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Diffstat (limited to 'engine-ocean/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h')
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diff --git a/engine-ocean/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h b/engine-ocean/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h new file mode 100644 index 0000000..28a0c51 --- /dev/null +++ b/engine-ocean/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h @@ -0,0 +1,444 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2011-2014 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 { + +namespace internal { + +template<typename MatrixType> +struct is_ref_compatible_impl +{ +private: + template <typename T0> + struct any_conversion + { + template <typename T> any_conversion(const volatile T&); + template <typename T> any_conversion(T&); + }; + struct yes {int a[1];}; + struct no {int a[2];}; + + template<typename T> + static yes test(const Ref<const T>&, int); + template<typename T> + static no test(any_conversion<T>, ...); + +public: + static MatrixType ms_from; + enum { value = sizeof(test<MatrixType>(ms_from, 0))==sizeof(yes) }; +}; + +template<typename MatrixType> +struct is_ref_compatible +{ + enum { value = is_ref_compatible_impl<typename remove_all<MatrixType>::type>::value }; +}; + +template<typename MatrixType, bool MatrixFree = !internal::is_ref_compatible<MatrixType>::value> +class generic_matrix_wrapper; + +// We have an explicit matrix at hand, compatible with Ref<> +template<typename MatrixType> +class generic_matrix_wrapper<MatrixType,false> +{ +public: + typedef Ref<const MatrixType> ActualMatrixType; + template<int UpLo> struct ConstSelfAdjointViewReturnType { + typedef typename ActualMatrixType::template ConstSelfAdjointViewReturnType<UpLo>::Type Type; + }; + + enum { + MatrixFree = false + }; + + generic_matrix_wrapper() + : m_dummy(0,0), m_matrix(m_dummy) + {} + + template<typename InputType> + generic_matrix_wrapper(const InputType &mat) + : m_matrix(mat) + {} + + const ActualMatrixType& matrix() const + { + return m_matrix; + } + + template<typename MatrixDerived> + void grab(const EigenBase<MatrixDerived> &mat) + { + m_matrix.~Ref<const MatrixType>(); + ::new (&m_matrix) Ref<const MatrixType>(mat.derived()); + } + + void grab(const Ref<const MatrixType> &mat) + { + if(&(mat.derived()) != &m_matrix) + { + m_matrix.~Ref<const MatrixType>(); + ::new (&m_matrix) Ref<const MatrixType>(mat); + } + } + +protected: + MatrixType m_dummy; // used to default initialize the Ref<> object + ActualMatrixType m_matrix; +}; + +// MatrixType is not compatible with Ref<> -> matrix-free wrapper +template<typename MatrixType> +class generic_matrix_wrapper<MatrixType,true> +{ +public: + typedef MatrixType ActualMatrixType; + template<int UpLo> struct ConstSelfAdjointViewReturnType + { + typedef ActualMatrixType Type; + }; + + enum { + MatrixFree = true + }; + + generic_matrix_wrapper() + : mp_matrix(0) + {} + + generic_matrix_wrapper(const MatrixType &mat) + : mp_matrix(&mat) + {} + + const ActualMatrixType& matrix() const + { + return *mp_matrix; + } + + void grab(const MatrixType &mat) + { + mp_matrix = &mat; + } + +protected: + const ActualMatrixType *mp_matrix; +}; + +} + +/** \ingroup IterativeLinearSolvers_Module + * \brief Base class for linear iterative solvers + * + * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner + */ +template< typename Derived> +class IterativeSolverBase : public SparseSolverBase<Derived> +{ +protected: + typedef SparseSolverBase<Derived> Base; + using Base::m_isInitialized; + +public: + typedef typename internal::traits<Derived>::MatrixType MatrixType; + typedef typename internal::traits<Derived>::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() + { + 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<typename MatrixDerived> + explicit IterativeSolverBase(const EigenBase<MatrixDerived>& A) + : m_matrixWrapper(A.derived()) + { + init(); + compute(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<typename MatrixDerived> + Derived& analyzePattern(const EigenBase<MatrixDerived>& A) + { + grab(A.derived()); + m_preconditioner.analyzePattern(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<typename MatrixDerived> + Derived& factorize(const EigenBase<MatrixDerived>& A) + { + eigen_assert(m_analysisIsOk && "You must first call analyzePattern()"); + grab(A.derived()); + m_preconditioner.factorize(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<typename MatrixDerived> + Derived& compute(const EigenBase<MatrixDerived>& A) + { + grab(A.derived()); + m_preconditioner.compute(matrix()); + m_isInitialized = true; + m_analysisIsOk = true; + m_factorizationIsOk = true; + m_info = m_preconditioner.info(); + return derived(); + } + + /** \internal */ + EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return matrix().rows(); } + + /** \internal */ + EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return 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<Scalar>::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 set by setMaxIterations or, by default, + * twice the number of columns of the matrix. + */ + Index maxIterations() const + { + return (m_maxIterations<0) ? 2*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<typename Rhs,typename Guess> + inline const SolveWithGuess<Derived, Rhs, Guess> + solveWithGuess(const MatrixBase<Rhs>& 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, Rhs, Guess>(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<typename Rhs, typename DestDerived> + void _solve_with_guess_impl(const Rhs& b, SparseMatrixBase<DestDerived> &aDest) const + { + eigen_assert(rows()==b.rows()); + + Index rhsCols = b.cols(); + Index size = b.rows(); + DestDerived& dest(aDest.derived()); + typedef typename DestDerived::Scalar DestScalar; + Eigen::Matrix<DestScalar,Dynamic,1> tb(size); + Eigen::Matrix<DestScalar,Dynamic,1> 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. + typename DestDerived::PlainObject tmp(cols(),rhsCols); + ComputationInfo global_info = Success; + for(Index k=0; k<rhsCols; ++k) + { + tb = b.col(k); + tx = dest.col(k); + derived()._solve_vector_with_guess_impl(tb,tx); + tmp.col(k) = tx.sparseView(0); + + // The call to _solve_vector_with_guess_impl updates m_info, so if it failed for a previous column + // we need to restore it to the worst value. + if(m_info==NumericalIssue) + global_info = NumericalIssue; + else if(m_info==NoConvergence) + global_info = NoConvergence; + } + m_info = global_info; + dest.swap(tmp); + } + + template<typename Rhs, typename DestDerived> + typename internal::enable_if<Rhs::ColsAtCompileTime!=1 && DestDerived::ColsAtCompileTime!=1>::type + _solve_with_guess_impl(const Rhs& b, MatrixBase<DestDerived> &aDest) const + { + eigen_assert(rows()==b.rows()); + + Index rhsCols = b.cols(); + DestDerived& dest(aDest.derived()); + ComputationInfo global_info = Success; + for(Index k=0; k<rhsCols; ++k) + { + typename DestDerived::ColXpr xk(dest,k); + typename Rhs::ConstColXpr bk(b,k); + derived()._solve_vector_with_guess_impl(bk,xk); + + // The call to _solve_vector_with_guess updates m_info, so if it failed for a previous column + // we need to restore it to the worst value. + if(m_info==NumericalIssue) + global_info = NumericalIssue; + else if(m_info==NoConvergence) + global_info = NoConvergence; + } + m_info = global_info; + } + + template<typename Rhs, typename DestDerived> + typename internal::enable_if<Rhs::ColsAtCompileTime==1 || DestDerived::ColsAtCompileTime==1>::type + _solve_with_guess_impl(const Rhs& b, MatrixBase<DestDerived> &dest) const + { + derived()._solve_vector_with_guess_impl(b,dest.derived()); + } + + /** \internal default initial guess = 0 */ + template<typename Rhs,typename Dest> + void _solve_impl(const Rhs& b, Dest& x) const + { + x.setZero(); + derived()._solve_with_guess_impl(b,x); + } + +protected: + void init() + { + m_isInitialized = false; + m_analysisIsOk = false; + m_factorizationIsOk = false; + m_maxIterations = -1; + m_tolerance = NumTraits<Scalar>::epsilon(); + } + + typedef internal::generic_matrix_wrapper<MatrixType> MatrixWrapper; + typedef typename MatrixWrapper::ActualMatrixType ActualMatrixType; + + const ActualMatrixType& matrix() const + { + return m_matrixWrapper.matrix(); + } + + template<typename InputType> + void grab(const InputType &A) + { + m_matrixWrapper.grab(A); + } + + MatrixWrapper m_matrixWrapper; + 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 |