42 #ifndef _TEUCHOS_SERIALDENSESOLVER_HPP_
43 #define _TEUCHOS_SERIALDENSESOLVER_HPP_
56 #ifdef HAVE_TEUCHOSNUMERICS_EIGEN
57 #include "Eigen/Dense"
136 template<
typename OrdinalType,
typename ScalarType>
138 public LAPACK<OrdinalType, ScalarType>
144 #ifdef HAVE_TEUCHOSNUMERICS_EIGEN
145 typedef typename Eigen::Matrix<ScalarType,Eigen::Dynamic,Eigen::Dynamic,Eigen::ColMajor> EigenMatrix;
146 typedef typename Eigen::Matrix<ScalarType,Eigen::Dynamic,1> EigenVector;
147 typedef typename Eigen::InnerStride<Eigen::Dynamic> EigenInnerStride;
148 typedef typename Eigen::OuterStride<Eigen::Dynamic> EigenOuterStride;
149 typedef typename Eigen::Map<EigenVector,0,EigenInnerStride > EigenVectorMap;
150 typedef typename Eigen::Map<const EigenVector,0,EigenInnerStride > EigenConstVectorMap;
151 typedef typename Eigen::Map<EigenMatrix,0,EigenOuterStride > EigenMatrixMap;
152 typedef typename Eigen::Map<const EigenMatrix,0,EigenOuterStride > EigenConstMatrixMap;
153 typedef typename Eigen::PermutationMatrix<Eigen::Dynamic,Eigen::Dynamic,OrdinalType> EigenPermutationMatrix;
154 typedef typename Eigen::Array<OrdinalType,Eigen::Dynamic,1> EigenOrdinalArray;
155 typedef typename Eigen::Map<EigenOrdinalArray> EigenOrdinalArrayMap;
156 typedef typename Eigen::Array<ScalarType,Eigen::Dynamic,1> EigenScalarArray;
157 typedef typename Eigen::Map<EigenScalarArray> EigenScalarArrayMap;
357 std::vector<MagnitudeType>
FERR()
const {
return(
FERR_);}
360 std::vector<MagnitudeType>
BERR()
const {
return(
BERR_);}
363 std::vector<MagnitudeType>
R()
const {
return(
R_);}
366 std::vector<MagnitudeType>
C()
const {
return(
C_);}
371 void Print(std::ostream& os)
const;
423 std::vector<MagnitudeType>
R_;
424 std::vector<MagnitudeType>
C_;
425 #ifdef HAVE_TEUCHOSNUMERICS_EIGEN
426 Eigen::PartialPivLU<EigenMatrix> lu_;
455 template<
typename OrdinalType,
typename ScalarType>
459 shouldEquilibrate_(false),
460 equilibratedA_(false),
461 equilibratedB_(false),
464 estimateSolutionErrors_(false),
465 solutionErrorsEstimated_(false),
468 reciprocalConditionEstimated_(false),
469 refineSolution_(false),
470 solutionRefined_(false),
491 template<
typename OrdinalType,
typename ScalarType>
497 template<
typename OrdinalType,
typename ScalarType>
502 reciprocalConditionEstimated_ =
false;
503 solutionRefined_ =
false;
505 solutionErrorsEstimated_ =
false;
506 equilibratedB_ =
false;
510 template<
typename OrdinalType,
typename ScalarType>
514 equilibratedA_ =
false;
536 template<
typename OrdinalType,
typename ScalarType>
553 template<
typename OrdinalType,
typename ScalarType>
559 "SerialDenseSolver<T>::setVectors: X and B are not the same size!");
561 "SerialDenseSolver<T>::setVectors: B is an empty SerialDenseMatrix<T>!");
563 "SerialDenseSolver<T>::setVectors: X is an empty SerialDenseMatrix<T>!");
565 "SerialDenseSolver<T>::setVectors: B has an invalid stride!");
567 "SerialDenseSolver<T>::setVectors: X has an invalid stride!");
576 template<
typename OrdinalType,
typename ScalarType>
579 estimateSolutionErrors_ = flag;
582 refineSolution_ = refineSolution_ || flag;
586 template<
typename OrdinalType,
typename ScalarType>
589 if (factored())
return(0);
592 "SerialDenseSolver<T>::factor: Cannot factor an inverted matrix!");
594 ANORM_ = Matrix_->normOne();
601 if (refineSolution_ ) {
603 AF_ = Factor_->values();
604 LDAF_ = Factor_->stride();
608 if (equilibrate_) ierr = equilibrateMatrix();
610 if (ierr!=0)
return(ierr);
612 if ((
int)IPIV_.size()!=Min_MN_) IPIV_.resize( Min_MN_ );
616 #ifdef HAVE_TEUCHOSNUMERICS_EIGEN
617 EigenMatrixMap aMap( AF_, M_, N_, EigenOuterStride(LDAF_) );
618 EigenPermutationMatrix p;
619 EigenOrdinalArray ind;
620 EigenOrdinalArrayMap ipivMap( &IPIV_[0], Min_MN_ );
623 p = lu_.permutationP();
626 EigenMatrix luMat = lu_.matrixLU();
627 for (OrdinalType j=0; j<aMap.outerSize(); j++) {
628 for (OrdinalType i=0; i<aMap.innerSize(); i++) {
629 aMap(i,j) = luMat(i,j);
632 for (OrdinalType i=0; i<ipivMap.innerSize(); i++) {
636 this->GETRF(M_, N_, AF_, LDAF_, &IPIV_[0], &INFO_);
646 template<
typename OrdinalType,
typename ScalarType>
660 ierr = equilibrateRHS();
662 if (ierr != 0)
return(ierr);
665 "SerialDenseSolver<T>::solve: No right-hand side vector (RHS) has been set for the linear system!");
667 "SerialDenseSolver<T>::solve: No solution vector (LHS) has been set for the linear system!");
672 "SerialDenseSolver<T>::solve: X and B must be different vectors if matrix is inverted.");
674 std::logic_error,
"SerialDenseSolver<T>::solve: Matrix and vectors must be similarly scaled!");
678 RHS_->values(), RHS_->stride(), 0.0, LHS_->values(), LHS_->stride());
679 if (INFO_!=0)
return(INFO_);
684 if (!factored()) factor();
687 std::logic_error,
"SerialDenseSolver<T>::solve: Matrix and vectors must be similarly scaled!");
689 if (RHS_->values()!=LHS_->values()) {
694 #ifdef HAVE_TEUCHOSNUMERICS_EIGEN
695 EigenMatrixMap rhsMap( RHS_->values(), RHS_->numRows(), RHS_->numCols(), EigenOuterStride(RHS_->stride()) );
696 EigenMatrixMap lhsMap( LHS_->values(), LHS_->numRows(), LHS_->numCols(), EigenOuterStride(LHS_->stride()) );
698 lhsMap = lu_.solve(rhsMap);
700 lu_.matrixLU().template triangularView<Eigen::Upper>().transpose().solveInPlace(lhsMap);
701 lu_.matrixLU().template triangularView<Eigen::UnitLower>().transpose().solveInPlace(lhsMap);
702 EigenMatrix x = lu_.permutationP().transpose() * lhsMap;
705 lu_.matrixLU().template triangularView<Eigen::Upper>().adjoint().solveInPlace(lhsMap);
706 lu_.matrixLU().template triangularView<Eigen::UnitLower>().adjoint().solveInPlace(lhsMap);
707 EigenMatrix x = lu_.permutationP().transpose() * lhsMap;
711 this->GETRS(
ETranspChar[TRANS_], N_, RHS_->numCols(), AF_, LDAF_, &IPIV_[0], LHS_->values(), LHS_->stride(), &INFO_);
714 if (INFO_!=0)
return(INFO_);
720 if (shouldEquilibrate() && !equilibratedA_)
721 std::cout <<
"WARNING! SerialDenseSolver<T>::solve: System should be equilibrated!" << std::endl;
724 if (refineSolution_ && !inverted()) ierr1 = applyRefinement();
728 if (equilibrate_) ierr1 = unequilibrateLHS();
733 template<
typename OrdinalType,
typename ScalarType>
737 "SerialDenseSolver<T>::applyRefinement: Must have an existing solution!");
739 "SerialDenseSolver<T>::applyRefinement: Cannot apply refinement if no original copy of A!");
741 #ifdef HAVE_TEUCHOSNUMERICS_EIGEN
746 OrdinalType NRHS = RHS_->numCols();
747 FERR_.resize( NRHS );
748 BERR_.resize( NRHS );
752 std::vector<typename details::lapack_traits<ScalarType>::iwork_type> GERFS_WORK( N_ );
753 this->GERFS(
ETranspChar[TRANS_], N_, NRHS, A_, LDA_, AF_, LDAF_, &IPIV_[0],
754 RHS_->values(), RHS_->stride(), LHS_->values(), LHS_->stride(),
755 &FERR_[0], &BERR_[0], &WORK_[0], &GERFS_WORK[0], &INFO_);
757 solutionErrorsEstimated_ =
true;
758 reciprocalConditionEstimated_ =
true;
759 solutionRefined_ =
true;
767 template<
typename OrdinalType,
typename ScalarType>
770 if (R_.size()!=0)
return(0);
776 this->GEEQU (M_, N_, AF_, LDAF_, &R_[0], &C_[0], &ROWCND_, &COLCND_, &AMAX_, &INFO_);
781 shouldEquilibrate_ =
true;
788 template<
typename OrdinalType,
typename ScalarType>
794 if (equilibratedA_)
return(0);
795 if (R_.size()==0) ierr = computeEquilibrateScaling();
796 if (ierr!=0)
return(ierr);
799 for (j=0; j<N_; j++) {
801 ScalarType s1 = C_[j];
802 for (i=0; i<M_; i++) {
803 *ptr = *ptr*s1*R_[i];
811 for (j=0; j<N_; j++) {
813 ptr1 = AF_ + j*LDAF_;
814 ScalarType s1 = C_[j];
815 for (i=0; i<M_; i++) {
816 *ptr = *ptr*s1*R_[i];
818 *ptr1 = *ptr1*s1*R_[i];
824 equilibratedA_ =
true;
831 template<
typename OrdinalType,
typename ScalarType>
837 if (equilibratedB_)
return(0);
838 if (R_.size()==0) ierr = computeEquilibrateScaling();
839 if (ierr!=0)
return(ierr);
842 if (transpose_) R_tmp = &C_[0];
844 OrdinalType LDB = RHS_->stride(), NRHS = RHS_->numCols();
845 ScalarType *
B = RHS_->values();
847 for (j=0; j<NRHS; j++) {
849 for (i=0; i<M_; i++) {
850 *ptr = *ptr*R_tmp[i];
855 equilibratedB_ =
true;
862 template<
typename OrdinalType,
typename ScalarType>
867 if (!equilibratedB_)
return(0);
870 if (transpose_) C_tmp = &R_[0];
872 OrdinalType LDX = LHS_->stride(), NLHS = LHS_->numCols();
873 ScalarType * X = LHS_->values();
875 for (j=0; j<NLHS; j++) {
877 for (i=0; i<N_; i++) {
878 *ptr = *ptr*C_tmp[i];
888 template<
typename OrdinalType,
typename ScalarType>
892 if (!factored()) factor();
894 #ifdef HAVE_TEUCHOSNUMERICS_EIGEN
895 EigenMatrixMap invMap( AF_, M_, N_, EigenOuterStride(LDAF_) );
896 EigenMatrix invMat = lu_.inverse();
897 for (OrdinalType j=0; j<invMap.outerSize(); j++) {
898 for (OrdinalType i=0; i<invMap.innerSize(); i++) {
899 invMap(i,j) = invMat(i,j);
919 this->GETRI( N_, AF_, LDAF_, &IPIV_[0], &WORK_[0], LWORK_, &INFO_);
931 template<
typename OrdinalType,
typename ScalarType>
934 #ifdef HAVE_TEUCHOSNUMERICS_EIGEN
938 if (reciprocalConditionEstimated()) {
946 if (!factored()) ierr = factor();
947 if (ierr!=0)
return(ierr);
953 std::vector<typename details::lapack_traits<ScalarType>::iwork_type> GECON_WORK( 2*N_ );
954 this->GECON(
'1', N_, AF_, LDAF_, ANORM_, &RCOND_, &WORK_[0], &GECON_WORK[0], &INFO_);
956 reciprocalConditionEstimated_ =
true;
964 template<
typename OrdinalType,
typename ScalarType>
967 if (Matrix_!=
Teuchos::null) os <<
"Solver Matrix" << std::endl << *Matrix_ << std::endl;
968 if (Factor_!=
Teuchos::null) os <<
"Solver Factored Matrix" << std::endl << *Factor_ << std::endl;
969 if (LHS_ !=
Teuchos::null) os <<
"Solver LHS" << std::endl << *LHS_ << std::endl;
970 if (RHS_ !=
Teuchos::null) os <<
"Solver RHS" << std::endl << *RHS_ << std::endl;
int equilibrateMatrix()
Equilibrates the this matrix.
void Print(std::ostream &os) const
Print service methods; defines behavior of ostream << operator.
Templated serial dense matrix class.
void solveWithTranspose(bool flag)
If flag is true, causes all subsequent function calls to work with the transpose of this matrix...
SerialDenseSolver & operator=(const SerialDenseSolver< OrdinalType, ScalarType > &Source)
std::vector< MagnitudeType > R() const
Returns a pointer to the row scaling vector used for equilibration.
Templated interface class to BLAS routines.
std::vector< MagnitudeType > C_
bool solutionErrorsEstimated_
int solve()
Computes the solution X to AX = B for the this matrix and the B provided to SetVectors()..
ScalarTraits< T >::magnitudeType iwork_type
#define TEUCHOS_TEST_FOR_EXCEPTION(throw_exception_test, Exception, msg)
Macro for throwing an exception with breakpointing to ease debugging.
bool solved()
Returns true if the current set of vectors has been solved.
bool solutionRefined()
Returns true if the current set of vectors has been refined.
Teuchos header file which uses auto-configuration information to include necessary C++ headers...
bool reciprocalConditionEstimated_
std::vector< MagnitudeType > FERR_
bool reciprocalConditionEstimated()
Returns true if the condition number of the this matrix has been computed (value available via Recipr...
std::vector< ScalarType > WORK_
RCP< SerialDenseMatrix< OrdinalType, ScalarType > > getFactoredMatrix() const
Returns pointer to factored matrix (assuming factorization has been performed).
Object for storing data and providing functionality that is common to all computational classes...
RCP< SerialDenseMatrix< OrdinalType, ScalarType > > Matrix_
RCP< SerialDenseMatrix< OrdinalType, ScalarType > > getRHS() const
Returns pointer to current RHS.
std::vector< MagnitudeType > FERR() const
Returns a pointer to the forward error estimates computed by LAPACK.
This structure defines some basic traits for a scalar field type.
int unequilibrateLHS()
Unscales the solution vectors if equilibration was used to solve the system.
void solveToRefinedSolution(bool flag)
Causes all solves to compute solution to best ability using iterative refinement. ...
bool factored()
Returns true if matrix is factored (factor available via getFactoredMatrix()).
Functionality and data that is common to all computational classes.
Templated interface class to LAPACK routines.
bool estimateSolutionErrors_
RCP< SerialDenseMatrix< OrdinalType, ScalarType > > getLHS() const
Returns pointer to current LHS.
TEUCHOS_DEPRECATED RCP< T > rcp(T *p, Dealloc_T dealloc, bool owns_mem)
Deprecated.
bool shouldEquilibrate()
Returns true if the LAPACK general rules for equilibration suggest you should equilibrate the system...
bool inverted()
Returns true if matrix inverse has been computed (inverse available via getFactoredMatrix()).
int reciprocalConditionEstimate(MagnitudeType &Value)
Returns the reciprocal of the 1-norm condition number of the this matrix.
void factorWithEquilibration(bool flag)
Causes equilibration to be called just before the matrix factorization as part of the call to factor...
std::vector< OrdinalType > IPIV_
void solveWithTransposeFlag(Teuchos::ETransp trans)
All subsequent function calls will work with the transpose-type set by this method (Teuchos::NO_TRANS...
int invert()
Inverts the this matrix.
bool transpose()
Returns true if transpose of this matrix has and will be used.
int applyRefinement()
Apply Iterative Refinement.
int computeEquilibrateScaling()
Computes the scaling vector S(i) = 1/sqrt(A(i,i)) of the this matrix.
void estimateSolutionErrors(bool flag)
Causes all solves to estimate the forward and backward solution error.
MagnitudeType ANORM() const
Returns the 1-Norm of the this matrix (returns -1 if not yet computed).
bool equilibratedB()
Returns true if RHS is equilibrated (RHS available via getRHS()).
SerialDenseSolver()
Default constructor; matrix should be set using setMatrix(), LHS and RHS set with setVectors()...
bool solutionErrorsEstimated()
Returns true if forward and backward error estimated have been computed (available via FERR() and BER...
The Templated LAPACK Wrapper Class.
std::vector< MagnitudeType > R_
virtual ~SerialDenseSolver()
SerialDenseSolver destructor.
std::vector< OrdinalType > IPIV() const
Returns pointer to pivot vector (if factorization has been computed), zero otherwise.
OrdinalType numRows() const
Returns row dimension of system.
std::vector< MagnitudeType > C() const
Returns a pointer to the column scale vector used for equilibration.
int equilibrateRHS()
Equilibrates the current RHS.
int setVectors(const RCP< SerialDenseMatrix< OrdinalType, ScalarType > > &X, const RCP< SerialDenseMatrix< OrdinalType, ScalarType > > &B)
Sets the pointers for left and right hand side vector(s).
MagnitudeType COLCND() const
Ratio of smallest to largest column scale factors for the this matrix (returns -1 if not yet computed...
MagnitudeType ROWCND() const
Ratio of smallest to largest row scale factors for the this matrix (returns -1 if not yet computed)...
std::vector< MagnitudeType > BERR() const
Returns a pointer to the backward error estimates computed by LAPACK.
MagnitudeType AMAX() const
Returns the absolute value of the largest entry of the this matrix (returns -1 if not yet computed)...
Defines basic traits for the scalar field type.
TEUCHOSNUMERICS_LIB_DLL_EXPORT const char ETranspChar[]
Teuchos::ScalarTraits< ScalarType >::magnitudeType MagnitudeType
OrdinalType numCols() const
Returns column dimension of system.
Smart reference counting pointer class for automatic garbage collection.
int factor()
Computes the in-place LU factorization of the matrix using the LAPACK routine _GETRF.
std::vector< MagnitudeType > BERR_
RCP< SerialDenseMatrix< OrdinalType, ScalarType > > Factor_
RCP< SerialDenseMatrix< OrdinalType, ScalarType > > RHS_
bool equilibratedA()
Returns true if factor is equilibrated (factor available via getFactoredMatrix()).
#define TEUCHOS_MIN(x, y)
RCP< SerialDenseMatrix< OrdinalType, ScalarType > > getMatrix() const
Returns pointer to current matrix.
Reference-counted pointer class and non-member templated function implementations.
static T one()
Returns representation of one for this scalar type.
RCP< SerialDenseMatrix< OrdinalType, ScalarType > > LHS_
A class for solving dense linear problems.
MagnitudeType RCOND() const
Returns the reciprocal of the condition number of the this matrix (returns -1 if not yet computed)...
int setMatrix(const RCP< SerialDenseMatrix< OrdinalType, ScalarType > > &A)
Sets the pointers for coefficient matrix.
This class creates and provides basic support for dense rectangular matrix of templated type...