// 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 SYM_GEIGS_CHOLESKY_OP_H #define SYM_GEIGS_CHOLESKY_OP_H #include #include "../DenseSymMatProd.h" #include "../DenseCholesky.h" namespace Spectra { /// /// \ingroup Operators /// /// This class defines the matrix operation for generalized eigen solver in the /// Cholesky decomposition mode. It calculates \f$y=L^{-1}A(L')^{-1}x\f$ for any /// vector \f$x\f$, where \f$L\f$ is the Cholesky decomposition of \f$B\f$. /// This class is intended for internal use. /// template < typename Scalar = double, typename OpType = DenseSymMatProd, typename BOpType = DenseCholesky > class SymGEigsCholeskyOp { private: typedef Eigen::Index Index; typedef Eigen::Matrix Matrix; typedef Eigen::Matrix Vector; OpType& m_op; BOpType& m_Bop; Vector m_cache; // temporary working space public: /// /// Constructor to create the matrix operation object. /// /// \param op Pointer to the \f$A\f$ matrix operation object. /// \param Bop Pointer to the \f$B\f$ matrix operation object. /// SymGEigsCholeskyOp(OpType& op, BOpType& Bop) : m_op(op), m_Bop(Bop), m_cache(op.rows()) {} /// /// Return the number of rows of the underlying matrix. /// Index rows() const { return m_Bop.rows(); } /// /// Return the number of columns of the underlying matrix. /// Index cols() const { return m_Bop.rows(); } /// /// Perform the matrix operation \f$y=L^{-1}A(L')^{-1}x\f$. /// /// \param x_in Pointer to the \f$x\f$ vector. /// \param y_out Pointer to the \f$y\f$ vector. /// // y_out = inv(L) * A * inv(L') * x_in void perform_op(const Scalar* x_in, Scalar* y_out) { m_Bop.upper_triangular_solve(x_in, y_out); m_op.perform_op(y_out, m_cache.data()); m_Bop.lower_triangular_solve(m_cache.data(), y_out); } }; } // namespace Spectra #endif // SYM_GEIGS_CHOLESKY_OP_H