Squashed 'third_party/eigen/' content from commit 61d72f6
Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/Eigen/src/SparseLU/SparseLU_Memory.h b/Eigen/src/SparseLU/SparseLU_Memory.h
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+// 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>
+//
+// 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/.
+
+/*
+
+ * NOTE: This file is the modified version of [s,d,c,z]memory.c files in SuperLU
+
+ * -- SuperLU routine (version 3.1) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * August 1, 2008
+ *
+ * Copyright (c) 1994 by Xerox Corporation. All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED. ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+
+#ifndef EIGEN_SPARSELU_MEMORY
+#define EIGEN_SPARSELU_MEMORY
+
+namespace Eigen {
+namespace internal {
+
+enum { LUNoMarker = 3 };
+enum {emptyIdxLU = -1};
+template<typename Index>
+inline Index LUnumTempV(Index& m, Index& w, Index& t, Index& b)
+{
+ return (std::max)(m, (t+b)*w);
+}
+
+template< typename Scalar, typename Index>
+inline Index LUTempSpace(Index&m, Index& w)
+{
+ return (2*w + 4 + LUNoMarker) * m * sizeof(Index) + (w + 1) * m * sizeof(Scalar);
+}
+
+
+
+
+/**
+ * Expand the existing storage to accomodate more fill-ins
+ * \param vec Valid pointer to the vector to allocate or expand
+ * \param[in,out] length At input, contain the current length of the vector that is to be increased. At output, length of the newly allocated vector
+ * \param[in] nbElts Current number of elements in the factors
+ * \param keep_prev 1: use length and do not expand the vector; 0: compute new_len and expand
+ * \param[in,out] num_expansions Number of times the memory has been expanded
+ */
+template <typename Scalar, typename Index>
+template <typename VectorType>
+Index SparseLUImpl<Scalar,Index>::expand(VectorType& vec, Index& length, Index nbElts, Index keep_prev, Index& num_expansions)
+{
+
+ float alpha = 1.5; // Ratio of the memory increase
+ Index new_len; // New size of the allocated memory
+
+ if(num_expansions == 0 || keep_prev)
+ new_len = length ; // First time allocate requested
+ else
+ new_len = (std::max)(length+1,Index(alpha * length));
+
+ VectorType old_vec; // Temporary vector to hold the previous values
+ if (nbElts > 0 )
+ old_vec = vec.segment(0,nbElts);
+
+ //Allocate or expand the current vector
+#ifdef EIGEN_EXCEPTIONS
+ try
+#endif
+ {
+ vec.resize(new_len);
+ }
+#ifdef EIGEN_EXCEPTIONS
+ catch(std::bad_alloc& )
+#else
+ if(!vec.size())
+#endif
+ {
+ if (!num_expansions)
+ {
+ // First time to allocate from LUMemInit()
+ // Let LUMemInit() deals with it.
+ return -1;
+ }
+ if (keep_prev)
+ {
+ // In this case, the memory length should not not be reduced
+ return new_len;
+ }
+ else
+ {
+ // Reduce the size and increase again
+ Index tries = 0; // Number of attempts
+ do
+ {
+ alpha = (alpha + 1)/2;
+ new_len = (std::max)(length+1,Index(alpha * length));
+#ifdef EIGEN_EXCEPTIONS
+ try
+#endif
+ {
+ vec.resize(new_len);
+ }
+#ifdef EIGEN_EXCEPTIONS
+ catch(std::bad_alloc& )
+#else
+ if (!vec.size())
+#endif
+ {
+ tries += 1;
+ if ( tries > 10) return new_len;
+ }
+ } while (!vec.size());
+ }
+ }
+ //Copy the previous values to the newly allocated space
+ if (nbElts > 0)
+ vec.segment(0, nbElts) = old_vec;
+
+
+ length = new_len;
+ if(num_expansions) ++num_expansions;
+ return 0;
+}
+
+/**
+ * \brief Allocate various working space for the numerical factorization phase.
+ * \param m number of rows of the input matrix
+ * \param n number of columns
+ * \param annz number of initial nonzeros in the matrix
+ * \param lwork if lwork=-1, this routine returns an estimated size of the required memory
+ * \param glu persistent data to facilitate multiple factors : will be deleted later ??
+ * \param fillratio estimated ratio of fill in the factors
+ * \param panel_size Size of a panel
+ * \return an estimated size of the required memory if lwork = -1; otherwise, return the size of actually allocated memory when allocation failed, and 0 on success
+ * \note Unlike SuperLU, this routine does not support successive factorization with the same pattern and the same row permutation
+ */
+template <typename Scalar, typename Index>
+Index SparseLUImpl<Scalar,Index>::memInit(Index m, Index n, Index annz, Index lwork, Index fillratio, Index panel_size, GlobalLU_t& glu)
+{
+ Index& num_expansions = glu.num_expansions; //No memory expansions so far
+ num_expansions = 0;
+ glu.nzumax = glu.nzlumax = (std::min)(fillratio * annz / n, m) * n; // estimated number of nonzeros in U
+ glu.nzlmax = (std::max)(Index(4), fillratio) * annz / 4; // estimated nnz in L factor
+ // Return the estimated size to the user if necessary
+ Index tempSpace;
+ tempSpace = (2*panel_size + 4 + LUNoMarker) * m * sizeof(Index) + (panel_size + 1) * m * sizeof(Scalar);
+ if (lwork == emptyIdxLU)
+ {
+ Index estimated_size;
+ estimated_size = (5 * n + 5) * sizeof(Index) + tempSpace
+ + (glu.nzlmax + glu.nzumax) * sizeof(Index) + (glu.nzlumax+glu.nzumax) * sizeof(Scalar) + n;
+ return estimated_size;
+ }
+
+ // Setup the required space
+
+ // First allocate Integer pointers for L\U factors
+ glu.xsup.resize(n+1);
+ glu.supno.resize(n+1);
+ glu.xlsub.resize(n+1);
+ glu.xlusup.resize(n+1);
+ glu.xusub.resize(n+1);
+
+ // Reserve memory for L/U factors
+ do
+ {
+ if( (expand<ScalarVector>(glu.lusup, glu.nzlumax, 0, 0, num_expansions)<0)
+ || (expand<ScalarVector>(glu.ucol, glu.nzumax, 0, 0, num_expansions)<0)
+ || (expand<IndexVector> (glu.lsub, glu.nzlmax, 0, 0, num_expansions)<0)
+ || (expand<IndexVector> (glu.usub, glu.nzumax, 0, 1, num_expansions)<0) )
+ {
+ //Reduce the estimated size and retry
+ glu.nzlumax /= 2;
+ glu.nzumax /= 2;
+ glu.nzlmax /= 2;
+ if (glu.nzlumax < annz ) return glu.nzlumax;
+ }
+ } while (!glu.lusup.size() || !glu.ucol.size() || !glu.lsub.size() || !glu.usub.size());
+
+ ++num_expansions;
+ return 0;
+
+} // end LuMemInit
+
+/**
+ * \brief Expand the existing storage
+ * \param vec vector to expand
+ * \param[in,out] maxlen On input, previous size of vec (Number of elements to copy ). on output, new size
+ * \param nbElts current number of elements in the vector.
+ * \param memtype Type of the element to expand
+ * \param num_expansions Number of expansions
+ * \return 0 on success, > 0 size of the memory allocated so far
+ */
+template <typename Scalar, typename Index>
+template <typename VectorType>
+Index SparseLUImpl<Scalar,Index>::memXpand(VectorType& vec, Index& maxlen, Index nbElts, MemType memtype, Index& num_expansions)
+{
+ Index failed_size;
+ if (memtype == USUB)
+ failed_size = this->expand<VectorType>(vec, maxlen, nbElts, 1, num_expansions);
+ else
+ failed_size = this->expand<VectorType>(vec, maxlen, nbElts, 0, num_expansions);
+
+ if (failed_size)
+ return failed_size;
+
+ return 0 ;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+#endif // EIGEN_SPARSELU_MEMORY