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Implement wrapper for matrix-free iterative solvers

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Gael Guennebaud
2015-12-07 12:23:22 +01:00
parent f4ca8ad917
commit b37036afce
10 changed files with 189 additions and 51 deletions
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21
Eigen/src/IterativeLinearSolvers/ConjugateGradient.h
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@@ -149,13 +149,15 @@ struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
* By default the iterations start with x=0 as an initial guess of the solution.
* One can control the start using the solveWithGuess() method.
*
* ConjugateGradient can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
*
* \sa class LeastSquaresConjugateGradient, class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
*/
template< typename _MatrixType, int _UpLo, typename _Preconditioner>
class ConjugateGradient : public IterativeSolverBase<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
{
typedef IterativeSolverBase<ConjugateGradient> Base;
using Base::mp_matrix;
using Base::matrix;
using Base::m_error;
using Base::m_iterations;
using Base::m_info;
@@ -194,12 +196,19 @@ public:
template<typename Rhs,typename Dest>
void _solve_with_guess_impl(const Rhs& b, Dest& x) const
{
typedef Ref<const MatrixType> MatRef;
typedef typename internal::conditional<UpLo==(Lower|Upper) && (!MatrixType::IsRowMajor) && (!NumTraits<Scalar>::IsComplex),
Transpose<const MatRef>, MatRef const&>::type RowMajorWrapper;
typedef typename Base::MatrixWrapper MatrixWrapper;
typedef typename Base::ActualMatrixType ActualMatrixType;
enum {
TransposeInput = (!MatrixWrapper::MatrixFree)
&& (UpLo==(Lower|Upper))
&& (!MatrixType::IsRowMajor)
&& (!NumTraits<Scalar>::IsComplex)
};
typedef typename internal::conditional<TransposeInput,Transpose<const ActualMatrixType>, ActualMatrixType const&>::type RowMajorWrapper;
EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(MatrixWrapper::MatrixFree,UpLo==(Lower|Upper)),MATRIX_FREE_CONJUGATE_GRADIENT_IS_COMPATIBLE_WITH_UPPER_UNION_LOWER_MODE_ONLY);
typedef typename internal::conditional<UpLo==(Lower|Upper),
RowMajorWrapper,
typename MatRef::template ConstSelfAdjointViewReturnType<UpLo>::Type
typename MatrixWrapper::template ConstSelfAdjointViewReturnType<UpLo>::Type
>::type SelfAdjointWrapper;
m_iterations = Base::maxIterations();
m_error = Base::m_tolerance;
@@ -210,7 +219,7 @@ public:
m_error = Base::m_tolerance;
typename Dest::ColXpr xj(x,j);
RowMajorWrapper row_mat(mp_matrix);
RowMajorWrapper row_mat(matrix());
internal::conjugate_gradient(SelfAdjointWrapper(row_mat), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error);
}