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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// 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 http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_INCOMPLETE_LU_H
+#define EIGEN_INCOMPLETE_LU_H
+
+namespace Eigen {
+
+template <typename _Scalar>
+class IncompleteLU
+{
+ typedef _Scalar Scalar;
+ typedef Matrix<Scalar,Dynamic,1> Vector;
+ typedef typename Vector::Index Index;
+ typedef SparseMatrix<Scalar,RowMajor> FactorType;
+
+ public:
+ typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType;
+
+ IncompleteLU() : m_isInitialized(false) {}
+
+ template<typename MatrixType>
+ IncompleteLU(const MatrixType& mat) : m_isInitialized(false)
+ {
+ compute(mat);
+ }
+
+ Index rows() const { return m_lu.rows(); }
+ Index cols() const { return m_lu.cols(); }
+
+ template<typename MatrixType>
+ IncompleteLU& compute(const MatrixType& mat)
+ {
+ m_lu = mat;
+ int size = mat.cols();
+ Vector diag(size);
+ for(int i=0; i<size; ++i)
+ {
+ typename FactorType::InnerIterator k_it(m_lu,i);
+ for(; k_it && k_it.index()<i; ++k_it)
+ {
+ int k = k_it.index();
+ k_it.valueRef() /= diag(k);
+
+ typename FactorType::InnerIterator j_it(k_it);
+ typename FactorType::InnerIterator kj_it(m_lu, k);
+ while(kj_it && kj_it.index()<=k) ++kj_it;
+ for(++j_it; j_it; )
+ {
+ if(kj_it.index()==j_it.index())
+ {
+ j_it.valueRef() -= k_it.value() * kj_it.value();
+ ++j_it;
+ ++kj_it;
+ }
+ else if(kj_it.index()<j_it.index()) ++kj_it;
+ else ++j_it;
+ }
+ }
+ if(k_it && k_it.index()==i) diag(i) = k_it.value();
+ else diag(i) = 1;
+ }
+ m_isInitialized = true;
+ return *this;
+ }
+
+ template<typename Rhs, typename Dest>
+ void _solve(const Rhs& b, Dest& x) const
+ {
+ x = m_lu.template triangularView<UnitLower>().solve(b);
+ x = m_lu.template triangularView<Upper>().solve(x);
+ }
+
+ template<typename Rhs> inline const internal::solve_retval<IncompleteLU, Rhs>
+ solve(const MatrixBase<Rhs>& b) const
+ {
+ eigen_assert(m_isInitialized && "IncompleteLU is not initialized.");
+ eigen_assert(cols()==b.rows()
+ && "IncompleteLU::solve(): invalid number of rows of the right hand side matrix b");
+ return internal::solve_retval<IncompleteLU, Rhs>(*this, b.derived());
+ }
+
+ protected:
+ FactorType m_lu;
+ bool m_isInitialized;
+};
+
+namespace internal {
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<IncompleteLU<_MatrixType>, Rhs>
+ : solve_retval_base<IncompleteLU<_MatrixType>, Rhs>
+{
+ typedef IncompleteLU<_MatrixType> 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 // EIGEN_INCOMPLETE_LU_H