| 1 | /* |
| 2 | * Umfpack_solver.hpp |
| 3 | * |
| 4 | * Created on: Nov 27, 2015 |
| 5 | * Author: i-bird |
| 6 | */ |
| 7 | |
| 8 | #ifndef OPENFPM_NUMERICS_SRC_SOLVERS_UMFPACK_SOLVER_HPP_ |
| 9 | #define OPENFPM_NUMERICS_SRC_SOLVERS_UMFPACK_SOLVER_HPP_ |
| 10 | |
| 11 | #define UMFPACK_NONE 0 |
| 12 | |
| 13 | #define SOLVER_NOOPTION 0 |
| 14 | #define SOLVER_PRINT_RESIDUAL_NORM_INFINITY 1 |
| 15 | #define SOLVER_PRINT_DETERMINANT 2 |
| 16 | |
| 17 | #if defined(HAVE_EIGEN) && defined(HAVE_SUITESPARSE) |
| 18 | |
| 19 | /////// Compiled with EIGEN support |
| 20 | |
| 21 | #include "Vector/Vector.hpp" |
| 22 | #include "Eigen/UmfPackSupport" |
| 23 | #include <Eigen/SparseLU> |
| 24 | |
| 25 | |
| 26 | template<typename T> |
| 27 | class umfpack_solver |
| 28 | { |
| 29 | public: |
| 30 | |
| 31 | template<unsigned int impl, typename id_type> static Vector<T> solve(const SparseMatrix<T,id_type,impl> & A, const Vector<T> & b) |
| 32 | { |
| 33 | std::cerr << "Error Umfpack only support double precision, and int ad id type" << "/n" ; |
| 34 | } |
| 35 | |
| 36 | void best_solve() |
| 37 | { |
| 38 | std::cerr << "Error Umfpack only support double precision, and int ad id type" << "/n" ; |
| 39 | } |
| 40 | }; |
| 41 | |
| 42 | |
| 43 | template<> |
| 44 | class umfpack_solver<double> |
| 45 | { |
| 46 | |
| 47 | public: |
| 48 | |
| 49 | /*! \brief Here we invert the matrix and solve the system |
| 50 | * |
| 51 | * \warning umfpack is not a parallel solver, this function work only with one processor |
| 52 | * |
| 53 | * \note if you want to use umfpack in a NON parallel, but on a distributed data, use solve with triplet |
| 54 | * |
| 55 | * \tparam impl Implementation of the SparseMatrix |
| 56 | * |
| 57 | */ |
| 58 | static Vector<double,EIGEN_BASE> try_solve(SparseMatrix<double,int,EIGEN_BASE> & A, const Vector<double,EIGEN_BASE> & b, size_t opt = UMFPACK_NONE) |
| 59 | { |
| 60 | return solve(A,b,opt); |
| 61 | } |
| 62 | |
| 63 | /*! \brief Here we invert the matrix and solve the system |
| 64 | * |
| 65 | * \warning umfpack is not a parallel solver, this function work only with one processor |
| 66 | * |
| 67 | * \note if you want to use umfpack in a NON parallel, but on a distributed data, use solve with triplet |
| 68 | * |
| 69 | * \tparam impl Implementation of the SparseMatrix |
| 70 | * |
| 71 | */ |
| 72 | static Vector<double,EIGEN_BASE> solve(SparseMatrix<double,int,EIGEN_BASE> & A, const Vector<double,EIGEN_BASE> & b, size_t opt = UMFPACK_NONE) |
| 73 | { |
| 74 | Vcluster<> & vcl = create_vcluster(); |
| 75 | |
| 76 | Vector<double> x; |
| 77 | |
| 78 | // only master processor solve |
| 79 | Eigen::UmfPackLU<Eigen::SparseMatrix<double,0,int> > solver; |
| 80 | |
| 81 | // Collect the matrix on master |
| 82 | auto mat_ei = A.getMat(); |
| 83 | |
| 84 | Eigen::Matrix<double, Eigen::Dynamic, 1> x_ei; |
| 85 | |
| 86 | // Collect the vector on master |
| 87 | auto b_ei = b.getVec(); |
| 88 | |
| 89 | // Copy b into x, this also copy the information on how to scatter back the information on x |
| 90 | x = b; |
| 91 | |
| 92 | if (vcl.getProcessUnitID() == 0) |
| 93 | { |
| 94 | solver.compute(mat_ei); |
| 95 | |
| 96 | if(solver.info()!=Eigen::Success) |
| 97 | { |
| 98 | // decomposition failed |
| 99 | std::cout << __FILE__ << ":" << __LINE__ << " solver failed" << "\n" ; |
| 100 | |
| 101 | x.scatter(); |
| 102 | |
| 103 | return x; |
| 104 | } |
| 105 | |
| 106 | x_ei = solver.solve(b_ei); |
| 107 | |
| 108 | if (opt & SOLVER_PRINT_RESIDUAL_NORM_INFINITY) |
| 109 | { |
| 110 | Eigen::Matrix<double, Eigen::Dynamic, 1> res; |
| 111 | res = mat_ei * x_ei - b_ei; |
| 112 | |
| 113 | std::cout << "Infinity norm: " << res.lpNorm<Eigen::Infinity>() << "\n" ; |
| 114 | } |
| 115 | |
| 116 | if (opt & SOLVER_PRINT_DETERMINANT) |
| 117 | { |
| 118 | std::cout << " Determinant: " << solver.determinant() << "\n" ; |
| 119 | } |
| 120 | |
| 121 | x = x_ei; |
| 122 | } |
| 123 | |
| 124 | // Vector is only on master, scatter back the information |
| 125 | x.scatter(); |
| 126 | |
| 127 | return x; |
| 128 | } |
| 129 | }; |
| 130 | |
| 131 | #else |
| 132 | |
| 133 | /////// Compiled without EIGEN support |
| 134 | |
| 135 | #include "Vector/Vector.hpp" |
| 136 | |
| 137 | //! stub when library compiled without eigen |
| 138 | template<typename T> |
| 139 | class umfpack_solver |
| 140 | { |
| 141 | public: |
| 142 | |
| 143 | //! stub solve |
| 144 | template<unsigned int impl, typename id_type> static Vector<T> solve(const SparseMatrix<T,id_type,impl> & A, const Vector<T,impl> & b) |
| 145 | { |
| 146 | std::cerr << __FILE__ << ":" << __LINE__ << " Error Umfpack only support double precision" << "/n" ; |
| 147 | } |
| 148 | |
| 149 | //! stub solve |
| 150 | void best_solve() |
| 151 | { |
| 152 | std::cerr << __FILE__ << ":" << __LINE__ << " Error Umfpack only support double precision" << "/n" ; |
| 153 | } |
| 154 | |
| 155 | //! stub solve |
| 156 | template<unsigned int impl, typename id_type> static Vector<T,impl> try_solve(SparseMatrix<T,id_type,impl> & A, const Vector<T,impl> & b, size_t opt = UMFPACK_NONE) |
| 157 | { |
| 158 | std::cerr << __FILE__ << ":" << __LINE__ << " Error Umfpack only support double precision" << "/n" ; |
| 159 | } |
| 160 | }; |
| 161 | |
| 162 | //! stub when library compiled without eigen |
| 163 | template<> |
| 164 | class umfpack_solver<double> |
| 165 | { |
| 166 | |
| 167 | public: |
| 168 | |
| 169 | //! stub solve |
| 170 | template<unsigned int impl, typename id_type> static Vector<double> solve(SparseMatrix<double,id_type,impl> & A, const Vector<double> & b, size_t opt = UMFPACK_NONE) |
| 171 | { |
| 172 | std::cerr << __FILE__ << ":" << __LINE__ << " Error in order to use umfpack you must compile OpenFPM with linear algebra support" << "/n" ; |
| 173 | |
| 174 | Vector<double> x; |
| 175 | |
| 176 | return x; |
| 177 | } |
| 178 | |
| 179 | //! stub solve |
| 180 | void best_solve() |
| 181 | { |
| 182 | std::cerr << __FILE__ << ":" << __LINE__ << " Error in order to use umfpack you must compile OpenFPM with linear algebra support" << "/n" ; |
| 183 | } |
| 184 | |
| 185 | //! stub solve |
| 186 | static Vector<double,EIGEN_BASE> try_solve(SparseMatrix<double,int,EIGEN_BASE> & A, const Vector<double,EIGEN_BASE> & b, size_t opt = UMFPACK_NONE) |
| 187 | { |
| 188 | std::cerr << __FILE__ << ":" << __LINE__ << " Error in order to use umfpack you must compile OpenFPM with linear algebra support" << "/n" ; |
| 189 | return Vector<double,EIGEN_BASE>(); |
| 190 | } |
| 191 | }; |
| 192 | |
| 193 | #endif |
| 194 | |
| 195 | |
| 196 | #endif /* OPENFPM_NUMERICS_SRC_SOLVERS_UMFPACK_SOLVER_HPP_ */ |
| 197 | |