1 | /*
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2 | Copyright (c) 2011, Intel Corporation. All rights reserved.
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3 |
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4 | Redistribution and use in source and binary forms, with or without modification,
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5 | are permitted provided that the following conditions are met:
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6 |
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7 | * Redistributions of source code must retain the above copyright notice, this
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8 | list of conditions and the following disclaimer.
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9 | * Redistributions in binary form must reproduce the above copyright notice,
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10 | this list of conditions and the following disclaimer in the documentation
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11 | and/or other materials provided with the distribution.
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12 | * Neither the name of Intel Corporation nor the names of its contributors may
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13 | be used to endorse or promote products derived from this software without
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14 | specific prior written permission.
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15 |
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16 | THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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17 | ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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18 | WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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19 | DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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20 | ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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21 | (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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22 | LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
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23 | ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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24 | (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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25 | SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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26 |
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27 | ********************************************************************************
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28 | * Content : Eigen bindings to Intel(R) MKL PARDISO
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29 | ********************************************************************************
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30 | */
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31 |
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32 | #ifndef EIGEN_PARDISOSUPPORT_H
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33 | #define EIGEN_PARDISOSUPPORT_H
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34 |
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35 | namespace Eigen {
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36 |
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37 | template<typename _MatrixType> class PardisoLU;
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38 | template<typename _MatrixType, int Options=Upper> class PardisoLLT;
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39 | template<typename _MatrixType, int Options=Upper> class PardisoLDLT;
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40 |
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41 | namespace internal
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42 | {
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43 | template<typename Index>
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44 | struct pardiso_run_selector
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45 | {
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46 | static Index run( _MKL_DSS_HANDLE_t pt, Index maxfct, Index mnum, Index type, Index phase, Index n, void *a,
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47 | Index *ia, Index *ja, Index *perm, Index nrhs, Index *iparm, Index msglvl, void *b, void *x)
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48 | {
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49 | Index error = 0;
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50 | ::pardiso(pt, &maxfct, &mnum, &type, &phase, &n, a, ia, ja, perm, &nrhs, iparm, &msglvl, b, x, &error);
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51 | return error;
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52 | }
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53 | };
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54 | template<>
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55 | struct pardiso_run_selector<long long int>
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56 | {
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57 | typedef long long int Index;
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58 | static Index run( _MKL_DSS_HANDLE_t pt, Index maxfct, Index mnum, Index type, Index phase, Index n, void *a,
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59 | Index *ia, Index *ja, Index *perm, Index nrhs, Index *iparm, Index msglvl, void *b, void *x)
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60 | {
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61 | Index error = 0;
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62 | ::pardiso_64(pt, &maxfct, &mnum, &type, &phase, &n, a, ia, ja, perm, &nrhs, iparm, &msglvl, b, x, &error);
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63 | return error;
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64 | }
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65 | };
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66 |
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67 | template<class Pardiso> struct pardiso_traits;
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68 |
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69 | template<typename _MatrixType>
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70 | struct pardiso_traits< PardisoLU<_MatrixType> >
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71 | {
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72 | typedef _MatrixType MatrixType;
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73 | typedef typename _MatrixType::Scalar Scalar;
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74 | typedef typename _MatrixType::RealScalar RealScalar;
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75 | typedef typename _MatrixType::Index Index;
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76 | };
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77 |
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78 | template<typename _MatrixType, int Options>
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79 | struct pardiso_traits< PardisoLLT<_MatrixType, Options> >
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80 | {
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81 | typedef _MatrixType MatrixType;
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82 | typedef typename _MatrixType::Scalar Scalar;
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83 | typedef typename _MatrixType::RealScalar RealScalar;
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84 | typedef typename _MatrixType::Index Index;
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85 | };
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86 |
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87 | template<typename _MatrixType, int Options>
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88 | struct pardiso_traits< PardisoLDLT<_MatrixType, Options> >
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89 | {
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90 | typedef _MatrixType MatrixType;
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91 | typedef typename _MatrixType::Scalar Scalar;
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92 | typedef typename _MatrixType::RealScalar RealScalar;
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93 | typedef typename _MatrixType::Index Index;
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94 | };
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95 |
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96 | }
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97 |
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98 | template<class Derived>
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99 | class PardisoImpl
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100 | {
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101 | typedef internal::pardiso_traits<Derived> Traits;
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102 | public:
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103 | typedef typename Traits::MatrixType MatrixType;
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104 | typedef typename Traits::Scalar Scalar;
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105 | typedef typename Traits::RealScalar RealScalar;
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106 | typedef typename Traits::Index Index;
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107 | typedef SparseMatrix<Scalar,RowMajor,Index> SparseMatrixType;
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108 | typedef Matrix<Scalar,Dynamic,1> VectorType;
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109 | typedef Matrix<Index, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
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110 | typedef Matrix<Index, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
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111 | typedef Array<Index,64,1,DontAlign> ParameterType;
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112 | enum {
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113 | ScalarIsComplex = NumTraits<Scalar>::IsComplex
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114 | };
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115 |
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116 | PardisoImpl()
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117 | {
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118 | eigen_assert((sizeof(Index) >= sizeof(_INTEGER_t) && sizeof(Index) <= 8) && "Non-supported index type");
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119 | m_iparm.setZero();
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120 | m_msglvl = 0; // No output
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121 | m_initialized = false;
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122 | }
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123 |
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124 | ~PardisoImpl()
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125 | {
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126 | pardisoRelease();
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127 | }
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128 |
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129 | inline Index cols() const { return m_size; }
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130 | inline Index rows() const { return m_size; }
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131 |
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132 | /** \brief Reports whether previous computation was successful.
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133 | *
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134 | * \returns \c Success if computation was succesful,
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135 | * \c NumericalIssue if the matrix appears to be negative.
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136 | */
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137 | ComputationInfo info() const
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138 | {
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139 | eigen_assert(m_initialized && "Decomposition is not initialized.");
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140 | return m_info;
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141 | }
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142 |
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143 | /** \warning for advanced usage only.
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144 | * \returns a reference to the parameter array controlling PARDISO.
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145 | * See the PARDISO manual to know how to use it. */
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146 | ParameterType& pardisoParameterArray()
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147 | {
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148 | return m_iparm;
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149 | }
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150 |
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151 | /** Performs a symbolic decomposition on the sparcity of \a matrix.
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152 | *
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153 | * This function is particularly useful when solving for several problems having the same structure.
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154 | *
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155 | * \sa factorize()
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156 | */
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157 | Derived& analyzePattern(const MatrixType& matrix);
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158 |
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159 | /** Performs a numeric decomposition of \a matrix
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160 | *
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161 | * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
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162 | *
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163 | * \sa analyzePattern()
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164 | */
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165 | Derived& factorize(const MatrixType& matrix);
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166 |
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167 | Derived& compute(const MatrixType& matrix);
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168 |
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169 | /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
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170 | *
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171 | * \sa compute()
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172 | */
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173 | template<typename Rhs>
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174 | inline const internal::solve_retval<PardisoImpl, Rhs>
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175 | solve(const MatrixBase<Rhs>& b) const
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176 | {
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177 | eigen_assert(m_initialized && "Pardiso solver is not initialized.");
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178 | eigen_assert(rows()==b.rows()
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179 | && "PardisoImpl::solve(): invalid number of rows of the right hand side matrix b");
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180 | return internal::solve_retval<PardisoImpl, Rhs>(*this, b.derived());
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181 | }
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182 |
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183 | /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
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184 | *
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185 | * \sa compute()
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186 | */
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187 | template<typename Rhs>
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188 | inline const internal::sparse_solve_retval<PardisoImpl, Rhs>
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189 | solve(const SparseMatrixBase<Rhs>& b) const
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190 | {
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191 | eigen_assert(m_initialized && "Pardiso solver is not initialized.");
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192 | eigen_assert(rows()==b.rows()
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193 | && "PardisoImpl::solve(): invalid number of rows of the right hand side matrix b");
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194 | return internal::sparse_solve_retval<PardisoImpl, Rhs>(*this, b.derived());
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195 | }
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196 |
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197 | Derived& derived()
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198 | {
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199 | return *static_cast<Derived*>(this);
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200 | }
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201 | const Derived& derived() const
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202 | {
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203 | return *static_cast<const Derived*>(this);
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204 | }
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205 |
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206 | template<typename BDerived, typename XDerived>
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207 | bool _solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>& x) const;
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208 |
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209 | protected:
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210 | void pardisoRelease()
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211 | {
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212 | if(m_initialized) // Factorization ran at least once
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213 | {
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214 | internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, -1, m_size, 0, 0, 0, m_perm.data(), 0,
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215 | m_iparm.data(), m_msglvl, 0, 0);
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216 | }
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217 | }
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218 |
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219 | void pardisoInit(int type)
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220 | {
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221 | m_type = type;
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222 | bool symmetric = std::abs(m_type) < 10;
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223 | m_iparm[0] = 1; // No solver default
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224 | m_iparm[1] = 2; // use Metis for the ordering
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225 | m_iparm[2] = 0; // Reserved. Set to zero. (??Numbers of processors, value of OMP_NUM_THREADS??)
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226 | m_iparm[3] = 0; // No iterative-direct algorithm
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227 | m_iparm[4] = 0; // No user fill-in reducing permutation
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228 | m_iparm[5] = 0; // Write solution into x, b is left unchanged
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229 | m_iparm[6] = 0; // Not in use
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230 | m_iparm[7] = 2; // Max numbers of iterative refinement steps
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231 | m_iparm[8] = 0; // Not in use
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232 | m_iparm[9] = 13; // Perturb the pivot elements with 1E-13
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233 | m_iparm[10] = symmetric ? 0 : 1; // Use nonsymmetric permutation and scaling MPS
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234 | m_iparm[11] = 0; // Not in use
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235 | m_iparm[12] = symmetric ? 0 : 1; // Maximum weighted matching algorithm is switched-off (default for symmetric).
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236 | // Try m_iparm[12] = 1 in case of inappropriate accuracy
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237 | m_iparm[13] = 0; // Output: Number of perturbed pivots
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238 | m_iparm[14] = 0; // Not in use
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239 | m_iparm[15] = 0; // Not in use
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240 | m_iparm[16] = 0; // Not in use
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241 | m_iparm[17] = -1; // Output: Number of nonzeros in the factor LU
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242 | m_iparm[18] = -1; // Output: Mflops for LU factorization
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243 | m_iparm[19] = 0; // Output: Numbers of CG Iterations
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244 |
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245 | m_iparm[20] = 0; // 1x1 pivoting
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246 | m_iparm[26] = 0; // No matrix checker
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247 | m_iparm[27] = (sizeof(RealScalar) == 4) ? 1 : 0;
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248 | m_iparm[34] = 1; // C indexing
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249 | m_iparm[36] = 0; // CSR
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250 | m_iparm[59] = 0; // 0 - In-Core ; 1 - Automatic switch between In-Core and Out-of-Core modes ; 2 - Out-of-Core
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251 |
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252 | memset(m_pt, 0, sizeof(m_pt));
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253 | }
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254 |
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255 | protected:
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256 | // cached data to reduce reallocation, etc.
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257 |
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258 | void manageErrorCode(Index error)
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259 | {
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260 | switch(error)
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261 | {
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262 | case 0:
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263 | m_info = Success;
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264 | break;
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265 | case -4:
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266 | case -7:
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267 | m_info = NumericalIssue;
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268 | break;
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269 | default:
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270 | m_info = InvalidInput;
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271 | }
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272 | }
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273 |
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274 | mutable SparseMatrixType m_matrix;
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275 | ComputationInfo m_info;
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276 | bool m_initialized, m_analysisIsOk, m_factorizationIsOk;
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277 | Index m_type, m_msglvl;
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278 | mutable void *m_pt[64];
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279 | mutable ParameterType m_iparm;
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280 | mutable IntColVectorType m_perm;
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281 | Index m_size;
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282 |
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283 | private:
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284 | PardisoImpl(PardisoImpl &) {}
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285 | };
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286 |
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287 | template<class Derived>
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288 | Derived& PardisoImpl<Derived>::compute(const MatrixType& a)
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289 | {
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290 | m_size = a.rows();
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291 | eigen_assert(a.rows() == a.cols());
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292 |
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293 | pardisoRelease();
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294 | memset(m_pt, 0, sizeof(m_pt));
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295 | m_perm.setZero(m_size);
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296 | derived().getMatrix(a);
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297 |
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298 | Index error;
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299 | error = internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, 12, m_size,
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300 | m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
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301 | m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL);
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302 |
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303 | manageErrorCode(error);
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304 | m_analysisIsOk = true;
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305 | m_factorizationIsOk = true;
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306 | m_initialized = true;
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307 | return derived();
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308 | }
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309 |
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310 | template<class Derived>
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311 | Derived& PardisoImpl<Derived>::analyzePattern(const MatrixType& a)
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312 | {
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313 | m_size = a.rows();
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314 | eigen_assert(m_size == a.cols());
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315 |
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316 | pardisoRelease();
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317 | memset(m_pt, 0, sizeof(m_pt));
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318 | m_perm.setZero(m_size);
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319 | derived().getMatrix(a);
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320 |
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321 | Index error;
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322 | error = internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, 11, m_size,
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323 | m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
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324 | m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL);
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325 |
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326 | manageErrorCode(error);
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327 | m_analysisIsOk = true;
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328 | m_factorizationIsOk = false;
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329 | m_initialized = true;
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330 | return derived();
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331 | }
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332 |
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333 | template<class Derived>
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334 | Derived& PardisoImpl<Derived>::factorize(const MatrixType& a)
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335 | {
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336 | eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
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337 | eigen_assert(m_size == a.rows() && m_size == a.cols());
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338 |
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339 | derived().getMatrix(a);
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340 |
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341 | Index error;
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342 | error = internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, 22, m_size,
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343 | m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
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344 | m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL);
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345 |
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346 | manageErrorCode(error);
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347 | m_factorizationIsOk = true;
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348 | return derived();
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349 | }
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350 |
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351 | template<class Base>
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352 | template<typename BDerived,typename XDerived>
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353 | bool PardisoImpl<Base>::_solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>& x) const
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354 | {
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355 | if(m_iparm[0] == 0) // Factorization was not computed
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356 | return false;
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357 |
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358 | //Index n = m_matrix.rows();
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359 | Index nrhs = Index(b.cols());
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360 | eigen_assert(m_size==b.rows());
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361 | eigen_assert(((MatrixBase<BDerived>::Flags & RowMajorBit) == 0 || nrhs == 1) && "Row-major right hand sides are not supported");
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362 | eigen_assert(((MatrixBase<XDerived>::Flags & RowMajorBit) == 0 || nrhs == 1) && "Row-major matrices of unknowns are not supported");
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363 | eigen_assert(((nrhs == 1) || b.outerStride() == b.rows()));
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364 |
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365 |
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366 | // switch (transposed) {
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367 | // case SvNoTrans : m_iparm[11] = 0 ; break;
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368 | // case SvTranspose : m_iparm[11] = 2 ; break;
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369 | // case SvAdjoint : m_iparm[11] = 1 ; break;
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370 | // default:
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371 | // //std::cerr << "Eigen: transposition option \"" << transposed << "\" not supported by the PARDISO backend\n";
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372 | // m_iparm[11] = 0;
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373 | // }
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374 |
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375 | Scalar* rhs_ptr = const_cast<Scalar*>(b.derived().data());
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376 | Matrix<Scalar,Dynamic,Dynamic,ColMajor> tmp;
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377 |
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378 | // Pardiso cannot solve in-place
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379 | if(rhs_ptr == x.derived().data())
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380 | {
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381 | tmp = b;
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382 | rhs_ptr = tmp.data();
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383 | }
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384 |
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385 | Index error;
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386 | error = internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, 33, m_size,
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387 | m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
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388 | m_perm.data(), nrhs, m_iparm.data(), m_msglvl,
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389 | rhs_ptr, x.derived().data());
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390 | return error==0;
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391 | }
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392 |
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393 |
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394 | /** \ingroup PardisoSupport_Module
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395 | * \class PardisoLU
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396 | * \brief A sparse direct LU factorization and solver based on the PARDISO library
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397 | *
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398 | * This class allows to solve for A.X = B sparse linear problems via a direct LU factorization
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399 | * using the Intel MKL PARDISO library. The sparse matrix A must be squared and invertible.
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400 | * The vectors or matrices X and B can be either dense or sparse.
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401 | *
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402 | * By default, it runs in in-core mode. To enable PARDISO's out-of-core feature, set:
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403 | * \code solver.pardisoParameterArray()[59] = 1; \endcode
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404 | *
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405 | * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
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406 | *
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407 | * \sa \ref TutorialSparseDirectSolvers
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408 | */
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409 | template<typename MatrixType>
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410 | class PardisoLU : public PardisoImpl< PardisoLU<MatrixType> >
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411 | {
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412 | protected:
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413 | typedef PardisoImpl< PardisoLU<MatrixType> > Base;
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414 | typedef typename Base::Scalar Scalar;
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415 | typedef typename Base::RealScalar RealScalar;
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416 | using Base::pardisoInit;
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417 | using Base::m_matrix;
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418 | friend class PardisoImpl< PardisoLU<MatrixType> >;
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419 |
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420 | public:
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421 |
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422 | using Base::compute;
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423 | using Base::solve;
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424 |
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425 | PardisoLU()
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426 | : Base()
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427 | {
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428 | pardisoInit(Base::ScalarIsComplex ? 13 : 11);
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429 | }
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430 |
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431 | PardisoLU(const MatrixType& matrix)
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432 | : Base()
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433 | {
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434 | pardisoInit(Base::ScalarIsComplex ? 13 : 11);
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435 | compute(matrix);
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436 | }
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437 | protected:
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438 | void getMatrix(const MatrixType& matrix)
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439 | {
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440 | m_matrix = matrix;
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441 | }
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442 |
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443 | private:
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444 | PardisoLU(PardisoLU& ) {}
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445 | };
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446 |
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447 | /** \ingroup PardisoSupport_Module
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448 | * \class PardisoLLT
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449 | * \brief A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library
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450 | *
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451 | * This class allows to solve for A.X = B sparse linear problems via a LL^T Cholesky factorization
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452 | * using the Intel MKL PARDISO library. The sparse matrix A must be selfajoint and positive definite.
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---|
453 | * The vectors or matrices X and B can be either dense or sparse.
|
---|
454 | *
|
---|
455 | * By default, it runs in in-core mode. To enable PARDISO's out-of-core feature, set:
|
---|
456 | * \code solver.pardisoParameterArray()[59] = 1; \endcode
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457 | *
|
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458 | * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
---|
459 | * \tparam UpLo can be any bitwise combination of Upper, Lower. The default is Upper, meaning only the upper triangular part has to be used.
|
---|
460 | * Upper|Lower can be used to tell both triangular parts can be used as input.
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---|
461 | *
|
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462 | * \sa \ref TutorialSparseDirectSolvers
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---|
463 | */
|
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464 | template<typename MatrixType, int _UpLo>
|
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465 | class PardisoLLT : public PardisoImpl< PardisoLLT<MatrixType,_UpLo> >
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---|
466 | {
|
---|
467 | protected:
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---|
468 | typedef PardisoImpl< PardisoLLT<MatrixType,_UpLo> > Base;
|
---|
469 | typedef typename Base::Scalar Scalar;
|
---|
470 | typedef typename Base::Index Index;
|
---|
471 | typedef typename Base::RealScalar RealScalar;
|
---|
472 | using Base::pardisoInit;
|
---|
473 | using Base::m_matrix;
|
---|
474 | friend class PardisoImpl< PardisoLLT<MatrixType,_UpLo> >;
|
---|
475 |
|
---|
476 | public:
|
---|
477 |
|
---|
478 | enum { UpLo = _UpLo };
|
---|
479 | using Base::compute;
|
---|
480 | using Base::solve;
|
---|
481 |
|
---|
482 | PardisoLLT()
|
---|
483 | : Base()
|
---|
484 | {
|
---|
485 | pardisoInit(Base::ScalarIsComplex ? 4 : 2);
|
---|
486 | }
|
---|
487 |
|
---|
488 | PardisoLLT(const MatrixType& matrix)
|
---|
489 | : Base()
|
---|
490 | {
|
---|
491 | pardisoInit(Base::ScalarIsComplex ? 4 : 2);
|
---|
492 | compute(matrix);
|
---|
493 | }
|
---|
494 |
|
---|
495 | protected:
|
---|
496 |
|
---|
497 | void getMatrix(const MatrixType& matrix)
|
---|
498 | {
|
---|
499 | // PARDISO supports only upper, row-major matrices
|
---|
500 | PermutationMatrix<Dynamic,Dynamic,Index> p_null;
|
---|
501 | m_matrix.resize(matrix.rows(), matrix.cols());
|
---|
502 | m_matrix.template selfadjointView<Upper>() = matrix.template selfadjointView<UpLo>().twistedBy(p_null);
|
---|
503 | }
|
---|
504 |
|
---|
505 | private:
|
---|
506 | PardisoLLT(PardisoLLT& ) {}
|
---|
507 | };
|
---|
508 |
|
---|
509 | /** \ingroup PardisoSupport_Module
|
---|
510 | * \class PardisoLDLT
|
---|
511 | * \brief A sparse direct Cholesky (LDLT) factorization and solver based on the PARDISO library
|
---|
512 | *
|
---|
513 | * This class allows to solve for A.X = B sparse linear problems via a LDL^T Cholesky factorization
|
---|
514 | * using the Intel MKL PARDISO library. The sparse matrix A is assumed to be selfajoint and positive definite.
|
---|
515 | * For complex matrices, A can also be symmetric only, see the \a Options template parameter.
|
---|
516 | * The vectors or matrices X and B can be either dense or sparse.
|
---|
517 | *
|
---|
518 | * By default, it runs in in-core mode. To enable PARDISO's out-of-core feature, set:
|
---|
519 | * \code solver.pardisoParameterArray()[59] = 1; \endcode
|
---|
520 | *
|
---|
521 | * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
---|
522 | * \tparam Options can be any bitwise combination of Upper, Lower, and Symmetric. The default is Upper, meaning only the upper triangular part has to be used.
|
---|
523 | * Symmetric can be used for symmetric, non-selfadjoint complex matrices, the default being to assume a selfadjoint matrix.
|
---|
524 | * Upper|Lower can be used to tell both triangular parts can be used as input.
|
---|
525 | *
|
---|
526 | * \sa \ref TutorialSparseDirectSolvers
|
---|
527 | */
|
---|
528 | template<typename MatrixType, int Options>
|
---|
529 | class PardisoLDLT : public PardisoImpl< PardisoLDLT<MatrixType,Options> >
|
---|
530 | {
|
---|
531 | protected:
|
---|
532 | typedef PardisoImpl< PardisoLDLT<MatrixType,Options> > Base;
|
---|
533 | typedef typename Base::Scalar Scalar;
|
---|
534 | typedef typename Base::Index Index;
|
---|
535 | typedef typename Base::RealScalar RealScalar;
|
---|
536 | using Base::pardisoInit;
|
---|
537 | using Base::m_matrix;
|
---|
538 | friend class PardisoImpl< PardisoLDLT<MatrixType,Options> >;
|
---|
539 |
|
---|
540 | public:
|
---|
541 |
|
---|
542 | using Base::compute;
|
---|
543 | using Base::solve;
|
---|
544 | enum { UpLo = Options&(Upper|Lower) };
|
---|
545 |
|
---|
546 | PardisoLDLT()
|
---|
547 | : Base()
|
---|
548 | {
|
---|
549 | pardisoInit(Base::ScalarIsComplex ? ( bool(Options&Symmetric) ? 6 : -4 ) : -2);
|
---|
550 | }
|
---|
551 |
|
---|
552 | PardisoLDLT(const MatrixType& matrix)
|
---|
553 | : Base()
|
---|
554 | {
|
---|
555 | pardisoInit(Base::ScalarIsComplex ? ( bool(Options&Symmetric) ? 6 : -4 ) : -2);
|
---|
556 | compute(matrix);
|
---|
557 | }
|
---|
558 |
|
---|
559 | void getMatrix(const MatrixType& matrix)
|
---|
560 | {
|
---|
561 | // PARDISO supports only upper, row-major matrices
|
---|
562 | PermutationMatrix<Dynamic,Dynamic,Index> p_null;
|
---|
563 | m_matrix.resize(matrix.rows(), matrix.cols());
|
---|
564 | m_matrix.template selfadjointView<Upper>() = matrix.template selfadjointView<UpLo>().twistedBy(p_null);
|
---|
565 | }
|
---|
566 |
|
---|
567 | private:
|
---|
568 | PardisoLDLT(PardisoLDLT& ) {}
|
---|
569 | };
|
---|
570 |
|
---|
571 | namespace internal {
|
---|
572 |
|
---|
573 | template<typename _Derived, typename Rhs>
|
---|
574 | struct solve_retval<PardisoImpl<_Derived>, Rhs>
|
---|
575 | : solve_retval_base<PardisoImpl<_Derived>, Rhs>
|
---|
576 | {
|
---|
577 | typedef PardisoImpl<_Derived> Dec;
|
---|
578 | EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
|
---|
579 |
|
---|
580 | template<typename Dest> void evalTo(Dest& dst) const
|
---|
581 | {
|
---|
582 | dec()._solve(rhs(),dst);
|
---|
583 | }
|
---|
584 | };
|
---|
585 |
|
---|
586 | template<typename Derived, typename Rhs>
|
---|
587 | struct sparse_solve_retval<PardisoImpl<Derived>, Rhs>
|
---|
588 | : sparse_solve_retval_base<PardisoImpl<Derived>, Rhs>
|
---|
589 | {
|
---|
590 | typedef PardisoImpl<Derived> Dec;
|
---|
591 | EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
|
---|
592 |
|
---|
593 | template<typename Dest> void evalTo(Dest& dst) const
|
---|
594 | {
|
---|
595 | this->defaultEvalTo(dst);
|
---|
596 | }
|
---|
597 | };
|
---|
598 |
|
---|
599 | } // end namespace internal
|
---|
600 |
|
---|
601 | } // end namespace Eigen
|
---|
602 |
|
---|
603 | #endif // EIGEN_PARDISOSUPPORT_H
|
---|