mirror/eigen
2
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2025-04-12 19:20:36 +08:00
Code Issues Packages Projects Releases Wiki Activity

Port unsupported constrained CG to Eigen3

Browse Source 
(grafted from 4cd4be97a7165e6e45ee60aee23b9342af03c491
)
This commit is contained in:
Anton Gladky 2014-01-15 17:49:52 +01:00
parent 395214bcc3
commit d65a6aeb20
1 changed files with 7 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
unsupported/Eigen/src/IterativeSolvers/ConstrainedConjGrad.h
View File

@ -62,7 +62,9 @@ void pseudo_inverse(const CMatrix &C, CINVMatrix &CINV)
Scalar rho, rho_1, alpha;
d.setZero();
CINV.startFill(); // FIXME estimate the number of non-zeros
typedef Triplet<double> T;
std::vector<T> tripletList;
for (Index i = 0; i < rows; ++i)
{
d[i] = 1.0;
@ -88,11 +90,12 @@ void pseudo_inverse(const CMatrix &C, CINVMatrix &CINV)
// FIXME add a generic "prune/filter" expression for both dense and sparse object to sparse
for (Index j=0; j<l.size(); ++j)
if (l[j]<1e-15)
CINV.fill(i,j) = l[j];
tripletList.push_back(T(i,j,l(j)));
d[i] = 0.0;
}
CINV.endFill();
CINV.setFromTriplets(tripletList.begin(), tripletList.end());
}
@ -107,6 +110,7 @@ template<typename TMatrix, typename CMatrix,
void constrained_cg(const TMatrix& A, const CMatrix& C, VectorX& x,
const VectorB& b, const VectorF& f, IterationController &iter)
{
using std::sqrt;
typedef typename TMatrix::Scalar Scalar;
typedef typename TMatrix::Index Index;
typedef Matrix<Scalar,Dynamic,1> TmpVec;