Add Spectra.

thirdparty/include/Spectra/MatOp/internal/SymGEigsCholeskyOp.h

@@ -0,0 +1,87 @@
+// Copyright (C) 2016-2022 Yixuan Qiu <yixuan.qiu@cos.name>
+//
+// 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 https://mozilla.org/MPL/2.0/.
+
+#ifndef SPECTRA_SYM_GEIGS_CHOLESKY_OP_H
+#define SPECTRA_SYM_GEIGS_CHOLESKY_OP_H
+
+#include <Eigen/Core>
+
+#include "../DenseSymMatProd.h"
+#include "../DenseCholesky.h"
+
+namespace Spectra {
+
+///
+/// \ingroup Operators
+///
+/// This class defines the matrix operation for generalized eigen solver in the
+/// Cholesky decomposition mode. It calculates \f$y=L^{-1}A(L')^{-1}x\f$ for any
+/// vector \f$x\f$, where \f$L\f$ is the Cholesky decomposition of \f$B\f$.
+/// This class is intended for internal use.
+///
+template <typename OpType = DenseSymMatProd<double>,
+          typename BOpType = DenseCholesky<double>>
+class SymGEigsCholeskyOp
+{
+public:
+    using Scalar = typename OpType::Scalar;
+
+private:
+    using Index = Eigen::Index;
+    using Vector = Eigen::Matrix<Scalar, Eigen::Dynamic, 1>;
+
+    const OpType& m_op;
+    const BOpType& m_Bop;
+    mutable Vector m_cache;  // temporary working space
+
+public:
+    ///
+    /// Constructor to create the matrix operation object.
+    ///
+    /// \param op   The \f$A\f$ matrix operation object.
+    /// \param Bop  The \f$B\f$ matrix operation object.
+    ///
+    SymGEigsCholeskyOp(const OpType& op, const BOpType& Bop) :
+        m_op(op), m_Bop(Bop), m_cache(op.rows())
+    {}
+
+    ///
+    /// Move constructor.
+    ///
+    SymGEigsCholeskyOp(SymGEigsCholeskyOp&& other) :
+        m_op(other.m_op), m_Bop(other.m_Bop)
+    {
+        // We emulate the move constructor for Vector using Vector::swap()
+        m_cache.swap(other.m_cache);
+    }
+
+    ///
+    /// Return the number of rows of the underlying matrix.
+    ///
+    Index rows() const { return m_Bop.rows(); }
+    ///
+    /// Return the number of columns of the underlying matrix.
+    ///
+    Index cols() const { return m_Bop.rows(); }
+
+    ///
+    /// Perform the matrix operation \f$y=L^{-1}A(L')^{-1}x\f$.
+    ///
+    /// \param x_in  Pointer to the \f$x\f$ vector.
+    /// \param y_out Pointer to the \f$y\f$ vector.
+    ///
+    // y_out = inv(L) * A * inv(L') * x_in
+    void perform_op(const Scalar* x_in, Scalar* y_out) const
+    {
+        m_Bop.upper_triangular_solve(x_in, y_out);
+        m_op.perform_op(y_out, m_cache.data());
+        m_Bop.lower_triangular_solve(m_cache.data(), y_out);
+    }
+};
+
+}  // namespace Spectra
+
+#endif  // SPECTRA_SYM_GEIGS_CHOLESKY_OP_H