@smake/eigen 1.0.2 → 1.1.1

package/eigen/Eigen/src/IterativeLinearSolvers/InternalHeaderCheck.h

@@ -0,0 +1,3 @@
+#ifndef EIGEN_ITERATIVELINEARSOLVERS_MODULE_H
+#error "Please include Eigen/IterativeLinearSolvers instead of including headers inside the src directory directly."
+#endif

package/eigen/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h

@@ -10,192 +10,164 @@
 #ifndef EIGEN_ITERATIVE_SOLVER_BASE_H
 #define EIGEN_ITERATIVE_SOLVER_BASE_H
 
-namespace Eigen { 
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
+
+namespace Eigen {
 
 namespace internal {
 
-template<typename MatrixType>
-struct is_ref_compatible_impl
-{
-private:
+template <typename MatrixType>
+struct is_ref_compatible_impl {
+ private:
   template <typename T0>
-  struct any_conversion
-  {
-    template <typename T> any_conversion(const volatile T&);
-    template <typename T> any_conversion(T&);
+  struct any_conversion {
+    template <typename T>
+    any_conversion(const volatile T&);
+    template <typename T>
+    any_conversion(T&);
+  };
+  struct yes {
+    int a[1];
+  };
+  struct no {
+    int a[2];
   };
-  struct yes {int a[1];};
-  struct no  {int a[2];};
 
-  template<typename T>
+  template <typename T>
   static yes test(const Ref<const T>&, int);
-  template<typename T>
-  static no  test(any_conversion<T>, ...);
+  template <typename T>
+  static no test(any_conversion<T>, ...);
 
-public:
+ public:
   static MatrixType ms_from;
-  enum { value = sizeof(test<MatrixType>(ms_from, 0))==sizeof(yes) };
+  enum { value = sizeof(test<MatrixType>(ms_from, 0)) == sizeof(yes) };
 };
 
-template<typename MatrixType>
-struct is_ref_compatible
-{
-  enum { value = is_ref_compatible_impl<typename remove_all<MatrixType>::type>::value };
+template <typename MatrixType>
+struct is_ref_compatible {
+  enum { value = is_ref_compatible_impl<remove_all_t<MatrixType>>::value };
 };
 
-template<typename MatrixType, bool MatrixFree = !internal::is_ref_compatible<MatrixType>::value>
+template <typename MatrixType, bool MatrixFree = !internal::is_ref_compatible<MatrixType>::value>
 class generic_matrix_wrapper;
 
 // We have an explicit matrix at hand, compatible with Ref<>
-template<typename MatrixType>
-class generic_matrix_wrapper<MatrixType,false>
-{
-public:
+template <typename MatrixType>
+class generic_matrix_wrapper<MatrixType, false> {
+ public:
   typedef Ref<const MatrixType> ActualMatrixType;
-  template<int UpLo> struct ConstSelfAdjointViewReturnType {
+  template <int UpLo>
+  struct ConstSelfAdjointViewReturnType {
     typedef typename ActualMatrixType::template ConstSelfAdjointViewReturnType<UpLo>::Type Type;
   };
 
-  enum {
-    MatrixFree = false
-  };
+  enum { MatrixFree = false };
 
-  generic_matrix_wrapper()
-    : m_dummy(0,0), m_matrix(m_dummy)
-  {}
+  generic_matrix_wrapper() : m_dummy(0, 0), m_matrix(m_dummy) {}
 
-  template<typename InputType>
-  generic_matrix_wrapper(const InputType &mat)
-    : m_matrix(mat)
-  {}
+  template <typename InputType>
+  generic_matrix_wrapper(const InputType& mat) : m_matrix(mat) {}
 
-  const ActualMatrixType& matrix() const
-  {
-    return m_matrix;
-  }
+  const ActualMatrixType& matrix() const { return m_matrix; }
 
-  template<typename MatrixDerived>
-  void grab(const EigenBase<MatrixDerived> &mat)
-  {
-    m_matrix.~Ref<const MatrixType>();
-    ::new (&m_matrix) Ref<const MatrixType>(mat.derived());
+  template <typename MatrixDerived>
+  void grab(const EigenBase<MatrixDerived>& mat) {
+    internal::destroy_at(&m_matrix);
+    internal::construct_at(&m_matrix, mat.derived());
   }
 
-  void grab(const Ref<const MatrixType> &mat)
-  {
-    if(&(mat.derived()) != &m_matrix)
-    {
-      m_matrix.~Ref<const MatrixType>();
-      ::new (&m_matrix) Ref<const MatrixType>(mat);
+  void grab(const Ref<const MatrixType>& mat) {
+    if (&(mat.derived()) != &m_matrix) {
+      internal::destroy_at(&m_matrix);
+      internal::construct_at(&m_matrix, mat);
     }
   }
 
-protected:
-  MatrixType m_dummy; // used to default initialize the Ref<> object
+ protected:
+  MatrixType m_dummy;  // used to default initialize the Ref<> object
   ActualMatrixType m_matrix;
 };
 
 // MatrixType is not compatible with Ref<> -> matrix-free wrapper
-template<typename MatrixType>
-class generic_matrix_wrapper<MatrixType,true>
-{
-public:
+template <typename MatrixType>
+class generic_matrix_wrapper<MatrixType, true> {
+ public:
   typedef MatrixType ActualMatrixType;
-  template<int UpLo> struct ConstSelfAdjointViewReturnType
-  {
+  template <int UpLo>
+  struct ConstSelfAdjointViewReturnType {
     typedef ActualMatrixType Type;
   };
 
-  enum {
-    MatrixFree = true
-  };
+  enum { MatrixFree = true };
 
-  generic_matrix_wrapper()
-    : mp_matrix(0)
-  {}
+  generic_matrix_wrapper() : mp_matrix(0) {}
 
-  generic_matrix_wrapper(const MatrixType &mat)
-    : mp_matrix(&mat)
-  {}
+  generic_matrix_wrapper(const MatrixType& mat) : mp_matrix(&mat) {}
 
-  const ActualMatrixType& matrix() const
-  {
-    return *mp_matrix;
-  }
+  const ActualMatrixType& matrix() const { return *mp_matrix; }
 
-  void grab(const MatrixType &mat)
-  {
-    mp_matrix = &mat;
-  }
+  void grab(const MatrixType& mat) { mp_matrix = &mat; }
 
-protected:
-  const ActualMatrixType *mp_matrix;
+ protected:
+  const ActualMatrixType* mp_matrix;
 };
 
-}
+}  // namespace internal
 
 /** \ingroup IterativeLinearSolvers_Module
-  * \brief Base class for linear iterative solvers
-  *
-  * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
-  */
-template< typename Derived>
-class IterativeSolverBase : public SparseSolverBase<Derived>
-{
-protected:
+ * \brief Base class for linear iterative solvers
+ *
+ * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
+ */
+template <typename Derived>
+class IterativeSolverBase : public SparseSolverBase<Derived> {
+ protected:
   typedef SparseSolverBase<Derived> Base;
   using Base::m_isInitialized;
-  
-public:
+
+ public:
   typedef typename internal::traits<Derived>::MatrixType MatrixType;
   typedef typename internal::traits<Derived>::Preconditioner Preconditioner;
   typedef typename MatrixType::Scalar Scalar;
   typedef typename MatrixType::StorageIndex StorageIndex;
   typedef typename MatrixType::RealScalar RealScalar;
 
-  enum {
-    ColsAtCompileTime = MatrixType::ColsAtCompileTime,
-    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
-  };
-
-public:
+  enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime };
 
+ public:
   using Base::derived;
 
   /** Default constructor. */
-  IterativeSolverBase()
-  {
-    init();
-  }
+  IterativeSolverBase() { init(); }
 
   /** Initialize the solver with matrix \a A for further \c Ax=b solving.
-    * 
-    * This constructor is a shortcut for the default constructor followed
-    * by a call to compute().
-    * 
-    * \warning this class stores a reference to the matrix A as well as some
-    * precomputed values that depend on it. Therefore, if \a A is changed
-    * this class becomes invalid. Call compute() to update it with the new
-    * matrix A, or modify a copy of A.
-    */
-  template<typename MatrixDerived>
-  explicit IterativeSolverBase(const EigenBase<MatrixDerived>& A)
-    : m_matrixWrapper(A.derived())
-  {
+   *
+   * This constructor is a shortcut for the default constructor followed
+   * by a call to compute().
+   *
+   * \warning this class stores a reference to the matrix A as well as some
+   * precomputed values that depend on it. Therefore, if \a A is changed
+   * this class becomes invalid. Call compute() to update it with the new
+   * matrix A, or modify a copy of A.
+   */
+  template <typename MatrixDerived>
+  explicit IterativeSolverBase(const EigenBase<MatrixDerived>& A) : m_matrixWrapper(A.derived()) {
     init();
     compute(matrix());
   }
 
+  IterativeSolverBase(IterativeSolverBase&&) = default;
+
   ~IterativeSolverBase() {}
-  
+
   /** Initializes the iterative solver for the sparsity pattern of the matrix \a A for further solving \c Ax=b problems.
-    *
-    * Currently, this function mostly calls analyzePattern on the preconditioner. In the future
-    * we might, for instance, implement column reordering for faster matrix vector products.
-    */
-  template<typename MatrixDerived>
-  Derived& analyzePattern(const EigenBase<MatrixDerived>& A)
-  {
+   *
+   * Currently, this function mostly calls analyzePattern on the preconditioner. In the future
+   * we might, for instance, implement column reordering for faster matrix vector products.
+   */
+  template <typename MatrixDerived>
+  Derived& analyzePattern(const EigenBase<MatrixDerived>& A) {
     grab(A.derived());
     m_preconditioner.analyzePattern(matrix());
     m_isInitialized = true;
@@ -203,20 +175,20 @@ public:
     m_info = m_preconditioner.info();
     return derived();
   }
-  
-  /** Initializes the iterative solver with the numerical values of the matrix \a A for further solving \c Ax=b problems.
-    *
-    * Currently, this function mostly calls factorize on the preconditioner.
-    *
-    * \warning this class stores a reference to the matrix A as well as some
-    * precomputed values that depend on it. Therefore, if \a A is changed
-    * this class becomes invalid. Call compute() to update it with the new
-    * matrix A, or modify a copy of A.
-    */
-  template<typename MatrixDerived>
-  Derived& factorize(const EigenBase<MatrixDerived>& A)
-  {
-    eigen_assert(m_analysisIsOk && "You must first call analyzePattern()"); 
+
+  /** Initializes the iterative solver with the numerical values of the matrix \a A for further solving \c Ax=b
+   * problems.
+   *
+   * Currently, this function mostly calls factorize on the preconditioner.
+   *
+   * \warning this class stores a reference to the matrix A as well as some
+   * precomputed values that depend on it. Therefore, if \a A is changed
+   * this class becomes invalid. Call compute() to update it with the new
+   * matrix A, or modify a copy of A.
+   */
+  template <typename MatrixDerived>
+  Derived& factorize(const EigenBase<MatrixDerived>& A) {
+    eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
     grab(A.derived());
     m_preconditioner.factorize(matrix());
     m_factorizationIsOk = true;
@@ -225,18 +197,17 @@ public:
   }
 
   /** Initializes the iterative solver with the matrix \a A for further solving \c Ax=b problems.
-    *
-    * Currently, this function mostly initializes/computes the preconditioner. In the future
-    * we might, for instance, implement column reordering for faster matrix vector products.
-    *
-    * \warning this class stores a reference to the matrix A as well as some
-    * precomputed values that depend on it. Therefore, if \a A is changed
-    * this class becomes invalid. Call compute() to update it with the new
-    * matrix A, or modify a copy of A.
-    */
-  template<typename MatrixDerived>
-  Derived& compute(const EigenBase<MatrixDerived>& A)
-  {
+   *
+   * Currently, this function mostly initializes/computes the preconditioner. In the future
+   * we might, for instance, implement column reordering for faster matrix vector products.
+   *
+   * \warning this class stores a reference to the matrix A as well as some
+   * precomputed values that depend on it. Therefore, if \a A is changed
+   * this class becomes invalid. Call compute() to update it with the new
+   * matrix A, or modify a copy of A.
+   */
+  template <typename MatrixDerived>
+  Derived& compute(const EigenBase<MatrixDerived>& A) {
     grab(A.derived());
     m_preconditioner.compute(matrix());
     m_isInitialized = true;
@@ -247,115 +218,149 @@ public:
   }
 
   /** \internal */
-  Index rows() const { return matrix().rows(); }
+  constexpr Index rows() const noexcept { return matrix().rows(); }
 
   /** \internal */
-  Index cols() const { return matrix().cols(); }
+  constexpr Index cols() const noexcept { return matrix().cols(); }
 
   /** \returns the tolerance threshold used by the stopping criteria.
-    * \sa setTolerance()
-    */
+   * \sa setTolerance()
+   */
   RealScalar tolerance() const { return m_tolerance; }
-  
+
   /** Sets the tolerance threshold used by the stopping criteria.
-    *
-    * This value is used as an upper bound to the relative residual error: |Ax-b|/|b|.
-    * The default value is the machine precision given by NumTraits<Scalar>::epsilon()
-    */
-  Derived& setTolerance(const RealScalar& tolerance)
-  {
+   *
+   * This value is used as an upper bound to the relative residual error: |Ax-b|/|b|.
+   * The default value is the machine precision given by NumTraits<Scalar>::epsilon()
+   */
+  Derived& setTolerance(const RealScalar& tolerance) {
     m_tolerance = tolerance;
     return derived();
   }
 
   /** \returns a read-write reference to the preconditioner for custom configuration. */
   Preconditioner& preconditioner() { return m_preconditioner; }
-  
+
   /** \returns a read-only reference to the preconditioner. */
   const Preconditioner& preconditioner() const { return m_preconditioner; }
 
   /** \returns the max number of iterations.
-    * It is either the value setted by setMaxIterations or, by default,
-    * twice the number of columns of the matrix.
-    */
-  Index maxIterations() const
-  {
-    return (m_maxIterations<0) ? 2*matrix().cols() : m_maxIterations;
-  }
-  
+   * It is either the value set by setMaxIterations or, by default,
+   * twice the number of columns of the matrix.
+   */
+  Index maxIterations() const { return (m_maxIterations < 0) ? 2 * matrix().cols() : m_maxIterations; }
+
   /** Sets the max number of iterations.
-    * Default is twice the number of columns of the matrix.
-    */
-  Derived& setMaxIterations(Index maxIters)
-  {
+   * Default is twice the number of columns of the matrix.
+   */
+  Derived& setMaxIterations(Index maxIters) {
     m_maxIterations = maxIters;
     return derived();
   }
 
   /** \returns the number of iterations performed during the last solve */
-  Index iterations() const
-  {
-    eigen_assert(m_isInitialized && "ConjugateGradient is not initialized.");
+  Index iterations() const {
+    eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized.");
     return m_iterations;
   }
 
   /** \returns the tolerance error reached during the last solve.
-    * It is a close approximation of the true relative residual error |Ax-b|/|b|.
-    */
-  RealScalar error() const
-  {
-    eigen_assert(m_isInitialized && "ConjugateGradient is not initialized.");
+   * It is a close approximation of the true relative residual error |Ax-b|/|b|.
+   */
+  RealScalar error() const {
+    eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized.");
     return m_error;
   }
 
   /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A
-    * and \a x0 as an initial solution.
-    *
-    * \sa solve(), compute()
-    */
-  template<typename Rhs,typename Guess>
-  inline const SolveWithGuess<Derived, Rhs, Guess>
-  solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const
-  {
+   * and \a x0 as an initial solution.
+   *
+   * \sa solve(), compute()
+   */
+  template <typename Rhs, typename Guess>
+  inline const SolveWithGuess<Derived, Rhs, Guess> solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const {
     eigen_assert(m_isInitialized && "Solver is not initialized.");
-    eigen_assert(derived().rows()==b.rows() && "solve(): invalid number of rows of the right hand side matrix b");
+    eigen_assert(derived().rows() == b.rows() && "solve(): invalid number of rows of the right hand side matrix b");
     return SolveWithGuess<Derived, Rhs, Guess>(derived(), b.derived(), x0);
   }
 
   /** \returns Success if the iterations converged, and NoConvergence otherwise. */
-  ComputationInfo info() const
-  {
+  ComputationInfo info() const {
     eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized.");
     return m_info;
   }
-  
+
   /** \internal */
-  template<typename Rhs, typename DestDerived>
-  void _solve_impl(const Rhs& b, SparseMatrixBase<DestDerived> &aDest) const
-  {
-    eigen_assert(rows()==b.rows());
-    
+  template <typename Rhs, typename DestDerived>
+  void _solve_with_guess_impl(const Rhs& b, SparseMatrixBase<DestDerived>& aDest) const {
+    eigen_assert(rows() == b.rows());
+
     Index rhsCols = b.cols();
     Index size = b.rows();
     DestDerived& dest(aDest.derived());
     typedef typename DestDerived::Scalar DestScalar;
-    Eigen::Matrix<DestScalar,Dynamic,1> tb(size);
-    Eigen::Matrix<DestScalar,Dynamic,1> tx(cols());
+    Eigen::Matrix<DestScalar, Dynamic, 1> tb(size);
+    Eigen::Matrix<DestScalar, Dynamic, 1> tx(cols());
     // We do not directly fill dest because sparse expressions have to be free of aliasing issue.
-    // For non square least-square problems, b and dest might not have the same size whereas they might alias each-other.
-    typename DestDerived::PlainObject tmp(cols(),rhsCols);
-    for(Index k=0; k<rhsCols; ++k)
-    {
+    // For non square least-square problems, b and dest might not have the same size whereas they might alias
+    // each-other.
+    typename DestDerived::PlainObject tmp(cols(), rhsCols);
+    ComputationInfo global_info = Success;
+    for (Index k = 0; k < rhsCols; ++k) {
       tb = b.col(k);
-      tx = derived().solve(tb);
+      tx = dest.col(k);
+      derived()._solve_vector_with_guess_impl(tb, tx);
       tmp.col(k) = tx.sparseView(0);
+
+      // The call to _solve_vector_with_guess_impl updates m_info, so if it failed for a previous column
+      // we need to restore it to the worst value.
+      if (m_info == NumericalIssue)
+        global_info = NumericalIssue;
+      else if (m_info == NoConvergence)
+        global_info = NoConvergence;
     }
+    m_info = global_info;
     dest.swap(tmp);
   }
 
-protected:
-  void init()
-  {
+  template <typename Rhs, typename DestDerived>
+  std::enable_if_t<Rhs::ColsAtCompileTime != 1 && DestDerived::ColsAtCompileTime != 1> _solve_with_guess_impl(
+      const Rhs& b, MatrixBase<DestDerived>& aDest) const {
+    eigen_assert(rows() == b.rows());
+
+    Index rhsCols = b.cols();
+    DestDerived& dest(aDest.derived());
+    ComputationInfo global_info = Success;
+    for (Index k = 0; k < rhsCols; ++k) {
+      typename DestDerived::ColXpr xk(dest, k);
+      typename Rhs::ConstColXpr bk(b, k);
+      derived()._solve_vector_with_guess_impl(bk, xk);
+
+      // The call to _solve_vector_with_guess updates m_info, so if it failed for a previous column
+      // we need to restore it to the worst value.
+      if (m_info == NumericalIssue)
+        global_info = NumericalIssue;
+      else if (m_info == NoConvergence)
+        global_info = NoConvergence;
+    }
+    m_info = global_info;
+  }
+
+  template <typename Rhs, typename DestDerived>
+  std::enable_if_t<Rhs::ColsAtCompileTime == 1 || DestDerived::ColsAtCompileTime == 1> _solve_with_guess_impl(
+      const Rhs& b, MatrixBase<DestDerived>& dest) const {
+    derived()._solve_vector_with_guess_impl(b, dest.derived());
+  }
+
+  /** \internal default initial guess = 0 */
+  template <typename Rhs, typename Dest>
+  void _solve_impl(const Rhs& b, Dest& x) const {
+    x.setZero();
+    derived()._solve_with_guess_impl(b, x);
+  }
+
+ protected:
+  void init() {
     m_isInitialized = false;
     m_analysisIsOk = false;
     m_factorizationIsOk = false;
@@ -366,29 +371,25 @@ protected:
   typedef internal::generic_matrix_wrapper<MatrixType> MatrixWrapper;
   typedef typename MatrixWrapper::ActualMatrixType ActualMatrixType;
 
-  const ActualMatrixType& matrix() const
-  {
-    return m_matrixWrapper.matrix();
-  }
-  
-  template<typename InputType>
-  void grab(const InputType &A)
-  {
+  const ActualMatrixType& matrix() const { return m_matrixWrapper.matrix(); }
+
+  template <typename InputType>
+  void grab(const InputType& A) {
     m_matrixWrapper.grab(A);
   }
-  
+
   MatrixWrapper m_matrixWrapper;
   Preconditioner m_preconditioner;
 
   Index m_maxIterations;
   RealScalar m_tolerance;
-  
+
   mutable RealScalar m_error;
   mutable Index m_iterations;
   mutable ComputationInfo m_info;
   mutable bool m_analysisIsOk, m_factorizationIsOk;
 };
 
-} // end namespace Eigen
+}  // end namespace Eigen
 
-#endif // EIGEN_ITERATIVE_SOLVER_BASE_H
+#endif  // EIGEN_ITERATIVE_SOLVER_BASE_H