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							| @ -1,502 +0,0 @@ | ||||
|                   GNU LESSER GENERAL PUBLIC LICENSE | ||||
|                        Version 2.1, February 1999 | ||||
| 
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|  Copyright (C) 1991, 1999 Free Software Foundation, Inc. | ||||
|  51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA | ||||
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| [This is the first released version of the Lesser GPL.  It also counts | ||||
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| 
 | ||||
|     <one line to give the library's name and a brief idea of what it does.> | ||||
|     Copyright (C) <year>  <name of author> | ||||
| 
 | ||||
|     This library is free software; you can redistribute it and/or | ||||
|     modify it under the terms of the GNU Lesser General Public | ||||
|     License as published by the Free Software Foundation; either | ||||
|     version 2.1 of the License, or (at your option) any later version. | ||||
| 
 | ||||
|     This library is distributed in the hope that it will be useful, | ||||
|     but WITHOUT ANY WARRANTY; without even the implied warranty of | ||||
|     MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU | ||||
|     Lesser General Public License for more details. | ||||
| 
 | ||||
|     You should have received a copy of the GNU Lesser General Public | ||||
|     License along with this library; if not, write to the Free Software | ||||
|     Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA | ||||
| 
 | ||||
| Also add information on how to contact you by electronic and paper mail. | ||||
| 
 | ||||
| You should also get your employer (if you work as a programmer) or your | ||||
| school, if any, to sign a "copyright disclaimer" for the library, if | ||||
| necessary.  Here is a sample; alter the names: | ||||
| 
 | ||||
|   Yoyodyne, Inc., hereby disclaims all copyright interest in the | ||||
|   library `Frob' (a library for tweaking knobs) written by James Random Hacker. | ||||
| 
 | ||||
|   <signature of Ty Coon>, 1 April 1990 | ||||
|   Ty Coon, President of Vice | ||||
| 
 | ||||
| That's all there is to it! | ||||
| @ -2,17 +2,5 @@ Eigen is primarily MPL2 licensed. See COPYING.MPL2 and these links: | ||||
|   http://www.mozilla.org/MPL/2.0/ | ||||
|   http://www.mozilla.org/MPL/2.0/FAQ.html | ||||
| 
 | ||||
| Some files contain third-party code under BSD or LGPL licenses, whence the other | ||||
| COPYING.* files here. | ||||
| 
 | ||||
| All the LGPL code is either LGPL 2.1-only, or LGPL 2.1-or-later. | ||||
| For this reason, the COPYING.LGPL file contains the LGPL 2.1 text. | ||||
| 
 | ||||
| If you want to guarantee that the Eigen code that you are #including is licensed | ||||
| under the MPL2 and possibly more permissive licenses (like BSD), #define this | ||||
| preprocessor symbol: | ||||
|   EIGEN_MPL2_ONLY | ||||
| For example, with most compilers, you could add this to your project CXXFLAGS: | ||||
|   -DEIGEN_MPL2_ONLY | ||||
| This will cause a compilation error to be generated if you #include any code that is | ||||
| LGPL licensed. | ||||
| Some files contain third-party code under BSD or other MPL2-compatible licenses, | ||||
| whence the other COPYING.* files here. | ||||
| @ -1,3 +0,0 @@ | ||||
| #ifdef EIGEN_MPL2_ONLY | ||||
| #error Including non-MPL2 code in EIGEN_MPL2_ONLY mode | ||||
| #endif | ||||
| @ -26,8 +26,7 @@ namespace Eigen { | ||||
|   * \tparam Scalar the scalar type of the input matrices | ||||
|   * \tparam UpLo_ The triangular part that will be used for the computations. It can be Lower | ||||
|     *               or Upper. Default is Lower. | ||||
|   * \tparam OrderingType_ The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<int>, | ||||
|   *                       unless EIGEN_MPL2_ONLY is defined, in which case the default is NaturalOrdering<int>. | ||||
|   * \tparam OrderingType_ The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<int>. | ||||
|   * | ||||
|   * \implsparsesolverconcept | ||||
|   * | ||||
|  | ||||
| @ -17,10 +17,10 @@ following commands: | ||||
| 2. bash eigen_sycl_bench.sh | ||||
| 
 | ||||
| To compile the floating point GPU benchmarks using Intel DPCPP compiler  | ||||
| /path/to/dpcpp/bin/clang+  -DSYCL_COMPILER_IS_DPCPP -DNDEBUG -DEIGEN_MPL2_ONLY -DEIGEN_USE_SYCL=1 -I ../../  -O3 -DNDEBUG -fsycl -fsycl-targets="supported backend in DPCPP. i.e. spir64 or nvptx64-nvidia-cuda"  -std=c++17  tensor_benchmarks_sycl.cc benchmark_main.cc  -lpthread -o eigen_dpcpp_sycl | ||||
| /path/to/dpcpp/bin/clang+  -DSYCL_COMPILER_IS_DPCPP -DNDEBUG -DEIGEN_USE_SYCL=1 -I ../../  -O3 -DNDEBUG -fsycl -fsycl-targets="supported backend in DPCPP. i.e. spir64 or nvptx64-nvidia-cuda"  -std=c++17  tensor_benchmarks_sycl.cc benchmark_main.cc  -lpthread -o eigen_dpcpp_sycl | ||||
| 
 | ||||
| Last but not least, we also provide a suite of benchmarks to measure the scalability of the contraction code on CPU. To compile these benchmarks, call | ||||
| g++ contraction_benchmarks_cpu.cc benchmark_main.cc -I ../../ -std=c++11 -O3 -DNDEBUG -pthread -mavx -o benchmarks_cpu | ||||
| 
 | ||||
| To compile the contraction with DPCPP:  | ||||
| /path/to/dpcpp/bin/clang++  -DSYCL_COMPILER_IS_DPCPP -DNDEBUG -DEIGEN_MPL2_ONLY -DEIGEN_USE_SYCL=1 -I ../../  -O3 -DNDEBUG -fsycl -fsycl-targets="supported backend in DPCPP. i.e. spir64 or nvptx64-nvidia-cuda" -std=c++17   tensor_contract_sycl_bench.cc -lpthread -o eigen_dpcpp_contract | ||||
| /path/to/dpcpp/bin/clang++  -DSYCL_COMPILER_IS_DPCPP -DNDEBUG -DEIGEN_USE_SYCL=1 -I ../../  -O3 -DNDEBUG -fsycl -fsycl-targets="supported backend in DPCPP. i.e. spir64 or nvptx64-nvidia-cuda" -std=c++17   tensor_contract_sycl_bench.cc -lpthread -o eigen_dpcpp_contract | ||||
|  | ||||
| @ -10,7 +10,6 @@ benchmark_main.cc \ | ||||
| -march=native \ | ||||
| -O3 \ | ||||
| -DNDEBUG \ | ||||
| -DEIGEN_MPL2_ONLY \ | ||||
| -DEIGEN_USE_SYCL=1 \ | ||||
| -DEIGEN_SYCL_LOCAL_MEM=1 \ | ||||
| -no-serial-memop \ | ||||
|  | ||||
| @ -1,7 +1,7 @@ | ||||
| rm -f tensor_contract_sycl_bench | ||||
| : "${COMPUTECPP_PACKAGE_ROOT_DIR:?Need to set COMPUTECPP_PACKAGE_ROOT_DIR}" | ||||
| echo "COMPUTECPP_PACKAGE_ROOT_DIR is set to: "$COMPUTECPP_PACKAGE_ROOT_DIR | ||||
| ${COMPUTECPP_PACKAGE_ROOT_DIR}/bin/compute++  tensor_contract_sycl_bench.cc -I ../../ -I ${COMPUTECPP_PACKAGE_ROOT_DIR}/include/ -std=c++11 -O3 -DNDEBUG -DEIGEN_MPL2_ONLY -DEIGEN_USE_SYCL=1 -no-serial-memop -mllvm -inline-threshold=10000 -fsycl-ih-last -sycl-driver -Xclang -cl-mad-enable -lOpenCL -lComputeCpp -lpthread -o tensor_contract_sycl_bench ${@:1} | ||||
| ${COMPUTECPP_PACKAGE_ROOT_DIR}/bin/compute++  tensor_contract_sycl_bench.cc -I ../../ -I ${COMPUTECPP_PACKAGE_ROOT_DIR}/include/ -std=c++11 -O3 -DNDEBUG -DEIGEN_USE_SYCL=1 -no-serial-memop -mllvm -inline-threshold=10000 -fsycl-ih-last -sycl-driver -Xclang -cl-mad-enable -lOpenCL -lComputeCpp -lpthread -o tensor_contract_sycl_bench ${@:1} | ||||
| export LD_LIBRARY_PATH=${COMPUTECPP_PACKAGE_ROOT_DIR}/lib:$LD_LIBRARY_PATH | ||||
| ./tensor_contract_sycl_bench | ||||
| 
 | ||||
|  | ||||
| @ -78,9 +78,6 @@ run time. However, these assertions do cost time and can thus be turned off. | ||||
|  - \b eigen_assert - macro with one argument that is used inside %Eigen for assertions. By default, it is | ||||
|    basically defined to be \c assert, which aborts the program if the assertion is violated. Redefine this | ||||
|    macro if you want to do something else, like throwing an exception. | ||||
|  - \b EIGEN_MPL2_ONLY - disable non MPL2 compatible features, or in other words disable the features which | ||||
|    are still under the LGPL. | ||||
| 
 | ||||
| 
 | ||||
| \section TopicPreprocessorDirectivesPerformance Alignment, vectorization and performance tweaking | ||||
| 
 | ||||
|  | ||||
| @ -299,7 +299,6 @@ ei_add_test(special_numbers) | ||||
| ei_add_test(rvalue_types) | ||||
| ei_add_test(dense_storage) | ||||
| ei_add_test(ctorleak) | ||||
| ei_add_test(mpl2only) | ||||
| ei_add_test(inplace_decomposition) | ||||
| ei_add_test(half_float) | ||||
| ei_add_test(bfloat16_float) | ||||
|  | ||||
| @ -1,24 +0,0 @@ | ||||
| // This file is part of Eigen, a lightweight C++ template library
 | ||||
| // for linear algebra.
 | ||||
| //
 | ||||
| // Copyright (C) 2015 Gael Guennebaud <gael.guennebaud@inria.fr>
 | ||||
| //
 | ||||
| // 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_MPL2_ONLY | ||||
| #define EIGEN_MPL2_ONLY | ||||
| #endif | ||||
| #include <Eigen/Dense> | ||||
| #include <Eigen/SparseCore> | ||||
| #include <Eigen/SparseLU> | ||||
| #include <Eigen/SparseQR> | ||||
| #include <Eigen/Sparse> | ||||
| #include <Eigen/IterativeLinearSolvers> | ||||
| #include <Eigen/Eigen> | ||||
| 
 | ||||
| int main() | ||||
| { | ||||
|   return 0; | ||||
| } | ||||
| @ -19,7 +19,6 @@ | ||||
|   * \defgroup IterativeLinearSolvers_Module Iterative Solvers module | ||||
|   * This module aims to provide various iterative linear and non linear solver algorithms. | ||||
|   * It currently provides: | ||||
|   *  - a constrained conjugate gradient | ||||
|   *  - a Householder GMRES implementation | ||||
|   *  - an IDR(s) implementation | ||||
|   *  - a BiCGSTAB(L) implementation | ||||
| @ -79,11 +78,6 @@ | ||||
| 
 | ||||
| #include "../../Eigen/src/Core/util/DisableStupidWarnings.h" | ||||
| 
 | ||||
| #ifndef EIGEN_MPL2_ONLY | ||||
| #include "src/IterativeSolvers/IterationController.h" | ||||
| #include "src/IterativeSolvers/ConstrainedConjGrad.h" | ||||
| #endif | ||||
| 
 | ||||
| #include "src/IterativeSolvers/IncompleteLU.h" | ||||
| #include "src/IterativeSolvers/GMRES.h" | ||||
| #include "src/IterativeSolvers/DGMRES.h" | ||||
|  | ||||
| @ -1,189 +0,0 @@ | ||||
| // This file is part of Eigen, a lightweight C++ template library
 | ||||
| // for linear algebra.
 | ||||
| //
 | ||||
| // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
 | ||||
| 
 | ||||
| /* NOTE The functions of this file have been adapted from the GMM++ library */ | ||||
| 
 | ||||
| //========================================================================
 | ||||
| //
 | ||||
| // Copyright (C) 2002-2007 Yves Renard
 | ||||
| //
 | ||||
| // This file is a part of GETFEM++
 | ||||
| //
 | ||||
| // Getfem++ is free software; you can redistribute it and/or modify
 | ||||
| // it under the terms of the GNU Lesser General Public License as
 | ||||
| // published by the Free Software Foundation; version 2.1 of the License.
 | ||||
| //
 | ||||
| // This program is distributed in the hope that it will be useful,
 | ||||
| // but WITHOUT ANY WARRANTY; without even the implied warranty of
 | ||||
| // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 | ||||
| // GNU Lesser General Public License for more details.
 | ||||
| // You should have received a copy of the GNU Lesser General Public
 | ||||
| // License along with this program; if not, write to the Free Software
 | ||||
| // Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301,
 | ||||
| // USA.
 | ||||
| //
 | ||||
| //========================================================================
 | ||||
| 
 | ||||
| #include "../../../../Eigen/src/Core/util/NonMPL2.h" | ||||
| 
 | ||||
| #ifndef EIGEN_CONSTRAINEDCG_H | ||||
| #define EIGEN_CONSTRAINEDCG_H | ||||
| 
 | ||||
| #include "../../../../Eigen/Core" | ||||
| 
 | ||||
| #include "./InternalHeaderCheck.h" | ||||
| 
 | ||||
| namespace Eigen {  | ||||
| 
 | ||||
| namespace internal { | ||||
| 
 | ||||
| /** \ingroup IterativeLinearSolvers_Module
 | ||||
|   * Compute the pseudo inverse of the non-square matrix C such that | ||||
|   * \f$ CINV = (C * C^T)^{-1} * C \f$ based on a conjugate gradient method. | ||||
|   * | ||||
|   * This function is internally used by constrained_cg. | ||||
|   */ | ||||
| template <typename CMatrix, typename CINVMatrix> | ||||
| void pseudo_inverse(const CMatrix &C, CINVMatrix &CINV) | ||||
| { | ||||
|   // optimisable : copie de la ligne, precalcul de C * trans(C).
 | ||||
|   typedef typename CMatrix::Scalar Scalar; | ||||
|   typedef typename CMatrix::Index Index; | ||||
|   // FIXME use sparse vectors ?
 | ||||
|   typedef Matrix<Scalar,Dynamic,1> TmpVec; | ||||
| 
 | ||||
|   Index rows = C.rows(), cols = C.cols(); | ||||
| 
 | ||||
|   TmpVec d(rows), e(rows), l(cols), p(rows), q(rows), r(rows); | ||||
|   Scalar rho, rho_1, alpha; | ||||
|   d.setZero(); | ||||
| 
 | ||||
|   typedef Triplet<double> T; | ||||
|   std::vector<T> tripletList; | ||||
|      | ||||
|   for (Index i = 0; i < rows; ++i) | ||||
|   { | ||||
|     d[i] = 1.0; | ||||
|     rho = 1.0; | ||||
|     e.setZero(); | ||||
|     r = d; | ||||
|     p = d; | ||||
| 
 | ||||
|     while (rho >= 1e-38) | ||||
|     { /* conjugate gradient to compute e             */ | ||||
|       /* which is the i-th row of inv(C * trans(C))  */ | ||||
|       l = C.transpose() * p; | ||||
|       q = C * l; | ||||
|       alpha = rho / p.dot(q); | ||||
|       e +=  alpha * p; | ||||
|       r += -alpha * q; | ||||
|       rho_1 = rho; | ||||
|       rho = r.dot(r); | ||||
|       p = (rho/rho_1) * p + r; | ||||
|     } | ||||
| 
 | ||||
|     l = C.transpose() * e; // l is the i-th row of CINV
 | ||||
|     // FIXME add a generic "prune/filter" expression for both dense and sparse object to sparse
 | ||||
|     for (Index j=0; j<l.size(); ++j) | ||||
|       if (l[j]<1e-15) | ||||
| 	tripletList.push_back(T(i,j,l(j))); | ||||
| 
 | ||||
| 	 | ||||
|     d[i] = 0.0; | ||||
|   } | ||||
|   CINV.setFromTriplets(tripletList.begin(), tripletList.end()); | ||||
| } | ||||
| 
 | ||||
| 
 | ||||
| 
 | ||||
| /** \ingroup IterativeLinearSolvers_Module
 | ||||
|   * Constrained conjugate gradient | ||||
|   * | ||||
|   * Computes the minimum of \f$ 1/2((Ax).x) - bx \f$ under the constraint \f$ Cx \le f \f$ | ||||
|   */ | ||||
| template<typename TMatrix, typename CMatrix, | ||||
|          typename VectorX, typename VectorB, typename VectorF> | ||||
| void constrained_cg(const TMatrix& A, const CMatrix& C, VectorX& x, | ||||
|                        const VectorB& b, const VectorF& f, IterationController &iter) | ||||
| { | ||||
|   using std::sqrt; | ||||
|   typedef typename TMatrix::Scalar Scalar; | ||||
|   typedef typename TMatrix::Index Index; | ||||
|   typedef Matrix<Scalar,Dynamic,1>  TmpVec; | ||||
| 
 | ||||
|   Scalar rho = 1.0, rho_1, lambda, gamma; | ||||
|   Index xSize = x.size(); | ||||
|   TmpVec  p(xSize), q(xSize), q2(xSize), | ||||
|           r(xSize), old_z(xSize), z(xSize), | ||||
|           memox(xSize); | ||||
|   std::vector<bool> satured(C.rows()); | ||||
|   p.setZero(); | ||||
|   iter.setRhsNorm(sqrt(b.dot(b))); // gael vect_sp(PS, b, b)
 | ||||
|   if (iter.rhsNorm() == 0.0) iter.setRhsNorm(1.0); | ||||
| 
 | ||||
|   SparseMatrix<Scalar,RowMajor> CINV(C.rows(), C.cols()); | ||||
|   pseudo_inverse(C, CINV); | ||||
| 
 | ||||
|   while(true) | ||||
|   { | ||||
|     // computation of residual
 | ||||
|     old_z = z; | ||||
|     memox = x; | ||||
|     r = b; | ||||
|     r += A * -x; | ||||
|     z = r; | ||||
|     bool transition = false; | ||||
|     for (Index i = 0; i < C.rows(); ++i) | ||||
|     { | ||||
|       Scalar al = C.row(i).dot(x) - f.coeff(i); | ||||
|       if (al >= -1.0E-15) | ||||
|       { | ||||
|         if (!satured[i]) | ||||
|         { | ||||
|           satured[i] = true; | ||||
|           transition = true; | ||||
|         } | ||||
|         Scalar bb = CINV.row(i).dot(z); | ||||
|         if (bb > 0.0) | ||||
|           // FIXME: we should allow that: z += -bb * C.row(i);
 | ||||
|           for (typename CMatrix::InnerIterator it(C,i); it; ++it) | ||||
|             z.coeffRef(it.index()) -= bb*it.value(); | ||||
|       } | ||||
|       else | ||||
|         satured[i] = false; | ||||
|     } | ||||
| 
 | ||||
|     // descent direction
 | ||||
|     rho_1 = rho; | ||||
|     rho = r.dot(z); | ||||
| 
 | ||||
|     if (iter.finished(rho)) break; | ||||
|     if (transition || iter.first()) gamma = 0.0; | ||||
|     else gamma = (std::max)(0.0, (rho - old_z.dot(z)) / rho_1); | ||||
|     p = z + gamma*p; | ||||
| 
 | ||||
|     ++iter; | ||||
|     // one dimensional optimization
 | ||||
|     q = A * p; | ||||
|     lambda = rho / q.dot(p); | ||||
|     for (Index i = 0; i < C.rows(); ++i) | ||||
|     { | ||||
|       if (!satured[i]) | ||||
|       { | ||||
|         Scalar bb = C.row(i).dot(p) - f[i]; | ||||
|         if (bb > 0.0) | ||||
|           lambda = (std::min)(lambda, (f.coeff(i)-C.row(i).dot(x)) / bb); | ||||
|       } | ||||
|     } | ||||
|     x += lambda * p; | ||||
|     memox -= x; | ||||
|   } | ||||
| } | ||||
| 
 | ||||
| } // end namespace internal
 | ||||
| 
 | ||||
| } // end namespace Eigen
 | ||||
| 
 | ||||
| #endif // EIGEN_CONSTRAINEDCG_H
 | ||||
| @ -1,156 +0,0 @@ | ||||
| // This file is part of Eigen, a lightweight C++ template library
 | ||||
| // for linear algebra.
 | ||||
| //
 | ||||
| // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
 | ||||
| 
 | ||||
| /* NOTE The class IterationController has been adapted from the iteration
 | ||||
|  *      class of the GMM++ and ITL libraries. | ||||
|  */ | ||||
| 
 | ||||
| //=======================================================================
 | ||||
| // Copyright (C) 1997-2001
 | ||||
| // Authors: Andrew Lumsdaine <lums@osl.iu.edu> 
 | ||||
| //          Lie-Quan Lee     <llee@osl.iu.edu>
 | ||||
| //
 | ||||
| // This file is part of the Iterative Template Library
 | ||||
| //
 | ||||
| // You should have received a copy of the License Agreement for the
 | ||||
| // Iterative Template Library along with the software;  see the
 | ||||
| // file LICENSE.  
 | ||||
| //
 | ||||
| // Permission to modify the code and to distribute modified code is
 | ||||
| // granted, provided the text of this NOTICE is retained, a notice that
 | ||||
| // the code was modified is included with the above COPYRIGHT NOTICE and
 | ||||
| // with the COPYRIGHT NOTICE in the LICENSE file, and that the LICENSE
 | ||||
| // file is distributed with the modified code.
 | ||||
| //
 | ||||
| // LICENSOR MAKES NO REPRESENTATIONS OR WARRANTIES, EXPRESS OR IMPLIED.
 | ||||
| // By way of example, but not limitation, Licensor MAKES NO
 | ||||
| // REPRESENTATIONS OR WARRANTIES OF MERCHANTABILITY OR FITNESS FOR ANY
 | ||||
| // PARTICULAR PURPOSE OR THAT THE USE OF THE LICENSED SOFTWARE COMPONENTS
 | ||||
| // OR DOCUMENTATION WILL NOT INFRINGE ANY PATENTS, COPYRIGHTS, TRADEMARKS
 | ||||
| // OR OTHER RIGHTS.
 | ||||
| //=======================================================================
 | ||||
| 
 | ||||
| //========================================================================
 | ||||
| //
 | ||||
| // Copyright (C) 2002-2007 Yves Renard
 | ||||
| //
 | ||||
| // This file is a part of GETFEM++
 | ||||
| //
 | ||||
| // Getfem++ is free software; you can redistribute it and/or modify
 | ||||
| // it under the terms of the GNU Lesser General Public License as
 | ||||
| // published by the Free Software Foundation; version 2.1 of the License.
 | ||||
| //
 | ||||
| // This program is distributed in the hope that it will be useful,
 | ||||
| // but WITHOUT ANY WARRANTY; without even the implied warranty of
 | ||||
| // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 | ||||
| // GNU Lesser General Public License for more details.
 | ||||
| // You should have received a copy of the GNU Lesser General Public
 | ||||
| // License along with this program; if not, write to the Free Software
 | ||||
| // Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301,
 | ||||
| // USA.
 | ||||
| //
 | ||||
| //========================================================================
 | ||||
| 
 | ||||
| #include "../../../../Eigen/src/Core/util/NonMPL2.h" | ||||
| 
 | ||||
| #ifndef EIGEN_ITERATION_CONTROLLER_H | ||||
| #define EIGEN_ITERATION_CONTROLLER_H | ||||
| 
 | ||||
| #include "./InternalHeaderCheck.h" | ||||
| 
 | ||||
| namespace Eigen {  | ||||
| 
 | ||||
| /** \ingroup IterativeLinearSolvers_Module
 | ||||
|   * \class IterationController | ||||
|   * | ||||
|   * \brief Controls the iterations of the iterative solvers | ||||
|   * | ||||
|   * This class has been adapted from the iteration class of GMM++ and ITL libraries. | ||||
|   * | ||||
|   */ | ||||
| class IterationController | ||||
| { | ||||
|   protected : | ||||
|     double m_rhsn;        ///< Right hand side norm
 | ||||
|     size_t m_maxiter;     ///< Max. number of iterations
 | ||||
|     int m_noise;          ///< if noise > 0 iterations are printed
 | ||||
|     double m_resmax;      ///< maximum residual
 | ||||
|     double m_resminreach, m_resadd; | ||||
|     size_t m_nit;         ///< iteration number
 | ||||
|     double m_res;         ///< last computed residual
 | ||||
|     bool m_written; | ||||
|     void (*m_callback)(const IterationController&); | ||||
|   public : | ||||
| 
 | ||||
|     void init() | ||||
|     { | ||||
|       m_nit = 0; m_res = 0.0; m_written = false; | ||||
|       m_resminreach = 1E50; m_resadd = 0.0; | ||||
|       m_callback = 0; | ||||
|     } | ||||
| 
 | ||||
|     IterationController(double r = 1.0E-8, int noi = 0, size_t mit = size_t(-1)) | ||||
|       : m_rhsn(1.0), m_maxiter(mit), m_noise(noi), m_resmax(r) { init(); } | ||||
| 
 | ||||
|     void operator ++(int) { m_nit++; m_written = false; m_resadd += m_res; } | ||||
|     void operator ++() { (*this)++; } | ||||
| 
 | ||||
|     bool first() { return m_nit == 0; } | ||||
| 
 | ||||
|     /* get/set the "noisyness" (verbosity) of the solvers */ | ||||
|     int noiseLevel() const { return m_noise; } | ||||
|     void setNoiseLevel(int n) { m_noise = n; } | ||||
|     void reduceNoiseLevel() { if (m_noise > 0) m_noise--; } | ||||
| 
 | ||||
|     double maxResidual() const { return m_resmax; } | ||||
|     void setMaxResidual(double r) { m_resmax = r; } | ||||
| 
 | ||||
|     double residual() const { return m_res; } | ||||
| 
 | ||||
|     /* change the user-definable callback, called after each iteration */ | ||||
|     void setCallback(void (*t)(const IterationController&)) | ||||
|     { | ||||
|       m_callback = t; | ||||
|     } | ||||
| 
 | ||||
|     size_t iteration() const { return m_nit; } | ||||
|     void setIteration(size_t i) { m_nit = i; } | ||||
| 
 | ||||
|     size_t maxIterarions() const { return m_maxiter; } | ||||
|     void setMaxIterations(size_t i) { m_maxiter = i; } | ||||
| 
 | ||||
|     double rhsNorm() const { return m_rhsn; } | ||||
|     void setRhsNorm(double r) { m_rhsn = r; } | ||||
| 
 | ||||
|     bool converged() const { return m_res <= m_rhsn * m_resmax; } | ||||
|     bool converged(double nr) | ||||
|     { | ||||
|       using std::abs; | ||||
|       m_res = abs(nr);  | ||||
|       m_resminreach = (std::min)(m_resminreach, m_res); | ||||
|       return converged(); | ||||
|     } | ||||
|     template<typename VectorType> bool converged(const VectorType &v) | ||||
|     { return converged(v.squaredNorm()); } | ||||
| 
 | ||||
|     bool finished(double nr) | ||||
|     { | ||||
|       if (m_callback) m_callback(*this); | ||||
|       if (m_noise > 0 && !m_written) | ||||
|       { | ||||
|         converged(nr); | ||||
|         m_written = true; | ||||
|       } | ||||
|       return (m_nit >= m_maxiter || converged(nr)); | ||||
|     } | ||||
|     template <typename VectorType> | ||||
|     bool finished(const MatrixBase<VectorType> &v) | ||||
|     { return finished(double(v.squaredNorm())); } | ||||
| 
 | ||||
| }; | ||||
| 
 | ||||
| } // end namespace Eigen
 | ||||
| 
 | ||||
| #endif // EIGEN_ITERATION_CONTROLLER_H
 | ||||
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	 Antonio Sánchez
						Antonio Sánchez