diff options
author | Gael Guennebaud <g.gael@free.fr> | 2015-02-10 18:57:41 +0100 |
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committer | Gael Guennebaud <g.gael@free.fr> | 2015-02-10 18:57:41 +0100 |
commit | c6e8caf0900ae303e9e7399bed00af705015ff17 (patch) | |
tree | 384831cf695f94eb5fca5744a1b05a9cf8930e85 | |
parent | d10d6a40dda3fb5ac9f401b8e6d9cede3f3ca34a (diff) |
Allows Lower|Upper as a template argument of CG and MINRES: in this case the full matrix will be considered.
-rw-r--r-- | Eigen/src/IterativeLinearSolvers/ConjugateGradient.h | 11 | ||||
-rw-r--r-- | test/conjugate_gradient.cpp | 6 | ||||
-rw-r--r-- | test/sparse_solver.h | 5 | ||||
-rw-r--r-- | unsupported/Eigen/src/IterativeSolvers/MINRES.h | 7 | ||||
-rw-r--r-- | unsupported/test/minres.cpp | 2 |
5 files changed, 23 insertions, 8 deletions
diff --git a/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h b/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h index 3e024bda1..4857dd9e9 100644 --- a/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +++ b/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h @@ -113,8 +113,8 @@ struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> > * The matrix A must be selfadjoint. The matrix A and the vectors x and b can be either dense or sparse. * * \tparam _MatrixType the type of the matrix A, can be a dense or a sparse matrix. - * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower - * or Upper. Default is Lower. + * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower, + * Upper, or Lower|Upper in which the full matrix entries will be considered. Default is Lower. * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner * * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations() @@ -197,6 +197,10 @@ public: template<typename Rhs,typename Dest> void _solve_with_guess_impl(const Rhs& b, Dest& x) const { + typedef typename internal::conditional<UpLo==(Lower|Upper), + Ref<const MatrixType>&, + SparseSelfAdjointView<const Ref<const MatrixType>, UpLo> + >::type MatrixWrapperType; m_iterations = Base::maxIterations(); m_error = Base::m_tolerance; @@ -206,8 +210,7 @@ public: m_error = Base::m_tolerance; typename Dest::ColXpr xj(x,j); - internal::conjugate_gradient(mp_matrix.template selfadjointView<UpLo>(), b.col(j), xj, - Base::m_preconditioner, m_iterations, m_error); + internal::conjugate_gradient(MatrixWrapperType(mp_matrix), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error); } m_isInitialized = true; diff --git a/test/conjugate_gradient.cpp b/test/conjugate_gradient.cpp index 869051b31..019cc4d64 100644 --- a/test/conjugate_gradient.cpp +++ b/test/conjugate_gradient.cpp @@ -12,13 +12,15 @@ template<typename T> void test_conjugate_gradient_T() { - ConjugateGradient<SparseMatrix<T>, Lower> cg_colmajor_lower_diag; - ConjugateGradient<SparseMatrix<T>, Upper> cg_colmajor_upper_diag; + ConjugateGradient<SparseMatrix<T>, Lower > cg_colmajor_lower_diag; + ConjugateGradient<SparseMatrix<T>, Upper > cg_colmajor_upper_diag; + ConjugateGradient<SparseMatrix<T>, Lower|Upper> cg_colmajor_loup_diag; ConjugateGradient<SparseMatrix<T>, Lower, IdentityPreconditioner> cg_colmajor_lower_I; ConjugateGradient<SparseMatrix<T>, Upper, IdentityPreconditioner> cg_colmajor_upper_I; CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_lower_diag) ); CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_upper_diag) ); + CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_loup_diag) ); CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_lower_I) ); CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_upper_I) ); } diff --git a/test/sparse_solver.h b/test/sparse_solver.h index 887ff02a9..6cf99e0b0 100644 --- a/test/sparse_solver.h +++ b/test/sparse_solver.h @@ -195,7 +195,10 @@ int generate_sparse_spd_problem(Solver& , typename Solver::MatrixType& A, typena dA = dM * dM.adjoint(); halfA.resize(size,size); - halfA.template selfadjointView<Solver::UpLo>().rankUpdate(M); + if(Solver::UpLo==(Lower|Upper)) + halfA = A; + else + halfA.template selfadjointView<Solver::UpLo>().rankUpdate(M); return size; } diff --git a/unsupported/Eigen/src/IterativeSolvers/MINRES.h b/unsupported/Eigen/src/IterativeSolvers/MINRES.h index a34902001..65cffc255 100644 --- a/unsupported/Eigen/src/IterativeSolvers/MINRES.h +++ b/unsupported/Eigen/src/IterativeSolvers/MINRES.h @@ -250,6 +250,11 @@ namespace Eigen { template<typename Rhs,typename Dest> void _solve_with_guess_impl(const Rhs& b, Dest& x) const { + typedef typename internal::conditional<UpLo==(Lower|Upper), + Ref<const MatrixType>&, + SparseSelfAdjointView<const Ref<const MatrixType>, UpLo> + >::type MatrixWrapperType; + m_iterations = Base::maxIterations(); m_error = Base::m_tolerance; @@ -259,7 +264,7 @@ namespace Eigen { m_error = Base::m_tolerance; typename Dest::ColXpr xj(x,j); - internal::minres(mp_matrix.template selfadjointView<UpLo>(), b.col(j), xj, + internal::minres(MatrixWrapperType(mp_matrix), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error); } diff --git a/unsupported/test/minres.cpp b/unsupported/test/minres.cpp index 81b762c37..f6e526bbd 100644 --- a/unsupported/test/minres.cpp +++ b/unsupported/test/minres.cpp @@ -21,6 +21,7 @@ template<typename T> void test_minres_T() // Diagonal preconditioner MINRES<SparseMatrix<T>, Lower, DiagonalPreconditioner<T> > minres_colmajor_lower_diag; MINRES<SparseMatrix<T>, Upper, DiagonalPreconditioner<T> > minres_colmajor_upper_diag; + MINRES<SparseMatrix<T>, Upper, DiagonalPreconditioner<T> > minres_colmajor_uplo_diag; // call tests for SPD matrix CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_lower_I) ); @@ -28,6 +29,7 @@ template<typename T> void test_minres_T() CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_lower_diag) ); CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_upper_diag) ); + CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_uplo_diag) ); // TO DO: symmetric semi-definite matrix // TO DO: symmetric indefinite matrix |