add Eigen as a dependency

2021-12-16 15:59:56 +01:00
parent a08ac9b244
commit 27b422d806
479 changed files with 167893 additions and 0 deletions
--- a/external/include/eigen3/Eigen/src/SparseLU/SparseLU_kernel_bmod.h
+++ b/external/include/eigen3/Eigen/src/SparseLU/SparseLU_kernel_bmod.h
@@ -0,0 +1,130 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef SPARSELU_KERNEL_BMOD_H
+#define SPARSELU_KERNEL_BMOD_H
+
+namespace Eigen {
+namespace internal {
+  
+template <int SegSizeAtCompileTime> struct LU_kernel_bmod
+{
+  /** \internal
+    * \brief Performs numeric block updates from a given supernode to a single column
+    *
+    * \param segsize Size of the segment (and blocks ) to use for updates
+    * \param[in,out] dense Packed values of the original matrix
+    * \param tempv temporary vector to use for updates
+    * \param lusup array containing the supernodes
+    * \param lda Leading dimension in the supernode
+    * \param nrow Number of rows in the rectangular part of the supernode
+    * \param lsub compressed row subscripts of supernodes
+    * \param lptr pointer to the first column of the current supernode in lsub
+    * \param no_zeros Number of nonzeros elements before the diagonal part of the supernode
+    */
+  template <typename BlockScalarVector, typename ScalarVector, typename IndexVector>
+  static EIGEN_DONT_INLINE void run(const Index segsize, BlockScalarVector& dense, ScalarVector& tempv, ScalarVector& lusup, Index& luptr, const Index lda,
+                                    const Index nrow, IndexVector& lsub, const Index lptr, const Index no_zeros);
+};
+
+template <int SegSizeAtCompileTime>
+template <typename BlockScalarVector, typename ScalarVector, typename IndexVector>
+EIGEN_DONT_INLINE void LU_kernel_bmod<SegSizeAtCompileTime>::run(const Index segsize, BlockScalarVector& dense, ScalarVector& tempv, ScalarVector& lusup, Index& luptr, const Index lda,
+                                                                  const Index nrow, IndexVector& lsub, const Index lptr, const Index no_zeros)
+{
+  typedef typename ScalarVector::Scalar Scalar;
+  // First, copy U[*,j] segment from dense(*) to tempv(*)
+  // The result of triangular solve is in tempv[*]; 
+    // The result of matric-vector update is in dense[*]
+  Index isub = lptr + no_zeros; 
+  Index i;
+  Index irow;
+  for (i = 0; i < ((SegSizeAtCompileTime==Dynamic)?segsize:SegSizeAtCompileTime); i++)
+  {
+    irow = lsub(isub); 
+    tempv(i) = dense(irow); 
+    ++isub; 
+  }
+  // Dense triangular solve -- start effective triangle
+  luptr += lda * no_zeros + no_zeros; 
+  // Form Eigen matrix and vector 
+  Map<Matrix<Scalar,SegSizeAtCompileTime,SegSizeAtCompileTime, ColMajor>, 0, OuterStride<> > A( &(lusup.data()[luptr]), segsize, segsize, OuterStride<>(lda) );
+  Map<Matrix<Scalar,SegSizeAtCompileTime,1> > u(tempv.data(), segsize);
+  
+  u = A.template triangularView<UnitLower>().solve(u); 
+  
+  // Dense matrix-vector product y <-- B*x 
+  luptr += segsize;
+  const Index PacketSize = internal::packet_traits<Scalar>::size;
+  Index ldl = internal::first_multiple(nrow, PacketSize);
+  Map<Matrix<Scalar,Dynamic,SegSizeAtCompileTime, ColMajor>, 0, OuterStride<> > B( &(lusup.data()[luptr]), nrow, segsize, OuterStride<>(lda) );
+  Index aligned_offset = internal::first_default_aligned(tempv.data()+segsize, PacketSize);
+  Index aligned_with_B_offset = (PacketSize-internal::first_default_aligned(B.data(), PacketSize))%PacketSize;
+  Map<Matrix<Scalar,Dynamic,1>, 0, OuterStride<> > l(tempv.data()+segsize+aligned_offset+aligned_with_B_offset, nrow, OuterStride<>(ldl) );
+  
+  l.setZero();
+  internal::sparselu_gemm<Scalar>(l.rows(), l.cols(), B.cols(), B.data(), B.outerStride(), u.data(), u.outerStride(), l.data(), l.outerStride());
+  
+  // Scatter tempv[] into SPA dense[] as a temporary storage 
+  isub = lptr + no_zeros;
+  for (i = 0; i < ((SegSizeAtCompileTime==Dynamic)?segsize:SegSizeAtCompileTime); i++)
+  {
+    irow = lsub(isub++); 
+    dense(irow) = tempv(i);
+  }
+  
+  // Scatter l into SPA dense[]
+  for (i = 0; i < nrow; i++)
+  {
+    irow = lsub(isub++); 
+    dense(irow) -= l(i);
+  } 
+}
+
+template <> struct LU_kernel_bmod<1>
+{
+  template <typename BlockScalarVector, typename ScalarVector, typename IndexVector>
+  static EIGEN_DONT_INLINE void run(const Index /*segsize*/, BlockScalarVector& dense, ScalarVector& /*tempv*/, ScalarVector& lusup, Index& luptr,
+                                    const Index lda, const Index nrow, IndexVector& lsub, const Index lptr, const Index no_zeros);
+};
+
+
+template <typename BlockScalarVector, typename ScalarVector, typename IndexVector>
+EIGEN_DONT_INLINE void LU_kernel_bmod<1>::run(const Index /*segsize*/, BlockScalarVector& dense, ScalarVector& /*tempv*/, ScalarVector& lusup, Index& luptr,
+                                              const Index lda, const Index nrow, IndexVector& lsub, const Index lptr, const Index no_zeros)
+{
+  typedef typename ScalarVector::Scalar Scalar;
+  typedef typename IndexVector::Scalar StorageIndex;
+  Scalar f = dense(lsub(lptr + no_zeros));
+  luptr += lda * no_zeros + no_zeros + 1;
+  const Scalar* a(lusup.data() + luptr);
+  const StorageIndex*  irow(lsub.data()+lptr + no_zeros + 1);
+  Index i = 0;
+  for (; i+1 < nrow; i+=2)
+  {
+    Index i0 = *(irow++);
+    Index i1 = *(irow++);
+    Scalar a0 = *(a++);
+    Scalar a1 = *(a++);
+    Scalar d0 = dense.coeff(i0);
+    Scalar d1 = dense.coeff(i1);
+    d0 -= f*a0;
+    d1 -= f*a1;
+    dense.coeffRef(i0) = d0;
+    dense.coeffRef(i1) = d1;
+  }
+  if(i<nrow)
+    dense.coeffRef(*(irow++)) -= f * *(a++);
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+#endif // SPARSELU_KERNEL_BMOD_H