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311 lines
9.4 KiB
C++
311 lines
9.4 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_SPARSETRIANGULARSOLVER_H
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#define EIGEN_SPARSETRIANGULARSOLVER_H
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namespace Eigen {
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namespace internal {
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template<typename Lhs, typename Rhs, int Mode,
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int UpLo = (Mode & Lower)
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? Lower
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: (Mode & Upper)
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? Upper
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: -1,
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int StorageOrder = int(traits<Lhs>::Flags) & RowMajorBit>
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struct sparse_solve_triangular_selector;
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// forward substitution, row-major
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template<typename Lhs, typename Rhs, int Mode>
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struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Lower,RowMajor>
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{
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typedef typename Rhs::Scalar Scalar;
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typedef evaluator<Lhs> LhsEval;
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typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
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static void run(const Lhs& lhs, Rhs& other)
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{
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LhsEval lhsEval(lhs);
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for(Index col=0 ; col<other.cols() ; ++col)
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{
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for(Index i=0; i<lhs.rows(); ++i)
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{
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Scalar tmp = other.coeff(i,col);
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Scalar lastVal(0);
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Index lastIndex = 0;
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for(LhsIterator it(lhsEval, i); it; ++it)
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{
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lastVal = it.value();
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lastIndex = it.index();
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if(lastIndex==i)
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break;
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tmp -= lastVal * other.coeff(lastIndex,col);
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}
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if (Mode & UnitDiag)
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other.coeffRef(i,col) = tmp;
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else
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{
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eigen_assert(lastIndex==i);
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other.coeffRef(i,col) = tmp/lastVal;
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}
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}
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}
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}
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};
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// backward substitution, row-major
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template<typename Lhs, typename Rhs, int Mode>
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struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,RowMajor>
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{
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typedef typename Rhs::Scalar Scalar;
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typedef evaluator<Lhs> LhsEval;
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typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
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static void run(const Lhs& lhs, Rhs& other)
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{
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LhsEval lhsEval(lhs);
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for(Index col=0 ; col<other.cols() ; ++col)
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{
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for(Index i=lhs.rows()-1 ; i>=0 ; --i)
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{
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Scalar tmp = other.coeff(i,col);
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Scalar l_ii(0);
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LhsIterator it(lhsEval, i);
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while(it && it.index()<i)
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++it;
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if(!(Mode & UnitDiag))
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{
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eigen_assert(it && it.index()==i);
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l_ii = it.value();
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++it;
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}
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else if (it && it.index() == i)
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++it;
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for(; it; ++it)
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{
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tmp -= it.value() * other.coeff(it.index(),col);
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}
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if (Mode & UnitDiag) other.coeffRef(i,col) = tmp;
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else other.coeffRef(i,col) = tmp/l_ii;
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}
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}
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}
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};
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// forward substitution, col-major
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template<typename Lhs, typename Rhs, int Mode>
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struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Lower,ColMajor>
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{
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typedef typename Rhs::Scalar Scalar;
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typedef evaluator<Lhs> LhsEval;
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typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
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static void run(const Lhs& lhs, Rhs& other)
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{
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LhsEval lhsEval(lhs);
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for(Index col=0 ; col<other.cols() ; ++col)
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{
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for(Index i=0; i<lhs.cols(); ++i)
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{
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Scalar& tmp = other.coeffRef(i,col);
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if (tmp!=Scalar(0)) // optimization when other is actually sparse
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{
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LhsIterator it(lhsEval, i);
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while(it && it.index()<i)
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++it;
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if(!(Mode & UnitDiag))
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{
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eigen_assert(it && it.index()==i);
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tmp /= it.value();
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}
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if (it && it.index()==i)
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++it;
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for(; it; ++it)
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other.coeffRef(it.index(), col) -= tmp * it.value();
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}
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}
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}
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}
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};
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// backward substitution, col-major
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template<typename Lhs, typename Rhs, int Mode>
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struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,ColMajor>
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{
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typedef typename Rhs::Scalar Scalar;
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typedef evaluator<Lhs> LhsEval;
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typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
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static void run(const Lhs& lhs, Rhs& other)
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{
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LhsEval lhsEval(lhs);
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for(Index col=0 ; col<other.cols() ; ++col)
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{
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for(Index i=lhs.cols()-1; i>=0; --i)
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{
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Scalar& tmp = other.coeffRef(i,col);
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if (tmp!=Scalar(0)) // optimization when other is actually sparse
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{
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if(!(Mode & UnitDiag))
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{
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// TODO replace this by a binary search. make sure the binary search is safe for partially sorted elements
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LhsIterator it(lhsEval, i);
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while(it && it.index()!=i)
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++it;
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eigen_assert(it && it.index()==i);
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other.coeffRef(i,col) /= it.value();
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}
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LhsIterator it(lhsEval, i);
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for(; it && it.index()<i; ++it)
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other.coeffRef(it.index(), col) -= tmp * it.value();
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}
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}
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}
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}
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};
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} // end namespace internal
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template<typename ExpressionType,unsigned int Mode>
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template<typename OtherDerived>
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void TriangularViewImpl<ExpressionType,Mode,Sparse>::solveInPlace(MatrixBase<OtherDerived>& other) const
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{
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eigen_assert(derived().cols() == derived().rows() && derived().cols() == other.rows());
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eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower)));
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enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit };
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typedef typename internal::conditional<copy,
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typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy;
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OtherCopy otherCopy(other.derived());
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internal::sparse_solve_triangular_selector<ExpressionType, typename internal::remove_reference<OtherCopy>::type, Mode>::run(derived().nestedExpression(), otherCopy);
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if (copy)
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other = otherCopy;
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}
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// pure sparse path
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namespace internal {
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template<typename Lhs, typename Rhs, int Mode,
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int UpLo = (Mode & Lower)
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? Lower
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: (Mode & Upper)
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? Upper
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: -1,
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int StorageOrder = int(Lhs::Flags) & (RowMajorBit)>
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struct sparse_solve_triangular_sparse_selector;
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// forward substitution, col-major
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template<typename Lhs, typename Rhs, int Mode, int UpLo>
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struct sparse_solve_triangular_sparse_selector<Lhs,Rhs,Mode,UpLo,ColMajor>
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{
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typedef typename Rhs::Scalar Scalar;
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typedef typename promote_index_type<typename traits<Lhs>::StorageIndex,
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typename traits<Rhs>::StorageIndex>::type StorageIndex;
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static void run(const Lhs& lhs, Rhs& other)
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{
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const bool IsLower = (UpLo==Lower);
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AmbiVector<Scalar,StorageIndex> tempVector(other.rows()*2);
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tempVector.setBounds(0,other.rows());
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Rhs res(other.rows(), other.cols());
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res.reserve(other.nonZeros());
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for(Index col=0 ; col<other.cols() ; ++col)
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{
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// FIXME estimate number of non zeros
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tempVector.init(.99/*float(other.col(col).nonZeros())/float(other.rows())*/);
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tempVector.setZero();
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tempVector.restart();
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for (typename Rhs::InnerIterator rhsIt(other, col); rhsIt; ++rhsIt)
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{
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tempVector.coeffRef(rhsIt.index()) = rhsIt.value();
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}
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for(Index i=IsLower?0:lhs.cols()-1;
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IsLower?i<lhs.cols():i>=0;
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i+=IsLower?1:-1)
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{
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tempVector.restart();
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Scalar& ci = tempVector.coeffRef(i);
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if (ci!=Scalar(0))
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{
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// find
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typename Lhs::InnerIterator it(lhs, i);
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if(!(Mode & UnitDiag))
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{
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if (IsLower)
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{
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eigen_assert(it.index()==i);
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ci /= it.value();
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}
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else
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ci /= lhs.coeff(i,i);
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}
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tempVector.restart();
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if (IsLower)
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{
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if (it.index()==i)
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++it;
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for(; it; ++it)
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tempVector.coeffRef(it.index()) -= ci * it.value();
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}
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else
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{
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for(; it && it.index()<i; ++it)
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tempVector.coeffRef(it.index()) -= ci * it.value();
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}
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}
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}
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Index count = 0;
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// FIXME compute a reference value to filter zeros
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for (typename AmbiVector<Scalar,StorageIndex>::Iterator it(tempVector/*,1e-12*/); it; ++it)
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{
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++ count;
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// std::cerr << "fill " << it.index() << ", " << col << "\n";
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// std::cout << it.value() << " ";
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// FIXME use insertBack
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res.insert(it.index(), col) = it.value();
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}
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// std::cout << "tempVector.nonZeros() == " << int(count) << " / " << (other.rows()) << "\n";
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}
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res.finalize();
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other = res.markAsRValue();
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}
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};
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} // end namespace internal
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template<typename ExpressionType,unsigned int Mode>
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template<typename OtherDerived>
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void TriangularViewImpl<ExpressionType,Mode,Sparse>::solveInPlace(SparseMatrixBase<OtherDerived>& other) const
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{
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eigen_assert(derived().cols() == derived().rows() && derived().cols() == other.rows());
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eigen_assert( (!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower)));
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// enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit };
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// typedef typename internal::conditional<copy,
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// typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy;
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// OtherCopy otherCopy(other.derived());
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internal::sparse_solve_triangular_sparse_selector<ExpressionType, OtherDerived, Mode>::run(derived().nestedExpression(), other.derived());
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// if (copy)
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// other = otherCopy;
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}
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} // end namespace Eigen
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#endif // EIGEN_SPARSETRIANGULARSOLVER_H
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