1 | // This file is part of Eigen, a lightweight C++ template library
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2 | // for linear algebra.
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3 | //
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4 | // Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
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5 | //
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6 | // This Source Code Form is subject to the terms of the Mozilla
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7 | // Public License v. 2.0. If a copy of the MPL was not distributed
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8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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9 |
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10 | #ifndef EIGEN_INCOMPLETE_LU_H
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11 | #define EIGEN_INCOMPLETE_LU_H
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12 |
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13 | namespace Eigen {
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14 |
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15 | template <typename _Scalar>
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16 | class IncompleteLU
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17 | {
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18 | typedef _Scalar Scalar;
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19 | typedef Matrix<Scalar,Dynamic,1> Vector;
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20 | typedef typename Vector::Index Index;
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21 | typedef SparseMatrix<Scalar,RowMajor> FactorType;
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22 |
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23 | public:
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24 | typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType;
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25 |
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26 | IncompleteLU() : m_isInitialized(false) {}
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27 |
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28 | template<typename MatrixType>
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29 | IncompleteLU(const MatrixType& mat) : m_isInitialized(false)
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30 | {
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31 | compute(mat);
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32 | }
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33 |
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34 | Index rows() const { return m_lu.rows(); }
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35 | Index cols() const { return m_lu.cols(); }
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36 |
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37 | template<typename MatrixType>
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38 | IncompleteLU& compute(const MatrixType& mat)
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39 | {
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40 | m_lu = mat;
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41 | int size = mat.cols();
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42 | Vector diag(size);
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43 | for(int i=0; i<size; ++i)
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44 | {
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45 | typename FactorType::InnerIterator k_it(m_lu,i);
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46 | for(; k_it && k_it.index()<i; ++k_it)
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47 | {
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48 | int k = k_it.index();
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49 | k_it.valueRef() /= diag(k);
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50 |
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51 | typename FactorType::InnerIterator j_it(k_it);
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52 | typename FactorType::InnerIterator kj_it(m_lu, k);
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53 | while(kj_it && kj_it.index()<=k) ++kj_it;
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54 | for(++j_it; j_it; )
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55 | {
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56 | if(kj_it.index()==j_it.index())
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57 | {
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58 | j_it.valueRef() -= k_it.value() * kj_it.value();
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59 | ++j_it;
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60 | ++kj_it;
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61 | }
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62 | else if(kj_it.index()<j_it.index()) ++kj_it;
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63 | else ++j_it;
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64 | }
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65 | }
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66 | if(k_it && k_it.index()==i) diag(i) = k_it.value();
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67 | else diag(i) = 1;
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68 | }
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69 | m_isInitialized = true;
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70 | return *this;
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71 | }
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72 |
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73 | template<typename Rhs, typename Dest>
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74 | void _solve(const Rhs& b, Dest& x) const
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75 | {
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76 | x = m_lu.template triangularView<UnitLower>().solve(b);
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77 | x = m_lu.template triangularView<Upper>().solve(x);
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78 | }
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79 |
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80 | template<typename Rhs> inline const internal::solve_retval<IncompleteLU, Rhs>
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81 | solve(const MatrixBase<Rhs>& b) const
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82 | {
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83 | eigen_assert(m_isInitialized && "IncompleteLU is not initialized.");
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84 | eigen_assert(cols()==b.rows()
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85 | && "IncompleteLU::solve(): invalid number of rows of the right hand side matrix b");
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86 | return internal::solve_retval<IncompleteLU, Rhs>(*this, b.derived());
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87 | }
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88 |
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89 | protected:
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90 | FactorType m_lu;
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91 | bool m_isInitialized;
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92 | };
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93 |
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94 | namespace internal {
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95 |
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96 | template<typename _MatrixType, typename Rhs>
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97 | struct solve_retval<IncompleteLU<_MatrixType>, Rhs>
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98 | : solve_retval_base<IncompleteLU<_MatrixType>, Rhs>
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99 | {
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100 | typedef IncompleteLU<_MatrixType> Dec;
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101 | EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
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102 |
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103 | template<typename Dest> void evalTo(Dest& dst) const
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104 | {
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105 | dec()._solve(rhs(),dst);
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106 | }
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107 | };
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108 |
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109 | } // end namespace internal
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110 |
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111 | } // end namespace Eigen
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112 |
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113 | #endif // EIGEN_INCOMPLETE_LU_H
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