SymGEigsCholeskyOp.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 SYM_GEIGS_CHOLESKY_OP_H
#define SYM_GEIGS_CHOLESKY_OP_H
 
#include <Eigen/Core>
#include "../DenseSymMatProd.h"
#include "../DenseCholesky.h"
 
namespace Spectra {
 
template <typename Scalar = double,
          typename OpType = DenseSymMatProd<double>,
          typename BOpType = DenseCholesky<double> >
class SymGEigsCholeskyOp
{
private:
    typedef Eigen::Index Index;
    typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> Matrix;
    typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1> Vector;
 
    OpType& m_op;
    BOpType& m_Bop;
    Vector m_cache;  // temporary working space
 
public:
    SymGEigsCholeskyOp(OpType& op, BOpType& Bop) :
        m_op(op), m_Bop(Bop), m_cache(op.rows())
    {}
 
    Index rows() const { return m_Bop.rows(); }
    Index cols() const { return m_Bop.rows(); }
 
    // y_out = inv(L) * A * inv(L') * x_in
    void perform_op(const Scalar* x_in, Scalar* y_out)
    {
        m_Bop.upper_triangular_solve(x_in, y_out);
        m_op.perform_op(y_out, m_cache.data());
        m_Bop.lower_triangular_solve(m_cache.data(), y_out);
    }
};
 
}  // namespace Spectra
 
#endif  // SYM_GEIGS_CHOLESKY_OP_H