Squashed 'third_party/eigen/' changes from 61d72f6..cf794d3
Change-Id: I9b814151b01f49af6337a8605d0c42a3a1ed4c72
git-subtree-dir: third_party/eigen
git-subtree-split: cf794d3b741a6278df169e58461f8529f43bce5d
diff --git a/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h b/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
index 2625c4d..454f468 100644
--- a/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
+++ b/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
@@ -1,7 +1,7 @@
// 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) 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
@@ -27,7 +27,7 @@
*/
template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
- const Preconditioner& precond, int& iters,
+ const Preconditioner& precond, Index& iters,
typename Dest::RealScalar& tol_error)
{
using std::sqrt;
@@ -36,9 +36,9 @@
typedef typename Dest::Scalar Scalar;
typedef Matrix<Scalar,Dynamic,1> VectorType;
RealScalar tol = tol_error;
- int maxIters = iters;
+ Index maxIters = iters;
- int n = mat.cols();
+ Index n = mat.cols();
VectorType r = rhs - mat * x;
VectorType r0 = r;
@@ -59,20 +59,21 @@
VectorType s(n), t(n);
- RealScalar tol2 = tol*tol;
+ RealScalar tol2 = tol*tol*rhs_sqnorm;
RealScalar eps2 = NumTraits<Scalar>::epsilon()*NumTraits<Scalar>::epsilon();
- int i = 0;
- int restarts = 0;
+ Index i = 0;
+ Index restarts = 0;
- while ( r.squaredNorm()/rhs_sqnorm > tol2 && i<maxIters )
+ 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 choosen direction r0
+ // 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)
@@ -131,35 +132,33 @@
* \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:
- * \code
- * int n = 10000;
- * VectorXd x(n), b(n);
- * SparseMatrix<double> A(n,n);
- * // fill A and b
- * BiCGSTAB<SparseMatrix<double> > solver;
- * solver.compute(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
+ * \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::mp_matrix;
+ using Base::matrix;
using Base::m_error;
using Base::m_iterations;
using Base::m_info;
@@ -167,7 +166,6 @@
public:
typedef _MatrixType MatrixType;
typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::Index Index;
typedef typename MatrixType::RealScalar RealScalar;
typedef _Preconditioner Preconditioner;
@@ -186,38 +184,23 @@
* this class becomes invalid. Call compute() to update it with the new
* matrix A, or modify a copy of A.
*/
- BiCGSTAB(const MatrixType& A) : Base(A) {}
+ template<typename MatrixDerived>
+ explicit BiCGSTAB(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
~BiCGSTAB() {}
-
- /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A
- * \a x0 as an initial solution.
- *
- * \sa compute()
- */
- template<typename Rhs,typename Guess>
- inline const internal::solve_retval_with_guess<BiCGSTAB, Rhs, Guess>
- solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const
- {
- eigen_assert(m_isInitialized && "BiCGSTAB is not initialized.");
- eigen_assert(Base::rows()==b.rows()
- && "BiCGSTAB::solve(): invalid number of rows of the right hand side matrix b");
- return internal::solve_retval_with_guess
- <BiCGSTAB, Rhs, Guess>(*this, b.derived(), x0);
- }
-
+
/** \internal */
template<typename Rhs,typename Dest>
- void _solveWithGuess(const Rhs& b, Dest& x) const
+ void _solve_with_guess_impl(const Rhs& b, Dest& x) const
{
bool failed = false;
- for(int j=0; j<b.cols(); ++j)
+ 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(*mp_matrix, b.col(j), xj, Base::m_preconditioner, m_iterations, m_error))
+ if(!internal::bicgstab(matrix(), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error))
failed = true;
}
m_info = failed ? NumericalIssue
@@ -227,36 +210,19 @@
}
/** \internal */
+ using Base::_solve_impl;
template<typename Rhs,typename Dest>
- void _solve(const Rhs& b, Dest& x) const
+ void _solve_impl(const MatrixBase<Rhs>& b, Dest& x) const
{
-// x.setZero();
- x = b;
- _solveWithGuess(b,x);
+ x.resize(this->rows(),b.cols());
+ x.setZero();
+ _solve_with_guess_impl(b,x);
}
protected:
};
-
-namespace internal {
-
- template<typename _MatrixType, typename _Preconditioner, typename Rhs>
-struct solve_retval<BiCGSTAB<_MatrixType, _Preconditioner>, Rhs>
- : solve_retval_base<BiCGSTAB<_MatrixType, _Preconditioner>, Rhs>
-{
- typedef BiCGSTAB<_MatrixType, _Preconditioner> Dec;
- EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- dec()._solve(rhs(),dst);
- }
-};
-
-} // end namespace internal
-
} // end namespace Eigen
#endif // EIGEN_BICGSTAB_H