// 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 */ Index rows() const { return matrix().rows(); } /** \internal */ Index cols() const { 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 setted 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_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); for(Index k=0; k<rhsCols; ++k) { tb = b.col(k); tx = derived().solve(tb); tmp.col(k) = tx.sparseView(0); } dest.swap(tmp); } 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