LSSTApplications  20.0.0
LSSTDataManagementBasePackage
Eigenstuff.h
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1 // -*- LSST-C++ -*-
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24 
25 #ifndef LSST_JOINTCAL_EIGENSTUFF_H
26 #define LSST_JOINTCAL_EIGENSTUFF_H
27 
28 #include "lsst/pex/exceptions.h"
29 
30 #include "Eigen/CholmodSupport" // to switch to cholmod
31 #include "Eigen/Core"
32 
33 typedef Eigen::Matrix<double, Eigen::Dynamic, 2> MatrixX2d;
34 
35 typedef Eigen::SparseMatrix<double, 0, Eigen::Index> SparseMatrixD;
36 
37 // To make our indices and triplets conform to Eigen's desire for taking a signed type
39 
40 /* Cholesky factorization class using cholmod, with the small-rank update capability.
41  *
42  * Class derived from Eigen's CholmodBase, to add the factorization
43  * update capability to the interface. Besides this addition, it
44  * behaves the same way as Eigen's native Cholesky factorization
45  * classes. It relies on the simplicial LDLt factorization.
46  *
47  * @Seealso Eigen::CholmodSimplicialLDLT
48  */
49 template <typename _MatrixType, int _UpLo = Eigen::Lower>
51  : public Eigen::CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT2<_MatrixType, _UpLo>> {
52  typedef Eigen::CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT2> Base;
53  using Base::m_cholmod;
54 
55 public:
56  typedef _MatrixType MatrixType;
57  typedef typename MatrixType::Index Index;
58  typedef typename MatrixType::RealScalar RealScalar;
59 
60  CholmodSimplicialLDLT2() : Base() { init(); }
61 
62  CholmodSimplicialLDLT2(MatrixType const &matrix) : Base() {
63  init();
64  this->compute(matrix);
65  }
66 
67  // this routine is the one we added
68  void update(SparseMatrixD const &H, bool UpOrDown) {
69  // check size
70  Index const size = Base::m_cholmodFactor->n;
71  EIGEN_UNUSED_VARIABLE(size);
72  eigen_assert(size == H.rows());
73 
74  cholmod_sparse C_cs = viewAsCholmod(H);
75  /* We have to apply the magic permutation to the update matrix,
76  read page 117 of Cholmod UserGuide.pdf */
77  // Using cholmod_l_* functions instead of cholmod_* because index is Eigen::Index instead of int.
78  cholmod_sparse *C_cs_perm =
79  cholmod_l_submatrix(&C_cs, (Eigen::Index*)Base::m_cholmodFactor->Perm,
80  Base::m_cholmodFactor->n, nullptr, -1, true, true, &this->cholmod());
81  assert(C_cs_perm);
82  int isOk = cholmod_l_updown(UpOrDown, C_cs_perm, Base::m_cholmodFactor, &this->cholmod());
83  cholmod_l_free_sparse(&C_cs_perm, &this->cholmod());
84  if (!isOk) {
85  throw(LSST_EXCEPT(lsst::pex::exceptions::RuntimeError, "cholmod_update failed!"));
86  }
87  }
88 
89 protected:
90  void init() {
91  m_cholmod.final_asis = 1;
92  m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
93  // In CholmodBase::CholmodBase(), the following statement is missing in
94  // SuiteSparse 3.2.0.8. Fixed in 3.2.7
95  Base::m_shiftOffset[0] = Base::m_shiftOffset[1] = RealScalar(0.0);
96  }
97 };
98 
99 #endif // LSST_JOINTCAL_EIGENSTUFF_H
CholmodSimplicialLDLT2::Index
MatrixType::Index Index
Definition: Eigenstuff.h:57
IndexVector
std::vector< std::ptrdiff_t > IndexVector
Definition: Eigenstuff.h:38
std::vector
STL class.
MatrixX2d
Eigen::Matrix< double, Eigen::Dynamic, 2 > MatrixX2d
Definition: Eigenstuff.h:33
CholmodSimplicialLDLT2::CholmodSimplicialLDLT2
CholmodSimplicialLDLT2()
Definition: Eigenstuff.h:60
CholmodSimplicialLDLT2
Definition: Eigenstuff.h:51
LSST_EXCEPT
#define LSST_EXCEPT(type,...)
Create an exception with a given type.
Definition: Exception.h:48
SparseMatrixD
Eigen::SparseMatrix< double, 0, Eigen::Index > SparseMatrixD
Definition: Eigenstuff.h:35
CholmodSimplicialLDLT2::MatrixType
_MatrixType MatrixType
Definition: Eigenstuff.h:56
CholmodSimplicialLDLT2::CholmodSimplicialLDLT2
CholmodSimplicialLDLT2(MatrixType const &matrix)
Definition: Eigenstuff.h:62
CholmodSimplicialLDLT2::update
void update(SparseMatrixD const &H, bool UpOrDown)
Definition: Eigenstuff.h:68
exceptions.h
lsst::pex::exceptions::RuntimeError
Reports errors that are due to events beyond the control of the program.
Definition: Runtime.h:104
CholmodSimplicialLDLT2::RealScalar
MatrixType::RealScalar RealScalar
Definition: Eigenstuff.h:58
CholmodSimplicialLDLT2::init
void init()
Definition: Eigenstuff.h:90