// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2011-2014 Gael Guennebaud // // 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_BASIC_PRECONDITIONERS_H #define EIGEN_BASIC_PRECONDITIONERS_H // IWYU pragma: private #include "./InternalHeaderCheck.h" namespace Eigen { /** \ingroup IterativeLinearSolvers_Module * \brief A preconditioner based on the digonal entries * * This class allows to approximately solve for A.x = b problems assuming A is a diagonal matrix. * In other words, this preconditioner neglects all off diagonal entries and, in Eigen's language, solves for: \code A.diagonal().asDiagonal() . x = b \endcode * * \tparam Scalar_ the type of the scalar. * * \implsparsesolverconcept * * This preconditioner is suitable for both selfadjoint and general problems. * The diagonal entries are pre-inverted and stored into a dense vector. * * \note A variant that has yet to be implemented would attempt to preserve the norm of each column. * * \sa class LeastSquareDiagonalPreconditioner, class ConjugateGradient */ template class DiagonalPreconditioner { typedef Scalar_ Scalar; typedef Matrix Vector; public: typedef typename Vector::StorageIndex StorageIndex; enum { ColsAtCompileTime = Dynamic, MaxColsAtCompileTime = Dynamic }; DiagonalPreconditioner() : m_isInitialized(false) {} template explicit DiagonalPreconditioner(const MatType& mat) : m_invdiag(mat.cols()) { compute(mat); } constexpr Index rows() const noexcept { return m_invdiag.size(); } constexpr Index cols() const noexcept { return m_invdiag.size(); } template DiagonalPreconditioner& analyzePattern(const MatType&) { return *this; } template DiagonalPreconditioner& factorize(const MatType& mat) { m_invdiag.resize(mat.cols()); for (int j = 0; j < mat.outerSize(); ++j) { typename MatType::InnerIterator it(mat, j); while (it && it.index() != j) ++it; if (it && it.index() == j && it.value() != Scalar(0)) m_invdiag(j) = Scalar(1) / it.value(); else m_invdiag(j) = Scalar(1); } m_isInitialized = true; return *this; } template DiagonalPreconditioner& compute(const MatType& mat) { return factorize(mat); } /** \internal */ template void _solve_impl(const Rhs& b, Dest& x) const { x = m_invdiag.array() * b.array(); } template inline const Solve solve(const MatrixBase& b) const { eigen_assert(m_isInitialized && "DiagonalPreconditioner is not initialized."); eigen_assert(m_invdiag.size() == b.rows() && "DiagonalPreconditioner::solve(): invalid number of rows of the right hand side matrix b"); return Solve(*this, b.derived()); } ComputationInfo info() { return Success; } protected: Vector m_invdiag; bool m_isInitialized; }; /** \ingroup IterativeLinearSolvers_Module * \brief Jacobi preconditioner for LeastSquaresConjugateGradient * * This class allows to approximately solve for A' A x = A' b problems assuming A' A is a diagonal matrix. * In other words, this preconditioner neglects all off diagonal entries and, in Eigen's language, solves for: \code (A.adjoint() * A).diagonal().asDiagonal() * x = b \endcode * * \tparam Scalar_ the type of the scalar. * * \implsparsesolverconcept * * The diagonal entries are pre-inverted and stored into a dense vector. * * \sa class LeastSquaresConjugateGradient, class DiagonalPreconditioner */ template class LeastSquareDiagonalPreconditioner : public DiagonalPreconditioner { typedef Scalar_ Scalar; typedef typename NumTraits::Real RealScalar; typedef DiagonalPreconditioner Base; using Base::m_invdiag; public: LeastSquareDiagonalPreconditioner() : Base() {} template explicit LeastSquareDiagonalPreconditioner(const MatType& mat) : Base() { compute(mat); } template LeastSquareDiagonalPreconditioner& analyzePattern(const MatType&) { return *this; } template LeastSquareDiagonalPreconditioner& factorize(const MatType& mat) { // Compute the inverse squared-norm of each column of mat m_invdiag.resize(mat.cols()); if (MatType::IsRowMajor) { m_invdiag.setZero(); for (Index j = 0; j < mat.outerSize(); ++j) { for (typename MatType::InnerIterator it(mat, j); it; ++it) m_invdiag(it.index()) += numext::abs2(it.value()); } for (Index j = 0; j < mat.cols(); ++j) if (numext::real(m_invdiag(j)) > RealScalar(0)) m_invdiag(j) = RealScalar(1) / numext::real(m_invdiag(j)); } else { for (Index j = 0; j < mat.outerSize(); ++j) { RealScalar sum = mat.col(j).squaredNorm(); if (sum > RealScalar(0)) m_invdiag(j) = RealScalar(1) / sum; else m_invdiag(j) = RealScalar(1); } } Base::m_isInitialized = true; return *this; } template LeastSquareDiagonalPreconditioner& compute(const MatType& mat) { return factorize(mat); } ComputationInfo info() { return Success; } protected: }; /** \ingroup IterativeLinearSolvers_Module * \brief A naive preconditioner which approximates any matrix as the identity matrix * * \implsparsesolverconcept * * \sa class DiagonalPreconditioner */ class IdentityPreconditioner { public: IdentityPreconditioner() {} template explicit IdentityPreconditioner(const MatrixType&) {} template IdentityPreconditioner& analyzePattern(const MatrixType&) { return *this; } template IdentityPreconditioner& factorize(const MatrixType&) { return *this; } template IdentityPreconditioner& compute(const MatrixType&) { return *this; } template inline const Rhs& solve(const Rhs& b) const { return b; } ComputationInfo info() { return Success; } }; } // end namespace Eigen #endif // EIGEN_BASIC_PRECONDITIONERS_H