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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 |
| }; |
|
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| DiagonalPreconditioner() : m_isInitialized(false) {} |
|
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| template<typename MatType> |
| explicit DiagonalPreconditioner(const MatType& mat) : m_invdiag(mat.cols()) |
| { |
| compute(mat); |
| } |
|
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| EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return m_invdiag.size(); } |
| EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return m_invdiag.size(); } |
|
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| template<typename MatType> |
| DiagonalPreconditioner& analyzePattern(const MatType& ) |
| { |
| return *this; |
| } |
|
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| 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; |
| } |
|
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| template<typename MatType> |
| DiagonalPreconditioner& compute(const MatType& mat) |
| { |
| return factorize(mat); |
| } |
|
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| |
| template<typename Rhs, typename Dest> |
| void _solve_impl(const Rhs& b, Dest& x) const |
| { |
| x = m_invdiag.array() * b.array() ; |
| } |
|
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| 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()); |
| } |
|
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| ComputationInfo info() { return Success; } |
|
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| 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: |
|
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| LeastSquareDiagonalPreconditioner() : Base() {} |
|
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| template<typename MatType> |
| explicit LeastSquareDiagonalPreconditioner(const MatType& mat) : Base() |
| { |
| compute(mat); |
| } |
|
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| template<typename MatType> |
| LeastSquareDiagonalPreconditioner& analyzePattern(const MatType& ) |
| { |
| return *this; |
| } |
|
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| 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; |
| } |
|
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| template<typename MatType> |
| LeastSquareDiagonalPreconditioner& compute(const MatType& mat) |
| { |
| return factorize(mat); |
| } |
|
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| ComputationInfo info() { return Success; } |
|
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| protected: |
| }; |
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| class IdentityPreconditioner |
| { |
| public: |
|
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| IdentityPreconditioner() {} |
|
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| template<typename MatrixType> |
| explicit IdentityPreconditioner(const MatrixType& ) {} |
|
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| template<typename MatrixType> |
| IdentityPreconditioner& analyzePattern(const MatrixType& ) { return *this; } |
|
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| template<typename MatrixType> |
| IdentityPreconditioner& factorize(const MatrixType& ) { return *this; } |
|
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| template<typename MatrixType> |
| IdentityPreconditioner& compute(const MatrixType& ) { return *this; } |
|
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| template<typename Rhs> |
| inline const Rhs& solve(const Rhs& b) const { return b; } |
|
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| ComputationInfo info() { return Success; } |
| }; |
|
|
| } |
|
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| #endif |
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