101 lines
3.1 KiB
C++
101 lines
3.1 KiB
C++
// Copyright (C) 2017-2019 Yixuan Qiu <yixuan.qiu@cos.name>
|
|
//
|
|
// 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 https://mozilla.org/MPL/2.0/.
|
|
|
|
#ifndef SPARSE_REGULAR_INVERSE_H
|
|
#define SPARSE_REGULAR_INVERSE_H
|
|
|
|
#include <Eigen/Core>
|
|
#include <Eigen/SparseCore>
|
|
#include <Eigen/IterativeLinearSolvers>
|
|
#include <stdexcept>
|
|
|
|
namespace Spectra {
|
|
|
|
///
|
|
/// \ingroup MatOp
|
|
///
|
|
/// This class defines matrix operations required by the generalized eigen solver
|
|
/// in the regular inverse mode. For a sparse and positive definite matrix \f$B\f$,
|
|
/// it implements the matrix-vector product \f$y=Bx\f$ and the linear equation
|
|
/// solving operation \f$y=B^{-1}x\f$.
|
|
///
|
|
/// This class is intended to be used with the SymGEigsSolver generalized eigen solver
|
|
/// in the regular inverse mode.
|
|
///
|
|
template <typename Scalar, int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
|
|
class SparseRegularInverse
|
|
{
|
|
private:
|
|
typedef Eigen::Index Index;
|
|
typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1> Vector;
|
|
typedef Eigen::Map<const Vector> MapConstVec;
|
|
typedef Eigen::Map<Vector> MapVec;
|
|
typedef Eigen::SparseMatrix<Scalar, Flags, StorageIndex> SparseMatrix;
|
|
typedef const Eigen::Ref<const SparseMatrix> ConstGenericSparseMatrix;
|
|
|
|
ConstGenericSparseMatrix m_mat;
|
|
const int m_n;
|
|
Eigen::ConjugateGradient<SparseMatrix> m_cg;
|
|
|
|
public:
|
|
///
|
|
/// Constructor to create the matrix operation object.
|
|
///
|
|
/// \param mat An **Eigen** sparse matrix object, whose type can be
|
|
/// `Eigen::SparseMatrix<Scalar, ...>` or its mapped version
|
|
/// `Eigen::Map<Eigen::SparseMatrix<Scalar, ...> >`.
|
|
///
|
|
SparseRegularInverse(ConstGenericSparseMatrix& mat) :
|
|
m_mat(mat), m_n(mat.rows())
|
|
{
|
|
if (mat.rows() != mat.cols())
|
|
throw std::invalid_argument("SparseRegularInverse: matrix must be square");
|
|
|
|
m_cg.compute(mat);
|
|
}
|
|
|
|
///
|
|
/// Return the number of rows of the underlying matrix.
|
|
///
|
|
Index rows() const { return m_n; }
|
|
///
|
|
/// Return the number of columns of the underlying matrix.
|
|
///
|
|
Index cols() const { return m_n; }
|
|
|
|
///
|
|
/// Perform the solving operation \f$y=B^{-1}x\f$.
|
|
///
|
|
/// \param x_in Pointer to the \f$x\f$ vector.
|
|
/// \param y_out Pointer to the \f$y\f$ vector.
|
|
///
|
|
// y_out = inv(B) * x_in
|
|
void solve(const Scalar* x_in, Scalar* y_out) const
|
|
{
|
|
MapConstVec x(x_in, m_n);
|
|
MapVec y(y_out, m_n);
|
|
y.noalias() = m_cg.solve(x);
|
|
}
|
|
|
|
///
|
|
/// Perform the matrix-vector multiplication operation \f$y=Bx\f$.
|
|
///
|
|
/// \param x_in Pointer to the \f$x\f$ vector.
|
|
/// \param y_out Pointer to the \f$y\f$ vector.
|
|
///
|
|
// y_out = B * x_in
|
|
void mat_prod(const Scalar* x_in, Scalar* y_out) const
|
|
{
|
|
MapConstVec x(x_in, m_n);
|
|
MapVec y(y_out, m_n);
|
|
y.noalias() = m_mat.template selfadjointView<Uplo>() * x;
|
|
}
|
|
};
|
|
|
|
} // namespace Spectra
|
|
|
|
#endif // SPARSE_REGULAR_INVERSE_H
|