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authorNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
committerNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
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treebc2efa38ff4e350f9a111ac87065cd7ae9a911c7 /src/armadillo/include/armadillo_bits/newarp_SymEigsSolver_bones.hpp
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+// 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