aboutsummaryrefslogtreecommitdiffhomepage
path: root/third_party/eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h
diff options
context:
space:
mode:
Diffstat (limited to 'third_party/eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h')
-rw-r--r--third_party/eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h254
1 files changed, 0 insertions, 254 deletions
diff --git a/third_party/eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h b/third_party/eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h
deleted file mode 100644
index 2036922d69..0000000000
--- a/third_party/eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h
+++ /dev/null
@@ -1,254 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// 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 : internal::noncopyable
-{
-public:
- typedef typename internal::traits<Derived>::MatrixType MatrixType;
- typedef typename internal::traits<Derived>::Preconditioner Preconditioner;
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::Index Index;
- typedef typename MatrixType::RealScalar RealScalar;
-
-public:
-
- Derived& derived() { return *static_cast<Derived*>(this); }
- const Derived& derived() const { return *static_cast<const Derived*>(this); }
-
- /** Default constructor. */
- IterativeSolverBase()
- : mp_matrix(0)
- {
- 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.
- */
- IterativeSolverBase(const MatrixType& A)
- {
- init();
- compute(A);
- }
-
- ~IterativeSolverBase() {}
-
- /** Initializes the iterative solver for the sparcity pattern of the matrix \a A for further solving \c Ax=b problems.
- *
- * Currently, this function mostly call analyzePattern on the preconditioner. In the future
- * we might, for instance, implement column reodering for faster matrix vector products.
- */
- Derived& analyzePattern(const MatrixType& A)
- {
- m_preconditioner.analyzePattern(A);
- m_isInitialized = true;
- m_analysisIsOk = true;
- m_info = Success;
- 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 call 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.
- */
- Derived& factorize(const MatrixType& A)
- {
- eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
- mp_matrix = &A;
- m_preconditioner.factorize(A);
- m_factorizationIsOk = true;
- m_info = Success;
- return derived();
- }
-
- /** Initializes the iterative solver with the matrix \a A for further solving \c Ax=b problems.
- *
- * Currently, this function mostly initialized/compute the preconditioner. In the future
- * we might, for instance, implement column reodering 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.
- */
- Derived& compute(const MatrixType& A)
- {
- mp_matrix = &A;
- m_preconditioner.compute(A);
- m_isInitialized = true;
- m_analysisIsOk = true;
- m_factorizationIsOk = true;
- m_info = Success;
- return derived();
- }
-
- /** \internal */
- Index rows() const { return mp_matrix ? mp_matrix->rows() : 0; }
- /** \internal */
- Index cols() const { return mp_matrix ? mp_matrix->cols() : 0; }
-
- /** \returns the tolerance threshold used by the stopping criteria */
- RealScalar tolerance() const { return m_tolerance; }
-
- /** Sets the tolerance threshold used by the stopping criteria */
- 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 */
- int maxIterations() const
- {
- return (mp_matrix && m_maxIterations<0) ? mp_matrix->cols() : m_maxIterations;
- }
-
- /** Sets the max number of iterations */
- Derived& setMaxIterations(int maxIters)
- {
- m_maxIterations = maxIters;
- return derived();
- }
-
- /** \returns the number of iterations performed during the last solve */
- int iterations() const
- {
- eigen_assert(m_isInitialized && "ConjugateGradient is not initialized.");
- return m_iterations;
- }
-
- /** \returns the tolerance error reached during the last solve */
- 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.
- *
- * \sa compute()
- */
- template<typename Rhs> inline const internal::solve_retval<Derived, Rhs>
- solve(const MatrixBase<Rhs>& b) const
- {
- eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized.");
- eigen_assert(rows()==b.rows()
- && "IterativeSolverBase::solve(): invalid number of rows of the right hand side matrix b");
- return internal::solve_retval<Derived, Rhs>(derived(), b.derived());
- }
-
- /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
- *
- * \sa compute()
- */
- template<typename Rhs>
- inline const internal::sparse_solve_retval<IterativeSolverBase, Rhs>
- solve(const SparseMatrixBase<Rhs>& b) const
- {
- eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized.");
- eigen_assert(rows()==b.rows()
- && "IterativeSolverBase::solve(): invalid number of rows of the right hand side matrix b");
- return internal::sparse_solve_retval<IterativeSolverBase, Rhs>(*this, b.derived());
- }
-
- /** \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<typename Rhs, typename DestScalar, int DestOptions, typename DestIndex>
- void _solve_sparse(const Rhs& b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const
- {
- eigen_assert(rows()==b.rows());
-
- int rhsCols = b.cols();
- int size = b.rows();
- Eigen::Matrix<DestScalar,Dynamic,1> tb(size);
- Eigen::Matrix<DestScalar,Dynamic,1> tx(size);
- for(int k=0; k<rhsCols; ++k)
- {
- tb = b.col(k);
- tx = derived().solve(tb);
- dest.col(k) = tx.sparseView(0);
- }
- }
-
-protected:
- void init()
- {
- m_isInitialized = false;
- m_analysisIsOk = false;
- m_factorizationIsOk = false;
- m_maxIterations = -1;
- m_tolerance = NumTraits<Scalar>::epsilon();
- }
- const MatrixType* mp_matrix;
- Preconditioner m_preconditioner;
-
- int m_maxIterations;
- RealScalar m_tolerance;
-
- mutable RealScalar m_error;
- mutable int m_iterations;
- mutable ComputationInfo m_info;
- mutable bool m_isInitialized, m_analysisIsOk, m_factorizationIsOk;
-};
-
-namespace internal {
-
-template<typename Derived, typename Rhs>
-struct sparse_solve_retval<IterativeSolverBase<Derived>, Rhs>
- : sparse_solve_retval_base<IterativeSolverBase<Derived>, Rhs>
-{
- typedef IterativeSolverBase<Derived> Dec;
- EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- dec().derived()._solve_sparse(rhs(),dst);
- }
-};
-
-} // end namespace internal
-
-} // end namespace Eigen
-
-#endif // EIGEN_ITERATIVE_SOLVER_BASE_H