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|---|---|---|---|
| 1 | /* | ||
| 2 | * Copyright 2021 INRIA | ||
| 3 | */ | ||
| 4 | |||
| 5 | #ifndef __eigenpy_decompositions_minres_hpp__ | ||
| 6 | #define __eigenpy_decompositions_minres_hpp__ | ||
| 7 | |||
| 8 | #include <Eigen/Core> | ||
| 9 | #include <iostream> | ||
| 10 | #include <unsupported/Eigen/IterativeSolvers> | ||
| 11 | |||
| 12 | #include "eigenpy/eigenpy.hpp" | ||
| 13 | #include "eigenpy/utils/scalar-name.hpp" | ||
| 14 | |||
| 15 | namespace eigenpy { | ||
| 16 | template <typename _Solver> | ||
| 17 | struct IterativeSolverBaseVisitor | ||
| 18 | : public boost::python::def_visitor<IterativeSolverBaseVisitor<_Solver>> { | ||
| 19 | typedef _Solver Solver; | ||
| 20 | typedef typename Solver::MatrixType MatrixType; | ||
| 21 | typedef typename Solver::Preconditioner Preconditioner; | ||
| 22 | typedef typename Solver::Scalar Scalar; | ||
| 23 | typedef typename Solver::RealScalar RealScalar; | ||
| 24 | |||
| 25 | typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic, | ||
| 26 | MatrixType::Options> | ||
| 27 | MatrixXs; | ||
| 28 | |||
| 29 | template <class PyClass> | ||
| 30 | 12 | void visit(PyClass& cl) const { | |
| 31 |
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12 | cl.def("analyzePattern", |
| 32 | (Solver & (Solver::*)(const Eigen::EigenBase<MatrixType>& matrix)) & | ||
| 33 | Solver::analyzePattern, | ||
| 34 | bp::args("self", "A"), | ||
| 35 | "Initializes the iterative solver for the sparsity pattern of the " | ||
| 36 | "matrix A for further solving Ax=b problems.", | ||
| 37 | 12 | bp::return_self<>()) | |
| 38 |
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12 | .def( |
| 39 | "factorize", | ||
| 40 | (Solver & (Solver::*)(const Eigen::EigenBase<MatrixType>& matrix)) & | ||
| 41 | Solver::factorize, | ||
| 42 | bp::args("self", "A"), | ||
| 43 | "Initializes the iterative solver with the numerical values of the " | ||
| 44 | "matrix A for further solving Ax=b problems.", | ||
| 45 | 12 | bp::return_self<>()) | |
| 46 |
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12 | .def( |
| 47 | "compute", | ||
| 48 | (Solver & (Solver::*)(const Eigen::EigenBase<MatrixType>& matrix)) & | ||
| 49 | Solver::compute, | ||
| 50 | bp::args("self", "A"), | ||
| 51 | "Initializes the iterative solver with the matrix A for further " | ||
| 52 | "solving Ax=b problems.", | ||
| 53 | 12 | bp::return_self<>()) | |
| 54 | |||
| 55 |
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24 | .def("rows", &Solver::rows, bp::arg("self"), |
| 56 | "Returns the number of rows.") | ||
| 57 |
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24 | .def("cols", &Solver::cols, bp::arg("self"), |
| 58 | "Returns the number of columns.") | ||
| 59 |
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24 | .def("tolerance", &Solver::tolerance, bp::arg("self"), |
| 60 | "Returns the tolerance threshold used by the stopping criteria.") | ||
| 61 |
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12 | .def("setTolerance", &Solver::setTolerance, |
| 62 | bp::args("self", "tolerance"), | ||
| 63 | "Sets the tolerance threshold used by the stopping criteria.\n" | ||
| 64 | "This value is used as an upper bound to the relative residual " | ||
| 65 | "error: |Ax-b|/|b|.\n" | ||
| 66 | "The default value is the machine precision given by " | ||
| 67 | "NumTraits<Scalar>::epsilon().", | ||
| 68 | 12 | bp::return_self<>()) | |
| 69 |
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12 | .def("preconditioner", |
| 70 | (Preconditioner & (Solver::*)()) & Solver::preconditioner, | ||
| 71 |
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12 | bp::arg("self"), |
| 72 | "Returns a read-write reference to the preconditioner for custom " | ||
| 73 | "configuration.", | ||
| 74 | 12 | bp::return_internal_reference<>()) | |
| 75 | |||
| 76 |
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24 | .def("maxIterations", &Solver::maxIterations, bp::arg("self"), |
| 77 | "Returns the max number of iterations.\n" | ||
| 78 | "It is either the value setted by setMaxIterations or, by " | ||
| 79 | "default, twice the number of columns of the matrix.") | ||
| 80 |
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12 | .def("setMaxIterations", &Solver::setMaxIterations, |
| 81 | bp::args("self", "max_iterations"), | ||
| 82 | "Sets the max number of iterations.\n" | ||
| 83 | "Default is twice the number of columns of the matrix.", | ||
| 84 | 12 | bp::return_self<>()) | |
| 85 | |||
| 86 |
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12 | .def( |
| 87 |
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24 | "iterations", &Solver::iterations, bp::arg("self"), |
| 88 | "Returns the number of iterations performed during the last solve.") | ||
| 89 |
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24 | .def("error", &Solver::error, bp::arg("self"), |
| 90 | "Returns the tolerance error reached during the last solve.\n" | ||
| 91 | "It is a close approximation of the true relative residual error " | ||
| 92 | "|Ax-b|/|b|.") | ||
| 93 |
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24 | .def("info", &Solver::error, bp::arg("info"), |
| 94 | "Returns Success if the iterations converged, and NoConvergence " | ||
| 95 | "otherwise.") | ||
| 96 | |||
| 97 |
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24 | .def("solveWithGuess", &solveWithGuess<MatrixXs, MatrixXs>, |
| 98 | bp::args("self", "b", "x0"), | ||
| 99 | "Returns the solution x of A x = b using the current " | ||
| 100 | "decomposition of A and x0 as an initial solution.") | ||
| 101 | |||
| 102 |
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12 | .def( |
| 103 | "solve", &solve<MatrixXs>, bp::args("self", "b"), | ||
| 104 | "Returns the solution x of A x = b using the current decomposition " | ||
| 105 | "of A where b is a right hand side matrix or vector."); | ||
| 106 | 12 | } | |
| 107 | |||
| 108 | private: | ||
| 109 | template <typename MatrixOrVector1, typename MatrixOrVector2> | ||
| 110 | ✗ | static MatrixOrVector1 solveWithGuess(const Solver& self, | |
| 111 | const MatrixOrVector1& b, | ||
| 112 | const MatrixOrVector2& guess) { | ||
| 113 | ✗ | return self.solveWithGuess(b, guess); | |
| 114 | } | ||
| 115 | |||
| 116 | template <typename MatrixOrVector> | ||
| 117 | 1 | static MatrixOrVector solve(const Solver& self, | |
| 118 | const MatrixOrVector& mat_or_vec) { | ||
| 119 |
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1 | MatrixOrVector res = self.solve(mat_or_vec); |
| 120 | 1 | return res; | |
| 121 | } | ||
| 122 | }; | ||
| 123 | |||
| 124 | template <typename _MatrixType> | ||
| 125 | struct MINRESSolverVisitor | ||
| 126 | : public boost::python::def_visitor<MINRESSolverVisitor<_MatrixType>> { | ||
| 127 | typedef _MatrixType MatrixType; | ||
| 128 | typedef typename MatrixType::Scalar Scalar; | ||
| 129 | typedef typename MatrixType::RealScalar RealScalar; | ||
| 130 | typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1, MatrixType::Options> | ||
| 131 | VectorXs; | ||
| 132 | typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic, | ||
| 133 | MatrixType::Options> | ||
| 134 | MatrixXs; | ||
| 135 | typedef Eigen::MINRES<MatrixType> Solver; | ||
| 136 | |||
| 137 | template <class PyClass> | ||
| 138 | 12 | void visit(PyClass& cl) const { | |
| 139 |
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12 | cl.def(bp::init<>(bp::arg("self"), "Default constructor")) |
| 140 |
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24 | .def(bp::init<MatrixType>( |
| 141 | bp::args("self", "matrix"), | ||
| 142 | "Initialize the solver with matrix A for further Ax=b solving.\n" | ||
| 143 | "This constructor is a shortcut for the default constructor " | ||
| 144 | "followed by a call to compute().")) | ||
| 145 | |||
| 146 |
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12 | .def(IterativeSolverBaseVisitor<Solver>()); |
| 147 | 12 | } | |
| 148 | |||
| 149 | static void expose() { | ||
| 150 | static const std::string classname = | ||
| 151 | "MINRES" + scalar_name<Scalar>::shortname(); | ||
| 152 | expose(classname); | ||
| 153 | } | ||
| 154 | |||
| 155 | 12 | static void expose(const std::string& name) { | |
| 156 |
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12 | bp::class_<Solver, boost::noncopyable>( |
| 157 | name.c_str(), | ||
| 158 | "A minimal residual solver for sparse symmetric problems.\n" | ||
| 159 | "This class allows to solve for A.x = b sparse linear problems using " | ||
| 160 | "the MINRES algorithm of Paige and Saunders (1975). The sparse matrix " | ||
| 161 | "A must be symmetric (possibly indefinite). The vectors x and b can be " | ||
| 162 | "either dense or sparse.\n" | ||
| 163 | "The maximal number of iterations and tolerance value can be " | ||
| 164 | "controlled via the setMaxIterations() and setTolerance() methods. The " | ||
| 165 | "defaults are the size of the problem for the maximal number of " | ||
| 166 | "iterations and NumTraits<Scalar>::epsilon() for the tolerance.\n", | ||
| 167 | bp::no_init) | ||
| 168 |
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12 | .def(MINRESSolverVisitor()) |
| 169 |
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12 | .def(IdVisitor<Solver>()); |
| 170 | 12 | } | |
| 171 | |||
| 172 | private: | ||
| 173 | template <typename MatrixOrVector> | ||
| 174 | static MatrixOrVector solve(const Solver& self, const MatrixOrVector& vec) { | ||
| 175 | return self.solve(vec); | ||
| 176 | } | ||
| 177 | }; | ||
| 178 | |||
| 179 | } // namespace eigenpy | ||
| 180 | |||
| 181 | #endif // ifndef __eigenpy_decompositions_minres_hpp__ | ||
| 182 |