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remove dead code
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@@ -1,416 +0,0 @@
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// Eigen is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
|
||||
// License as published by the Free Software Foundation; either
|
||||
// version 3 of the License, or (at your option) any later version.
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||||
//
|
||||
// Alternatively, you can redistribute it and/or
|
||||
// modify it under the terms of the GNU General Public License as
|
||||
// published by the Free Software Foundation; either version 2 of
|
||||
// the License, or (at your option) any later version.
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||||
//
|
||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
|
||||
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
|
||||
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
|
||||
// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU Lesser General Public
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// License and a copy of the GNU General Public License along with
|
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// Eigen. If not, see <http://www.gnu.org/licenses/>.
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/*
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NOTE: the _symbolic, and _numeric functions has been adapted from
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the LDL library:
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LDL Copyright (c) 2005 by Timothy A. Davis. All Rights Reserved.
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|
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LDL License:
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||||
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Your use or distribution of LDL or any modified version of
|
||||
LDL implies that you agree to this License.
|
||||
|
||||
This library is free software; you can redistribute it and/or
|
||||
modify it under the terms of the GNU Lesser General Public
|
||||
License as published by the Free Software Foundation; either
|
||||
version 2.1 of the License, or (at your option) any later version.
|
||||
|
||||
This library is distributed in the hope that it will be useful,
|
||||
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
|
||||
Lesser General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU Lesser General Public
|
||||
License along with this library; if not, write to the Free Software
|
||||
Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301
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||||
USA
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||||
|
||||
Permission is hereby granted to use or copy this program under the
|
||||
terms of the GNU LGPL, provided that the Copyright, this License,
|
||||
and the Availability of the original version is retained on all copies.
|
||||
User documentation of any code that uses this code or any modified
|
||||
version of this code must cite the Copyright, this License, the
|
||||
Availability note, and "Used by permission." Permission to modify
|
||||
the code and to distribute modified code is granted, provided the
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||||
Copyright, this License, and the Availability note are retained,
|
||||
and a notice that the code was modified is included.
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*/
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#ifndef EIGEN_SPARSELDLT_LEGACY_H
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#define EIGEN_SPARSELDLT_LEGACY_H
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/** \deprecated use class SimplicialLDLT, or class SimplicialLLT, class ConjugateGradient
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* \ingroup Sparse_Module
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*
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* \class SparseLDLT
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*
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* \brief LDLT Cholesky decomposition of a sparse matrix and associated features
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*
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* \param MatrixType the type of the matrix of which we are computing the LDLT Cholesky decomposition
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*
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* \warning the upper triangular part has to be specified. The rest of the matrix is not used. The input matrix must be column major.
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*
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* \sa class LDLT, class LDLT
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*/
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template<typename _MatrixType, typename Backend = DefaultBackend>
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class SparseLDLT
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{
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protected:
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typedef typename _MatrixType::Scalar Scalar;
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typedef typename NumTraits<typename _MatrixType::Scalar>::Real RealScalar;
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typedef Matrix<Scalar,_MatrixType::ColsAtCompileTime,1> VectorType;
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enum {
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SupernodalFactorIsDirty = 0x10000,
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MatrixLIsDirty = 0x20000
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};
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public:
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typedef _MatrixType MatrixType;
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typedef typename MatrixType::Index Index;
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typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
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/** \deprecated the entire class is deprecated
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* Creates a dummy LDLT factorization object with flags \a flags. */
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EIGEN_DEPRECATED SparseLDLT(int flags = 0)
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: m_flags(flags), m_status(0)
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{
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eigen_assert((MatrixType::Flags&RowMajorBit)==0);
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m_precision = RealScalar(0.1) * Eigen::NumTraits<RealScalar>::dummy_precision();
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}
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/** \deprecated the entire class is deprecated
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* Creates a LDLT object and compute the respective factorization of \a matrix using
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* flags \a flags. */
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EIGEN_DEPRECATED SparseLDLT(const MatrixType& matrix, int flags = 0)
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: m_matrix(matrix.rows(), matrix.cols()), m_flags(flags), m_status(0)
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{
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eigen_assert((MatrixType::Flags&RowMajorBit)==0);
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m_precision = RealScalar(0.1) * Eigen::NumTraits<RealScalar>::dummy_precision();
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compute(matrix);
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}
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/** Sets the relative threshold value used to prune zero coefficients during the decomposition.
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*
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* Setting a value greater than zero speeds up computation, and yields to an imcomplete
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* factorization with fewer non zero coefficients. Such approximate factors are especially
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* useful to initialize an iterative solver.
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*
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* \warning if precision is greater that zero, the LDLT factorization is not guaranteed to succeed
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* even if the matrix is positive definite.
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*
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* Note that the exact meaning of this parameter might depends on the actual
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* backend. Moreover, not all backends support this feature.
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*
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* \sa precision() */
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void setPrecision(RealScalar v) { m_precision = v; }
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/** \returns the current precision.
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*
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* \sa setPrecision() */
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RealScalar precision() const { return m_precision; }
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/** Sets the flags. Possible values are:
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* - CompleteFactorization
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* - IncompleteFactorization
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* - MemoryEfficient (hint to use the memory most efficient method offered by the backend)
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* - SupernodalMultifrontal (implies a complete factorization if supported by the backend,
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* overloads the MemoryEfficient flags)
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* - SupernodalLeftLooking (implies a complete factorization if supported by the backend,
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* overloads the MemoryEfficient flags)
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*
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* \sa flags() */
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void settags(int f) { m_flags = f; }
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/** \returns the current flags */
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int flags() const { return m_flags; }
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/** Computes/re-computes the LDLT factorization */
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void compute(const MatrixType& matrix);
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/** Perform a symbolic factorization */
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void _symbolic(const MatrixType& matrix);
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/** Perform the actual factorization using the previously
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* computed symbolic factorization */
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bool _numeric(const MatrixType& matrix);
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/** \returns the lower triangular matrix L */
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inline const CholMatrixType& matrixL(void) const { return m_matrix; }
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/** \returns the coefficients of the diagonal matrix D */
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inline VectorType vectorD(void) const { return m_diag; }
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template<typename Derived>
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bool solveInPlace(MatrixBase<Derived> &b) const;
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template<typename Rhs>
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inline const internal::solve_retval<SparseLDLT<MatrixType>, Rhs>
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solve(const MatrixBase<Rhs>& b) const
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{
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eigen_assert(true && "SparseLDLT is not initialized.");
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return internal::solve_retval<SparseLDLT<MatrixType>, Rhs>(*this, b.derived());
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}
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inline Index cols() const { return m_matrix.cols(); }
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inline Index rows() const { return m_matrix.rows(); }
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inline const VectorType& diag() const { return m_diag; }
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/** \returns true if the factorization succeeded */
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inline bool succeeded(void) const { return m_succeeded; }
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protected:
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CholMatrixType m_matrix;
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VectorType m_diag;
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VectorXi m_parent; // elimination tree
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VectorXi m_nonZerosPerCol;
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// VectorXi m_w; // workspace
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PermutationMatrix<Dynamic,Dynamic,Index> m_P;
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PermutationMatrix<Dynamic,Dynamic,Index> m_Pinv;
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RealScalar m_precision;
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int m_flags;
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mutable int m_status;
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bool m_succeeded;
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};
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namespace internal {
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template<typename _MatrixType, typename Rhs>
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struct solve_retval<SparseLDLT<_MatrixType>, Rhs>
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: solve_retval_base<SparseLDLT<_MatrixType>, Rhs>
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{
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typedef SparseLDLT<_MatrixType> SpLDLTDecType;
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EIGEN_MAKE_SOLVE_HELPERS(SpLDLTDecType,Rhs)
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template<typename Dest> void evalTo(Dest& dst) const
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{
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//Index size = dec().matrixL().rows();
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eigen_assert(dec().matrixL().rows()==rhs().rows());
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Rhs b(rhs().rows(), rhs().cols());
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b = rhs();
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if (dec().matrixL().nonZeros()>0) // otherwise L==I
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dec().matrixL().template triangularView<UnitLower>().solveInPlace(b);
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b = b.cwiseQuotient(dec().diag());
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if (dec().matrixL().nonZeros()>0) // otherwise L==I
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dec().matrixL().adjoint().template triangularView<UnitUpper>().solveInPlace(b);
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dst = b;
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}
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};
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} // end namespace internal
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/** Computes / recomputes the LDLT decomposition of matrix \a a
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* using the default algorithm.
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*/
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template<typename _MatrixType, typename Backend>
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void SparseLDLT<_MatrixType,Backend>::compute(const _MatrixType& a)
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{
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_symbolic(a);
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m_succeeded = _numeric(a);
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}
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template<typename _MatrixType, typename Backend>
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void SparseLDLT<_MatrixType,Backend>::_symbolic(const _MatrixType& a)
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{
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assert(a.rows()==a.cols());
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const Index size = a.rows();
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m_matrix.resize(size, size);
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m_parent.resize(size);
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m_nonZerosPerCol.resize(size);
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ei_declare_aligned_stack_constructed_variable(Index, tags, size, 0);
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const Index* Ap = a.outerIndexPtr();
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const Index* Ai = a.innerIndexPtr();
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Index* Lp = m_matrix.outerIndexPtr();
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const Index* P = 0;
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Index* Pinv = 0;
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if(P)
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{
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m_P.indices() = Map<const Matrix<Index,Dynamic,1> >(P,size);
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m_Pinv = m_P.inverse();
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Pinv = m_Pinv.indices().data();
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}
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else
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{
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m_P.resize(0);
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m_Pinv.resize(0);
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}
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for (Index k = 0; k < size; ++k)
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{
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/* L(k,:) pattern: all nodes reachable in etree from nz in A(0:k-1,k) */
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m_parent[k] = -1; /* parent of k is not yet known */
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tags[k] = k; /* mark node k as visited */
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m_nonZerosPerCol[k] = 0; /* count of nonzeros in column k of L */
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Index kk = P ? P[k] : k; /* kth original, or permuted, column */
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Index p2 = Ap[kk+1];
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for (Index p = Ap[kk]; p < p2; ++p)
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{
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/* A (i,k) is nonzero (original or permuted A) */
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Index i = Pinv ? Pinv[Ai[p]] : Ai[p];
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if (i < k)
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{
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/* follow path from i to root of etree, stop at flagged node */
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for (; tags[i] != k; i = m_parent[i])
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{
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/* find parent of i if not yet determined */
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if (m_parent[i] == -1)
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m_parent[i] = k;
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++m_nonZerosPerCol[i]; /* L (k,i) is nonzero */
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tags[i] = k; /* mark i as visited */
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}
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}
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}
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}
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/* construct Lp index array from m_nonZerosPerCol column counts */
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Lp[0] = 0;
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for (Index k = 0; k < size; ++k)
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Lp[k+1] = Lp[k] + m_nonZerosPerCol[k];
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m_matrix.resizeNonZeros(Lp[size]);
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}
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template<typename _MatrixType, typename Backend>
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bool SparseLDLT<_MatrixType,Backend>::_numeric(const _MatrixType& a)
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{
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assert(a.rows()==a.cols());
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const Index size = a.rows();
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assert(m_parent.size()==size);
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assert(m_nonZerosPerCol.size()==size);
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const Index* Ap = a.outerIndexPtr();
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const Index* Ai = a.innerIndexPtr();
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const Scalar* Ax = a.valuePtr();
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const Index* Lp = m_matrix.outerIndexPtr();
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Index* Li = m_matrix.innerIndexPtr();
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Scalar* Lx = m_matrix.valuePtr();
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m_diag.resize(size);
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ei_declare_aligned_stack_constructed_variable(Scalar, y, size, 0);
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ei_declare_aligned_stack_constructed_variable(Index, pattern, size, 0);
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ei_declare_aligned_stack_constructed_variable(Index, tags, size, 0);
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||||
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Index* P = 0;
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Index* Pinv = 0;
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||||
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if(m_P.size()==size)
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{
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P = m_P.indices().data();
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Pinv = m_Pinv.indices().data();
|
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}
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||||
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bool ok = true;
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||||
|
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for (Index k = 0; k < size; ++k)
|
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{
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||||
/* compute nonzero pattern of kth row of L, in topological order */
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y[k] = 0.0; /* Y(0:k) is now all zero */
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Index top = size; /* stack for pattern is empty */
|
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tags[k] = k; /* mark node k as visited */
|
||||
m_nonZerosPerCol[k] = 0; /* count of nonzeros in column k of L */
|
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Index kk = (P) ? (P[k]) : (k); /* kth original, or permuted, column */
|
||||
Index p2 = Ap[kk+1];
|
||||
for (Index p = Ap[kk]; p < p2; ++p)
|
||||
{
|
||||
Index i = Pinv ? Pinv[Ai[p]] : Ai[p]; /* get A(i,k) */
|
||||
if (i <= k)
|
||||
{
|
||||
y[i] += internal::conj(Ax[p]); /* scatter A(i,k) into Y (sum duplicates) */
|
||||
Index len;
|
||||
for (len = 0; tags[i] != k; i = m_parent[i])
|
||||
{
|
||||
pattern[len++] = i; /* L(k,i) is nonzero */
|
||||
tags[i] = k; /* mark i as visited */
|
||||
}
|
||||
while (len > 0)
|
||||
pattern[--top] = pattern[--len];
|
||||
}
|
||||
}
|
||||
|
||||
/* compute numerical values kth row of L (a sparse triangular solve) */
|
||||
m_diag[k] = y[k]; /* get D(k,k) and clear Y(k) */
|
||||
y[k] = 0.0;
|
||||
for (; top < size; ++top)
|
||||
{
|
||||
Index i = pattern[top]; /* pattern[top:n-1] is pattern of L(:,k) */
|
||||
Scalar yi = (y[i]); /* get and clear Y(i) */
|
||||
y[i] = 0.0;
|
||||
Index p2 = Lp[i] + m_nonZerosPerCol[i];
|
||||
Index p;
|
||||
for (p = Lp[i]; p < p2; ++p)
|
||||
y[Li[p]] -= internal::conj(Lx[p]) * (yi);
|
||||
Scalar l_ki = yi / m_diag[i]; /* the nonzero entry L(k,i) */
|
||||
m_diag[k] -= l_ki * internal::conj(yi);
|
||||
Li[p] = k; /* store L(k,i) in column form of L */
|
||||
Lx[p] = (l_ki);
|
||||
++m_nonZerosPerCol[i]; /* increment count of nonzeros in col i */
|
||||
}
|
||||
if (m_diag[k] == 0.0)
|
||||
{
|
||||
ok = false; /* failure, D(k,k) is zero */
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
return ok; /* success, diagonal of D is all nonzero */
|
||||
}
|
||||
|
||||
/** Computes b = L^-T D^-1 L^-1 b */
|
||||
template<typename _MatrixType, typename Backend>
|
||||
template<typename Derived>
|
||||
bool SparseLDLT<_MatrixType, Backend>::solveInPlace(MatrixBase<Derived> &b) const
|
||||
{
|
||||
//Index size = m_matrix.rows();
|
||||
eigen_assert(m_matrix.rows()==b.rows());
|
||||
if (!m_succeeded)
|
||||
return false;
|
||||
|
||||
if(m_P.size()>0)
|
||||
b = m_Pinv * b;
|
||||
|
||||
if (m_matrix.nonZeros()>0) // otherwise L==I
|
||||
m_matrix.template triangularView<UnitLower>().solveInPlace(b);
|
||||
b = b.cwiseQuotient(m_diag);
|
||||
if (m_matrix.nonZeros()>0) // otherwise L==I
|
||||
m_matrix.adjoint().template triangularView<UnitUpper>().solveInPlace(b);
|
||||
|
||||
if(m_P.size()>0)
|
||||
b = m_P * b;
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
#endif // EIGEN_SPARSELDLT_LEGACY_H
|
||||
@@ -1,248 +0,0 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
|
||||
//
|
||||
// Eigen is free software; you can redistribute it and/or
|
||||
// modify it under the terms of the GNU Lesser General Public
|
||||
// License as published by the Free Software Foundation; either
|
||||
// version 3 of the License, or (at your option) any later version.
|
||||
//
|
||||
// Alternatively, you can redistribute it and/or
|
||||
// modify it under the terms of the GNU General Public License as
|
||||
// published by the Free Software Foundation; either version 2 of
|
||||
// the License, or (at your option) any later version.
|
||||
//
|
||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
|
||||
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
|
||||
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License and a copy of the GNU General Public License along with
|
||||
// Eigen. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
#ifndef EIGEN_SPARSELLT_H
|
||||
#define EIGEN_SPARSELLT_H
|
||||
|
||||
/** \deprecated use class SimplicialLDLT, or class SimplicialLLT, class ConjugateGradient
|
||||
* \ingroup Sparse_Module
|
||||
*
|
||||
* \class SparseLLT
|
||||
*
|
||||
* \brief LLT Cholesky decomposition of a sparse matrix and associated features
|
||||
*
|
||||
* \param MatrixType the type of the matrix of which we are computing the LLT Cholesky decomposition
|
||||
*
|
||||
* \sa class LLT, class LDLT
|
||||
*/
|
||||
template<typename _MatrixType, typename Backend = DefaultBackend>
|
||||
class SparseLLT
|
||||
{
|
||||
protected:
|
||||
typedef typename _MatrixType::Scalar Scalar;
|
||||
typedef typename NumTraits<typename _MatrixType::Scalar>::Real RealScalar;
|
||||
|
||||
enum {
|
||||
SupernodalFactorIsDirty = 0x10000,
|
||||
MatrixLIsDirty = 0x20000
|
||||
};
|
||||
|
||||
public:
|
||||
typedef SparseMatrix<Scalar> CholMatrixType;
|
||||
typedef _MatrixType MatrixType;
|
||||
typedef typename MatrixType::Index Index;
|
||||
|
||||
/** \deprecated the entire class is deprecated
|
||||
* Creates a dummy LLT factorization object with flags \a flags. */
|
||||
EIGEN_DEPRECATED SparseLLT(int flags = 0)
|
||||
: m_flags(flags), m_status(0)
|
||||
{
|
||||
m_precision = RealScalar(0.1) * Eigen::NumTraits<RealScalar>::dummy_precision();
|
||||
}
|
||||
|
||||
/** \deprecated the entire class is deprecated
|
||||
* Creates a LLT object and compute the respective factorization of \a matrix using
|
||||
* flags \a flags. */
|
||||
EIGEN_DEPRECATED SparseLLT(const MatrixType& matrix, int flags = 0)
|
||||
: m_matrix(matrix.rows(), matrix.cols()), m_flags(flags), m_status(0)
|
||||
{
|
||||
m_precision = RealScalar(0.1) * Eigen::NumTraits<RealScalar>::dummy_precision();
|
||||
compute(matrix);
|
||||
}
|
||||
|
||||
/** Sets the relative threshold value used to prune zero coefficients during the decomposition.
|
||||
*
|
||||
* Setting a value greater than zero speeds up computation, and yields to an imcomplete
|
||||
* factorization with fewer non zero coefficients. Such approximate factors are especially
|
||||
* useful to initialize an iterative solver.
|
||||
*
|
||||
* \warning if precision is greater that zero, the LLT factorization is not guaranteed to succeed
|
||||
* even if the matrix is positive definite.
|
||||
*
|
||||
* Note that the exact meaning of this parameter might depends on the actual
|
||||
* backend. Moreover, not all backends support this feature.
|
||||
*
|
||||
* \sa precision() */
|
||||
void setPrecision(RealScalar v) { m_precision = v; }
|
||||
|
||||
/** \returns the current precision.
|
||||
*
|
||||
* \sa setPrecision() */
|
||||
RealScalar precision() const { return m_precision; }
|
||||
|
||||
/** Sets the flags. Possible values are:
|
||||
* - CompleteFactorization
|
||||
* - IncompleteFactorization
|
||||
* - MemoryEfficient (hint to use the memory most efficient method offered by the backend)
|
||||
* - SupernodalMultifrontal (implies a complete factorization if supported by the backend,
|
||||
* overloads the MemoryEfficient flags)
|
||||
* - SupernodalLeftLooking (implies a complete factorization if supported by the backend,
|
||||
* overloads the MemoryEfficient flags)
|
||||
*
|
||||
* \sa flags() */
|
||||
void setFlags(int f) { m_flags = f; }
|
||||
/** \returns the current flags */
|
||||
int flags() const { return m_flags; }
|
||||
|
||||
/** Computes/re-computes the LLT factorization */
|
||||
void compute(const MatrixType& matrix);
|
||||
|
||||
/** \returns the lower triangular matrix L */
|
||||
inline const CholMatrixType& matrixL(void) const { return m_matrix; }
|
||||
|
||||
template<typename Derived>
|
||||
bool solveInPlace(MatrixBase<Derived> &b) const;
|
||||
|
||||
template<typename Rhs>
|
||||
inline const internal::solve_retval<SparseLLT<MatrixType>, Rhs>
|
||||
solve(const MatrixBase<Rhs>& b) const
|
||||
{
|
||||
eigen_assert(true && "SparseLLT is not initialized.");
|
||||
return internal::solve_retval<SparseLLT<MatrixType>, Rhs>(*this, b.derived());
|
||||
}
|
||||
|
||||
inline Index cols() const { return m_matrix.cols(); }
|
||||
inline Index rows() const { return m_matrix.rows(); }
|
||||
|
||||
/** \returns true if the factorization succeeded */
|
||||
inline bool succeeded(void) const { return m_succeeded; }
|
||||
|
||||
protected:
|
||||
CholMatrixType m_matrix;
|
||||
RealScalar m_precision;
|
||||
int m_flags;
|
||||
mutable int m_status;
|
||||
bool m_succeeded;
|
||||
};
|
||||
|
||||
|
||||
namespace internal {
|
||||
|
||||
template<typename _MatrixType, typename Rhs>
|
||||
struct solve_retval<SparseLLT<_MatrixType>, Rhs>
|
||||
: solve_retval_base<SparseLLT<_MatrixType>, Rhs>
|
||||
{
|
||||
typedef SparseLLT<_MatrixType> SpLLTDecType;
|
||||
EIGEN_MAKE_SOLVE_HELPERS(SpLLTDecType,Rhs)
|
||||
|
||||
template<typename Dest> void evalTo(Dest& dst) const
|
||||
{
|
||||
const Index size = dec().matrixL().rows();
|
||||
eigen_assert(size==rhs().rows());
|
||||
|
||||
Rhs b(rhs().rows(), rhs().cols());
|
||||
b = rhs();
|
||||
|
||||
dec().matrixL().template triangularView<Lower>().solveInPlace(b);
|
||||
dec().matrixL().adjoint().template triangularView<Upper>().solveInPlace(b);
|
||||
|
||||
dst = b;
|
||||
|
||||
}
|
||||
|
||||
};
|
||||
|
||||
} // end namespace internal
|
||||
|
||||
|
||||
/** Computes / recomputes the LLT decomposition of matrix \a a
|
||||
* using the default algorithm.
|
||||
*/
|
||||
template<typename _MatrixType, typename Backend>
|
||||
void SparseLLT<_MatrixType,Backend>::compute(const _MatrixType& a)
|
||||
{
|
||||
assert(a.rows()==a.cols());
|
||||
const Index size = a.rows();
|
||||
m_matrix.resize(size, size);
|
||||
|
||||
// allocate a temporary vector for accumulations
|
||||
internal::AmbiVector<Scalar,Index> tempVector(size);
|
||||
RealScalar density = a.nonZeros()/RealScalar(size*size);
|
||||
|
||||
// TODO estimate the number of non zeros
|
||||
m_matrix.setZero();
|
||||
m_matrix.reserve(a.nonZeros()*10);
|
||||
for (Index j = 0; j < size; ++j)
|
||||
{
|
||||
Scalar x = internal::real(a.coeff(j,j));
|
||||
|
||||
// TODO better estimate of the density !
|
||||
tempVector.init(density>0.001? IsDense : IsSparse);
|
||||
tempVector.setBounds(j+1,size);
|
||||
tempVector.setZero();
|
||||
// init with current matrix a
|
||||
{
|
||||
typename _MatrixType::InnerIterator it(a,j);
|
||||
eigen_assert(it.index()==j &&
|
||||
"matrix must has non zero diagonal entries and only the lower triangular part must be stored");
|
||||
++it; // skip diagonal element
|
||||
for (; it; ++it)
|
||||
tempVector.coeffRef(it.index()) = it.value();
|
||||
}
|
||||
for (Index k=0; k<j+1; ++k)
|
||||
{
|
||||
typename CholMatrixType::InnerIterator it(m_matrix, k);
|
||||
while (it && it.index()<j)
|
||||
++it;
|
||||
if (it && it.index()==j)
|
||||
{
|
||||
Scalar y = it.value();
|
||||
x -= internal::abs2(y);
|
||||
++it; // skip j-th element, and process remaining column coefficients
|
||||
tempVector.restart();
|
||||
for (; it; ++it)
|
||||
{
|
||||
tempVector.coeffRef(it.index()) -= it.value() * y;
|
||||
}
|
||||
}
|
||||
}
|
||||
// copy the temporary vector to the respective m_matrix.col()
|
||||
// while scaling the result by 1/real(x)
|
||||
RealScalar rx = internal::sqrt(internal::real(x));
|
||||
m_matrix.insert(j,j) = rx; // FIXME use insertBack
|
||||
Scalar y = Scalar(1)/rx;
|
||||
for (typename internal::AmbiVector<Scalar,Index>::Iterator it(tempVector, m_precision*rx); it; ++it)
|
||||
{
|
||||
// FIXME use insertBack
|
||||
m_matrix.insertBack(it.index(), j) = it.value() * y;
|
||||
}
|
||||
}
|
||||
m_matrix.finalize();
|
||||
}
|
||||
|
||||
/** Computes b = L^-T L^-1 b */
|
||||
template<typename _MatrixType, typename Backend>
|
||||
template<typename Derived>
|
||||
bool SparseLLT<_MatrixType, Backend>::solveInPlace(MatrixBase<Derived> &b) const
|
||||
{
|
||||
const Index size = m_matrix.rows();
|
||||
eigen_assert(size==b.rows());
|
||||
|
||||
m_matrix.template triangularView<Lower>().solveInPlace(b);
|
||||
m_matrix.adjoint().template triangularView<Upper>().solveInPlace(b);
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
#endif // EIGEN_SPARSELLT_H
|
||||
@@ -1,166 +0,0 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
|
||||
//
|
||||
// Eigen is free software; you can redistribute it and/or
|
||||
// modify it under the terms of the GNU Lesser General Public
|
||||
// License as published by the Free Software Foundation; either
|
||||
// version 3 of the License, or (at your option) any later version.
|
||||
//
|
||||
// Alternatively, you can redistribute it and/or
|
||||
// modify it under the terms of the GNU General Public License as
|
||||
// published by the Free Software Foundation; either version 2 of
|
||||
// the License, or (at your option) any later version.
|
||||
//
|
||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
|
||||
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
|
||||
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License and a copy of the GNU General Public License along with
|
||||
// Eigen. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
#ifndef EIGEN_SPARSELU_H
|
||||
#define EIGEN_SPARSELU_H
|
||||
|
||||
enum {
|
||||
SvNoTrans = 0,
|
||||
SvTranspose = 1,
|
||||
SvAdjoint = 2
|
||||
};
|
||||
|
||||
/** \deprecated use class BiCGSTAB, class SuperLU, or class UmfPackLU
|
||||
* \ingroup Sparse_Module
|
||||
*
|
||||
* \class SparseLU
|
||||
*
|
||||
* \brief LU decomposition of a sparse matrix and associated features
|
||||
*
|
||||
* \param _MatrixType the type of the matrix of which we are computing the LU factorization
|
||||
*
|
||||
* \sa class FullPivLU, class SparseLLT
|
||||
*/
|
||||
template<typename _MatrixType, typename Backend = DefaultBackend>
|
||||
class SparseLU
|
||||
{
|
||||
protected:
|
||||
typedef typename _MatrixType::Scalar Scalar;
|
||||
typedef typename NumTraits<typename _MatrixType::Scalar>::Real RealScalar;
|
||||
typedef SparseMatrix<Scalar> LUMatrixType;
|
||||
|
||||
enum {
|
||||
MatrixLUIsDirty = 0x10000
|
||||
};
|
||||
|
||||
public:
|
||||
typedef _MatrixType MatrixType;
|
||||
|
||||
/** \deprecated the entire class is deprecated
|
||||
* Creates a dummy LU factorization object with flags \a flags. */
|
||||
EIGEN_DEPRECATED SparseLU(int flags = 0)
|
||||
: m_flags(flags), m_status(0)
|
||||
{
|
||||
m_precision = RealScalar(0.1) * Eigen::NumTraits<RealScalar>::dummy_precision();
|
||||
}
|
||||
|
||||
/** \deprecated the entire class is deprecated
|
||||
* Creates a LU object and compute the respective factorization of \a matrix using
|
||||
* flags \a flags. */
|
||||
EIGEN_DEPRECATED SparseLU(const _MatrixType& matrix, int flags = 0)
|
||||
: /*m_matrix(matrix.rows(), matrix.cols()),*/ m_flags(flags), m_status(0)
|
||||
{
|
||||
m_precision = RealScalar(0.1) * Eigen::NumTraits<RealScalar>::dummy_precision();
|
||||
compute(matrix);
|
||||
}
|
||||
|
||||
/** Sets the relative threshold value used to prune zero coefficients during the decomposition.
|
||||
*
|
||||
* Setting a value greater than zero speeds up computation, and yields to an imcomplete
|
||||
* factorization with fewer non zero coefficients. Such approximate factors are especially
|
||||
* useful to initialize an iterative solver.
|
||||
*
|
||||
* Note that the exact meaning of this parameter might depends on the actual
|
||||
* backend. Moreover, not all backends support this feature.
|
||||
*
|
||||
* \sa precision() */
|
||||
void setPrecision(RealScalar v) { m_precision = v; }
|
||||
|
||||
/** \returns the current precision.
|
||||
*
|
||||
* \sa setPrecision() */
|
||||
RealScalar precision() const { return m_precision; }
|
||||
|
||||
/** Sets the flags. Possible values are:
|
||||
* - CompleteFactorization
|
||||
* - IncompleteFactorization
|
||||
* - MemoryEfficient
|
||||
* - one of the ordering methods
|
||||
* - etc...
|
||||
*
|
||||
* \sa flags() */
|
||||
void setFlags(int f) { m_flags = f; }
|
||||
/** \returns the current flags */
|
||||
int flags() const { return m_flags; }
|
||||
|
||||
void setOrderingMethod(int m)
|
||||
{
|
||||
eigen_assert( (m&~OrderingMask) == 0 && m!=0 && "invalid ordering method");
|
||||
m_flags = m_flags&~OrderingMask | m&OrderingMask;
|
||||
}
|
||||
|
||||
int orderingMethod() const
|
||||
{
|
||||
return m_flags&OrderingMask;
|
||||
}
|
||||
|
||||
/** Computes/re-computes the LU factorization */
|
||||
void compute(const _MatrixType& matrix);
|
||||
|
||||
/** \returns the lower triangular matrix L */
|
||||
//inline const _MatrixType& matrixL() const { return m_matrixL; }
|
||||
|
||||
/** \returns the upper triangular matrix U */
|
||||
//inline const _MatrixType& matrixU() const { return m_matrixU; }
|
||||
|
||||
template<typename BDerived, typename XDerived>
|
||||
bool solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x,
|
||||
const int transposed = SvNoTrans) const;
|
||||
|
||||
/** \returns true if the factorization succeeded */
|
||||
inline bool succeeded(void) const { return m_succeeded; }
|
||||
|
||||
protected:
|
||||
RealScalar m_precision;
|
||||
int m_flags;
|
||||
mutable int m_status;
|
||||
bool m_succeeded;
|
||||
};
|
||||
|
||||
/** Computes / recomputes the LU decomposition of matrix \a a
|
||||
* using the default algorithm.
|
||||
*/
|
||||
template<typename _MatrixType, typename Backend>
|
||||
void SparseLU<_MatrixType,Backend>::compute(const _MatrixType& )
|
||||
{
|
||||
eigen_assert(false && "not implemented yet");
|
||||
}
|
||||
|
||||
/** Computes *x = U^-1 L^-1 b
|
||||
*
|
||||
* If \a transpose is set to SvTranspose or SvAdjoint, the solution
|
||||
* of the transposed/adjoint system is computed instead.
|
||||
*
|
||||
* Not all backends implement the solution of the transposed or
|
||||
* adjoint system.
|
||||
*/
|
||||
template<typename _MatrixType, typename Backend>
|
||||
template<typename BDerived, typename XDerived>
|
||||
bool SparseLU<_MatrixType,Backend>::solve(const MatrixBase<BDerived> &, MatrixBase<XDerived>* , const int ) const
|
||||
{
|
||||
eigen_assert(false && "not implemented yet");
|
||||
return false;
|
||||
}
|
||||
|
||||
#endif // EIGEN_SPARSELU_H
|
||||
Reference in New Issue
Block a user