ldlt-base.hpp

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#pragma once
 
#include "proxsuite-nlp/math.hpp"
#include "proxsuite-nlp/exceptions.hpp"
#include "proxsuite-nlp/macros.hpp"
 
#include <Eigen/Cholesky>
 
namespace proxsuite {
namespace nlp {

namespace linalg {
 
using isize = Eigen::Index;
using Eigen::internal::SignMatrix;

template <typename Scalar> struct ldlt_base {
  PROXSUITE_NLP_DYNAMIC_TYPEDEFS(Scalar);
  using DView = Eigen::Map<const VectorXs, Eigen::Unaligned,
                           Eigen::InnerStride<Eigen::Dynamic>>;
 
  template <typename Mat> static DView diag_view_impl(Mat &&mat) {
    Eigen::InnerStride<Eigen::Dynamic> stride{mat.outerStride() + 1};
    return {mat.data(), mat.rows(), 1, stride};
  }
 
  virtual ldlt_base &compute(const ConstMatrixRef &mat) = 0;
  bool solveInPlace(MatrixRef) const {
    PROXSUITE_NLP_RUNTIME_ERROR("Not implemented");
  }
  virtual DView vectorD() const = 0;
  virtual const MatrixXs &matrixLDLT() const {
    PROXSUITE_NLP_RUNTIME_ERROR("Not implemented");
  }
  virtual MatrixXs reconstructedMatrix() const = 0;
  Eigen::ComputationInfo info() const { return m_info; }
  SignMatrix sign() const { return m_sign; }
  virtual ~ldlt_base() = 0;
 
protected:
  Eigen::ComputationInfo m_info;
  SignMatrix m_sign = SignMatrix::ZeroSign;
};
 
template <typename Scalar> ldlt_base<Scalar>::~ldlt_base() {}
 
} // namespace linalg
} // namespace nlp
} // namespace proxsuite