mirror/eigen
2
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2025-03-07 18:27:40 +08:00
Code Issues Packages Projects Releases Wiki Activity

Allows Lower|Upper as a template argument of CG and MINRES: in this case the full matrix will be considered.

Browse Source
This commit is contained in:
Gael Guennebaud 2015-02-10 18:57:41 +01:00
parent d10d6a40dd
commit c6e8caf090
5 changed files with 23 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

11
Eigen/src/IterativeLinearSolvers/ConjugateGradient.h
View File

@ -113,8 +113,8 @@ struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
* The matrix A must be selfadjoint. The matrix A and the vectors x and b can be either dense or sparse.
*
* \tparam _MatrixType the type of the matrix A, can be a dense or a sparse matrix.
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
* or Upper. Default is Lower.
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower,
* Upper, or Lower|Upper in which the full matrix entries will be considered. Default is Lower.
* \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
*
* The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
@ -197,6 +197,10 @@ public:
template<typename Rhs,typename Dest>
void _solve_with_guess_impl(const Rhs& b, Dest& x) const
{
typedef typename internal::conditional<UpLo==(Lower|Upper),
Ref<const MatrixType>&,
SparseSelfAdjointView<const Ref<const MatrixType>, UpLo>
>::type MatrixWrapperType;
m_iterations = Base::maxIterations();
m_error = Base::m_tolerance;
@ -206,8 +210,7 @@ public:
m_error = Base::m_tolerance;
typename Dest::ColXpr xj(x,j);
internal::conjugate_gradient(mp_matrix.template selfadjointView<UpLo>(), b.col(j), xj,
Base::m_preconditioner, m_iterations, m_error);
internal::conjugate_gradient(MatrixWrapperType(mp_matrix), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error);
}
m_isInitialized = true;

6
test/conjugate_gradient.cpp
View File

@ -12,13 +12,15 @@
template<typename T> void test_conjugate_gradient_T()
{
ConjugateGradient<SparseMatrix<T>, Lower> cg_colmajor_lower_diag;
ConjugateGradient<SparseMatrix<T>, Upper> cg_colmajor_upper_diag;
ConjugateGradient<SparseMatrix<T>, Lower > cg_colmajor_lower_diag;
ConjugateGradient<SparseMatrix<T>, Upper > cg_colmajor_upper_diag;
ConjugateGradient<SparseMatrix<T>, Lower|Upper> cg_colmajor_loup_diag;
ConjugateGradient<SparseMatrix<T>, Lower, IdentityPreconditioner> cg_colmajor_lower_I;
ConjugateGradient<SparseMatrix<T>, Upper, IdentityPreconditioner> cg_colmajor_upper_I;
CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_lower_diag) );
CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_upper_diag) );
CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_loup_diag) );
CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_lower_I) );
CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_upper_I) );
}

5
test/sparse_solver.h
View File

@ -195,7 +195,10 @@ int generate_sparse_spd_problem(Solver& , typename Solver::MatrixType& A, typena
dA = dM * dM.adjoint();
halfA.resize(size,size);
halfA.template selfadjointView<Solver::UpLo>().rankUpdate(M);
if(Solver::UpLo==(Lower|Upper))
halfA = A;
else
halfA.template selfadjointView<Solver::UpLo>().rankUpdate(M);
return size;
}

7
unsupported/Eigen/src/IterativeSolvers/MINRES.h
View File

@ -250,6 +250,11 @@ namespace Eigen {
template<typename Rhs,typename Dest>
void _solve_with_guess_impl(const Rhs& b, Dest& x) const
{
typedef typename internal::conditional<UpLo==(Lower|Upper),
Ref<const MatrixType>&,
SparseSelfAdjointView<const Ref<const MatrixType>, UpLo>
>::type MatrixWrapperType;
m_iterations = Base::maxIterations();
m_error = Base::m_tolerance;
@ -259,7 +264,7 @@ namespace Eigen {
m_error = Base::m_tolerance;
typename Dest::ColXpr xj(x,j);
internal::minres(mp_matrix.template selfadjointView<UpLo>(), b.col(j), xj,
internal::minres(MatrixWrapperType(mp_matrix), b.col(j), xj,
Base::m_preconditioner, m_iterations, m_error);
}

2
unsupported/test/minres.cpp
View File

@ -21,6 +21,7 @@ template<typename T> void test_minres_T()
// Diagonal preconditioner
MINRES<SparseMatrix<T>, Lower, DiagonalPreconditioner<T> > minres_colmajor_lower_diag;
MINRES<SparseMatrix<T>, Upper, DiagonalPreconditioner<T> > minres_colmajor_upper_diag;
MINRES<SparseMatrix<T>, Upper, DiagonalPreconditioner<T> > minres_colmajor_uplo_diag;
// call tests for SPD matrix
CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_lower_I) );
@ -28,6 +29,7 @@ template<typename T> void test_minres_T()
CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_lower_diag) );
CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_upper_diag) );
CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_uplo_diag) );
// TO DO: symmetric semi-definite matrix
// TO DO: symmetric indefinite matrix