// 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_INCOMPLETE_LU_H #define EIGEN_INCOMPLETE_LU_H namespace Eigen { template <typename _Scalar> class IncompleteLU { typedef _Scalar Scalar; typedef Matrix<Scalar,Dynamic,1> Vector; typedef typename Vector::Index Index; typedef SparseMatrix<Scalar,RowMajor> FactorType; public: typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType; IncompleteLU() : m_isInitialized(false) {} template<typename MatrixType> IncompleteLU(const MatrixType& mat) : m_isInitialized(false) { compute(mat); } Index rows() const { return m_lu.rows(); } Index cols() const { return m_lu.cols(); } template<typename MatrixType> IncompleteLU& compute(const MatrixType& mat) { m_lu = mat; int size = mat.cols(); Vector diag(size); for(int i=0; i<size; ++i) { typename FactorType::InnerIterator k_it(m_lu,i); for(; k_it && k_it.index()<i; ++k_it) { int k = k_it.index(); k_it.valueRef() /= diag(k); typename FactorType::InnerIterator j_it(k_it); typename FactorType::InnerIterator kj_it(m_lu, k); while(kj_it && kj_it.index()<=k) ++kj_it; for(++j_it; j_it; ) { if(kj_it.index()==j_it.index()) { j_it.valueRef() -= k_it.value() * kj_it.value(); ++j_it; ++kj_it; } else if(kj_it.index()<j_it.index()) ++kj_it; else ++j_it; } } if(k_it && k_it.index()==i) diag(i) = k_it.value(); else diag(i) = 1; } m_isInitialized = true; return *this; } template<typename Rhs, typename Dest> void _solve(const Rhs& b, Dest& x) const { x = m_lu.template triangularView<UnitLower>().solve(b); x = m_lu.template triangularView<Upper>().solve(x); } template<typename Rhs> inline const internal::solve_retval<IncompleteLU, Rhs> solve(const MatrixBase<Rhs>& b) const { eigen_assert(m_isInitialized && "IncompleteLU is not initialized."); eigen_assert(cols()==b.rows() && "IncompleteLU::solve(): invalid number of rows of the right hand side matrix b"); return internal::solve_retval<IncompleteLU, Rhs>(*this, b.derived()); } protected: FactorType m_lu; bool m_isInitialized; }; namespace internal { template<typename _MatrixType, typename Rhs> struct solve_retval<IncompleteLU<_MatrixType>, Rhs> : solve_retval_base<IncompleteLU<_MatrixType>, Rhs> { typedef IncompleteLU<_MatrixType> Dec; EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) template<typename Dest> void evalTo(Dest& dst) const { dec()._solve(rhs(),dst); } }; } // end namespace internal } // end namespace Eigen #endif // EIGEN_INCOMPLETE_LU_H