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-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2011-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
-// 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_BICGSTAB_H
-#define EIGEN_BICGSTAB_H
-
-namespace Eigen {
-
-namespace internal {
-
-/** \internal Low-level bi conjugate gradient stabilized algorithm
- * \param mat The matrix A
- * \param rhs The right hand side vector b
- * \param x On input and initial solution, on output the computed solution.
- * \param precond A preconditioner being able to efficiently solve for an
- * approximation of Ax=b (regardless of b)
- * \param iters On input the max number of iteration, on output the number of performed iterations.
- * \param tol_error On input the tolerance error, on output an estimation of the relative error.
- * \return false in the case of numerical issue, for example a break down of BiCGSTAB.
- */
-template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
-bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
- const Preconditioner& precond, Index& iters,
- 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;
- RealScalar tol = tol_error;
- Index maxIters = iters;
-
- Index n = mat.cols();
- VectorType r = rhs - mat * x;
- VectorType r0 = r;
-
- RealScalar r0_sqnorm = r0.squaredNorm();
- RealScalar rhs_sqnorm = rhs.squaredNorm();
- if(rhs_sqnorm == 0)
- {
- x.setZero();
- return true;
- }
- Scalar rho = 1;
- Scalar alpha = 1;
- Scalar w = 1;
-
- VectorType v = VectorType::Zero(n), p = VectorType::Zero(n);
- VectorType y(n), z(n);
- VectorType kt(n), ks(n);
-
- VectorType s(n), t(n);
-
- RealScalar tol2 = tol*tol*rhs_sqnorm;
- RealScalar eps2 = NumTraits<Scalar>::epsilon()*NumTraits<Scalar>::epsilon();
- Index i = 0;
- Index restarts = 0;
-
- while ( r.squaredNorm() > tol2 && i<maxIters )
- {
- Scalar rho_old = rho;
-
- rho = r0.dot(r);
- if (abs(rho) < eps2*r0_sqnorm)
- {
- // The new residual vector became too orthogonal to the arbitrarily chosen direction r0
- // Let's restart with a new r0:
- r = rhs - mat * x;
- r0 = r;
- rho = r0_sqnorm = r.squaredNorm();
- if(restarts++ == 0)
- i = 0;
- }
- Scalar beta = (rho/rho_old) * (alpha / w);
- p = r + beta * (p - w * v);
-
- y = precond.solve(p);
-
- v.noalias() = mat * y;
-
- alpha = rho / r0.dot(v);
- s = r - alpha * v;
-
- z = precond.solve(s);
- t.noalias() = mat * z;
-
- RealScalar tmp = t.squaredNorm();
- if(tmp>RealScalar(0))
- w = t.dot(s) / tmp;
- else
- w = Scalar(0);
- x += alpha * y + w * z;
- r = s - w * t;
- ++i;
- }
- tol_error = sqrt(r.squaredNorm()/rhs_sqnorm);
- iters = i;
- return true;
-}
-
-}
-
-template< typename _MatrixType,
- typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
-class BiCGSTAB;
-
-namespace internal {
-
-template< typename _MatrixType, typename _Preconditioner>
-struct traits<BiCGSTAB<_MatrixType,_Preconditioner> >
-{
- typedef _MatrixType MatrixType;
- typedef _Preconditioner Preconditioner;
-};
-
-}
-
-/** \ingroup IterativeLinearSolvers_Module
- * \brief A bi conjugate gradient stabilized solver for sparse square problems
- *
- * This class allows to solve for A.x = b sparse linear problems using a bi conjugate gradient
- * stabilized algorithm. 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
- *
- * \implsparsesolverconcept
- *
- * 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.
- *
- * The tolerance corresponds to the relative residual error: |Ax-b|/|b|
- *
- * \b Performance: when using sparse matrices, best performance is achied for a row-major sparse matrix format.
- * Moreover, in this case multi-threading can be exploited if the user code is compiled with OpenMP enabled.
- * See \ref TopicMultiThreading for details.
- *
- * This class can be used as the direct solver classes. Here is a typical usage example:
- * \include BiCGSTAB_simple.cpp
- *
- * By default the iterations start with x=0 as an initial guess of the solution.
- * One can control the start using the solveWithGuess() method.
- *
- * BiCGSTAB 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 BiCGSTAB : public IterativeSolverBase<BiCGSTAB<_MatrixType,_Preconditioner> >
-{
- typedef IterativeSolverBase<BiCGSTAB> Base;
- using Base::matrix;
- using Base::m_error;
- using Base::m_iterations;
- using Base::m_info;
- using Base::m_isInitialized;
-public:
- typedef _MatrixType MatrixType;
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- typedef _Preconditioner Preconditioner;
-
-public:
-
- /** Default constructor. */
- BiCGSTAB() : Base() {}
-
- /** 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 BiCGSTAB(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
-
- ~BiCGSTAB() {}
-
- /** \internal */
- template<typename Rhs,typename Dest>
- void _solve_with_guess_impl(const Rhs& b, Dest& x) const
- {
- bool failed = false;
- for(Index j=0; j<b.cols(); ++j)
- {
- m_iterations = Base::maxIterations();
- m_error = Base::m_tolerance;
-
- typename Dest::ColXpr xj(x,j);
- if(!internal::bicgstab(matrix(), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error))
- failed = true;
- }
- m_info = failed ? NumericalIssue
- : m_error <= Base::m_tolerance ? Success
- : NoConvergence;
- m_isInitialized = true;
- }
-
- /** \internal */
- using Base::_solve_impl;
- template<typename Rhs,typename Dest>
- void _solve_impl(const MatrixBase<Rhs>& b, Dest& x) const
- {
- x.resize(this->rows(),b.cols());
- x.setZero();
- _solve_with_guess_impl(b,x);
- }
-
-protected:
-
-};
-
-} // end namespace Eigen
-
-#endif // EIGEN_BICGSTAB_H