1 | // This file is part of Eigen, a lightweight C++ template library
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2 | // for linear algebra.
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3 | //
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4 | // Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
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5 | //
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6 | // This Source Code Form is subject to the terms of the Mozilla
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7 | // Public License v. 2.0. If a copy of the MPL was not distributed
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8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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9 |
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10 | #ifndef EIGEN_PASTIXSUPPORT_H
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11 | #define EIGEN_PASTIXSUPPORT_H
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12 |
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13 | #if defined(DCOMPLEX)
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14 | #define PASTIX_COMPLEX COMPLEX
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15 | #define PASTIX_DCOMPLEX DCOMPLEX
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16 | #else
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17 | #define PASTIX_COMPLEX std::complex<float>
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18 | #define PASTIX_DCOMPLEX std::complex<double>
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19 | #endif
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20 |
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21 | namespace Eigen {
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22 |
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23 | /** \ingroup PaStiXSupport_Module
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24 | * \brief Interface to the PaStix solver
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25 | *
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26 | * This class is used to solve the linear systems A.X = B via the PaStix library.
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27 | * The matrix can be either real or complex, symmetric or not.
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28 | *
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29 | * \sa TutorialSparseDirectSolvers
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30 | */
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31 | template<typename _MatrixType, bool IsStrSym = false> class PastixLU;
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32 | template<typename _MatrixType, int Options> class PastixLLT;
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33 | template<typename _MatrixType, int Options> class PastixLDLT;
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34 |
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35 | namespace internal
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36 | {
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37 |
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38 | template<class Pastix> struct pastix_traits;
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39 |
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40 | template<typename _MatrixType>
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41 | struct pastix_traits< PastixLU<_MatrixType> >
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42 | {
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43 | typedef _MatrixType MatrixType;
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44 | typedef typename _MatrixType::Scalar Scalar;
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45 | typedef typename _MatrixType::RealScalar RealScalar;
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46 | typedef typename _MatrixType::Index Index;
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47 | };
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48 |
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49 | template<typename _MatrixType, int Options>
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50 | struct pastix_traits< PastixLLT<_MatrixType,Options> >
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51 | {
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52 | typedef _MatrixType MatrixType;
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53 | typedef typename _MatrixType::Scalar Scalar;
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54 | typedef typename _MatrixType::RealScalar RealScalar;
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55 | typedef typename _MatrixType::Index Index;
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56 | };
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57 |
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58 | template<typename _MatrixType, int Options>
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59 | struct pastix_traits< PastixLDLT<_MatrixType,Options> >
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60 | {
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61 | typedef _MatrixType MatrixType;
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62 | typedef typename _MatrixType::Scalar Scalar;
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63 | typedef typename _MatrixType::RealScalar RealScalar;
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64 | typedef typename _MatrixType::Index Index;
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65 | };
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66 |
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67 | 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)
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68 | {
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69 | if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; }
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70 | if (nbrhs == 0) {x = NULL; nbrhs=1;}
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71 | s_pastix(pastix_data, pastix_comm, n, ptr, idx, vals, perm, invp, x, nbrhs, iparm, dparm);
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72 | }
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73 |
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74 | 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)
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75 | {
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76 | if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; }
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77 | if (nbrhs == 0) {x = NULL; nbrhs=1;}
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78 | d_pastix(pastix_data, pastix_comm, n, ptr, idx, vals, perm, invp, x, nbrhs, iparm, dparm);
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79 | }
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80 |
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81 | 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)
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82 | {
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83 | if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; }
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84 | if (nbrhs == 0) {x = NULL; nbrhs=1;}
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85 | c_pastix(pastix_data, pastix_comm, n, ptr, idx, reinterpret_cast<PASTIX_COMPLEX*>(vals), perm, invp, reinterpret_cast<PASTIX_COMPLEX*>(x), nbrhs, iparm, dparm);
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86 | }
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87 |
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88 | 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)
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89 | {
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90 | if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; }
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91 | if (nbrhs == 0) {x = NULL; nbrhs=1;}
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92 | z_pastix(pastix_data, pastix_comm, n, ptr, idx, reinterpret_cast<PASTIX_DCOMPLEX*>(vals), perm, invp, reinterpret_cast<PASTIX_DCOMPLEX*>(x), nbrhs, iparm, dparm);
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93 | }
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94 |
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95 | // Convert the matrix to Fortran-style Numbering
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96 | template <typename MatrixType>
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97 | void c_to_fortran_numbering (MatrixType& mat)
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98 | {
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99 | if ( !(mat.outerIndexPtr()[0]) )
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100 | {
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101 | int i;
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102 | for(i = 0; i <= mat.rows(); ++i)
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103 | ++mat.outerIndexPtr()[i];
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104 | for(i = 0; i < mat.nonZeros(); ++i)
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105 | ++mat.innerIndexPtr()[i];
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106 | }
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107 | }
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108 |
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109 | // Convert to C-style Numbering
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110 | template <typename MatrixType>
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111 | void fortran_to_c_numbering (MatrixType& mat)
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112 | {
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113 | // Check the Numbering
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114 | if ( mat.outerIndexPtr()[0] == 1 )
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115 | { // Convert to C-style numbering
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116 | int i;
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117 | for(i = 0; i <= mat.rows(); ++i)
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118 | --mat.outerIndexPtr()[i];
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119 | for(i = 0; i < mat.nonZeros(); ++i)
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120 | --mat.innerIndexPtr()[i];
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121 | }
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122 | }
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123 | }
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124 |
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125 | // This is the base class to interface with PaStiX functions.
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126 | // Users should not used this class directly.
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127 | template <class Derived>
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128 | class PastixBase : internal::noncopyable
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129 | {
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130 | public:
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131 | typedef typename internal::pastix_traits<Derived>::MatrixType _MatrixType;
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132 | typedef _MatrixType MatrixType;
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133 | typedef typename MatrixType::Scalar Scalar;
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134 | typedef typename MatrixType::RealScalar RealScalar;
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135 | typedef typename MatrixType::Index Index;
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136 | typedef Matrix<Scalar,Dynamic,1> Vector;
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137 | typedef SparseMatrix<Scalar, ColMajor> ColSpMatrix;
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138 |
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139 | public:
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140 |
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141 | PastixBase() : m_initisOk(false), m_analysisIsOk(false), m_factorizationIsOk(false), m_isInitialized(false), m_pastixdata(0), m_size(0)
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142 | {
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143 | init();
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144 | }
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145 |
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146 | ~PastixBase()
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147 | {
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148 | clean();
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149 | }
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150 |
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151 | /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
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152 | *
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153 | * \sa compute()
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154 | */
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155 | template<typename Rhs>
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156 | inline const internal::solve_retval<PastixBase, Rhs>
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157 | solve(const MatrixBase<Rhs>& b) const
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158 | {
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159 | eigen_assert(m_isInitialized && "Pastix solver is not initialized.");
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160 | eigen_assert(rows()==b.rows()
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161 | && "PastixBase::solve(): invalid number of rows of the right hand side matrix b");
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162 | return internal::solve_retval<PastixBase, Rhs>(*this, b.derived());
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163 | }
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164 |
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165 | template<typename Rhs,typename Dest>
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166 | bool _solve (const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const;
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167 |
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168 | Derived& derived()
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169 | {
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170 | return *static_cast<Derived*>(this);
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171 | }
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172 | const Derived& derived() const
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173 | {
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174 | return *static_cast<const Derived*>(this);
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175 | }
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176 |
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177 | /** Returns a reference to the integer vector IPARM of PaStiX parameters
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178 | * to modify the default parameters.
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179 | * The statistics related to the different phases of factorization and solve are saved here as well
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180 | * \sa analyzePattern() factorize()
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181 | */
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182 | Array<Index,IPARM_SIZE,1>& iparm()
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183 | {
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184 | return m_iparm;
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185 | }
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186 |
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187 | /** Return a reference to a particular index parameter of the IPARM vector
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188 | * \sa iparm()
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189 | */
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190 |
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191 | int& iparm(int idxparam)
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192 | {
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193 | return m_iparm(idxparam);
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194 | }
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195 |
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196 | /** Returns a reference to the double vector DPARM of PaStiX parameters
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197 | * The statistics related to the different phases of factorization and solve are saved here as well
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198 | * \sa analyzePattern() factorize()
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199 | */
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200 | Array<RealScalar,IPARM_SIZE,1>& dparm()
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201 | {
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202 | return m_dparm;
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203 | }
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204 |
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205 |
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206 | /** Return a reference to a particular index parameter of the DPARM vector
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207 | * \sa dparm()
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208 | */
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209 | double& dparm(int idxparam)
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210 | {
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211 | return m_dparm(idxparam);
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212 | }
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213 |
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214 | inline Index cols() const { return m_size; }
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215 | inline Index rows() const { return m_size; }
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216 |
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217 | /** \brief Reports whether previous computation was successful.
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218 | *
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219 | * \returns \c Success if computation was succesful,
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220 | * \c NumericalIssue if the PaStiX reports a problem
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221 | * \c InvalidInput if the input matrix is invalid
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222 | *
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223 | * \sa iparm()
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224 | */
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225 | ComputationInfo info() const
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226 | {
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227 | eigen_assert(m_isInitialized && "Decomposition is not initialized.");
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228 | return m_info;
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229 | }
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230 |
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231 | /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
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232 | *
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233 | * \sa compute()
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234 | */
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235 | template<typename Rhs>
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236 | inline const internal::sparse_solve_retval<PastixBase, Rhs>
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237 | solve(const SparseMatrixBase<Rhs>& b) const
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238 | {
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239 | eigen_assert(m_isInitialized && "Pastix LU, LLT or LDLT is not initialized.");
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240 | eigen_assert(rows()==b.rows()
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241 | && "PastixBase::solve(): invalid number of rows of the right hand side matrix b");
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242 | return internal::sparse_solve_retval<PastixBase, Rhs>(*this, b.derived());
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243 | }
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244 |
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245 | protected:
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246 |
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247 | // Initialize the Pastix data structure, check the matrix
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248 | void init();
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249 |
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250 | // Compute the ordering and the symbolic factorization
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251 | void analyzePattern(ColSpMatrix& mat);
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252 |
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253 | // Compute the numerical factorization
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254 | void factorize(ColSpMatrix& mat);
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255 |
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256 | // Free all the data allocated by Pastix
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257 | void clean()
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258 | {
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259 | eigen_assert(m_initisOk && "The Pastix structure should be allocated first");
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260 | m_iparm(IPARM_START_TASK) = API_TASK_CLEAN;
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261 | m_iparm(IPARM_END_TASK) = API_TASK_CLEAN;
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262 | internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, 0, 0, 0, (Scalar*)0,
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263 | m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data());
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264 | }
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265 |
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266 | void compute(ColSpMatrix& mat);
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267 |
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268 | int m_initisOk;
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269 | int m_analysisIsOk;
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270 | int m_factorizationIsOk;
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271 | bool m_isInitialized;
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272 | mutable ComputationInfo m_info;
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273 | mutable pastix_data_t *m_pastixdata; // Data structure for pastix
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274 | mutable int m_comm; // The MPI communicator identifier
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275 | mutable Matrix<int,IPARM_SIZE,1> m_iparm; // integer vector for the input parameters
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276 | mutable Matrix<double,DPARM_SIZE,1> m_dparm; // Scalar vector for the input parameters
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277 | mutable Matrix<Index,Dynamic,1> m_perm; // Permutation vector
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278 | mutable Matrix<Index,Dynamic,1> m_invp; // Inverse permutation vector
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279 | mutable int m_size; // Size of the matrix
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280 | };
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281 |
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282 | /** Initialize the PaStiX data structure.
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283 | *A first call to this function fills iparm and dparm with the default PaStiX parameters
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284 | * \sa iparm() dparm()
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285 | */
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286 | template <class Derived>
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287 | void PastixBase<Derived>::init()
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288 | {
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289 | m_size = 0;
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290 | m_iparm.setZero(IPARM_SIZE);
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291 | m_dparm.setZero(DPARM_SIZE);
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292 |
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293 | m_iparm(IPARM_MODIFY_PARAMETER) = API_NO;
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294 | pastix(&m_pastixdata, MPI_COMM_WORLD,
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295 | 0, 0, 0, 0,
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296 | 0, 0, 0, 1, m_iparm.data(), m_dparm.data());
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297 |
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298 | m_iparm[IPARM_MATRIX_VERIFICATION] = API_NO;
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299 | m_iparm[IPARM_VERBOSE] = 2;
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300 | m_iparm[IPARM_ORDERING] = API_ORDER_SCOTCH;
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301 | m_iparm[IPARM_INCOMPLETE] = API_NO;
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302 | m_iparm[IPARM_OOC_LIMIT] = 2000;
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303 | m_iparm[IPARM_RHS_MAKING] = API_RHS_B;
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304 | m_iparm(IPARM_MATRIX_VERIFICATION) = API_NO;
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305 |
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306 | m_iparm(IPARM_START_TASK) = API_TASK_INIT;
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307 | m_iparm(IPARM_END_TASK) = API_TASK_INIT;
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308 | internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, 0, 0, 0, (Scalar*)0,
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309 | 0, 0, 0, 0, m_iparm.data(), m_dparm.data());
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310 |
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311 | // Check the returned error
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312 | if(m_iparm(IPARM_ERROR_NUMBER)) {
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313 | m_info = InvalidInput;
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314 | m_initisOk = false;
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315 | }
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316 | else {
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317 | m_info = Success;
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318 | m_initisOk = true;
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319 | }
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320 | }
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321 |
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322 | template <class Derived>
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323 | void PastixBase<Derived>::compute(ColSpMatrix& mat)
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324 | {
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325 | eigen_assert(mat.rows() == mat.cols() && "The input matrix should be squared");
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326 |
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327 | analyzePattern(mat);
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328 | factorize(mat);
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329 |
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330 | m_iparm(IPARM_MATRIX_VERIFICATION) = API_NO;
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331 | m_isInitialized = m_factorizationIsOk;
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332 | }
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333 |
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334 |
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335 | template <class Derived>
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336 | void PastixBase<Derived>::analyzePattern(ColSpMatrix& mat)
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337 | {
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338 | eigen_assert(m_initisOk && "The initialization of PaSTiX failed");
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339 |
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340 | // clean previous calls
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341 | if(m_size>0)
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342 | clean();
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343 |
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344 | m_size = mat.rows();
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345 | m_perm.resize(m_size);
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346 | m_invp.resize(m_size);
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347 |
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348 | m_iparm(IPARM_START_TASK) = API_TASK_ORDERING;
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349 | m_iparm(IPARM_END_TASK) = API_TASK_ANALYSE;
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350 | internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, m_size, mat.outerIndexPtr(), mat.innerIndexPtr(),
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351 | mat.valuePtr(), m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data());
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352 |
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353 | // Check the returned error
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354 | if(m_iparm(IPARM_ERROR_NUMBER))
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355 | {
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356 | m_info = NumericalIssue;
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357 | m_analysisIsOk = false;
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358 | }
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359 | else
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360 | {
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361 | m_info = Success;
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362 | m_analysisIsOk = true;
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363 | }
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364 | }
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365 |
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366 | template <class Derived>
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367 | void PastixBase<Derived>::factorize(ColSpMatrix& mat)
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368 | {
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369 | // if(&m_cpyMat != &mat) m_cpyMat = mat;
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370 | eigen_assert(m_analysisIsOk && "The analysis phase should be called before the factorization phase");
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371 | m_iparm(IPARM_START_TASK) = API_TASK_NUMFACT;
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372 | m_iparm(IPARM_END_TASK) = API_TASK_NUMFACT;
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373 | m_size = mat.rows();
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374 |
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375 | internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, m_size, mat.outerIndexPtr(), mat.innerIndexPtr(),
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376 | mat.valuePtr(), m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data());
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377 |
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378 | // Check the returned error
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379 | if(m_iparm(IPARM_ERROR_NUMBER))
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380 | {
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381 | m_info = NumericalIssue;
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382 | m_factorizationIsOk = false;
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383 | m_isInitialized = false;
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384 | }
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385 | else
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386 | {
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387 | m_info = Success;
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388 | m_factorizationIsOk = true;
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389 | m_isInitialized = true;
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390 | }
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391 | }
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392 |
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393 | /* Solve the system */
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394 | template<typename Base>
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395 | template<typename Rhs,typename Dest>
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396 | bool PastixBase<Base>::_solve (const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const
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397 | {
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398 | eigen_assert(m_isInitialized && "The matrix should be factorized first");
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399 | EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0,
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400 | THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
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401 | int rhs = 1;
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402 |
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403 | x = b; /* on return, x is overwritten by the computed solution */
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404 |
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405 | for (int i = 0; i < b.cols(); i++){
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406 | m_iparm[IPARM_START_TASK] = API_TASK_SOLVE;
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407 | m_iparm[IPARM_END_TASK] = API_TASK_REFINE;
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408 |
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409 | internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, x.rows(), 0, 0, 0,
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410 | m_perm.data(), m_invp.data(), &x(0, i), rhs, m_iparm.data(), m_dparm.data());
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411 | }
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412 |
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413 | // Check the returned error
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414 | m_info = m_iparm(IPARM_ERROR_NUMBER)==0 ? Success : NumericalIssue;
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415 |
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416 | return m_iparm(IPARM_ERROR_NUMBER)==0;
|
---|
417 | }
|
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418 |
|
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419 | /** \ingroup PaStiXSupport_Module
|
---|
420 | * \class PastixLU
|
---|
421 | * \brief Sparse direct LU solver based on PaStiX library
|
---|
422 | *
|
---|
423 | * This class is used to solve the linear systems A.X = B with a supernodal LU
|
---|
424 | * factorization in the PaStiX library. The matrix A should be squared and nonsingular
|
---|
425 | * PaStiX requires that the matrix A has a symmetric structural pattern.
|
---|
426 | * This interface can symmetrize the input matrix otherwise.
|
---|
427 | * The vectors or matrices X and B can be either dense or sparse.
|
---|
428 | *
|
---|
429 | * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
---|
430 | * \tparam IsStrSym Indicates if the input matrix has a symmetric pattern, default is false
|
---|
431 | * NOTE : Note that if the analysis and factorization phase are called separately,
|
---|
432 | * the input matrix will be symmetrized at each call, hence it is advised to
|
---|
433 | * symmetrize the matrix in a end-user program and set \p IsStrSym to true
|
---|
434 | *
|
---|
435 | * \sa \ref TutorialSparseDirectSolvers
|
---|
436 | *
|
---|
437 | */
|
---|
438 | template<typename _MatrixType, bool IsStrSym>
|
---|
439 | class PastixLU : public PastixBase< PastixLU<_MatrixType> >
|
---|
440 | {
|
---|
441 | public:
|
---|
442 | typedef _MatrixType MatrixType;
|
---|
443 | typedef PastixBase<PastixLU<MatrixType> > Base;
|
---|
444 | typedef typename Base::ColSpMatrix ColSpMatrix;
|
---|
445 | typedef typename MatrixType::Index Index;
|
---|
446 |
|
---|
447 | public:
|
---|
448 | PastixLU() : Base()
|
---|
449 | {
|
---|
450 | init();
|
---|
451 | }
|
---|
452 |
|
---|
453 | PastixLU(const MatrixType& matrix):Base()
|
---|
454 | {
|
---|
455 | init();
|
---|
456 | compute(matrix);
|
---|
457 | }
|
---|
458 | /** Compute the LU supernodal factorization of \p matrix.
|
---|
459 | * iparm and dparm can be used to tune the PaStiX parameters.
|
---|
460 | * see the PaStiX user's manual
|
---|
461 | * \sa analyzePattern() factorize()
|
---|
462 | */
|
---|
463 | void compute (const MatrixType& matrix)
|
---|
464 | {
|
---|
465 | m_structureIsUptodate = false;
|
---|
466 | ColSpMatrix temp;
|
---|
467 | grabMatrix(matrix, temp);
|
---|
468 | Base::compute(temp);
|
---|
469 | }
|
---|
470 | /** Compute the LU symbolic factorization of \p matrix using its sparsity pattern.
|
---|
471 | * Several ordering methods can be used at this step. See the PaStiX user's manual.
|
---|
472 | * The result of this operation can be used with successive matrices having the same pattern as \p matrix
|
---|
473 | * \sa factorize()
|
---|
474 | */
|
---|
475 | void analyzePattern(const MatrixType& matrix)
|
---|
476 | {
|
---|
477 | m_structureIsUptodate = false;
|
---|
478 | ColSpMatrix temp;
|
---|
479 | grabMatrix(matrix, temp);
|
---|
480 | Base::analyzePattern(temp);
|
---|
481 | }
|
---|
482 |
|
---|
483 | /** Compute the LU supernodal factorization of \p matrix
|
---|
484 | * WARNING The matrix \p matrix should have the same structural pattern
|
---|
485 | * as the same used in the analysis phase.
|
---|
486 | * \sa analyzePattern()
|
---|
487 | */
|
---|
488 | void factorize(const MatrixType& matrix)
|
---|
489 | {
|
---|
490 | ColSpMatrix temp;
|
---|
491 | grabMatrix(matrix, temp);
|
---|
492 | Base::factorize(temp);
|
---|
493 | }
|
---|
494 | protected:
|
---|
495 |
|
---|
496 | void init()
|
---|
497 | {
|
---|
498 | m_structureIsUptodate = false;
|
---|
499 | m_iparm(IPARM_SYM) = API_SYM_NO;
|
---|
500 | m_iparm(IPARM_FACTORIZATION) = API_FACT_LU;
|
---|
501 | }
|
---|
502 |
|
---|
503 | void grabMatrix(const MatrixType& matrix, ColSpMatrix& out)
|
---|
504 | {
|
---|
505 | if(IsStrSym)
|
---|
506 | out = matrix;
|
---|
507 | else
|
---|
508 | {
|
---|
509 | if(!m_structureIsUptodate)
|
---|
510 | {
|
---|
511 | // update the transposed structure
|
---|
512 | m_transposedStructure = matrix.transpose();
|
---|
513 |
|
---|
514 | // Set the elements of the matrix to zero
|
---|
515 | for (Index j=0; j<m_transposedStructure.outerSize(); ++j)
|
---|
516 | for(typename ColSpMatrix::InnerIterator it(m_transposedStructure, j); it; ++it)
|
---|
517 | it.valueRef() = 0.0;
|
---|
518 |
|
---|
519 | m_structureIsUptodate = true;
|
---|
520 | }
|
---|
521 |
|
---|
522 | out = m_transposedStructure + matrix;
|
---|
523 | }
|
---|
524 | internal::c_to_fortran_numbering(out);
|
---|
525 | }
|
---|
526 |
|
---|
527 | using Base::m_iparm;
|
---|
528 | using Base::m_dparm;
|
---|
529 |
|
---|
530 | ColSpMatrix m_transposedStructure;
|
---|
531 | bool m_structureIsUptodate;
|
---|
532 | };
|
---|
533 |
|
---|
534 | /** \ingroup PaStiXSupport_Module
|
---|
535 | * \class PastixLLT
|
---|
536 | * \brief A sparse direct supernodal Cholesky (LLT) factorization and solver based on the PaStiX library
|
---|
537 | *
|
---|
538 | * This class is used to solve the linear systems A.X = B via a LL^T supernodal Cholesky factorization
|
---|
539 | * available in the PaStiX library. The matrix A should be symmetric and positive definite
|
---|
540 | * WARNING Selfadjoint complex matrices are not supported in the current version of PaStiX
|
---|
541 | * The vectors or matrices X and B can be either dense or sparse
|
---|
542 | *
|
---|
543 | * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
---|
544 | * \tparam UpLo The part of the matrix to use : Lower or Upper. The default is Lower as required by PaStiX
|
---|
545 | *
|
---|
546 | * \sa \ref TutorialSparseDirectSolvers
|
---|
547 | */
|
---|
548 | template<typename _MatrixType, int _UpLo>
|
---|
549 | class PastixLLT : public PastixBase< PastixLLT<_MatrixType, _UpLo> >
|
---|
550 | {
|
---|
551 | public:
|
---|
552 | typedef _MatrixType MatrixType;
|
---|
553 | typedef PastixBase<PastixLLT<MatrixType, _UpLo> > Base;
|
---|
554 | typedef typename Base::ColSpMatrix ColSpMatrix;
|
---|
555 |
|
---|
556 | public:
|
---|
557 | enum { UpLo = _UpLo };
|
---|
558 | PastixLLT() : Base()
|
---|
559 | {
|
---|
560 | init();
|
---|
561 | }
|
---|
562 |
|
---|
563 | PastixLLT(const MatrixType& matrix):Base()
|
---|
564 | {
|
---|
565 | init();
|
---|
566 | compute(matrix);
|
---|
567 | }
|
---|
568 |
|
---|
569 | /** Compute the L factor of the LL^T supernodal factorization of \p matrix
|
---|
570 | * \sa analyzePattern() factorize()
|
---|
571 | */
|
---|
572 | void compute (const MatrixType& matrix)
|
---|
573 | {
|
---|
574 | ColSpMatrix temp;
|
---|
575 | grabMatrix(matrix, temp);
|
---|
576 | Base::compute(temp);
|
---|
577 | }
|
---|
578 |
|
---|
579 | /** Compute the LL^T symbolic factorization of \p matrix using its sparsity pattern
|
---|
580 | * The result of this operation can be used with successive matrices having the same pattern as \p matrix
|
---|
581 | * \sa factorize()
|
---|
582 | */
|
---|
583 | void analyzePattern(const MatrixType& matrix)
|
---|
584 | {
|
---|
585 | ColSpMatrix temp;
|
---|
586 | grabMatrix(matrix, temp);
|
---|
587 | Base::analyzePattern(temp);
|
---|
588 | }
|
---|
589 | /** Compute the LL^T supernodal numerical factorization of \p matrix
|
---|
590 | * \sa analyzePattern()
|
---|
591 | */
|
---|
592 | void factorize(const MatrixType& matrix)
|
---|
593 | {
|
---|
594 | ColSpMatrix temp;
|
---|
595 | grabMatrix(matrix, temp);
|
---|
596 | Base::factorize(temp);
|
---|
597 | }
|
---|
598 | protected:
|
---|
599 | using Base::m_iparm;
|
---|
600 |
|
---|
601 | void init()
|
---|
602 | {
|
---|
603 | m_iparm(IPARM_SYM) = API_SYM_YES;
|
---|
604 | m_iparm(IPARM_FACTORIZATION) = API_FACT_LLT;
|
---|
605 | }
|
---|
606 |
|
---|
607 | void grabMatrix(const MatrixType& matrix, ColSpMatrix& out)
|
---|
608 | {
|
---|
609 | // Pastix supports only lower, column-major matrices
|
---|
610 | out.template selfadjointView<Lower>() = matrix.template selfadjointView<UpLo>();
|
---|
611 | internal::c_to_fortran_numbering(out);
|
---|
612 | }
|
---|
613 | };
|
---|
614 |
|
---|
615 | /** \ingroup PaStiXSupport_Module
|
---|
616 | * \class PastixLDLT
|
---|
617 | * \brief A sparse direct supernodal Cholesky (LLT) factorization and solver based on the PaStiX library
|
---|
618 | *
|
---|
619 | * This class is used to solve the linear systems A.X = B via a LDL^T supernodal Cholesky factorization
|
---|
620 | * available in the PaStiX library. The matrix A should be symmetric and positive definite
|
---|
621 | * WARNING Selfadjoint complex matrices are not supported in the current version of PaStiX
|
---|
622 | * The vectors or matrices X and B can be either dense or sparse
|
---|
623 | *
|
---|
624 | * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
---|
625 | * \tparam UpLo The part of the matrix to use : Lower or Upper. The default is Lower as required by PaStiX
|
---|
626 | *
|
---|
627 | * \sa \ref TutorialSparseDirectSolvers
|
---|
628 | */
|
---|
629 | template<typename _MatrixType, int _UpLo>
|
---|
630 | class PastixLDLT : public PastixBase< PastixLDLT<_MatrixType, _UpLo> >
|
---|
631 | {
|
---|
632 | public:
|
---|
633 | typedef _MatrixType MatrixType;
|
---|
634 | typedef PastixBase<PastixLDLT<MatrixType, _UpLo> > Base;
|
---|
635 | typedef typename Base::ColSpMatrix ColSpMatrix;
|
---|
636 |
|
---|
637 | public:
|
---|
638 | enum { UpLo = _UpLo };
|
---|
639 | PastixLDLT():Base()
|
---|
640 | {
|
---|
641 | init();
|
---|
642 | }
|
---|
643 |
|
---|
644 | PastixLDLT(const MatrixType& matrix):Base()
|
---|
645 | {
|
---|
646 | init();
|
---|
647 | compute(matrix);
|
---|
648 | }
|
---|
649 |
|
---|
650 | /** Compute the L and D factors of the LDL^T factorization of \p matrix
|
---|
651 | * \sa analyzePattern() factorize()
|
---|
652 | */
|
---|
653 | void compute (const MatrixType& matrix)
|
---|
654 | {
|
---|
655 | ColSpMatrix temp;
|
---|
656 | grabMatrix(matrix, temp);
|
---|
657 | Base::compute(temp);
|
---|
658 | }
|
---|
659 |
|
---|
660 | /** Compute the LDL^T symbolic factorization of \p matrix using its sparsity pattern
|
---|
661 | * The result of this operation can be used with successive matrices having the same pattern as \p matrix
|
---|
662 | * \sa factorize()
|
---|
663 | */
|
---|
664 | void analyzePattern(const MatrixType& matrix)
|
---|
665 | {
|
---|
666 | ColSpMatrix temp;
|
---|
667 | grabMatrix(matrix, temp);
|
---|
668 | Base::analyzePattern(temp);
|
---|
669 | }
|
---|
670 | /** Compute the LDL^T supernodal numerical factorization of \p matrix
|
---|
671 | *
|
---|
672 | */
|
---|
673 | void factorize(const MatrixType& matrix)
|
---|
674 | {
|
---|
675 | ColSpMatrix temp;
|
---|
676 | grabMatrix(matrix, temp);
|
---|
677 | Base::factorize(temp);
|
---|
678 | }
|
---|
679 |
|
---|
680 | protected:
|
---|
681 | using Base::m_iparm;
|
---|
682 |
|
---|
683 | void init()
|
---|
684 | {
|
---|
685 | m_iparm(IPARM_SYM) = API_SYM_YES;
|
---|
686 | m_iparm(IPARM_FACTORIZATION) = API_FACT_LDLT;
|
---|
687 | }
|
---|
688 |
|
---|
689 | void grabMatrix(const MatrixType& matrix, ColSpMatrix& out)
|
---|
690 | {
|
---|
691 | // Pastix supports only lower, column-major matrices
|
---|
692 | out.template selfadjointView<Lower>() = matrix.template selfadjointView<UpLo>();
|
---|
693 | internal::c_to_fortran_numbering(out);
|
---|
694 | }
|
---|
695 | };
|
---|
696 |
|
---|
697 | namespace internal {
|
---|
698 |
|
---|
699 | template<typename _MatrixType, typename Rhs>
|
---|
700 | struct solve_retval<PastixBase<_MatrixType>, Rhs>
|
---|
701 | : solve_retval_base<PastixBase<_MatrixType>, Rhs>
|
---|
702 | {
|
---|
703 | typedef PastixBase<_MatrixType> Dec;
|
---|
704 | EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
|
---|
705 |
|
---|
706 | template<typename Dest> void evalTo(Dest& dst) const
|
---|
707 | {
|
---|
708 | dec()._solve(rhs(),dst);
|
---|
709 | }
|
---|
710 | };
|
---|
711 |
|
---|
712 | template<typename _MatrixType, typename Rhs>
|
---|
713 | struct sparse_solve_retval<PastixBase<_MatrixType>, Rhs>
|
---|
714 | : sparse_solve_retval_base<PastixBase<_MatrixType>, Rhs>
|
---|
715 | {
|
---|
716 | typedef PastixBase<_MatrixType> Dec;
|
---|
717 | EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
|
---|
718 |
|
---|
719 | template<typename Dest> void evalTo(Dest& dst) const
|
---|
720 | {
|
---|
721 | this->defaultEvalTo(dst);
|
---|
722 | }
|
---|
723 | };
|
---|
724 |
|
---|
725 | } // end namespace internal
|
---|
726 |
|
---|
727 | } // end namespace Eigen
|
---|
728 |
|
---|
729 | #endif
|
---|