SparseSymShiftSolve.h

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// Copyright (C) 2016-2019 Yixuan Qiu <yixuan.qiu@cos.name>
//
// 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 https://mozilla.org/MPL/2.0/.
 
#ifndef SPARSE_SYM_SHIFT_SOLVE_H
#define SPARSE_SYM_SHIFT_SOLVE_H
 
#include <Eigen/Core>
#include <Eigen/SparseCore>
#include <Eigen/SparseLU>
#include <stdexcept>
 
namespace Spectra {
 
template <typename Scalar, int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
class SparseSymShiftSolve
{
private:
    typedef Eigen::Index Index;
    typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1> Vector;
    typedef Eigen::Map<const Vector> MapConstVec;
    typedef Eigen::Map<Vector> MapVec;
    typedef Eigen::SparseMatrix<Scalar, Flags, StorageIndex> SparseMatrix;
    typedef const Eigen::Ref<const SparseMatrix> ConstGenericSparseMatrix;
 
    ConstGenericSparseMatrix m_mat;
    const int m_n;
    Eigen::SparseLU<SparseMatrix> m_solver;
 
public:
    SparseSymShiftSolve(ConstGenericSparseMatrix& mat) :
        m_mat(mat), m_n(mat.rows())
    {
        if (mat.rows() != mat.cols())
            throw std::invalid_argument("SparseSymShiftSolve: matrix must be square");
    }
 
    Index rows() const { return m_n; }
    Index cols() const { return m_n; }
 
    void set_shift(Scalar sigma)
    {
        SparseMatrix mat = m_mat.template selfadjointView<Uplo>();
        SparseMatrix identity(m_n, m_n);
        identity.setIdentity();
        mat = mat - sigma * identity;
        m_solver.isSymmetric(true);
        m_solver.compute(mat);
        if (m_solver.info() != Eigen::Success)
            throw std::invalid_argument("SparseSymShiftSolve: factorization failed with the given shift");
    }
 
    // y_out = inv(A - sigma * I) * x_in
    void perform_op(const Scalar* x_in, Scalar* y_out) const
    {
        MapConstVec x(x_in, m_n);
        MapVec y(y_out, m_n);
        y.noalias() = m_solver.solve(x);
    }
};
 
}  // namespace Spectra
 
#endif  // SPARSE_SYM_SHIFT_SOLVE_H