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| | #ifndef EIGEN_BASIC_PRECONDITIONERS_H |
| | #define EIGEN_BASIC_PRECONDITIONERS_H |
| |
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| | namespace Eigen { |
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| | template <typename _Scalar> |
| | class DiagonalPreconditioner |
| | { |
| | typedef _Scalar Scalar; |
| | typedef Matrix<Scalar,Dynamic,1> Vector; |
| | public: |
| | typedef typename Vector::StorageIndex StorageIndex; |
| | enum { |
| | ColsAtCompileTime = Dynamic, |
| | MaxColsAtCompileTime = Dynamic |
| | }; |
| |
|
| | DiagonalPreconditioner() : m_isInitialized(false) {} |
| |
|
| | template<typename MatType> |
| | explicit DiagonalPreconditioner(const MatType& mat) : m_invdiag(mat.cols()) |
| | { |
| | compute(mat); |
| | } |
| |
|
| | EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return m_invdiag.size(); } |
| | EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return m_invdiag.size(); } |
| |
|
| | template<typename MatType> |
| | DiagonalPreconditioner& analyzePattern(const MatType& ) |
| | { |
| | return *this; |
| | } |
| |
|
| | template<typename MatType> |
| | DiagonalPreconditioner& factorize(const MatType& mat) |
| | { |
| | m_invdiag.resize(mat.cols()); |
| | for(int j=0; j<mat.outerSize(); ++j) |
| | { |
| | typename MatType::InnerIterator it(mat,j); |
| | while(it && it.index()!=j) ++it; |
| | if(it && it.index()==j && it.value()!=Scalar(0)) |
| | m_invdiag(j) = Scalar(1)/it.value(); |
| | else |
| | m_invdiag(j) = Scalar(1); |
| | } |
| | m_isInitialized = true; |
| | return *this; |
| | } |
| |
|
| | template<typename MatType> |
| | DiagonalPreconditioner& compute(const MatType& mat) |
| | { |
| | return factorize(mat); |
| | } |
| |
|
| | |
| | template<typename Rhs, typename Dest> |
| | void _solve_impl(const Rhs& b, Dest& x) const |
| | { |
| | x = m_invdiag.array() * b.array() ; |
| | } |
| |
|
| | template<typename Rhs> inline const Solve<DiagonalPreconditioner, Rhs> |
| | solve(const MatrixBase<Rhs>& b) const |
| | { |
| | eigen_assert(m_isInitialized && "DiagonalPreconditioner is not initialized."); |
| | eigen_assert(m_invdiag.size()==b.rows() |
| | && "DiagonalPreconditioner::solve(): invalid number of rows of the right hand side matrix b"); |
| | return Solve<DiagonalPreconditioner, Rhs>(*this, b.derived()); |
| | } |
| |
|
| | ComputationInfo info() { return Success; } |
| |
|
| | protected: |
| | Vector m_invdiag; |
| | bool m_isInitialized; |
| | }; |
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| | template <typename _Scalar> |
| | class LeastSquareDiagonalPreconditioner : public DiagonalPreconditioner<_Scalar> |
| | { |
| | typedef _Scalar Scalar; |
| | typedef typename NumTraits<Scalar>::Real RealScalar; |
| | typedef DiagonalPreconditioner<_Scalar> Base; |
| | using Base::m_invdiag; |
| | public: |
| |
|
| | LeastSquareDiagonalPreconditioner() : Base() {} |
| |
|
| | template<typename MatType> |
| | explicit LeastSquareDiagonalPreconditioner(const MatType& mat) : Base() |
| | { |
| | compute(mat); |
| | } |
| |
|
| | template<typename MatType> |
| | LeastSquareDiagonalPreconditioner& analyzePattern(const MatType& ) |
| | { |
| | return *this; |
| | } |
| |
|
| | template<typename MatType> |
| | LeastSquareDiagonalPreconditioner& factorize(const MatType& mat) |
| | { |
| | |
| | m_invdiag.resize(mat.cols()); |
| | if(MatType::IsRowMajor) |
| | { |
| | m_invdiag.setZero(); |
| | for(Index j=0; j<mat.outerSize(); ++j) |
| | { |
| | for(typename MatType::InnerIterator it(mat,j); it; ++it) |
| | m_invdiag(it.index()) += numext::abs2(it.value()); |
| | } |
| | for(Index j=0; j<mat.cols(); ++j) |
| | if(numext::real(m_invdiag(j))>RealScalar(0)) |
| | m_invdiag(j) = RealScalar(1)/numext::real(m_invdiag(j)); |
| | } |
| | else |
| | { |
| | for(Index j=0; j<mat.outerSize(); ++j) |
| | { |
| | RealScalar sum = mat.col(j).squaredNorm(); |
| | if(sum>RealScalar(0)) |
| | m_invdiag(j) = RealScalar(1)/sum; |
| | else |
| | m_invdiag(j) = RealScalar(1); |
| | } |
| | } |
| | Base::m_isInitialized = true; |
| | return *this; |
| | } |
| |
|
| | template<typename MatType> |
| | LeastSquareDiagonalPreconditioner& compute(const MatType& mat) |
| | { |
| | return factorize(mat); |
| | } |
| |
|
| | ComputationInfo info() { return Success; } |
| |
|
| | protected: |
| | }; |
| |
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| | |
| | class IdentityPreconditioner |
| | { |
| | public: |
| |
|
| | IdentityPreconditioner() {} |
| |
|
| | template<typename MatrixType> |
| | explicit IdentityPreconditioner(const MatrixType& ) {} |
| |
|
| | template<typename MatrixType> |
| | IdentityPreconditioner& analyzePattern(const MatrixType& ) { return *this; } |
| |
|
| | template<typename MatrixType> |
| | IdentityPreconditioner& factorize(const MatrixType& ) { return *this; } |
| |
|
| | template<typename MatrixType> |
| | IdentityPreconditioner& compute(const MatrixType& ) { return *this; } |
| |
|
| | template<typename Rhs> |
| | inline const Rhs& solve(const Rhs& b) const { return b; } |
| |
|
| | ComputationInfo info() { return Success; } |
| | }; |
| |
|
| | } |
| |
|
| | #endif |
| |
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