// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2011-2014 Gael Guennebaud // // 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_ITERATIVE_SOLVER_BASE_H #define EIGEN_ITERATIVE_SOLVER_BASE_H namespace Eigen { /** \ingroup IterativeLinearSolvers_Module * \brief Base class for linear iterative solvers * * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner */ template< typename Derived> class IterativeSolverBase : public SparseSolverBase { protected: typedef SparseSolverBase Base; using Base::m_isInitialized; public: typedef typename internal::traits::MatrixType MatrixType; typedef typename internal::traits::Preconditioner Preconditioner; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::StorageIndex StorageIndex; typedef typename MatrixType::RealScalar RealScalar; enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }; public: using Base::derived; /** Default constructor. */ IterativeSolverBase() : m_dummy(0,0), mp_matrix(m_dummy) { init(); } /** Initialize the solver with matrix \a A for further \c Ax=b solving. * * This constructor is a shortcut for the default constructor followed * by a call to compute(). * * \warning this class stores a reference to the matrix A as well as some * precomputed values that depend on it. Therefore, if \a A is changed * this class becomes invalid. Call compute() to update it with the new * matrix A, or modify a copy of A. */ template explicit IterativeSolverBase(const EigenBase& A) : mp_matrix(A.derived()) { init(); compute(mp_matrix); } ~IterativeSolverBase() {} /** Initializes the iterative solver for the sparsity pattern of the matrix \a A for further solving \c Ax=b problems. * * Currently, this function mostly calls analyzePattern on the preconditioner. In the future * we might, for instance, implement column reordering for faster matrix vector products. */ template Derived& analyzePattern(const EigenBase& A) { grab(A.derived()); m_preconditioner.analyzePattern(mp_matrix); m_isInitialized = true; m_analysisIsOk = true; m_info = m_preconditioner.info(); return derived(); } /** Initializes the iterative solver with the numerical values of the matrix \a A for further solving \c Ax=b problems. * * Currently, this function mostly calls factorize on the preconditioner. * * \warning this class stores a reference to the matrix A as well as some * precomputed values that depend on it. Therefore, if \a A is changed * this class becomes invalid. Call compute() to update it with the new * matrix A, or modify a copy of A. */ template Derived& factorize(const EigenBase& A) { eigen_assert(m_analysisIsOk && "You must first call analyzePattern()"); grab(A.derived()); m_preconditioner.factorize(mp_matrix); m_factorizationIsOk = true; m_info = m_preconditioner.info(); return derived(); } /** Initializes the iterative solver with the matrix \a A for further solving \c Ax=b problems. * * Currently, this function mostly initializes/computes the preconditioner. In the future * we might, for instance, implement column reordering for faster matrix vector products. * * \warning this class stores a reference to the matrix A as well as some * precomputed values that depend on it. Therefore, if \a A is changed * this class becomes invalid. Call compute() to update it with the new * matrix A, or modify a copy of A. */ template Derived& compute(const EigenBase& A) { grab(A.derived()); m_preconditioner.compute(mp_matrix); m_isInitialized = true; m_analysisIsOk = true; m_factorizationIsOk = true; m_info = m_preconditioner.info(); return derived(); } /** \internal */ Index rows() const { return mp_matrix.rows(); } /** \internal */ Index cols() const { return mp_matrix.cols(); } /** \returns the tolerance threshold used by the stopping criteria. * \sa setTolerance() */ RealScalar tolerance() const { return m_tolerance; } /** Sets the tolerance threshold used by the stopping criteria. * * This value is used as an upper bound to the relative residual error: |Ax-b|/|b|. * The default value is the machine precision given by NumTraits::epsilon() */ Derived& setTolerance(const RealScalar& tolerance) { m_tolerance = tolerance; return derived(); } /** \returns a read-write reference to the preconditioner for custom configuration. */ Preconditioner& preconditioner() { return m_preconditioner; } /** \returns a read-only reference to the preconditioner. */ const Preconditioner& preconditioner() const { return m_preconditioner; } /** \returns the max number of iterations. * It is either the value setted by setMaxIterations or, by default, * twice the number of columns of the matrix. */ Index maxIterations() const { return (m_maxIterations<0) ? 2*mp_matrix.cols() : m_maxIterations; } /** Sets the max number of iterations. * Default is twice the number of columns of the matrix. */ Derived& setMaxIterations(Index maxIters) { m_maxIterations = maxIters; return derived(); } /** \returns the number of iterations performed during the last solve */ Index iterations() const { eigen_assert(m_isInitialized && "ConjugateGradient is not initialized."); return m_iterations; } /** \returns the tolerance error reached during the last solve. * It is a close approximation of the true relative residual error |Ax-b|/|b|. */ RealScalar error() const { eigen_assert(m_isInitialized && "ConjugateGradient is not initialized."); return m_error; } /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A * and \a x0 as an initial solution. * * \sa solve(), compute() */ template inline const SolveWithGuess solveWithGuess(const MatrixBase& b, const Guess& x0) const { eigen_assert(m_isInitialized && "Solver is not initialized."); eigen_assert(derived().rows()==b.rows() && "solve(): invalid number of rows of the right hand side matrix b"); return SolveWithGuess(derived(), b.derived(), x0); } /** \returns Success if the iterations converged, and NoConvergence otherwise. */ ComputationInfo info() const { eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized."); return m_info; } /** \internal */ template void _solve_impl(const Rhs& b, SparseMatrix &dest) const { eigen_assert(rows()==b.rows()); Index rhsCols = b.cols(); Index size = b.rows(); Eigen::Matrix tb(size); Eigen::Matrix tx(cols()); // We do not directly fill dest because sparse expressions have to be free of aliasing issue. // For non square least-square problems, b and dest might not have the same size whereas they might alias each-other. SparseMatrix tmp(cols(),rhsCols); for(Index k=0; k::epsilon(); } template void grab(const EigenBase &A) { mp_matrix.~Ref(); ::new (&mp_matrix) Ref(A.derived()); } void grab(const Ref &A) { if(&(A.derived()) != &mp_matrix) { mp_matrix.~Ref(); ::new (&mp_matrix) Ref(A); } } MatrixType m_dummy; Ref mp_matrix; Preconditioner m_preconditioner; Index m_maxIterations; RealScalar m_tolerance; mutable RealScalar m_error; mutable Index m_iterations; mutable ComputationInfo m_info; mutable bool m_analysisIsOk, m_factorizationIsOk; }; } // end namespace Eigen #endif // EIGEN_ITERATIVE_SOLVER_BASE_H