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93 lines
2.5 KiB
C++
93 lines
2.5 KiB
C++
// 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) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_INCOMPLETE_LU_H
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#define EIGEN_INCOMPLETE_LU_H
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#include "./InternalHeaderCheck.h"
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namespace Eigen {
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template <typename Scalar_>
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class IncompleteLU : public SparseSolverBase<IncompleteLU<Scalar_> >
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{
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protected:
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typedef SparseSolverBase<IncompleteLU<Scalar_> > Base;
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using Base::m_isInitialized;
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typedef Scalar_ Scalar;
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typedef Matrix<Scalar,Dynamic,1> Vector;
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typedef typename Vector::Index Index;
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typedef SparseMatrix<Scalar,RowMajor> FactorType;
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public:
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typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType;
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IncompleteLU() {}
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template<typename MatrixType>
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IncompleteLU(const MatrixType& mat)
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{
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compute(mat);
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}
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Index rows() const { return m_lu.rows(); }
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Index cols() const { return m_lu.cols(); }
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template<typename MatrixType>
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IncompleteLU& compute(const MatrixType& mat)
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{
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m_lu = mat;
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int size = mat.cols();
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Vector diag(size);
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for(int i=0; i<size; ++i)
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{
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typename FactorType::InnerIterator k_it(m_lu,i);
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for(; k_it && k_it.index()<i; ++k_it)
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{
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int k = k_it.index();
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k_it.valueRef() /= diag(k);
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typename FactorType::InnerIterator j_it(k_it);
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typename FactorType::InnerIterator kj_it(m_lu, k);
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while(kj_it && kj_it.index()<=k) ++kj_it;
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for(++j_it; j_it; )
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{
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if(kj_it.index()==j_it.index())
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{
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j_it.valueRef() -= k_it.value() * kj_it.value();
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++j_it;
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++kj_it;
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}
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else if(kj_it.index()<j_it.index()) ++kj_it;
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else ++j_it;
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}
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}
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if(k_it && k_it.index()==i) diag(i) = k_it.value();
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else diag(i) = 1;
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}
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m_isInitialized = true;
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return *this;
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}
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template<typename Rhs, typename Dest>
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void _solve_impl(const Rhs& b, Dest& x) const
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{
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x = m_lu.template triangularView<UnitLower>().solve(b);
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x = m_lu.template triangularView<Upper>().solve(x);
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}
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protected:
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FactorType m_lu;
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};
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} // end namespace Eigen
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#endif // EIGEN_INCOMPLETE_LU_H
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