| 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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