sequenzo 0.1.17__cp39-cp39-win_amd64.whl → 0.1.19__cp39-cp39-win_amd64.whl

sequenzo/dissimilarity_measures/src/eigen/unsupported/Eigen/src/IterativeSolvers/GMRES.h

@@ -1,335 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
-// Copyright (C) 2012, 2014 Kolja Brix <brix@igpm.rwth-aaachen.de>
-//
-// 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_GMRES_H
-#define EIGEN_GMRES_H
-
-namespace Eigen {
-
-namespace internal {
-
-/**
-* Generalized Minimal Residual Algorithm based on the
-* Arnoldi algorithm implemented with Householder reflections.
-*
-* Parameters:
-*  \param mat       matrix of linear system of equations
-*  \param rhs       right hand side vector of linear system of equations
-*  \param x         on input: initial guess, on output: solution
-*  \param precond   preconditioner used
-*  \param iters     on input: maximum number of iterations to perform
-*                   on output: number of iterations performed
-*  \param restart   number of iterations for a restart
-*  \param tol_error on input: relative residual tolerance
-*                   on output: residuum achieved
-*
-* \sa IterativeMethods::bicgstab()
-*
-*
-* For references, please see:
-*
-* Saad, Y. and Schultz, M. H.
-* GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems.
-* SIAM J.Sci.Stat.Comp. 7, 1986, pp. 856 - 869.
-*
-* Saad, Y.
-* Iterative Methods for Sparse Linear Systems.
-* Society for Industrial and Applied Mathematics, Philadelphia, 2003.
-*
-* Walker, H. F.
-* Implementations of the GMRES method.
-* Comput.Phys.Comm. 53, 1989, pp. 311 - 320.
-*
-* Walker, H. F.
-* Implementation of the GMRES Method using Householder Transformations.
-* SIAM J.Sci.Stat.Comp. 9, 1988, pp. 152 - 163.
-*
-*/
-template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
-bool gmres(const MatrixType & mat, const Rhs & rhs, Dest & x, const Preconditioner & precond,
-    Index &iters, const Index &restart, typename Dest::RealScalar & tol_error) {
-
-  using std::sqrt;
-  using std::abs;
-
-  typedef typename Dest::RealScalar RealScalar;
-  typedef typename Dest::Scalar Scalar;
-  typedef Matrix < Scalar, Dynamic, 1 > VectorType;
-  typedef Matrix < Scalar, Dynamic, Dynamic, ColMajor> FMatrixType;
-
-  const RealScalar considerAsZero = (std::numeric_limits<RealScalar>::min)();
-
-  if(rhs.norm() <= considerAsZero) 
-  {
-    x.setZero();
-    tol_error = 0;
-    return true;
-  }
-
-  RealScalar tol = tol_error;
-  const Index maxIters = iters;
-  iters = 0;
-
-  const Index m = mat.rows();
-
-  // residual and preconditioned residual
-  VectorType p0 = rhs - mat*x;
-  VectorType r0 = precond.solve(p0);
-
-  const RealScalar r0Norm = r0.norm();
-
-  // is initial guess already good enough?
-  if(r0Norm == 0)
-  {
-    tol_error = 0;
-    return true;
-  }
-
-  // storage for Hessenberg matrix and Householder data
-  FMatrixType H   = FMatrixType::Zero(m, restart + 1);
-  VectorType w    = VectorType::Zero(restart + 1);
-  VectorType tau  = VectorType::Zero(restart + 1);
-
-  // storage for Jacobi rotations
-  std::vector < JacobiRotation < Scalar > > G(restart);
-  
-  // storage for temporaries
-  VectorType t(m), v(m), workspace(m), x_new(m);
-
-  // generate first Householder vector
-  Ref<VectorType> H0_tail = H.col(0).tail(m - 1);
-  RealScalar beta;
-  r0.makeHouseholder(H0_tail, tau.coeffRef(0), beta);
-  w(0) = Scalar(beta);
-  
-  for (Index k = 1; k <= restart; ++k)
-  {
-    ++iters;
-
-    v = VectorType::Unit(m, k - 1);
-
-    // apply Householder reflections H_{1} ... H_{k-1} to v
-    // TODO: use a HouseholderSequence
-    for (Index i = k - 1; i >= 0; --i) {
-      v.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data());
-    }
-
-    // apply matrix M to v:  v = mat * v;
-    t.noalias() = mat * v;
-    v = precond.solve(t);
-
-    // apply Householder reflections H_{k-1} ... H_{1} to v
-    // TODO: use a HouseholderSequence
-    for (Index i = 0; i < k; ++i) {
-      v.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data());
-    }
-
-    if (v.tail(m - k).norm() != 0.0)
-    {
-      if (k <= restart)
-      {
-        // generate new Householder vector
-        Ref<VectorType> Hk_tail = H.col(k).tail(m - k - 1);
-        v.tail(m - k).makeHouseholder(Hk_tail, tau.coeffRef(k), beta);
-
-        // apply Householder reflection H_{k} to v
-        v.tail(m - k).applyHouseholderOnTheLeft(Hk_tail, tau.coeffRef(k), workspace.data());
-      }
-    }
-
-    if (k > 1)
-    {
-      for (Index i = 0; i < k - 1; ++i)
-      {
-        // apply old Givens rotations to v
-        v.applyOnTheLeft(i, i + 1, G[i].adjoint());
-      }
-    }
-
-    if (k<m && v(k) != (Scalar) 0)
-    {
-      // determine next Givens rotation
-      G[k - 1].makeGivens(v(k - 1), v(k));
-
-      // apply Givens rotation to v and w
-      v.applyOnTheLeft(k - 1, k, G[k - 1].adjoint());
-      w.applyOnTheLeft(k - 1, k, G[k - 1].adjoint());
-    }
-
-    // insert coefficients into upper matrix triangle
-    H.col(k-1).head(k) = v.head(k);
-
-    tol_error = abs(w(k)) / r0Norm;
-    bool stop = (k==m || tol_error < tol || iters == maxIters);
-
-    if (stop || k == restart)
-    {
-      // solve upper triangular system
-      Ref<VectorType> y = w.head(k);
-      H.topLeftCorner(k, k).template triangularView <Upper>().solveInPlace(y);
-
-      // use Horner-like scheme to calculate solution vector
-      x_new.setZero();
-      for (Index i = k - 1; i >= 0; --i)
-      {
-        x_new(i) += y(i);
-        // apply Householder reflection H_{i} to x_new
-        x_new.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data());
-      }
-
-      x += x_new;
-
-      if(stop)
-      {
-        return true;
-      }
-      else
-      {
-        k=0;
-
-        // reset data for restart
-        p0.noalias() = rhs - mat*x;
-        r0 = precond.solve(p0);
-
-        // clear Hessenberg matrix and Householder data
-        H.setZero();
-        w.setZero();
-        tau.setZero();
-
-        // generate first Householder vector
-        r0.makeHouseholder(H0_tail, tau.coeffRef(0), beta);
-        w(0) = Scalar(beta);
-      }
-    }
-  }
-
-  return false;
-
-}
-
-}
-
-template< typename _MatrixType,
-          typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
-class GMRES;
-
-namespace internal {
-
-template< typename _MatrixType, typename _Preconditioner>
-struct traits<GMRES<_MatrixType,_Preconditioner> >
-{
-  typedef _MatrixType MatrixType;
-  typedef _Preconditioner Preconditioner;
-};
-
-}
-
-/** \ingroup IterativeLinearSolvers_Module
-  * \brief A GMRES solver for sparse square problems
-  *
-  * This class allows to solve for A.x = b sparse linear problems using a generalized minimal
-  * residual method. The vectors x and b can be either dense or sparse.
-  *
-  * \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
-  *
-  * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
-  * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
-  * and NumTraits<Scalar>::epsilon() for the tolerance.
-  *
-  * This class can be used as the direct solver classes. Here is a typical usage example:
-  * \code
-  * int n = 10000;
-  * VectorXd x(n), b(n);
-  * SparseMatrix<double> A(n,n);
-  * // fill A and b
-  * GMRES<SparseMatrix<double> > solver(A);
-  * x = solver.solve(b);
-  * std::cout << "#iterations:     " << solver.iterations() << std::endl;
-  * std::cout << "estimated error: " << solver.error()      << std::endl;
-  * // update b, and solve again
-  * x = solver.solve(b);
-  * \endcode
-  *
-  * By default the iterations start with x=0 as an initial guess of the solution.
-  * One can control the start using the solveWithGuess() method.
-  * 
-  * GMRES can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
-  *
-  * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
-  */
-template< typename _MatrixType, typename _Preconditioner>
-class GMRES : public IterativeSolverBase<GMRES<_MatrixType,_Preconditioner> >
-{
-  typedef IterativeSolverBase<GMRES> Base;
-  using Base::matrix;
-  using Base::m_error;
-  using Base::m_iterations;
-  using Base::m_info;
-  using Base::m_isInitialized;
-
-private:
-  Index m_restart;
-
-public:
-  using Base::_solve_impl;
-  typedef _MatrixType MatrixType;
-  typedef typename MatrixType::Scalar Scalar;
-  typedef typename MatrixType::RealScalar RealScalar;
-  typedef _Preconditioner Preconditioner;
-
-public:
-
-  /** Default constructor. */
-  GMRES() : Base(), m_restart(30) {}
-
-  /** 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 GMRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()), m_restart(30) {}
-
-  ~GMRES() {}
-
-  /** Get the number of iterations after that a restart is performed.
-    */
-  Index get_restart() { return m_restart; }
-
-  /** Set the number of iterations after that a restart is performed.
-    *  \param restart   number of iterations for a restarti, default is 30.
-    */
-  void set_restart(const Index restart) { m_restart=restart; }
-
-  /** \internal */
-  template<typename Rhs,typename Dest>
-  void _solve_vector_with_guess_impl(const Rhs& b, Dest& x) const
-  {
-    m_iterations = Base::maxIterations();
-    m_error = Base::m_tolerance;
-    bool ret = internal::gmres(matrix(), b, x, Base::m_preconditioner, m_iterations, m_restart, m_error);
-    m_info = (!ret) ? NumericalIssue
-          : m_error <= Base::m_tolerance ? Success
-          : NoConvergence;
-  }
-
-protected:
-
-};
-
-} // end namespace Eigen
-
-#endif // EIGEN_GMRES_H