// Copyright (C) 2020-2022 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_SYM_GEIGS_CAYLEY_OP_H #define SPECTRA_SYM_GEIGS_CAYLEY_OP_H #include #include "../SymShiftInvert.h" #include "../SparseSymMatProd.h" namespace Spectra { /// /// \ingroup Operators /// /// This class defines the matrix operation for generalized eigen solver in the /// Cayley mode. It computes \f$y=(A-\sigma B)^{-1}(A+\sigma B)x\f$ for any /// vector \f$x\f$, where \f$A\f$ is a symmetric matrix, \f$B\f$ is positive definite, /// and \f$\sigma\f$ is a real shift. /// This class is intended for internal use. /// template , typename BOpType = SparseSymMatProd> class SymGEigsCayleyOp { public: using Scalar = typename OpType::Scalar; private: using Index = Eigen::Index; using Vector = Eigen::Matrix; using MapConstVec = Eigen::Map; using MapVec = Eigen::Map; OpType& m_op; const BOpType& m_Bop; mutable Vector m_cache; // temporary working space Scalar m_sigma; public: /// /// Constructor to create the matrix operation object. /// /// \param op The \f$(A-\sigma B)^{-1}\f$ matrix operation object. /// \param Bop The \f$B\f$ matrix operation object. /// SymGEigsCayleyOp(OpType& op, const BOpType& Bop) : m_op(op), m_Bop(Bop), m_cache(op.rows()) {} /// /// Move constructor. /// SymGEigsCayleyOp(SymGEigsCayleyOp&& other) : m_op(other.m_op), m_Bop(other.m_Bop), m_sigma(other.m_sigma) { // 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_op.rows(); } /// /// Return the number of columns of the underlying matrix. /// Index cols() const { return m_op.rows(); } /// /// Set the real shift \f$\sigma\f$. /// void set_shift(const Scalar& sigma) { m_op.set_shift(sigma); m_sigma = sigma; } /// /// Perform the matrix operation \f$y=(A-\sigma B)^{-1}(A+\sigma B)x\f$. /// /// \param x_in Pointer to the \f$x\f$ vector. /// \param y_out Pointer to the \f$y\f$ vector. /// // y_out = inv(A - sigma * B) * (A + sigma * B) * x_in void perform_op(const Scalar* x_in, Scalar* y_out) const { // inv(A - sigma * B) * (A + sigma * B) * x // = inv(A - sigma * B) * (A - sigma * B + 2 * sigma * B) * x // = x + 2 * sigma * inv(A - sigma * B) * B * x m_Bop.perform_op(x_in, m_cache.data()); m_op.perform_op(m_cache.data(), y_out); MapConstVec x(x_in, this->rows()); MapVec y(y_out, this->rows()); y.noalias() = x + (Scalar(2) * m_sigma) * y; } }; } // namespace Spectra #endif // SPECTRA_SYM_GEIGS_CAYLEY_OP_H