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authorGravatar Gael Guennebaud <g.gael@free.fr>2015-06-09 15:35:34 +0200
committerGravatar Gael Guennebaud <g.gael@free.fr>2015-06-09 15:35:34 +0200
commit64753af3b7fa60902e418d3432e1e00164f31547 (patch)
treeb964e6d42af1315b34fd0e9a61afc771de973d2c /unsupported/Eigen/src/IterativeSolvers
parentcacbc5679dac87a9b389b211d32b6e452770ee5b (diff)
code simplification
Diffstat (limited to 'unsupported/Eigen/src/IterativeSolvers')
-rw-r--r--unsupported/Eigen/src/IterativeSolvers/GMRES.h38
1 files changed, 19 insertions, 19 deletions
diff --git a/unsupported/Eigen/src/IterativeSolvers/GMRES.h b/unsupported/Eigen/src/IterativeSolvers/GMRES.h
index 3cbc2f525..05e5862a5 100644
--- a/unsupported/Eigen/src/IterativeSolvers/GMRES.h
+++ b/unsupported/Eigen/src/IterativeSolvers/GMRES.h
@@ -73,7 +73,6 @@ bool gmres(const MatrixType & mat, const Rhs & rhs, Dest & x, const Precondition
// residual and preconditioned residual
VectorType p0 = rhs - mat*x;
VectorType r0 = precond.solve(p0);
- VectorType t(m), v(m), workspace(m);
const RealScalar r0Norm = r0.norm();
@@ -91,13 +90,16 @@ bool gmres(const MatrixType & mat, const Rhs & rhs, Dest & x, const Precondition
// storage for Jacobi rotations
std::vector < JacobiRotation < Scalar > > G(restart);
+
+ // storage for temporaries
+ VectorType t(m), v(m), workspace(m), x_new(m);
// generate first Householder vector
Ref<VectorType> H0_tail = H.col(0).tail(m - 1);
RealScalar beta;
r0.makeHouseholder(H0_tail, tau.coeffRef(0), beta);
w(0) = Scalar(beta);
-
+
for (Index k = 1; k <= restart; ++k)
{
++iters;
@@ -105,15 +107,17 @@ bool gmres(const MatrixType & mat, const Rhs & rhs, Dest & x, const Precondition
v = VectorType::Unit(m, k - 1);
// apply Householder reflections H_{1} ... H_{k-1} to v
+ // TODO: use a HouseholderSequence
for (Index i = k - 1; i >= 0; --i) {
v.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data());
}
// apply matrix M to v: v = mat * v;
- t=mat*v;
- v=precond.solve(t);
+ t.noalias() = mat * v;
+ v = precond.solve(t);
// apply Householder reflections H_{k-1} ... H_{1} to v
+ // TODO: use a HouseholderSequence
for (Index i = 0; i < k; ++i) {
v.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data());
}
@@ -151,32 +155,28 @@ bool gmres(const MatrixType & mat, const Rhs & rhs, Dest & x, const Precondition
}
// insert coefficients into upper matrix triangle
- H.col(k - 1).head(k) = v.head(k);
+ H.col(k-1).head(k) = v.head(k);
bool stop = (k==m || abs(w(k)) < tol * r0Norm || iters == maxIters);
if (stop || k == restart)
{
// solve upper triangular system
- VectorType y = w.head(k);
+ Ref<VectorType> y = w.head(k);
H.topLeftCorner(k, k).template triangularView <Upper>().solveInPlace(y);
// use Horner-like scheme to calculate solution vector
- VectorType x_new = y(k - 1) * VectorType::Unit(m, k - 1);
-
- // apply Householder reflection H_{k} to x_new
- x_new.tail(m - k + 1).applyHouseholderOnTheLeft(H.col(k - 1).tail(m - k), tau.coeffRef(k - 1), workspace.data());
-
- for (Index i = k - 2; i >= 0; --i)
+ x_new.setZero();
+ for (Index i = k - 1; i >= 0; --i)
{
- x_new += y(i) * VectorType::Unit(m, i);
+ x_new(i) += y(i);
// apply Householder reflection H_{i} to x_new
x_new.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data());
}
x += x_new;
- if (stop)
+ if(stop)
{
return true;
}
@@ -185,17 +185,17 @@ bool gmres(const MatrixType & mat, const Rhs & rhs, Dest & x, const Precondition
k=0;
// reset data for restart
- p0 = rhs - mat*x;
+ p0.noalias() = rhs - mat*x;
r0 = precond.solve(p0);
// clear Hessenberg matrix and Householder data
- H = FMatrixType::Zero(m, restart + 1);
- w = VectorType::Zero(restart + 1);
- tau = VectorType::Zero(restart + 1);
+ H.setZero();
+ w.setZero();
+ tau.setZero();
// generate first Householder vector
r0.makeHouseholder(H0_tail, tau.coeffRef(0), beta);
- w(0)=(Scalar) beta;
+ w(0) = Scalar(beta);
}
}
}