SparseSolve.h
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1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr>
5 //
6 // This Source Code Form is subject to the terms of the Mozilla
7 // Public License v. 2.0. If a copy of the MPL was not distributed
8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9 
10 #ifndef EIGEN_SPARSE_SOLVE_H
11 #define EIGEN_SPARSE_SOLVE_H
12 
13 namespace Eigen {
14 
15 namespace internal {
16 
17 template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base;
18 template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval;
19 
20 template<typename DecompositionType, typename Rhs>
21 struct traits<sparse_solve_retval_base<DecompositionType, Rhs> >
22 {
23  typedef typename DecompositionType::MatrixType MatrixType;
25 };
26 
27 template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base
28  : public ReturnByValue<sparse_solve_retval_base<_DecompositionType, Rhs> >
29 {
31  typedef _DecompositionType DecompositionType;
33  typedef typename Base::Index Index;
34 
35  sparse_solve_retval_base(const DecompositionType& dec, const Rhs& rhs)
36  : m_dec(dec), m_rhs(rhs)
37  {}
38 
39  inline Index rows() const { return m_dec.cols(); }
40  inline Index cols() const { return m_rhs.cols(); }
41  inline const DecompositionType& dec() const { return m_dec; }
42  inline const RhsNestedCleaned& rhs() const { return m_rhs; }
43 
44  template<typename Dest> inline void evalTo(Dest& dst) const
45  {
46  static_cast<const sparse_solve_retval<DecompositionType,Rhs>*>(this)->evalTo(dst);
47  }
48 
49  protected:
50  template<typename DestScalar, int DestOptions, typename DestIndex>
52  {
53  // we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix.
54  static const int NbColsAtOnce = 4;
55  int rhsCols = m_rhs.cols();
56  int size = m_rhs.rows();
59  for(int k=0; k<rhsCols; k+=NbColsAtOnce)
60  {
61  int actualCols = std::min<int>(rhsCols-k, NbColsAtOnce);
62  tmp.leftCols(actualCols) = m_rhs.middleCols(k,actualCols);
63  tmpX.leftCols(actualCols) = m_dec.solve(tmp.leftCols(actualCols));
64  dst.middleCols(k,actualCols) = tmpX.leftCols(actualCols).sparseView();
65  }
66  }
67  const DecompositionType& m_dec;
68  typename Rhs::Nested m_rhs;
69 };
70 
71 #define EIGEN_MAKE_SPARSE_SOLVE_HELPERS(DecompositionType,Rhs) \
72  typedef typename DecompositionType::MatrixType MatrixType; \
73  typedef typename MatrixType::Scalar Scalar; \
74  typedef typename MatrixType::RealScalar RealScalar; \
75  typedef typename MatrixType::Index Index; \
76  typedef Eigen::internal::sparse_solve_retval_base<DecompositionType,Rhs> Base; \
77  using Base::dec; \
78  using Base::rhs; \
79  using Base::rows; \
80  using Base::cols; \
81  sparse_solve_retval(const DecompositionType& dec, const Rhs& rhs) \
82  : Base(dec, rhs) {}
83 
84 
85 
86 template<typename DecompositionType, typename Rhs, typename Guess> struct solve_retval_with_guess;
87 
88 template<typename DecompositionType, typename Rhs, typename Guess>
89 struct traits<solve_retval_with_guess<DecompositionType, Rhs, Guess> >
90 {
91  typedef typename DecompositionType::MatrixType MatrixType;
92  typedef Matrix<typename Rhs::Scalar,
93  MatrixType::ColsAtCompileTime,
94  Rhs::ColsAtCompileTime,
95  Rhs::PlainObject::Options,
96  MatrixType::MaxColsAtCompileTime,
97  Rhs::MaxColsAtCompileTime> ReturnType;
98 };
99 
100 template<typename DecompositionType, typename Rhs, typename Guess> struct solve_retval_with_guess
101  : public ReturnByValue<solve_retval_with_guess<DecompositionType, Rhs, Guess> >
102 {
103  typedef typename DecompositionType::Index Index;
104 
105  solve_retval_with_guess(const DecompositionType& dec, const Rhs& rhs, const Guess& guess)
106  : m_dec(dec), m_rhs(rhs), m_guess(guess)
107  {}
108 
109  inline Index rows() const { return m_dec.cols(); }
110  inline Index cols() const { return m_rhs.cols(); }
111 
112  template<typename Dest> inline void evalTo(Dest& dst) const
113  {
114  dst = m_guess;
115  m_dec._solveWithGuess(m_rhs,dst);
116  }
117 
118  protected:
119  const DecompositionType& m_dec;
120  const typename Rhs::Nested m_rhs;
121  const typename Guess::Nested m_guess;
122 };
123 
124 } // namepsace internal
125 
126 } // end namespace Eigen
127 
128 #endif // EIGEN_SPARSE_SOLVE_H
A versatible sparse matrix representation.
Definition: SparseMatrix.h:85
ReturnByValue< sparse_solve_retval_base > Base
Definition: SparseSolve.h:32
iterative scaling algorithm to equilibrate rows and column norms in matrices
Definition: matrix.hpp:471
const DecompositionType & m_dec
Definition: SparseSolve.h:119
remove_all< typename Rhs::Nested >::type RhsNestedCleaned
Definition: SparseSolve.h:30
void defaultEvalTo(SparseMatrix< DestScalar, DestOptions, DestIndex > &dst) const
Definition: SparseSolve.h:51
SparseMatrix< typename Rhs::Scalar, Rhs::Options, typename Rhs::Index > ReturnType
Definition: SparseSolve.h:24
void rhs(const real_t *x, real_t *f)
const DecompositionType & dec() const
Definition: SparseSolve.h:41
The matrix class, also used for vectors and row-vectors.
Definition: Matrix.h:127
const RhsNestedCleaned & rhs() const
Definition: SparseSolve.h:42
sparse_solve_retval_base(const DecompositionType &dec, const Rhs &rhs)
Definition: SparseSolve.h:35
solve_retval_with_guess(const DecompositionType &dec, const Rhs &rhs, const Guess &guess)
Definition: SparseSolve.h:105
Matrix< typename Rhs::Scalar, MatrixType::ColsAtCompileTime, Rhs::ColsAtCompileTime, Rhs::PlainObject::Options, MatrixType::MaxColsAtCompileTime, Rhs::MaxColsAtCompileTime > ReturnType
Definition: SparseSolve.h:97
const DecompositionType & m_dec
Definition: SparseSolve.h:67


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Mon Jun 10 2019 12:35:10