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Fix int versus Index

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This commit is contained in:
Gael Guennebaud 2018-06-07 15:56:43 +02:00
parent c723ffd763
commit 37348d03ae
1 changed files with 29 additions and 31 deletions
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60
unsupported/Eigen/src/IterativeSolvers/DGMRES.h
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@ -39,7 +39,6 @@ template <typename VectorType, typename IndexType>
void sortWithPermutation (VectorType& vec, IndexType& perm, typename IndexType::Scalar& ncut) void sortWithPermutation (VectorType& vec, IndexType& perm, typename IndexType::Scalar& ncut)
{ {
eigen_assert(vec.size() == perm.size()); eigen_assert(vec.size() == perm.size());
typedef typename IndexType::Scalar Index;
bool flag; bool flag;
for (Index k = 0; k < ncut; k++) for (Index k = 0; k < ncut; k++)
{ {
@ -112,7 +111,6 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
using Base::_solve_impl; using Base::_solve_impl;
typedef _MatrixType MatrixType; typedef _MatrixType MatrixType;
typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::Index Index;
typedef typename MatrixType::StorageIndex StorageIndex; typedef typename MatrixType::StorageIndex StorageIndex;
typedef typename MatrixType::RealScalar RealScalar; typedef typename MatrixType::RealScalar RealScalar;
typedef _Preconditioner Preconditioner; typedef _Preconditioner Preconditioner;
@ -146,7 +144,7 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
void _solve_with_guess_impl(const Rhs& b, Dest& x) const void _solve_with_guess_impl(const Rhs& b, Dest& x) const
{ {
bool failed = false; bool failed = false;
for(int j=0; j<b.cols(); ++j) for(Index j=0; j<b.cols(); ++j)
{ {
m_iterations = Base::maxIterations(); m_iterations = Base::maxIterations();
m_error = Base::m_tolerance; m_error = Base::m_tolerance;
@ -170,17 +168,17 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
/** /**
* Get the restart value * Get the restart value
*/ */
int restart() { return m_restart; } Index restart() { return m_restart; }
/** /**
* Set the restart value (default is 30) * Set the restart value (default is 30)
*/ */
void set_restart(const int restart) { m_restart=restart; } Index set_restart(const Index restart) { m_restart=restart; }
/** /**
* Set the number of eigenvalues to deflate at each restart * Set the number of eigenvalues to deflate at each restart
*/ */
void setEigenv(const int neig) void setEigenv(const Index neig)
{ {
m_neig = neig; m_neig = neig;
if (neig+1 > m_maxNeig) m_maxNeig = neig+1; // To allow for complex conjugates if (neig+1 > m_maxNeig) m_maxNeig = neig+1; // To allow for complex conjugates
@ -189,12 +187,12 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
/** /**
* Get the size of the deflation subspace size * Get the size of the deflation subspace size
*/ */
int deflSize() {return m_r; } Index deflSize() {return m_r; }
/** /**
* Set the maximum size of the deflation subspace * Set the maximum size of the deflation subspace
*/ */
void setMaxEigenv(const int maxNeig) { m_maxNeig = maxNeig; } void setMaxEigenv(const Index maxNeig) { m_maxNeig = maxNeig; }
protected: protected:
// DGMRES algorithm // DGMRES algorithm
@ -202,12 +200,12 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
void dgmres(const MatrixType& mat,const Rhs& rhs, Dest& x, const Preconditioner& precond) const; void dgmres(const MatrixType& mat,const Rhs& rhs, Dest& x, const Preconditioner& precond) const;
// Perform one cycle of GMRES // Perform one cycle of GMRES
template<typename Dest> template<typename Dest>
int dgmresCycle(const MatrixType& mat, const Preconditioner& precond, Dest& x, DenseVector& r0, RealScalar& beta, const RealScalar& normRhs, int& nbIts) const; Index dgmresCycle(const MatrixType& mat, const Preconditioner& precond, Dest& x, DenseVector& r0, RealScalar& beta, const RealScalar& normRhs, Index& nbIts) const;
// Compute data to use for deflation // Compute data to use for deflation
int dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, StorageIndex& neig) const; Index dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, StorageIndex& neig) const;
// Apply deflation to a vector // Apply deflation to a vector
template<typename RhsType, typename DestType> template<typename RhsType, typename DestType>
int dgmresApplyDeflation(const RhsType& In, DestType& Out) const; Index dgmresApplyDeflation(const RhsType& In, DestType& Out) const;
ComplexVector schurValues(const ComplexSchur<DenseMatrix>& schurofH) const; ComplexVector schurValues(const ComplexSchur<DenseMatrix>& schurofH) const;
ComplexVector schurValues(const RealSchur<DenseMatrix>& schurofH) const; ComplexVector schurValues(const RealSchur<DenseMatrix>& schurofH) const;
// Init data for deflation // Init data for deflation
@ -221,8 +219,8 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
mutable DenseMatrix m_T; /* T=U^T*M^{-1}*A*U */ mutable DenseMatrix m_T; /* T=U^T*M^{-1}*A*U */
mutable PartialPivLU<DenseMatrix> m_luT; // LU factorization of m_T mutable PartialPivLU<DenseMatrix> m_luT; // LU factorization of m_T
mutable StorageIndex m_neig; //Number of eigenvalues to extract at each restart mutable StorageIndex m_neig; //Number of eigenvalues to extract at each restart
mutable int m_r; // Current number of deflated eigenvalues, size of m_U mutable Index m_r; // Current number of deflated eigenvalues, size of m_U
mutable int m_maxNeig; // Maximum number of eigenvalues to deflate mutable Index m_maxNeig; // Maximum number of eigenvalues to deflate
mutable RealScalar m_lambdaN; //Modulus of the largest eigenvalue of A mutable RealScalar m_lambdaN; //Modulus of the largest eigenvalue of A
mutable bool m_isDeflAllocated; mutable bool m_isDeflAllocated;
mutable bool m_isDeflInitialized; mutable bool m_isDeflInitialized;
@ -244,9 +242,9 @@ void DGMRES<_MatrixType, _Preconditioner>::dgmres(const MatrixType& mat,const Rh
const Preconditioner& precond) const const Preconditioner& precond) const
{ {
//Initialization //Initialization
int n = mat.rows(); Index n = mat.rows();
DenseVector r0(n); DenseVector r0(n);
int nbIts = 0; Index nbIts = 0;
m_H.resize(m_restart+1, m_restart); m_H.resize(m_restart+1, m_restart);
m_Hes.resize(m_restart, m_restart); m_Hes.resize(m_restart, m_restart);
m_V.resize(n,m_restart+1); m_V.resize(n,m_restart+1);
@ -284,7 +282,7 @@ void DGMRES<_MatrixType, _Preconditioner>::dgmres(const MatrixType& mat,const Rh
*/ */
template< typename _MatrixType, typename _Preconditioner> template< typename _MatrixType, typename _Preconditioner>
template<typename Dest> template<typename Dest>
int DGMRES<_MatrixType, _Preconditioner>::dgmresCycle(const MatrixType& mat, const Preconditioner& precond, Dest& x, DenseVector& r0, RealScalar& beta, const RealScalar& normRhs, int& nbIts) const Index DGMRES<_MatrixType, _Preconditioner>::dgmresCycle(const MatrixType& mat, const Preconditioner& precond, Dest& x, DenseVector& r0, RealScalar& beta, const RealScalar& normRhs, Index& nbIts) const
{ {
//Initialization //Initialization
DenseVector g(m_restart+1); // Right hand side of the least square problem DenseVector g(m_restart+1); // Right hand side of the least square problem
@ -293,8 +291,8 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresCycle(const MatrixType& mat, con
m_V.col(0) = r0/beta; m_V.col(0) = r0/beta;
m_info = NoConvergence; m_info = NoConvergence;
std::vector<JacobiRotation<Scalar> >gr(m_restart); // Givens rotations std::vector<JacobiRotation<Scalar> >gr(m_restart); // Givens rotations
int it = 0; // Number of inner iterations Index it = 0; // Number of inner iterations
int n = mat.rows(); Index n = mat.rows();
DenseVector tv1(n), tv2(n); //Temporary vectors DenseVector tv1(n), tv2(n); //Temporary vectors
while (m_info == NoConvergence && it < m_restart && nbIts < m_iterations) while (m_info == NoConvergence && it < m_restart && nbIts < m_iterations)
{ {
@ -312,7 +310,7 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresCycle(const MatrixType& mat, con
// Orthogonalize it with the previous basis in the basis using modified Gram-Schmidt // Orthogonalize it with the previous basis in the basis using modified Gram-Schmidt
Scalar coef; Scalar coef;
for (int i = 0; i <= it; ++i) for (Index i = 0; i <= it; ++i)
{ {
coef = tv1.dot(m_V.col(i)); coef = tv1.dot(m_V.col(i));
tv1 = tv1 - coef * m_V.col(i); tv1 = tv1 - coef * m_V.col(i);
@ -328,7 +326,7 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresCycle(const MatrixType& mat, con
// FIXME Check for happy breakdown // FIXME Check for happy breakdown
// Update Hessenberg matrix with Givens rotations // Update Hessenberg matrix with Givens rotations
for (int i = 1; i <= it; ++i) for (Index i = 1; i <= it; ++i)
{ {
m_H.col(it).applyOnTheLeft(i-1,i,gr[i-1].adjoint()); m_H.col(it).applyOnTheLeft(i-1,i,gr[i-1].adjoint());
} }
@ -418,7 +416,7 @@ inline typename DGMRES<_MatrixType, _Preconditioner>::ComplexVector DGMRES<_Matr
} }
template< typename _MatrixType, typename _Preconditioner> template< typename _MatrixType, typename _Preconditioner>
int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, StorageIndex& neig) const Index DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, StorageIndex& neig) const
{ {
// First, find the Schur form of the Hessenberg matrix H // First, find the Schur form of the Hessenberg matrix H
typename internal::conditional<NumTraits<Scalar>::IsComplex, ComplexSchur<DenseMatrix>, RealSchur<DenseMatrix> >::type schurofH; typename internal::conditional<NumTraits<Scalar>::IsComplex, ComplexSchur<DenseMatrix>, RealSchur<DenseMatrix> >::type schurofH;
@ -433,8 +431,8 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const Matri
// Reorder the absolute values of Schur values // Reorder the absolute values of Schur values
DenseRealVector modulEig(it); DenseRealVector modulEig(it);
for (int j=0; j<it; ++j) modulEig(j) = std::abs(eig(j)); for (Index j=0; j<it; ++j) modulEig(j) = std::abs(eig(j));
perm.setLinSpaced(it,0,it-1); perm.setLinSpaced(it,0,internal::convert_index<StorageIndex>(it-1));
internal::sortWithPermutation(modulEig, perm, neig); internal::sortWithPermutation(modulEig, perm, neig);
if (!m_lambdaN) if (!m_lambdaN)
@ -442,7 +440,7 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const Matri
m_lambdaN = (std::max)(modulEig.maxCoeff(), m_lambdaN); m_lambdaN = (std::max)(modulEig.maxCoeff(), m_lambdaN);
} }
//Count the real number of extracted eigenvalues (with complex conjugates) //Count the real number of extracted eigenvalues (with complex conjugates)
int nbrEig = 0; Index nbrEig = 0;
while (nbrEig < neig) while (nbrEig < neig)
{ {
if(eig(perm(it-nbrEig-1)).imag() == RealScalar(0)) nbrEig++; if(eig(perm(it-nbrEig-1)).imag() == RealScalar(0)) nbrEig++;
@ -451,7 +449,7 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const Matri
// Extract the Schur vectors corresponding to the smallest Ritz values // Extract the Schur vectors corresponding to the smallest Ritz values
DenseMatrix Sr(it, nbrEig); DenseMatrix Sr(it, nbrEig);
Sr.setZero(); Sr.setZero();
for (int j = 0; j < nbrEig; j++) for (Index j = 0; j < nbrEig; j++)
{ {
Sr.col(j) = schurofH.matrixU().col(perm(it-j-1)); Sr.col(j) = schurofH.matrixU().col(perm(it-j-1));
} }
@ -462,8 +460,8 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const Matri
if (m_r) if (m_r)
{ {
// Orthogonalize X against m_U using modified Gram-Schmidt // Orthogonalize X against m_U using modified Gram-Schmidt
for (int j = 0; j < nbrEig; j++) for (Index j = 0; j < nbrEig; j++)
for (int k =0; k < m_r; k++) for (Index k =0; k < m_r; k++)
X.col(j) = X.col(j) - (m_U.col(k).dot(X.col(j)))*m_U.col(k); X.col(j) = X.col(j) - (m_U.col(k).dot(X.col(j)))*m_U.col(k);
} }
@ -473,7 +471,7 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const Matri
dgmresInitDeflation(m); dgmresInitDeflation(m);
DenseMatrix MX(m, nbrEig); DenseMatrix MX(m, nbrEig);
DenseVector tv1(m); DenseVector tv1(m);
for (int j = 0; j < nbrEig; j++) for (Index j = 0; j < nbrEig; j++)
{ {
tv1 = mat * X.col(j); tv1 = mat * X.col(j);
MX.col(j) = precond.solve(tv1); MX.col(j) = precond.solve(tv1);
@ -488,8 +486,8 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const Matri
} }
// Save X into m_U and m_MX in m_MU // Save X into m_U and m_MX in m_MU
for (int j = 0; j < nbrEig; j++) m_U.col(m_r+j) = X.col(j); for (Index j = 0; j < nbrEig; j++) m_U.col(m_r+j) = X.col(j);
for (int j = 0; j < nbrEig; j++) m_MU.col(m_r+j) = MX.col(j); for (Index j = 0; j < nbrEig; j++) m_MU.col(m_r+j) = MX.col(j);
// Increase the size of the invariant subspace // Increase the size of the invariant subspace
m_r += nbrEig; m_r += nbrEig;
@ -502,7 +500,7 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const Matri
} }
template<typename _MatrixType, typename _Preconditioner> template<typename _MatrixType, typename _Preconditioner>
template<typename RhsType, typename DestType> template<typename RhsType, typename DestType>
int DGMRES<_MatrixType, _Preconditioner>::dgmresApplyDeflation(const RhsType &x, DestType &y) const Index DGMRES<_MatrixType, _Preconditioner>::dgmresApplyDeflation(const RhsType &x, DestType &y) const
{ {
DenseVector x1 = m_U.leftCols(m_r).transpose() * x; DenseVector x1 = m_U.leftCols(m_r).transpose() * x;
y = x + m_U.leftCols(m_r) * ( m_lambdaN * m_luT.solve(x1) - x1); y = x + m_U.leftCols(m_r) * ( m_lambdaN * m_luT.solve(x1) - x1);