xtgeo 4.10.0__cp310-cp310-win_amd64.whl → 4.11.0__cp310-cp310-win_amd64.whl

xtgeo/include/eigen3/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h

@@ -1,453 +0,0 @@
-// 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>
-// Copyright (C) 2014 Gael Guennebaud <gael.guennebaud@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_INCOMPLETE_LUT_H
-#define EIGEN_INCOMPLETE_LUT_H
-
-
-namespace Eigen {
-
-namespace internal {
-
-/** \internal
-  * Compute a quick-sort split of a vector
-  * On output, the vector row is permuted such that its elements satisfy
-  * abs(row(i)) >= abs(row(ncut)) if i<ncut
-  * abs(row(i)) <= abs(row(ncut)) if i>ncut
-  * \param row The vector of values
-  * \param ind The array of index for the elements in @p row
-  * \param ncut  The number of largest elements to keep
-  **/
-template <typename VectorV, typename VectorI>
-Index QuickSplit(VectorV &row, VectorI &ind, Index ncut)
-{
-  typedef typename VectorV::RealScalar RealScalar;
-  using std::swap;
-  using std::abs;
-  Index mid;
-  Index n = row.size(); /* length of the vector */
-  Index first, last ;
-
-  ncut--; /* to fit the zero-based indices */
-  first = 0;
-  last = n-1;
-  if (ncut < first || ncut > last ) return 0;
-
-  do {
-    mid = first;
-    RealScalar abskey = abs(row(mid));
-    for (Index j = first + 1; j <= last; j++) {
-      if ( abs(row(j)) > abskey) {
-        ++mid;
-        swap(row(mid), row(j));
-        swap(ind(mid), ind(j));
-      }
-    }
-    /* Interchange for the pivot element */
-    swap(row(mid), row(first));
-    swap(ind(mid), ind(first));
-
-    if (mid > ncut) last = mid - 1;
-    else if (mid < ncut ) first = mid + 1;
-  } while (mid != ncut );
-
-  return 0; /* mid is equal to ncut */
-}
-
-}// end namespace internal
-
-/** \ingroup IterativeLinearSolvers_Module
-  * \class IncompleteLUT
-  * \brief Incomplete LU factorization with dual-threshold strategy
-  *
-  * \implsparsesolverconcept
-  *
-  * During the numerical factorization, two dropping rules are used :
-  *  1) any element whose magnitude is less than some tolerance is dropped.
-  *    This tolerance is obtained by multiplying the input tolerance @p droptol
-  *    by the average magnitude of all the original elements in the current row.
-  *  2) After the elimination of the row, only the @p fill largest elements in
-  *    the L part and the @p fill largest elements in the U part are kept
-  *    (in addition to the diagonal element ). Note that @p fill is computed from
-  *    the input parameter @p fillfactor which is used the ratio to control the fill_in
-  *    relatively to the initial number of nonzero elements.
-  *
-  * The two extreme cases are when @p droptol=0 (to keep all the @p fill*2 largest elements)
-  * and when @p fill=n/2 with @p droptol being different to zero.
-  *
-  * References : Yousef Saad, ILUT: A dual threshold incomplete LU factorization,
-  *              Numerical Linear Algebra with Applications, 1(4), pp 387-402, 1994.
-  *
-  * NOTE : The following implementation is derived from the ILUT implementation
-  * in the SPARSKIT package, Copyright (C) 2005, the Regents of the University of Minnesota
-  *  released under the terms of the GNU LGPL:
-  *    http://www-users.cs.umn.edu/~saad/software/SPARSKIT/README
-  * However, Yousef Saad gave us permission to relicense his ILUT code to MPL2.
-  * See the Eigen mailing list archive, thread: ILUT, date: July 8, 2012:
-  *   http://listengine.tuxfamily.org/lists.tuxfamily.org/eigen/2012/07/msg00064.html
-  * alternatively, on GMANE:
-  *   http://comments.gmane.org/gmane.comp.lib.eigen/3302
-  */
-template <typename _Scalar, typename _StorageIndex = int>
-class IncompleteLUT : public SparseSolverBase<IncompleteLUT<_Scalar, _StorageIndex> >
-{
-  protected:
-    typedef SparseSolverBase<IncompleteLUT> Base;
-    using Base::m_isInitialized;
-  public:
-    typedef _Scalar Scalar;
-    typedef _StorageIndex StorageIndex;
-    typedef typename NumTraits<Scalar>::Real RealScalar;
-    typedef Matrix<Scalar,Dynamic,1> Vector;
-    typedef Matrix<StorageIndex,Dynamic,1> VectorI;
-    typedef SparseMatrix<Scalar,RowMajor,StorageIndex> FactorType;
-
-    enum {
-      ColsAtCompileTime = Dynamic,
-      MaxColsAtCompileTime = Dynamic
-    };
-
-  public:
-
-    IncompleteLUT()
-      : m_droptol(NumTraits<Scalar>::dummy_precision()), m_fillfactor(10),
-        m_analysisIsOk(false), m_factorizationIsOk(false)
-    {}
-
-    template<typename MatrixType>
-    explicit IncompleteLUT(const MatrixType& mat, const RealScalar& droptol=NumTraits<Scalar>::dummy_precision(), int fillfactor = 10)
-      : m_droptol(droptol),m_fillfactor(fillfactor),
-        m_analysisIsOk(false),m_factorizationIsOk(false)
-    {
-      eigen_assert(fillfactor != 0);
-      compute(mat);
-    }
-
-    EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return m_lu.rows(); }
-
-    EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return m_lu.cols(); }
-
-    /** \brief Reports whether previous computation was successful.
-      *
-      * \returns \c Success if computation was successful,
-      *          \c NumericalIssue if the matrix.appears to be negative.
-      */
-    ComputationInfo info() const
-    {
-      eigen_assert(m_isInitialized && "IncompleteLUT is not initialized.");
-      return m_info;
-    }
-
-    template<typename MatrixType>
-    void analyzePattern(const MatrixType& amat);
-
-    template<typename MatrixType>
-    void factorize(const MatrixType& amat);
-
-    /**
-      * Compute an incomplete LU factorization with dual threshold on the matrix mat
-      * No pivoting is done in this version
-      *
-      **/
-    template<typename MatrixType>
-    IncompleteLUT& compute(const MatrixType& amat)
-    {
-      analyzePattern(amat);
-      factorize(amat);
-      return *this;
-    }
-
-    void setDroptol(const RealScalar& droptol);
-    void setFillfactor(int fillfactor);
-
-    template<typename Rhs, typename Dest>
-    void _solve_impl(const Rhs& b, Dest& x) const
-    {
-      x = m_Pinv * b;
-      x = m_lu.template triangularView<UnitLower>().solve(x);
-      x = m_lu.template triangularView<Upper>().solve(x);
-      x = m_P * x;
-    }
-
-protected:
-
-    /** keeps off-diagonal entries; drops diagonal entries */
-    struct keep_diag {
-      inline bool operator() (const Index& row, const Index& col, const Scalar&) const
-      {
-        return row!=col;
-      }
-    };
-
-protected:
-
-    FactorType m_lu;
-    RealScalar m_droptol;
-    int m_fillfactor;
-    bool m_analysisIsOk;
-    bool m_factorizationIsOk;
-    ComputationInfo m_info;
-    PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_P;     // Fill-reducing permutation
-    PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_Pinv;  // Inverse permutation
-};
-
-/**
- * Set control parameter droptol
- *  \param droptol   Drop any element whose magnitude is less than this tolerance
- **/
-template<typename Scalar, typename StorageIndex>
-void IncompleteLUT<Scalar,StorageIndex>::setDroptol(const RealScalar& droptol)
-{
-  this->m_droptol = droptol;
-}
-
-/**
- * Set control parameter fillfactor
- * \param fillfactor  This is used to compute the  number @p fill_in of largest elements to keep on each row.
- **/
-template<typename Scalar, typename StorageIndex>
-void IncompleteLUT<Scalar,StorageIndex>::setFillfactor(int fillfactor)
-{
-  this->m_fillfactor = fillfactor;
-}
-
-template <typename Scalar, typename StorageIndex>
-template<typename _MatrixType>
-void IncompleteLUT<Scalar,StorageIndex>::analyzePattern(const _MatrixType& amat)
-{
-  // Compute the Fill-reducing permutation
-  // Since ILUT does not perform any numerical pivoting,
-  // it is highly preferable to keep the diagonal through symmetric permutations.
-  // To this end, let's symmetrize the pattern and perform AMD on it.
-  SparseMatrix<Scalar,ColMajor, StorageIndex> mat1 = amat;
-  SparseMatrix<Scalar,ColMajor, StorageIndex> mat2 = amat.transpose();
-  // FIXME for a matrix with nearly symmetric pattern, mat2+mat1 is the appropriate choice.
-  //       on the other hand for a really non-symmetric pattern, mat2*mat1 should be preferred...
-  SparseMatrix<Scalar,ColMajor, StorageIndex> AtA = mat2 + mat1;
-  AMDOrdering<StorageIndex> ordering;
-  ordering(AtA,m_P);
-  m_Pinv  = m_P.inverse(); // cache the inverse permutation
-  m_analysisIsOk = true;
-  m_factorizationIsOk = false;
-  m_isInitialized = true;
-}
-
-template <typename Scalar, typename StorageIndex>
-template<typename _MatrixType>
-void IncompleteLUT<Scalar,StorageIndex>::factorize(const _MatrixType& amat)
-{
-  using std::sqrt;
-  using std::swap;
-  using std::abs;
-  using internal::convert_index;
-
-  eigen_assert((amat.rows() == amat.cols()) && "The factorization should be done on a square matrix");
-  Index n = amat.cols();  // Size of the matrix
-  m_lu.resize(n,n);
-  // Declare Working vectors and variables
-  Vector u(n) ;     // real values of the row -- maximum size is n --
-  VectorI ju(n);   // column position of the values in u -- maximum size  is n
-  VectorI jr(n);   // Indicate the position of the nonzero elements in the vector u -- A zero location is indicated by -1
-
-  // Apply the fill-reducing permutation
-  eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
-  SparseMatrix<Scalar,RowMajor, StorageIndex> mat;
-  mat = amat.twistedBy(m_Pinv);
-
-  // Initialization
-  jr.fill(-1);
-  ju.fill(0);
-  u.fill(0);
-
-  // number of largest elements to keep in each row:
-  Index fill_in = (amat.nonZeros()*m_fillfactor)/n + 1;
-  if (fill_in > n) fill_in = n;
-
-  // number of largest nonzero elements to keep in the L and the U part of the current row:
-  Index nnzL = fill_in/2;
-  Index nnzU = nnzL;
-  m_lu.reserve(n * (nnzL + nnzU + 1));
-
-  // global loop over the rows of the sparse matrix
-  for (Index ii = 0; ii < n; ii++)
-  {
-    // 1 - copy the lower and the upper part of the row i of mat in the working vector u
-
-    Index sizeu = 1; // number of nonzero elements in the upper part of the current row
-    Index sizel = 0; // number of nonzero elements in the lower part of the current row
-    ju(ii)    = convert_index<StorageIndex>(ii);
-    u(ii)     = 0;
-    jr(ii)    = convert_index<StorageIndex>(ii);
-    RealScalar rownorm = 0;
-
-    typename FactorType::InnerIterator j_it(mat, ii); // Iterate through the current row ii
-    for (; j_it; ++j_it)
-    {
-      Index k = j_it.index();
-      if (k < ii)
-      {
-        // copy the lower part
-        ju(sizel) = convert_index<StorageIndex>(k);
-        u(sizel) = j_it.value();
-        jr(k) = convert_index<StorageIndex>(sizel);
-        ++sizel;
-      }
-      else if (k == ii)
-      {
-        u(ii) = j_it.value();
-      }
-      else
-      {
-        // copy the upper part
-        Index jpos = ii + sizeu;
-        ju(jpos) = convert_index<StorageIndex>(k);
-        u(jpos) = j_it.value();
-        jr(k) = convert_index<StorageIndex>(jpos);
-        ++sizeu;
-      }
-      rownorm += numext::abs2(j_it.value());
-    }
-
-    // 2 - detect possible zero row
-    if(rownorm==0)
-    {
-      m_info = NumericalIssue;
-      return;
-    }
-    // Take the 2-norm of the current row as a relative tolerance
-    rownorm = sqrt(rownorm);
-
-    // 3 - eliminate the previous nonzero rows
-    Index jj = 0;
-    Index len = 0;
-    while (jj < sizel)
-    {
-      // In order to eliminate in the correct order,
-      // we must select first the smallest column index among  ju(jj:sizel)
-      Index k;
-      Index minrow = ju.segment(jj,sizel-jj).minCoeff(&k); // k is relative to the segment
-      k += jj;
-      if (minrow != ju(jj))
-      {
-        // swap the two locations
-        Index j = ju(jj);
-        swap(ju(jj), ju(k));
-        jr(minrow) = convert_index<StorageIndex>(jj);
-        jr(j) = convert_index<StorageIndex>(k);
-        swap(u(jj), u(k));
-      }
-      // Reset this location
-      jr(minrow) = -1;
-
-      // Start elimination
-      typename FactorType::InnerIterator ki_it(m_lu, minrow);
-      while (ki_it && ki_it.index() < minrow) ++ki_it;
-      eigen_internal_assert(ki_it && ki_it.col()==minrow);
-      Scalar fact = u(jj) / ki_it.value();
-
-      // drop too small elements
-      if(abs(fact) <= m_droptol)
-      {
-        jj++;
-        continue;
-      }
-
-      // linear combination of the current row ii and the row minrow
-      ++ki_it;
-      for (; ki_it; ++ki_it)
-      {
-        Scalar prod = fact * ki_it.value();
-        Index j     = ki_it.index();
-        Index jpos  = jr(j);
-        if (jpos == -1) // fill-in element
-        {
-          Index newpos;
-          if (j >= ii) // dealing with the upper part
-          {
-            newpos = ii + sizeu;
-            sizeu++;
-            eigen_internal_assert(sizeu<=n);
-          }
-          else // dealing with the lower part
-          {
-            newpos = sizel;
-            sizel++;
-            eigen_internal_assert(sizel<=ii);
-          }
-          ju(newpos) = convert_index<StorageIndex>(j);
-          u(newpos) = -prod;
-          jr(j) = convert_index<StorageIndex>(newpos);
-        }
-        else
-          u(jpos) -= prod;
-      }
-      // store the pivot element
-      u(len)  = fact;
-      ju(len) = convert_index<StorageIndex>(minrow);
-      ++len;
-
-      jj++;
-    } // end of the elimination on the row ii
-
-    // reset the upper part of the pointer jr to zero
-    for(Index k = 0; k <sizeu; k++) jr(ju(ii+k)) = -1;
-
-    // 4 - partially sort and insert the elements in the m_lu matrix
-
-    // sort the L-part of the row
-    sizel = len;
-    len = (std::min)(sizel, nnzL);
-    typename Vector::SegmentReturnType ul(u.segment(0, sizel));
-    typename VectorI::SegmentReturnType jul(ju.segment(0, sizel));
-    internal::QuickSplit(ul, jul, len);
-
-    // store the largest m_fill elements of the L part
-    m_lu.startVec(ii);
-    for(Index k = 0; k < len; k++)
-      m_lu.insertBackByOuterInnerUnordered(ii,ju(k)) = u(k);
-
-    // store the diagonal element
-    // apply a shifting rule to avoid zero pivots (we are doing an incomplete factorization)
-    if (u(ii) == Scalar(0))
-      u(ii) = sqrt(m_droptol) * rownorm;
-    m_lu.insertBackByOuterInnerUnordered(ii, ii) = u(ii);
-
-    // sort the U-part of the row
-    // apply the dropping rule first
-    len = 0;
-    for(Index k = 1; k < sizeu; k++)
-    {
-      if(abs(u(ii+k)) > m_droptol * rownorm )
-      {
-        ++len;
-        u(ii + len)  = u(ii + k);
-        ju(ii + len) = ju(ii + k);
-      }
-    }
-    sizeu = len + 1; // +1 to take into account the diagonal element
-    len = (std::min)(sizeu, nnzU);
-    typename Vector::SegmentReturnType uu(u.segment(ii+1, sizeu-1));
-    typename VectorI::SegmentReturnType juu(ju.segment(ii+1, sizeu-1));
-    internal::QuickSplit(uu, juu, len);
-
-    // store the largest elements of the U part
-    for(Index k = ii + 1; k < ii + len; k++)
-      m_lu.insertBackByOuterInnerUnordered(ii,ju(k)) = u(k);
-  }
-  m_lu.finalize();
-  m_lu.makeCompressed();
-
-  m_factorizationIsOk = true;
-  m_info = Success;
-}
-
-} // end namespace Eigen
-
-#endif // EIGEN_INCOMPLETE_LUT_H