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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_BASIC_PRECONDITIONERS_H
+#define EIGEN_BASIC_PRECONDITIONERS_H
+
+/** \brief A preconditioner based on the digonal entries
+ *
+ * This class allows to approximately solve for A.x = b problems assuming A is a diagonal matrix.
+ * In other words, this preconditioner neglects all off diagonal entries and, in Eigen's language, solves for:
+ * \code
+ * A.diagonal().asDiagonal() . x = b
+ * \endcode
+ *
+ * \tparam _Scalar the type of the scalar.
+ *
+ * This preconditioner is suitable for both selfadjoint and general problems.
+ * The diagonal entries are pre-inverted and stored into a dense vector.
+ *
+ * \note A variant that has yet to be implemented would attempt to preserve the norm of each column.
+ *
+ */
+template <typename _Scalar>
+class DiagonalPreconditioner
+{
+ typedef _Scalar Scalar;
+ typedef Matrix<Scalar,Dynamic,1> Vector;
+ typedef typename Vector::Index Index;
+
+ public:
+ typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType;
+
+ DiagonalPreconditioner() : m_isInitialized(false) {}
+
+ template<typename MatrixType>
+ DiagonalPreconditioner(const MatrixType& mat) : m_invdiag(mat.cols())
+ {
+ compute(mat);
+ }
+
+ Index rows() const { return m_invdiag.size(); }
+ Index cols() const { return m_invdiag.size(); }
+
+ template<typename MatrixType>
+ DiagonalPreconditioner& compute(const MatrixType& mat)
+ {
+ m_invdiag.resize(mat.cols());
+ for(int j=0; j<mat.outerSize(); ++j)
+ {
+ typename MatrixType::InnerIterator it(mat,j);
+ while(it && it.index()!=j) ++it;
+ if(it && it.index()==j)
+ m_invdiag(j) = Scalar(1)/it.value();
+ else
+ m_invdiag(j) = 0;
+ }
+ m_isInitialized = true;
+ return *this;
+ }
+
+ template<typename Rhs, typename Dest>
+ void _solve(const Rhs& b, Dest& x) const
+ {
+ x = m_invdiag.array() * b.array() ;
+ }
+
+ template<typename Rhs> inline const internal::solve_retval<DiagonalPreconditioner, Rhs>
+ solve(const MatrixBase<Rhs>& b) const
+ {
+ eigen_assert(m_isInitialized && "DiagonalPreconditioner is not initialized.");
+ eigen_assert(m_invdiag.size()==b.rows()
+ && "DiagonalPreconditioner::solve(): invalid number of rows of the right hand side matrix b");
+ return internal::solve_retval<DiagonalPreconditioner, Rhs>(*this, b.derived());
+ }
+
+ protected:
+ Vector m_invdiag;
+ bool m_isInitialized;
+};
+
+namespace internal {
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<DiagonalPreconditioner<_MatrixType>, Rhs>
+ : solve_retval_base<DiagonalPreconditioner<_MatrixType>, Rhs>
+{
+ typedef DiagonalPreconditioner<_MatrixType> Dec;
+ EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+ template<typename Dest> void evalTo(Dest& dst) const
+ {
+ dec()._solve(rhs(),dst);
+ }
+};
+
+}
+
+/** \brief A naive preconditioner which approximates any matrix as the identity matrix
+ *
+ * \sa class DiagonalPreconditioner
+ */
+class IdentityPreconditioner
+{
+ public:
+
+ IdentityPreconditioner() {}
+
+ template<typename MatrixType>
+ IdentityPreconditioner(const MatrixType& ) {}
+
+ template<typename MatrixType>
+ IdentityPreconditioner& compute(const MatrixType& ) { return *this; }
+
+ template<typename Rhs>
+ inline const Rhs& solve(const Rhs& b) const { return b; }
+};
+
+#endif // EIGEN_BASIC_PRECONDITIONERS_H