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resurrected sparse triangular solver

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This commit is contained in:
Gael Guennebaud
2008-09-02 19:55:26 +00:00
parent 8fb1678f0f
commit d8df318d77
10 changed files with 117 additions and 86 deletions
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6
Eigen/src/Sparse/SparseMatrix.h
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@@ -261,6 +261,12 @@ class SparseMatrix<Scalar,_Flags>::InnerIterator
: m_matrix(mat), m_id(mat.m_outerIndex[outer]), m_start(m_id), m_end(mat.m_outerIndex[outer+1])
{}
template<unsigned int Added, unsigned int Removed>
InnerIterator(const Flagged<SparseMatrix,Added,Removed>& mat, int outer)
: m_matrix(mat._expression()), m_id(m_matrix.m_outerIndex[outer]),
m_start(m_id), m_end(m_matrix.m_outerIndex[outer+1])
{}
InnerIterator& operator++() { m_id++; return *this; }
Scalar value() const { return m_matrix.m_data.value(m_id); }

3
Eigen/src/Sparse/SparseMatrixBase.h
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@@ -160,9 +160,6 @@ class SparseMatrixBase : public MatrixBase<Derived>
return s;
}
template<typename OtherDerived>
OtherDerived solveTriangular(const MatrixBase<OtherDerived>& other) const;
protected:
bool m_isRValue;

2
Eigen/src/Sparse/SparseUtil.h
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@@ -48,7 +48,7 @@ template<typename MatrixType, int AccessPattern> struct ei_support_access_patter
};
};
template<typename T> class ei_eval<T,Sparse>
template<typename T> class ei_eval<T,IsSparse>
{
typedef typename ei_traits<T>::Scalar _Scalar;
enum {

88
Eigen/src/Sparse/TriangularSolver.h
View File

@@ -25,42 +25,42 @@
#ifndef EIGEN_SPARSETRIANGULARSOLVER_H
#define EIGEN_SPARSETRIANGULARSOLVER_H
template<typename Lhs, typename Rhs,
int TriangularPart = (int(Lhs::Flags) & LowerTriangularBit)
? Lower
: (int(Lhs::Flags) & UpperTriangularBit)
? Upper
: -1,
int StorageOrder = int(Lhs::Flags) & RowMajorBit ? RowMajor : ColMajor
>
struct ei_sparse_trisolve_selector;
// template<typename Lhs, typename Rhs,
// int TriangularPart = (int(Lhs::Flags) & LowerTriangularBit)
// ? Lower
// : (int(Lhs::Flags) & UpperTriangularBit)
// ? Upper
// : -1,
// int StorageOrder = int(Lhs::Flags) & RowMajorBit ? RowMajor : ColMajor
// >
// struct ei_sparse_trisolve_selector;
// forward substitution, row-major
template<typename Lhs, typename Rhs>
struct ei_sparse_trisolve_selector<Lhs,Rhs,Lower,RowMajor>
struct ei_solve_triangular_selector<Lhs,Rhs,Lower,RowMajor|IsSparse>
{
typedef typename Rhs::Scalar Scalar;
static void run(const Lhs& lhs, const Rhs& rhs, Rhs& res)
static void run(const Lhs& lhs, Rhs& other)
{
for(int col=0 ; col<rhs.cols() ; ++col)
for(int col=0 ; col<other.cols() ; ++col)
{
for(int i=0; i<lhs.rows(); ++i)
{
Scalar tmp = rhs.coeff(i,col);
Scalar tmp = other.coeff(i,col);
Scalar lastVal = 0;
int lastIndex = 0;
for(typename Lhs::InnerIterator it(lhs, i); it; ++it)
{
lastVal = it.value();
lastIndex = it.index();
tmp -= lastVal * res.coeff(lastIndex,col);
tmp -= lastVal * other.coeff(lastIndex,col);
}
if (Lhs::Flags & UnitDiagBit)
res.coeffRef(i,col) = tmp;
other.coeffRef(i,col) = tmp;
else
{
ei_assert(lastIndex==i);
res.coeffRef(i,col) = tmp/lastVal;
other.coeffRef(i,col) = tmp/lastVal;
}
}
}
@@ -69,29 +69,29 @@ struct ei_sparse_trisolve_selector<Lhs,Rhs,Lower,RowMajor>
// backward substitution, row-major
template<typename Lhs, typename Rhs>
struct ei_sparse_trisolve_selector<Lhs,Rhs,Upper,RowMajor>
struct ei_solve_triangular_selector<Lhs,Rhs,Upper,RowMajor|IsSparse>
{
typedef typename Rhs::Scalar Scalar;
static void run(const Lhs& lhs, const Rhs& rhs, Rhs& res)
static void run(const Lhs& lhs, Rhs& other)
{
for(int col=0 ; col<rhs.cols() ; ++col)
for(int col=0 ; col<other.cols() ; ++col)
{
for(int i=lhs.rows()-1 ; i>=0 ; --i)
{
Scalar tmp = rhs.coeff(i,col);
Scalar tmp = other.coeff(i,col);
typename Lhs::InnerIterator it(lhs, i);
for(++it; it; ++it)
{
tmp -= it.value() * res.coeff(it.index(),col);
tmp -= it.value() * other.coeff(it.index(),col);
}
if (Lhs::Flags & UnitDiagBit)
res.coeffRef(i,col) = tmp;
other.coeffRef(i,col) = tmp;
else
{
typename Lhs::InnerIterator it(lhs, i);
ei_assert(it.index() == i);
res.coeffRef(i,col) = tmp/it.value();
other.coeffRef(i,col) = tmp/it.value();
}
}
}
@@ -100,26 +100,25 @@ struct ei_sparse_trisolve_selector<Lhs,Rhs,Upper,RowMajor>
// forward substitution, col-major
template<typename Lhs, typename Rhs>
struct ei_sparse_trisolve_selector<Lhs,Rhs,Lower,ColMajor>
struct ei_solve_triangular_selector<Lhs,Rhs,Lower,ColMajor|IsSparse>
{
typedef typename Rhs::Scalar Scalar;
static void run(const Lhs& lhs, const Rhs& rhs, Rhs& res)
static void run(const Lhs& lhs, Rhs& other)
{
// NOTE we could avoid this copy using an in-place API
res = rhs;
for(int col=0 ; col<rhs.cols() ; ++col)
for(int col=0 ; col<other.cols() ; ++col)
{
for(int i=0; i<lhs.cols(); ++i)
{
typename Lhs::InnerIterator it(lhs, i);
if(!(Lhs::Flags & UnitDiagBit))
{
std::cerr << it.value() << " ; " << it.index() << " == " << i << "\n";
ei_assert(it.index()==i);
res.coeffRef(i,col) /= it.value();
other.coeffRef(i,col) /= it.value();
}
Scalar tmp = res.coeffRef(i,col);
Scalar tmp = other.coeffRef(i,col);
for(++it; it; ++it)
res.coeffRef(it.index(), col) -= tmp * it.value();
other.coeffRef(it.index(), col) -= tmp * it.value();
}
}
}
@@ -127,14 +126,12 @@ struct ei_sparse_trisolve_selector<Lhs,Rhs,Lower,ColMajor>
// backward substitution, col-major
template<typename Lhs, typename Rhs>
struct ei_sparse_trisolve_selector<Lhs,Rhs,Upper,ColMajor>
struct ei_solve_triangular_selector<Lhs,Rhs,Upper,ColMajor|IsSparse>
{
typedef typename Rhs::Scalar Scalar;
static void run(const Lhs& lhs, const Rhs& rhs, Rhs& res)
static void run(const Lhs& lhs, Rhs& other)
{
// NOTE we could avoid this copy using an in-place API
res = rhs;
for(int col=0 ; col<rhs.cols() ; ++col)
for(int col=0 ; col<other.cols() ; ++col)
{
for(int i=lhs.cols()-1; i>=0; --i)
{
@@ -142,28 +139,15 @@ struct ei_sparse_trisolve_selector<Lhs,Rhs,Upper,ColMajor>
{
// FIXME lhs.coeff(i,i) might not be always efficient while it must simply be the
// last element of the column !
res.coeffRef(i,col) /= lhs.coeff(i,i);
other.coeffRef(i,col) /= lhs.coeff(i,i);
}
Scalar tmp = res.coeffRef(i,col);
Scalar tmp = other.coeffRef(i,col);
typename Lhs::InnerIterator it(lhs, i);
for(; it && it.index()<i; ++it)
res.coeffRef(it.index(), col) -= tmp * it.value();
other.coeffRef(it.index(), col) -= tmp * it.value();
}
}
}
};
template<typename Derived>
template<typename OtherDerived>
OtherDerived SparseMatrixBase<Derived>::solveTriangular(const MatrixBase<OtherDerived>& other) const
{
ei_assert(derived().cols() == other.rows());
ei_assert(!(Flags & ZeroDiagBit));
ei_assert(Flags & (UpperTriangularBit|LowerTriangularBit));
OtherDerived res(other.rows(), other.cols());
ei_sparse_trisolve_selector<Derived, OtherDerived>::run(derived(), other.derived(), res);
return res;
}
#endif // EIGEN_SPARSETRIANGULARSOLVER_H