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Diffstat (limited to 'eigen/Eigen/src/misc/SparseSolve.h')
-rw-r--r-- | eigen/Eigen/src/misc/SparseSolve.h | 128 |
1 files changed, 128 insertions, 0 deletions
diff --git a/eigen/Eigen/src/misc/SparseSolve.h b/eigen/Eigen/src/misc/SparseSolve.h new file mode 100644 index 0000000..244bb8e --- /dev/null +++ b/eigen/Eigen/src/misc/SparseSolve.h @@ -0,0 +1,128 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr> +// +// 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 http://mozilla.org/MPL/2.0/. + +#ifndef EIGEN_SPARSE_SOLVE_H +#define EIGEN_SPARSE_SOLVE_H + +namespace Eigen { + +namespace internal { + +template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base; +template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval; + +template<typename DecompositionType, typename Rhs> +struct traits<sparse_solve_retval_base<DecompositionType, Rhs> > +{ + typedef typename DecompositionType::MatrixType MatrixType; + typedef SparseMatrix<typename Rhs::Scalar, Rhs::Options, typename Rhs::Index> ReturnType; +}; + +template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base + : public ReturnByValue<sparse_solve_retval_base<_DecompositionType, Rhs> > +{ + typedef typename remove_all<typename Rhs::Nested>::type RhsNestedCleaned; + typedef _DecompositionType DecompositionType; + typedef ReturnByValue<sparse_solve_retval_base> Base; + typedef typename Base::Index Index; + + sparse_solve_retval_base(const DecompositionType& dec, const Rhs& rhs) + : m_dec(dec), m_rhs(rhs) + {} + + inline Index rows() const { return m_dec.cols(); } + inline Index cols() const { return m_rhs.cols(); } + inline const DecompositionType& dec() const { return m_dec; } + inline const RhsNestedCleaned& rhs() const { return m_rhs; } + + template<typename Dest> inline void evalTo(Dest& dst) const + { + static_cast<const sparse_solve_retval<DecompositionType,Rhs>*>(this)->evalTo(dst); + } + + protected: + template<typename DestScalar, int DestOptions, typename DestIndex> + inline void defaultEvalTo(SparseMatrix<DestScalar,DestOptions,DestIndex>& dst) const + { + // we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix. + static const int NbColsAtOnce = 4; + int rhsCols = m_rhs.cols(); + int size = m_rhs.rows(); + Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmp(size,rhsCols); + Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmpX(size,rhsCols); + for(int k=0; k<rhsCols; k+=NbColsAtOnce) + { + int actualCols = std::min<int>(rhsCols-k, NbColsAtOnce); + tmp.leftCols(actualCols) = m_rhs.middleCols(k,actualCols); + tmpX.leftCols(actualCols) = m_dec.solve(tmp.leftCols(actualCols)); + dst.middleCols(k,actualCols) = tmpX.leftCols(actualCols).sparseView(); + } + } + const DecompositionType& m_dec; + typename Rhs::Nested m_rhs; +}; + +#define EIGEN_MAKE_SPARSE_SOLVE_HELPERS(DecompositionType,Rhs) \ + typedef typename DecompositionType::MatrixType MatrixType; \ + typedef typename MatrixType::Scalar Scalar; \ + typedef typename MatrixType::RealScalar RealScalar; \ + typedef typename MatrixType::Index Index; \ + typedef Eigen::internal::sparse_solve_retval_base<DecompositionType,Rhs> Base; \ + using Base::dec; \ + using Base::rhs; \ + using Base::rows; \ + using Base::cols; \ + sparse_solve_retval(const DecompositionType& dec, const Rhs& rhs) \ + : Base(dec, rhs) {} + + + +template<typename DecompositionType, typename Rhs, typename Guess> struct solve_retval_with_guess; + +template<typename DecompositionType, typename Rhs, typename Guess> +struct traits<solve_retval_with_guess<DecompositionType, Rhs, Guess> > +{ + typedef typename DecompositionType::MatrixType MatrixType; + typedef Matrix<typename Rhs::Scalar, + MatrixType::ColsAtCompileTime, + Rhs::ColsAtCompileTime, + Rhs::PlainObject::Options, + MatrixType::MaxColsAtCompileTime, + Rhs::MaxColsAtCompileTime> ReturnType; +}; + +template<typename DecompositionType, typename Rhs, typename Guess> struct solve_retval_with_guess + : public ReturnByValue<solve_retval_with_guess<DecompositionType, Rhs, Guess> > +{ + typedef typename DecompositionType::Index Index; + + solve_retval_with_guess(const DecompositionType& dec, const Rhs& rhs, const Guess& guess) + : m_dec(dec), m_rhs(rhs), m_guess(guess) + {} + + inline Index rows() const { return m_dec.cols(); } + inline Index cols() const { return m_rhs.cols(); } + + template<typename Dest> inline void evalTo(Dest& dst) const + { + dst = m_guess; + m_dec._solveWithGuess(m_rhs,dst); + } + + protected: + const DecompositionType& m_dec; + const typename Rhs::Nested m_rhs; + const typename Guess::Nested m_guess; +}; + +} // namepsace internal + +} // end namespace Eigen + +#endif // EIGEN_SPARSE_SOLVE_H |