Move into version control

1 files changed, 109 insertions, 0 deletions

diff --git a/src/armadillo/include/armadillo_bits/newarp_GenEigsSolver_bones.hpp b/src/armadillo/include/armadillo_bits/newarp_GenEigsSolver_bones.hpp
new file mode 100644
index 0000000..eabaf06
--- /dev/null
+++ b/src/armadillo/include/armadillo_bits/newarp_GenEigsSolver_bones.hpp
@@ -0,0 +1,109 @@
+// SPDX-License-Identifier: Apache-2.0
+// 
+// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
+// Copyright 2008-2016 National ICT Australia (NICTA)
+// 
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+// http://www.apache.org/licenses/LICENSE-2.0
+// 
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+// See the License for the specific language governing permissions and
+// limitations under the License.
+// ------------------------------------------------------------------------
+
+
+namespace newarp
+{
+
+
+//! This class implements the eigen solver for general real matrices.
+template<typename eT, int SelectionRule, typename OpType>
+class GenEigsSolver
+  {
+  protected:
+  
+  const OpType&           op;        // object to conduct matrix operation, eg. matrix-vector product
+  const uword             nev;       // number of eigenvalues requested
+  Col< std::complex<eT> > ritz_val;  // ritz values
+  
+  // Sort the first nev Ritz pairs in decreasing magnitude order
+  // This is used to return the final results
+  virtual void sort_ritzpair();
+  
+  
+  private:
+  
+  const uword             dim_n;     // dimension of matrix A
+  const uword             ncv;       // number of ritz values
+  uword                   nmatop;    // number of matrix operations called
+  uword                   niter;     // number of restarting iterations
+  Mat<eT>                 fac_V;     // V matrix in the Arnoldi factorisation
+  Mat<eT>                 fac_H;     // H matrix in the Arnoldi factorisation
+  Col<eT>                 fac_f;     // residual in the Arnoldi factorisation
+  Mat< std::complex<eT> > ritz_vec;  // ritz vectors
+  Col< std::complex<eT> > ritz_est;  // last row of ritz_vec
+  std::vector<bool>       ritz_conv; // indicator of the convergence of ritz values
+  const eT                eps;       // the machine precision
+                                     // eg. ~= 1e-16 for double type
+  const eT                approx0;   // a number that is approximately zero
+                                     // approx0 = eps^(2/3)
+                                     // used to test the orthogonality of vectors,
+                                     // and in convergence test, tol*approx0 is
+                                     // the absolute tolerance
+  
+  std::mt19937_64         local_rng; // local random number generator
+  
+  inline void fill_rand(eT* dest, const uword N, const uword seed_val);
+  
+  // Arnoldi factorisation starting from step-k
+  inline void factorise_from(uword from_k, uword to_m, const Col<eT>& fk);
+  
+  // Implicitly restarted Arnoldi factorisation
+  inline void restart(uword k);
+  
+  // Calculate the number of converged Ritz values
+  inline uword num_converged(eT tol);
+  
+  // Return the adjusted nev for restarting
+  inline uword nev_adjusted(uword nconv);
+  
+  // Retrieve and sort ritz values and ritz vectors
+  inline void retrieve_ritzpair();
+  
+  
+  public:
+  
+  //! Constructor to create a solver object.
+  inline GenEigsSolver(const OpType& op_, uword nev_, uword ncv_);
+  
+  //! Providing the initial residual vector for the algorithm.
+  inline void init(eT* init_resid);
+  
+  //! Providing a random initial residual vector.
+  inline void init();
+  
+  //! Conducting the major computation procedure.
+  inline uword compute(uword maxit = 1000, eT tol = 1e-10);
+  
+  //! Returning the number of iterations used in the computation.
+  inline int num_iterations() { return niter; }
+  
+  //! Returning the number of matrix operations used in the computation.
+  inline int num_operations() { return nmatop; }
+  
+  //! Returning the converged eigenvalues.
+  inline Col< std::complex<eT> > eigenvalues();
+  
+  //! Returning the eigenvectors associated with the converged eigenvalues.
+  inline Mat< std::complex<eT> > eigenvectors(uword nvec);
+  
+  //! Returning all converged eigenvectors.
+  inline Mat< std::complex<eT> > eigenvectors() { return eigenvectors(nev); }
+  };
+
+
+}  // namespace newarp