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Diffstat (limited to 'extern/Eigen2/Eigen/src/Sparse/SparseLU.h')
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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. Eigen itself is part of the KDE project.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_SPARSELU_H
+#define EIGEN_SPARSELU_H
+
+/** \ingroup Sparse_Module
+ *
+ * \class SparseLU
+ *
+ * \brief LU decomposition of a sparse matrix and associated features
+ *
+ * \param MatrixType the type of the matrix of which we are computing the LU factorization
+ *
+ * \sa class LU, class SparseLLT
+ */
+template<typename MatrixType, int Backend = DefaultBackend>
+class SparseLU
+{
+ protected:
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+ typedef SparseMatrix<Scalar,LowerTriangular> LUMatrixType;
+
+ enum {
+ MatrixLUIsDirty = 0x10000
+ };
+
+ public:
+
+ /** Creates a dummy LU factorization object with flags \a flags. */
+ SparseLU(int flags = 0)
+ : m_flags(flags), m_status(0)
+ {
+ m_precision = RealScalar(0.1) * Eigen::precision<RealScalar>();
+ }
+
+ /** Creates a LU object and compute the respective factorization of \a matrix using
+ * flags \a flags. */
+ SparseLU(const MatrixType& matrix, int flags = 0)
+ : /*m_matrix(matrix.rows(), matrix.cols()),*/ m_flags(flags), m_status(0)
+ {
+ m_precision = RealScalar(0.1) * Eigen::precision<RealScalar>();
+ compute(matrix);
+ }
+
+ /** Sets the relative threshold value used to prune zero coefficients during the decomposition.
+ *
+ * Setting a value greater than zero speeds up computation, and yields to an imcomplete
+ * factorization with fewer non zero coefficients. Such approximate factors are especially
+ * useful to initialize an iterative solver.
+ *
+ * Note that the exact meaning of this parameter might depends on the actual
+ * backend. Moreover, not all backends support this feature.
+ *
+ * \sa precision() */
+ void setPrecision(RealScalar v) { m_precision = v; }
+
+ /** \returns the current precision.
+ *
+ * \sa setPrecision() */
+ RealScalar precision() const { return m_precision; }
+
+ /** Sets the flags. Possible values are:
+ * - CompleteFactorization
+ * - IncompleteFactorization
+ * - MemoryEfficient
+ * - one of the ordering methods
+ * - etc...
+ *
+ * \sa flags() */
+ void setFlags(int f) { m_flags = f; }
+ /** \returns the current flags */
+ int flags() const { return m_flags; }
+
+ void setOrderingMethod(int m)
+ {
+ ei_assert(m&~OrderingMask == 0 && m!=0 && "invalid ordering method");
+ m_flags = m_flags&~OrderingMask | m&OrderingMask;
+ }
+
+ int orderingMethod() const
+ {
+ return m_flags&OrderingMask;
+ }
+
+ /** Computes/re-computes the LU factorization */
+ void compute(const MatrixType& matrix);
+
+ /** \returns the lower triangular matrix L */
+ //inline const MatrixType& matrixL() const { return m_matrixL; }
+
+ /** \returns the upper triangular matrix U */
+ //inline const MatrixType& matrixU() const { return m_matrixU; }
+
+ template<typename BDerived, typename XDerived>
+ bool solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x) const;
+
+ /** \returns true if the factorization succeeded */
+ inline bool succeeded(void) const { return m_succeeded; }
+
+ protected:
+ RealScalar m_precision;
+ int m_flags;
+ mutable int m_status;
+ bool m_succeeded;
+};
+
+/** Computes / recomputes the LU decomposition of matrix \a a
+ * using the default algorithm.
+ */
+template<typename MatrixType, int Backend>
+void SparseLU<MatrixType,Backend>::compute(const MatrixType& a)
+{
+ ei_assert(false && "not implemented yet");
+}
+
+/** Computes *x = U^-1 L^-1 b */
+template<typename MatrixType, int Backend>
+template<typename BDerived, typename XDerived>
+bool SparseLU<MatrixType,Backend>::solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x) const
+{
+ ei_assert(false && "not implemented yet");
+ return false;
+}
+
+#endif // EIGEN_SPARSELU_H