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Diffstat (limited to 'src/EigenUnsupported/src/Skyline/SkylineInplaceLU.h')
-rw-r--r-- | src/EigenUnsupported/src/Skyline/SkylineInplaceLU.h | 352 |
1 files changed, 0 insertions, 352 deletions
diff --git a/src/EigenUnsupported/src/Skyline/SkylineInplaceLU.h b/src/EigenUnsupported/src/Skyline/SkylineInplaceLU.h deleted file mode 100644 index 6d0370d..0000000 --- a/src/EigenUnsupported/src/Skyline/SkylineInplaceLU.h +++ /dev/null @@ -1,352 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. -// -// Copyright (C) 2008 Guillaume Saupin <guillaume.saupin@cea.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_SKYLINEINPLACELU_H -#define EIGEN_SKYLINEINPLACELU_H - -namespace Eigen { - -/** \ingroup Skyline_Module - * - * \class SkylineInplaceLU - * - * \brief Inplace LU decomposition of a skyline matrix and associated features - * - * \param MatrixType the type of the matrix of which we are computing the LU factorization - * - */ -template<typename MatrixType> -class SkylineInplaceLU { -protected: - typedef typename MatrixType::Scalar Scalar; - typedef typename MatrixType::Index Index; - - typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar; - -public: - - /** Creates a LU object and compute the respective factorization of \a matrix using - * flags \a flags. */ - SkylineInplaceLU(MatrixType& matrix, int flags = 0) - : /*m_matrix(matrix.rows(), matrix.cols()),*/ m_flags(flags), m_status(0), m_lu(matrix) { - m_precision = RealScalar(0.1) * Eigen::dummy_precision<RealScalar > (); - m_lu.IsRowMajor ? computeRowMajor() : compute(); - } - - /** Sets the relative threshold value used to prune zero coefficients during the decomposition. - * - * Setting a value greater than zero speeds up computation, and yields to an incomplete - * factorization with fewer non zero coefficients. Such approximate factors are especially - * useful to initialize an iterative solver. - * - * Note that the exact meaning of this parameter might depends on the actual - * backend. Moreover, not all backends support this feature. - * - * \sa precision() */ - void setPrecision(RealScalar v) { - m_precision = v; - } - - /** \returns the current precision. - * - * \sa setPrecision() */ - RealScalar precision() const { - return m_precision; - } - - /** Sets the flags. Possible values are: - * - CompleteFactorization - * - IncompleteFactorization - * - MemoryEfficient - * - one of the ordering methods - * - etc... - * - * \sa flags() */ - void setFlags(int f) { - m_flags = f; - } - - /** \returns the current flags */ - int flags() const { - return m_flags; - } - - void setOrderingMethod(int m) { - m_flags = m; - } - - int orderingMethod() const { - return m_flags; - } - - /** Computes/re-computes the LU factorization */ - void compute(); - void computeRowMajor(); - - /** \returns the lower triangular matrix L */ - //inline const MatrixType& matrixL() const { return m_matrixL; } - - /** \returns the upper triangular matrix U */ - //inline const MatrixType& matrixU() const { return m_matrixU; } - - template<typename BDerived, typename XDerived> - bool solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x, - const int transposed = 0) const; - - /** \returns true if the factorization succeeded */ - inline bool succeeded(void) const { - return m_succeeded; - } - -protected: - RealScalar m_precision; - int m_flags; - mutable int m_status; - bool m_succeeded; - MatrixType& m_lu; -}; - -/** Computes / recomputes the in place LU decomposition of the SkylineInplaceLU. - * using the default algorithm. - */ -template<typename MatrixType> -//template<typename _Scalar> -void SkylineInplaceLU<MatrixType>::compute() { - const size_t rows = m_lu.rows(); - const size_t cols = m_lu.cols(); - - eigen_assert(rows == cols && "We do not (yet) support rectangular LU."); - eigen_assert(!m_lu.IsRowMajor && "LU decomposition does not work with rowMajor Storage"); - - for (Index row = 0; row < rows; row++) { - const double pivot = m_lu.coeffDiag(row); - - //Lower matrix Columns update - const Index& col = row; - for (typename MatrixType::InnerLowerIterator lIt(m_lu, col); lIt; ++lIt) { - lIt.valueRef() /= pivot; - } - - //Upper matrix update -> contiguous memory access - typename MatrixType::InnerLowerIterator lIt(m_lu, col); - for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) { - typename MatrixType::InnerUpperIterator uItPivot(m_lu, row); - typename MatrixType::InnerUpperIterator uIt(m_lu, rrow); - const double coef = lIt.value(); - - uItPivot += (rrow - row - 1); - - //update upper part -> contiguous memory access - for (++uItPivot; uIt && uItPivot;) { - uIt.valueRef() -= uItPivot.value() * coef; - - ++uIt; - ++uItPivot; - } - ++lIt; - } - - //Upper matrix update -> non contiguous memory access - typename MatrixType::InnerLowerIterator lIt3(m_lu, col); - for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) { - typename MatrixType::InnerUpperIterator uItPivot(m_lu, row); - const double coef = lIt3.value(); - - //update lower part -> non contiguous memory access - for (Index i = 0; i < rrow - row - 1; i++) { - m_lu.coeffRefLower(rrow, row + i + 1) -= uItPivot.value() * coef; - ++uItPivot; - } - ++lIt3; - } - //update diag -> contiguous - typename MatrixType::InnerLowerIterator lIt2(m_lu, col); - for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) { - - typename MatrixType::InnerUpperIterator uItPivot(m_lu, row); - typename MatrixType::InnerUpperIterator uIt(m_lu, rrow); - const double coef = lIt2.value(); - - uItPivot += (rrow - row - 1); - m_lu.coeffRefDiag(rrow) -= uItPivot.value() * coef; - ++lIt2; - } - } -} - -template<typename MatrixType> -void SkylineInplaceLU<MatrixType>::computeRowMajor() { - const size_t rows = m_lu.rows(); - const size_t cols = m_lu.cols(); - - eigen_assert(rows == cols && "We do not (yet) support rectangular LU."); - eigen_assert(m_lu.IsRowMajor && "You're trying to apply rowMajor decomposition on a ColMajor matrix !"); - - for (Index row = 0; row < rows; row++) { - typename MatrixType::InnerLowerIterator llIt(m_lu, row); - - - for (Index col = llIt.col(); col < row; col++) { - if (m_lu.coeffExistLower(row, col)) { - const double diag = m_lu.coeffDiag(col); - - typename MatrixType::InnerLowerIterator lIt(m_lu, row); - typename MatrixType::InnerUpperIterator uIt(m_lu, col); - - - const Index offset = lIt.col() - uIt.row(); - - - Index stop = offset > 0 ? col - lIt.col() : col - uIt.row(); - - //#define VECTORIZE -#ifdef VECTORIZE - Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop); - Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop); - - - Scalar newCoeff = m_lu.coeffLower(row, col) - rowVal.dot(colVal); -#else - if (offset > 0) //Skip zero value of lIt - uIt += offset; - else //Skip zero values of uIt - lIt += -offset; - Scalar newCoeff = m_lu.coeffLower(row, col); - - for (Index k = 0; k < stop; ++k) { - const Scalar tmp = newCoeff; - newCoeff = tmp - lIt.value() * uIt.value(); - ++lIt; - ++uIt; - } -#endif - - m_lu.coeffRefLower(row, col) = newCoeff / diag; - } - } - - //Upper matrix update - const Index col = row; - typename MatrixType::InnerUpperIterator uuIt(m_lu, col); - for (Index rrow = uuIt.row(); rrow < col; rrow++) { - - typename MatrixType::InnerLowerIterator lIt(m_lu, rrow); - typename MatrixType::InnerUpperIterator uIt(m_lu, col); - const Index offset = lIt.col() - uIt.row(); - - Index stop = offset > 0 ? rrow - lIt.col() : rrow - uIt.row(); - -#ifdef VECTORIZE - Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop); - Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop); - - Scalar newCoeff = m_lu.coeffUpper(rrow, col) - rowVal.dot(colVal); -#else - if (offset > 0) //Skip zero value of lIt - uIt += offset; - else //Skip zero values of uIt - lIt += -offset; - Scalar newCoeff = m_lu.coeffUpper(rrow, col); - for (Index k = 0; k < stop; ++k) { - const Scalar tmp = newCoeff; - newCoeff = tmp - lIt.value() * uIt.value(); - - ++lIt; - ++uIt; - } -#endif - m_lu.coeffRefUpper(rrow, col) = newCoeff; - } - - - //Diag matrix update - typename MatrixType::InnerLowerIterator lIt(m_lu, row); - typename MatrixType::InnerUpperIterator uIt(m_lu, row); - - const Index offset = lIt.col() - uIt.row(); - - - Index stop = offset > 0 ? lIt.size() : uIt.size(); -#ifdef VECTORIZE - Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop); - Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop); - Scalar newCoeff = m_lu.coeffDiag(row) - rowVal.dot(colVal); -#else - if (offset > 0) //Skip zero value of lIt - uIt += offset; - else //Skip zero values of uIt - lIt += -offset; - Scalar newCoeff = m_lu.coeffDiag(row); - for (Index k = 0; k < stop; ++k) { - const Scalar tmp = newCoeff; - newCoeff = tmp - lIt.value() * uIt.value(); - ++lIt; - ++uIt; - } -#endif - m_lu.coeffRefDiag(row) = newCoeff; - } -} - -/** Computes *x = U^-1 L^-1 b - * - * If \a transpose is set to SvTranspose or SvAdjoint, the solution - * of the transposed/adjoint system is computed instead. - * - * Not all backends implement the solution of the transposed or - * adjoint system. - */ -template<typename MatrixType> -template<typename BDerived, typename XDerived> -bool SkylineInplaceLU<MatrixType>::solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x, const int transposed) const { - const size_t rows = m_lu.rows(); - const size_t cols = m_lu.cols(); - - - for (Index row = 0; row < rows; row++) { - x->coeffRef(row) = b.coeff(row); - Scalar newVal = x->coeff(row); - typename MatrixType::InnerLowerIterator lIt(m_lu, row); - - Index col = lIt.col(); - while (lIt.col() < row) { - - newVal -= x->coeff(col++) * lIt.value(); - ++lIt; - } - - x->coeffRef(row) = newVal; - } - - - for (Index col = rows - 1; col > 0; col--) { - x->coeffRef(col) = x->coeff(col) / m_lu.coeffDiag(col); - - const Scalar x_col = x->coeff(col); - - typename MatrixType::InnerUpperIterator uIt(m_lu, col); - uIt += uIt.size()-1; - - - while (uIt) { - x->coeffRef(uIt.row()) -= x_col * uIt.value(); - //TODO : introduce --operator - uIt += -1; - } - - - } - x->coeffRef(0) = x->coeff(0) / m_lu.coeffDiag(0); - - return true; -} - -} // end namespace Eigen - -#endif // EIGEN_SKYLINEINPLACELU_H |