// 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_BASIC_PRECONDITIONERS_H #define EIGEN_BASIC_PRECONDITIONERS_H namespace Eigen { /** \ingroup IterativeLinearSolvers_Module * \brief A preconditioner based on the digonal entries * * This class allows to approximately solve for A.x = b problems assuming A is a diagonal matrix. * In other words, this preconditioner neglects all off diagonal entries and, in Eigen's language, solves for: * \code * A.diagonal().asDiagonal() . x = b * \endcode * * \tparam _Scalar the type of the scalar. * * This preconditioner is suitable for both selfadjoint and general problems. * The diagonal entries are pre-inverted and stored into a dense vector. * * \note A variant that has yet to be implemented would attempt to preserve the norm of each column. * */ template <typename _Scalar> class DiagonalPreconditioner { typedef _Scalar Scalar; typedef Matrix<Scalar,Dynamic,1> Vector; typedef typename Vector::Index Index; public: // this typedef is only to export the scalar type and compile-time dimensions to solve_retval typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType; DiagonalPreconditioner() : m_isInitialized(false) {} template<typename MatType> DiagonalPreconditioner(const MatType& mat) : m_invdiag(mat.cols()) { compute(mat); } Index rows() const { return m_invdiag.size(); } Index cols() const { return m_invdiag.size(); } template<typename MatType> DiagonalPreconditioner& analyzePattern(const MatType& ) { return *this; } template<typename MatType> DiagonalPreconditioner& factorize(const MatType& mat) { m_invdiag.resize(mat.cols()); for(int j=0; j<mat.outerSize(); ++j) { typename MatType::InnerIterator it(mat,j); while(it && it.index()!=j) ++it; if(it && it.index()==j) m_invdiag(j) = Scalar(1)/it.value(); else m_invdiag(j) = 0; } m_isInitialized = true; return *this; } template<typename MatType> DiagonalPreconditioner& compute(const MatType& mat) { return factorize(mat); } template<typename Rhs, typename Dest> void _solve(const Rhs& b, Dest& x) const { x = m_invdiag.array() * b.array() ; } template<typename Rhs> inline const internal::solve_retval<DiagonalPreconditioner, Rhs> solve(const MatrixBase<Rhs>& b) const { eigen_assert(m_isInitialized && "DiagonalPreconditioner is not initialized."); eigen_assert(m_invdiag.size()==b.rows() && "DiagonalPreconditioner::solve(): invalid number of rows of the right hand side matrix b"); return internal::solve_retval<DiagonalPreconditioner, Rhs>(*this, b.derived()); } protected: Vector m_invdiag; bool m_isInitialized; }; namespace internal { template<typename _MatrixType, typename Rhs> struct solve_retval<DiagonalPreconditioner<_MatrixType>, Rhs> : solve_retval_base<DiagonalPreconditioner<_MatrixType>, Rhs> { typedef DiagonalPreconditioner<_MatrixType> Dec; EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) template<typename Dest> void evalTo(Dest& dst) const { dec()._solve(rhs(),dst); } }; } /** \ingroup IterativeLinearSolvers_Module * \brief A naive preconditioner which approximates any matrix as the identity matrix * * \sa class DiagonalPreconditioner */ class IdentityPreconditioner { public: IdentityPreconditioner() {} template<typename MatrixType> IdentityPreconditioner(const MatrixType& ) {} template<typename MatrixType> IdentityPreconditioner& analyzePattern(const MatrixType& ) { return *this; } template<typename MatrixType> IdentityPreconditioner& factorize(const MatrixType& ) { return *this; } template<typename MatrixType> IdentityPreconditioner& compute(const MatrixType& ) { return *this; } template<typename Rhs> inline const Rhs& solve(const Rhs& b) const { return b; } }; } // end namespace Eigen #endif // EIGEN_BASIC_PRECONDITIONERS_H