1 // This file is part of Eigen, a lightweight C++ template library 2 // for linear algebra. 3 // 4 // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> 5 // 6 // This Source Code Form is subject to the terms of the Mozilla 7 // Public License v. 2.0. If a copy of the MPL was not distributed 8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 10 #ifndef EIGEN_SPARSETRIANGULARSOLVER_H 11 #define EIGEN_SPARSETRIANGULARSOLVER_H 12 13 namespace Eigen { 14 15 namespace internal { 16 17 template<typename Lhs, typename Rhs, int Mode, 18 int UpLo = (Mode & Lower) 19 ? Lower 20 : (Mode & Upper) 21 ? Upper 22 : -1, 23 int StorageOrder = int(traits<Lhs>::Flags) & RowMajorBit> 24 struct sparse_solve_triangular_selector; 25 26 // forward substitution, row-major 27 template<typename Lhs, typename Rhs, int Mode> 28 struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Lower,RowMajor> 29 { 30 typedef typename Rhs::Scalar Scalar; 31 typedef evaluator<Lhs> LhsEval; 32 typedef typename evaluator<Lhs>::InnerIterator LhsIterator; 33 static void run(const Lhs& lhs, Rhs& other) 34 { 35 LhsEval lhsEval(lhs); 36 for(Index col=0 ; col<other.cols() ; ++col) 37 { 38 for(Index i=0; i<lhs.rows(); ++i) 39 { 40 Scalar tmp = other.coeff(i,col); 41 Scalar lastVal(0); 42 Index lastIndex = 0; 43 for(LhsIterator it(lhsEval, i); it; ++it) 44 { 45 lastVal = it.value(); 46 lastIndex = it.index(); 47 if(lastIndex==i) 48 break; 49 tmp -= lastVal * other.coeff(lastIndex,col); 50 } 51 if (Mode & UnitDiag) 52 other.coeffRef(i,col) = tmp; 53 else 54 { 55 eigen_assert(lastIndex==i); 56 other.coeffRef(i,col) = tmp/lastVal; 57 } 58 } 59 } 60 } 61 }; 62 63 // backward substitution, row-major 64 template<typename Lhs, typename Rhs, int Mode> 65 struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,RowMajor> 66 { 67 typedef typename Rhs::Scalar Scalar; 68 typedef evaluator<Lhs> LhsEval; 69 typedef typename evaluator<Lhs>::InnerIterator LhsIterator; 70 static void run(const Lhs& lhs, Rhs& other) 71 { 72 LhsEval lhsEval(lhs); 73 for(Index col=0 ; col<other.cols() ; ++col) 74 { 75 for(Index i=lhs.rows()-1 ; i>=0 ; --i) 76 { 77 Scalar tmp = other.coeff(i,col); 78 Scalar l_ii(0); 79 LhsIterator it(lhsEval, i); 80 while(it && it.index()<i) 81 ++it; 82 if(!(Mode & UnitDiag)) 83 { 84 eigen_assert(it && it.index()==i); 85 l_ii = it.value(); 86 ++it; 87 } 88 else if (it && it.index() == i) 89 ++it; 90 for(; it; ++it) 91 { 92 tmp -= it.value() * other.coeff(it.index(),col); 93 } 94 95 if (Mode & UnitDiag) other.coeffRef(i,col) = tmp; 96 else other.coeffRef(i,col) = tmp/l_ii; 97 } 98 } 99 } 100 }; 101 102 // forward substitution, col-major 103 template<typename Lhs, typename Rhs, int Mode> 104 struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Lower,ColMajor> 105 { 106 typedef typename Rhs::Scalar Scalar; 107 typedef evaluator<Lhs> LhsEval; 108 typedef typename evaluator<Lhs>::InnerIterator LhsIterator; 109 static void run(const Lhs& lhs, Rhs& other) 110 { 111 LhsEval lhsEval(lhs); 112 for(Index col=0 ; col<other.cols() ; ++col) 113 { 114 for(Index i=0; i<lhs.cols(); ++i) 115 { 116 Scalar& tmp = other.coeffRef(i,col); 117 if (tmp!=Scalar(0)) // optimization when other is actually sparse 118 { 119 LhsIterator it(lhsEval, i); 120 while(it && it.index()<i) 121 ++it; 122 if(!(Mode & UnitDiag)) 123 { 124 eigen_assert(it && it.index()==i); 125 tmp /= it.value(); 126 } 127 if (it && it.index()==i) 128 ++it; 129 for(; it; ++it) 130 other.coeffRef(it.index(), col) -= tmp * it.value(); 131 } 132 } 133 } 134 } 135 }; 136 137 // backward substitution, col-major 138 template<typename Lhs, typename Rhs, int Mode> 139 struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,ColMajor> 140 { 141 typedef typename Rhs::Scalar Scalar; 142 typedef evaluator<Lhs> LhsEval; 143 typedef typename evaluator<Lhs>::InnerIterator LhsIterator; 144 static void run(const Lhs& lhs, Rhs& other) 145 { 146 LhsEval lhsEval(lhs); 147 for(Index col=0 ; col<other.cols() ; ++col) 148 { 149 for(Index i=lhs.cols()-1; i>=0; --i) 150 { 151 Scalar& tmp = other.coeffRef(i,col); 152 if (tmp!=Scalar(0)) // optimization when other is actually sparse 153 { 154 if(!(Mode & UnitDiag)) 155 { 156 // TODO replace this by a binary search. make sure the binary search is safe for partially sorted elements 157 LhsIterator it(lhsEval, i); 158 while(it && it.index()!=i) 159 ++it; 160 eigen_assert(it && it.index()==i); 161 other.coeffRef(i,col) /= it.value(); 162 } 163 LhsIterator it(lhsEval, i); 164 for(; it && it.index()<i; ++it) 165 other.coeffRef(it.index(), col) -= tmp * it.value(); 166 } 167 } 168 } 169 } 170 }; 171 172 } // end namespace internal 173 174 #ifndef EIGEN_PARSED_BY_DOXYGEN 175 176 template<typename ExpressionType,unsigned int Mode> 177 template<typename OtherDerived> 178 void TriangularViewImpl<ExpressionType,Mode,Sparse>::solveInPlace(MatrixBase<OtherDerived>& other) const 179 { 180 eigen_assert(derived().cols() == derived().rows() && derived().cols() == other.rows()); 181 eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower))); 182 183 enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit }; 184 185 typedef typename internal::conditional<copy, 186 typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy; 187 OtherCopy otherCopy(other.derived()); 188 189 internal::sparse_solve_triangular_selector<ExpressionType, typename internal::remove_reference<OtherCopy>::type, Mode>::run(derived().nestedExpression(), otherCopy); 190 191 if (copy) 192 other = otherCopy; 193 } 194 #endif 195 196 // pure sparse path 197 198 namespace internal { 199 200 template<typename Lhs, typename Rhs, int Mode, 201 int UpLo = (Mode & Lower) 202 ? Lower 203 : (Mode & Upper) 204 ? Upper 205 : -1, 206 int StorageOrder = int(Lhs::Flags) & (RowMajorBit)> 207 struct sparse_solve_triangular_sparse_selector; 208 209 // forward substitution, col-major 210 template<typename Lhs, typename Rhs, int Mode, int UpLo> 211 struct sparse_solve_triangular_sparse_selector<Lhs,Rhs,Mode,UpLo,ColMajor> 212 { 213 typedef typename Rhs::Scalar Scalar; 214 typedef typename promote_index_type<typename traits<Lhs>::StorageIndex, 215 typename traits<Rhs>::StorageIndex>::type StorageIndex; 216 static void run(const Lhs& lhs, Rhs& other) 217 { 218 const bool IsLower = (UpLo==Lower); 219 AmbiVector<Scalar,StorageIndex> tempVector(other.rows()*2); 220 tempVector.setBounds(0,other.rows()); 221 222 Rhs res(other.rows(), other.cols()); 223 res.reserve(other.nonZeros()); 224 225 for(Index col=0 ; col<other.cols() ; ++col) 226 { 227 // FIXME estimate number of non zeros 228 tempVector.init(.99/*float(other.col(col).nonZeros())/float(other.rows())*/); 229 tempVector.setZero(); 230 tempVector.restart(); 231 for (typename Rhs::InnerIterator rhsIt(other, col); rhsIt; ++rhsIt) 232 { 233 tempVector.coeffRef(rhsIt.index()) = rhsIt.value(); 234 } 235 236 for(Index i=IsLower?0:lhs.cols()-1; 237 IsLower?i<lhs.cols():i>=0; 238 i+=IsLower?1:-1) 239 { 240 tempVector.restart(); 241 Scalar& ci = tempVector.coeffRef(i); 242 if (ci!=Scalar(0)) 243 { 244 // find 245 typename Lhs::InnerIterator it(lhs, i); 246 if(!(Mode & UnitDiag)) 247 { 248 if (IsLower) 249 { 250 eigen_assert(it.index()==i); 251 ci /= it.value(); 252 } 253 else 254 ci /= lhs.coeff(i,i); 255 } 256 tempVector.restart(); 257 if (IsLower) 258 { 259 if (it.index()==i) 260 ++it; 261 for(; it; ++it) 262 tempVector.coeffRef(it.index()) -= ci * it.value(); 263 } 264 else 265 { 266 for(; it && it.index()<i; ++it) 267 tempVector.coeffRef(it.index()) -= ci * it.value(); 268 } 269 } 270 } 271 272 273 Index count = 0; 274 // FIXME compute a reference value to filter zeros 275 for (typename AmbiVector<Scalar,StorageIndex>::Iterator it(tempVector/*,1e-12*/); it; ++it) 276 { 277 ++ count; 278 // std::cerr << "fill " << it.index() << ", " << col << "\n"; 279 // std::cout << it.value() << " "; 280 // FIXME use insertBack 281 res.insert(it.index(), col) = it.value(); 282 } 283 // std::cout << "tempVector.nonZeros() == " << int(count) << " / " << (other.rows()) << "\n"; 284 } 285 res.finalize(); 286 other = res.markAsRValue(); 287 } 288 }; 289 290 } // end namespace internal 291 292 #ifndef EIGEN_PARSED_BY_DOXYGEN 293 template<typename ExpressionType,unsigned int Mode> 294 template<typename OtherDerived> 295 void TriangularViewImpl<ExpressionType,Mode,Sparse>::solveInPlace(SparseMatrixBase<OtherDerived>& other) const 296 { 297 eigen_assert(derived().cols() == derived().rows() && derived().cols() == other.rows()); 298 eigen_assert( (!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower))); 299 300 // enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit }; 301 302 // typedef typename internal::conditional<copy, 303 // typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy; 304 // OtherCopy otherCopy(other.derived()); 305 306 internal::sparse_solve_triangular_sparse_selector<ExpressionType, OtherDerived, Mode>::run(derived().nestedExpression(), other.derived()); 307 308 // if (copy) 309 // other = otherCopy; 310 } 311 #endif 312 313 } // end namespace Eigen 314 315 #endif // EIGEN_SPARSETRIANGULARSOLVER_H 316