// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008 Gael Guennebaud // // 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 . #ifndef EIGEN_SPARSETRIANGULARSOLVER_H #define EIGEN_SPARSETRIANGULARSOLVER_H template::Flags) & RowMajorBit> struct ei_sparse_solve_triangular_selector; // forward substitution, row-major template struct ei_sparse_solve_triangular_selector { typedef typename Rhs::Scalar Scalar; static void run(const Lhs& lhs, Rhs& other) { for(int col=0 ; col struct ei_sparse_solve_triangular_selector { typedef typename Rhs::Scalar Scalar; static void run(const Lhs& lhs, Rhs& other) { for(int col=0 ; col=0 ; --i) { Scalar tmp = other.coeff(i,col); typename Lhs::InnerIterator it(lhs, i); if (it && it.index() == i) ++it; for(; it; ++it) { tmp -= it.value() * other.coeff(it.index(),col); } if (Mode & UnitDiag) other.coeffRef(i,col) = tmp; else { typename Lhs::InnerIterator it(lhs, i); ei_assert(it && it.index() == i); other.coeffRef(i,col) = tmp/it.value(); } } } } }; // forward substitution, col-major template struct ei_sparse_solve_triangular_selector { typedef typename Rhs::Scalar Scalar; static void run(const Lhs& lhs, Rhs& other) { for(int col=0 ; col struct ei_sparse_solve_triangular_selector { typedef typename Rhs::Scalar Scalar; static void run(const Lhs& lhs, Rhs& other) { for(int col=0 ; col=0; --i) { Scalar& tmp = other.coeffRef(i,col); if (tmp!=Scalar(0)) // optimization when other is actually sparse { if(!(Mode & UnitDiag)) { // FIXME lhs.coeff(i,i) might not be always efficient while it must simply be the // last element of the column ! other.coeffRef(i,col) /= lhs.innerVector(i).lastCoeff(); } typename Lhs::InnerIterator it(lhs, i); for(; it && it.index() template void SparseTriangularView::solveInPlace(MatrixBase& other) const { ei_assert(m_matrix.cols() == m_matrix.rows()); ei_assert(m_matrix.cols() == other.rows()); ei_assert(!(Mode & ZeroDiag)); ei_assert(Mode & (Upper|Lower)); enum { copy = ei_traits::Flags & RowMajorBit }; typedef typename ei_meta_if::type, OtherDerived&>::ret OtherCopy; OtherCopy otherCopy(other.derived()); ei_sparse_solve_triangular_selector::type, Mode>::run(m_matrix, otherCopy); if (copy) other = otherCopy; } template template typename ei_plain_matrix_type_column_major::type SparseTriangularView::solve(const MatrixBase& other) const { typename ei_plain_matrix_type_column_major::type res(other); solveInPlace(res); return res; } // pure sparse path template struct ei_sparse_solve_triangular_sparse_selector; // forward substitution, col-major template struct ei_sparse_solve_triangular_sparse_selector { typedef typename Rhs::Scalar Scalar; typedef typename ei_promote_index_type::Index, typename ei_traits::Index>::type Index; static void run(const Lhs& lhs, Rhs& other) { const bool IsLower = (UpLo==Lower); AmbiVector tempVector(other.rows()*2); tempVector.setBounds(0,other.rows()); Rhs res(other.rows(), other.cols()); res.reserve(other.nonZeros()); for(int col=0 ; col=0; i+=IsLower?1:-1) { tempVector.restart(); Scalar& ci = tempVector.coeffRef(i); if (ci!=Scalar(0)) { // find typename Lhs::InnerIterator it(lhs, i); if(!(Mode & UnitDiag)) { if (IsLower) { ei_assert(it.index()==i); ci /= it.value(); } else ci /= lhs.coeff(i,i); } tempVector.restart(); if (IsLower) { if (it.index()==i) ++it; for(; it; ++it) tempVector.coeffRef(it.index()) -= ci * it.value(); } else { for(; it && it.index()::Iterator it(tempVector/*,1e-12*/); it; ++it) { ++ count; // std::cerr << "fill " << it.index() << ", " << col << "\n"; // std::cout << it.value() << " "; // FIXME use insertBack res.insert(it.index(), col) = it.value(); } // std::cout << "tempVector.nonZeros() == " << int(count) << " / " << (other.rows()) << "\n"; } res.finalize(); other = res.markAsRValue(); } }; template template void SparseTriangularView::solveInPlace(SparseMatrixBase& other) const { ei_assert(m_matrix.cols() == m_matrix.rows()); ei_assert(m_matrix.cols() == other.rows()); ei_assert(!(Mode & ZeroDiag)); ei_assert(Mode & (Upper|Lower)); // enum { copy = ei_traits::Flags & RowMajorBit }; // typedef typename ei_meta_if::type, OtherDerived&>::ret OtherCopy; // OtherCopy otherCopy(other.derived()); ei_sparse_solve_triangular_sparse_selector::run(m_matrix, other.derived()); // if (copy) // other = otherCopy; } #ifdef EIGEN2_SUPPORT // deprecated stuff: /** \deprecated */ template template void SparseMatrixBase::solveTriangularInPlace(MatrixBase& other) const { this->template triangular().solveInPlace(other); } /** \deprecated */ template template typename ei_plain_matrix_type_column_major::type SparseMatrixBase::solveTriangular(const MatrixBase& other) const { typename ei_plain_matrix_type_column_major::type res(other); derived().solveTriangularInPlace(res); return res; } #endif // EIGEN2_SUPPORT #endif // EIGEN_SPARSETRIANGULARSOLVER_H