1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
|
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2014 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_SPARSESOLVERBASE_H
#define EIGEN_SPARSESOLVERBASE_H
namespace Eigen {
namespace internal {
/** \internal
* Helper functions to solve with a sparse right-hand-side and result.
* The rhs is decomposed into small vertical panels which are solved through dense temporaries.
*/
template<typename Decomposition, typename Rhs, typename Dest>
typename enable_if<Rhs::ColsAtCompileTime!=1 && Dest::ColsAtCompileTime!=1>::type
solve_sparse_through_dense_panels(const Decomposition &dec, const Rhs& rhs, Dest &dest)
{
EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
typedef typename Dest::Scalar DestScalar;
// we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix.
static const Index NbColsAtOnce = 4;
Index rhsCols = rhs.cols();
Index size = rhs.rows();
// the temporary matrices do not need more columns than NbColsAtOnce:
Index tmpCols = (std::min)(rhsCols, NbColsAtOnce);
Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmp(size,tmpCols);
Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmpX(size,tmpCols);
for(Index k=0; k<rhsCols; k+=NbColsAtOnce)
{
Index actualCols = std::min<Index>(rhsCols-k, NbColsAtOnce);
tmp.leftCols(actualCols) = rhs.middleCols(k,actualCols);
tmpX.leftCols(actualCols) = dec.solve(tmp.leftCols(actualCols));
dest.middleCols(k,actualCols) = tmpX.leftCols(actualCols).sparseView();
}
}
// Overload for vector as rhs
template<typename Decomposition, typename Rhs, typename Dest>
typename enable_if<Rhs::ColsAtCompileTime==1 || Dest::ColsAtCompileTime==1>::type
solve_sparse_through_dense_panels(const Decomposition &dec, const Rhs& rhs, Dest &dest)
{
typedef typename Dest::Scalar DestScalar;
Index size = rhs.rows();
Eigen::Matrix<DestScalar,Dynamic,1> rhs_dense(rhs);
Eigen::Matrix<DestScalar,Dynamic,1> dest_dense(size);
dest_dense = dec.solve(rhs_dense);
dest = dest_dense.sparseView();
}
} // end namespace internal
/** \class SparseSolverBase
* \ingroup SparseCore_Module
* \brief A base class for sparse solvers
*
* \tparam Derived the actual type of the solver.
*
*/
template<typename Derived>
class SparseSolverBase : internal::noncopyable
{
public:
/** Default constructor */
SparseSolverBase()
: m_isInitialized(false)
{}
~SparseSolverBase()
{}
Derived& derived() { return *static_cast<Derived*>(this); }
const Derived& derived() const { return *static_cast<const Derived*>(this); }
/** \returns an expression of the solution x of \f$ A x = b \f$ using the current decomposition of A.
*
* \sa compute()
*/
template<typename Rhs>
inline const Solve<Derived, Rhs>
solve(const MatrixBase<Rhs>& b) const
{
eigen_assert(m_isInitialized && "Solver is not initialized.");
eigen_assert(derived().rows()==b.rows() && "solve(): invalid number of rows of the right hand side matrix b");
return Solve<Derived, Rhs>(derived(), b.derived());
}
/** \returns an expression of the solution x of \f$ A x = b \f$ using the current decomposition of A.
*
* \sa compute()
*/
template<typename Rhs>
inline const Solve<Derived, Rhs>
solve(const SparseMatrixBase<Rhs>& b) const
{
eigen_assert(m_isInitialized && "Solver is not initialized.");
eigen_assert(derived().rows()==b.rows() && "solve(): invalid number of rows of the right hand side matrix b");
return Solve<Derived, Rhs>(derived(), b.derived());
}
#ifndef EIGEN_PARSED_BY_DOXYGEN
/** \internal default implementation of solving with a sparse rhs */
template<typename Rhs,typename Dest>
void _solve_impl(const SparseMatrixBase<Rhs> &b, SparseMatrixBase<Dest> &dest) const
{
internal::solve_sparse_through_dense_panels(derived(), b.derived(), dest.derived());
}
#endif // EIGEN_PARSED_BY_DOXYGEN
protected:
mutable bool m_isInitialized;
};
} // end namespace Eigen
#endif // EIGEN_SPARSESOLVERBASE_H
|
