diff options
Diffstat (limited to 'unsupported/Eigen/src/IterativeSolvers/DGMRES.h')
| -rw-r--r-- | unsupported/Eigen/src/IterativeSolvers/DGMRES.h | 61 |
1 files changed, 16 insertions, 45 deletions
diff --git a/unsupported/Eigen/src/IterativeSolvers/DGMRES.h b/unsupported/Eigen/src/IterativeSolvers/DGMRES.h index 9fcc8a8d9..bae04fc30 100644 --- a/unsupported/Eigen/src/IterativeSolvers/DGMRES.h +++ b/unsupported/Eigen/src/IterativeSolvers/DGMRES.h @@ -40,7 +40,6 @@ void sortWithPermutation (VectorType& vec, IndexType& perm, typename IndexType:: { eigen_assert(vec.size() == perm.size()); typedef typename IndexType::Scalar Index; - typedef typename VectorType::Scalar Scalar; bool flag; for (Index k = 0; k < ncut; k++) { @@ -84,6 +83,8 @@ void sortWithPermutation (VectorType& vec, IndexType& perm, typename IndexType:: * x = solver.solve(b); * \endcode * + * DGMRES can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink. + * * References : * [1] D. NUENTSA WAKAM and F. PACULL, Memory Efficient Hybrid * Algebraic Solvers for Linear Systems Arising from Compressible @@ -101,16 +102,18 @@ template< typename _MatrixType, typename _Preconditioner> class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> > { typedef IterativeSolverBase<DGMRES> Base; - using Base::mp_matrix; + using Base::matrix; using Base::m_error; using Base::m_iterations; using Base::m_info; using Base::m_isInitialized; using Base::m_tolerance; public: + using Base::_solve_impl; typedef _MatrixType MatrixType; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Index Index; + typedef typename MatrixType::StorageIndex StorageIndex; typedef typename MatrixType::RealScalar RealScalar; typedef _Preconditioner Preconditioner; typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; @@ -133,30 +136,14 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> > * this class becomes invalid. Call compute() to update it with the new * matrix A, or modify a copy of A. */ - DGMRES(const MatrixType& A) : Base(A),m_restart(30),m_neig(0),m_r(0),m_maxNeig(5),m_isDeflAllocated(false),m_isDeflInitialized(false) - {} + template<typename MatrixDerived> + explicit DGMRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()), m_restart(30),m_neig(0),m_r(0),m_maxNeig(5),m_isDeflAllocated(false),m_isDeflInitialized(false) {} ~DGMRES() {} - /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A - * \a x0 as an initial solution. - * - * \sa compute() - */ - template<typename Rhs,typename Guess> - inline const internal::solve_retval_with_guess<DGMRES, Rhs, Guess> - solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const - { - eigen_assert(m_isInitialized && "DGMRES is not initialized."); - eigen_assert(Base::rows()==b.rows() - && "DGMRES::solve(): invalid number of rows of the right hand side matrix b"); - return internal::solve_retval_with_guess - <DGMRES, Rhs, Guess>(*this, b.derived(), x0); - } - /** \internal */ template<typename Rhs,typename Dest> - void _solveWithGuess(const Rhs& b, Dest& x) const + void _solve_with_guess_impl(const Rhs& b, Dest& x) const { bool failed = false; for(int j=0; j<b.cols(); ++j) @@ -165,7 +152,7 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> > m_error = Base::m_tolerance; typename Dest::ColXpr xj(x,j); - dgmres(*mp_matrix, b.col(j), xj, Base::m_preconditioner); + dgmres(matrix(), b.col(j), xj, Base::m_preconditioner); } m_info = failed ? NumericalIssue : m_error <= Base::m_tolerance ? Success @@ -175,10 +162,10 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> > /** \internal */ template<typename Rhs,typename Dest> - void _solve(const Rhs& b, Dest& x) const + void _solve_impl(const Rhs& b, MatrixBase<Dest>& x) const { x = b; - _solveWithGuess(b,x); + _solve_with_guess_impl(b,x.derived()); } /** * Get the restart value @@ -217,7 +204,7 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> > template<typename Dest> int dgmresCycle(const MatrixType& mat, const Preconditioner& precond, Dest& x, DenseVector& r0, RealScalar& beta, const RealScalar& normRhs, int& nbIts) const; // Compute data to use for deflation - int dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, Index& neig) const; + int dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, StorageIndex& neig) const; // Apply deflation to a vector template<typename RhsType, typename DestType> int dgmresApplyDeflation(const RhsType& In, DestType& Out) const; @@ -233,7 +220,7 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> > mutable DenseMatrix m_MU; // matrix operator applied to m_U (for next cycles) mutable DenseMatrix m_T; /* T=U^T*M^{-1}*A*U */ mutable PartialPivLU<DenseMatrix> m_luT; // LU factorization of m_T - mutable int m_neig; //Number of eigenvalues to extract at each restart + mutable StorageIndex m_neig; //Number of eigenvalues to extract at each restart mutable int m_r; // Current number of deflated eigenvalues, size of m_U mutable int m_maxNeig; // Maximum number of eigenvalues to deflate mutable RealScalar m_lambdaN; //Modulus of the largest eigenvalue of A @@ -353,7 +340,7 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresCycle(const MatrixType& mat, con beta = std::abs(g(it+1)); m_error = beta/normRhs; - std::cerr << nbIts << " Relative Residual Norm " << m_error << std::endl; + // std::cerr << nbIts << " Relative Residual Norm " << m_error << std::endl; it++; nbIts++; if (m_error < m_tolerance) @@ -431,7 +418,7 @@ inline typename DGMRES<_MatrixType, _Preconditioner>::ComplexVector DGMRES<_Matr } template< typename _MatrixType, typename _Preconditioner> -int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, Index& neig) const +int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, StorageIndex& neig) const { // First, find the Schur form of the Hessenberg matrix H typename internal::conditional<NumTraits<Scalar>::IsComplex, ComplexSchur<DenseMatrix>, RealSchur<DenseMatrix> >::type schurofH; @@ -441,7 +428,7 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const Matri schurofH.computeFromHessenberg(m_Hes.topLeftCorner(it,it), matrixQ, computeU); ComplexVector eig(it); - Matrix<Index,Dynamic,1>perm(it); + Matrix<StorageIndex,Dynamic,1>perm(it); eig = this->schurValues(schurofH); // Reorder the absolute values of Schur values @@ -522,21 +509,5 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresApplyDeflation(const RhsType &x, return 0; } -namespace internal { - - template<typename _MatrixType, typename _Preconditioner, typename Rhs> -struct solve_retval<DGMRES<_MatrixType, _Preconditioner>, Rhs> - : solve_retval_base<DGMRES<_MatrixType, _Preconditioner>, Rhs> -{ - typedef DGMRES<_MatrixType, _Preconditioner> Dec; - EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) - - template<typename Dest> void evalTo(Dest& dst) const - { - dec()._solve(rhs(),dst); - } -}; -} // end namespace internal - } // end namespace Eigen #endif |