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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
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