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90 lines
2.5 KiB
90 lines
2.5 KiB
// This file is part of Eigen, a lightweight C++ template library |
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// for linear algebra. |
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// |
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// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr> |
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// |
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// This Source Code Form is subject to the terms of the Mozilla |
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// Public License v. 2.0. If a copy of the MPL was not distributed |
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// with this file, You can obtain one at the mozilla.org home page |
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#ifndef EIGEN_INCOMPLETE_LU_H |
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#define EIGEN_INCOMPLETE_LU_H |
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namespace Eigen { |
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template <typename _Scalar> |
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class IncompleteLU : public SparseSolverBase<IncompleteLU<_Scalar> > |
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{ |
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protected: |
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typedef SparseSolverBase<IncompleteLU<_Scalar> > Base; |
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using Base::m_isInitialized; |
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typedef _Scalar Scalar; |
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typedef Matrix<Scalar,Dynamic,1> Vector; |
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typedef typename Vector::Index Index; |
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typedef SparseMatrix<Scalar,RowMajor> FactorType; |
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public: |
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typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType; |
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IncompleteLU() {} |
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template<typename MatrixType> |
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IncompleteLU(const MatrixType& mat) |
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{ |
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compute(mat); |
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} |
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Index rows() const { return m_lu.rows(); } |
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Index cols() const { return m_lu.cols(); } |
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template<typename MatrixType> |
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IncompleteLU& compute(const MatrixType& mat) |
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{ |
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m_lu = mat; |
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int size = mat.cols(); |
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Vector diag(size); |
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for(int i=0; i<size; ++i) |
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{ |
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typename FactorType::InnerIterator k_it(m_lu,i); |
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for(; k_it && k_it.index()<i; ++k_it) |
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{ |
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int k = k_it.index(); |
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k_it.valueRef() /= diag(k); |
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typename FactorType::InnerIterator j_it(k_it); |
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typename FactorType::InnerIterator kj_it(m_lu, k); |
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while(kj_it && kj_it.index()<=k) ++kj_it; |
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for(++j_it; j_it; ) |
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{ |
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if(kj_it.index()==j_it.index()) |
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{ |
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j_it.valueRef() -= k_it.value() * kj_it.value(); |
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++j_it; |
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++kj_it; |
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} |
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else if(kj_it.index()<j_it.index()) ++kj_it; |
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else ++j_it; |
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} |
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} |
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if(k_it && k_it.index()==i) diag(i) = k_it.value(); |
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else diag(i) = 1; |
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} |
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m_isInitialized = true; |
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return *this; |
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} |
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template<typename Rhs, typename Dest> |
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void _solve_impl(const Rhs& b, Dest& x) const |
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{ |
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x = m_lu.template triangularView<UnitLower>().solve(b); |
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x = m_lu.template triangularView<Upper>().solve(x); |
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} |
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protected: |
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FactorType m_lu; |
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}; |
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} // end namespace Eigen |
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#endif // EIGEN_INCOMPLETE_LU_H
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