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235 lines
10 KiB
235 lines
10 KiB
From 4d2074e54b27877bcd694add91447b569d88e918 Mon Sep 17 00:00:00 2001
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From: Tim Quatmann <tim.quatmann@cs.rwth-aachen.de>
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Date: Wed, 20 May 2020 15:48:43 +0200
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Subject: [PATCH] Eigen Patch
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---
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Eigen/src/SparseLU/SparseLU.h | 10 +--
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Eigen/src/SparseLU/SparseLU_column_bmod.h | 2 +-
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Eigen/src/SparseLU/SparseLU_copy_to_ucol.h | 2 +-
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Eigen/src/SparseLU/SparseLU_panel_bmod.h | 6 +-
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Eigen/src/SparseLU/SparseLU_pivotL.h | 79 +++++++++++++++-------
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5 files changed, 63 insertions(+), 36 deletions(-)
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diff --git a/Eigen/src/SparseLU/SparseLU.h b/Eigen/src/SparseLU/SparseLU.h
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index 7104831..9aeceb0 100644
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--- a/Eigen/src/SparseLU/SparseLU.h
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+++ b/Eigen/src/SparseLU/SparseLU.h
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@@ -97,12 +97,12 @@ class SparseLU : public SparseSolverBase<SparseLU<_MatrixType,_OrderingType> >,
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};
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public:
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- SparseLU():m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
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+ SparseLU():m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1),m_detPermR(1)
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{
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initperfvalues();
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}
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explicit SparseLU(const MatrixType& matrix)
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- : m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
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+ : m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1),m_detPermR(1)
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{
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initperfvalues();
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compute(matrix);
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@@ -255,7 +255,7 @@ class SparseLU : public SparseSolverBase<SparseLU<_MatrixType,_OrderingType> >,
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using std::abs;
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eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
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// Initialize with the determinant of the row matrix
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- Scalar det = Scalar(1.);
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+ Scalar det = Scalar(1);
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// Note that the diagonal blocks of U are stored in supernodes,
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// which are available in the L part :)
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for (Index j = 0; j < this->cols(); ++j)
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@@ -286,7 +286,7 @@ class SparseLU : public SparseSolverBase<SparseLU<_MatrixType,_OrderingType> >,
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using std::abs;
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eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
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- Scalar det = Scalar(0.);
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+ Scalar det = Scalar(0);
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for (Index j = 0; j < this->cols(); ++j)
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{
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for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
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@@ -338,7 +338,7 @@ class SparseLU : public SparseSolverBase<SparseLU<_MatrixType,_OrderingType> >,
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{
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eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
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// Initialize with the determinant of the row matrix
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- Scalar det = Scalar(1.);
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+ Scalar det = Scalar(1);
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// Note that the diagonal blocks of U are stored in supernodes,
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// which are available in the L part :)
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for (Index j = 0; j < this->cols(); ++j)
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diff --git a/Eigen/src/SparseLU/SparseLU_column_bmod.h b/Eigen/src/SparseLU/SparseLU_column_bmod.h
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index b57f068..be15e5e 100644
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--- a/Eigen/src/SparseLU/SparseLU_column_bmod.h
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+++ b/Eigen/src/SparseLU/SparseLU_column_bmod.h
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@@ -129,7 +129,7 @@ Index SparseLUImpl<Scalar,StorageIndex>::column_bmod(const Index jcol, const Ind
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{
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irow = glu.lsub(isub);
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glu.lusup(nextlu) = dense(irow);
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- dense(irow) = Scalar(0.0);
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+ dense(irow) = Scalar(0);
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++nextlu;
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}
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diff --git a/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h b/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h
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index c32d8d8..03c8aaf 100644
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--- a/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h
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+++ b/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h
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@@ -87,7 +87,7 @@ Index SparseLUImpl<Scalar,StorageIndex>::copy_to_ucol(const Index jcol, const In
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irow = glu.lsub(isub);
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glu.usub(nextu) = perm_r(irow); // Unlike the L part, the U part is stored in its final order
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glu.ucol(nextu) = dense(irow);
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- dense(irow) = Scalar(0.0);
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+ dense(irow) = Scalar(0);
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nextu++;
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isub++;
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}
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diff --git a/Eigen/src/SparseLU/SparseLU_panel_bmod.h b/Eigen/src/SparseLU/SparseLU_panel_bmod.h
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index 822cf32..5dc819c 100644
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--- a/Eigen/src/SparseLU/SparseLU_panel_bmod.h
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+++ b/Eigen/src/SparseLU/SparseLU_panel_bmod.h
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@@ -122,7 +122,7 @@ void SparseLUImpl<Scalar,StorageIndex>::panel_bmod(const Index m, const Index w,
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Index isub = lptr + no_zeros;
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Index off = u_rows-segsize;
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- for (Index i = 0; i < off; i++) U(i,u_col) = 0;
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+ for (Index i = 0; i < off; i++) U(i,u_col) = Scalar(0);
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for (Index i = 0; i < segsize; i++)
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{
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Index irow = glu.lsub(isub);
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@@ -172,7 +172,7 @@ void SparseLUImpl<Scalar,StorageIndex>::panel_bmod(const Index m, const Index w,
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{
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Index irow = glu.lsub(isub++);
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dense_col(irow) = U.coeff(i+off,u_col);
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- U.coeffRef(i+off,u_col) = 0;
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+ U.coeffRef(i+off,u_col) = Scalar(0);
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}
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// Scatter l into SPA dense[]
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@@ -180,7 +180,7 @@ void SparseLUImpl<Scalar,StorageIndex>::panel_bmod(const Index m, const Index w,
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{
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Index irow = glu.lsub(isub++);
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dense_col(irow) -= L.coeff(i,u_col);
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- L.coeffRef(i,u_col) = 0;
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+ L.coeffRef(i,u_col) = Scalar(0);
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}
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u_col++;
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}
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diff --git a/Eigen/src/SparseLU/SparseLU_pivotL.h b/Eigen/src/SparseLU/SparseLU_pivotL.h
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index a86dac9..f1ebd3c 100644
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--- a/Eigen/src/SparseLU/SparseLU_pivotL.h
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+++ b/Eigen/src/SparseLU/SparseLU_pivotL.h
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@@ -32,7 +32,46 @@
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namespace Eigen {
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namespace internal {
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-
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+ template<typename Scalar, typename StorageIndex, typename std::enable_if<!std::is_same<Scalar, storm::RationalFunction>::value, int>::type = 0>
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+ void findLargestAbsolutePivotElement(const Index& nsupc, const Index& nsupr, Scalar const* lu_col_ptr, StorageIndex const* lsub_ptr, Index const& diagind, Index& diag, Index& pivptr, Scalar& pivmax) {
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+ Scalar rtemp = 0;
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+ for (Index isub = nsupc; isub < nsupr; ++isub) {
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+ rtemp = storm::utility::abs(lu_col_ptr[isub]);
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+ if (rtemp > pivmax) {
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+ pivmax = rtemp;
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+ pivptr = isub;
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+ }
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+ if (lsub_ptr[isub] == diagind) diag = isub;
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+ }
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+ }
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+
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+ template<typename Scalar, typename StorageIndex, typename std::enable_if<std::is_same<Scalar, storm::RationalFunction>::value, int>::type = 0>
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+ void findLargestAbsolutePivotElement(const Index& nsupc, const Index& nsupr, Scalar const* lu_col_ptr, StorageIndex const* lsub_ptr, Index const& diagind, Index& diag, Index& pivptr, Scalar& pivmax) {
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+ bool foundPivotElement = false;
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+ for (Index isub = nsupc; isub < nsupr; ++isub) {
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+ Scalar const& rtemp = lu_col_ptr[isub];
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+ if (!foundPivotElement && !storm::utility::isZero(rtemp)) {
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+ foundPivotElement = true;
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+ pivmax = rtemp;
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+ pivptr = isub;
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+ }
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+ if (lsub_ptr[isub] == diagind) diag = isub;
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+ }
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+ }
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+
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+ template<typename Scalar, typename std::enable_if<std::is_same<Scalar, double>::value, int>::type = 0>
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+ bool diagonalElementCanBePivot(Scalar const* lu_col_ptr, Index const& diag, Scalar const& diagpivotthresh, Scalar const& pivmax) {
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+ Scalar thresh = diagpivotthresh * pivmax;
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+ double rtemp = std::abs(lu_col_ptr[diag]);
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+ if (!storm::utility::isZero(rtemp) && rtemp >= thresh) return true;
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+ return false;
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+ }
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+
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+ template<typename Scalar, typename std::enable_if<!std::is_same<Scalar, double>::value, int>::type = 0>
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+ bool diagonalElementCanBePivot(Scalar const* lu_col_ptr, Index const& diag, Scalar const& diagpivotthresh, Scalar const& pivmax) {
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+ if (!storm::utility::isZero(lu_col_ptr[diag])) return true;
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+ return false;
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+ }
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/**
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* \brief Performs the numerical pivotin on the current column of L, and the CDIV operation.
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*
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@@ -70,42 +109,30 @@ Index SparseLUImpl<Scalar,StorageIndex>::pivotL(const Index jcol, const RealScal
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StorageIndex* lsub_ptr = &(glu.lsub.data()[lptr]); // Start of row indices of the supernode
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// Determine the largest abs numerical value for partial pivoting
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- Index diagind = iperm_c(jcol); // diagonal index
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- RealScalar pivmax(-1.0);
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- Index pivptr = nsupc;
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- Index diag = emptyIdxLU;
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- RealScalar rtemp;
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- Index isub, icol, itemp, k;
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- for (isub = nsupc; isub < nsupr; ++isub) {
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- using std::abs;
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- rtemp = abs(lu_col_ptr[isub]);
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- if (rtemp > pivmax) {
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- pivmax = rtemp;
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- pivptr = isub;
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- }
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- if (lsub_ptr[isub] == diagind) diag = isub;
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- }
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+ Index diagind = iperm_c(jcol); // diagonal index
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+ RealScalar pivmax(-1);
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+ Index pivptr = nsupc;
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+ Index diag = emptyIdxLU;
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+ Index icol, itemp, k;
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+
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+ findLargestAbsolutePivotElement(nsupc, nsupr, lu_col_ptr, lsub_ptr, diagind, diag, pivptr, pivmax);
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// Test for singularity
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- if ( pivmax <= RealScalar(0.0) ) {
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+ bool columnStructurallyEmpty = nsupr <= nsupc;
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+ if ( columnStructurallyEmpty || storm::utility::isZero(pivmax)) {
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// if pivmax == -1, the column is structurally empty, otherwise it is only numerically zero
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- pivrow = pivmax < RealScalar(0.0) ? diagind : lsub_ptr[pivptr];
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+ pivrow = columnStructurallyEmpty ? diagind : lsub_ptr[pivptr];
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perm_r(pivrow) = StorageIndex(jcol);
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return (jcol+1);
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}
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- RealScalar thresh = diagpivotthresh * pivmax;
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-
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- // Choose appropriate pivotal element
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-
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+ // Choose appropriate pivotal element
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{
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// Test if the diagonal element can be used as a pivot (given the threshold value)
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if (diag >= 0 )
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{
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// Diagonal element exists
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- using std::abs;
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- rtemp = abs(lu_col_ptr[diag]);
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- if (rtemp != RealScalar(0.0) && rtemp >= thresh) pivptr = diag;
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+ if (diagonalElementCanBePivot(lu_col_ptr, diag, diagpivotthresh, pivmax)) pivptr = diag;
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}
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pivrow = lsub_ptr[pivptr];
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}
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@@ -125,7 +152,7 @@ Index SparseLUImpl<Scalar,StorageIndex>::pivotL(const Index jcol, const RealScal
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}
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}
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// cdiv operations
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- Scalar temp = Scalar(1.0) / lu_col_ptr[nsupc];
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+ Scalar temp = Scalar(1) / lu_col_ptr[nsupc];
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for (k = nsupc+1; k < nsupr; k++)
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lu_col_ptr[k] *= temp;
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return 0;
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--
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2.21.0 (Apple Git-122)
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