::factorize().

ComputationInfo info ( ) const
inline

Reports whether previous computation was successful.

Returns:
Success if computation was succesful, NumericalIssue if the matrix.appears to be negative.

References eigen_assert, UmfPackLU< _MatrixType >::m_info, and UmfPackLU< _MatrixType >::m_isInitialized.

void init ( )
inlineprotected

References Eigen::InvalidInput, UmfPackLU< _MatrixType >::m_info, UmfPackLU< _MatrixType >::m_innerIndexPtr, UmfPackLU< _MatrixType >::m_isInitialized, UmfPackLU< _MatrixType >::m_numeric, UmfPackLU< _MatrixType >::m_outerIndexPtr, UmfPackLU< _MatrixType >::m_symbolic, and UmfPackLU< _MatrixType >::m_valuePtr.

Referenced by UmfPackLU< _MatrixType >::UmfPackLU().

const LUMatrixType& matrixL ( ) const
inline

References UmfPackLU< _MatrixType >::extractData(), UmfPackLU< _MatrixType >::m_extractedDataAreDirty, and UmfPackLU< _MatrixType >::m_l.

const LUMatrixType& matrixU ( ) const
inline

References UmfPackLU< _MatrixType >::extractData(), UmfPackLU< _MatrixType >::m_extractedDataAreDirty, and UmfPackLU< _MatrixType >::m_u.

const IntColVectorType& permutationP ( ) const
inline

References UmfPackLU< _MatrixType >::extractData(), UmfPackLU< _MatrixType >::m_extractedDataAreDirty, and UmfPackLU< _MatrixType >::m_p.

const IntRowVectorType& permutationQ ( ) const
inline

References UmfPackLU< _MatrixType >::extractData(), UmfPackLU< _MatrixType >::m_extractedDataAreDirty, and UmfPackLU< _MatrixType >::m_q.

Index rows ( void  ) const
inline

References UmfPackLU< _MatrixType >::m_copyMatrix, and SparseMatrix< _Scalar, _Options, _Index >::rows().

Referenced by UmfPackLU< _MatrixType >::solve().

const internal::solve_retval<UmfPackLU, Rhs> solve ( const MatrixBase< Rhs > &  b) const
inline
Returns:
the solution x of $ A x = b $ using the current decomposition of A.
See also:
compute()

References eigen_assert, UmfPackLU< _MatrixType >::m_isInitialized, and UmfPackLU< _MatrixType >::rows().

Member Data Documentation

int m_analysisIsOk
protected

Referenced by UmfPackLU< _MatrixType >::analyzePattern(), and UmfPackLU< _MatrixType >::factorize().

UmfpackMatrixType m_copyMatrix
protected

Referenced by UmfPackLU< _MatrixType >::cols(), UmfPackLU< _MatrixType >::grapInput(), and UmfPackLU< _MatrixType >::rows().

bool m_extractedDataAreDirty
mutableprotected

Referenced by UmfPackLU< _MatrixType >::matrixL(), UmfPackLU< _MatrixType >::matrixU(), UmfPackLU< _MatrixType >::permutationP(), and UmfPackLU< _MatrixType >::permutationQ().

int m_factorizationIsOk
protected

Referenced by UmfPackLU< _MatrixType >::analyzePattern(), and UmfPackLU< _MatrixType >::factorize().

ComputationInfo m_info
mutableprotected

Referenced by UmfPackLU< _MatrixType >::analyzePattern(), UmfPackLU< _MatrixType >::factorize(), UmfPackLU< _MatrixType >::info(), and UmfPackLU< _MatrixType >::init().

const int* m_innerIndexPtr
protected

Referenced by UmfPackLU< _MatrixType >::analyzePattern(), UmfPackLU< _MatrixType >::factorize(), UmfPackLU< _MatrixType >::grapInput(), and UmfPackLU< _MatrixType >::init().

bool m_isInitialized
protected

Referenced by UmfPackLU< _MatrixType >::analyzePattern(), UmfPackLU< _MatrixType >::info(), UmfPackLU< _MatrixType >::init(), and UmfPackLU< _MatrixType >::solve().

LUMatrixType m_l
mutableprotected

Referenced by UmfPackLU< _MatrixType >::matrixL().

void* m_numeric
protected

Referenced by UmfPackLU< _MatrixType >::analyzePattern(), UmfPackLU< _MatrixType >::factorize(), UmfPackLU< _MatrixType >::init(), and UmfPackLU< _MatrixType >::~UmfPackLU().

const int* m_outerIndexPtr
protected

Referenced by UmfPackLU< _MatrixType >::analyzePattern(), UmfPackLU< _MatrixType >::factorize(), UmfPackLU< _MatrixType >::grapInput(), and UmfPackLU< _MatrixType >::init().

IntColVectorType m_p
mutableprotected

Referenced by UmfPackLU< _MatrixType >::permutationP().

IntRowVectorType m_q
mutableprotected

Referenced by UmfPackLU< _MatrixType >::permutationQ().

void* m_symbolic
protected

Referenced by UmfPackLU< _MatrixType >::analyzePattern(), UmfPackLU< _MatrixType >::factorize(), UmfPackLU< _MatrixType >::init(), and UmfPackLU< _MatrixType >::~UmfPackLU().

LUMatrixType m_u
mutableprotected

Referenced by UmfPackLU< _MatrixType >::matrixU().

const Scalar* m_valuePtr
protected

Referenced by UmfPackLU< _MatrixType >::analyzePattern(), UmfPackLU< _MatrixType >::factorize(), UmfPackLU< _MatrixType >::grapInput(), and UmfPackLU< _MatrixType >::init().

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