Program Listing for File minres.hpp
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/*
* Copyright 2021 INRIA
*/
#ifndef __eigenpy_decomposition_minres_hpp__
#define __eigenpy_decomposition_minres_hpp__
#include <Eigen/Core>
#include <iostream>
#include <unsupported/Eigen/IterativeSolvers>
#include "eigenpy/eigenpy.hpp"
#include "eigenpy/utils/scalar-name.hpp"
namespace eigenpy {
template <typename _Solver>
struct IterativeSolverBaseVisitor
: public boost::python::def_visitor<IterativeSolverBaseVisitor<_Solver> > {
typedef _Solver Solver;
typedef typename Solver::MatrixType MatrixType;
typedef typename Solver::Preconditioner Preconditioner;
typedef typename Solver::Scalar Scalar;
typedef typename Solver::RealScalar RealScalar;
typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic,
MatrixType::Options>
MatrixXs;
template <class PyClass>
void visit(PyClass& cl) const {
cl.def("analyzePattern",
(Solver & (Solver::*)(const Eigen::EigenBase<MatrixType>& matrix)) &
Solver::analyzePattern,
bp::args("self", "A"),
"Initializes the iterative solver for the sparsity pattern of the "
"matrix A for further solving Ax=b problems.",
bp::return_self<>())
.def(
"factorize",
(Solver & (Solver::*)(const Eigen::EigenBase<MatrixType>& matrix)) &
Solver::factorize,
bp::args("self", "A"),
"Initializes the iterative solver with the numerical values of the "
"matrix A for further solving Ax=b problems.",
bp::return_self<>())
.def(
"compute",
(Solver & (Solver::*)(const Eigen::EigenBase<MatrixType>& matrix)) &
Solver::compute,
bp::args("self", "A"),
"Initializes the iterative solver with the matrix A for further "
"solving Ax=b problems.",
bp::return_self<>())
.def("rows", &Solver::rows, bp::arg("self"),
"Returns the number of rows.")
.def("cols", &Solver::cols, bp::arg("self"),
"Returns the number of columns.")
.def("tolerance", &Solver::tolerance, bp::arg("self"),
"Returns the tolerance threshold used by the stopping criteria.")
.def("setTolerance", &Solver::setTolerance,
bp::args("self", "tolerance"),
"Sets the tolerance threshold used by the stopping criteria.\n"
"This value is used as an upper bound to the relative residual "
"error: |Ax-b|/|b|.\n"
"The default value is the machine precision given by "
"NumTraits<Scalar>::epsilon().",
bp::return_self<>())
.def("preconditioner",
(Preconditioner & (Solver::*)()) & Solver::preconditioner,
bp::arg("self"),
"Returns a read-write reference to the preconditioner for custom "
"configuration.",
bp::return_internal_reference<>())
.def("maxIterations", &Solver::maxIterations, bp::arg("self"),
"Returns the max number of iterations.\n"
"It is either the value setted by setMaxIterations or, by "
"default, twice the number of columns of the matrix.")
.def("setMaxIterations", &Solver::setMaxIterations,
bp::args("self", "max_iterations"),
"Sets the max number of iterations.\n"
"Default is twice the number of columns of the matrix.",
bp::return_self<>())
.def(
"iterations", &Solver::iterations, bp::arg("self"),
"Returns the number of iterations performed during the last solve.")
.def("error", &Solver::error, bp::arg("self"),
"Returns the tolerance error reached during the last solve.\n"
"It is a close approximation of the true relative residual error "
"|Ax-b|/|b|.")
.def("info", &Solver::error, bp::arg("info"),
"Returns Success if the iterations converged, and NoConvergence "
"otherwise.")
.def("solveWithGuess", &solveWithGuess<MatrixXs, MatrixXs>,
bp::args("self", "b", "x0"),
"Returns the solution x of A x = b using the current "
"decomposition of A and x0 as an initial solution.")
.def(
"solve", &solve<MatrixXs>, bp::args("self", "b"),
"Returns the solution x of A x = b using the current decomposition "
"of A where b is a right hand side matrix or vector.");
}
private:
template <typename MatrixOrVector1, typename MatrixOrVector2>
static MatrixOrVector1 solveWithGuess(const Solver& self,
const MatrixOrVector1& b,
const MatrixOrVector2& guess) {
return self.solveWithGuess(b, guess);
}
template <typename MatrixOrVector>
static MatrixOrVector solve(const Solver& self,
const MatrixOrVector& mat_or_vec) {
MatrixOrVector res = self.solve(mat_or_vec);
return res;
}
};
template <typename _MatrixType>
struct MINRESSolverVisitor
: public boost::python::def_visitor<MINRESSolverVisitor<_MatrixType> > {
typedef _MatrixType MatrixType;
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1, MatrixType::Options>
VectorXs;
typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic,
MatrixType::Options>
MatrixXs;
typedef Eigen::MINRES<MatrixType> Solver;
template <class PyClass>
void visit(PyClass& cl) const {
cl.def(bp::init<>(bp::arg("self"), "Default constructor"))
.def(bp::init<MatrixType>(
bp::args("self", "matrix"),
"Initialize the solver with matrix A for further Ax=b solving.\n"
"This constructor is a shortcut for the default constructor "
"followed by a call to compute()."))
.def(IterativeSolverBaseVisitor<Solver>());
}
static void expose() {
static const std::string classname =
"MINRES" + scalar_name<Scalar>::shortname();
expose(classname);
}
static void expose(const std::string& name) {
bp::class_<Solver, boost::noncopyable>(
name.c_str(),
"A minimal residual solver for sparse symmetric problems.\n"
"This class allows to solve for A.x = b sparse linear problems using "
"the MINRES algorithm of Paige and Saunders (1975). The sparse matrix "
"A must be symmetric (possibly indefinite). The vectors x and b can be "
"either dense or sparse.\n"
"The maximal number of iterations and tolerance value can be "
"controlled via the setMaxIterations() and setTolerance() methods. The "
"defaults are the size of the problem for the maximal number of "
"iterations and NumTraits<Scalar>::epsilon() for the tolerance.\n",
bp::no_init)
.def(MINRESSolverVisitor());
}
private:
template <typename MatrixOrVector>
static MatrixOrVector solve(const Solver& self, const MatrixOrVector& vec) {
return self.solve(vec);
}
};
} // namespace eigenpy
#endif // ifndef __eigenpy_decomposition_minres_hpp__