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GNU LESSER GENERAL PUBLIC LICENSE
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Version 2.1, February 1999
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Copyright (C) 1991, 1999 Free Software Foundation, Inc.
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|
||||
14. If you wish to incorporate parts of the Library into other free
|
||||
programs whose distribution conditions are incompatible with these,
|
||||
write to the author to ask for permission. For software which is
|
||||
copyrighted by the Free Software Foundation, write to the Free
|
||||
Software Foundation; we sometimes make exceptions for this. Our
|
||||
decision will be guided by the two goals of preserving the free status
|
||||
of all derivatives of our free software and of promoting the sharing
|
||||
and reuse of software generally.
|
||||
|
||||
NO WARRANTY
|
||||
|
||||
15. BECAUSE THE LIBRARY IS LICENSED FREE OF CHARGE, THERE IS NO
|
||||
WARRANTY FOR THE LIBRARY, TO THE EXTENT PERMITTED BY APPLICABLE LAW.
|
||||
EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT HOLDERS AND/OR
|
||||
OTHER PARTIES PROVIDE THE LIBRARY "AS IS" WITHOUT WARRANTY OF ANY
|
||||
KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE
|
||||
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
|
||||
PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE
|
||||
LIBRARY IS WITH YOU. SHOULD THE LIBRARY PROVE DEFECTIVE, YOU ASSUME
|
||||
THE COST OF ALL NECESSARY SERVICING, REPAIR OR CORRECTION.
|
||||
|
||||
16. IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN
|
||||
WRITING WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MAY MODIFY
|
||||
AND/OR REDISTRIBUTE THE LIBRARY AS PERMITTED ABOVE, BE LIABLE TO YOU
|
||||
FOR DAMAGES, INCLUDING ANY GENERAL, SPECIAL, INCIDENTAL OR
|
||||
CONSEQUENTIAL DAMAGES ARISING OUT OF THE USE OR INABILITY TO USE THE
|
||||
LIBRARY (INCLUDING BUT NOT LIMITED TO LOSS OF DATA OR DATA BEING
|
||||
RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD PARTIES OR A
|
||||
FAILURE OF THE LIBRARY TO OPERATE WITH ANY OTHER SOFTWARE), EVEN IF
|
||||
SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH
|
||||
DAMAGES.
|
||||
|
||||
END OF TERMS AND CONDITIONS
|
||||
|
||||
How to Apply These Terms to Your New Libraries
|
||||
|
||||
If you develop a new library, and you want it to be of the greatest
|
||||
possible use to the public, we recommend making it free software that
|
||||
everyone can redistribute and change. You can do so by permitting
|
||||
redistribution under these terms (or, alternatively, under the terms of the
|
||||
ordinary General Public License).
|
||||
|
||||
To apply these terms, attach the following notices to the library. It is
|
||||
safest to attach them to the start of each source file to most effectively
|
||||
convey the exclusion of warranty; and each file should have at least the
|
||||
"copyright" line and a pointer to where the full notice is found.
|
||||
|
||||
<one line to give the library's name and a brief idea of what it does.>
|
||||
Copyright (C) <year> <name of author>
|
||||
|
||||
This library is free software; you can redistribute it and/or
|
||||
modify it under the terms of the GNU Lesser General Public
|
||||
License as published by the Free Software Foundation; either
|
||||
version 2.1 of the License, or (at your option) any later version.
|
||||
|
||||
This library is distributed in the hope that it will be useful,
|
||||
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
|
||||
Lesser General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU Lesser General Public
|
||||
License along with this library; if not, write to the Free Software
|
||||
Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
|
||||
|
||||
Also add information on how to contact you by electronic and paper mail.
|
||||
|
||||
You should also get your employer (if you work as a programmer) or your
|
||||
school, if any, to sign a "copyright disclaimer" for the library, if
|
||||
necessary. Here is a sample; alter the names:
|
||||
|
||||
Yoyodyne, Inc., hereby disclaims all copyright interest in the
|
||||
library `Frob' (a library for tweaking knobs) written by James Random Hacker.
|
||||
|
||||
<signature of Ty Coon>, 1 April 1990
|
||||
Ty Coon, President of Vice
|
||||
|
||||
That's all there is to it!
|
@ -2,17 +2,5 @@ Eigen is primarily MPL2 licensed. See COPYING.MPL2 and these links:
|
||||
http://www.mozilla.org/MPL/2.0/
|
||||
http://www.mozilla.org/MPL/2.0/FAQ.html
|
||||
|
||||
Some files contain third-party code under BSD or LGPL licenses, whence the other
|
||||
COPYING.* files here.
|
||||
|
||||
All the LGPL code is either LGPL 2.1-only, or LGPL 2.1-or-later.
|
||||
For this reason, the COPYING.LGPL file contains the LGPL 2.1 text.
|
||||
|
||||
If you want to guarantee that the Eigen code that you are #including is licensed
|
||||
under the MPL2 and possibly more permissive licenses (like BSD), #define this
|
||||
preprocessor symbol:
|
||||
EIGEN_MPL2_ONLY
|
||||
For example, with most compilers, you could add this to your project CXXFLAGS:
|
||||
-DEIGEN_MPL2_ONLY
|
||||
This will cause a compilation error to be generated if you #include any code that is
|
||||
LGPL licensed.
|
||||
Some files contain third-party code under BSD or other MPL2-compatible licenses,
|
||||
whence the other COPYING.* files here.
|
@ -1,3 +0,0 @@
|
||||
#ifdef EIGEN_MPL2_ONLY
|
||||
#error Including non-MPL2 code in EIGEN_MPL2_ONLY mode
|
||||
#endif
|
@ -26,8 +26,7 @@ namespace Eigen {
|
||||
* \tparam Scalar the scalar type of the input matrices
|
||||
* \tparam UpLo_ The triangular part that will be used for the computations. It can be Lower
|
||||
* or Upper. Default is Lower.
|
||||
* \tparam OrderingType_ The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<int>,
|
||||
* unless EIGEN_MPL2_ONLY is defined, in which case the default is NaturalOrdering<int>.
|
||||
* \tparam OrderingType_ The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<int>.
|
||||
*
|
||||
* \implsparsesolverconcept
|
||||
*
|
||||
|
@ -17,10 +17,10 @@ following commands:
|
||||
2. bash eigen_sycl_bench.sh
|
||||
|
||||
To compile the floating point GPU benchmarks using Intel DPCPP compiler
|
||||
/path/to/dpcpp/bin/clang+ -DSYCL_COMPILER_IS_DPCPP -DNDEBUG -DEIGEN_MPL2_ONLY -DEIGEN_USE_SYCL=1 -I ../../ -O3 -DNDEBUG -fsycl -fsycl-targets="supported backend in DPCPP. i.e. spir64 or nvptx64-nvidia-cuda" -std=c++17 tensor_benchmarks_sycl.cc benchmark_main.cc -lpthread -o eigen_dpcpp_sycl
|
||||
/path/to/dpcpp/bin/clang+ -DSYCL_COMPILER_IS_DPCPP -DNDEBUG -DEIGEN_USE_SYCL=1 -I ../../ -O3 -DNDEBUG -fsycl -fsycl-targets="supported backend in DPCPP. i.e. spir64 or nvptx64-nvidia-cuda" -std=c++17 tensor_benchmarks_sycl.cc benchmark_main.cc -lpthread -o eigen_dpcpp_sycl
|
||||
|
||||
Last but not least, we also provide a suite of benchmarks to measure the scalability of the contraction code on CPU. To compile these benchmarks, call
|
||||
g++ contraction_benchmarks_cpu.cc benchmark_main.cc -I ../../ -std=c++11 -O3 -DNDEBUG -pthread -mavx -o benchmarks_cpu
|
||||
|
||||
To compile the contraction with DPCPP:
|
||||
/path/to/dpcpp/bin/clang++ -DSYCL_COMPILER_IS_DPCPP -DNDEBUG -DEIGEN_MPL2_ONLY -DEIGEN_USE_SYCL=1 -I ../../ -O3 -DNDEBUG -fsycl -fsycl-targets="supported backend in DPCPP. i.e. spir64 or nvptx64-nvidia-cuda" -std=c++17 tensor_contract_sycl_bench.cc -lpthread -o eigen_dpcpp_contract
|
||||
/path/to/dpcpp/bin/clang++ -DSYCL_COMPILER_IS_DPCPP -DNDEBUG -DEIGEN_USE_SYCL=1 -I ../../ -O3 -DNDEBUG -fsycl -fsycl-targets="supported backend in DPCPP. i.e. spir64 or nvptx64-nvidia-cuda" -std=c++17 tensor_contract_sycl_bench.cc -lpthread -o eigen_dpcpp_contract
|
||||
|
@ -10,7 +10,6 @@ benchmark_main.cc \
|
||||
-march=native \
|
||||
-O3 \
|
||||
-DNDEBUG \
|
||||
-DEIGEN_MPL2_ONLY \
|
||||
-DEIGEN_USE_SYCL=1 \
|
||||
-DEIGEN_SYCL_LOCAL_MEM=1 \
|
||||
-no-serial-memop \
|
||||
|
@ -1,7 +1,7 @@
|
||||
rm -f tensor_contract_sycl_bench
|
||||
: "${COMPUTECPP_PACKAGE_ROOT_DIR:?Need to set COMPUTECPP_PACKAGE_ROOT_DIR}"
|
||||
echo "COMPUTECPP_PACKAGE_ROOT_DIR is set to: "$COMPUTECPP_PACKAGE_ROOT_DIR
|
||||
${COMPUTECPP_PACKAGE_ROOT_DIR}/bin/compute++ tensor_contract_sycl_bench.cc -I ../../ -I ${COMPUTECPP_PACKAGE_ROOT_DIR}/include/ -std=c++11 -O3 -DNDEBUG -DEIGEN_MPL2_ONLY -DEIGEN_USE_SYCL=1 -no-serial-memop -mllvm -inline-threshold=10000 -fsycl-ih-last -sycl-driver -Xclang -cl-mad-enable -lOpenCL -lComputeCpp -lpthread -o tensor_contract_sycl_bench ${@:1}
|
||||
${COMPUTECPP_PACKAGE_ROOT_DIR}/bin/compute++ tensor_contract_sycl_bench.cc -I ../../ -I ${COMPUTECPP_PACKAGE_ROOT_DIR}/include/ -std=c++11 -O3 -DNDEBUG -DEIGEN_USE_SYCL=1 -no-serial-memop -mllvm -inline-threshold=10000 -fsycl-ih-last -sycl-driver -Xclang -cl-mad-enable -lOpenCL -lComputeCpp -lpthread -o tensor_contract_sycl_bench ${@:1}
|
||||
export LD_LIBRARY_PATH=${COMPUTECPP_PACKAGE_ROOT_DIR}/lib:$LD_LIBRARY_PATH
|
||||
./tensor_contract_sycl_bench
|
||||
|
||||
|
@ -78,9 +78,6 @@ run time. However, these assertions do cost time and can thus be turned off.
|
||||
- \b eigen_assert - macro with one argument that is used inside %Eigen for assertions. By default, it is
|
||||
basically defined to be \c assert, which aborts the program if the assertion is violated. Redefine this
|
||||
macro if you want to do something else, like throwing an exception.
|
||||
- \b EIGEN_MPL2_ONLY - disable non MPL2 compatible features, or in other words disable the features which
|
||||
are still under the LGPL.
|
||||
|
||||
|
||||
\section TopicPreprocessorDirectivesPerformance Alignment, vectorization and performance tweaking
|
||||
|
||||
|
@ -299,7 +299,6 @@ ei_add_test(special_numbers)
|
||||
ei_add_test(rvalue_types)
|
||||
ei_add_test(dense_storage)
|
||||
ei_add_test(ctorleak)
|
||||
ei_add_test(mpl2only)
|
||||
ei_add_test(inplace_decomposition)
|
||||
ei_add_test(half_float)
|
||||
ei_add_test(bfloat16_float)
|
||||
|
@ -1,24 +0,0 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2015 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_MPL2_ONLY
|
||||
#define EIGEN_MPL2_ONLY
|
||||
#endif
|
||||
#include <Eigen/Dense>
|
||||
#include <Eigen/SparseCore>
|
||||
#include <Eigen/SparseLU>
|
||||
#include <Eigen/SparseQR>
|
||||
#include <Eigen/Sparse>
|
||||
#include <Eigen/IterativeLinearSolvers>
|
||||
#include <Eigen/Eigen>
|
||||
|
||||
int main()
|
||||
{
|
||||
return 0;
|
||||
}
|
@ -19,7 +19,6 @@
|
||||
* \defgroup IterativeLinearSolvers_Module Iterative Solvers module
|
||||
* This module aims to provide various iterative linear and non linear solver algorithms.
|
||||
* It currently provides:
|
||||
* - a constrained conjugate gradient
|
||||
* - a Householder GMRES implementation
|
||||
* - an IDR(s) implementation
|
||||
* - a BiCGSTAB(L) implementation
|
||||
@ -79,11 +78,6 @@
|
||||
|
||||
#include "../../Eigen/src/Core/util/DisableStupidWarnings.h"
|
||||
|
||||
#ifndef EIGEN_MPL2_ONLY
|
||||
#include "src/IterativeSolvers/IterationController.h"
|
||||
#include "src/IterativeSolvers/ConstrainedConjGrad.h"
|
||||
#endif
|
||||
|
||||
#include "src/IterativeSolvers/IncompleteLU.h"
|
||||
#include "src/IterativeSolvers/GMRES.h"
|
||||
#include "src/IterativeSolvers/DGMRES.h"
|
||||
|
@ -1,189 +0,0 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
|
||||
|
||||
/* NOTE The functions of this file have been adapted from the GMM++ library */
|
||||
|
||||
//========================================================================
|
||||
//
|
||||
// Copyright (C) 2002-2007 Yves Renard
|
||||
//
|
||||
// This file is a part of GETFEM++
|
||||
//
|
||||
// Getfem++ is free software; you can redistribute it and/or modify
|
||||
// it under the terms of the GNU Lesser General Public License as
|
||||
// published by the Free Software Foundation; version 2.1 of the License.
|
||||
//
|
||||
// This program is distributed in the hope that it will be useful,
|
||||
// but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
// GNU Lesser General Public License for more details.
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License along with this program; if not, write to the Free Software
|
||||
// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301,
|
||||
// USA.
|
||||
//
|
||||
//========================================================================
|
||||
|
||||
#include "../../../../Eigen/src/Core/util/NonMPL2.h"
|
||||
|
||||
#ifndef EIGEN_CONSTRAINEDCG_H
|
||||
#define EIGEN_CONSTRAINEDCG_H
|
||||
|
||||
#include "../../../../Eigen/Core"
|
||||
|
||||
#include "./InternalHeaderCheck.h"
|
||||
|
||||
namespace Eigen {
|
||||
|
||||
namespace internal {
|
||||
|
||||
/** \ingroup IterativeLinearSolvers_Module
|
||||
* Compute the pseudo inverse of the non-square matrix C such that
|
||||
* \f$ CINV = (C * C^T)^{-1} * C \f$ based on a conjugate gradient method.
|
||||
*
|
||||
* This function is internally used by constrained_cg.
|
||||
*/
|
||||
template <typename CMatrix, typename CINVMatrix>
|
||||
void pseudo_inverse(const CMatrix &C, CINVMatrix &CINV)
|
||||
{
|
||||
// optimisable : copie de la ligne, precalcul de C * trans(C).
|
||||
typedef typename CMatrix::Scalar Scalar;
|
||||
typedef typename CMatrix::Index Index;
|
||||
// FIXME use sparse vectors ?
|
||||
typedef Matrix<Scalar,Dynamic,1> TmpVec;
|
||||
|
||||
Index rows = C.rows(), cols = C.cols();
|
||||
|
||||
TmpVec d(rows), e(rows), l(cols), p(rows), q(rows), r(rows);
|
||||
Scalar rho, rho_1, alpha;
|
||||
d.setZero();
|
||||
|
||||
typedef Triplet<double> T;
|
||||
std::vector<T> tripletList;
|
||||
|
||||
for (Index i = 0; i < rows; ++i)
|
||||
{
|
||||
d[i] = 1.0;
|
||||
rho = 1.0;
|
||||
e.setZero();
|
||||
r = d;
|
||||
p = d;
|
||||
|
||||
while (rho >= 1e-38)
|
||||
{ /* conjugate gradient to compute e */
|
||||
/* which is the i-th row of inv(C * trans(C)) */
|
||||
l = C.transpose() * p;
|
||||
q = C * l;
|
||||
alpha = rho / p.dot(q);
|
||||
e += alpha * p;
|
||||
r += -alpha * q;
|
||||
rho_1 = rho;
|
||||
rho = r.dot(r);
|
||||
p = (rho/rho_1) * p + r;
|
||||
}
|
||||
|
||||
l = C.transpose() * e; // l is the i-th row of 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)
|
||||
tripletList.push_back(T(i,j,l(j)));
|
||||
|
||||
|
||||
d[i] = 0.0;
|
||||
}
|
||||
CINV.setFromTriplets(tripletList.begin(), tripletList.end());
|
||||
}
|
||||
|
||||
|
||||
|
||||
/** \ingroup IterativeLinearSolvers_Module
|
||||
* Constrained conjugate gradient
|
||||
*
|
||||
* Computes the minimum of \f$ 1/2((Ax).x) - bx \f$ under the constraint \f$ Cx \le f \f$
|
||||
*/
|
||||
template<typename TMatrix, typename CMatrix,
|
||||
typename VectorX, typename VectorB, typename VectorF>
|
||||
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;
|
||||
|
||||
Scalar rho = 1.0, rho_1, lambda, gamma;
|
||||
Index xSize = x.size();
|
||||
TmpVec p(xSize), q(xSize), q2(xSize),
|
||||
r(xSize), old_z(xSize), z(xSize),
|
||||
memox(xSize);
|
||||
std::vector<bool> satured(C.rows());
|
||||
p.setZero();
|
||||
iter.setRhsNorm(sqrt(b.dot(b))); // gael vect_sp(PS, b, b)
|
||||
if (iter.rhsNorm() == 0.0) iter.setRhsNorm(1.0);
|
||||
|
||||
SparseMatrix<Scalar,RowMajor> CINV(C.rows(), C.cols());
|
||||
pseudo_inverse(C, CINV);
|
||||
|
||||
while(true)
|
||||
{
|
||||
// computation of residual
|
||||
old_z = z;
|
||||
memox = x;
|
||||
r = b;
|
||||
r += A * -x;
|
||||
z = r;
|
||||
bool transition = false;
|
||||
for (Index i = 0; i < C.rows(); ++i)
|
||||
{
|
||||
Scalar al = C.row(i).dot(x) - f.coeff(i);
|
||||
if (al >= -1.0E-15)
|
||||
{
|
||||
if (!satured[i])
|
||||
{
|
||||
satured[i] = true;
|
||||
transition = true;
|
||||
}
|
||||
Scalar bb = CINV.row(i).dot(z);
|
||||
if (bb > 0.0)
|
||||
// FIXME: we should allow that: z += -bb * C.row(i);
|
||||
for (typename CMatrix::InnerIterator it(C,i); it; ++it)
|
||||
z.coeffRef(it.index()) -= bb*it.value();
|
||||
}
|
||||
else
|
||||
satured[i] = false;
|
||||
}
|
||||
|
||||
// descent direction
|
||||
rho_1 = rho;
|
||||
rho = r.dot(z);
|
||||
|
||||
if (iter.finished(rho)) break;
|
||||
if (transition || iter.first()) gamma = 0.0;
|
||||
else gamma = (std::max)(0.0, (rho - old_z.dot(z)) / rho_1);
|
||||
p = z + gamma*p;
|
||||
|
||||
++iter;
|
||||
// one dimensional optimization
|
||||
q = A * p;
|
||||
lambda = rho / q.dot(p);
|
||||
for (Index i = 0; i < C.rows(); ++i)
|
||||
{
|
||||
if (!satured[i])
|
||||
{
|
||||
Scalar bb = C.row(i).dot(p) - f[i];
|
||||
if (bb > 0.0)
|
||||
lambda = (std::min)(lambda, (f.coeff(i)-C.row(i).dot(x)) / bb);
|
||||
}
|
||||
}
|
||||
x += lambda * p;
|
||||
memox -= x;
|
||||
}
|
||||
}
|
||||
|
||||
} // end namespace internal
|
||||
|
||||
} // end namespace Eigen
|
||||
|
||||
#endif // EIGEN_CONSTRAINEDCG_H
|
@ -1,156 +0,0 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
|
||||
|
||||
/* NOTE The class IterationController has been adapted from the iteration
|
||||
* class of the GMM++ and ITL libraries.
|
||||
*/
|
||||
|
||||
//=======================================================================
|
||||
// Copyright (C) 1997-2001
|
||||
// Authors: Andrew Lumsdaine <lums@osl.iu.edu>
|
||||
// Lie-Quan Lee <llee@osl.iu.edu>
|
||||
//
|
||||
// This file is part of the Iterative Template Library
|
||||
//
|
||||
// You should have received a copy of the License Agreement for the
|
||||
// Iterative Template Library along with the software; see the
|
||||
// file LICENSE.
|
||||
//
|
||||
// Permission to modify the code and to distribute modified code is
|
||||
// granted, provided the text of this NOTICE is retained, a notice that
|
||||
// the code was modified is included with the above COPYRIGHT NOTICE and
|
||||
// with the COPYRIGHT NOTICE in the LICENSE file, and that the LICENSE
|
||||
// file is distributed with the modified code.
|
||||
//
|
||||
// LICENSOR MAKES NO REPRESENTATIONS OR WARRANTIES, EXPRESS OR IMPLIED.
|
||||
// By way of example, but not limitation, Licensor MAKES NO
|
||||
// REPRESENTATIONS OR WARRANTIES OF MERCHANTABILITY OR FITNESS FOR ANY
|
||||
// PARTICULAR PURPOSE OR THAT THE USE OF THE LICENSED SOFTWARE COMPONENTS
|
||||
// OR DOCUMENTATION WILL NOT INFRINGE ANY PATENTS, COPYRIGHTS, TRADEMARKS
|
||||
// OR OTHER RIGHTS.
|
||||
//=======================================================================
|
||||
|
||||
//========================================================================
|
||||
//
|
||||
// Copyright (C) 2002-2007 Yves Renard
|
||||
//
|
||||
// This file is a part of GETFEM++
|
||||
//
|
||||
// Getfem++ is free software; you can redistribute it and/or modify
|
||||
// it under the terms of the GNU Lesser General Public License as
|
||||
// published by the Free Software Foundation; version 2.1 of the License.
|
||||
//
|
||||
// This program is distributed in the hope that it will be useful,
|
||||
// but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
// GNU Lesser General Public License for more details.
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License along with this program; if not, write to the Free Software
|
||||
// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301,
|
||||
// USA.
|
||||
//
|
||||
//========================================================================
|
||||
|
||||
#include "../../../../Eigen/src/Core/util/NonMPL2.h"
|
||||
|
||||
#ifndef EIGEN_ITERATION_CONTROLLER_H
|
||||
#define EIGEN_ITERATION_CONTROLLER_H
|
||||
|
||||
#include "./InternalHeaderCheck.h"
|
||||
|
||||
namespace Eigen {
|
||||
|
||||
/** \ingroup IterativeLinearSolvers_Module
|
||||
* \class IterationController
|
||||
*
|
||||
* \brief Controls the iterations of the iterative solvers
|
||||
*
|
||||
* This class has been adapted from the iteration class of GMM++ and ITL libraries.
|
||||
*
|
||||
*/
|
||||
class IterationController
|
||||
{
|
||||
protected :
|
||||
double m_rhsn; ///< Right hand side norm
|
||||
size_t m_maxiter; ///< Max. number of iterations
|
||||
int m_noise; ///< if noise > 0 iterations are printed
|
||||
double m_resmax; ///< maximum residual
|
||||
double m_resminreach, m_resadd;
|
||||
size_t m_nit; ///< iteration number
|
||||
double m_res; ///< last computed residual
|
||||
bool m_written;
|
||||
void (*m_callback)(const IterationController&);
|
||||
public :
|
||||
|
||||
void init()
|
||||
{
|
||||
m_nit = 0; m_res = 0.0; m_written = false;
|
||||
m_resminreach = 1E50; m_resadd = 0.0;
|
||||
m_callback = 0;
|
||||
}
|
||||
|
||||
IterationController(double r = 1.0E-8, int noi = 0, size_t mit = size_t(-1))
|
||||
: m_rhsn(1.0), m_maxiter(mit), m_noise(noi), m_resmax(r) { init(); }
|
||||
|
||||
void operator ++(int) { m_nit++; m_written = false; m_resadd += m_res; }
|
||||
void operator ++() { (*this)++; }
|
||||
|
||||
bool first() { return m_nit == 0; }
|
||||
|
||||
/* get/set the "noisyness" (verbosity) of the solvers */
|
||||
int noiseLevel() const { return m_noise; }
|
||||
void setNoiseLevel(int n) { m_noise = n; }
|
||||
void reduceNoiseLevel() { if (m_noise > 0) m_noise--; }
|
||||
|
||||
double maxResidual() const { return m_resmax; }
|
||||
void setMaxResidual(double r) { m_resmax = r; }
|
||||
|
||||
double residual() const { return m_res; }
|
||||
|
||||
/* change the user-definable callback, called after each iteration */
|
||||
void setCallback(void (*t)(const IterationController&))
|
||||
{
|
||||
m_callback = t;
|
||||
}
|
||||
|
||||
size_t iteration() const { return m_nit; }
|
||||
void setIteration(size_t i) { m_nit = i; }
|
||||
|
||||
size_t maxIterarions() const { return m_maxiter; }
|
||||
void setMaxIterations(size_t i) { m_maxiter = i; }
|
||||
|
||||
double rhsNorm() const { return m_rhsn; }
|
||||
void setRhsNorm(double r) { m_rhsn = r; }
|
||||
|
||||
bool converged() const { return m_res <= m_rhsn * m_resmax; }
|
||||
bool converged(double nr)
|
||||
{
|
||||
using std::abs;
|
||||
m_res = abs(nr);
|
||||
m_resminreach = (std::min)(m_resminreach, m_res);
|
||||
return converged();
|
||||
}
|
||||
template<typename VectorType> bool converged(const VectorType &v)
|
||||
{ return converged(v.squaredNorm()); }
|
||||
|
||||
bool finished(double nr)
|
||||
{
|
||||
if (m_callback) m_callback(*this);
|
||||
if (m_noise > 0 && !m_written)
|
||||
{
|
||||
converged(nr);
|
||||
m_written = true;
|
||||
}
|
||||
return (m_nit >= m_maxiter || converged(nr));
|
||||
}
|
||||
template <typename VectorType>
|
||||
bool finished(const MatrixBase<VectorType> &v)
|
||||
{ return finished(double(v.squaredNorm())); }
|
||||
|
||||
};
|
||||
|
||||
} // end namespace Eigen
|
||||
|
||||
#endif // EIGEN_ITERATION_CONTROLLER_H
|
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