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<div class="title">IncompleteLU.h</div> </div>
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<div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">// This file is part of Eigen, a lightweight C++ template library</span></div>
<div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="comment">// for linear algebra.</span></div>
<div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="comment">//</span></div>
<div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment">// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr></span></div>
<div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment">//</span></div>
<div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment">// This Source Code Form is subject to the terms of the Mozilla</span></div>
<div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment">// Public License v. 2.0. If a copy of the MPL was not distributed</span></div>
<div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment">// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.</span></div>
<div class="line"><a name="l00009"></a><span class="lineno"> 9</span> </div>
<div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="preprocessor">#ifndef EIGEN_INCOMPLETE_LU_H</span></div>
<div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="preprocessor"></span><span class="preprocessor">#define EIGEN_INCOMPLETE_LU_H</span></div>
<div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="preprocessor"></span></div>
<div class="line"><a name="l00013"></a><span class="lineno"> 13</span> <span class="keyword">namespace </span>Eigen { </div>
<div class="line"><a name="l00014"></a><span class="lineno"> 14</span> </div>
<div class="line"><a name="l00015"></a><span class="lineno"> 15</span> <span class="keyword">template</span> <<span class="keyword">typename</span> _Scalar></div>
<div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="keyword">class </span>IncompleteLU</div>
<div class="line"><a name="l00017"></a><span class="lineno"> 17</span> {</div>
<div class="line"><a name="l00018"></a><span class="lineno"> 18</span>  <span class="keyword">typedef</span> _Scalar Scalar;</div>
<div class="line"><a name="l00019"></a><span class="lineno"> 19</span>  <span class="keyword">typedef</span> Matrix<Scalar,Dynamic,1> Vector;</div>
<div class="line"><a name="l00020"></a><span class="lineno"> 20</span>  <span class="keyword">typedef</span> <span class="keyword">typename</span> Vector::Index Index;</div>
<div class="line"><a name="l00021"></a><span class="lineno"> 21</span>  <span class="keyword">typedef</span> SparseMatrix<Scalar,RowMajor> FactorType;</div>
<div class="line"><a name="l00022"></a><span class="lineno"> 22</span> </div>
<div class="line"><a name="l00023"></a><span class="lineno"> 23</span>  <span class="keyword">public</span>:</div>
<div class="line"><a name="l00024"></a><span class="lineno"> 24</span>  <span class="keyword">typedef</span> Matrix<Scalar,Dynamic,Dynamic> MatrixType;</div>
<div class="line"><a name="l00025"></a><span class="lineno"> 25</span> </div>
<div class="line"><a name="l00026"></a><span class="lineno"> 26</span>  IncompleteLU() : m_isInitialized(false) {}</div>
<div class="line"><a name="l00027"></a><span class="lineno"> 27</span> </div>
<div class="line"><a name="l00028"></a><span class="lineno"> 28</span>  <span class="keyword">template</span><<span class="keyword">typename</span> MatrixType></div>
<div class="line"><a name="l00029"></a><span class="lineno"> 29</span>  IncompleteLU(<span class="keyword">const</span> MatrixType& mat) : m_isInitialized(false)</div>
<div class="line"><a name="l00030"></a><span class="lineno"> 30</span>  {</div>
<div class="line"><a name="l00031"></a><span class="lineno"> 31</span>  compute(mat);</div>
<div class="line"><a name="l00032"></a><span class="lineno"> 32</span>  }</div>
<div class="line"><a name="l00033"></a><span class="lineno"> 33</span> </div>
<div class="line"><a name="l00034"></a><span class="lineno"> 34</span>  Index rows()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> m_lu.rows(); }</div>
<div class="line"><a name="l00035"></a><span class="lineno"> 35</span>  Index cols()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> m_lu.cols(); }</div>
<div class="line"><a name="l00036"></a><span class="lineno"> 36</span> </div>
<div class="line"><a name="l00037"></a><span class="lineno"> 37</span>  <span class="keyword">template</span><<span class="keyword">typename</span> MatrixType></div>
<div class="line"><a name="l00038"></a><span class="lineno"> 38</span>  IncompleteLU& compute(<span class="keyword">const</span> MatrixType& mat)</div>
<div class="line"><a name="l00039"></a><span class="lineno"> 39</span>  {</div>
<div class="line"><a name="l00040"></a><span class="lineno"> 40</span>  m_lu = mat;</div>
<div class="line"><a name="l00041"></a><span class="lineno"> 41</span>  <span class="keywordtype">int</span> size = mat.cols();</div>
<div class="line"><a name="l00042"></a><span class="lineno"> 42</span>  Vector diag(size);</div>
<div class="line"><a name="l00043"></a><span class="lineno"> 43</span>  <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0; i<size; ++i)</div>
<div class="line"><a name="l00044"></a><span class="lineno"> 44</span>  {</div>
<div class="line"><a name="l00045"></a><span class="lineno"> 45</span>  <span class="keyword">typename</span> FactorType::InnerIterator k_it(m_lu,i);</div>
<div class="line"><a name="l00046"></a><span class="lineno"> 46</span>  <span class="keywordflow">for</span>(; k_it && k_it.index()<i; ++k_it)</div>
<div class="line"><a name="l00047"></a><span class="lineno"> 47</span>  {</div>
<div class="line"><a name="l00048"></a><span class="lineno"> 48</span>  <span class="keywordtype">int</span> k = k_it.index();</div>
<div class="line"><a name="l00049"></a><span class="lineno"> 49</span>  k_it.valueRef() /= diag(k);</div>
<div class="line"><a name="l00050"></a><span class="lineno"> 50</span> </div>
<div class="line"><a name="l00051"></a><span class="lineno"> 51</span>  <span class="keyword">typename</span> FactorType::InnerIterator j_it(k_it);</div>
<div class="line"><a name="l00052"></a><span class="lineno"> 52</span>  <span class="keyword">typename</span> FactorType::InnerIterator kj_it(m_lu, k);</div>
<div class="line"><a name="l00053"></a><span class="lineno"> 53</span>  <span class="keywordflow">while</span>(kj_it && kj_it.index()<=k) ++kj_it;</div>
<div class="line"><a name="l00054"></a><span class="lineno"> 54</span>  <span class="keywordflow">for</span>(++j_it; j_it; )</div>
<div class="line"><a name="l00055"></a><span class="lineno"> 55</span>  {</div>
<div class="line"><a name="l00056"></a><span class="lineno"> 56</span>  <span class="keywordflow">if</span>(kj_it.index()==j_it.index())</div>
<div class="line"><a name="l00057"></a><span class="lineno"> 57</span>  {</div>
<div class="line"><a name="l00058"></a><span class="lineno"> 58</span>  j_it.valueRef() -= k_it.value() * kj_it.value();</div>
<div class="line"><a name="l00059"></a><span class="lineno"> 59</span>  ++j_it;</div>
<div class="line"><a name="l00060"></a><span class="lineno"> 60</span>  ++kj_it;</div>
<div class="line"><a name="l00061"></a><span class="lineno"> 61</span>  }</div>
<div class="line"><a name="l00062"></a><span class="lineno"> 62</span>  <span class="keywordflow">else</span> <span class="keywordflow">if</span>(kj_it.index()<j_it.index()) ++kj_it;</div>
<div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  <span class="keywordflow">else</span> ++j_it;</div>
<div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  }</div>
<div class="line"><a name="l00065"></a><span class="lineno"> 65</span>  }</div>
<div class="line"><a name="l00066"></a><span class="lineno"> 66</span>  <span class="keywordflow">if</span>(k_it && k_it.index()==i) diag(i) = k_it.value();</div>
<div class="line"><a name="l00067"></a><span class="lineno"> 67</span>  <span class="keywordflow">else</span> diag(i) = 1;</div>
<div class="line"><a name="l00068"></a><span class="lineno"> 68</span>  }</div>
<div class="line"><a name="l00069"></a><span class="lineno"> 69</span>  m_isInitialized = <span class="keyword">true</span>;</div>
<div class="line"><a name="l00070"></a><span class="lineno"> 70</span>  <span class="keywordflow">return</span> *<span class="keyword">this</span>;</div>
<div class="line"><a name="l00071"></a><span class="lineno"> 71</span>  }</div>
<div class="line"><a name="l00072"></a><span class="lineno"> 72</span> </div>
<div class="line"><a name="l00073"></a><span class="lineno"> 73</span>  <span class="keyword">template</span><<span class="keyword">typename</span> Rhs, <span class="keyword">typename</span> Dest></div>
<div class="line"><a name="l00074"></a><span class="lineno"> 74</span>  <span class="keywordtype">void</span> _solve(<span class="keyword">const</span> Rhs& b, Dest& x)<span class="keyword"> const</span></div>
<div class="line"><a name="l00075"></a><span class="lineno"> 75</span> <span class="keyword"> </span>{</div>
<div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  x = m_lu.template triangularView<UnitLower>().solve(b);</div>
<div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  x = m_lu.template triangularView<Upper>().solve(x);</div>
<div class="line"><a name="l00078"></a><span class="lineno"> 78</span>  }</div>
<div class="line"><a name="l00079"></a><span class="lineno"> 79</span> </div>
<div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  <span class="keyword">template</span><<span class="keyword">typename</span> Rhs> <span class="keyword">inline</span> <span class="keyword">const</span> internal::solve_retval<IncompleteLU, Rhs></div>
<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  solve(<span class="keyword">const</span> MatrixBase<Rhs>& b)<span class="keyword"> const</span></div>
<div class="line"><a name="l00082"></a><span class="lineno"> 82</span> <span class="keyword"> </span>{</div>
<div class="line"><a name="l00083"></a><span class="lineno"> 83</span>  eigen_assert(m_isInitialized && <span class="stringliteral">"IncompleteLU is not initialized."</span>);</div>
<div class="line"><a name="l00084"></a><span class="lineno"> 84</span>  eigen_assert(cols()==b.rows()</div>
<div class="line"><a name="l00085"></a><span class="lineno"> 85</span>  && <span class="stringliteral">"IncompleteLU::solve(): invalid number of rows of the right hand side matrix b"</span>);</div>
<div class="line"><a name="l00086"></a><span class="lineno"> 86</span>  <span class="keywordflow">return</span> internal::solve_retval<IncompleteLU, Rhs>(*<span class="keyword">this</span>, b.derived());</div>
<div class="line"><a name="l00087"></a><span class="lineno"> 87</span>  }</div>
<div class="line"><a name="l00088"></a><span class="lineno"> 88</span> </div>
<div class="line"><a name="l00089"></a><span class="lineno"> 89</span>  <span class="keyword">protected</span>:</div>
<div class="line"><a name="l00090"></a><span class="lineno"> 90</span>  FactorType m_lu;</div>
<div class="line"><a name="l00091"></a><span class="lineno"> 91</span>  <span class="keywordtype">bool</span> m_isInitialized;</div>
<div class="line"><a name="l00092"></a><span class="lineno"> 92</span> };</div>
<div class="line"><a name="l00093"></a><span class="lineno"> 93</span> </div>
<div class="line"><a name="l00094"></a><span class="lineno"> 94</span> <span class="keyword">namespace </span>internal {</div>
<div class="line"><a name="l00095"></a><span class="lineno"> 95</span> </div>
<div class="line"><a name="l00096"></a><span class="lineno"> 96</span> <span class="keyword">template</span><<span class="keyword">typename</span> _MatrixType, <span class="keyword">typename</span> Rhs></div>
<div class="line"><a name="l00097"></a><span class="lineno"> 97</span> <span class="keyword">struct </span>solve_retval<IncompleteLU<_MatrixType>, Rhs></div>
<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  : solve_retval_base<IncompleteLU<_MatrixType>, Rhs></div>
<div class="line"><a name="l00099"></a><span class="lineno"> 99</span> {</div>
<div class="line"><a name="l00100"></a><span class="lineno"> 100</span>  <span class="keyword">typedef</span> IncompleteLU<_MatrixType> Dec;</div>
<div class="line"><a name="l00101"></a><span class="lineno"> 101</span>  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)</div>
<div class="line"><a name="l00102"></a><span class="lineno"> 102</span> </div>
<div class="line"><a name="l00103"></a><span class="lineno"> 103</span>  template<typename Dest> <span class="keywordtype">void</span> evalTo(Dest& dst)<span class="keyword"> const</span></div>
<div class="line"><a name="l00104"></a><span class="lineno"> 104</span> <span class="keyword"> </span>{</div>
<div class="line"><a name="l00105"></a><span class="lineno"> 105</span>  dec()._solve(rhs(),dst);</div>
<div class="line"><a name="l00106"></a><span class="lineno"> 106</span>  }</div>
<div class="line"><a name="l00107"></a><span class="lineno"> 107</span> };</div>
<div class="line"><a name="l00108"></a><span class="lineno"> 108</span> </div>
<div class="line"><a name="l00109"></a><span class="lineno"> 109</span> } <span class="comment">// end namespace internal</span></div>
<div class="line"><a name="l00110"></a><span class="lineno"> 110</span> </div>
<div class="line"><a name="l00111"></a><span class="lineno"> 111</span> } <span class="comment">// end namespace Eigen</span></div>
<div class="line"><a name="l00112"></a><span class="lineno"> 112</span> </div>
<div class="line"><a name="l00113"></a><span class="lineno"> 113</span> <span class="preprocessor">#endif // EIGEN_INCOMPLETE_LU_H</span></div>
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