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Diffstat (limited to 'third_party/eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h')
-rw-r--r-- | third_party/eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h | 254 |
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 |