pylibsparseir 0.1.0__cp313-cp313-macosx_15_0_arm64.whl → 0.6.0__cp313-cp313-macosx_15_0_arm64.whl

include/eigen3/unsupported/Eigen/src/IterativeSolvers/ConstrainedConjGrad.h

@@ -0,0 +1,187 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+
+/* NOTE The functions of this file have been adapted from the GMM++ library */
+
+//========================================================================
+//
+// Copyright (C) 2002-2007 Yves Renard
+//
+// This file is a part of GETFEM++
+//
+// Getfem++ is free software; you can redistribute it and/or modify
+// it under the terms of the GNU Lesser General Public License as
+// published by the Free Software Foundation; version 2.1 of the License.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU Lesser General Public License for more details.
+// You should have received a copy of the GNU Lesser General Public
+// License along with this program; if not, write to the Free Software
+// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301,
+// USA.
+//
+//========================================================================
+
+#include "../../../../Eigen/src/Core/util/NonMPL2.h"
+
+#ifndef EIGEN_CONSTRAINEDCG_H
+#define EIGEN_CONSTRAINEDCG_H
+
+#include "../../../../Eigen/Core"
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \ingroup IterativeLinearSolvers_Module
+  * Compute the pseudo inverse of the non-square matrix C such that
+  * \f$ CINV = (C * C^T)^{-1} * C \f$ based on a conjugate gradient method.
+  *
+  * This function is internally used by constrained_cg.
+  */
+template <typename CMatrix, typename CINVMatrix>
+void pseudo_inverse(const CMatrix &C, CINVMatrix &CINV)
+{
+  // optimisable : copie de la ligne, precalcul de C * trans(C).
+  typedef typename CMatrix::Scalar Scalar;
+  typedef typename CMatrix::Index Index;
+  // FIXME use sparse vectors ?
+  typedef Matrix<Scalar,Dynamic,1> TmpVec;
+
+  Index rows = C.rows(), cols = C.cols();
+
+  TmpVec d(rows), e(rows), l(cols), p(rows), q(rows), r(rows);
+  Scalar rho, rho_1, alpha;
+  d.setZero();
+
+  typedef Triplet<double> T;
+  std::vector<T> tripletList;
+    
+  for (Index i = 0; i < rows; ++i)
+  {
+    d[i] = 1.0;
+    rho = 1.0;
+    e.setZero();
+    r = d;
+    p = d;
+
+    while (rho >= 1e-38)
+    { /* conjugate gradient to compute e             */
+      /* which is the i-th row of inv(C * trans(C))  */
+      l = C.transpose() * p;
+      q = C * l;
+      alpha = rho / p.dot(q);
+      e +=  alpha * p;
+      r += -alpha * q;
+      rho_1 = rho;
+      rho = r.dot(r);
+      p = (rho/rho_1) * p + r;
+    }
+
+    l = C.transpose() * e; // l is the i-th row of CINV
+    // FIXME add a generic "prune/filter" expression for both dense and sparse object to sparse
+    for (Index j=0; j<l.size(); ++j)
+      if (l[j]<1e-15)
+	tripletList.push_back(T(i,j,l(j)));
+
+	
+    d[i] = 0.0;
+  }
+  CINV.setFromTriplets(tripletList.begin(), tripletList.end());
+}
+
+
+
+/** \ingroup IterativeLinearSolvers_Module
+  * Constrained conjugate gradient
+  *
+  * Computes the minimum of \f$ 1/2((Ax).x) - bx \f$ under the constraint \f$ Cx \le f \f$
+  */
+template<typename TMatrix, typename CMatrix,
+         typename VectorX, typename VectorB, typename VectorF>
+void constrained_cg(const TMatrix& A, const CMatrix& C, VectorX& x,
+                       const VectorB& b, const VectorF& f, IterationController &iter)
+{
+  using std::sqrt;
+  typedef typename TMatrix::Scalar Scalar;
+  typedef typename TMatrix::Index Index;
+  typedef Matrix<Scalar,Dynamic,1>  TmpVec;
+
+  Scalar rho = 1.0, rho_1, lambda, gamma;
+  Index xSize = x.size();
+  TmpVec  p(xSize), q(xSize), q2(xSize),
+          r(xSize), old_z(xSize), z(xSize),
+          memox(xSize);
+  std::vector<bool> satured(C.rows());
+  p.setZero();
+  iter.setRhsNorm(sqrt(b.dot(b))); // gael vect_sp(PS, b, b)
+  if (iter.rhsNorm() == 0.0) iter.setRhsNorm(1.0);
+
+  SparseMatrix<Scalar,RowMajor> CINV(C.rows(), C.cols());
+  pseudo_inverse(C, CINV);
+
+  while(true)
+  {
+    // computation of residual
+    old_z = z;
+    memox = x;
+    r = b;
+    r += A * -x;
+    z = r;
+    bool transition = false;
+    for (Index i = 0; i < C.rows(); ++i)
+    {
+      Scalar al = C.row(i).dot(x) - f.coeff(i);
+      if (al >= -1.0E-15)
+      {
+        if (!satured[i])
+        {
+          satured[i] = true;
+          transition = true;
+        }
+        Scalar bb = CINV.row(i).dot(z);
+        if (bb > 0.0)
+          // FIXME: we should allow that: z += -bb * C.row(i);
+          for (typename CMatrix::InnerIterator it(C,i); it; ++it)
+            z.coeffRef(it.index()) -= bb*it.value();
+      }
+      else
+        satured[i] = false;
+    }
+
+    // descent direction
+    rho_1 = rho;
+    rho = r.dot(z);
+
+    if (iter.finished(rho)) break;
+    if (transition || iter.first()) gamma = 0.0;
+    else gamma = (std::max)(0.0, (rho - old_z.dot(z)) / rho_1);
+    p = z + gamma*p;
+
+    ++iter;
+    // one dimensionnal optimization
+    q = A * p;
+    lambda = rho / q.dot(p);
+    for (Index i = 0; i < C.rows(); ++i)
+    {
+      if (!satured[i])
+      {
+        Scalar bb = C.row(i).dot(p) - f[i];
+        if (bb > 0.0)
+          lambda = (std::min)(lambda, (f.coeff(i)-C.row(i).dot(x)) / bb);
+      }
+    }
+    x += lambda * p;
+    memox -= x;
+  }
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CONSTRAINEDCG_H

include/eigen3/unsupported/Eigen/src/IterativeSolvers/DGMRES.h

@@ -0,0 +1,511 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+//
+// 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_DGMRES_H
+#define EIGEN_DGMRES_H
+
+#include "../../../../Eigen/Eigenvalues"
+
+namespace Eigen { 
+  
+template< typename _MatrixType,
+          typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
+class DGMRES;
+
+namespace internal {
+
+template< typename _MatrixType, typename _Preconditioner>
+struct traits<DGMRES<_MatrixType,_Preconditioner> >
+{
+  typedef _MatrixType MatrixType;
+  typedef _Preconditioner Preconditioner;
+};
+
+/** \brief Computes a permutation vector to have a sorted sequence
+  * \param vec The vector to reorder.
+  * \param perm gives the sorted sequence on output. Must be initialized with 0..n-1
+  * \param ncut Put  the ncut smallest elements at the end of the vector
+  * WARNING This is an expensive sort, so should be used only 
+  * for small size vectors
+  * TODO Use modified QuickSplit or std::nth_element to get the smallest values 
+  */
+template <typename VectorType, typename IndexType>
+void sortWithPermutation (VectorType& vec, IndexType& perm, typename IndexType::Scalar& ncut)
+{
+  eigen_assert(vec.size() == perm.size());
+  bool flag; 
+  for (Index k  = 0; k < ncut; k++)
+  {
+    flag = false;
+    for (Index j = 0; j < vec.size()-1; j++)
+    {
+      if ( vec(perm(j)) < vec(perm(j+1)) )
+      {
+        std::swap(perm(j),perm(j+1)); 
+        flag = true;
+      }
+      if (!flag) break; // The vector is in sorted order
+    }
+  }
+}
+
+}
+/**
+ * \ingroup IterativeLinearSolvers_Module
+ * \brief A Restarted GMRES with deflation.
+ * This class implements a modification of the GMRES solver for
+ * sparse linear systems. The basis is built with modified 
+ * Gram-Schmidt. At each restart, a few approximated eigenvectors
+ * corresponding to the smallest eigenvalues are used to build a
+ * preconditioner for the next cycle. This preconditioner 
+ * for deflation can be combined with any other preconditioner, 
+ * the IncompleteLUT for instance. The preconditioner is applied 
+ * at right of the matrix and the combination is multiplicative.
+ * 
+ * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
+ * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
+ * Typical usage :
+ * \code
+ * SparseMatrix<double> A;
+ * VectorXd x, b; 
+ * //Fill A and b ...
+ * DGMRES<SparseMatrix<double> > solver;
+ * solver.set_restart(30); // Set restarting value
+ * solver.setEigenv(1); // Set the number of eigenvalues to deflate
+ * solver.compute(A);
+ * x = solver.solve(b);
+ * \endcode
+ * 
+ * DGMRES can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
+ *
+ * References :
+ * [1] D. NUENTSA WAKAM and F. PACULL, Memory Efficient Hybrid
+ *  Algebraic Solvers for Linear Systems Arising from Compressible
+ *  Flows, Computers and Fluids, In Press,
+ *  https://doi.org/10.1016/j.compfluid.2012.03.023   
+ * [2] K. Burrage and J. Erhel, On the performance of various 
+ * adaptive preconditioned GMRES strategies, 5(1998), 101-121.
+ * [3] J. Erhel, K. Burrage and B. Pohl, Restarted GMRES 
+ *  preconditioned by deflation,J. Computational and Applied
+ *  Mathematics, 69(1996), 303-318. 
+
+ * 
+ */
+template< typename _MatrixType, typename _Preconditioner>
+class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
+{
+    typedef IterativeSolverBase<DGMRES> Base;
+    using Base::matrix;
+    using Base::m_error;
+    using Base::m_iterations;
+    using Base::m_info;
+    using Base::m_isInitialized;
+    using Base::m_tolerance; 
+  public:
+    using Base::_solve_impl;
+    using Base::_solve_with_guess_impl;
+    typedef _MatrixType MatrixType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::StorageIndex StorageIndex;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef _Preconditioner Preconditioner;
+    typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; 
+    typedef Matrix<RealScalar,Dynamic,Dynamic> DenseRealMatrix; 
+    typedef Matrix<Scalar,Dynamic,1> DenseVector;
+    typedef Matrix<RealScalar,Dynamic,1> DenseRealVector; 
+    typedef Matrix<std::complex<RealScalar>, Dynamic, 1> ComplexVector;
+ 
+    
+  /** Default constructor. */
+  DGMRES() : Base(),m_restart(30),m_neig(0),m_r(0),m_maxNeig(5),m_isDeflAllocated(false),m_isDeflInitialized(false) {}
+
+  /** 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 DGMRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()), m_restart(30),m_neig(0),m_r(0),m_maxNeig(5),m_isDeflAllocated(false),m_isDeflInitialized(false) {}
+
+  ~DGMRES() {}
+  
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solve_vector_with_guess_impl(const Rhs& b, Dest& x) const
+  {
+    EIGEN_STATIC_ASSERT(Rhs::ColsAtCompileTime==1 || Dest::ColsAtCompileTime==1, YOU_TRIED_CALLING_A_VECTOR_METHOD_ON_A_MATRIX);
+    
+    m_iterations = Base::maxIterations();
+    m_error = Base::m_tolerance;
+    
+    dgmres(matrix(), b, x, Base::m_preconditioner);
+  }
+
+  /** 
+   * Get the restart value
+    */
+  Index restart() { return m_restart; }
+  
+  /** 
+   * Set the restart value (default is 30)  
+   */
+  void set_restart(const Index restart) { m_restart=restart; }
+  
+  /** 
+   * Set the number of eigenvalues to deflate at each restart 
+   */
+  void setEigenv(const Index neig) 
+  {
+    m_neig = neig;
+    if (neig+1 > m_maxNeig) m_maxNeig = neig+1; // To allow for complex conjugates
+  }
+  
+  /** 
+   * Get the size of the deflation subspace size
+   */ 
+  Index deflSize() {return m_r; }
+  
+  /**
+   * Set the maximum size of the deflation subspace
+   */
+  void setMaxEigenv(const Index maxNeig) { m_maxNeig = maxNeig; }
+  
+  protected:
+    // DGMRES algorithm 
+    template<typename Rhs, typename Dest>
+    void dgmres(const MatrixType& mat,const Rhs& rhs, Dest& x, const Preconditioner& precond) const;
+    // Perform one cycle of GMRES
+    template<typename Dest>
+    Index dgmresCycle(const MatrixType& mat, const Preconditioner& precond, Dest& x, DenseVector& r0, RealScalar& beta, const RealScalar& normRhs, Index& nbIts) const; 
+    // Compute data to use for deflation 
+    Index dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, StorageIndex& neig) const;
+    // Apply deflation to a vector
+    template<typename RhsType, typename DestType>
+    Index dgmresApplyDeflation(const RhsType& In, DestType& Out) const; 
+    ComplexVector schurValues(const ComplexSchur<DenseMatrix>& schurofH) const;
+    ComplexVector schurValues(const RealSchur<DenseMatrix>& schurofH) const;
+    // Init data for deflation
+    void dgmresInitDeflation(Index& rows) const; 
+    mutable DenseMatrix m_V; // Krylov basis vectors
+    mutable DenseMatrix m_H; // Hessenberg matrix 
+    mutable DenseMatrix m_Hes; // Initial hessenberg matrix without Givens rotations applied
+    mutable Index m_restart; // Maximum size of the Krylov subspace
+    mutable DenseMatrix m_U; // Vectors that form the basis of the invariant subspace 
+    mutable DenseMatrix m_MU; // matrix operator applied to m_U (for next cycles)
+    mutable DenseMatrix m_T; /* T=U^T*M^{-1}*A*U */
+    mutable PartialPivLU<DenseMatrix> m_luT; // LU factorization of m_T
+    mutable StorageIndex m_neig; //Number of eigenvalues to extract at each restart
+    mutable Index m_r; // Current number of deflated eigenvalues, size of m_U
+    mutable Index m_maxNeig; // Maximum number of eigenvalues to deflate
+    mutable RealScalar m_lambdaN; //Modulus of the largest eigenvalue of A
+    mutable bool m_isDeflAllocated;
+    mutable bool m_isDeflInitialized;
+    
+    //Adaptive strategy 
+    mutable RealScalar m_smv; // Smaller multiple of the remaining number of steps allowed
+    mutable bool m_force; // Force the use of deflation at each restart
+    
+}; 
+/** 
+ * \brief Perform several cycles of restarted GMRES with modified Gram Schmidt, 
+ * 
+ * A right preconditioner is used combined with deflation.
+ * 
+ */
+template< typename _MatrixType, typename _Preconditioner>
+template<typename Rhs, typename Dest>
+void DGMRES<_MatrixType, _Preconditioner>::dgmres(const MatrixType& mat,const Rhs& rhs, Dest& x,
+              const Preconditioner& precond) const
+{
+  const RealScalar considerAsZero = (std::numeric_limits<RealScalar>::min)();
+
+  RealScalar normRhs = rhs.norm();
+  if(normRhs <= considerAsZero) 
+  {
+    x.setZero();
+    m_error = 0;
+    return;
+  }
+
+  //Initialization
+  m_isDeflInitialized = false;
+  Index n = mat.rows(); 
+  DenseVector r0(n); 
+  Index nbIts = 0; 
+  m_H.resize(m_restart+1, m_restart);
+  m_Hes.resize(m_restart, m_restart);
+  m_V.resize(n,m_restart+1);
+  //Initial residual vector and initial norm
+  if(x.squaredNorm()==0) 
+    x = precond.solve(rhs);
+  r0 = rhs - mat * x; 
+  RealScalar beta = r0.norm(); 
+  
+  m_error = beta/normRhs; 
+  if(m_error < m_tolerance)
+    m_info = Success; 
+  else
+    m_info = NoConvergence;
+  
+  // Iterative process
+  while (nbIts < m_iterations && m_info == NoConvergence)
+  {
+    dgmresCycle(mat, precond, x, r0, beta, normRhs, nbIts); 
+    
+    // Compute the new residual vector for the restart 
+    if (nbIts < m_iterations && m_info == NoConvergence) {
+      r0 = rhs - mat * x;
+      beta = r0.norm();
+    }
+  }
+} 
+
+/**
+ * \brief Perform one restart cycle of DGMRES
+ * \param mat The coefficient matrix
+ * \param precond The preconditioner
+ * \param x the new approximated solution
+ * \param r0 The initial residual vector
+ * \param beta The norm of the residual computed so far
+ * \param normRhs The norm of the right hand side vector
+ * \param nbIts The number of iterations
+ */
+template< typename _MatrixType, typename _Preconditioner>
+template<typename Dest>
+Index DGMRES<_MatrixType, _Preconditioner>::dgmresCycle(const MatrixType& mat, const Preconditioner& precond, Dest& x, DenseVector& r0, RealScalar& beta, const RealScalar& normRhs, Index& nbIts) const
+{
+  //Initialization 
+  DenseVector g(m_restart+1); // Right hand side of the least square problem
+  g.setZero();  
+  g(0) = Scalar(beta); 
+  m_V.col(0) = r0/beta; 
+  m_info = NoConvergence; 
+  std::vector<JacobiRotation<Scalar> >gr(m_restart); // Givens rotations
+  Index it = 0; // Number of inner iterations 
+  Index n = mat.rows();
+  DenseVector tv1(n), tv2(n);  //Temporary vectors
+  while (m_info == NoConvergence && it < m_restart && nbIts < m_iterations)
+  {    
+    // Apply preconditioner(s) at right
+    if (m_isDeflInitialized )
+    {
+      dgmresApplyDeflation(m_V.col(it), tv1); // Deflation
+      tv2 = precond.solve(tv1); 
+    }
+    else
+    {
+      tv2 = precond.solve(m_V.col(it)); // User's selected preconditioner
+    }
+    tv1 = mat * tv2; 
+   
+    // Orthogonalize it with the previous basis in the basis using modified Gram-Schmidt
+    Scalar coef; 
+    for (Index i = 0; i <= it; ++i)
+    { 
+      coef = tv1.dot(m_V.col(i));
+      tv1 = tv1 - coef * m_V.col(i); 
+      m_H(i,it) = coef; 
+      m_Hes(i,it) = coef; 
+    }
+    // Normalize the vector 
+    coef = tv1.norm(); 
+    m_V.col(it+1) = tv1/coef;
+    m_H(it+1, it) = coef;
+//     m_Hes(it+1,it) = coef; 
+    
+    // FIXME Check for happy breakdown 
+    
+    // Update Hessenberg matrix with Givens rotations
+    for (Index i = 1; i <= it; ++i) 
+    {
+      m_H.col(it).applyOnTheLeft(i-1,i,gr[i-1].adjoint());
+    }
+    // Compute the new plane rotation 
+    gr[it].makeGivens(m_H(it, it), m_H(it+1,it)); 
+    // Apply the new rotation
+    m_H.col(it).applyOnTheLeft(it,it+1,gr[it].adjoint());
+    g.applyOnTheLeft(it,it+1, gr[it].adjoint()); 
+    
+    beta = std::abs(g(it+1));
+    m_error = beta/normRhs; 
+    // std::cerr << nbIts << " Relative Residual Norm " << m_error << std::endl;
+    it++; nbIts++; 
+    
+    if (m_error < m_tolerance)
+    {
+      // The method has converged
+      m_info = Success;
+      break;
+    }
+  }
+  
+  // Compute the new coefficients by solving the least square problem
+//   it++;
+  //FIXME  Check first if the matrix is singular ... zero diagonal
+  DenseVector nrs(m_restart); 
+  nrs = m_H.topLeftCorner(it,it).template triangularView<Upper>().solve(g.head(it)); 
+  
+  // Form the new solution
+  if (m_isDeflInitialized)
+  {
+    tv1 = m_V.leftCols(it) * nrs; 
+    dgmresApplyDeflation(tv1, tv2); 
+    x = x + precond.solve(tv2);
+  }
+  else
+    x = x + precond.solve(m_V.leftCols(it) * nrs); 
+  
+  // Go for a new cycle and compute data for deflation
+  if(nbIts < m_iterations && m_info == NoConvergence && m_neig > 0 && (m_r+m_neig) < m_maxNeig)
+    dgmresComputeDeflationData(mat, precond, it, m_neig); 
+  return 0; 
+  
+}
+
+
+template< typename _MatrixType, typename _Preconditioner>
+void DGMRES<_MatrixType, _Preconditioner>::dgmresInitDeflation(Index& rows) const
+{
+  m_U.resize(rows, m_maxNeig);
+  m_MU.resize(rows, m_maxNeig); 
+  m_T.resize(m_maxNeig, m_maxNeig);
+  m_lambdaN = 0.0; 
+  m_isDeflAllocated = true; 
+}
+
+template< typename _MatrixType, typename _Preconditioner>
+inline typename DGMRES<_MatrixType, _Preconditioner>::ComplexVector DGMRES<_MatrixType, _Preconditioner>::schurValues(const ComplexSchur<DenseMatrix>& schurofH) const
+{
+  return schurofH.matrixT().diagonal();
+}
+
+template< typename _MatrixType, typename _Preconditioner>
+inline typename DGMRES<_MatrixType, _Preconditioner>::ComplexVector DGMRES<_MatrixType, _Preconditioner>::schurValues(const RealSchur<DenseMatrix>& schurofH) const
+{
+  const DenseMatrix& T = schurofH.matrixT();
+  Index it = T.rows();
+  ComplexVector eig(it);
+  Index j = 0;
+  while (j < it-1)
+  {
+    if (T(j+1,j) ==Scalar(0))
+    {
+      eig(j) = std::complex<RealScalar>(T(j,j),RealScalar(0)); 
+      j++; 
+    }
+    else
+    {
+      eig(j) = std::complex<RealScalar>(T(j,j),T(j+1,j)); 
+      eig(j+1) = std::complex<RealScalar>(T(j,j+1),T(j+1,j+1));
+      j++;
+    }
+  }
+  if (j < it-1) eig(j) = std::complex<RealScalar>(T(j,j),RealScalar(0));
+  return eig;
+}
+
+template< typename _MatrixType, typename _Preconditioner>
+Index DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, StorageIndex& neig) const
+{
+  // First, find the Schur form of the Hessenberg matrix H
+  typename internal::conditional<NumTraits<Scalar>::IsComplex, ComplexSchur<DenseMatrix>, RealSchur<DenseMatrix> >::type schurofH; 
+  bool computeU = true;
+  DenseMatrix matrixQ(it,it); 
+  matrixQ.setIdentity();
+  schurofH.computeFromHessenberg(m_Hes.topLeftCorner(it,it), matrixQ, computeU); 
+  
+  ComplexVector eig(it);
+  Matrix<StorageIndex,Dynamic,1>perm(it);
+  eig = this->schurValues(schurofH);
+  
+  // Reorder the absolute values of Schur values
+  DenseRealVector modulEig(it); 
+  for (Index j=0; j<it; ++j) modulEig(j) = std::abs(eig(j)); 
+  perm.setLinSpaced(it,0,internal::convert_index<StorageIndex>(it-1));
+  internal::sortWithPermutation(modulEig, perm, neig);
+  
+  if (!m_lambdaN)
+  {
+    m_lambdaN = (std::max)(modulEig.maxCoeff(), m_lambdaN);
+  }
+  //Count the real number of extracted eigenvalues (with complex conjugates)
+  Index nbrEig = 0; 
+  while (nbrEig < neig)
+  {
+    if(eig(perm(it-nbrEig-1)).imag() == RealScalar(0)) nbrEig++; 
+    else nbrEig += 2; 
+  }
+  // Extract the  Schur vectors corresponding to the smallest Ritz values
+  DenseMatrix Sr(it, nbrEig); 
+  Sr.setZero();
+  for (Index j = 0; j < nbrEig; j++)
+  {
+    Sr.col(j) = schurofH.matrixU().col(perm(it-j-1));
+  }
+  
+  // Form the Schur vectors of the initial matrix using the Krylov basis
+  DenseMatrix X; 
+  X = m_V.leftCols(it) * Sr;
+  if (m_r)
+  {
+   // Orthogonalize X against m_U using modified Gram-Schmidt
+   for (Index j = 0; j < nbrEig; j++)
+     for (Index k =0; k < m_r; k++)
+      X.col(j) = X.col(j) - (m_U.col(k).dot(X.col(j)))*m_U.col(k); 
+  }
+  
+  // Compute m_MX = A * M^-1 * X
+  Index m = m_V.rows();
+  if (!m_isDeflAllocated) 
+    dgmresInitDeflation(m); 
+  DenseMatrix MX(m, nbrEig);
+  DenseVector tv1(m);
+  for (Index j = 0; j < nbrEig; j++)
+  {
+    tv1 = mat * X.col(j);
+    MX.col(j) = precond.solve(tv1);
+  }
+  
+  //Update m_T = [U'MU U'MX; X'MU X'MX]
+  m_T.block(m_r, m_r, nbrEig, nbrEig) = X.transpose() * MX; 
+  if(m_r)
+  {
+    m_T.block(0, m_r, m_r, nbrEig) = m_U.leftCols(m_r).transpose() * MX; 
+    m_T.block(m_r, 0, nbrEig, m_r) = X.transpose() * m_MU.leftCols(m_r);
+  }
+  
+  // Save X into m_U and m_MX in m_MU
+  for (Index j = 0; j < nbrEig; j++) m_U.col(m_r+j) = X.col(j);
+  for (Index j = 0; j < nbrEig; j++) m_MU.col(m_r+j) = MX.col(j);
+  // Increase the size of the invariant subspace
+  m_r += nbrEig; 
+  
+  // Factorize m_T into m_luT
+  m_luT.compute(m_T.topLeftCorner(m_r, m_r));
+  
+  //FIXME CHeck if the factorization was correctly done (nonsingular matrix)
+  m_isDeflInitialized = true;
+  return 0; 
+}
+template<typename _MatrixType, typename _Preconditioner>
+template<typename RhsType, typename DestType>
+Index DGMRES<_MatrixType, _Preconditioner>::dgmresApplyDeflation(const RhsType &x, DestType &y) const
+{
+  DenseVector x1 = m_U.leftCols(m_r).transpose() * x; 
+  y = x + m_U.leftCols(m_r) * ( m_lambdaN * m_luT.solve(x1) - x1);
+  return 0; 
+}
+
+} // end namespace Eigen
+#endif