From eda5bc26f44ee9a6f83dcf8c91f17296d7fc509d Mon Sep 17 00:00:00 2001 From: Nao Pross Date: Mon, 12 Feb 2024 14:52:43 +0100 Subject: Move into version control --- .../armadillo_bits/newarp_SymEigsSolver_bones.hpp | 107 +++++++++++++++++++++ 1 file changed, 107 insertions(+) create mode 100644 src/armadillo/include/armadillo_bits/newarp_SymEigsSolver_bones.hpp (limited to 'src/armadillo/include/armadillo_bits/newarp_SymEigsSolver_bones.hpp') 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 +class SymEigsSolver + { + protected: + + const OpType& op; // object to conduct matrix operation, eg. matrix-vector product + const uword nev; // number of eigenvalues requested + Col 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 fac_V; // V matrix in the Arnoldi factorisation + Mat fac_H; // H matrix in the Arnoldi factorisation + Col fac_f; // residual in the Arnoldi factorisation + Mat ritz_vec; // ritz vectors + Col ritz_est; // last row of ritz_vec + std::vector 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& 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 eigenvalues(); + + //! Returning the eigenvectors associated with the converged eigenvalues. + inline Mat eigenvectors(uword nvec); + + //! Returning all converged eigenvectors. + inline Mat eigenvectors() { return eigenvectors(nev); } + }; + + +} // namespace newarp -- cgit v1.2.1