IterativeSolverBase.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) 2011-2014 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_ITERATIVE_SOLVER_BASE_H
11 #define EIGEN_ITERATIVE_SOLVER_BASE_H
12 
13 namespace Eigen {
14 
15 namespace internal {
16 
17 template<typename MatrixType>
19 {
20 private:
21  template <typename T0>
23  {
24  template <typename T> any_conversion(const volatile T&);
25  template <typename T> any_conversion(T&);
26  };
27  struct yes {int a[1];};
28  struct no {int a[2];};
29 
30  template<typename T>
31  static yes test(const Ref<const T>&, int);
32  template<typename T>
33  static no test(any_conversion<T>, ...);
34 
35 public:
37  enum { value = sizeof(test<MatrixType>(ms_from, 0))==sizeof(yes) };
38 };
39 
40 template<typename MatrixType>
42 {
44 };
45 
48 
49 // We have an explicit matrix at hand, compatible with Ref<>
50 template<typename MatrixType>
52 {
53 public:
55  template<int UpLo> struct ConstSelfAdjointViewReturnType {
56  typedef typename ActualMatrixType::template ConstSelfAdjointViewReturnType<UpLo>::Type Type;
57  };
58 
59  enum {
60  MatrixFree = false
61  };
62 
64  : m_dummy(0,0), m_matrix(m_dummy)
65  {}
66 
67  template<typename InputType>
68  generic_matrix_wrapper(const InputType &mat)
69  : m_matrix(mat)
70  {}
71 
72  const ActualMatrixType& matrix() const
73  {
74  return m_matrix;
75  }
76 
77  template<typename MatrixDerived>
79  {
80  m_matrix.~Ref<const MatrixType>();
81  ::new (&m_matrix) Ref<const MatrixType>(mat.derived());
82  }
83 
85  {
86  if(&(mat.derived()) != &m_matrix)
87  {
88  m_matrix.~Ref<const MatrixType>();
89  ::new (&m_matrix) Ref<const MatrixType>(mat);
90  }
91  }
92 
93 protected:
94  MatrixType m_dummy; // used to default initialize the Ref<> object
96 };
97 
98 // MatrixType is not compatible with Ref<> -> matrix-free wrapper
99 template<typename MatrixType>
101 {
102 public:
104  template<int UpLo> struct ConstSelfAdjointViewReturnType
105  {
107  };
108 
109  enum {
110  MatrixFree = true
111  };
112 
114  : mp_matrix(0)
115  {}
116 
118  : mp_matrix(&mat)
119  {}
120 
121  const ActualMatrixType& matrix() const
122  {
123  return *mp_matrix;
124  }
125 
126  void grab(const MatrixType &mat)
127  {
128  mp_matrix = &mat;
129  }
130 
131 protected:
133 };
134 
135 }
136 
142 template< typename Derived>
143 class IterativeSolverBase : public SparseSolverBase<Derived>
144 {
145 protected:
147  using Base::m_isInitialized;
148 
149 public:
152  typedef typename MatrixType::Scalar Scalar;
153  typedef typename MatrixType::StorageIndex StorageIndex;
155 
156  enum {
157  ColsAtCompileTime = MatrixType::ColsAtCompileTime,
158  MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
159  };
160 
161 public:
162 
163  using Base::derived;
164 
167  {
168  init();
169  }
170 
181  template<typename MatrixDerived>
184  {
185  init();
186  compute(matrix());
187  }
188 
190 
196  template<typename MatrixDerived>
198  {
199  grab(A.derived());
200  m_preconditioner.analyzePattern(matrix());
201  m_isInitialized = true;
202  m_analysisIsOk = true;
203  m_info = m_preconditioner.info();
204  return derived();
205  }
206 
216  template<typename MatrixDerived>
218  {
219  eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
220  grab(A.derived());
221  m_preconditioner.factorize(matrix());
222  m_factorizationIsOk = true;
223  m_info = m_preconditioner.info();
224  return derived();
225  }
226 
237  template<typename MatrixDerived>
239  {
240  grab(A.derived());
241  m_preconditioner.compute(matrix());
242  m_isInitialized = true;
243  m_analysisIsOk = true;
244  m_factorizationIsOk = true;
245  m_info = m_preconditioner.info();
246  return derived();
247  }
248 
250  EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return matrix().rows(); }
251 
253  EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return matrix().cols(); }
254 
258  RealScalar tolerance() const { return m_tolerance; }
259 
266  {
268  return derived();
269  }
270 
273 
275  const Preconditioner& preconditioner() const { return m_preconditioner; }
276 
282  {
283  return (m_maxIterations<0) ? 2*matrix().cols() : m_maxIterations;
284  }
285 
289  Derived& setMaxIterations(Index maxIters)
290  {
291  m_maxIterations = maxIters;
292  return derived();
293  }
294 
297  {
298  eigen_assert(m_isInitialized && "ConjugateGradient is not initialized.");
299  return m_iterations;
300  }
301 
306  {
307  eigen_assert(m_isInitialized && "ConjugateGradient is not initialized.");
308  return m_error;
309  }
310 
316  template<typename Rhs,typename Guess>
318  solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const
319  {
320  eigen_assert(m_isInitialized && "Solver is not initialized.");
321  eigen_assert(derived().rows()==b.rows() && "solve(): invalid number of rows of the right hand side matrix b");
322  return SolveWithGuess<Derived, Rhs, Guess>(derived(), b.derived(), x0);
323  }
324 
327  {
328  eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized.");
329  return m_info;
330  }
331 
333  template<typename Rhs, typename DestDerived>
335  {
336  eigen_assert(rows()==b.rows());
337 
338  Index rhsCols = b.cols();
339  Index size = b.rows();
340  DestDerived& dest(aDest.derived());
341  typedef typename DestDerived::Scalar DestScalar;
344  // We do not directly fill dest because sparse expressions have to be free of aliasing issue.
345  // For non square least-square problems, b and dest might not have the same size whereas they might alias each-other.
346  typename DestDerived::PlainObject tmp(cols(),rhsCols);
347  ComputationInfo global_info = Success;
348  for(Index k=0; k<rhsCols; ++k)
349  {
350  tb = b.col(k);
351  tx = dest.col(k);
352  derived()._solve_vector_with_guess_impl(tb,tx);
353  tmp.col(k) = tx.sparseView(0);
354 
355  // The call to _solve_vector_with_guess_impl updates m_info, so if it failed for a previous column
356  // we need to restore it to the worst value.
358  global_info = NumericalIssue;
359  else if(m_info==NoConvergence)
360  global_info = NoConvergence;
361  }
362  m_info = global_info;
363  dest.swap(tmp);
364  }
365 
366  template<typename Rhs, typename DestDerived>
369  {
370  eigen_assert(rows()==b.rows());
371 
372  Index rhsCols = b.cols();
373  DestDerived& dest(aDest.derived());
374  ComputationInfo global_info = Success;
375  for(Index k=0; k<rhsCols; ++k)
376  {
377  typename DestDerived::ColXpr xk(dest,k);
378  typename Rhs::ConstColXpr bk(b,k);
379  derived()._solve_vector_with_guess_impl(bk,xk);
380 
381  // The call to _solve_vector_with_guess updates m_info, so if it failed for a previous column
382  // we need to restore it to the worst value.
384  global_info = NumericalIssue;
385  else if(m_info==NoConvergence)
386  global_info = NoConvergence;
387  }
388  m_info = global_info;
389  }
390 
391  template<typename Rhs, typename DestDerived>
394  {
395  derived()._solve_vector_with_guess_impl(b,dest.derived());
396  }
397 
399  template<typename Rhs,typename Dest>
400  void _solve_impl(const Rhs& b, Dest& x) const
401  {
402  x.setZero();
403  derived()._solve_with_guess_impl(b,x);
404  }
405 
406 protected:
407  void init()
408  {
409  m_isInitialized = false;
410  m_analysisIsOk = false;
411  m_factorizationIsOk = false;
412  m_maxIterations = -1;
414  }
415 
417  typedef typename MatrixWrapper::ActualMatrixType ActualMatrixType;
418 
419  const ActualMatrixType& matrix() const
420  {
421  return m_matrixWrapper.matrix();
422  }
423 
424  template<typename InputType>
425  void grab(const InputType &A)
426  {
427  m_matrixWrapper.grab(A);
428  }
429 
432 
435 
440 };
441 
442 } // end namespace Eigen
443 
444 #endif // EIGEN_ITERATIVE_SOLVER_BASE_H
Eigen::IterativeSolverBase::_solve_with_guess_impl
void _solve_with_guess_impl(const Rhs &b, SparseMatrixBase< DestDerived > &aDest) const
Definition: IterativeSolverBase.h:334
Eigen::internal::generic_matrix_wrapper< MatrixType, true >::ConstSelfAdjointViewReturnType::Type
ActualMatrixType Type
Definition: IterativeSolverBase.h:106
Eigen::internal::is_ref_compatible
Definition: IterativeSolverBase.h:41
Eigen::NumericalIssue
@ NumericalIssue
Definition: Constants.h:444
Eigen::IterativeSolverBase::iterations
Index iterations() const
Definition: IterativeSolverBase.h:296
Eigen::IterativeSolverBase::MaxColsAtCompileTime
@ MaxColsAtCompileTime
Definition: IterativeSolverBase.h:158
Eigen
Namespace containing all symbols from the Eigen library.
Definition: jet.h:637
Eigen::IterativeSolverBase::_solve_with_guess_impl
internal::enable_if< Rhs::ColsAtCompileTime!=1 &&DestDerived::ColsAtCompileTime!=1 >::type _solve_with_guess_impl(const Rhs &b, MatrixBase< DestDerived > &aDest) const
Definition: IterativeSolverBase.h:368
Eigen::IterativeSolverBase::MatrixType
internal::traits< Derived >::MatrixType MatrixType
Definition: IterativeSolverBase.h:150
Eigen::IterativeSolverBase::Base
SparseSolverBase< Derived > Base
Definition: IterativeSolverBase.h:146
Eigen::IterativeSolverBase::init
void init()
Definition: IterativeSolverBase.h:407
Eigen::internal::generic_matrix_wrapper< MatrixType, false >::generic_matrix_wrapper
generic_matrix_wrapper(const InputType &mat)
Definition: IterativeSolverBase.h:68
Eigen::IterativeSolverBase::_solve_impl
void _solve_impl(const Rhs &b, Dest &x) const
Definition: IterativeSolverBase.h:400
Eigen::internal::generic_matrix_wrapper< MatrixType, false >::ConstSelfAdjointViewReturnType::Type
ActualMatrixType::template ConstSelfAdjointViewReturnType< UpLo >::Type Type
Definition: IterativeSolverBase.h:56
Eigen::ConjugateGradient< Eigen::SparseMatrix >::RealScalar
MatrixType::RealScalar RealScalar
Definition: ConjugateGradient.h:169
MatrixType
MatrixXf MatrixType
Definition: benchmark-blocking-sizes.cpp:52
Eigen::internal::is_ref_compatible_impl::yes
Definition: IterativeSolverBase.h:27
b
Scalar * b
Definition: benchVecAdd.cpp:17
Eigen::EigenBase
Definition: EigenBase.h:29
eigen_assert
#define eigen_assert(x)
Definition: Macros.h:1037
Eigen::internal::is_ref_compatible_impl
Definition: IterativeSolverBase.h:18
Eigen::internal::is_ref_compatible_impl::yes::a
int a[1]
Definition: IterativeSolverBase.h:27
x
set noclip points set clip one set noclip two set bar set border lt lw set xdata set ydata set zdata set x2data set y2data set boxwidth set dummy x
Definition: gnuplot_common_settings.hh:12
Eigen::IterativeSolverBase::Scalar
MatrixType::Scalar Scalar
Definition: IterativeSolverBase.h:152
Eigen::IterativeSolverBase::solveWithGuess
const SolveWithGuess< Derived, Rhs, Guess > solveWithGuess(const MatrixBase< Rhs > &b, const Guess &x0) const
Definition: IterativeSolverBase.h:318
EIGEN_CONSTEXPR
#define EIGEN_CONSTEXPR
Definition: Macros.h:787
Eigen::IterativeSolverBase::preconditioner
Preconditioner & preconditioner()
Definition: IterativeSolverBase.h:272
Eigen::internal::is_ref_compatible_impl::test
static yes test(const Ref< const T > &, int)
Eigen::Success
@ Success
Definition: Constants.h:442
Eigen::IterativeSolverBase::_solve_with_guess_impl
internal::enable_if< Rhs::ColsAtCompileTime==1||DestDerived::ColsAtCompileTime==1 >::type _solve_with_guess_impl(const Rhs &b, MatrixBase< DestDerived > &dest) const
Definition: IterativeSolverBase.h:393
Eigen::internal::is_ref_compatible_impl::value
@ value
Definition: IterativeSolverBase.h:37
Eigen::internal::generic_matrix_wrapper< MatrixType, true >::matrix
const ActualMatrixType & matrix() const
Definition: IterativeSolverBase.h:121
Eigen::IterativeSolverBase::~IterativeSolverBase
~IterativeSolverBase()
Definition: IterativeSolverBase.h:189
mat
MatrixXf mat
Definition: Tutorial_AdvancedInitialization_CommaTemporary.cpp:1
Eigen::IterativeSolverBase::setMaxIterations
Derived & setMaxIterations(Index maxIters)
Definition: IterativeSolverBase.h:289
Eigen::internal::is_ref_compatible_impl::any_conversion
Definition: IterativeSolverBase.h:22
Eigen::IterativeSolverBase::IterativeSolverBase
IterativeSolverBase(const EigenBase< MatrixDerived > &A)
Definition: IterativeSolverBase.h:182
Eigen::internal::is_ref_compatible_impl::no
Definition: IterativeSolverBase.h:28
size
Scalar Scalar int size
Definition: benchVecAdd.cpp:17
Eigen::IterativeSolverBase::cols
EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT
Definition: IterativeSolverBase.h:253
epsilon
static double epsilon
Definition: testRot3.cpp:37
Eigen::IterativeSolverBase::m_maxIterations
Index m_maxIterations
Definition: IterativeSolverBase.h:433
Eigen::IterativeSolverBase::m_analysisIsOk
bool m_analysisIsOk
Definition: IterativeSolverBase.h:439
Eigen::internal::generic_matrix_wrapper< MatrixType, true >::mp_matrix
const ActualMatrixType * mp_matrix
Definition: IterativeSolverBase.h:132
Eigen::IterativeSolverBase::RealScalar
MatrixType::RealScalar RealScalar
Definition: IterativeSolverBase.h:154
Eigen::internal::is_ref_compatible_impl::ms_from
static MatrixType ms_from
Definition: IterativeSolverBase.h:36
Eigen::internal::generic_matrix_wrapper< MatrixType, false >::generic_matrix_wrapper
generic_matrix_wrapper()
Definition: IterativeSolverBase.h:63
Eigen::NoConvergence
@ NoConvergence
Definition: Constants.h:446
A
Definition: test_numpy_dtypes.cpp:298
Eigen::internal::generic_matrix_wrapper< MatrixType, false >::ActualMatrixType
Ref< const MatrixType > ActualMatrixType
Definition: IterativeSolverBase.h:54
Eigen::internal::generic_matrix_wrapper< MatrixType, false >::matrix
const ActualMatrixType & matrix() const
Definition: IterativeSolverBase.h:72
Eigen::internal::is_ref_compatible_impl::no::a
int a[2]
Definition: IterativeSolverBase.h:28
Eigen::IterativeSolverBase::info
ComputationInfo info() const
Definition: IterativeSolverBase.h:326
Eigen::IterativeSolverBase::maxIterations
Index maxIterations() const
Definition: IterativeSolverBase.h:281
Eigen::internal::generic_matrix_wrapper< MatrixType, true >::generic_matrix_wrapper
generic_matrix_wrapper(const MatrixType &mat)
Definition: IterativeSolverBase.h:117
Eigen::IterativeSolverBase::Preconditioner
internal::traits< Derived >::Preconditioner Preconditioner
Definition: IterativeSolverBase.h:151
x0
static Symbol x0('x', 0)
Eigen::IterativeSolverBase::error
RealScalar error() const
Definition: IterativeSolverBase.h:305
Eigen::IterativeSolverBase::grab
void grab(const InputType &A)
Definition: IterativeSolverBase.h:425
Eigen::IterativeSolverBase::m_info
ComputationInfo m_info
Definition: IterativeSolverBase.h:438
Eigen::internal::generic_matrix_wrapper< MatrixType, true >::grab
void grab(const MatrixType &mat)
Definition: IterativeSolverBase.h:126
Eigen::Triplet< double >
Eigen::IterativeSolverBase::m_factorizationIsOk
bool m_factorizationIsOk
Definition: IterativeSolverBase.h:439
Eigen::internal::generic_matrix_wrapper< MatrixType, true >::ActualMatrixType
MatrixType ActualMatrixType
Definition: IterativeSolverBase.h:103
Eigen::internal::generic_matrix_wrapper< MatrixType, false >::grab
void grab(const Ref< const MatrixType > &mat)
Definition: IterativeSolverBase.h:84
Eigen::IterativeSolverBase::compute
Derived & compute(const EigenBase< MatrixDerived > &A)
Definition: IterativeSolverBase.h:238
Eigen::IterativeSolverBase::rows
EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT
Definition: IterativeSolverBase.h:250
ColXpr
Block< Derived, internal::traits< Derived >::RowsAtCompileTime, 1, !IsRowMajor > ColXpr
Definition: BlockMethods.h:14
Eigen::IterativeSolverBase
Base class for linear iterative solvers.
Definition: IterativeSolverBase.h:143
ConstColXpr
const typedef Block< const Derived, internal::traits< Derived >::RowsAtCompileTime, 1, !IsRowMajor > ConstColXpr
Definition: BlockMethods.h:15
RealScalar
NumTraits< Scalar >::Real RealScalar
Definition: bench_gemm.cpp:47
Eigen::IterativeSolverBase::m_tolerance
RealScalar m_tolerance
Definition: IterativeSolverBase.h:434
Eigen::IterativeSolverBase::factorize
Derived & factorize(const EigenBase< MatrixDerived > &A)
Definition: IterativeSolverBase.h:217
Eigen::SparseSolverBase
A base class for sparse solvers.
Definition: SparseSolverBase.h:67
Eigen::Ref
A matrix or vector expression mapping an existing expression.
Definition: Ref.h:281
Eigen::internal::is_ref_compatible_impl::any_conversion::any_conversion
any_conversion(const volatile T &)
Eigen::internal::traits
Definition: ForwardDeclarations.h:17
Eigen::SparseSolverBase::derived
Derived & derived()
Definition: SparseSolverBase.h:79
Eigen::internal::Rhs
@ Rhs
Definition: TensorContractionMapper.h:18
Eigen::IterativeSolverBase::IterativeSolverBase
IterativeSolverBase()
Definition: IterativeSolverBase.h:166
Eigen::IterativeSolverBase::m_matrixWrapper
MatrixWrapper m_matrixWrapper
Definition: IterativeSolverBase.h:430
Eigen::IterativeSolverBase::m_iterations
Index m_iterations
Definition: IterativeSolverBase.h:437
Eigen::internal::generic_matrix_wrapper< MatrixType, false >::m_matrix
ActualMatrixType m_matrix
Definition: IterativeSolverBase.h:95
Eigen::IterativeSolverBase::ColsAtCompileTime
@ ColsAtCompileTime
Definition: IterativeSolverBase.h:157
Eigen::internal::generic_matrix_wrapper< MatrixType, false >::m_dummy
MatrixType m_dummy
Definition: IterativeSolverBase.h:94
Eigen::IterativeSolverBase::matrix
const ActualMatrixType & matrix() const
Definition: IterativeSolverBase.h:419
Eigen::IterativeSolverBase::tolerance
RealScalar tolerance() const
Definition: IterativeSolverBase.h:258
Eigen::SparseMatrixBase
Base class of any sparse matrices or sparse expressions.
Definition: ForwardDeclarations.h:301
Eigen::SparseMatrixBase::derived
const Derived & derived() const
Definition: SparseMatrixBase.h:143
Eigen::internal::generic_matrix_wrapper< MatrixType, true >::generic_matrix_wrapper
generic_matrix_wrapper()
Definition: IterativeSolverBase.h:113
Eigen::Matrix
The matrix class, also used for vectors and row-vectors.
Definition: 3rdparty/Eigen/Eigen/src/Core/Matrix.h:178
Eigen::IterativeSolverBase::setTolerance
Derived & setTolerance(const RealScalar &tolerance)
Definition: IterativeSolverBase.h:265
Eigen::SolveWithGuess
Pseudo expression representing a solving operation.
Definition: SolveWithGuess.h:15
EIGEN_NOEXCEPT
#define EIGEN_NOEXCEPT
Definition: Macros.h:1418
internal
Definition: BandTriangularSolver.h:13
Eigen::MatrixBase
Base class for all dense matrices, vectors, and expressions.
Definition: MatrixBase.h:48
Eigen::internal::enable_if
Definition: Meta.h:273
Eigen::ComputationInfo
ComputationInfo
Definition: Constants.h:440
Eigen::internal::generic_matrix_wrapper
Definition: IterativeSolverBase.h:47
Eigen::internal::is_ref_compatible::value
@ value
Definition: IterativeSolverBase.h:43
Eigen::IterativeSolverBase::ActualMatrixType
MatrixWrapper::ActualMatrixType ActualMatrixType
Definition: IterativeSolverBase.h:417
Eigen::IterativeSolverBase::preconditioner
const Preconditioner & preconditioner() const
Definition: IterativeSolverBase.h:275
Eigen::IterativeSolverBase::m_preconditioner
Preconditioner m_preconditioner
Definition: IterativeSolverBase.h:431
Eigen::internal::generic_matrix_wrapper< MatrixType, false >::grab
void grab(const EigenBase< MatrixDerived > &mat)
Definition: IterativeSolverBase.h:78
test_callbacks.value
value
Definition: test_callbacks.py:160
Eigen::IterativeSolverBase::m_error
RealScalar m_error
Definition: IterativeSolverBase.h:436
Eigen::IterativeSolverBase::StorageIndex
MatrixType::StorageIndex StorageIndex
Definition: IterativeSolverBase.h:153
Eigen::IterativeSolverBase::MatrixWrapper
internal::generic_matrix_wrapper< MatrixType > MatrixWrapper
Definition: IterativeSolverBase.h:416
Scalar
SCALAR Scalar
Definition: bench_gemm.cpp:46
Eigen::Index
EIGEN_DEFAULT_DENSE_INDEX_TYPE Index
The Index type as used for the API.
Definition: Meta.h:74
Eigen::SparseSolverBase::m_isInitialized
bool m_isInitialized
Definition: SparseSolverBase.h:119
Eigen::IterativeSolverBase::analyzePattern
Derived & analyzePattern(const EigenBase< MatrixDerived > &A)
Definition: IterativeSolverBase.h:197


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