update

1 files changed, 31 insertions, 66 deletions

diff --git a/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h b/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
index 5512219..454f468 100644
--- a/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
+++ b/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
@@ -1,7 +1,7 @@
 // This file is part of Eigen, a lightweight C++ template library
 // for linear algebra.
 //
-// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2011-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
 // Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
 //
 // This Source Code Form is subject to the terms of the Mozilla
@@ -27,7 +27,7 @@ namespace internal {
   */
 template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
 bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
-              const Preconditioner& precond, int& iters,
+              const Preconditioner& precond, Index& iters,
               typename Dest::RealScalar& tol_error)
 {
   using std::sqrt;
@@ -36,9 +36,9 @@ bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
   typedef typename Dest::Scalar Scalar;
   typedef Matrix<Scalar,Dynamic,1> VectorType;
   RealScalar tol = tol_error;
-  int maxIters = iters;
+  Index maxIters = iters;
 
-  int n = mat.cols();
+  Index n = mat.cols();
   VectorType r  = rhs - mat * x;
   VectorType r0 = r;
   
@@ -59,20 +59,21 @@ bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
 
   VectorType s(n), t(n);
 
-  RealScalar tol2 = tol*tol;
+  RealScalar tol2 = tol*tol*rhs_sqnorm;
   RealScalar eps2 = NumTraits<Scalar>::epsilon()*NumTraits<Scalar>::epsilon();
-  int i = 0;
-  int restarts = 0;
+  Index i = 0;
+  Index restarts = 0;
 
-  while ( r.squaredNorm()/rhs_sqnorm > tol2 && i<maxIters )
+  while ( r.squaredNorm() > tol2 && i<maxIters )
   {
     Scalar rho_old = rho;
 
     rho = r0.dot(r);
     if (abs(rho) < eps2*r0_sqnorm)
     {
-      // The new residual vector became too orthogonal to the arbitrarily choosen direction r0
+      // The new residual vector became too orthogonal to the arbitrarily chosen direction r0
       // Let's restart with a new r0:
+      r  = rhs - mat * x;
       r0 = r;
       rho = r0_sqnorm = r.squaredNorm();
       if(restarts++ == 0)
@@ -131,35 +132,33 @@ struct traits<BiCGSTAB<_MatrixType,_Preconditioner> >
   * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
   * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
   *
+  * \implsparsesolverconcept
+  *
   * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
   * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
   * and NumTraits<Scalar>::epsilon() for the tolerance.
   * 
+  * The tolerance corresponds to the relative residual error: |Ax-b|/|b|
+  * 
+  * \b Performance: when using sparse matrices, best performance is achied for a row-major sparse matrix format.
+  * Moreover, in this case multi-threading can be exploited if the user code is compiled with OpenMP enabled.
+  * See \ref TopicMultiThreading for details.
+  * 
   * This class can be used as the direct solver classes. Here is a typical usage example:
-  * \code
-  * int n = 10000;
-  * VectorXd x(n), b(n);
-  * SparseMatrix<double> A(n,n);
-  * // fill A and b
-  * BiCGSTAB<SparseMatrix<double> > solver;
-  * solver.compute(A);
-  * x = solver.solve(b);
-  * std::cout << "#iterations:     " << solver.iterations() << std::endl;
-  * std::cout << "estimated error: " << solver.error()      << std::endl;
-  * // update b, and solve again
-  * x = solver.solve(b);
-  * \endcode
+  * \include BiCGSTAB_simple.cpp
   * 
   * By default the iterations start with x=0 as an initial guess of the solution.
   * One can control the start using the solveWithGuess() method.
   * 
+  * BiCGSTAB can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
+  *
   * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
   */
 template< typename _MatrixType, typename _Preconditioner>
 class BiCGSTAB : public IterativeSolverBase<BiCGSTAB<_MatrixType,_Preconditioner> >
 {
   typedef IterativeSolverBase<BiCGSTAB> Base;
-  using Base::mp_matrix;
+  using Base::matrix;
   using Base::m_error;
   using Base::m_iterations;
   using Base::m_info;
@@ -167,7 +166,6 @@ class BiCGSTAB : public IterativeSolverBase<BiCGSTAB<_MatrixType,_Preconditioner
 public:
   typedef _MatrixType MatrixType;
   typedef typename MatrixType::Scalar Scalar;
-  typedef typename MatrixType::Index Index;
   typedef typename MatrixType::RealScalar RealScalar;
   typedef _Preconditioner Preconditioner;
 
@@ -190,35 +188,19 @@ public:
   explicit BiCGSTAB(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
 
   ~BiCGSTAB() {}
-  
-  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A
-    * \a x0 as an initial solution.
-    *
-    * \sa compute()
-    */
-  template<typename Rhs,typename Guess>
-  inline const internal::solve_retval_with_guess<BiCGSTAB, Rhs, Guess>
-  solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const
-  {
-    eigen_assert(m_isInitialized && "BiCGSTAB is not initialized.");
-    eigen_assert(Base::rows()==b.rows()
-              && "BiCGSTAB::solve(): invalid number of rows of the right hand side matrix b");
-    return internal::solve_retval_with_guess
-            <BiCGSTAB, Rhs, Guess>(*this, b.derived(), x0);
-  }
-  
+
   /** \internal */
   template<typename Rhs,typename Dest>
-  void _solveWithGuess(const Rhs& b, Dest& x) const
+  void _solve_with_guess_impl(const Rhs& b, Dest& x) const
   {    
     bool failed = false;
-    for(int j=0; j<b.cols(); ++j)
+    for(Index j=0; j<b.cols(); ++j)
     {
       m_iterations = Base::maxIterations();
       m_error = Base::m_tolerance;
       
       typename Dest::ColXpr xj(x,j);
-      if(!internal::bicgstab(*mp_matrix, b.col(j), xj, Base::m_preconditioner, m_iterations, m_error))
+      if(!internal::bicgstab(matrix(), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error))
         failed = true;
     }
     m_info = failed ? NumericalIssue
@@ -228,36 +210,19 @@ public:
   }
 
   /** \internal */
+  using Base::_solve_impl;
   template<typename Rhs,typename Dest>
-  void _solve(const Rhs& b, Dest& x) const
+  void _solve_impl(const MatrixBase<Rhs>& b, Dest& x) const
   {
-//     x.setZero();
-  x = b;
-    _solveWithGuess(b,x);
+    x.resize(this->rows(),b.cols());
+    x.setZero();
+    _solve_with_guess_impl(b,x);
   }
 
 protected:
 
 };
 
-
-namespace internal {
-
-  template<typename _MatrixType, typename _Preconditioner, typename Rhs>
-struct solve_retval<BiCGSTAB<_MatrixType, _Preconditioner>, Rhs>
-  : solve_retval_base<BiCGSTAB<_MatrixType, _Preconditioner>, Rhs>
-{
-  typedef BiCGSTAB<_MatrixType, _Preconditioner> Dec;
-  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
-
-  template<typename Dest> void evalTo(Dest& dst) const
-  {
-    dec()._solve(rhs(),dst);
-  }
-};
-
-} // end namespace internal
-
 } // end namespace Eigen
 
 #endif // EIGEN_BICGSTAB_H