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Allows Lower|Upper as a template argument of CG and MINRES: in this case the full matrix will be considered.

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This commit is contained in:
Gael Guennebaud
2015-02-10 18:57:41 +01:00
parent f9931a0392
commit 7b35b4cacc
5 changed files with 43 additions and 13 deletions
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7
unsupported/Eigen/src/IterativeSolvers/MINRES.h
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@@ -250,6 +250,11 @@ namespace Eigen {
template<typename Rhs,typename Dest>
void _solveWithGuess(const Rhs& b, Dest& x) const
{
typedef typename internal::conditional<UpLo==(Lower|Upper),
const MatrixType&,
SparseSelfAdjointView<const MatrixType, UpLo>
>::type MatrixWrapperType;
m_iterations = Base::maxIterations();
m_error = Base::m_tolerance;
@@ -259,7 +264,7 @@ namespace Eigen {
m_error = Base::m_tolerance;
typename Dest::ColXpr xj(x,j);
internal::minres(mp_matrix->template selfadjointView<UpLo>(), b.col(j), xj,
internal::minres(MatrixWrapperType(*mp_matrix), b.col(j), xj,
Base::m_preconditioner, m_iterations, m_error);
}

25
unsupported/test/minres.cpp
View File

@@ -14,15 +14,32 @@
template<typename T> void test_minres_T()
{
MINRES<SparseMatrix<T>, Lower, DiagonalPreconditioner<T> > minres_colmajor_diag;
MINRES<SparseMatrix<T>, Lower, IdentityPreconditioner > minres_colmajor_I;
MINRES<SparseMatrix<T>, Lower|Upper, DiagonalPreconditioner<T> > minres_colmajor_diag;
MINRES<SparseMatrix<T>, Lower, IdentityPreconditioner > minres_colmajor_lower_I;
MINRES<SparseMatrix<T>, Upper, IdentityPreconditioner > minres_colmajor_upper_I;
// MINRES<SparseMatrix<T>, Lower, IncompleteLUT<T> > minres_colmajor_ilut;
//minres<SparseMatrix<T>, SSORPreconditioner<T> > minres_colmajor_ssor;
CALL_SUBTEST( check_sparse_square_solving(minres_colmajor_diag) );
CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_I) );
// CALL_SUBTEST( check_sparse_square_solving(minres_colmajor_diag) );
// CALL_SUBTEST( check_sparse_square_solving(minres_colmajor_ilut) );
//CALL_SUBTEST( check_sparse_square_solving(minres_colmajor_ssor) );
// Diagonal preconditioner
MINRES<SparseMatrix<T>, Lower, DiagonalPreconditioner<T> > minres_colmajor_lower_diag;
MINRES<SparseMatrix<T>, Upper, DiagonalPreconditioner<T> > minres_colmajor_upper_diag;
MINRES<SparseMatrix<T>, Upper|Lower, DiagonalPreconditioner<T> > minres_colmajor_uplo_diag;
// call tests for SPD matrix
CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_lower_I) );
CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_upper_I) );
CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_lower_diag) );
CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_upper_diag) );
// CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_uplo_diag) );
// TO DO: symmetric semi-definite matrix
// TO DO: symmetric indefinite matrix
}
void test_minres()