// Copyright (C) 2016-2019 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 DENSE_SYM_SHIFT_SOLVE_H #define DENSE_SYM_SHIFT_SOLVE_H #include #include #include "../LinAlg/BKLDLT.h" #include "../Util/CompInfo.h" namespace Spectra { /// /// \ingroup MatOp /// /// This class defines the shift-solve operation on a real symmetric matrix \f$A\f$, /// i.e., calculating \f$y=(A-\sigma I)^{-1}x\f$ for any real \f$\sigma\f$ and /// vector \f$x\f$. It is mainly used in the SymEigsShiftSolver eigen solver. /// template class DenseSymShiftSolve { private: typedef Eigen::Index Index; typedef Eigen::Matrix Matrix; typedef Eigen::Matrix Vector; typedef Eigen::Map MapConstVec; typedef Eigen::Map MapVec; typedef const Eigen::Ref ConstGenericMatrix; ConstGenericMatrix m_mat; const int m_n; BKLDLT m_solver; public: /// /// Constructor to create the matrix operation object. /// /// \param mat An **Eigen** matrix object, whose type can be /// `Eigen::Matrix` (e.g. `Eigen::MatrixXd` and /// `Eigen::MatrixXf`), or its mapped version /// (e.g. `Eigen::Map`). /// DenseSymShiftSolve(ConstGenericMatrix& mat) : m_mat(mat), m_n(mat.rows()) { if(mat.rows() != mat.cols()) throw std::invalid_argument("DenseSymShiftSolve: matrix must be square"); } /// /// 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; } /// /// Set the real shift \f$\sigma\f$. /// void set_shift(Scalar sigma) { m_solver.compute(m_mat, Uplo, sigma); if(m_solver.info() != SUCCESSFUL) throw std::invalid_argument("DenseSymShiftSolve: factorization failed with the given shift"); } /// /// Perform the shift-solve operation \f$y=(A-\sigma I)^{-1}x\f$. /// /// \param x_in Pointer to the \f$x\f$ vector. /// \param y_out Pointer to the \f$y\f$ vector. /// // y_out = inv(A - sigma * I) * 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_solver.solve(x); } }; } // namespace Spectra #endif // DENSE_SYM_SHIFT_SOLVE_H