I am using Boost's uBLAS in a numerical code and have a 'heavy' solver in place:
http://www.crystalclearsoftware.com/cgi-bin/boost_wiki/wiki.pl?LU_Matrix_Inversion
The code works excellently, however, it is painfully slow. After some research, I found UMFPACK, which is a sparse matrix solver (among other things). My code generates large sparse matrices which I need to invert very frequently (more correctly solve, the value of the inverse matrix is i开发者_如何学Crrelevant), so UMFPACk and BOOST's Sparse_Matrix class seems to be a happy marriage.
UMFPACK asks for the sparse matrix specified by three vectors: an entry count, row indexes, and the entries. (See example).
My question boils down to, can I get these three vectors efficiently from BOOST's Sparse Matrix class?
There is a binding for this:
http://mathema.tician.de/software/boost-numeric-bindings
The project seems to be two years stagnant, but it does the job well. An example use:
#include <iostream>
#include <boost/numeric/bindings/traits/ublas_vector.hpp>
#include <boost/numeric/bindings/traits/ublas_sparse.hpp>
#include <boost/numeric/bindings/umfpack/umfpack.hpp>
#include <boost/numeric/ublas/io.hpp>
namespace ublas = boost::numeric::ublas;
namespace umf = boost::numeric::bindings::umfpack;
int main() {
ublas::compressed_matrix<double, ublas::column_major, 0,
ublas::unbounded_array<int>, ublas::unbounded_array<double> > A (5,5,12);
ublas::vector<double> B (5), X (5);
A(0,0) = 2.; A(0,1) = 3;
A(1,0) = 3.; A(1,2) = 4.; A(1,4) = 6;
A(2,1) = -1.; A(2,2) = -3.; A(2,3) = 2.;
A(3,2) = 1.;
A(4,1) = 4.; A(4,2) = 2.; A(4,4) = 1.;
B(0) = 8.; B(1) = 45.; B(2) = -3.; B(3) = 3.; B(4) = 19.;
umf::symbolic_type<double> Symbolic;
umf::numeric_type<double> Numeric;
umf::symbolic (A, Symbolic);
umf::numeric (A, Symbolic, Numeric);
umf::solve (A, X, B, Numeric);
std::cout << X << std::endl; // output: [5](1,2,3,4,5)
}
NOTE:
Though this work, I am considering moving to NETLIB
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