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author | Nao Pross <np@0hm.ch> | 2024-02-12 14:52:43 +0100 |
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committer | Nao Pross <np@0hm.ch> | 2024-02-12 14:52:43 +0100 |
commit | eda5bc26f44ee9a6f83dcf8c91f17296d7fc509d (patch) | |
tree | bc2efa38ff4e350f9a111ac87065cd7ae9a911c7 /src/armadillo/include/armadillo_bits/newarp_SymEigsSolver_bones.hpp | |
download | fsisotool-eda5bc26f44ee9a6f83dcf8c91f17296d7fc509d.tar.gz fsisotool-eda5bc26f44ee9a6f83dcf8c91f17296d7fc509d.zip |
Move into version control
Diffstat (limited to 'src/armadillo/include/armadillo_bits/newarp_SymEigsSolver_bones.hpp')
-rw-r--r-- | src/armadillo/include/armadillo_bits/newarp_SymEigsSolver_bones.hpp | 107 |
1 files changed, 107 insertions, 0 deletions
diff --git a/src/armadillo/include/armadillo_bits/newarp_SymEigsSolver_bones.hpp b/src/armadillo/include/armadillo_bits/newarp_SymEigsSolver_bones.hpp new file mode 100644 index 0000000..612f92a --- /dev/null +++ b/src/armadillo/include/armadillo_bits/newarp_SymEigsSolver_bones.hpp @@ -0,0 +1,107 @@ +// 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 real symmetric matrices. +template<typename eT, int SelectionRule, typename OpType> +class SymEigsSolver + { + protected: + + const OpType& op; // object to conduct matrix operation, eg. matrix-vector product + const uword nev; // number of eigenvalues requested + Col<eT> ritz_val; // ritz values + + // Sort the first nev Ritz pairs in ascending algebraic 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<eT> ritz_vec; // ritz vectors + Col<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 eps23; // eps^(2/3), used in convergence test + // tol*eps23 is the absolute tolerance + const eT near0; // a very small value, but 1/near0 does not overflow + + 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 SymEigsSolver(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 uword num_iterations() { return niter; } + + //! Returning the number of matrix operations used in the computation. + inline uword num_operations() { return nmatop; } + + //! Returning the converged eigenvalues. + inline Col<eT> eigenvalues(); + + //! Returning the eigenvectors associated with the converged eigenvalues. + inline Mat<eT> eigenvectors(uword nvec); + + //! Returning all converged eigenvectors. + inline Mat<eT> eigenvectors() { return eigenvectors(nev); } + }; + + +} // namespace newarp |