| // This file is part of Eigen, a lightweight C++ template library |
| // for linear algebra. |
| // |
| // Copyright (C) 2012 David Harmon <dharmon@gmail.com> |
| // |
| // 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 http://mozilla.org/MPL/2.0/. |
| |
| #ifndef EIGEN_ARPACKGENERALIZEDSELFADJOINTEIGENSOLVER_H |
| #define EIGEN_ARPACKGENERALIZEDSELFADJOINTEIGENSOLVER_H |
| |
| #include "../../../../Eigen/Dense" |
| |
| namespace Eigen { |
| |
| namespace internal { |
| template<typename Scalar, typename RealScalar> struct arpack_wrapper; |
| template<typename MatrixSolver, typename MatrixType, typename Scalar, bool BisSPD> struct OP; |
| } |
| |
| |
| |
| template<typename MatrixType, typename MatrixSolver=SimplicialLLT<MatrixType>, bool BisSPD=false> |
| class ArpackGeneralizedSelfAdjointEigenSolver |
| { |
| public: |
| //typedef typename MatrixSolver::MatrixType MatrixType; |
| |
| /** \brief Scalar type for matrices of type \p MatrixType. */ |
| typedef typename MatrixType::Scalar Scalar; |
| typedef typename MatrixType::Index Index; |
| |
| /** \brief Real scalar type for \p MatrixType. |
| * |
| * This is just \c Scalar if #Scalar is real (e.g., \c float or |
| * \c Scalar), and the type of the real part of \c Scalar if #Scalar is |
| * complex. |
| */ |
| typedef typename NumTraits<Scalar>::Real RealScalar; |
| |
| /** \brief Type for vector of eigenvalues as returned by eigenvalues(). |
| * |
| * This is a column vector with entries of type #RealScalar. |
| * The length of the vector is the size of \p nbrEigenvalues. |
| */ |
| typedef typename internal::plain_col_type<MatrixType, RealScalar>::type RealVectorType; |
| |
| /** \brief Default constructor. |
| * |
| * The default constructor is for cases in which the user intends to |
| * perform decompositions via compute(). |
| * |
| */ |
| ArpackGeneralizedSelfAdjointEigenSolver() |
| : m_eivec(), |
| m_eivalues(), |
| m_isInitialized(false), |
| m_eigenvectorsOk(false), |
| m_nbrConverged(0), |
| m_nbrIterations(0) |
| { } |
| |
| /** \brief Constructor; computes generalized eigenvalues of given matrix with respect to another matrix. |
| * |
| * \param[in] A Self-adjoint matrix whose eigenvalues / eigenvectors will |
| * computed. By default, the upper triangular part is used, but can be changed |
| * through the template parameter. |
| * \param[in] B Self-adjoint matrix for the generalized eigenvalue problem. |
| * \param[in] nbrEigenvalues The number of eigenvalues / eigenvectors to compute. |
| * Must be less than the size of the input matrix, or an error is returned. |
| * \param[in] eigs_sigma String containing either "LM", "SM", "LA", or "SA", with |
| * respective meanings to find the largest magnitude , smallest magnitude, |
| * largest algebraic, or smallest algebraic eigenvalues. Alternatively, this |
| * value can contain floating point value in string form, in which case the |
| * eigenvalues closest to this value will be found. |
| * \param[in] options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly. |
| * \param[in] tol What tolerance to find the eigenvalues to. Default is 0, which |
| * means machine precision. |
| * |
| * This constructor calls compute(const MatrixType&, const MatrixType&, Index, string, int, RealScalar) |
| * to compute the eigenvalues of the matrix \p A with respect to \p B. The eigenvectors are computed if |
| * \p options equals #ComputeEigenvectors. |
| * |
| */ |
| ArpackGeneralizedSelfAdjointEigenSolver(const MatrixType& A, const MatrixType& B, |
| Index nbrEigenvalues, std::string eigs_sigma="LM", |
| int options=ComputeEigenvectors, RealScalar tol=0.0) |
| : m_eivec(), |
| m_eivalues(), |
| m_isInitialized(false), |
| m_eigenvectorsOk(false), |
| m_nbrConverged(0), |
| m_nbrIterations(0) |
| { |
| compute(A, B, nbrEigenvalues, eigs_sigma, options, tol); |
| } |
| |
| /** \brief Constructor; computes eigenvalues of given matrix. |
| * |
| * \param[in] A Self-adjoint matrix whose eigenvalues / eigenvectors will |
| * computed. By default, the upper triangular part is used, but can be changed |
| * through the template parameter. |
| * \param[in] nbrEigenvalues The number of eigenvalues / eigenvectors to compute. |
| * Must be less than the size of the input matrix, or an error is returned. |
| * \param[in] eigs_sigma String containing either "LM", "SM", "LA", or "SA", with |
| * respective meanings to find the largest magnitude , smallest magnitude, |
| * largest algebraic, or smallest algebraic eigenvalues. Alternatively, this |
| * value can contain floating point value in string form, in which case the |
| * eigenvalues closest to this value will be found. |
| * \param[in] options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly. |
| * \param[in] tol What tolerance to find the eigenvalues to. Default is 0, which |
| * means machine precision. |
| * |
| * This constructor calls compute(const MatrixType&, Index, string, int, RealScalar) |
| * to compute the eigenvalues of the matrix \p A. The eigenvectors are computed if |
| * \p options equals #ComputeEigenvectors. |
| * |
| */ |
| |
| ArpackGeneralizedSelfAdjointEigenSolver(const MatrixType& A, |
| Index nbrEigenvalues, std::string eigs_sigma="LM", |
| int options=ComputeEigenvectors, RealScalar tol=0.0) |
| : m_eivec(), |
| m_eivalues(), |
| m_isInitialized(false), |
| m_eigenvectorsOk(false), |
| m_nbrConverged(0), |
| m_nbrIterations(0) |
| { |
| compute(A, nbrEigenvalues, eigs_sigma, options, tol); |
| } |
| |
| |
| /** \brief Computes generalized eigenvalues / eigenvectors of given matrix using the external ARPACK library. |
| * |
| * \param[in] A Selfadjoint matrix whose eigendecomposition is to be computed. |
| * \param[in] B Selfadjoint matrix for generalized eigenvalues. |
| * \param[in] nbrEigenvalues The number of eigenvalues / eigenvectors to compute. |
| * Must be less than the size of the input matrix, or an error is returned. |
| * \param[in] eigs_sigma String containing either "LM", "SM", "LA", or "SA", with |
| * respective meanings to find the largest magnitude , smallest magnitude, |
| * largest algebraic, or smallest algebraic eigenvalues. Alternatively, this |
| * value can contain floating point value in string form, in which case the |
| * eigenvalues closest to this value will be found. |
| * \param[in] options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly. |
| * \param[in] tol What tolerance to find the eigenvalues to. Default is 0, which |
| * means machine precision. |
| * |
| * \returns Reference to \c *this |
| * |
| * This function computes the generalized eigenvalues of \p A with respect to \p B using ARPACK. The eigenvalues() |
| * function can be used to retrieve them. If \p options equals #ComputeEigenvectors, |
| * then the eigenvectors are also computed and can be retrieved by |
| * calling eigenvectors(). |
| * |
| */ |
| ArpackGeneralizedSelfAdjointEigenSolver& compute(const MatrixType& A, const MatrixType& B, |
| Index nbrEigenvalues, std::string eigs_sigma="LM", |
| int options=ComputeEigenvectors, RealScalar tol=0.0); |
| |
| /** \brief Computes eigenvalues / eigenvectors of given matrix using the external ARPACK library. |
| * |
| * \param[in] A Selfadjoint matrix whose eigendecomposition is to be computed. |
| * \param[in] nbrEigenvalues The number of eigenvalues / eigenvectors to compute. |
| * Must be less than the size of the input matrix, or an error is returned. |
| * \param[in] eigs_sigma String containing either "LM", "SM", "LA", or "SA", with |
| * respective meanings to find the largest magnitude , smallest magnitude, |
| * largest algebraic, or smallest algebraic eigenvalues. Alternatively, this |
| * value can contain floating point value in string form, in which case the |
| * eigenvalues closest to this value will be found. |
| * \param[in] options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly. |
| * \param[in] tol What tolerance to find the eigenvalues to. Default is 0, which |
| * means machine precision. |
| * |
| * \returns Reference to \c *this |
| * |
| * This function computes the eigenvalues of \p A using ARPACK. The eigenvalues() |
| * function can be used to retrieve them. If \p options equals #ComputeEigenvectors, |
| * then the eigenvectors are also computed and can be retrieved by |
| * calling eigenvectors(). |
| * |
| */ |
| ArpackGeneralizedSelfAdjointEigenSolver& compute(const MatrixType& A, |
| Index nbrEigenvalues, std::string eigs_sigma="LM", |
| int options=ComputeEigenvectors, RealScalar tol=0.0); |
| |
| |
| /** \brief Returns the eigenvectors of given matrix. |
| * |
| * \returns A const reference to the matrix whose columns are the eigenvectors. |
| * |
| * \pre The eigenvectors have been computed before. |
| * |
| * Column \f$ k \f$ of the returned matrix is an eigenvector corresponding |
| * to eigenvalue number \f$ k \f$ as returned by eigenvalues(). The |
| * eigenvectors are normalized to have (Euclidean) norm equal to one. If |
| * this object was used to solve the eigenproblem for the selfadjoint |
| * matrix \f$ A \f$, then the matrix returned by this function is the |
| * matrix \f$ V \f$ in the eigendecomposition \f$ A V = D V \f$. |
| * For the generalized eigenproblem, the matrix returned is the solution \f$ A V = D B V \f$ |
| * |
| * Example: \include SelfAdjointEigenSolver_eigenvectors.cpp |
| * Output: \verbinclude SelfAdjointEigenSolver_eigenvectors.out |
| * |
| * \sa eigenvalues() |
| */ |
| const Matrix<Scalar, Dynamic, Dynamic>& eigenvectors() const |
| { |
| eigen_assert(m_isInitialized && "ArpackGeneralizedSelfAdjointEigenSolver is not initialized."); |
| eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues."); |
| return m_eivec; |
| } |
| |
| /** \brief Returns the eigenvalues of given matrix. |
| * |
| * \returns A const reference to the column vector containing the eigenvalues. |
| * |
| * \pre The eigenvalues have been computed before. |
| * |
| * The eigenvalues are repeated according to their algebraic multiplicity, |
| * so there are as many eigenvalues as rows in the matrix. The eigenvalues |
| * are sorted in increasing order. |
| * |
| * Example: \include SelfAdjointEigenSolver_eigenvalues.cpp |
| * Output: \verbinclude SelfAdjointEigenSolver_eigenvalues.out |
| * |
| * \sa eigenvectors(), MatrixBase::eigenvalues() |
| */ |
| const Matrix<Scalar, Dynamic, 1>& eigenvalues() const |
| { |
| eigen_assert(m_isInitialized && "ArpackGeneralizedSelfAdjointEigenSolver is not initialized."); |
| return m_eivalues; |
| } |
| |
| /** \brief Computes the positive-definite square root of the matrix. |
| * |
| * \returns the positive-definite square root of the matrix |
| * |
| * \pre The eigenvalues and eigenvectors of a positive-definite matrix |
| * have been computed before. |
| * |
| * The square root of a positive-definite matrix \f$ A \f$ is the |
| * positive-definite matrix whose square equals \f$ A \f$. This function |
| * uses the eigendecomposition \f$ A = V D V^{-1} \f$ to compute the |
| * square root as \f$ A^{1/2} = V D^{1/2} V^{-1} \f$. |
| * |
| * Example: \include SelfAdjointEigenSolver_operatorSqrt.cpp |
| * Output: \verbinclude SelfAdjointEigenSolver_operatorSqrt.out |
| * |
| * \sa operatorInverseSqrt(), |
| * \ref MatrixFunctions_Module "MatrixFunctions Module" |
| */ |
| Matrix<Scalar, Dynamic, Dynamic> operatorSqrt() const |
| { |
| eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized."); |
| eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues."); |
| return m_eivec * m_eivalues.cwiseSqrt().asDiagonal() * m_eivec.adjoint(); |
| } |
| |
| /** \brief Computes the inverse square root of the matrix. |
| * |
| * \returns the inverse positive-definite square root of the matrix |
| * |
| * \pre The eigenvalues and eigenvectors of a positive-definite matrix |
| * have been computed before. |
| * |
| * This function uses the eigendecomposition \f$ A = V D V^{-1} \f$ to |
| * compute the inverse square root as \f$ V D^{-1/2} V^{-1} \f$. This is |
| * cheaper than first computing the square root with operatorSqrt() and |
| * then its inverse with MatrixBase::inverse(). |
| * |
| * Example: \include SelfAdjointEigenSolver_operatorInverseSqrt.cpp |
| * Output: \verbinclude SelfAdjointEigenSolver_operatorInverseSqrt.out |
| * |
| * \sa operatorSqrt(), MatrixBase::inverse(), |
| * \ref MatrixFunctions_Module "MatrixFunctions Module" |
| */ |
| Matrix<Scalar, Dynamic, Dynamic> operatorInverseSqrt() const |
| { |
| eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized."); |
| eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues."); |
| return m_eivec * m_eivalues.cwiseInverse().cwiseSqrt().asDiagonal() * m_eivec.adjoint(); |
| } |
| |
| /** \brief Reports whether previous computation was successful. |
| * |
| * \returns \c Success if computation was successful, \c NoConvergence otherwise. |
| */ |
| ComputationInfo info() const |
| { |
| eigen_assert(m_isInitialized && "ArpackGeneralizedSelfAdjointEigenSolver is not initialized."); |
| return m_info; |
| } |
| |
| size_t getNbrConvergedEigenValues() const |
| { return m_nbrConverged; } |
| |
| size_t getNbrIterations() const |
| { return m_nbrIterations; } |
| |
| protected: |
| Matrix<Scalar, Dynamic, Dynamic> m_eivec; |
| Matrix<Scalar, Dynamic, 1> m_eivalues; |
| ComputationInfo m_info; |
| bool m_isInitialized; |
| bool m_eigenvectorsOk; |
| |
| size_t m_nbrConverged; |
| size_t m_nbrIterations; |
| }; |
| |
| |
| |
| |
| |
| template<typename MatrixType, typename MatrixSolver, bool BisSPD> |
| ArpackGeneralizedSelfAdjointEigenSolver<MatrixType, MatrixSolver, BisSPD>& |
| ArpackGeneralizedSelfAdjointEigenSolver<MatrixType, MatrixSolver, BisSPD> |
| ::compute(const MatrixType& A, Index nbrEigenvalues, |
| std::string eigs_sigma, int options, RealScalar tol) |
| { |
| MatrixType B(0,0); |
| compute(A, B, nbrEigenvalues, eigs_sigma, options, tol); |
| |
| return *this; |
| } |
| |
| |
| template<typename MatrixType, typename MatrixSolver, bool BisSPD> |
| ArpackGeneralizedSelfAdjointEigenSolver<MatrixType, MatrixSolver, BisSPD>& |
| ArpackGeneralizedSelfAdjointEigenSolver<MatrixType, MatrixSolver, BisSPD> |
| ::compute(const MatrixType& A, const MatrixType& B, Index nbrEigenvalues, |
| std::string eigs_sigma, int options, RealScalar tol) |
| { |
| eigen_assert(A.cols() == A.rows()); |
| eigen_assert(B.cols() == B.rows()); |
| eigen_assert(B.rows() == 0 || A.cols() == B.rows()); |
| eigen_assert((options &~ (EigVecMask | GenEigMask)) == 0 |
| && (options & EigVecMask) != EigVecMask |
| && "invalid option parameter"); |
| |
| bool isBempty = (B.rows() == 0) || (B.cols() == 0); |
| |
| // For clarity, all parameters match their ARPACK name |
| // |
| // Always 0 on the first call |
| // |
| int ido = 0; |
| |
| int n = (int)A.cols(); |
| |
| // User options: "LA", "SA", "SM", "LM", "BE" |
| // |
| char whch[3] = "LM"; |
| |
| // Specifies the shift if iparam[6] = { 3, 4, 5 }, not used if iparam[6] = { 1, 2 } |
| // |
| RealScalar sigma = 0.0; |
| |
| if (eigs_sigma.length() >= 2 && isalpha(eigs_sigma[0]) && isalpha(eigs_sigma[1])) |
| { |
| eigs_sigma[0] = toupper(eigs_sigma[0]); |
| eigs_sigma[1] = toupper(eigs_sigma[1]); |
| |
| // In the following special case we're going to invert the problem, since solving |
| // for larger magnitude is much much faster |
| // i.e., if 'SM' is specified, we're going to really use 'LM', the default |
| // |
| if (eigs_sigma.substr(0,2) != "SM") |
| { |
| whch[0] = eigs_sigma[0]; |
| whch[1] = eigs_sigma[1]; |
| } |
| } |
| else |
| { |
| eigen_assert(false && "Specifying clustered eigenvalues is not yet supported!"); |
| |
| // If it's not scalar values, then the user may be explicitly |
| // specifying the sigma value to cluster the evs around |
| // |
| sigma = atof(eigs_sigma.c_str()); |
| |
| // If atof fails, it returns 0.0, which is a fine default |
| // |
| } |
| |
| // "I" means normal eigenvalue problem, "G" means generalized |
| // |
| char bmat[2] = "I"; |
| if (eigs_sigma.substr(0,2) == "SM" || !(isalpha(eigs_sigma[0]) && isalpha(eigs_sigma[1])) || (!isBempty && !BisSPD)) |
| bmat[0] = 'G'; |
| |
| // Now we determine the mode to use |
| // |
| int mode = (bmat[0] == 'G') + 1; |
| if (eigs_sigma.substr(0,2) == "SM" || !(isalpha(eigs_sigma[0]) && isalpha(eigs_sigma[1]))) |
| { |
| // We're going to use shift-and-invert mode, and basically find |
| // the largest eigenvalues of the inverse operator |
| // |
| mode = 3; |
| } |
| |
| // The user-specified number of eigenvalues/vectors to compute |
| // |
| int nev = (int)nbrEigenvalues; |
| |
| // Allocate space for ARPACK to store the residual |
| // |
| Scalar *resid = new Scalar[n]; |
| |
| // Number of Lanczos vectors, must satisfy nev < ncv <= n |
| // Note that this indicates that nev != n, and we cannot compute |
| // all eigenvalues of a mtrix |
| // |
| int ncv = std::min(std::max(2*nev, 20), n); |
| |
| // The working n x ncv matrix, also store the final eigenvectors (if computed) |
| // |
| Scalar *v = new Scalar[n*ncv]; |
| int ldv = n; |
| |
| // Working space |
| // |
| Scalar *workd = new Scalar[3*n]; |
| int lworkl = ncv*ncv+8*ncv; // Must be at least this length |
| Scalar *workl = new Scalar[lworkl]; |
| |
| int *iparam= new int[11]; |
| iparam[0] = 1; // 1 means we let ARPACK perform the shifts, 0 means we'd have to do it |
| iparam[2] = std::max(300, (int)std::ceil(2*n/std::max(ncv,1))); |
| iparam[6] = mode; // The mode, 1 is standard ev problem, 2 for generalized ev, 3 for shift-and-invert |
| |
| // Used during reverse communicate to notify where arrays start |
| // |
| int *ipntr = new int[11]; |
| |
| // Error codes are returned in here, initial value of 0 indicates a random initial |
| // residual vector is used, any other values means resid contains the initial residual |
| // vector, possibly from a previous run |
| // |
| int info = 0; |
| |
| Scalar scale = 1.0; |
| //if (!isBempty) |
| //{ |
| //Scalar scale = B.norm() / std::sqrt(n); |
| //scale = std::pow(2, std::floor(std::log(scale+1))); |
| ////M /= scale; |
| //for (size_t i=0; i<(size_t)B.outerSize(); i++) |
| // for (typename MatrixType::InnerIterator it(B, i); it; ++it) |
| // it.valueRef() /= scale; |
| //} |
| |
| MatrixSolver OP; |
| if (mode == 1 || mode == 2) |
| { |
| if (!isBempty) |
| OP.compute(B); |
| } |
| else if (mode == 3) |
| { |
| if (sigma == 0.0) |
| { |
| OP.compute(A); |
| } |
| else |
| { |
| // Note: We will never enter here because sigma must be 0.0 |
| // |
| if (isBempty) |
| { |
| MatrixType AminusSigmaB(A); |
| for (Index i=0; i<A.rows(); ++i) |
| AminusSigmaB.coeffRef(i,i) -= sigma; |
| |
| OP.compute(AminusSigmaB); |
| } |
| else |
| { |
| MatrixType AminusSigmaB = A - sigma * B; |
| OP.compute(AminusSigmaB); |
| } |
| } |
| } |
| |
| if (!(mode == 1 && isBempty) && !(mode == 2 && isBempty) && OP.info() != Success) |
| std::cout << "Error factoring matrix" << std::endl; |
| |
| do |
| { |
| internal::arpack_wrapper<Scalar, RealScalar>::saupd(&ido, bmat, &n, whch, &nev, &tol, resid, |
| &ncv, v, &ldv, iparam, ipntr, workd, workl, |
| &lworkl, &info); |
| |
| if (ido == -1 || ido == 1) |
| { |
| Scalar *in = workd + ipntr[0] - 1; |
| Scalar *out = workd + ipntr[1] - 1; |
| |
| if (ido == 1 && mode != 2) |
| { |
| Scalar *out2 = workd + ipntr[2] - 1; |
| if (isBempty || mode == 1) |
| Matrix<Scalar, Dynamic, 1>::Map(out2, n) = Matrix<Scalar, Dynamic, 1>::Map(in, n); |
| else |
| Matrix<Scalar, Dynamic, 1>::Map(out2, n) = B * Matrix<Scalar, Dynamic, 1>::Map(in, n); |
| |
| in = workd + ipntr[2] - 1; |
| } |
| |
| if (mode == 1) |
| { |
| if (isBempty) |
| { |
| // OP = A |
| // |
| Matrix<Scalar, Dynamic, 1>::Map(out, n) = A * Matrix<Scalar, Dynamic, 1>::Map(in, n); |
| } |
| else |
| { |
| // OP = L^{-1}AL^{-T} |
| // |
| internal::OP<MatrixSolver, MatrixType, Scalar, BisSPD>::applyOP(OP, A, n, in, out); |
| } |
| } |
| else if (mode == 2) |
| { |
| if (ido == 1) |
| Matrix<Scalar, Dynamic, 1>::Map(in, n) = A * Matrix<Scalar, Dynamic, 1>::Map(in, n); |
| |
| // OP = B^{-1} A |
| // |
| Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.solve(Matrix<Scalar, Dynamic, 1>::Map(in, n)); |
| } |
| else if (mode == 3) |
| { |
| // OP = (A-\sigmaB)B (\sigma could be 0, and B could be I) |
| // The B * in is already computed and stored at in if ido == 1 |
| // |
| if (ido == 1 || isBempty) |
| Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.solve(Matrix<Scalar, Dynamic, 1>::Map(in, n)); |
| else |
| Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.solve(B * Matrix<Scalar, Dynamic, 1>::Map(in, n)); |
| } |
| } |
| else if (ido == 2) |
| { |
| Scalar *in = workd + ipntr[0] - 1; |
| Scalar *out = workd + ipntr[1] - 1; |
| |
| if (isBempty || mode == 1) |
| Matrix<Scalar, Dynamic, 1>::Map(out, n) = Matrix<Scalar, Dynamic, 1>::Map(in, n); |
| else |
| Matrix<Scalar, Dynamic, 1>::Map(out, n) = B * Matrix<Scalar, Dynamic, 1>::Map(in, n); |
| } |
| } while (ido != 99); |
| |
| if (info == 1) |
| m_info = NoConvergence; |
| else if (info == 3) |
| m_info = NumericalIssue; |
| else if (info < 0) |
| m_info = InvalidInput; |
| else if (info != 0) |
| eigen_assert(false && "Unknown ARPACK return value!"); |
| else |
| { |
| // Do we compute eigenvectors or not? |
| // |
| int rvec = (options & ComputeEigenvectors) == ComputeEigenvectors; |
| |
| // "A" means "All", use "S" to choose specific eigenvalues (not yet supported in ARPACK)) |
| // |
| char howmny[2] = "A"; |
| |
| // if howmny == "S", specifies the eigenvalues to compute (not implemented in ARPACK) |
| // |
| int *select = new int[ncv]; |
| |
| // Final eigenvalues |
| // |
| m_eivalues.resize(nev, 1); |
| |
| internal::arpack_wrapper<Scalar, RealScalar>::seupd(&rvec, howmny, select, m_eivalues.data(), v, &ldv, |
| &sigma, bmat, &n, whch, &nev, &tol, resid, &ncv, |
| v, &ldv, iparam, ipntr, workd, workl, &lworkl, &info); |
| |
| if (info == -14) |
| m_info = NoConvergence; |
| else if (info != 0) |
| m_info = InvalidInput; |
| else |
| { |
| if (rvec) |
| { |
| m_eivec.resize(A.rows(), nev); |
| for (int i=0; i<nev; i++) |
| for (int j=0; j<n; j++) |
| m_eivec(j,i) = v[i*n+j] / scale; |
| |
| if (mode == 1 && !isBempty && BisSPD) |
| internal::OP<MatrixSolver, MatrixType, Scalar, BisSPD>::project(OP, n, nev, m_eivec.data()); |
| |
| m_eigenvectorsOk = true; |
| } |
| |
| m_nbrIterations = iparam[2]; |
| m_nbrConverged = iparam[4]; |
| |
| m_info = Success; |
| } |
| |
| delete[] select; |
| } |
| |
| delete[] v; |
| delete[] iparam; |
| delete[] ipntr; |
| delete[] workd; |
| delete[] workl; |
| delete[] resid; |
| |
| m_isInitialized = true; |
| |
| return *this; |
| } |
| |
| |
| // Single precision |
| // |
| extern "C" void ssaupd_(int *ido, char *bmat, int *n, char *which, |
| int *nev, float *tol, float *resid, int *ncv, |
| float *v, int *ldv, int *iparam, int *ipntr, |
| float *workd, float *workl, int *lworkl, |
| int *info); |
| |
| extern "C" void sseupd_(int *rvec, char *All, int *select, float *d, |
| float *z, int *ldz, float *sigma, |
| char *bmat, int *n, char *which, int *nev, |
| float *tol, float *resid, int *ncv, float *v, |
| int *ldv, int *iparam, int *ipntr, float *workd, |
| float *workl, int *lworkl, int *ierr); |
| |
| // Double precision |
| // |
| extern "C" void dsaupd_(int *ido, char *bmat, int *n, char *which, |
| int *nev, double *tol, double *resid, int *ncv, |
| double *v, int *ldv, int *iparam, int *ipntr, |
| double *workd, double *workl, int *lworkl, |
| int *info); |
| |
| extern "C" void dseupd_(int *rvec, char *All, int *select, double *d, |
| double *z, int *ldz, double *sigma, |
| char *bmat, int *n, char *which, int *nev, |
| double *tol, double *resid, int *ncv, double *v, |
| int *ldv, int *iparam, int *ipntr, double *workd, |
| double *workl, int *lworkl, int *ierr); |
| |
| |
| namespace internal { |
| |
| template<typename Scalar, typename RealScalar> struct arpack_wrapper |
| { |
| static inline void saupd(int *ido, char *bmat, int *n, char *which, |
| int *nev, RealScalar *tol, Scalar *resid, int *ncv, |
| Scalar *v, int *ldv, int *iparam, int *ipntr, |
| Scalar *workd, Scalar *workl, int *lworkl, int *info) |
| { |
| EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsComplex, NUMERIC_TYPE_MUST_BE_REAL) |
| } |
| |
| static inline void seupd(int *rvec, char *All, int *select, Scalar *d, |
| Scalar *z, int *ldz, RealScalar *sigma, |
| char *bmat, int *n, char *which, int *nev, |
| RealScalar *tol, Scalar *resid, int *ncv, Scalar *v, |
| int *ldv, int *iparam, int *ipntr, Scalar *workd, |
| Scalar *workl, int *lworkl, int *ierr) |
| { |
| EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsComplex, NUMERIC_TYPE_MUST_BE_REAL) |
| } |
| }; |
| |
| template <> struct arpack_wrapper<float, float> |
| { |
| static inline void saupd(int *ido, char *bmat, int *n, char *which, |
| int *nev, float *tol, float *resid, int *ncv, |
| float *v, int *ldv, int *iparam, int *ipntr, |
| float *workd, float *workl, int *lworkl, int *info) |
| { |
| ssaupd_(ido, bmat, n, which, nev, tol, resid, ncv, v, ldv, iparam, ipntr, workd, workl, lworkl, info); |
| } |
| |
| static inline void seupd(int *rvec, char *All, int *select, float *d, |
| float *z, int *ldz, float *sigma, |
| char *bmat, int *n, char *which, int *nev, |
| float *tol, float *resid, int *ncv, float *v, |
| int *ldv, int *iparam, int *ipntr, float *workd, |
| float *workl, int *lworkl, int *ierr) |
| { |
| sseupd_(rvec, All, select, d, z, ldz, sigma, bmat, n, which, nev, tol, resid, ncv, v, ldv, iparam, ipntr, |
| workd, workl, lworkl, ierr); |
| } |
| }; |
| |
| template <> struct arpack_wrapper<double, double> |
| { |
| static inline void saupd(int *ido, char *bmat, int *n, char *which, |
| int *nev, double *tol, double *resid, int *ncv, |
| double *v, int *ldv, int *iparam, int *ipntr, |
| double *workd, double *workl, int *lworkl, int *info) |
| { |
| dsaupd_(ido, bmat, n, which, nev, tol, resid, ncv, v, ldv, iparam, ipntr, workd, workl, lworkl, info); |
| } |
| |
| static inline void seupd(int *rvec, char *All, int *select, double *d, |
| double *z, int *ldz, double *sigma, |
| char *bmat, int *n, char *which, int *nev, |
| double *tol, double *resid, int *ncv, double *v, |
| int *ldv, int *iparam, int *ipntr, double *workd, |
| double *workl, int *lworkl, int *ierr) |
| { |
| dseupd_(rvec, All, select, d, v, ldv, sigma, bmat, n, which, nev, tol, resid, ncv, v, ldv, iparam, ipntr, |
| workd, workl, lworkl, ierr); |
| } |
| }; |
| |
| |
| template<typename MatrixSolver, typename MatrixType, typename Scalar, bool BisSPD> |
| struct OP |
| { |
| static inline void applyOP(MatrixSolver &OP, const MatrixType &A, int n, Scalar *in, Scalar *out); |
| static inline void project(MatrixSolver &OP, int n, int k, Scalar *vecs); |
| }; |
| |
| template<typename MatrixSolver, typename MatrixType, typename Scalar> |
| struct OP<MatrixSolver, MatrixType, Scalar, true> |
| { |
| static inline void applyOP(MatrixSolver &OP, const MatrixType &A, int n, Scalar *in, Scalar *out) |
| { |
| // OP = L^{-1} A L^{-T} (B = LL^T) |
| // |
| // First solve L^T out = in |
| // |
| Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.matrixU().solve(Matrix<Scalar, Dynamic, 1>::Map(in, n)); |
| Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.permutationPinv() * Matrix<Scalar, Dynamic, 1>::Map(out, n); |
| |
| // Then compute out = A out |
| // |
| Matrix<Scalar, Dynamic, 1>::Map(out, n) = A * Matrix<Scalar, Dynamic, 1>::Map(out, n); |
| |
| // Then solve L out = out |
| // |
| Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.permutationP() * Matrix<Scalar, Dynamic, 1>::Map(out, n); |
| Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.matrixL().solve(Matrix<Scalar, Dynamic, 1>::Map(out, n)); |
| } |
| |
| static inline void project(MatrixSolver &OP, int n, int k, Scalar *vecs) |
| { |
| // Solve L^T out = in |
| // |
| Matrix<Scalar, Dynamic, Dynamic>::Map(vecs, n, k) = OP.matrixU().solve(Matrix<Scalar, Dynamic, Dynamic>::Map(vecs, n, k)); |
| Matrix<Scalar, Dynamic, Dynamic>::Map(vecs, n, k) = OP.permutationPinv() * Matrix<Scalar, Dynamic, Dynamic>::Map(vecs, n, k); |
| } |
| |
| }; |
| |
| template<typename MatrixSolver, typename MatrixType, typename Scalar> |
| struct OP<MatrixSolver, MatrixType, Scalar, false> |
| { |
| static inline void applyOP(MatrixSolver &OP, const MatrixType &A, int n, Scalar *in, Scalar *out) |
| { |
| eigen_assert(false && "Should never be in here..."); |
| } |
| |
| static inline void project(MatrixSolver &OP, int n, int k, Scalar *vecs) |
| { |
| eigen_assert(false && "Should never be in here..."); |
| } |
| |
| }; |
| |
| } // end namespace internal |
| |
| } // end namespace Eigen |
| |
| #endif // EIGEN_ARPACKSELFADJOINTEIGENSOLVER_H |
| |
