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Merged eigen/eigen into default
This commit is contained in:
19
unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h
Normal file → Executable file
19
unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h
Normal file → Executable file
@@ -99,7 +99,11 @@ class AutoDiffScalar
|
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{}
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template<typename OtherDerType>
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AutoDiffScalar(const AutoDiffScalar<OtherDerType>& other)
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AutoDiffScalar(const AutoDiffScalar<OtherDerType>& other
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#ifndef EIGEN_PARSED_BY_DOXYGEN
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, typename internal::enable_if<internal::is_same<Scalar,typename OtherDerType::Scalar>::value,void*>::type = 0
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#endif
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)
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: m_value(other.value()), m_derivatives(other.derivatives())
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{}
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@@ -127,6 +131,14 @@ class AutoDiffScalar
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return *this;
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}
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inline AutoDiffScalar& operator=(const Scalar& other)
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{
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m_value = other;
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if(m_derivatives.size()>0)
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m_derivatives.setZero();
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return *this;
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}
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// inline operator const Scalar& () const { return m_value; }
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// inline operator Scalar& () { return m_value; }
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@@ -626,9 +638,10 @@ EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(acos,
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template<typename DerType> struct NumTraits<AutoDiffScalar<DerType> >
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: NumTraits< typename NumTraits<typename DerType::Scalar>::Real >
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{
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typedef AutoDiffScalar<Matrix<typename NumTraits<typename DerType::Scalar>::Real,DerType::RowsAtCompileTime,DerType::ColsAtCompileTime> > Real;
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typedef AutoDiffScalar<Matrix<typename NumTraits<typename DerType::Scalar>::Real,DerType::RowsAtCompileTime,DerType::ColsAtCompileTime,
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DerType::Options, DerType::MaxRowsAtCompileTime, DerType::MaxColsAtCompileTime> > Real;
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typedef AutoDiffScalar<DerType> NonInteger;
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typedef AutoDiffScalar<DerType>& Nested;
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typedef AutoDiffScalar<DerType> Nested;
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enum{
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RequireInitialization = 1
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};
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@@ -1,5 +1,6 @@
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ADD_SUBDIRECTORY(AutoDiff)
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ADD_SUBDIRECTORY(BVH)
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ADD_SUBDIRECTORY(Eigenvalues)
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ADD_SUBDIRECTORY(FFT)
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ADD_SUBDIRECTORY(IterativeSolvers)
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ADD_SUBDIRECTORY(LevenbergMarquardt)
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6
unsupported/Eigen/src/Eigenvalues/CMakeLists.txt
Normal file
6
unsupported/Eigen/src/Eigenvalues/CMakeLists.txt
Normal file
@@ -0,0 +1,6 @@
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FILE(GLOB Eigen_Eigenvalues_SRCS "*.h")
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INSTALL(FILES
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${Eigen_Eigenvalues_SRCS}
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DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/Eigenvalues COMPONENT Devel
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)
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@@ -40,7 +40,6 @@ void sortWithPermutation (VectorType& vec, IndexType& perm, typename IndexType::
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{
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eigen_assert(vec.size() == perm.size());
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typedef typename IndexType::Scalar Index;
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typedef typename VectorType::Scalar Scalar;
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bool flag;
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for (Index k = 0; k < ncut; k++)
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{
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@@ -84,6 +83,8 @@ void sortWithPermutation (VectorType& vec, IndexType& perm, typename IndexType::
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* x = solver.solve(b);
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* \endcode
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*
|
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* DGMRES can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
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*
|
||||
* References :
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||||
* [1] D. NUENTSA WAKAM and F. PACULL, Memory Efficient Hybrid
|
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* Algebraic Solvers for Linear Systems Arising from Compressible
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||||
@@ -101,7 +102,7 @@ template< typename _MatrixType, typename _Preconditioner>
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class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
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{
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typedef IterativeSolverBase<DGMRES> Base;
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using Base::mp_matrix;
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using Base::matrix;
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using Base::m_error;
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using Base::m_iterations;
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using Base::m_info;
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@@ -112,6 +113,7 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
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typedef _MatrixType MatrixType;
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typedef typename MatrixType::Scalar Scalar;
|
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typedef typename MatrixType::Index Index;
|
||||
typedef typename MatrixType::StorageIndex StorageIndex;
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typedef typename MatrixType::RealScalar RealScalar;
|
||||
typedef _Preconditioner Preconditioner;
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typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
|
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@@ -134,8 +136,8 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
|
||||
* this class becomes invalid. Call compute() to update it with the new
|
||||
* matrix A, or modify a copy of A.
|
||||
*/
|
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DGMRES(const MatrixType& A) : Base(A),m_restart(30),m_neig(0),m_r(0),m_maxNeig(5),m_isDeflAllocated(false),m_isDeflInitialized(false)
|
||||
{}
|
||||
template<typename MatrixDerived>
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explicit DGMRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()), m_restart(30),m_neig(0),m_r(0),m_maxNeig(5),m_isDeflAllocated(false),m_isDeflInitialized(false) {}
|
||||
|
||||
~DGMRES() {}
|
||||
|
||||
@@ -150,7 +152,7 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
|
||||
m_error = Base::m_tolerance;
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||||
|
||||
typename Dest::ColXpr xj(x,j);
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dgmres(mp_matrix, b.col(j), xj, Base::m_preconditioner);
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dgmres(matrix(), b.col(j), xj, Base::m_preconditioner);
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||||
}
|
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m_info = failed ? NumericalIssue
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: m_error <= Base::m_tolerance ? Success
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@@ -202,7 +204,7 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
|
||||
template<typename Dest>
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int dgmresCycle(const MatrixType& mat, const Preconditioner& precond, Dest& x, DenseVector& r0, RealScalar& beta, const RealScalar& normRhs, int& nbIts) const;
|
||||
// Compute data to use for deflation
|
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int dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, Index& neig) const;
|
||||
int dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, StorageIndex& neig) const;
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// Apply deflation to a vector
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template<typename RhsType, typename DestType>
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int dgmresApplyDeflation(const RhsType& In, DestType& Out) const;
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@@ -218,7 +220,7 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
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mutable DenseMatrix m_MU; // matrix operator applied to m_U (for next cycles)
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mutable DenseMatrix m_T; /* T=U^T*M^{-1}*A*U */
|
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mutable PartialPivLU<DenseMatrix> m_luT; // LU factorization of m_T
|
||||
mutable int m_neig; //Number of eigenvalues to extract at each restart
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||||
mutable StorageIndex m_neig; //Number of eigenvalues to extract at each restart
|
||||
mutable int m_r; // Current number of deflated eigenvalues, size of m_U
|
||||
mutable int m_maxNeig; // Maximum number of eigenvalues to deflate
|
||||
mutable RealScalar m_lambdaN; //Modulus of the largest eigenvalue of A
|
||||
@@ -338,7 +340,7 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresCycle(const MatrixType& mat, con
|
||||
|
||||
beta = std::abs(g(it+1));
|
||||
m_error = beta/normRhs;
|
||||
std::cerr << nbIts << " Relative Residual Norm " << m_error << std::endl;
|
||||
// std::cerr << nbIts << " Relative Residual Norm " << m_error << std::endl;
|
||||
it++; nbIts++;
|
||||
|
||||
if (m_error < m_tolerance)
|
||||
@@ -416,7 +418,7 @@ inline typename DGMRES<_MatrixType, _Preconditioner>::ComplexVector DGMRES<_Matr
|
||||
}
|
||||
|
||||
template< typename _MatrixType, typename _Preconditioner>
|
||||
int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, Index& neig) const
|
||||
int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, StorageIndex& neig) const
|
||||
{
|
||||
// First, find the Schur form of the Hessenberg matrix H
|
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typename internal::conditional<NumTraits<Scalar>::IsComplex, ComplexSchur<DenseMatrix>, RealSchur<DenseMatrix> >::type schurofH;
|
||||
@@ -426,7 +428,7 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const Matri
|
||||
schurofH.computeFromHessenberg(m_Hes.topLeftCorner(it,it), matrixQ, computeU);
|
||||
|
||||
ComplexVector eig(it);
|
||||
Matrix<Index,Dynamic,1>perm(it);
|
||||
Matrix<StorageIndex,Dynamic,1>perm(it);
|
||||
eig = this->schurValues(schurofH);
|
||||
|
||||
// Reorder the absolute values of Schur values
|
||||
|
||||
@@ -251,13 +251,15 @@ struct traits<GMRES<_MatrixType,_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.
|
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*
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* GMRES can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
|
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*
|
||||
* \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
|
||||
*/
|
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template< typename _MatrixType, typename _Preconditioner>
|
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class GMRES : public IterativeSolverBase<GMRES<_MatrixType,_Preconditioner> >
|
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{
|
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typedef IterativeSolverBase<GMRES> Base;
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using Base::mp_matrix;
|
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using Base::matrix;
|
||||
using Base::m_error;
|
||||
using Base::m_iterations;
|
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using Base::m_info;
|
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@@ -288,7 +290,8 @@ public:
|
||||
* this class becomes invalid. Call compute() to update it with the new
|
||||
* matrix A, or modify a copy of A.
|
||||
*/
|
||||
GMRES(const MatrixType& A) : Base(A), m_restart(30) {}
|
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template<typename MatrixDerived>
|
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explicit GMRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()), m_restart(30) {}
|
||||
|
||||
~GMRES() {}
|
||||
|
||||
@@ -312,7 +315,7 @@ public:
|
||||
m_error = Base::m_tolerance;
|
||||
|
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typename Dest::ColXpr xj(x,j);
|
||||
if(!internal::gmres(mp_matrix, b.col(j), xj, Base::m_preconditioner, m_iterations, m_restart, m_error))
|
||||
if(!internal::gmres(matrix(), b.col(j), xj, Base::m_preconditioner, m_iterations, m_restart, m_error))
|
||||
failed = true;
|
||||
}
|
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m_info = failed ? NumericalIssue
|
||||
|
||||
@@ -1,305 +0,0 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
|
||||
//
|
||||
// This Source Code Form is subject to the terms of the Mozilla
|
||||
// Public License v. 2.0. If a copy of the MPL was not distributed
|
||||
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
|
||||
|
||||
#ifndef EIGEN_INCOMPLETE_CHOlESKY_H
|
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#define EIGEN_INCOMPLETE_CHOlESKY_H
|
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#include "Eigen/src/IterativeLinearSolvers/IncompleteLUT.h"
|
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#include <Eigen/OrderingMethods>
|
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#include <list>
|
||||
|
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namespace Eigen {
|
||||
/**
|
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* \brief Modified Incomplete Cholesky with dual threshold
|
||||
*
|
||||
* References : C-J. Lin and J. J. Moré, Incomplete Cholesky Factorizations with
|
||||
* Limited memory, SIAM J. Sci. Comput. 21(1), pp. 24-45, 1999
|
||||
*
|
||||
* \tparam _MatrixType The type of the sparse matrix. It should be a symmetric
|
||||
* matrix. It is advised to give a row-oriented sparse matrix
|
||||
* \tparam _UpLo The triangular part of the matrix to reference.
|
||||
* \tparam _OrderingType
|
||||
*/
|
||||
|
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template <typename Scalar, int _UpLo = Lower, typename _OrderingType = AMDOrdering<int> >
|
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class IncompleteCholesky : public SparseSolverBase<IncompleteCholesky<Scalar,_UpLo,_OrderingType> >
|
||||
{
|
||||
protected:
|
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typedef SparseSolverBase<IncompleteCholesky<Scalar,_UpLo,_OrderingType> > Base;
|
||||
using Base::m_isInitialized;
|
||||
public:
|
||||
typedef typename NumTraits<Scalar>::Real RealScalar;
|
||||
typedef _OrderingType OrderingType;
|
||||
typedef typename OrderingType::PermutationType PermutationType;
|
||||
typedef typename PermutationType::StorageIndex StorageIndex;
|
||||
typedef SparseMatrix<Scalar,ColMajor,StorageIndex> FactorType;
|
||||
typedef FactorType MatrixType;
|
||||
typedef Matrix<Scalar,Dynamic,1> VectorSx;
|
||||
typedef Matrix<RealScalar,Dynamic,1> VectorRx;
|
||||
typedef Matrix<StorageIndex,Dynamic, 1> VectorIx;
|
||||
typedef std::vector<std::list<StorageIndex> > VectorList;
|
||||
enum { UpLo = _UpLo };
|
||||
public:
|
||||
IncompleteCholesky() : m_initialShift(1e-3),m_factorizationIsOk(false) {}
|
||||
|
||||
template<typename MatrixType>
|
||||
IncompleteCholesky(const MatrixType& matrix) : m_initialShift(1e-3),m_factorizationIsOk(false)
|
||||
{
|
||||
compute(matrix);
|
||||
}
|
||||
|
||||
Index rows() const { return m_L.rows(); }
|
||||
|
||||
Index cols() const { return m_L.cols(); }
|
||||
|
||||
|
||||
/** \brief Reports whether previous computation was successful.
|
||||
*
|
||||
* \returns \c Success if computation was succesful,
|
||||
* \c NumericalIssue if the matrix appears to be negative.
|
||||
*/
|
||||
ComputationInfo info() const
|
||||
{
|
||||
eigen_assert(m_isInitialized && "IncompleteLLT is not initialized.");
|
||||
return m_info;
|
||||
}
|
||||
|
||||
/**
|
||||
* \brief Set the initial shift parameter
|
||||
*/
|
||||
void setInitialShift(RealScalar shift) { m_initialShift = shift; }
|
||||
|
||||
/**
|
||||
* \brief Computes the fill reducing permutation vector.
|
||||
*/
|
||||
template<typename MatrixType>
|
||||
void analyzePattern(const MatrixType& mat)
|
||||
{
|
||||
OrderingType ord;
|
||||
PermutationType pinv;
|
||||
ord(mat.template selfadjointView<UpLo>(), pinv);
|
||||
if(pinv.size()>0) m_perm = pinv.inverse();
|
||||
else m_perm.resize(0);
|
||||
m_analysisIsOk = true;
|
||||
}
|
||||
|
||||
template<typename MatrixType>
|
||||
void factorize(const MatrixType& amat);
|
||||
|
||||
template<typename MatrixType>
|
||||
void compute(const MatrixType& matrix)
|
||||
{
|
||||
analyzePattern(matrix);
|
||||
factorize(matrix);
|
||||
}
|
||||
|
||||
template<typename Rhs, typename Dest>
|
||||
void _solve_impl(const Rhs& b, Dest& x) const
|
||||
{
|
||||
eigen_assert(m_factorizationIsOk && "factorize() should be called first");
|
||||
if (m_perm.rows() == b.rows()) x = m_perm * b;
|
||||
else x = b;
|
||||
x = m_scale.asDiagonal() * x;
|
||||
x = m_L.template triangularView<Lower>().solve(x);
|
||||
x = m_L.adjoint().template triangularView<Upper>().solve(x);
|
||||
x = m_scale.asDiagonal() * x;
|
||||
if (m_perm.rows() == b.rows())
|
||||
x = m_perm.inverse() * x;
|
||||
|
||||
}
|
||||
|
||||
protected:
|
||||
FactorType m_L; // The lower part stored in CSC
|
||||
VectorRx m_scale; // The vector for scaling the matrix
|
||||
RealScalar m_initialShift; // The initial shift parameter
|
||||
bool m_analysisIsOk;
|
||||
bool m_factorizationIsOk;
|
||||
ComputationInfo m_info;
|
||||
PermutationType m_perm;
|
||||
|
||||
private:
|
||||
inline void updateList(Ref<const VectorIx> colPtr, Ref<VectorIx> rowIdx, Ref<VectorSx> vals, const Index& col, const Index& jk, VectorIx& firstElt, VectorList& listCol);
|
||||
};
|
||||
|
||||
template<typename Scalar, int _UpLo, typename OrderingType>
|
||||
template<typename _MatrixType>
|
||||
void IncompleteCholesky<Scalar,_UpLo, OrderingType>::factorize(const _MatrixType& mat)
|
||||
{
|
||||
using std::sqrt;
|
||||
eigen_assert(m_analysisIsOk && "analyzePattern() should be called first");
|
||||
|
||||
// Dropping strategy : Keep only the p largest elements per column, where p is the number of elements in the column of the original matrix. Other strategies will be added
|
||||
|
||||
m_L.resize(mat.rows(), mat.cols());
|
||||
|
||||
// Apply the fill-reducing permutation computed in analyzePattern()
|
||||
if (m_perm.rows() == mat.rows() ) // To detect the null permutation
|
||||
{
|
||||
// The temporary is needed to make sure that the diagonal entry is properly sorted
|
||||
FactorType tmp(mat.rows(), mat.cols());
|
||||
tmp = mat.template selfadjointView<_UpLo>().twistedBy(m_perm);
|
||||
m_L.template selfadjointView<Lower>() = tmp.template selfadjointView<Lower>();
|
||||
}
|
||||
else
|
||||
{
|
||||
m_L.template selfadjointView<Lower>() = mat.template selfadjointView<_UpLo>();
|
||||
}
|
||||
|
||||
Index n = m_L.cols();
|
||||
Index nnz = m_L.nonZeros();
|
||||
Map<VectorSx> vals(m_L.valuePtr(), nnz); //values
|
||||
Map<VectorIx> rowIdx(m_L.innerIndexPtr(), nnz); //Row indices
|
||||
Map<VectorIx> colPtr( m_L.outerIndexPtr(), n+1); // Pointer to the beginning of each row
|
||||
VectorIx firstElt(n-1); // for each j, points to the next entry in vals that will be used in the factorization
|
||||
VectorList listCol(n); // listCol(j) is a linked list of columns to update column j
|
||||
VectorSx col_vals(n); // Store a nonzero values in each column
|
||||
VectorIx col_irow(n); // Row indices of nonzero elements in each column
|
||||
VectorIx col_pattern(n);
|
||||
col_pattern.fill(-1);
|
||||
StorageIndex col_nnz;
|
||||
|
||||
|
||||
// Computes the scaling factors
|
||||
m_scale.resize(n);
|
||||
m_scale.setZero();
|
||||
for (Index j = 0; j < n; j++)
|
||||
for (Index k = colPtr[j]; k < colPtr[j+1]; k++)
|
||||
{
|
||||
m_scale(j) += numext::abs2(vals(k));
|
||||
if(rowIdx[k]!=j)
|
||||
m_scale(rowIdx[k]) += numext::abs2(vals(k));
|
||||
}
|
||||
|
||||
m_scale = m_scale.cwiseSqrt().cwiseSqrt();
|
||||
|
||||
// Scale and compute the shift for the matrix
|
||||
RealScalar mindiag = NumTraits<RealScalar>::highest();
|
||||
for (Index j = 0; j < n; j++)
|
||||
{
|
||||
for (Index k = colPtr[j]; k < colPtr[j+1]; k++)
|
||||
vals[k] /= (m_scale(j)*m_scale(rowIdx[k]));
|
||||
eigen_internal_assert(rowIdx[colPtr[j]]==j && "IncompleteCholesky: only the lower triangular part must be stored");
|
||||
mindiag = numext::mini(numext::real(vals[colPtr[j]]), mindiag);
|
||||
}
|
||||
|
||||
RealScalar shift = 0;
|
||||
if(mindiag <= RealScalar(0.))
|
||||
shift = m_initialShift - mindiag;
|
||||
|
||||
// Apply the shift to the diagonal elements of the matrix
|
||||
for (Index j = 0; j < n; j++)
|
||||
vals[colPtr[j]] += shift;
|
||||
|
||||
// jki version of the Cholesky factorization
|
||||
for (Index j=0; j < n; ++j)
|
||||
{
|
||||
// Left-looking factorization of the j-th column
|
||||
// First, load the j-th column into col_vals
|
||||
Scalar diag = vals[colPtr[j]]; // It is assumed that only the lower part is stored
|
||||
col_nnz = 0;
|
||||
for (Index i = colPtr[j] + 1; i < colPtr[j+1]; i++)
|
||||
{
|
||||
StorageIndex l = rowIdx[i];
|
||||
col_vals(col_nnz) = vals[i];
|
||||
col_irow(col_nnz) = l;
|
||||
col_pattern(l) = col_nnz;
|
||||
col_nnz++;
|
||||
}
|
||||
{
|
||||
typename std::list<StorageIndex>::iterator k;
|
||||
// Browse all previous columns that will update column j
|
||||
for(k = listCol[j].begin(); k != listCol[j].end(); k++)
|
||||
{
|
||||
Index jk = firstElt(*k); // First element to use in the column
|
||||
eigen_internal_assert(rowIdx[jk]==j);
|
||||
Scalar v_j_jk = numext::conj(vals[jk]);
|
||||
|
||||
jk += 1;
|
||||
for (Index i = jk; i < colPtr[*k+1]; i++)
|
||||
{
|
||||
StorageIndex l = rowIdx[i];
|
||||
if(col_pattern[l]<0)
|
||||
{
|
||||
col_vals(col_nnz) = vals[i] * v_j_jk;
|
||||
col_irow[col_nnz] = l;
|
||||
col_pattern(l) = col_nnz;
|
||||
col_nnz++;
|
||||
}
|
||||
else
|
||||
col_vals(col_pattern[l]) -= vals[i] * v_j_jk;
|
||||
}
|
||||
updateList(colPtr,rowIdx,vals, *k, jk, firstElt, listCol);
|
||||
}
|
||||
}
|
||||
|
||||
// Scale the current column
|
||||
if(numext::real(diag) <= 0)
|
||||
{
|
||||
std::cerr << "\nNegative diagonal during Incomplete factorization at position " << j << " (value = " << diag << ")\n";
|
||||
m_info = NumericalIssue;
|
||||
return;
|
||||
}
|
||||
|
||||
RealScalar rdiag = sqrt(numext::real(diag));
|
||||
vals[colPtr[j]] = rdiag;
|
||||
for (Index k = 0; k<col_nnz; ++k)
|
||||
{
|
||||
Index i = col_irow[k];
|
||||
//Scale
|
||||
col_vals(k) /= rdiag;
|
||||
//Update the remaining diagonals with col_vals
|
||||
vals[colPtr[i]] -= numext::abs2(col_vals(k));
|
||||
}
|
||||
// Select the largest p elements
|
||||
// p is the original number of elements in the column (without the diagonal)
|
||||
Index p = colPtr[j+1] - colPtr[j] - 1 ;
|
||||
Ref<VectorSx> cvals = col_vals.head(col_nnz);
|
||||
Ref<VectorIx> cirow = col_irow.head(col_nnz);
|
||||
internal::QuickSplit(cvals,cirow, p);
|
||||
// Insert the largest p elements in the matrix
|
||||
Index cpt = 0;
|
||||
for (Index i = colPtr[j]+1; i < colPtr[j+1]; i++)
|
||||
{
|
||||
vals[i] = col_vals(cpt);
|
||||
rowIdx[i] = col_irow(cpt);
|
||||
// restore col_pattern:
|
||||
col_pattern(col_irow(cpt)) = -1;
|
||||
cpt++;
|
||||
}
|
||||
// Get the first smallest row index and put it after the diagonal element
|
||||
Index jk = colPtr(j)+1;
|
||||
updateList(colPtr,rowIdx,vals,j,jk,firstElt,listCol);
|
||||
}
|
||||
m_factorizationIsOk = true;
|
||||
m_isInitialized = true;
|
||||
m_info = Success;
|
||||
}
|
||||
|
||||
template<typename Scalar, int _UpLo, typename OrderingType>
|
||||
inline void IncompleteCholesky<Scalar,_UpLo, OrderingType>::updateList(Ref<const VectorIx> colPtr, Ref<VectorIx> rowIdx, Ref<VectorSx> vals, const Index& col, const Index& jk, VectorIx& firstElt, VectorList& listCol)
|
||||
{
|
||||
if (jk < colPtr(col+1) )
|
||||
{
|
||||
Index p = colPtr(col+1) - jk;
|
||||
Index minpos;
|
||||
rowIdx.segment(jk,p).minCoeff(&minpos);
|
||||
minpos += jk;
|
||||
if (rowIdx(minpos) != rowIdx(jk))
|
||||
{
|
||||
//Swap
|
||||
std::swap(rowIdx(jk),rowIdx(minpos));
|
||||
std::swap(vals(jk),vals(minpos));
|
||||
}
|
||||
firstElt(col) = internal::convert_index<StorageIndex,Index>(jk);
|
||||
listCol[rowIdx(jk)].push_back(internal::convert_index<StorageIndex,Index>(col));
|
||||
}
|
||||
}
|
||||
|
||||
} // end namespace Eigen
|
||||
|
||||
#endif
|
||||
@@ -191,6 +191,8 @@ namespace Eigen {
|
||||
* By default the iterations start with x=0 as an initial guess of the solution.
|
||||
* One can control the start using the solveWithGuess() method.
|
||||
*
|
||||
* MINRES can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
|
||||
*
|
||||
* \sa class ConjugateGradient, BiCGSTAB, SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
|
||||
*/
|
||||
template< typename _MatrixType, int _UpLo, typename _Preconditioner>
|
||||
@@ -198,7 +200,7 @@ namespace Eigen {
|
||||
{
|
||||
|
||||
typedef IterativeSolverBase<MINRES> Base;
|
||||
using Base::mp_matrix;
|
||||
using Base::matrix;
|
||||
using Base::m_error;
|
||||
using Base::m_iterations;
|
||||
using Base::m_info;
|
||||
@@ -227,7 +229,8 @@ namespace Eigen {
|
||||
* this class becomes invalid. Call compute() to update it with the new
|
||||
* matrix A, or modify a copy of A.
|
||||
*/
|
||||
MINRES(const MatrixType& A) : Base(A) {}
|
||||
template<typename MatrixDerived>
|
||||
explicit MINRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
|
||||
|
||||
/** Destructor. */
|
||||
~MINRES(){}
|
||||
@@ -236,21 +239,31 @@ namespace Eigen {
|
||||
template<typename Rhs,typename Dest>
|
||||
void _solve_with_guess_impl(const Rhs& b, Dest& x) const
|
||||
{
|
||||
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),
|
||||
Ref<const MatrixType>&,
|
||||
SparseSelfAdjointView<const Ref<const MatrixType>, UpLo>
|
||||
>::type MatrixWrapperType;
|
||||
|
||||
RowMajorWrapper,
|
||||
typename MatrixWrapper::template ConstSelfAdjointViewReturnType<UpLo>::Type
|
||||
>::type SelfAdjointWrapper;
|
||||
|
||||
m_iterations = Base::maxIterations();
|
||||
m_error = Base::m_tolerance;
|
||||
|
||||
RowMajorWrapper row_mat(matrix());
|
||||
for(int j=0; j<b.cols(); ++j)
|
||||
{
|
||||
m_iterations = Base::maxIterations();
|
||||
m_error = Base::m_tolerance;
|
||||
|
||||
typename Dest::ColXpr xj(x,j);
|
||||
internal::minres(MatrixWrapperType(mp_matrix), b.col(j), xj,
|
||||
internal::minres(SelfAdjointWrapper(row_mat), b.col(j), xj,
|
||||
Base::m_preconditioner, m_iterations, m_error);
|
||||
}
|
||||
|
||||
|
||||
@@ -240,7 +240,7 @@ struct traits<KroneckerProductSparse<_Lhs,_Rhs> >
|
||||
|
||||
Flags = ((LhsFlags | RhsFlags) & HereditaryBits & RemovedBits)
|
||||
| EvalBeforeNestingBit | EvalBeforeAssigningBit,
|
||||
CoeffReadCost = Dynamic
|
||||
CoeffReadCost = HugeCost
|
||||
};
|
||||
|
||||
typedef SparseMatrix<Scalar, 0, StorageIndex> ReturnType;
|
||||
|
||||
@@ -348,7 +348,7 @@ void matrix_exp_compute(const MatrixType& arg, ResultType &result)
|
||||
typedef typename NumTraits<Scalar>::Real RealScalar;
|
||||
typedef typename std::complex<RealScalar> ComplexScalar;
|
||||
if (sizeof(RealScalar) > 14) {
|
||||
result = arg.matrixFunction(StdStemFunctions<ComplexScalar>::exp);
|
||||
result = arg.matrixFunction(internal::stem_function_exp<ComplexScalar>);
|
||||
return;
|
||||
}
|
||||
#endif
|
||||
|
||||
@@ -49,7 +49,7 @@ struct internal::traits<SkylineProduct<LhsNested, RhsNested, ProductMode> > {
|
||||
| EvalBeforeAssigningBit
|
||||
| EvalBeforeNestingBit,
|
||||
|
||||
CoeffReadCost = Dynamic
|
||||
CoeffReadCost = HugeCost
|
||||
};
|
||||
|
||||
typedef typename internal::conditional<ResultIsSkyline,
|
||||
|
||||
@@ -56,6 +56,8 @@ template<typename _Scalar, int _Options, typename _StorageIndex>
|
||||
class DynamicSparseMatrix
|
||||
: public SparseMatrixBase<DynamicSparseMatrix<_Scalar, _Options, _StorageIndex> >
|
||||
{
|
||||
typedef SparseMatrixBase<DynamicSparseMatrix> Base;
|
||||
using Base::convert_index;
|
||||
public:
|
||||
EIGEN_SPARSE_PUBLIC_INTERFACE(DynamicSparseMatrix)
|
||||
// FIXME: why are these operator already alvailable ???
|
||||
|
||||
Reference in New Issue
Block a user