expose-ldlt.cpp

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#include "proxsuite-nlp/python/fwd.hpp"
 
#include "proxsuite-nlp/ldlt-allocator.hpp"
 
namespace proxsuite {
namespace nlp {
namespace python {
 
template <class LDLTtype>
struct LDLTVisitor : bp::def_visitor<LDLTVisitor<LDLTtype>> {
  using Scalar = typename LDLTtype::Scalar;
  using VectorXs = Eigen::Matrix<Scalar, -1, 1, Eigen::ColMajor>;
  using MatrixXs = Eigen::Matrix<Scalar, -1, -1, Eigen::ColMajor>;
 
  static LDLTtype &compute_proxy(LDLTtype &fac,
                                 const context::ConstMatrixRef &mat) {
    return fac.compute(mat);
  }
 
  static bool solveInPlace_proxy(const LDLTtype &fac,
                                 context::MatrixRef rhsAndX) {
    return fac.solveInPlace(rhsAndX);
  }
 
  template <typename RhsType>
  static auto solve(const LDLTtype &fac, RhsType &rhs) {
    return fac.solve(rhs);
  }
 
  template <typename... Args> void visit(bp::class_<Args...> &cl) const {
    cl.def("compute", compute_proxy, bp::return_internal_reference<>(),
           ("self"_a, "mat"))
        .def("solveInPlace", solveInPlace_proxy, ("self"_a, "rhsAndX"))
        .def("solve", solve<Eigen::Ref<const VectorXs>>, ("self"_a, "rhs"))
        .def("solve", solve<Eigen::Ref<const MatrixXs>>, ("self"_a, "rhs"))
        .def("matrixLDLT", &LDLTtype::matrixLDLT,
             bp::return_value_policy<bp::return_by_value>(), "self"_a,
             "Get the current value of the decomposition matrix. This makes a "
             "copy.");
  }
};
 
void exposeLdltRoutines() {
  using context::Scalar;
  using context::VectorXs;
 
  using DenseLDLT = linalg::DenseLDLT<Scalar>;
  bp::class_<DenseLDLT>("DenseLDLT", bp::no_init).def(LDLTVisitor<DenseLDLT>());
 
  using BunchKaufman_t = Eigen::BunchKaufman<context::MatrixXs, Eigen::Lower>;
  bp::class_<BunchKaufman_t>("BunchKaufman", bp::no_init)
      .def(bp::init<>("self"_a))
      .def(LDLTVisitor<BunchKaufman_t>())
      .def("pivots", &BunchKaufman_t::pivots, bp::return_internal_reference<>())
      .def(
          "subdiag",
          +[](const BunchKaufman_t &bk) -> VectorXs { return bk.subdiag(); });
 
  using BlockLDLT = linalg::BlockLDLT<Scalar>;
  bp::class_<BlockLDLT>("BlockLDLT", bp::no_init)
      .def(LDLTVisitor<BlockLDLT>())
      .def("print_sparsity", &BlockLDLT::print_sparsity, "self"_a,
           "Print the sparsity pattern of the matrix to factorize.");
#ifdef PROXSUITE_NLP_USE_PROXSUITE_LDLT
  using ProxSuiteLDLT = linalg::ProxSuiteLDLTWrapper<Scalar>;
  bp::class_<ProxSuiteLDLT>(
      "ProxSuiteLDLT", "Wrapper around ProxSuite's custom LDLT.", bp::no_init)
      .def(LDLTVisitor<ProxSuiteLDLT>());
#endif
}
 
} // namespace python
} // namespace nlp
} // namespace proxsuite