// Copyright (C) 2017-2022 Yixuan Qiu // // 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_SPARSE_REGULAR_INVERSE_H #define SPECTRA_SPARSE_REGULAR_INVERSE_H #include #include #include #include namespace Spectra { /// /// \ingroup MatOp /// /// This class defines matrix operations required by the generalized eigen solver /// in the regular inverse mode. For a sparse and positive definite matrix \f$B\f$, /// it implements the matrix-vector product \f$y=Bx\f$ and the linear equation /// solving operation \f$y=B^{-1}x\f$. /// /// This class is intended to be used with the SymGEigsSolver generalized eigen solver /// in the regular inverse mode. /// /// \tparam Scalar_ The element type of the matrix, for example, /// `float`, `double`, and `long double`. /// \tparam Uplo Either `Eigen::Lower` or `Eigen::Upper`, indicating which /// triangular part of the matrix is used. /// \tparam Flags Either `Eigen::ColMajor` or `Eigen::RowMajor`, indicating /// the storage format of the input matrix. /// \tparam StorageIndex The type of the indices for the sparse matrix. /// template class SparseRegularInverse { public: /// /// Element type of the matrix. /// using Scalar = Scalar_; private: using Index = Eigen::Index; using Vector = Eigen::Matrix; using MapConstVec = Eigen::Map; using MapVec = Eigen::Map; using SparseMatrix = Eigen::SparseMatrix; using ConstGenericSparseMatrix = const Eigen::Ref; ConstGenericSparseMatrix m_mat; const Index m_n; Eigen::ConjugateGradient m_cg; mutable CompInfo m_info; public: /// /// Constructor to create the matrix operation object. /// /// \param mat An **Eigen** sparse matrix object, whose type can be /// `Eigen::SparseMatrix` or its mapped version /// `Eigen::Map >`. /// template SparseRegularInverse(const Eigen::SparseMatrixBase& mat) : m_mat(mat), m_n(mat.rows()) { static_assert( static_cast(Derived::PlainObject::IsRowMajor) == static_cast(SparseMatrix::IsRowMajor), "SparseRegularInverse: the \"Flags\" template parameter does not match the input matrix (Eigen::ColMajor/Eigen::RowMajor)"); if (mat.rows() != mat.cols()) throw std::invalid_argument("SparseRegularInverse: matrix must be square"); m_cg.compute(mat); m_info = (m_cg.info() == Eigen::Success) ? CompInfo::Successful : CompInfo::NumericalIssue; } /// /// Return the number of rows of the underlying matrix. /// Index rows() const { return m_n; } /// /// Return the number of columns of the underlying matrix. /// Index cols() const { return m_n; } /// /// Returns the status of the computation. /// The full list of enumeration values can be found in \ref Enumerations. /// CompInfo info() const { return m_info; } /// /// Perform the solving operation \f$y=B^{-1}x\f$. /// /// \param x_in Pointer to the \f$x\f$ vector. /// \param y_out Pointer to the \f$y\f$ vector. /// // y_out = inv(B) * x_in void solve(const Scalar* x_in, Scalar* y_out) const { MapConstVec x(x_in, m_n); MapVec y(y_out, m_n); y.noalias() = m_cg.solve(x); m_info = (m_cg.info() == Eigen::Success) ? CompInfo::Successful : CompInfo::NotConverging; if (m_info != CompInfo::Successful) throw std::runtime_error("SparseRegularInverse: CG solver does not converge"); } /// /// Perform the matrix-vector multiplication operation \f$y=Bx\f$. /// /// \param x_in Pointer to the \f$x\f$ vector. /// \param y_out Pointer to the \f$y\f$ vector. /// // y_out = B * x_in void perform_op(const Scalar* x_in, Scalar* y_out) const { MapConstVec x(x_in, m_n); MapVec y(y_out, m_n); y.noalias() = m_mat.template selfadjointView() * x; } }; } // namespace Spectra #endif // SPECTRA_SPARSE_REGULAR_INVERSE_H