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Merge pull request #438 from jcarpent/topic/sparse
Expose Simplicial{LLT,LDLT}
2 parents 6a0ebc5 + 37721b5 commit a4bfa94

34 files changed

+1283
-33
lines changed

‎CHANGELOG.md

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@@ -12,6 +12,7 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/).
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- Support for `std::variant` types with `VariantConverter` ([#431](https://github.com/stack-of-tasks/eigenpy/pull/431))
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- Support for `std::unique_ptr` as a return types with `StdUniquePtrCallPolicies` and `boost::python::default_call_policies` ([#433](https://github.com/stack-of-tasks/eigenpy/pull/433))
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- Support for `std::unique_ptr` as an internal reference with `ReturnInternalStdUniquePtr` ([#433](https://github.com/stack-of-tasks/eigenpy/pull/433))
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- Support for `Eigen::Simplicial{LLT,LDLT}` and `Eigen::Cholmod{Simplicial,Supernodal}{LLT,LDLT}` Cholesky de compositions ([#438](https://github.com/stack-of-tasks/eigenpy/pull/438))
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### Fixed
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- Fix the issue of missing exposition of Eigen types with __int64 scalar type ([#426](https://github.com/stack-of-tasks/eigenpy/pull/426))

‎CMakeLists.txt

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@@ -56,6 +56,15 @@ include("${JRL_CMAKE_MODULES}/apple.cmake")
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option(GENERATE_PYTHON_STUBS
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"Generate the Python stubs associated to the Python library" OFF)
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option(BUILD_WITH_CHOLMOD_SUPPORT "Build EigenPy with the Cholmod support" OFF)
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if(APPLE)
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option(BUILD_WITH_ACCELERATE_SUPPORT
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"Build EigenPy with the Accelerate support" OFF)
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else(APPLE)
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set(BUILD_WITH_ACCELERATE_SUPPORT FALSE)
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endif(APPLE)
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string(REPLACE "-pedantic" "" CMAKE_CXX_FLAGS ${CMAKE_CXX_FLAGS})
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# If needed, fix CMake policy for APPLE systems
@@ -99,6 +108,35 @@ export_boost_default_options()
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find_package(Boost REQUIRED)
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search_for_boost_python(REQUIRED)
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if(BUILD_WITH_CHOLMOD_SUPPORT)
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set(CMAKE_MODULE_PATH ${JRL_CMAKE_MODULES}/find-external/CHOLMOD
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${CMAKE_MODULE_PATH})
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add_project_dependency(CHOLMOD REQUIRED FIND_EXTERNAL "CHOLMOD")
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message(
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STATUS
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"Build with CHOLDOD support (LGPL). See CHOLMOD/Doc/License.txt for further details."
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)
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add_definitions(-DEIGENPY_WITH_CHOLMOD_SUPPORT)
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endif(BUILD_WITH_CHOLMOD_SUPPORT)
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if(BUILD_WITH_ACCELERATE_SUPPORT)
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if(NOT ${Eigen3_VERSION} VERSION_GREATER_EQUAL "3.4.90")
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message(
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FATAL_ERROR
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"Your version of Eigen is too low. Should be at least 3.4.90. Current version is ${Eigen3_VERSION}."
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)
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endif()
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set(CMAKE_MODULE_PATH ${JRL_CMAKE_MODULES}/find-external/Accelerate
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${CMAKE_MODULE_PATH})
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find_package(
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Accelerate REQUIRED # FIND_EXTERNAL "Accelerate" # We don't export yet as
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# there might be an issue on AMR64 platforms
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)
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message(STATUS "Build with Accelerate support framework.")
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add_definitions(-DEIGENPY_WITH_ACCELERATE_SUPPORT)
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endif(BUILD_WITH_ACCELERATE_SUPPORT)
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# ----------------------------------------------------
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# --- INCLUDE ----------------------------------------
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# ----------------------------------------------------
@@ -117,9 +155,39 @@ set(${PROJECT_NAME}_SOLVERS_HEADERS
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include/eigenpy/solvers/BasicPreconditioners.hpp
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include/eigenpy/solvers/BFGSPreconditioners.hpp)
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set(${PROJECT_NAME}_EIGEN_HEADERS include/eigenpy/eigen/EigenBase.hpp)
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set(${PROJECT_NAME}_DECOMPOSITIONS_SPARSE_CHOLMOD_HEADERS
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include/eigenpy/decompositions/sparse/cholmod/CholmodBase.hpp
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include/eigenpy/decompositions/sparse/cholmod/CholmodDecomposition.hpp
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include/eigenpy/decompositions/sparse/cholmod/CholmodSimplicialLDLT.hpp
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include/eigenpy/decompositions/sparse/cholmod/CholmodSimplicialLLT.hpp
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include/eigenpy/decompositions/sparse/cholmod/CholmodSupernodalLLT.hpp)
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set(${PROJECT_NAME}_DECOMPOSITIONS_SPARSE_ACCELERATE_HEADERS
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include/eigenpy/decompositions/sparse/accelerate/accelerate.hpp)
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set(${PROJECT_NAME}_DECOMPOSITIONS_SPARSE_HEADERS
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include/eigenpy/decompositions/sparse/LLT.hpp
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include/eigenpy/decompositions/sparse/LDLT.hpp
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include/eigenpy/decompositions/sparse/SimplicialCholesky.hpp
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include/eigenpy/decompositions/sparse/SparseSolverBase.hpp)
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if(BUILD_WITH_CHOLMOD_SUPPORT)
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list(APPEND ${PROJECT_NAME}_DECOMPOSITIONS_SPARSE_HEADERS
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${${PROJECT_NAME}_DECOMPOSITIONS_SPARSE_CHOLMOD_HEADERS})
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endif(BUILD_WITH_CHOLMOD_SUPPORT)
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if(BUILD_WITH_ACCELERATE_SUPPORT)
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list(APPEND ${PROJECT_NAME}_DECOMPOSITIONS_SPARSE_HEADERS
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${${PROJECT_NAME}_DECOMPOSITIONS_SPARSE_ACCELERATE_HEADERS})
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endif(BUILD_WITH_ACCELERATE_SUPPORT)
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set(${PROJECT_NAME}_DECOMPOSITIONS_HEADERS
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${${PROJECT_NAME}_DECOMPOSITIONS_SPARSE_HEADERS}
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include/eigenpy/decompositions/decompositions.hpp
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include/eigenpy/decompositions/EigenSolver.hpp
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include/eigenpy/decompositions/PermutationMatrix.hpp
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include/eigenpy/decompositions/LDLT.hpp
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include/eigenpy/decompositions/LLT.hpp
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include/eigenpy/decompositions/SelfAdjointEigenSolver.hpp
@@ -128,6 +196,7 @@ set(${PROJECT_NAME}_DECOMPOSITIONS_HEADERS
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set(${PROJECT_NAME}_HEADERS
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${${PROJECT_NAME}_UTILS_HEADERS}
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${${PROJECT_NAME}_SOLVERS_HEADERS}
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${${PROJECT_NAME}_EIGEN_HEADERS}
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${${PROJECT_NAME}_DECOMPOSITIONS_HEADERS}
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include/eigenpy/alignment.hpp
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include/eigenpy/computation-info.hpp
@@ -188,6 +257,16 @@ set(${PROJECT_NAME}_SOLVERS_SOURCES src/solvers/preconditioners.cpp
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set(${PROJECT_NAME}_DECOMPOSITIONS_SOURCES
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src/decompositions/decompositions.cpp)
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if(BUILD_WITH_CHOLMOD_SUPPORT)
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list(APPEND ${PROJECT_NAME}_DECOMPOSITIONS_SOURCES
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src/decompositions/cholmod.cpp)
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endif(BUILD_WITH_CHOLMOD_SUPPORT)
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if(BUILD_WITH_ACCELERATE_SUPPORT)
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list(APPEND ${PROJECT_NAME}_DECOMPOSITIONS_SOURCES
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src/decompositions/accelerate.cpp)
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endif(BUILD_WITH_ACCELERATE_SUPPORT)
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set(${PROJECT_NAME}_SOURCES
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${${PROJECT_NAME}_SOLVERS_SOURCES}
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${${PROJECT_NAME}_DECOMPOSITIONS_SOURCES}
@@ -239,6 +318,19 @@ modernize_target_link_libraries(
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${NUMPY_INCLUDE_DIRS}
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${PYTHON_INCLUDE_DIR})
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# Links against CholMod
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if(BUILD_WITH_CHOLMOD_SUPPORT)
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modernize_target_link_libraries(${PROJECT_NAME} SCOPE PUBLIC TARGETS
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CHOLMOD::CHOLMOD)
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endif(BUILD_WITH_CHOLMOD_SUPPORT)
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# Links against accelerate
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if(BUILD_WITH_ACCELERATE_SUPPORT)
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# modernize_target_link_libraries(${PROJECT_NAME} SCOPE PUBLIC TARGETS
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# Accelerate)
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target_link_libraries(${PROJECT_NAME} PRIVATE "-framework accelerate")
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endif(BUILD_WITH_ACCELERATE_SUPPORT)
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if(SUFFIX_SO_VERSION)
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set_target_properties(${PROJECT_NAME} PROPERTIES SOVERSION ${PROJECT_VERSION})
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endif(SUFFIX_SO_VERSION)

‎cmake

‎include/eigenpy/decompositions/LDLT.hpp

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#include "eigenpy/eigenpy.hpp"
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#include "eigenpy/utils/scalar-name.hpp"
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#include "eigenpy/eigen/EigenBase.hpp"
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namespace eigenpy {
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@@ -36,6 +37,8 @@ struct LDLTSolverVisitor
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bp::args("self", "matrix"),
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"Constructs a LDLT factorization from a given matrix."))
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.def(EigenBaseVisitor<Solver>())
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.def("isNegative", &Solver::isNegative, bp::arg("self"),
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"Returns true if the matrix is negative (semidefinite).")
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.def("isPositive", &Solver::isPositive, bp::arg("self"),

‎include/eigenpy/decompositions/LLT.hpp

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#include "eigenpy/eigenpy.hpp"
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#include "eigenpy/utils/scalar-name.hpp"
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#include "eigenpy/eigen/EigenBase.hpp"
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namespace eigenpy {
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@@ -36,6 +37,8 @@ struct LLTSolverVisitor
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bp::args("self", "matrix"),
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"Constructs a LLT factorization from a given matrix."))
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40+
.def(EigenBaseVisitor<Solver>())
41+
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.def("matrixL", &matrixL, bp::arg("self"),
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"Returns the lower triangular matrix L.")
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.def("matrixU", &matrixU, bp::arg("self"),

‎include/eigenpy/decompositions/PermutationMatrix.hpp

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/*
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* Copyright 2024 INRIA
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*/
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#ifndef __eigenpy_decomposition_permutation_matrix_hpp__
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#define __eigenpy_decomposition_permutation_matrix_hpp__
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8+
#include "eigenpy/eigenpy.hpp"
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#include "eigenpy/eigen/EigenBase.hpp"
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11+
namespace eigenpy {
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template <int SizeAtCompileTime, int MaxSizeAtCompileTime = SizeAtCompileTime,
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typename StorageIndex_ = int>
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struct PermutationMatrixVisitor
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: public boost::python::def_visitor<PermutationMatrixVisitor<
17+
SizeAtCompileTime, MaxSizeAtCompileTime, StorageIndex_> > {
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typedef StorageIndex_ StorageIndex;
19+
typedef Eigen::PermutationMatrix<SizeAtCompileTime, MaxSizeAtCompileTime,
20+
StorageIndex>
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PermutationMatrix;
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typedef typename PermutationMatrix::DenseMatrixType DenseMatrixType;
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typedef PermutationMatrix Self;
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typedef Eigen::Matrix<StorageIndex, SizeAtCompileTime, 1, 0,
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MaxSizeAtCompileTime, 1>
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VectorIndex;
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template <class PyClass>
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void visit(PyClass &cl) const {
30+
cl.def(bp::init<const Eigen::DenseIndex>(bp::args("self", "size"),
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"Default constructor"))
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.def(bp::init<VectorIndex>(
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bp::args("self", "indices"),
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"The indices array has the meaning that the permutations sends "
35+
"each integer i to indices[i].\n"
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"It is your responsibility to check that the indices array that "
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"you passes actually describes a permutation, i.e., each value "
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"between 0 and n-1 occurs exactly once, where n is the array's "
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"size."))
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.def(
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"indices",
43+
+[](const PermutationMatrix &self) {
44+
return VectorIndex(self.indices());
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},
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bp::arg("self"), "The stored array representing the permutation.")
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.def("applyTranspositionOnTheLeft",
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&PermutationMatrix::applyTranspositionOnTheLeft,
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bp::args("self", "i", "j"),
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"Multiplies self by the transposition (ij) on the left.",
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bp::return_self<>())
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.def("applyTranspositionOnTheRight",
54+
&PermutationMatrix::applyTranspositionOnTheRight,
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bp::args("self", "i", "j"),
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"Multiplies self by the transposition (ij) on the right.",
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bp::return_self<>())
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.def("setIdentity",
60+
(void(PermutationMatrix::*)()) & PermutationMatrix::setIdentity,
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bp::arg("self"),
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"Sets self to be the identity permutation matrix.")
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.def("setIdentity",
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(void(PermutationMatrix::*)(Eigen::DenseIndex)) &
65+
PermutationMatrix::setIdentity,
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bp::args("self", "size"),
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"Sets self to be the identity permutation matrix of given size.")
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.def("toDenseMatrix", &PermutationMatrix::toDenseMatrix,
70+
bp::arg("self"),
71+
"Returns a numpy array object initialized from this permutation "
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"matrix.")
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.def(
75+
"transpose",
76+
+[](const PermutationMatrix &self) -> PermutationMatrix {
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return self.transpose();
78+
},
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bp::arg("self"), "Returns the tranpose permutation matrix.")
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.def(
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"inverse",
82+
+[](const PermutationMatrix &self) -> PermutationMatrix {
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return self.inverse();
84+
},
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bp::arg("self"), "Returns the inverse permutation matrix.")
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.def("resize", &PermutationMatrix::resize, bp::args("self", "size"),
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"Resizes to given size.")
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.def(bp::self * bp::self)
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.def(EigenBaseVisitor<Self>());
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}
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static void expose(const std::string &name) {
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bp::class_<PermutationMatrix>(name.c_str(),
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"Permutation matrix.\n"
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"This class represents a permutation matrix, "
98+
"internally stored as a vector of integers.",
99+
bp::no_init)
100+
.def(PermutationMatrixVisitor());
101+
}
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};
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} // namespace eigenpy
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#endif // ifndef __eigenpy_decomposition_permutation_matrix_hpp__

‎include/eigenpy/decompositions/decompositions.hpp

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namespace eigenpy {
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void EIGENPY_DLLAPI exposeDecompositions();
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#ifdef EIGENPY_WITH_CHOLMOD_SUPPORT
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void EIGENPY_DLLAPI exposeCholmod();
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#endif
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#ifdef EIGENPY_WITH_ACCELERATE_SUPPORT
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void EIGENPY_DLLAPI exposeAccelerate();
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#endif
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} // namespace eigenpy
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#endif // define __eigenpy_decompositions_decompositions_hpp__

‎include/eigenpy/decompositions/sparse/LDLT.hpp

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/*
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* Copyright 2024 INRIA
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*/
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#ifndef __eigenpy_decomposition_sparse_ldlt_hpp__
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#define __eigenpy_decomposition_sparse_ldlt_hpp__
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#include "eigenpy/eigenpy.hpp"
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#include "eigenpy/decompositions/sparse/SimplicialCholesky.hpp"
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#include "eigenpy/utils/scalar-name.hpp"
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namespace eigenpy {
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template <typename _MatrixType, int _UpLo = Eigen::Lower,
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typename _Ordering =
16+
Eigen::AMDOrdering<typename _MatrixType::StorageIndex> >
17+
struct SimplicialLDLTVisitor
18+
: public boost::python::def_visitor<
19+
SimplicialLDLTVisitor<_MatrixType, _UpLo, _Ordering> > {
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typedef SimplicialLDLTVisitor<_MatrixType, _UpLo, _Ordering> Visitor;
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typedef _MatrixType MatrixType;
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typedef Eigen::SimplicialLDLT<MatrixType> Solver;
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typedef typename MatrixType::Scalar Scalar;
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typedef typename MatrixType::RealScalar RealScalar;
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typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1, MatrixType::Options>
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DenseVectorXs;
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typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic,
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MatrixType::Options>
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DenseMatrixXs;
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32+
template <class PyClass>
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void visit(PyClass &cl) const {
34+
cl.def(bp::init<>(bp::arg("self"), "Default constructor"))
35+
.def(bp::init<MatrixType>(bp::args("self", "matrix"),
36+
"Constructs and performs the LDLT "
37+
"factorization from a given matrix."))
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.def("vectorD", &vectorD, bp::arg("self"),
40+
"Returns the diagonal vector D.")
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.def(SimplicialCholeskyVisitor<Solver>());
42+
}
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static void expose() {
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static const std::string classname =
46+
"SimplicialLDLT_" + scalar_name<Scalar>::shortname();
47+
expose(classname);
48+
}
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50+
static void expose(const std::string &name) {
51+
bp::class_<Solver, boost::noncopyable>(
52+
name.c_str(),
53+
"A direct sparse LDLT Cholesky factorizations.\n\n"
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"This class provides a LDL^T Cholesky factorizations of sparse "
55+
"matrices that are selfadjoint and positive definite."
56+
"The factorization allows for solving A.X = B where X and B can be "
57+
"either dense or sparse.\n\n"
58+
"In order to reduce the fill-in, a symmetric permutation P is applied "
59+
"prior to the factorization such that the factorized matrix is P A "
60+
"P^-1.",
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bp::no_init)
62+
.def(SimplicialLDLTVisitor());
63+
}
64+
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private:
66+
static DenseVectorXs vectorD(const Solver &self) { return self.vectorD(); }
67+
};
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} // namespace eigenpy
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#endif // ifndef __eigenpy_decomposition_sparse_ldlt_hpp__

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