// 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