src/SparseLU/SparseLU.h

// 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 EIGEN_SPARSE_LU_H
#define EIGEN_SPARSE_LU_H

namespace Eigen {

template <typename _MatrixType, typename _OrderingType = COLAMDOrdering<typename _MatrixType::Index> > class SparseLU;
template <typename MappedSparseMatrixType> struct SparseLUMatrixLReturnType;
template <typename MatrixLType, typename MatrixUType> struct SparseLUMatrixUReturnType;

/** \ingroup SparseLU_Module
  * \class SparseLU
  *
  * \brief Sparse supernodal LU factorization for general matrices
  *
  * This class implements the supernodal LU factorization for general matrices.
  * It uses the main techniques from the sequential SuperLU package
  * (http://crd-legacy.lbl.gov/~xiaoye/SuperLU/). It handles transparently real
  * and complex arithmetics with single and double precision, depending on the
  * scalar type of your input matrix.
  * The code has been optimized to provide BLAS-3 operations during supernode-panel updates.
  * It benefits directly from the built-in high-performant Eigen BLAS routines.
  * Moreover, when the size of a supernode is very small, the BLAS calls are avoided to
  * enable a better optimization from the compiler. For best performance,
  * you should compile it with NDEBUG flag to avoid the numerous bounds checking on vectors.
  *
  * An important parameter of this class is the ordering method. It is used to reorder the columns
  * (and eventually the rows) of the matrix to reduce the number of new elements that are created during
  * numerical factorization. The cheapest method available is COLAMD.
  * See  \link OrderingMethods_Module the OrderingMethods module \endlink for the list of
  * built-in and external ordering methods.
  *
  * Simple example with key steps
  * \code
  * VectorXd x(n), b(n);
  * SparseMatrix<double, ColMajor> A;
  * SparseLU<SparseMatrix<scalar, ColMajor>, COLAMDOrdering<Index> >   solver;
  * // fill A and b;
  * // Compute the ordering permutation vector from the structural pattern of A
  * solver.analyzePattern(A);
  * // Compute the numerical factorization
  * solver.factorize(A);
  * //Use the factors to solve the linear system
  * x = solver.solve(b);
  * \endcode
  *
  * \warning The input matrix A should be in a \b compressed and \b column-major form.
  * Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix.
  *
  * \note Unlike the initial SuperLU implementation, there is no step to equilibrate the matrix.
  * For badly scaled matrices, this step can be useful to reduce the pivoting during factorization.
  * If this is the case for your matrices, you can try the basic scaling method at
  *  "unsupported/Eigen/src/IterativeSolvers/Scaling.h"
  *
  * \tparam _MatrixType The type of the sparse matrix. It must be a column-major SparseMatrix<>
  * \tparam _OrderingType The ordering method to use, either AMD, COLAMD or METIS. Default is COLMAD
  *
  *
  * \sa \ref TutorialSparseDirectSolvers
  * \sa \ref OrderingMethods_Module
  */
template <typename _MatrixType, typename _OrderingType>
class SparseLU : public internal::SparseLUImpl<typename _MatrixType::Scalar, typename _MatrixType::Index>
{
  public:
    typedef _MatrixType MatrixType;
    typedef _OrderingType OrderingType;
    typedef typename MatrixType::Scalar Scalar;
    typedef typename MatrixType::RealScalar RealScalar;
    typedef typename MatrixType::Index Index;
    typedef SparseMatrix<Scalar,ColMajor,Index> NCMatrix;
    typedef internal::MappedSuperNodalMatrix<Scalar, Index> SCMatrix;
    typedef Matrix<Scalar,Dynamic,1> ScalarVector;
    typedef Matrix<Index,Dynamic,1> IndexVector;
    typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
    typedef internal::SparseLUImpl<Scalar, Index> Base;

  public:
    SparseLU():m_isInitialized(true),m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
    {
      initperfvalues();
    }
    SparseLU(const MatrixType& matrix):m_isInitialized(true),m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
    {
      initperfvalues();
      compute(matrix);
    }

    ~SparseLU()
    {
      // Free all explicit dynamic pointers
    }

    void analyzePattern (const MatrixType& matrix);
    void factorize (const MatrixType& matrix);
    void simplicialfactorize(const MatrixType& matrix);

    /**
      * Compute the symbolic and numeric factorization of the input sparse matrix.
      * The input matrix should be in column-major storage.
      */
    void compute (const MatrixType& matrix)
    {
      // Analyze
      analyzePattern(matrix);
      //Factorize
      factorize(matrix);
    }

    inline Index rows() const { return m_mat.rows(); }
    inline Index cols() const { return m_mat.cols(); }
    /** Indicate that the pattern of the input matrix is symmetric */
    void isSymmetric(bool sym)
    {
      m_symmetricmode = sym;
    }

    /** \returns an expression of the matrix L, internally stored as supernodes
      * The only operation available with this expression is the triangular solve
      * \code
      * y = b; matrixL().solveInPlace(y);
      * \endcode
      */
    SparseLUMatrixLReturnType<SCMatrix> matrixL() const
    {
      return SparseLUMatrixLReturnType<SCMatrix>(m_Lstore);
    }
    /** \returns an expression of the matrix U,
      * The only operation available with this expression is the triangular solve
      * \code
      * y = b; matrixU().solveInPlace(y);
      * \endcode
      */
    SparseLUMatrixUReturnType<SCMatrix,MappedSparseMatrix<Scalar,ColMajor,Index> > matrixU() const
    {
      return SparseLUMatrixUReturnType<SCMatrix, MappedSparseMatrix<Scalar,ColMajor,Index> >(m_Lstore, m_Ustore);
    }

    /**
      * \returns a reference to the row matrix permutation \f$ P_r \f$ such that \f$P_r A P_c^T = L U\f$
      * \sa colsPermutation()
      */
    inline const PermutationType& rowsPermutation() const
    {
      return m_perm_r;
    }
    /**
      * \returns a reference to the column matrix permutation\f$ P_c^T \f$ such that \f$P_r A P_c^T = L U\f$
      * \sa rowsPermutation()
      */
    inline const PermutationType& colsPermutation() const
    {
      return m_perm_c;
    }
    /** Set the threshold used for a diagonal entry to be an acceptable pivot. */
    void setPivotThreshold(const RealScalar& thresh)
    {
      m_diagpivotthresh = thresh;
    }

    /** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
      *
      * \warning the destination matrix X in X = this->solve(B) must be colmun-major.
      *
      * \sa compute()
      */
    template<typename Rhs>
    inline const internal::solve_retval<SparseLU, Rhs> solve(const MatrixBase<Rhs>& B) const
    {
      eigen_assert(m_factorizationIsOk && "SparseLU is not initialized.");
      eigen_assert(rows()==B.rows()
                    && "SparseLU::solve(): invalid number of rows of the right hand side matrix B");
          return internal::solve_retval<SparseLU, Rhs>(*this, B.derived());
    }

    /** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
      *
      * \sa compute()
      */
    template<typename Rhs>
    inline const internal::sparse_solve_retval<SparseLU, Rhs> solve(const SparseMatrixBase<Rhs>& B) const
    {
      eigen_assert(m_factorizationIsOk && "SparseLU is not initialized.");
      eigen_assert(rows()==B.rows()
                    && "SparseLU::solve(): invalid number of rows of the right hand side matrix B");
          return internal::sparse_solve_retval<SparseLU, Rhs>(*this, B.derived());
    }

    /** \brief Reports whether previous computation was successful.
      *
      * \returns \c Success if computation was succesful,
      *          \c NumericalIssue if the LU factorization reports a problem, zero diagonal for instance
      *          \c InvalidInput if the input matrix is invalid
      *
      * \sa iparm()
      */
    ComputationInfo info() const
    {
      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
      return m_info;
    }

    /**
      * \returns A string describing the type of error
      */
    std::string lastErrorMessage() const
    {
      return m_lastError;
    }

    template<typename Rhs, typename Dest>
    bool _solve(const MatrixBase<Rhs> &B, MatrixBase<Dest> &X_base) const
    {
      Dest& X(X_base.derived());
      eigen_assert(m_factorizationIsOk && "The matrix should be factorized first");
      EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0,
                        THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);

      // Permute the right hand side to form X = Pr*B
      // on return, X is overwritten by the computed solution
      X.resize(B.rows(),B.cols());

      // this ugly const_cast_derived() helps to detect aliasing when applying the permutations
      for(Index j = 0; j < B.cols(); ++j)
        X.col(j) = rowsPermutation() * B.const_cast_derived().col(j);

      //Forward substitution with L
      this->matrixL().solveInPlace(X);
      this->matrixU().solveInPlace(X);

      // Permute back the solution
      for (Index j = 0; j < B.cols(); ++j)
        X.col(j) = colsPermutation().inverse() * X.col(j);

      return true;
    }

    /**
      * \returns the absolute value of the determinant of the matrix of which
      * *this is the QR decomposition.
      *
      * \warning a determinant can be very big or small, so for matrices
      * of large enough dimension, there is a risk of overflow/underflow.
      * One way to work around that is to use logAbsDeterminant() instead.
      *
      * \sa logAbsDeterminant(), signDeterminant()
      */
     Scalar absDeterminant()
    {
      eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
      // Initialize with the determinant of the row matrix
      Scalar det = Scalar(1.);
      // Note that the diagonal blocks of U are stored in supernodes,
      // which are available in the  L part :)
      for (Index j = 0; j < this->cols(); ++j)
      {
        for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
        {
          if(it.index() == j)
          {
            det *= (std::abs)(it.value());
            break;
          }
        }
       }
       return det;
     }

     /** \returns the natural log of the absolute value of the determinant of the matrix
       * of which **this is the QR decomposition
       *
       * \note This method is useful to work around the risk of overflow/underflow that's
       * inherent to the determinant computation.
       *
       * \sa absDeterminant(), signDeterminant()
       */
     Scalar logAbsDeterminant() const
     {
       eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
       Scalar det = Scalar(0.);
       for (Index j = 0; j < this->cols(); ++j)
       {
         for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
         {
           if(it.row() < j) continue;
           if(it.row() == j)
           {
             det += (std::log)((std::abs)(it.value()));
             break;
           }
         }
       }
       return det;
     }

     /** \returns A number representing the sign of the determinant
       *
       * \sa absDeterminant(), logAbsDeterminant()
       */
     Scalar signDeterminant()
     {
       eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
       return Scalar(m_detPermR);
     }

  protected:
    // Functions
    void initperfvalues()
    {
      m_perfv.panel_size = 1;
      m_perfv.relax = 1;
      m_perfv.maxsuper = 128;
      m_perfv.rowblk = 16;
      m_perfv.colblk = 8;
      m_perfv.fillfactor = 20;
    }

    // Variables
    mutable ComputationInfo m_info;
    bool m_isInitialized;
    bool m_factorizationIsOk;
    bool m_analysisIsOk;
    std::string m_lastError;
    NCMatrix m_mat; // The input (permuted ) matrix
    SCMatrix m_Lstore; // The lower triangular matrix (supernodal)
    MappedSparseMatrix<Scalar,ColMajor,Index> m_Ustore; // The upper triangular matrix
    PermutationType m_perm_c; // Column permutation
    PermutationType m_perm_r ; // Row permutation
    IndexVector m_etree; // Column elimination tree

    typename Base::GlobalLU_t m_glu;

    // SparseLU options
    bool m_symmetricmode;
    // values for performance
    internal::perfvalues<Index> m_perfv;
    RealScalar m_diagpivotthresh; // Specifies the threshold used for a diagonal entry to be an acceptable pivot
    Index m_nnzL, m_nnzU; // Nonzeros in L and U factors
    Index m_detPermR; // Determinant of the coefficient matrix
  private:
    // Disable copy constructor
    SparseLU (const SparseLU& );

}; // End class SparseLU


// Functions needed by the anaysis phase
/**
  * Compute the column permutation to minimize the fill-in
  *
  *  - Apply this permutation to the input matrix -
  *
  *  - Compute the column elimination tree on the permuted matrix
  *
  *  - Postorder the elimination tree and the column permutation
  *
  */
template <typename MatrixType, typename OrderingType>
void SparseLU<MatrixType, OrderingType>::analyzePattern(const MatrixType& mat)
{

  //TODO  It is possible as in SuperLU to compute row and columns scaling vectors to equilibrate the matrix mat.

  OrderingType ord;
  ord(mat,m_perm_c);

  // Apply the permutation to the column of the input  matrix
  //First copy the whole input matrix.
  m_mat = mat;
  if (m_perm_c.size()) {
    m_mat.uncompress(); //NOTE: The effect of this command is only to create the InnerNonzeros pointers. FIXME : This vector is filled but not subsequently used.
    //Then, permute only the column pointers
    const Index * outerIndexPtr;
    if (mat.isCompressed()) outerIndexPtr = mat.outerIndexPtr();
    else
    {
      Index *outerIndexPtr_t = new Index[mat.cols()+1];
      for(Index i = 0; i <= mat.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
      outerIndexPtr = outerIndexPtr_t;
    }
    for (Index i = 0; i < mat.cols(); i++)
    {
      m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
      m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
    }
    if(!mat.isCompressed()) delete[] outerIndexPtr;
  }
  // Compute the column elimination tree of the permuted matrix
  IndexVector firstRowElt;
  internal::coletree(m_mat, m_etree,firstRowElt);

  // In symmetric mode, do not do postorder here
  if (!m_symmetricmode) {
    IndexVector post, iwork;
    // Post order etree
    internal::treePostorder(m_mat.cols(), m_etree, post);


    // Renumber etree in postorder
    Index m = m_mat.cols();
    iwork.resize(m+1);
    for (Index i = 0; i < m; ++i) iwork(post(i)) = post(m_etree(i));
    m_etree = iwork;

    // Postmultiply A*Pc by post, i.e reorder the matrix according to the postorder of the etree
    PermutationType post_perm(m);
    for (Index i = 0; i < m; i++)
      post_perm.indices()(i) = post(i);

    // Combine the two permutations : postorder the permutation for future use
    if(m_perm_c.size()) {
      m_perm_c = post_perm * m_perm_c;
    }

  } // end postordering

  m_analysisIsOk = true;
}

// Functions needed by the numerical factorization phase


/**
  *  - Numerical factorization
  *  - Interleaved with the symbolic factorization
  * On exit,  info is
  *
  *    = 0: successful factorization
  *
  *    > 0: if info = i, and i is
  *
  *       <= A->ncol: U(i,i) is exactly zero. The factorization has
  *          been completed, but the factor U is exactly singular,
  *          and division by zero will occur if it is used to solve a
  *          system of equations.
  *
  *       > A->ncol: number of bytes allocated when memory allocation
  *         failure occurred, plus A->ncol. If lwork = -1, it is
  *         the estimated amount of space needed, plus A->ncol.
  */
template <typename MatrixType, typename OrderingType>
void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix)
{
  using internal::emptyIdxLU;
  eigen_assert(m_analysisIsOk && "analyzePattern() should be called first");
  eigen_assert((matrix.rows() == matrix.cols()) && "Only for squared matrices");

  typedef typename IndexVector::Scalar Index;


  // Apply the column permutation computed in analyzepattern()
  //   m_mat = matrix * m_perm_c.inverse();
  m_mat = matrix;
  if (m_perm_c.size())
  {
    m_mat.uncompress(); //NOTE: The effect of this command is only to create the InnerNonzeros pointers.
    //Then, permute only the column pointers
    const Index * outerIndexPtr;
    if (matrix.isCompressed()) outerIndexPtr = matrix.outerIndexPtr();
    else
    {
      Index* outerIndexPtr_t = new Index[matrix.cols()+1];
      for(Index i = 0; i <= matrix.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
      outerIndexPtr = outerIndexPtr_t;
    }
    for (Index i = 0; i < matrix.cols(); i++)
    {
      m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
      m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
    }
    if(!matrix.isCompressed()) delete[] outerIndexPtr;
  }
  else
  { //FIXME This should not be needed if the empty permutation is handled transparently
    m_perm_c.resize(matrix.cols());
    for(Index i = 0; i < matrix.cols(); ++i) m_perm_c.indices()(i) = i;
  }

  Index m = m_mat.rows();
  Index n = m_mat.cols();
  Index nnz = m_mat.nonZeros();
  Index maxpanel = m_perfv.panel_size * m;
  // Allocate working storage common to the factor routines
  Index lwork = 0;
  Index info = Base::memInit(m, n, nnz, lwork, m_perfv.fillfactor, m_perfv.panel_size, m_glu);
  if (info)
  {
    m_lastError = "UNABLE TO ALLOCATE WORKING MEMORY\n\n" ;
    m_factorizationIsOk = false;
    return ;
  }

  // Set up pointers for integer working arrays
  IndexVector segrep(m); segrep.setZero();
  IndexVector parent(m); parent.setZero();
  IndexVector xplore(m); xplore.setZero();
  IndexVector repfnz(maxpanel);
  IndexVector panel_lsub(maxpanel);
  IndexVector xprune(n); xprune.setZero();
  IndexVector marker(m*internal::LUNoMarker); marker.setZero();

  repfnz.setConstant(-1);
  panel_lsub.setConstant(-1);

  // Set up pointers for scalar working arrays
  ScalarVector dense;
  dense.setZero(maxpanel);
  ScalarVector tempv;
  tempv.setZero(internal::LUnumTempV(m, m_perfv.panel_size, m_perfv.maxsuper, /*m_perfv.rowblk*/m) );

  // Compute the inverse of perm_c
  PermutationType iperm_c(m_perm_c.inverse());

  // Identify initial relaxed snodes
  IndexVector relax_end(n);
  if ( m_symmetricmode == true )
    Base::heap_relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
  else
    Base::relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);


  m_perm_r.resize(m);
  m_perm_r.indices().setConstant(-1);
  marker.setConstant(-1);
  m_detPermR = 1; // Record the determinant of the row permutation

  m_glu.supno(0) = emptyIdxLU; m_glu.xsup.setConstant(0);
  m_glu.xsup(0) = m_glu.xlsub(0) = m_glu.xusub(0) = m_glu.xlusup(0) = Index(0);

  // Work on one 'panel' at a time. A panel is one of the following :
  //  (a) a relaxed supernode at the bottom of the etree, or
  //  (b) panel_size contiguous columns, <panel_size> defined by the user
  Index jcol;
  IndexVector panel_histo(n);
  Index pivrow; // Pivotal row number in the original row matrix
  Index nseg1; // Number of segments in U-column above panel row jcol
  Index nseg; // Number of segments in each U-column
  Index irep;
  Index i, k, jj;
  for (jcol = 0; jcol < n; )
  {
    // Adjust panel size so that a panel won't overlap with the next relaxed snode.
    Index panel_size = m_perfv.panel_size; // upper bound on panel width
    for (k = jcol + 1; k < (std::min)(jcol+panel_size, n); k++)
    {
      if (relax_end(k) != emptyIdxLU)
      {
        panel_size = k - jcol;
        break;
      }
    }
    if (k == n)
      panel_size = n - jcol;

    // Symbolic outer factorization on a panel of columns
    Base::panel_dfs(m, panel_size, jcol, m_mat, m_perm_r.indices(), nseg1, dense, panel_lsub, segrep, repfnz, xprune, marker, parent, xplore, m_glu);

    // Numeric sup-panel updates in topological order
    Base::panel_bmod(m, panel_size, jcol, nseg1, dense, tempv, segrep, repfnz, m_glu);

    // Sparse LU within the panel, and below the panel diagonal
    for ( jj = jcol; jj< jcol + panel_size; jj++)
    {
      k = (jj - jcol) * m; // Column index for w-wide arrays

      nseg = nseg1; // begin after all the panel segments
      //Depth-first-search for the current column
      VectorBlock<IndexVector> panel_lsubk(panel_lsub, k, m);
      VectorBlock<IndexVector> repfnz_k(repfnz, k, m);
      info = Base::column_dfs(m, jj, m_perm_r.indices(), m_perfv.maxsuper, nseg, panel_lsubk, segrep, repfnz_k, xprune, marker, parent, xplore, m_glu);
      if ( info )
      {
        m_lastError =  "UNABLE TO EXPAND MEMORY IN COLUMN_DFS() ";
        m_info = NumericalIssue;
        m_factorizationIsOk = false;
        return;
      }
      // Numeric updates to this column
      VectorBlock<ScalarVector> dense_k(dense, k, m);
      VectorBlock<IndexVector> segrep_k(segrep, nseg1, m-nseg1);
      info = Base::column_bmod(jj, (nseg - nseg1), dense_k, tempv, segrep_k, repfnz_k, jcol, m_glu);
      if ( info )
      {
        m_lastError = "UNABLE TO EXPAND MEMORY IN COLUMN_BMOD() ";
        m_info = NumericalIssue;
        m_factorizationIsOk = false;
        return;
      }

      // Copy the U-segments to ucol(*)
      info = Base::copy_to_ucol(jj, nseg, segrep, repfnz_k ,m_perm_r.indices(), dense_k, m_glu);
      if ( info )
      {
        m_lastError = "UNABLE TO EXPAND MEMORY IN COPY_TO_UCOL() ";
        m_info = NumericalIssue;
        m_factorizationIsOk = false;
        return;
      }

      // Form the L-segment
      info = Base::pivotL(jj, m_diagpivotthresh, m_perm_r.indices(), iperm_c.indices(), pivrow, m_glu);
      if ( info )
      {
        m_lastError = "THE MATRIX IS STRUCTURALLY SINGULAR ... ZERO COLUMN AT ";
        std::ostringstream returnInfo;
        returnInfo << info;
        m_lastError += returnInfo.str();
        m_info = NumericalIssue;
        m_factorizationIsOk = false;
        return;
      }

      // Update the determinant of the row permutation matrix
      if (pivrow != jj) m_detPermR *= -1;

      // Prune columns (0:jj-1) using column jj
      Base::pruneL(jj, m_perm_r.indices(), pivrow, nseg, segrep, repfnz_k, xprune, m_glu);

      // Reset repfnz for this column
      for (i = 0; i < nseg; i++)
      {
        irep = segrep(i);
        repfnz_k(irep) = emptyIdxLU;
      }
    } // end SparseLU within the panel
    jcol += panel_size;  // Move to the next panel
  } // end for -- end elimination

  // Count the number of nonzeros in factors
  Base::countnz(n, m_nnzL, m_nnzU, m_glu);
  // Apply permutation  to the L subscripts
  Base::fixupL(n, m_perm_r.indices(), m_glu);

  // Create supernode matrix L
  m_Lstore.setInfos(m, n, m_glu.lusup, m_glu.xlusup, m_glu.lsub, m_glu.xlsub, m_glu.supno, m_glu.xsup);
  // Create the column major upper sparse matrix  U;
  new (&m_Ustore) MappedSparseMatrix<Scalar, ColMajor, Index> ( m, n, m_nnzU, m_glu.xusub.data(), m_glu.usub.data(), m_glu.ucol.data() );

  m_info = Success;
  m_factorizationIsOk = true;
}

template<typename MappedSupernodalType>
struct SparseLUMatrixLReturnType : internal::no_assignment_operator
{
  typedef typename MappedSupernodalType::Index Index;
  typedef typename MappedSupernodalType::Scalar Scalar;
  SparseLUMatrixLReturnType(const MappedSupernodalType& mapL) : m_mapL(mapL)
  { }
  Index rows() { return m_mapL.rows(); }
  Index cols() { return m_mapL.cols(); }
  template<typename Dest>
  void solveInPlace( MatrixBase<Dest> &X) const
  {
    m_mapL.solveInPlace(X);
  }
  const MappedSupernodalType& m_mapL;
};

template<typename MatrixLType, typename MatrixUType>
struct SparseLUMatrixUReturnType : internal::no_assignment_operator
{
  typedef typename MatrixLType::Index Index;
  typedef typename MatrixLType::Scalar Scalar;
  SparseLUMatrixUReturnType(const MatrixLType& mapL, const MatrixUType& mapU)
  : m_mapL(mapL),m_mapU(mapU)
  { }
  Index rows() { return m_mapL.rows(); }
  Index cols() { return m_mapL.cols(); }

  template<typename Dest>   void solveInPlace(MatrixBase<Dest> &X) const
  {
    Index nrhs = X.cols();
    Index n = X.rows();
    // Backward solve with U
    for (Index k = m_mapL.nsuper(); k >= 0; k--)
    {
      Index fsupc = m_mapL.supToCol()[k];
      Index lda = m_mapL.colIndexPtr()[fsupc+1] - m_mapL.colIndexPtr()[fsupc]; // leading dimension
      Index nsupc = m_mapL.supToCol()[k+1] - fsupc;
      Index luptr = m_mapL.colIndexPtr()[fsupc];

      if (nsupc == 1)
      {
        for (Index j = 0; j < nrhs; j++)
        {
          X(fsupc, j) /= m_mapL.valuePtr()[luptr];
        }
      }
      else
      {
        Map<const Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > A( &(m_mapL.valuePtr()[luptr]), nsupc, nsupc, OuterStride<>(lda) );
        Map< Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > U (&(X(fsupc,0)), nsupc, nrhs, OuterStride<>(n) );
        U = A.template triangularView<Upper>().solve(U);
      }

      for (Index j = 0; j < nrhs; ++j)
      {
        for (Index jcol = fsupc; jcol < fsupc + nsupc; jcol++)
        {
          typename MatrixUType::InnerIterator it(m_mapU, jcol);
          for ( ; it; ++it)
          {
            Index irow = it.index();
            X(irow, j) -= X(jcol, j) * it.value();
          }
        }
      }
    } // End For U-solve
  }
  const MatrixLType& m_mapL;
  const MatrixUType& m_mapU;
};

namespace internal {

template<typename _MatrixType, typename Derived, typename Rhs>
struct solve_retval<SparseLU<_MatrixType,Derived>, Rhs>
  : solve_retval_base<SparseLU<_MatrixType,Derived>, Rhs>
{
  typedef SparseLU<_MatrixType,Derived> Dec;
  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)

  template<typename Dest> void evalTo(Dest& dst) const
  {
    dec()._solve(rhs(),dst);
  }
};

template<typename _MatrixType, typename Derived, typename Rhs>
struct sparse_solve_retval<SparseLU<_MatrixType,Derived>, Rhs>
  : sparse_solve_retval_base<SparseLU<_MatrixType,Derived>, Rhs>
{
  typedef SparseLU<_MatrixType,Derived> Dec;
  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)

  template<typename Dest> void evalTo(Dest& dst) const
  {
    this->defaultEvalTo(dst);
  }
};
} // end namespace internal

} // End namespace Eigen

#endif