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<div class="title">BasicPreconditioners.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_BASIC_PRECONDITIONERS_H</span></div>
<div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="preprocessor"></span><span class="preprocessor">#define EIGEN_BASIC_PRECONDITIONERS_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="l00032"></a><span class="lineno"> 32</span> <span class="keyword">template</span> <<span class="keyword">typename</span> _Scalar></div>
<div class="line"><a name="l00033"></a><span class="lineno"><a class="line" href="classEigen_1_1DiagonalPreconditioner.html"> 33</a></span> <span class="keyword">class </span><a class="code" href="classEigen_1_1DiagonalPreconditioner.html">DiagonalPreconditioner</a></div>
<div class="line"><a name="l00034"></a><span class="lineno"> 34</span> {</div>
<div class="line"><a name="l00035"></a><span class="lineno"> 35</span>  <span class="keyword">typedef</span> _Scalar Scalar;</div>
<div class="line"><a name="l00036"></a><span class="lineno"> 36</span>  <span class="keyword">typedef</span> <a class="code" href="classEigen_1_1Matrix.html">Matrix<Scalar,Dynamic,1></a> <a class="code" href="classEigen_1_1Matrix.html">Vector</a>;</div>
<div class="line"><a name="l00037"></a><span class="lineno"> 37</span>  <span class="keyword">typedef</span> <span class="keyword">typename</span> Vector::Index Index;</div>
<div class="line"><a name="l00038"></a><span class="lineno"> 38</span> </div>
<div class="line"><a name="l00039"></a><span class="lineno"> 39</span>  <span class="keyword">public</span>:</div>
<div class="line"><a name="l00040"></a><span class="lineno"> 40</span>  <span class="comment">// this typedef is only to export the scalar type and compile-time dimensions to solve_retval</span></div>
<div class="line"><a name="l00041"></a><span class="lineno"> 41</span>  <span class="keyword">typedef</span> <a class="code" href="classEigen_1_1Matrix.html">Matrix<Scalar,Dynamic,Dynamic></a> <a class="code" href="classEigen_1_1Matrix.html">MatrixType</a>;</div>
<div class="line"><a name="l00042"></a><span class="lineno"> 42</span> </div>
<div class="line"><a name="l00043"></a><span class="lineno"> 43</span>  <a class="code" href="classEigen_1_1DiagonalPreconditioner.html">DiagonalPreconditioner</a>() : m_isInitialized(<span class="keyword">false</span>) {}</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">template</span><<span class="keyword">typename</span> MatType></div>
<div class="line"><a name="l00046"></a><span class="lineno"> 46</span>  <a class="code" href="classEigen_1_1DiagonalPreconditioner.html">DiagonalPreconditioner</a>(<span class="keyword">const</span> MatType& mat) : m_invdiag(mat.cols())</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>  compute(mat);</div>
<div class="line"><a name="l00049"></a><span class="lineno"> 49</span>  }</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>  Index rows()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> m_invdiag.size(); }</div>
<div class="line"><a name="l00052"></a><span class="lineno"> 52</span>  Index cols()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> m_invdiag.size(); }</div>
<div class="line"><a name="l00053"></a><span class="lineno"> 53</span>  </div>
<div class="line"><a name="l00054"></a><span class="lineno"> 54</span>  <span class="keyword">template</span><<span class="keyword">typename</span> MatType></div>
<div class="line"><a name="l00055"></a><span class="lineno"> 55</span>  <a class="code" href="classEigen_1_1DiagonalPreconditioner.html">DiagonalPreconditioner</a>& analyzePattern(<span class="keyword">const</span> MatType& )</div>
<div class="line"><a name="l00056"></a><span class="lineno"> 56</span>  {</div>
<div class="line"><a name="l00057"></a><span class="lineno"> 57</span>  <span class="keywordflow">return</span> *<span class="keyword">this</span>;</div>
<div class="line"><a name="l00058"></a><span class="lineno"> 58</span>  }</div>
<div class="line"><a name="l00059"></a><span class="lineno"> 59</span>  </div>
<div class="line"><a name="l00060"></a><span class="lineno"> 60</span>  <span class="keyword">template</span><<span class="keyword">typename</span> MatType></div>
<div class="line"><a name="l00061"></a><span class="lineno"> 61</span>  <a class="code" href="classEigen_1_1DiagonalPreconditioner.html">DiagonalPreconditioner</a>& factorize(<span class="keyword">const</span> MatType& mat)</div>
<div class="line"><a name="l00062"></a><span class="lineno"> 62</span>  {</div>
<div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  m_invdiag.<a class="code" href="classEigen_1_1PlainObjectBase.html#afbbb33d14fe7fb9683019a39ce1c659d">resize</a>(mat.cols());</div>
<div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  <span class="keywordflow">for</span>(<span class="keywordtype">int</span> j=0; j<mat.outerSize(); ++j)</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="keyword">typename</span> MatType::InnerIterator it(mat,j);</div>
<div class="line"><a name="l00067"></a><span class="lineno"> 67</span>  <span class="keywordflow">while</span>(it && it.index()!=j) ++it;</div>
<div class="line"><a name="l00068"></a><span class="lineno"> 68</span>  <span class="keywordflow">if</span>(it && it.index()==j)</div>
<div class="line"><a name="l00069"></a><span class="lineno"> 69</span>  m_invdiag(j) = Scalar(1)/it.value();</div>
<div class="line"><a name="l00070"></a><span class="lineno"> 70</span>  <span class="keywordflow">else</span></div>
<div class="line"><a name="l00071"></a><span class="lineno"> 71</span>  m_invdiag(j) = 0;</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>  m_isInitialized = <span class="keyword">true</span>;</div>
<div class="line"><a name="l00074"></a><span class="lineno"> 74</span>  <span class="keywordflow">return</span> *<span class="keyword">this</span>;</div>
<div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  }</div>
<div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  </div>
<div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  <span class="keyword">template</span><<span class="keyword">typename</span> MatType></div>
<div class="line"><a name="l00078"></a><span class="lineno"> 78</span>  <a class="code" href="classEigen_1_1DiagonalPreconditioner.html">DiagonalPreconditioner</a>& compute(<span class="keyword">const</span> MatType& mat)</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="keywordflow">return</span> factorize(mat);</div>
<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  }</div>
<div class="line"><a name="l00082"></a><span class="lineno"> 82</span> </div>
<div class="line"><a name="l00083"></a><span class="lineno"> 83</span>  <span class="keyword">template</span><<span class="keyword">typename</span> Rhs, <span class="keyword">typename</span> Dest></div>
<div class="line"><a name="l00084"></a><span class="lineno"> 84</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="l00085"></a><span class="lineno"> 85</span> <span class="keyword"> </span>{</div>
<div class="line"><a name="l00086"></a><span class="lineno"> 86</span>  x = m_invdiag.array() * b.array() ;</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">template</span><<span class="keyword">typename</span> Rhs> <span class="keyword">inline</span> <span class="keyword">const</span> internal::solve_retval<DiagonalPreconditioner, Rhs></div>
<div class="line"><a name="l00090"></a><span class="lineno"> 90</span>  solve(<span class="keyword">const</span> <a class="code" href="classEigen_1_1MatrixBase.html">MatrixBase<Rhs></a>& b)<span class="keyword"> const</span></div>
<div class="line"><a name="l00091"></a><span class="lineno"> 91</span> <span class="keyword"> </span>{</div>
<div class="line"><a name="l00092"></a><span class="lineno"> 92</span>  eigen_assert(m_isInitialized && <span class="stringliteral">"DiagonalPreconditioner is not initialized."</span>);</div>
<div class="line"><a name="l00093"></a><span class="lineno"> 93</span>  eigen_assert(m_invdiag.size()==b.rows()</div>
<div class="line"><a name="l00094"></a><span class="lineno"> 94</span>  && <span class="stringliteral">"DiagonalPreconditioner::solve(): invalid number of rows of the right hand side matrix b"</span>);</div>
<div class="line"><a name="l00095"></a><span class="lineno"> 95</span>  <span class="keywordflow">return</span> internal::solve_retval<DiagonalPreconditioner, Rhs>(*<span class="keyword">this</span>, b.derived());</div>
<div class="line"><a name="l00096"></a><span class="lineno"> 96</span>  }</div>
<div class="line"><a name="l00097"></a><span class="lineno"> 97</span> </div>
<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  <span class="keyword">protected</span>:</div>
<div class="line"><a name="l00099"></a><span class="lineno"> 99</span>  <a class="code" href="classEigen_1_1Matrix.html">Vector</a> m_invdiag;</div>
<div class="line"><a name="l00100"></a><span class="lineno"> 100</span>  <span class="keywordtype">bool</span> m_isInitialized;</div>
<div class="line"><a name="l00101"></a><span class="lineno"> 101</span> };</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> <span class="keyword">namespace </span>internal {</div>
<div class="line"><a name="l00104"></a><span class="lineno"> 104</span> </div>
<div class="line"><a name="l00105"></a><span class="lineno"> 105</span> <span class="keyword">template</span><<span class="keyword">typename</span> _MatrixType, <span class="keyword">typename</span> Rhs></div>
<div class="line"><a name="l00106"></a><span class="lineno"> 106</span> <span class="keyword">struct </span>solve_retval<<a class="code" href="classEigen_1_1DiagonalPreconditioner.html">DiagonalPreconditioner</a><_MatrixType>, Rhs></div>
<div class="line"><a name="l00107"></a><span class="lineno"> 107</span>  : solve_retval_base<DiagonalPreconditioner<_MatrixType>, Rhs></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="keyword">typedef</span> <a class="code" href="classEigen_1_1DiagonalPreconditioner.html">DiagonalPreconditioner<_MatrixType></a> Dec;</div>
<div class="line"><a name="l00110"></a><span class="lineno"> 110</span>  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)</div>
<div class="line"><a name="l00111"></a><span class="lineno"> 111</span> </div>
<div class="line"><a name="l00112"></a><span class="lineno"> 112</span>  template<typename Dest> <span class="keywordtype">void</span> evalTo(Dest& dst)<span class="keyword"> const</span></div>
<div class="line"><a name="l00113"></a><span class="lineno"> 113</span> <span class="keyword"> </span>{</div>
<div class="line"><a name="l00114"></a><span class="lineno"> 114</span>  dec()._solve(rhs(),dst);</div>
<div class="line"><a name="l00115"></a><span class="lineno"> 115</span>  }</div>
<div class="line"><a name="l00116"></a><span class="lineno"> 116</span> };</div>
<div class="line"><a name="l00117"></a><span class="lineno"> 117</span> </div>
<div class="line"><a name="l00118"></a><span class="lineno"> 118</span> }</div>
<div class="line"><a name="l00119"></a><span class="lineno"> 119</span> </div>
<div class="line"><a name="l00125"></a><span class="lineno"><a class="line" href="classEigen_1_1IdentityPreconditioner.html"> 125</a></span> <span class="keyword">class </span><a class="code" href="classEigen_1_1IdentityPreconditioner.html">IdentityPreconditioner</a></div>
<div class="line"><a name="l00126"></a><span class="lineno"> 126</span> {</div>
<div class="line"><a name="l00127"></a><span class="lineno"> 127</span>  <span class="keyword">public</span>:</div>
<div class="line"><a name="l00128"></a><span class="lineno"> 128</span> </div>
<div class="line"><a name="l00129"></a><span class="lineno"> 129</span>  <a class="code" href="classEigen_1_1IdentityPreconditioner.html">IdentityPreconditioner</a>() {}</div>
<div class="line"><a name="l00130"></a><span class="lineno"> 130</span> </div>
<div class="line"><a name="l00131"></a><span class="lineno"> 131</span>  <span class="keyword">template</span><<span class="keyword">typename</span> MatrixType></div>
<div class="line"><a name="l00132"></a><span class="lineno"> 132</span>  <a class="code" href="classEigen_1_1IdentityPreconditioner.html">IdentityPreconditioner</a>(<span class="keyword">const</span> MatrixType& ) {}</div>
<div class="line"><a name="l00133"></a><span class="lineno"> 133</span>  </div>
<div class="line"><a name="l00134"></a><span class="lineno"> 134</span>  <span class="keyword">template</span><<span class="keyword">typename</span> MatrixType></div>
<div class="line"><a name="l00135"></a><span class="lineno"> 135</span>  <a class="code" href="classEigen_1_1IdentityPreconditioner.html">IdentityPreconditioner</a>& analyzePattern(<span class="keyword">const</span> MatrixType& ) { <span class="keywordflow">return</span> *<span class="keyword">this</span>; }</div>
<div class="line"><a name="l00136"></a><span class="lineno"> 136</span>  </div>
<div class="line"><a name="l00137"></a><span class="lineno"> 137</span>  <span class="keyword">template</span><<span class="keyword">typename</span> MatrixType></div>
<div class="line"><a name="l00138"></a><span class="lineno"> 138</span>  <a class="code" href="classEigen_1_1IdentityPreconditioner.html">IdentityPreconditioner</a>& factorize(<span class="keyword">const</span> MatrixType& ) { <span class="keywordflow">return</span> *<span class="keyword">this</span>; }</div>
<div class="line"><a name="l00139"></a><span class="lineno"> 139</span> </div>
<div class="line"><a name="l00140"></a><span class="lineno"> 140</span>  <span class="keyword">template</span><<span class="keyword">typename</span> MatrixType></div>
<div class="line"><a name="l00141"></a><span class="lineno"> 141</span>  <a class="code" href="classEigen_1_1IdentityPreconditioner.html">IdentityPreconditioner</a>& compute(<span class="keyword">const</span> MatrixType& ) { <span class="keywordflow">return</span> *<span class="keyword">this</span>; }</div>
<div class="line"><a name="l00142"></a><span class="lineno"> 142</span>  </div>
<div class="line"><a name="l00143"></a><span class="lineno"> 143</span>  <span class="keyword">template</span><<span class="keyword">typename</span> Rhs></div>
<div class="line"><a name="l00144"></a><span class="lineno"> 144</span>  <span class="keyword">inline</span> <span class="keyword">const</span> Rhs& solve(<span class="keyword">const</span> Rhs& b)<span class="keyword"> const </span>{ <span class="keywordflow">return</span> b; }</div>
<div class="line"><a name="l00145"></a><span class="lineno"> 145</span> };</div>
<div class="line"><a name="l00146"></a><span class="lineno"> 146</span> </div>
<div class="line"><a name="l00147"></a><span class="lineno"> 147</span> } <span class="comment">// end namespace Eigen</span></div>
<div class="line"><a name="l00148"></a><span class="lineno"> 148</span> </div>
<div class="line"><a name="l00149"></a><span class="lineno"> 149</span> <span class="preprocessor">#endif // EIGEN_BASIC_PRECONDITIONERS_H</span></div>
<div class="ttc" id="classEigen_1_1DiagonalPreconditioner_html"><div class="ttname"><a href="classEigen_1_1DiagonalPreconditioner.html">Eigen::DiagonalPreconditioner</a></div><div class="ttdoc">A preconditioner based on the digonal entries. </div><div class="ttdef"><b>Definition:</b> BasicPreconditioners.h:33</div></div>
<div class="ttc" id="classEigen_1_1IdentityPreconditioner_html"><div class="ttname"><a href="classEigen_1_1IdentityPreconditioner.html">Eigen::IdentityPreconditioner</a></div><div class="ttdoc">A naive preconditioner which approximates any matrix as the identity matrix. </div><div class="ttdef"><b>Definition:</b> BasicPreconditioners.h:125</div></div>
<div class="ttc" id="classEigen_1_1PlainObjectBase_html_afbbb33d14fe7fb9683019a39ce1c659d"><div class="ttname"><a href="classEigen_1_1PlainObjectBase.html#afbbb33d14fe7fb9683019a39ce1c659d">Eigen::PlainObjectBase::resize</a></div><div class="ttdeci">void resize(Index nbRows, Index nbCols)</div><div class="ttdef"><b>Definition:</b> PlainObjectBase.h:232</div></div>
<div class="ttc" id="classEigen_1_1Matrix_html"><div class="ttname"><a href="classEigen_1_1Matrix.html">Eigen::Matrix< Scalar, Dynamic, 1 ></a></div></div>
<div class="ttc" id="classEigen_1_1MatrixBase_html"><div class="ttname"><a href="classEigen_1_1MatrixBase.html">Eigen::MatrixBase</a></div><div class="ttdoc">Base class for all dense matrices, vectors, and expressions. </div><div class="ttdef"><b>Definition:</b> MatrixBase.h:48</div></div>
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