A Restarted GMRES with deflation. This class implements a modification of the GMRES solver for sparse linear systems. The basis is built with modified Gram-Schmidt. At each restart, a few approximated eigenvectors corresponding to the smallest eigenvalues are used to build a preconditioner for the next cycle. This preconditioner for deflation can be combined with any other preconditioner, the IncompleteLUT for instance. The preconditioner is applied at right of the matrix and the combination is multiplicative. More...

#include <DGMRES.h>

Inheritance diagram for Eigen::DGMRES< _MatrixType, _Preconditioner >:

[legend]

Public Types
typedef Matrix< std::complex< RealScalar >, Dynamic, 1 >	ComplexVector

typedef Matrix< Scalar, Dynamic, Dynamic >	DenseMatrix

typedef Matrix< RealScalar, Dynamic, Dynamic >	DenseRealMatrix

typedef Matrix< RealScalar, Dynamic, 1 >	DenseRealVector

typedef Matrix< Scalar, Dynamic, 1 >	DenseVector

typedef MatrixType::Index	Index

typedef _MatrixType	MatrixType

typedef _Preconditioner	Preconditioner

typedef MatrixType::RealScalar	RealScalar

typedef MatrixType::Scalar	Scalar

typedef MatrixType::StorageIndex	StorageIndex

Public Types inherited from Eigen::IterativeSolverBase< DGMRES< _MatrixType, _Preconditioner > >
enum

typedef internal::traits< DGMRES< _MatrixType, _Preconditioner > >::MatrixType	MatrixType

typedef internal::traits< DGMRES< _MatrixType, _Preconditioner > >::Preconditioner	Preconditioner

typedef MatrixType::RealScalar	RealScalar

typedef MatrixType::Scalar	Scalar

typedef MatrixType::StorageIndex	StorageIndex

Public Member Functions
template<typename Rhs , typename Dest >
void	_solve_impl (const Rhs &b, MatrixBase< Dest > &x) const

template<typename Rhs , typename Dest >
void	_solve_with_guess_impl (const Rhs &b, Dest &x) const

int	deflSize ()

	DGMRES ()

template<typename MatrixDerived >
	DGMRES (const EigenBase< MatrixDerived > &A)

int	restart ()

void	set_restart (const int restart)

void	setEigenv (const int neig)

void	setMaxEigenv (const int maxNeig)

	~DGMRES ()

Public Member Functions inherited from Eigen::IterativeSolverBase< DGMRES< _MatrixType, _Preconditioner > >
void	_solve_impl (const Rhs &b, SparseMatrixBase< DestDerived > &aDest) const

DGMRES< _MatrixType, _Preconditioner > &	analyzePattern (const EigenBase< MatrixDerived > &A)

Index	cols () const

DGMRES< _MatrixType, _Preconditioner > &	compute (const EigenBase< MatrixDerived > &A)

RealScalar	error () const

DGMRES< _MatrixType, _Preconditioner > &	factorize (const EigenBase< MatrixDerived > &A)

ComputationInfo	info () const

Index	iterations () const

	IterativeSolverBase ()

	IterativeSolverBase (const EigenBase< MatrixDerived > &A)

Index	maxIterations () const

Preconditioner &	preconditioner ()

const Preconditioner &	preconditioner () const

Index	rows () const

DGMRES< _MatrixType, _Preconditioner > &	setMaxIterations (Index maxIters)

DGMRES< _MatrixType, _Preconditioner > &	setTolerance (const RealScalar &tolerance)

const SolveWithGuess< DGMRES< _MatrixType, _Preconditioner >, Rhs, Guess >	solveWithGuess (const MatrixBase< Rhs > &b, const Guess &x0) const

RealScalar	tolerance () const

	~IterativeSolverBase ()

Public Member Functions inherited from Eigen::SparseSolverBase< DGMRES< _MatrixType, _Preconditioner > >
void	_solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const

DGMRES< _MatrixType, _Preconditioner > &	derived ()

const DGMRES< _MatrixType, _Preconditioner > &	derived () const

const Solve< DGMRES< _MatrixType, _Preconditioner >, Rhs >	solve (const MatrixBase< Rhs > &b) const

const Solve< DGMRES< _MatrixType, _Preconditioner >, Rhs >	solve (const SparseMatrixBase< Rhs > &b) const

	SparseSolverBase ()

	~SparseSolverBase ()

Protected Member Functions
template<typename Rhs , typename Dest >
void	dgmres (const MatrixType &mat, const Rhs &rhs, Dest &x, const Preconditioner &precond) const
	Perform several cycles of restarted GMRES with modified Gram Schmidt,. More...

template<typename RhsType , typename DestType >
int	dgmresApplyDeflation (const RhsType &In, DestType &Out) const

int	dgmresComputeDeflationData (const MatrixType &mat, const Preconditioner &precond, const Index &it, StorageIndex &neig) const

template<typename Dest >
int	dgmresCycle (const MatrixType &mat, const Preconditioner &precond, Dest &x, DenseVector &r0, RealScalar &beta, const RealScalar &normRhs, int &nbIts) const
	Perform one restart cycle of DGMRES. More...

void	dgmresInitDeflation (Index &rows) const

ComplexVector	schurValues (const ComplexSchur< DenseMatrix > &schurofH) const

ComplexVector	schurValues (const RealSchur< DenseMatrix > &schurofH) const

Protected Member Functions inherited from Eigen::IterativeSolverBase< DGMRES< _MatrixType, _Preconditioner > >
void	grab (const InputType &A)

void	init ()

const ActualMatrixType &	matrix () const

Protected Attributes
bool	m_force

DenseMatrix	m_H

DenseMatrix	m_Hes

bool	m_isDeflAllocated

bool	m_isDeflInitialized

RealScalar	m_lambdaN

PartialPivLU< DenseMatrix >	m_luT

int	m_maxNeig

DenseMatrix	m_MU

StorageIndex	m_neig

int	m_r

Index	m_restart

RealScalar	m_smv

DenseMatrix	m_T

DenseMatrix	m_U

DenseMatrix	m_V

Protected Attributes inherited from Eigen::IterativeSolverBase< DGMRES< _MatrixType, _Preconditioner > >
bool	m_analysisIsOk

RealScalar	m_error

bool	m_factorizationIsOk

ComputationInfo	m_info

Index	m_iterations

MatrixWrapper	m_matrixWrapper

Index	m_maxIterations

Preconditioner	m_preconditioner

RealScalar	m_tolerance

Protected Attributes inherited from Eigen::SparseSolverBase< DGMRES< _MatrixType, _Preconditioner > >
bool	m_isInitialized

Private Types
typedef IterativeSolverBase< DGMRES >	Base

Additional Inherited Members
Protected Types inherited from Eigen::IterativeSolverBase< DGMRES< _MatrixType, _Preconditioner > >
typedef MatrixWrapper::ActualMatrixType	ActualMatrixType

typedef SparseSolverBase< DGMRES< _MatrixType, _Preconditioner > >	Base

typedef internal::generic_matrix_wrapper< MatrixType >	MatrixWrapper

Detailed Description

template<typename _MatrixType, typename _Preconditioner>
class Eigen::DGMRES< _MatrixType, _Preconditioner >

A Restarted GMRES with deflation. This class implements a modification of the GMRES solver for sparse linear systems. The basis is built with modified Gram-Schmidt. At each restart, a few approximated eigenvectors corresponding to the smallest eigenvalues are used to build a preconditioner for the next cycle. This preconditioner for deflation can be combined with any other preconditioner, the IncompleteLUT for instance. The preconditioner is applied at right of the matrix and the combination is multiplicative.

Template Parameters

_MatrixType	the type of the sparse matrix A, can be a dense or a sparse matrix.
_Preconditioner	the type of the preconditioner. Default is DiagonalPreconditioner Typical usage : SparseMatrix<double> A; VectorXd x, b; //Fill A and b ... DGMRES<SparseMatrix<double> > solver; solver.set_restart(30); // Set restarting value solver.setEigenv(1); // Set the number of eigenvalues to deflate solver.compute(A); x = solver.solve(b);

DGMRES can also be used in a matrix-free context, see the following example .

References : [1] D. NUENTSA WAKAM and F. PACULL, Memory Efficient Hybrid Algebraic Solvers for Linear Systems Arising from Compressible Flows, Computers and Fluids, In Press, http://dx.doi.org/10.1016/j.compfluid.2012.03.023 [2] K. Burrage and J. Erhel, On the performance of various adaptive preconditioned GMRES strategies, 5(1998), 101-121. [3] J. Erhel, K. Burrage and B. Pohl, Restarted GMRES preconditioned by deflation,J. Computational and Applied Mathematics, 69(1996), 303-318.

Definition at line 19 of file DGMRES.h.

Member Typedef Documentation

template<typename _MatrixType , typename _Preconditioner >

typedef IterativeSolverBase<DGMRES> Eigen::DGMRES< _MatrixType, _Preconditioner >::Base

private

Definition at line 104 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

typedef Matrix<std::complex<RealScalar>, Dynamic, 1> Eigen::DGMRES< _MatrixType, _Preconditioner >::ComplexVector

Definition at line 123 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

typedef Matrix<Scalar,Dynamic,Dynamic> Eigen::DGMRES< _MatrixType, _Preconditioner >::DenseMatrix

Definition at line 119 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

typedef Matrix<RealScalar,Dynamic,Dynamic> Eigen::DGMRES< _MatrixType, _Preconditioner >::DenseRealMatrix

Definition at line 120 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

typedef Matrix<RealScalar,Dynamic,1> Eigen::DGMRES< _MatrixType, _Preconditioner >::DenseRealVector

Definition at line 122 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

typedef Matrix<Scalar,Dynamic,1> Eigen::DGMRES< _MatrixType, _Preconditioner >::DenseVector

Definition at line 121 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

typedef MatrixType::Index Eigen::DGMRES< _MatrixType, _Preconditioner >::Index

Definition at line 115 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

typedef _MatrixType Eigen::DGMRES< _MatrixType, _Preconditioner >::MatrixType

Definition at line 113 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

typedef _Preconditioner Eigen::DGMRES< _MatrixType, _Preconditioner >::Preconditioner

Definition at line 118 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

typedef MatrixType::RealScalar Eigen::DGMRES< _MatrixType, _Preconditioner >::RealScalar

Definition at line 117 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

typedef MatrixType::Scalar Eigen::DGMRES< _MatrixType, _Preconditioner >::Scalar

Definition at line 114 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

typedef MatrixType::StorageIndex Eigen::DGMRES< _MatrixType, _Preconditioner >::StorageIndex

Definition at line 116 of file DGMRES.h.

Constructor & Destructor Documentation

template<typename _MatrixType , typename _Preconditioner >

Eigen::DGMRES< _MatrixType, _Preconditioner >::DGMRES ( )

inline

Default constructor.

Definition at line 127 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

template<typename MatrixDerived >

Eigen::DGMRES< _MatrixType, _Preconditioner >::DGMRES ( const EigenBase< MatrixDerived > & A )

inlineexplicit

Initialize the solver with matrix A for further Ax=b solving.

This constructor is a shortcut for the default constructor followed by a call to compute().

Warning: this class stores a reference to the matrix A as well as some precomputed values that depend on it. Therefore, if A is changed this class becomes invalid. Call compute() to update it with the new matrix A, or modify a copy of A.

Definition at line 140 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

Eigen::DGMRES< _MatrixType, _Preconditioner >::~DGMRES ( )

inline

Definition at line 142 of file DGMRES.h.

Member Function Documentation

template<typename _MatrixType , typename _Preconditioner >

template<typename Rhs , typename Dest >

void Eigen::DGMRES< _MatrixType, _Preconditioner >::_solve_impl	(	const Rhs &	b,
		MatrixBase< Dest > &	x
	)		const

inline

Definition at line 165 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

template<typename Rhs , typename Dest >

void Eigen::DGMRES< _MatrixType, _Preconditioner >::_solve_with_guess_impl	(	const Rhs &	b,
		Dest &	x
	)		const

inline

Definition at line 146 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

int Eigen::DGMRES< _MatrixType, _Preconditioner >::deflSize ( )

inline

Get the size of the deflation subspace size

Definition at line 192 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

template<typename Rhs , typename Dest >

void Eigen::DGMRES< _MatrixType, _Preconditioner >::dgmres	(	const MatrixType &	mat,
		const Rhs &	rhs,
		Dest &	x,
		const Preconditioner &	precond
	)		const

protected

Perform several cycles of restarted GMRES with modified Gram Schmidt,.

A right preconditioner is used combined with deflation.

Definition at line 243 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

template<typename RhsType , typename DestType >

int Eigen::DGMRES< _MatrixType, _Preconditioner >::dgmresApplyDeflation	(	const RhsType &	In,
		DestType &	Out
	)		const

protected

Definition at line 505 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

int Eigen::DGMRES< _MatrixType, _Preconditioner >::dgmresComputeDeflationData	(	const MatrixType &	mat,
		const Preconditioner &	precond,
		const Index &	it,
		StorageIndex &	neig
	)		const

protected

Definition at line 421 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

template<typename Dest >

int Eigen::DGMRES< _MatrixType, _Preconditioner >::dgmresCycle	(	const MatrixType &	mat,
		const Preconditioner &	precond,
		Dest &	x,
		DenseVector &	r0,
		RealScalar &	beta,
		const RealScalar &	normRhs,
		int &	nbIts
	)		const

protected

Perform one restart cycle of DGMRES.

Parameters

mat	The coefficient matrix
precond	The preconditioner
x	the new approximated solution
r0	The initial residual vector
beta	The norm of the residual computed so far
normRhs	The norm of the right hand side vector
nbIts	The number of iterations

Definition at line 287 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

void Eigen::DGMRES< _MatrixType, _Preconditioner >::dgmresInitDeflation ( Index & rows ) const

protected

Definition at line 379 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

int Eigen::DGMRES< _MatrixType, _Preconditioner >::restart ( )

inline

Get the restart value

Definition at line 173 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

DGMRES< _MatrixType, _Preconditioner >::ComplexVector Eigen::DGMRES< _MatrixType, _Preconditioner >::schurValues ( const ComplexSchur< DenseMatrix > & schurofH ) const

inlineprotected

Definition at line 389 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

DGMRES< _MatrixType, _Preconditioner >::ComplexVector Eigen::DGMRES< _MatrixType, _Preconditioner >::schurValues ( const RealSchur< DenseMatrix > & schurofH ) const

inlineprotected

Definition at line 395 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

void Eigen::DGMRES< _MatrixType, _Preconditioner >::set_restart ( const int restart )

inline

Set the restart value (default is 30)

Definition at line 178 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

void Eigen::DGMRES< _MatrixType, _Preconditioner >::setEigenv ( const int neig )

inline

Set the number of eigenvalues to deflate at each restart

Definition at line 183 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

void Eigen::DGMRES< _MatrixType, _Preconditioner >::setMaxEigenv ( const int maxNeig )

inline

Set the maximum size of the deflation subspace

Definition at line 197 of file DGMRES.h.

Member Data Documentation

template<typename _MatrixType , typename _Preconditioner >

bool Eigen::DGMRES< _MatrixType, _Preconditioner >::m_force

mutableprotected

Definition at line 232 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

DenseMatrix Eigen::DGMRES< _MatrixType, _Preconditioner >::m_H

mutableprotected

Definition at line 216 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

DenseMatrix Eigen::DGMRES< _MatrixType, _Preconditioner >::m_Hes

mutableprotected

Definition at line 217 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

bool Eigen::DGMRES< _MatrixType, _Preconditioner >::m_isDeflAllocated

mutableprotected

Definition at line 227 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

bool Eigen::DGMRES< _MatrixType, _Preconditioner >::m_isDeflInitialized

mutableprotected

Definition at line 228 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

RealScalar Eigen::DGMRES< _MatrixType, _Preconditioner >::m_lambdaN

mutableprotected

Definition at line 226 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

PartialPivLU<DenseMatrix> Eigen::DGMRES< _MatrixType, _Preconditioner >::m_luT

mutableprotected

Definition at line 222 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

int Eigen::DGMRES< _MatrixType, _Preconditioner >::m_maxNeig

mutableprotected

Definition at line 225 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

DenseMatrix Eigen::DGMRES< _MatrixType, _Preconditioner >::m_MU

mutableprotected

Definition at line 220 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

StorageIndex Eigen::DGMRES< _MatrixType, _Preconditioner >::m_neig

mutableprotected

Definition at line 223 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

int Eigen::DGMRES< _MatrixType, _Preconditioner >::m_r

mutableprotected

Definition at line 224 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

Index Eigen::DGMRES< _MatrixType, _Preconditioner >::m_restart

mutableprotected

Definition at line 218 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

RealScalar Eigen::DGMRES< _MatrixType, _Preconditioner >::m_smv

mutableprotected

Definition at line 231 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

DenseMatrix Eigen::DGMRES< _MatrixType, _Preconditioner >::m_T

mutableprotected

Definition at line 221 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

DenseMatrix Eigen::DGMRES< _MatrixType, _Preconditioner >::m_U

mutableprotected

Definition at line 219 of file DGMRES.h.

template<typename _MatrixType , typename _Preconditioner >

DenseMatrix Eigen::DGMRES< _MatrixType, _Preconditioner >::m_V

mutableprotected

Definition at line 215 of file DGMRES.h.

The documentation for this class was generated from the following file:

DGMRES.h

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Private Types

Additional Inherited Members

Detailed Description

template<typename _MatrixType, typename _Preconditioner> class Eigen::DGMRES< _MatrixType, _Preconditioner >

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<typename _MatrixType, typename _Preconditioner>
class Eigen::DGMRES< _MatrixType, _Preconditioner >