96 lines
3.0 KiB
C++
96 lines
3.0 KiB
C++
// Copyright (C) 2016-2019 Yixuan Qiu <yixuan.qiu@cos.name>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at https://mozilla.org/MPL/2.0/.
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#ifndef SPARSE_SYM_SHIFT_SOLVE_H
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#define SPARSE_SYM_SHIFT_SOLVE_H
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#include <Eigen/Core>
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#include <Eigen/SparseCore>
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#include <Eigen/SparseLU>
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#include <stdexcept>
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namespace Spectra {
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///
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/// \ingroup MatOp
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///
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/// This class defines the shift-solve operation on a sparse real symmetric matrix \f$A\f$,
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/// i.e., calculating \f$y=(A-\sigma I)^{-1}x\f$ for any real \f$\sigma\f$ and
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/// vector \f$x\f$. It is mainly used in the SymEigsShiftSolver eigen solver.
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///
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template <typename Scalar, int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
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class SparseSymShiftSolve
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{
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private:
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typedef Eigen::Index Index;
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typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1> Vector;
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typedef Eigen::Map<const Vector> MapConstVec;
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typedef Eigen::Map<Vector> MapVec;
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typedef Eigen::SparseMatrix<Scalar, Flags, StorageIndex> SparseMatrix;
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typedef const Eigen::Ref<const SparseMatrix> ConstGenericSparseMatrix;
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ConstGenericSparseMatrix m_mat;
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const int m_n;
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Eigen::SparseLU<SparseMatrix> m_solver;
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public:
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///
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/// Constructor to create the matrix operation object.
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///
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/// \param mat An **Eigen** sparse matrix object, whose type can be
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/// `Eigen::SparseMatrix<Scalar, ...>` or its mapped version
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/// `Eigen::Map<Eigen::SparseMatrix<Scalar, ...> >`.
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///
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SparseSymShiftSolve(ConstGenericSparseMatrix& mat) :
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m_mat(mat), m_n(mat.rows())
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{
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if (mat.rows() != mat.cols())
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throw std::invalid_argument("SparseSymShiftSolve: matrix must be square");
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}
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///
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/// Return the number of rows of the underlying matrix.
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///
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Index rows() const { return m_n; }
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///
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/// Return the number of columns of the underlying matrix.
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///
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Index cols() const { return m_n; }
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///
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/// Set the real shift \f$\sigma\f$.
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///
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void set_shift(Scalar sigma)
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{
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SparseMatrix mat = m_mat.template selfadjointView<Uplo>();
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SparseMatrix identity(m_n, m_n);
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identity.setIdentity();
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mat = mat - sigma * identity;
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m_solver.isSymmetric(true);
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m_solver.compute(mat);
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if (m_solver.info() != Eigen::Success)
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throw std::invalid_argument("SparseSymShiftSolve: factorization failed with the given shift");
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}
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///
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/// Perform the shift-solve operation \f$y=(A-\sigma I)^{-1}x\f$.
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///
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/// \param x_in Pointer to the \f$x\f$ vector.
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/// \param y_out Pointer to the \f$y\f$ vector.
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///
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// y_out = inv(A - sigma * I) * x_in
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void perform_op(const Scalar* x_in, Scalar* y_out) const
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{
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MapConstVec x(x_in, m_n);
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MapVec y(y_out, m_n);
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y.noalias() = m_solver.solve(x);
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}
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};
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} // namespace Spectra
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#endif // SPARSE_SYM_SHIFT_SOLVE_H
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