qilisdk 0.1.8__cp311-cp311-win32.whl

include/eigen3/unsupported/Eigen/src/Skyline/SkylineInplaceLU.h

@@ -0,0 +1,352 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Guillaume Saupin <guillaume.saupin@cea.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_SKYLINEINPLACELU_H
+#define EIGEN_SKYLINEINPLACELU_H
+
+namespace Eigen { 
+
+/** \ingroup Skyline_Module
+ *
+ * \class SkylineInplaceLU
+ *
+ * \brief Inplace LU decomposition of a skyline matrix and associated features
+ *
+ * \param MatrixType the type of the matrix of which we are computing the LU factorization
+ *
+ */
+template<typename MatrixType>
+class SkylineInplaceLU {
+protected:
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+    
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+
+public:
+
+    /** Creates a LU object and compute the respective factorization of \a matrix using
+     * flags \a flags. */
+    SkylineInplaceLU(MatrixType& matrix, int flags = 0)
+    : /*m_matrix(matrix.rows(), matrix.cols()),*/ m_flags(flags), m_status(0), m_lu(matrix) {
+        m_precision = RealScalar(0.1) * Eigen::dummy_precision<RealScalar > ();
+        m_lu.IsRowMajor ? computeRowMajor() : compute();
+    }
+
+    /** Sets the relative threshold value used to prune zero coefficients during the decomposition.
+     *
+     * Setting a value greater than zero speeds up computation, and yields to an incomplete
+     * factorization with fewer non zero coefficients. Such approximate factors are especially
+     * useful to initialize an iterative solver.
+     *
+     * Note that the exact meaning of this parameter might depends on the actual
+     * backend. Moreover, not all backends support this feature.
+     *
+     * \sa precision() */
+    void setPrecision(RealScalar v) {
+        m_precision = v;
+    }
+
+    /** \returns the current precision.
+     *
+     * \sa setPrecision() */
+    RealScalar precision() const {
+        return m_precision;
+    }
+
+    /** Sets the flags. Possible values are:
+     *  - CompleteFactorization
+     *  - IncompleteFactorization
+     *  - MemoryEfficient
+     *  - one of the ordering methods
+     *  - etc...
+     *
+     * \sa flags() */
+    void setFlags(int f) {
+        m_flags = f;
+    }
+
+    /** \returns the current flags */
+    int flags() const {
+        return m_flags;
+    }
+
+    void setOrderingMethod(int m) {
+        m_flags = m;
+    }
+
+    int orderingMethod() const {
+        return m_flags;
+    }
+
+    /** Computes/re-computes the LU factorization */
+    void compute();
+    void computeRowMajor();
+
+    /** \returns the lower triangular matrix L */
+    //inline const MatrixType& matrixL() const { return m_matrixL; }
+
+    /** \returns the upper triangular matrix U */
+    //inline const MatrixType& matrixU() const { return m_matrixU; }
+
+    template<typename BDerived, typename XDerived>
+    bool solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x,
+            const int transposed = 0) const;
+
+    /** \returns true if the factorization succeeded */
+    inline bool succeeded(void) const {
+        return m_succeeded;
+    }
+
+protected:
+    RealScalar m_precision;
+    int m_flags;
+    mutable int m_status;
+    bool m_succeeded;
+    MatrixType& m_lu;
+};
+
+/** Computes / recomputes the in place LU decomposition of the SkylineInplaceLU.
+ * using the default algorithm.
+ */
+template<typename MatrixType>
+//template<typename _Scalar>
+void SkylineInplaceLU<MatrixType>::compute() {
+    const size_t rows = m_lu.rows();
+    const size_t cols = m_lu.cols();
+
+    eigen_assert(rows == cols && "We do not (yet) support rectangular LU.");
+    eigen_assert(!m_lu.IsRowMajor && "LU decomposition does not work with rowMajor Storage");
+
+    for (Index row = 0; row < rows; row++) {
+        const double pivot = m_lu.coeffDiag(row);
+
+        //Lower matrix Columns update
+        const Index& col = row;
+        for (typename MatrixType::InnerLowerIterator lIt(m_lu, col); lIt; ++lIt) {
+            lIt.valueRef() /= pivot;
+        }
+
+        //Upper matrix update -> contiguous memory access
+        typename MatrixType::InnerLowerIterator lIt(m_lu, col);
+        for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) {
+            typename MatrixType::InnerUpperIterator uItPivot(m_lu, row);
+            typename MatrixType::InnerUpperIterator uIt(m_lu, rrow);
+            const double coef = lIt.value();
+
+            uItPivot += (rrow - row - 1);
+
+            //update upper part  -> contiguous memory access
+            for (++uItPivot; uIt && uItPivot;) {
+                uIt.valueRef() -= uItPivot.value() * coef;
+
+                ++uIt;
+                ++uItPivot;
+            }
+            ++lIt;
+        }
+
+        //Upper matrix update -> non contiguous memory access
+        typename MatrixType::InnerLowerIterator lIt3(m_lu, col);
+        for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) {
+            typename MatrixType::InnerUpperIterator uItPivot(m_lu, row);
+            const double coef = lIt3.value();
+
+            //update lower part ->  non contiguous memory access
+            for (Index i = 0; i < rrow - row - 1; i++) {
+                m_lu.coeffRefLower(rrow, row + i + 1) -= uItPivot.value() * coef;
+                ++uItPivot;
+            }
+            ++lIt3;
+        }
+        //update diag -> contiguous
+        typename MatrixType::InnerLowerIterator lIt2(m_lu, col);
+        for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) {
+
+            typename MatrixType::InnerUpperIterator uItPivot(m_lu, row);
+            typename MatrixType::InnerUpperIterator uIt(m_lu, rrow);
+            const double coef = lIt2.value();
+
+            uItPivot += (rrow - row - 1);
+            m_lu.coeffRefDiag(rrow) -= uItPivot.value() * coef;
+            ++lIt2;
+        }
+    }
+}
+
+template<typename MatrixType>
+void SkylineInplaceLU<MatrixType>::computeRowMajor() {
+    const size_t rows = m_lu.rows();
+    const size_t cols = m_lu.cols();
+
+    eigen_assert(rows == cols && "We do not (yet) support rectangular LU.");
+    eigen_assert(m_lu.IsRowMajor && "You're trying to apply rowMajor decomposition on a ColMajor matrix !");
+
+    for (Index row = 0; row < rows; row++) {
+        typename MatrixType::InnerLowerIterator llIt(m_lu, row);
+
+
+        for (Index col = llIt.col(); col < row; col++) {
+            if (m_lu.coeffExistLower(row, col)) {
+                const double diag = m_lu.coeffDiag(col);
+
+                typename MatrixType::InnerLowerIterator lIt(m_lu, row);
+                typename MatrixType::InnerUpperIterator uIt(m_lu, col);
+
+
+                const Index offset = lIt.col() - uIt.row();
+
+
+                Index stop = offset > 0 ? col - lIt.col() : col - uIt.row();
+
+                //#define VECTORIZE
+#ifdef VECTORIZE
+                Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop);
+                Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop);
+
+
+                Scalar newCoeff = m_lu.coeffLower(row, col) - rowVal.dot(colVal);
+#else
+                if (offset > 0) //Skip zero value of lIt
+                    uIt += offset;
+                else //Skip zero values of uIt
+                    lIt += -offset;
+                Scalar newCoeff = m_lu.coeffLower(row, col);
+
+                for (Index k = 0; k < stop; ++k) {
+                    const Scalar tmp = newCoeff;
+                    newCoeff = tmp - lIt.value() * uIt.value();
+                    ++lIt;
+                    ++uIt;
+                }
+#endif
+
+                m_lu.coeffRefLower(row, col) = newCoeff / diag;
+            }
+        }
+
+        //Upper matrix update
+        const Index col = row;
+        typename MatrixType::InnerUpperIterator uuIt(m_lu, col);
+        for (Index rrow = uuIt.row(); rrow < col; rrow++) {
+
+            typename MatrixType::InnerLowerIterator lIt(m_lu, rrow);
+            typename MatrixType::InnerUpperIterator uIt(m_lu, col);
+            const Index offset = lIt.col() - uIt.row();
+
+            Index stop = offset > 0 ? rrow - lIt.col() : rrow - uIt.row();
+
+#ifdef VECTORIZE
+            Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop);
+            Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop);
+
+            Scalar newCoeff = m_lu.coeffUpper(rrow, col) - rowVal.dot(colVal);
+#else
+            if (offset > 0) //Skip zero value of lIt
+                uIt += offset;
+            else //Skip zero values of uIt
+                lIt += -offset;
+            Scalar newCoeff = m_lu.coeffUpper(rrow, col);
+            for (Index k = 0; k < stop; ++k) {
+                const Scalar tmp = newCoeff;
+                newCoeff = tmp - lIt.value() * uIt.value();
+
+                ++lIt;
+                ++uIt;
+            }
+#endif
+            m_lu.coeffRefUpper(rrow, col) = newCoeff;
+        }
+
+
+        //Diag matrix update
+        typename MatrixType::InnerLowerIterator lIt(m_lu, row);
+        typename MatrixType::InnerUpperIterator uIt(m_lu, row);
+
+        const Index offset = lIt.col() - uIt.row();
+
+
+        Index stop = offset > 0 ? lIt.size() : uIt.size();
+#ifdef VECTORIZE
+        Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop);
+        Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop);
+        Scalar newCoeff = m_lu.coeffDiag(row) - rowVal.dot(colVal);
+#else
+        if (offset > 0) //Skip zero value of lIt
+            uIt += offset;
+        else //Skip zero values of uIt
+            lIt += -offset;
+        Scalar newCoeff = m_lu.coeffDiag(row);
+        for (Index k = 0; k < stop; ++k) {
+            const Scalar tmp = newCoeff;
+            newCoeff = tmp - lIt.value() * uIt.value();
+            ++lIt;
+            ++uIt;
+        }
+#endif
+        m_lu.coeffRefDiag(row) = newCoeff;
+    }
+}
+
+/** Computes *x = U^-1 L^-1 b
+ *
+ * If \a transpose is set to SvTranspose or SvAdjoint, the solution
+ * of the transposed/adjoint system is computed instead.
+ *
+ * Not all backends implement the solution of the transposed or
+ * adjoint system.
+ */
+template<typename MatrixType>
+template<typename BDerived, typename XDerived>
+bool SkylineInplaceLU<MatrixType>::solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x, const int transposed) const {
+    const size_t rows = m_lu.rows();
+    const size_t cols = m_lu.cols();
+
+
+    for (Index row = 0; row < rows; row++) {
+        x->coeffRef(row) = b.coeff(row);
+        Scalar newVal = x->coeff(row);
+        typename MatrixType::InnerLowerIterator lIt(m_lu, row);
+
+        Index col = lIt.col();
+        while (lIt.col() < row) {
+
+            newVal -= x->coeff(col++) * lIt.value();
+            ++lIt;
+        }
+
+        x->coeffRef(row) = newVal;
+    }
+
+
+    for (Index col = rows - 1; col > 0; col--) {
+        x->coeffRef(col) = x->coeff(col) / m_lu.coeffDiag(col);
+
+        const Scalar x_col = x->coeff(col);
+
+        typename MatrixType::InnerUpperIterator uIt(m_lu, col);
+        uIt += uIt.size()-1;
+
+
+        while (uIt) {
+            x->coeffRef(uIt.row()) -= x_col * uIt.value();
+            //TODO : introduce --operator
+            uIt += -1;
+        }
+
+
+    }
+    x->coeffRef(0) = x->coeff(0) / m_lu.coeffDiag(0);
+
+    return true;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SKYLINEINPLACELU_H