SparseLU_SupernodalMatrix.h

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// 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>
// Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@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_SPARSELU_SUPERNODAL_MATRIX_H
#define EIGEN_SPARSELU_SUPERNODAL_MATRIX_H
 
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
 
namespace Eigen {
namespace internal {
 
/* TODO
 * InnerIterator as for sparsematrix
 * SuperInnerIterator to iterate through all supernodes
 * Function for triangular solve
 */
template <typename Scalar_, typename StorageIndex_>
class MappedSuperNodalMatrix {
 public:
  typedef Scalar_ Scalar;
  typedef StorageIndex_ StorageIndex;
  typedef Matrix<StorageIndex, Dynamic, 1> IndexVector;
  typedef Matrix<Scalar, Dynamic, 1> ScalarVector;
 
 public:
  MappedSuperNodalMatrix() {}
  MappedSuperNodalMatrix(Index m, Index n, ScalarVector& nzval, IndexVector& nzval_colptr, IndexVector& rowind,
                         IndexVector& rowind_colptr, IndexVector& col_to_sup, IndexVector& sup_to_col) {
    setInfos(m, n, nzval, nzval_colptr, rowind, rowind_colptr, col_to_sup, sup_to_col);
  }
 
  ~MappedSuperNodalMatrix() {}
  void setInfos(Index m, Index n, ScalarVector& nzval, IndexVector& nzval_colptr, IndexVector& rowind,
                IndexVector& rowind_colptr, IndexVector& col_to_sup, IndexVector& sup_to_col) {
    m_row = m;
    m_col = n;
    m_nzval = nzval.data();
    m_nzval_colptr = nzval_colptr.data();
    m_rowind = rowind.data();
    m_rowind_colptr = rowind_colptr.data();
    m_nsuper = col_to_sup(n);
    m_col_to_sup = col_to_sup.data();
    m_sup_to_col = sup_to_col.data();
  }
 
  Index rows() const { return m_row; }
 
  Index cols() const { return m_col; }
 
  Scalar* valuePtr() { return m_nzval; }
 
  const Scalar* valuePtr() const { return m_nzval; }
  StorageIndex* colIndexPtr() { return m_nzval_colptr; }
 
  const StorageIndex* colIndexPtr() const { return m_nzval_colptr; }
 
  StorageIndex* rowIndex() { return m_rowind; }
 
  const StorageIndex* rowIndex() const { return m_rowind; }
 
  StorageIndex* rowIndexPtr() { return m_rowind_colptr; }
 
  const StorageIndex* rowIndexPtr() const { return m_rowind_colptr; }
 
  StorageIndex* colToSup() { return m_col_to_sup; }
 
  const StorageIndex* colToSup() const { return m_col_to_sup; }
  StorageIndex* supToCol() { return m_sup_to_col; }
 
  const StorageIndex* supToCol() const { return m_sup_to_col; }
 
  Index nsuper() const { return m_nsuper; }
 
  class InnerIterator;
  template <typename Dest>
  void solveInPlace(MatrixBase<Dest>& X) const;
  template <bool Conjugate, typename Dest>
  void solveTransposedInPlace(MatrixBase<Dest>& X) const;
 
 protected:
  Index m_row;                    // Number of rows
  Index m_col;                    // Number of columns
  Index m_nsuper;                 // Number of supernodes
  Scalar* m_nzval;                // array of nonzero values packed by column
  StorageIndex* m_nzval_colptr;   // nzval_colptr[j] Stores the location in nzval[] which starts column j
  StorageIndex* m_rowind;         // Array of compressed row indices of rectangular supernodes
  StorageIndex* m_rowind_colptr;  // rowind_colptr[j] stores the location in rowind[] which starts column j
  StorageIndex* m_col_to_sup;     // col_to_sup[j] is the supernode number to which column j belongs
  StorageIndex* m_sup_to_col;     // sup_to_col[s] points to the starting column of the s-th supernode
 
 private:
};
 
template <typename Scalar, typename StorageIndex>
class MappedSuperNodalMatrix<Scalar, StorageIndex>::InnerIterator {
 public:
  InnerIterator(const MappedSuperNodalMatrix& mat, Index outer)
      : m_matrix(mat),
        m_outer(outer),
        m_supno(mat.colToSup()[outer]),
        m_idval(mat.colIndexPtr()[outer]),
        m_startidval(m_idval),
        m_endidval(mat.colIndexPtr()[outer + 1]),
        m_idrow(mat.rowIndexPtr()[mat.supToCol()[mat.colToSup()[outer]]]),
        m_endidrow(mat.rowIndexPtr()[mat.supToCol()[mat.colToSup()[outer]] + 1]) {}
  inline InnerIterator& operator++() {
    m_idval++;
    m_idrow++;
    return *this;
  }
  inline Scalar value() const { return m_matrix.valuePtr()[m_idval]; }
 
  inline Scalar& valueRef() { return const_cast<Scalar&>(m_matrix.valuePtr()[m_idval]); }
 
  inline Index index() const { return m_matrix.rowIndex()[m_idrow]; }
  inline Index row() const { return index(); }
  inline Index col() const { return m_outer; }
 
  inline Index supIndex() const { return m_supno; }
 
  inline operator bool() const {
    return ((m_idval < m_endidval) && (m_idval >= m_startidval) && (m_idrow < m_endidrow));
  }
 
 protected:
  const MappedSuperNodalMatrix& m_matrix;  // Supernodal lower triangular matrix
  const Index m_outer;                     // Current column
  const Index m_supno;                     // Current SuperNode number
  Index m_idval;                           // Index to browse the values in the current column
  const Index m_startidval;                // Start of the column value
  const Index m_endidval;                  // End of the column value
  Index m_idrow;                           // Index to browse the row indices
  Index m_endidrow;                        // End index of row indices of the current column
};
 
template <typename Scalar, typename Index_>
template <typename Dest>
void MappedSuperNodalMatrix<Scalar, Index_>::solveInPlace(MatrixBase<Dest>& X) const {
  /* Explicit type conversion as the Index type of MatrixBase<Dest> may be wider than Index */
  //    eigen_assert(X.rows() <= NumTraits<Index>::highest());
  //    eigen_assert(X.cols() <= NumTraits<Index>::highest());
  Index n = int(X.rows());
  Index nrhs = Index(X.cols());
  const Scalar* Lval = valuePtr();                                           // Nonzero values
  Matrix<Scalar, Dynamic, Dest::ColsAtCompileTime, ColMajor> work(n, nrhs);  // working vector
  work.setZero();
  for (Index k = 0; k <= nsuper(); k++) {
    Index fsupc = supToCol()[k];                      // First column of the current supernode
    Index istart = rowIndexPtr()[fsupc];              // Pointer index to the subscript of the current column
    Index nsupr = rowIndexPtr()[fsupc + 1] - istart;  // Number of rows in the current supernode
    Index nsupc = supToCol()[k + 1] - fsupc;          // Number of columns in the current supernode
    Index nrow = nsupr - nsupc;                       // Number of rows in the non-diagonal part of the supernode
    Index irow;                                       // Current index row
 
    if (nsupc == 1) {
      for (Index j = 0; j < nrhs; j++) {
        InnerIterator it(*this, fsupc);
        ++it;  // Skip the diagonal element
        for (; it; ++it) {
          irow = it.row();
          X(irow, j) -= X(fsupc, j) * it.value();
        }
      }
    } else {
      // The supernode has more than one column
      Index luptr = colIndexPtr()[fsupc];
      Index lda = colIndexPtr()[fsupc + 1] - luptr;
 
      // Triangular solve
      Map<const Matrix<Scalar, Dynamic, Dynamic, ColMajor>, 0, OuterStride<> > A(&(Lval[luptr]), nsupc, nsupc,
                                                                                 OuterStride<>(lda));
      typename Dest::RowsBlockXpr U = X.derived().middleRows(fsupc, nsupc);
      U = A.template triangularView<UnitLower>().solve(U);
      // Matrix-vector product
      new (&A) Map<const Matrix<Scalar, Dynamic, Dynamic, ColMajor>, 0, OuterStride<> >(&(Lval[luptr + nsupc]), nrow,
                                                                                        nsupc, OuterStride<>(lda));
      work.topRows(nrow).noalias() = A * U;
 
      // Begin Scatter
      for (Index j = 0; j < nrhs; j++) {
        Index iptr = istart + nsupc;
        for (Index i = 0; i < nrow; i++) {
          irow = rowIndex()[iptr];
          X(irow, j) -= work(i, j);  // Scatter operation
          work(i, j) = Scalar(0);
          iptr++;
        }
      }
    }
  }
}
 
template <typename Scalar, typename Index_>
template <bool Conjugate, typename Dest>
void MappedSuperNodalMatrix<Scalar, Index_>::solveTransposedInPlace(MatrixBase<Dest>& X) const {
  using numext::conj;
  Index n = int(X.rows());
  Index nrhs = Index(X.cols());
  const Scalar* Lval = valuePtr();                                           // Nonzero values
  Matrix<Scalar, Dynamic, Dest::ColsAtCompileTime, ColMajor> work(n, nrhs);  // working vector
  work.setZero();
  for (Index k = nsuper(); k >= 0; k--) {
    Index fsupc = supToCol()[k];                      // First column of the current supernode
    Index istart = rowIndexPtr()[fsupc];              // Pointer index to the subscript of the current column
    Index nsupr = rowIndexPtr()[fsupc + 1] - istart;  // Number of rows in the current supernode
    Index nsupc = supToCol()[k + 1] - fsupc;          // Number of columns in the current supernode
    Index nrow = nsupr - nsupc;                       // Number of rows in the non-diagonal part of the supernode
    Index irow;                                       // Current index row
 
    if (nsupc == 1) {
      for (Index j = 0; j < nrhs; j++) {
        InnerIterator it(*this, fsupc);
        ++it;  // Skip the diagonal element
        for (; it; ++it) {
          irow = it.row();
          X(fsupc, j) -= X(irow, j) * (Conjugate ? conj(it.value()) : it.value());
        }
      }
    } else {
      // The supernode has more than one column
      Index luptr = colIndexPtr()[fsupc];
      Index lda = colIndexPtr()[fsupc + 1] - luptr;
 
      // Begin Gather
      for (Index j = 0; j < nrhs; j++) {
        Index iptr = istart + nsupc;
        for (Index i = 0; i < nrow; i++) {
          irow = rowIndex()[iptr];
          work.topRows(nrow)(i, j) = X(irow, j);  // Gather operation
          iptr++;
        }
      }
 
      // Matrix-vector product with transposed submatrix
      Map<const Matrix<Scalar, Dynamic, Dynamic, ColMajor>, 0, OuterStride<> > A(&(Lval[luptr + nsupc]), nrow, nsupc,
                                                                                 OuterStride<>(lda));
      typename Dest::RowsBlockXpr U = X.derived().middleRows(fsupc, nsupc);
      if (Conjugate)
        U = U - A.adjoint() * work.topRows(nrow);
      else
        U = U - A.transpose() * work.topRows(nrow);
 
      // Triangular solve (of transposed diagonal block)
      new (&A) Map<const Matrix<Scalar, Dynamic, Dynamic, ColMajor>, 0, OuterStride<> >(&(Lval[luptr]), nsupc, nsupc,
                                                                                        OuterStride<>(lda));
      if (Conjugate)
        U = A.adjoint().template triangularView<UnitUpper>().solve(U);
      else
        U = A.transpose().template triangularView<UnitUpper>().solve(U);
    }
  }
}
 
}  // end namespace internal
 
}  // end namespace Eigen
 
#endif  // EIGEN_SPARSELU_MATRIX_H