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Incomplete LU factorization with dual-threshold strategy. More...
#include <src/eigen/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h>
Inheritance diagram for Eigen::IncompleteLUT< _Scalar, _StorageIndex >:
Collaboration diagram for Eigen::IncompleteLUT< _Scalar, _StorageIndex >:Classes | |
| struct | keep_diag |
Public Types | |
| enum | { ColsAtCompileTime = Dynamic , MaxColsAtCompileTime = Dynamic } |
| typedef _Scalar | Scalar |
| typedef _StorageIndex | StorageIndex |
| typedef NumTraits< Scalar >::Real | RealScalar |
| typedef Matrix< Scalar, Dynamic, 1 > | Vector |
| typedef Matrix< StorageIndex, Dynamic, 1 > | VectorI |
| typedef SparseMatrix< Scalar, RowMajor, StorageIndex > | FactorType |
Public Member Functions | |
| IncompleteLUT () | |
| template<typename MatrixType > | |
| IncompleteLUT (const MatrixType &mat, const RealScalar &droptol=NumTraits< Scalar >::dummy_precision(), int fillfactor=10) | |
| Index | rows () const |
| Index | cols () const |
| ComputationInfo | info () const |
| Reports whether previous computation was successful. | |
| template<typename MatrixType > | |
| void | analyzePattern (const MatrixType &amat) |
| template<typename MatrixType > | |
| void | factorize (const MatrixType &amat) |
| template<typename MatrixType > | |
| IncompleteLUT & | compute (const MatrixType &amat) |
| void | setDroptol (const RealScalar &droptol) |
| void | setFillfactor (int fillfactor) |
| template<typename Rhs , typename Dest > | |
| void | _solve_impl (const Rhs &b, Dest &x) const |
| template<typename _MatrixType > | |
| void | analyzePattern (const _MatrixType &amat) |
| template<typename _MatrixType > | |
| void | factorize (const _MatrixType &amat) |
| Derived & | derived () |
| const Derived & | derived () const |
| template<typename Rhs > | |
| const Solve< Derived, Rhs > | solve (const MatrixBase< Rhs > &b) const |
| template<typename Rhs > | |
| const Solve< Derived, Rhs > | solve (const SparseMatrixBase< Rhs > &b) const |
| template<typename Rhs , typename Dest > | |
| void | _solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const |
Protected Types | |
| typedef SparseSolverBase< IncompleteLUT > | Base |
Protected Attributes | |
| FactorType | m_lu |
| RealScalar | m_droptol |
| int | m_fillfactor |
| bool | m_analysisIsOk |
| bool | m_factorizationIsOk |
| ComputationInfo | m_info |
| PermutationMatrix< Dynamic, Dynamic, StorageIndex > | m_P |
| PermutationMatrix< Dynamic, Dynamic, StorageIndex > | m_Pinv |
| bool | m_isInitialized |
Incomplete LU factorization with dual-threshold strategy.
\implsparsesolverconcept
During the numerical factorization, two dropping rules are used : 1) any element whose magnitude is less than some tolerance is dropped. This tolerance is obtained by multiplying the input tolerance droptol by the average magnitude of all the original elements in the current row. 2) After the elimination of the row, only the fill largest elements in the L part and the fill largest elements in the U part are kept (in addition to the diagonal element ). Note that fill is computed from the input parameter fillfactor which is used the ratio to control the fill_in relatively to the initial number of nonzero elements.
The two extreme cases are when droptol=0 (to keep all the fill*2 largest elements) and when fill=n/2 with droptol being different to zero.
References : Yousef Saad, ILUT: A dual threshold incomplete LU factorization, Numerical Linear Algebra with Applications, 1(4), pp 387-402, 1994.
NOTE : The following implementation is derived from the ILUT implementation in the SPARSKIT package, Copyright (C) 2005, the Regents of the University of Minnesota released under the terms of the GNU LGPL: http://www-users.cs.umn.edu/~saad/software/SPARSKIT/README However, Yousef Saad gave us permission to relicense his ILUT code to MPL2. See the Eigen mailing list archive, thread: ILUT, date: July 8, 2012: http://listengine.tuxfamily.org/lists.tuxfamily.org/eigen/2012/07/msg00064.html alternatively, on GMANE: http://comments.gmane.org/gmane.comp.lib.eigen/3302
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| typedef SparseMatrix<Scalar,RowMajor,StorageIndex> Eigen::IncompleteLUT< _Scalar, _StorageIndex >::FactorType |
| typedef NumTraits<Scalar>::Real Eigen::IncompleteLUT< _Scalar, _StorageIndex >::RealScalar |
| typedef _Scalar Eigen::IncompleteLUT< _Scalar, _StorageIndex >::Scalar |
| typedef _StorageIndex Eigen::IncompleteLUT< _Scalar, _StorageIndex >::StorageIndex |
| typedef Matrix<Scalar,Dynamic,1> Eigen::IncompleteLUT< _Scalar, _StorageIndex >::Vector |
| typedef Matrix<StorageIndex,Dynamic,1> Eigen::IncompleteLUT< _Scalar, _StorageIndex >::VectorI |
| anonymous enum |
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References Eigen::IncompleteLUT< _Scalar, _StorageIndex >::compute(), and eigen_assert.
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References Eigen::IncompleteLUT< _Scalar, _StorageIndex >::m_lu, Eigen::IncompleteLUT< _Scalar, _StorageIndex >::m_P, and Eigen::IncompleteLUT< _Scalar, _StorageIndex >::m_Pinv.
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References Eigen::SparseSolverBase< Derived >::derived(), Eigen::SparseMatrixBase< Derived >::derived(), and Eigen::internal::solve_sparse_through_dense_panels().
Here is the call graph for this function:| void Eigen::IncompleteLUT< _Scalar, _StorageIndex >::analyzePattern | ( | const _MatrixType & | amat | ) |
References ordering, and Eigen::SparseMatrixBase< Derived >::transpose().
Here is the call graph for this function:| void Eigen::IncompleteLUT< _Scalar, _StorageIndex >::analyzePattern | ( | const MatrixType & | amat | ) |
Referenced by Eigen::IncompleteLUT< _Scalar, _StorageIndex >::compute().
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References Eigen::SparseMatrix< _Scalar, _Options, _StorageIndex >::cols(), and Eigen::IncompleteLUT< _Scalar, _StorageIndex >::m_lu.
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Compute an incomplete LU factorization with dual threshold on the matrix mat No pivoting is done in this version
References Eigen::IncompleteLUT< _Scalar, _StorageIndex >::analyzePattern(), and Eigen::IncompleteLUT< _Scalar, _StorageIndex >::factorize().
Referenced by Eigen::IncompleteLUT< _Scalar, _StorageIndex >::IncompleteLUT().
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Referenced by Eigen::SparseSolverBase< Derived >::_solve_impl(), and Eigen::SparseSolverBase< Derived >::solve().
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| void Eigen::IncompleteLUT< _Scalar, _StorageIndex >::factorize | ( | const _MatrixType & | amat | ) |
References Eigen::SparseCompressedBase< Derived >::InnerIterator::col(), Eigen::internal::convert_index(), eigen_assert, eigen_internal_assert, Eigen::SparseCompressedBase< Derived >::InnerIterator::index(), Eigen::NumericalIssue, Eigen::internal::QuickSplit(), sqrt(), Eigen::Success, Eigen::SparseMatrixBase< Derived >::twistedBy(), and Eigen::SparseCompressedBase< Derived >::InnerIterator::value().
Here is the call graph for this function:| void Eigen::IncompleteLUT< _Scalar, _StorageIndex >::factorize | ( | const MatrixType & | amat | ) |
Referenced by Eigen::IncompleteLUT< _Scalar, _StorageIndex >::compute().
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Reports whether previous computation was successful.
Success if computation was succesful, NumericalIssue if the matrix.appears to be negative. References eigen_assert, Eigen::IncompleteLUT< _Scalar, _StorageIndex >::m_info, and Eigen::IncompleteLUT< _Scalar, _StorageIndex >::m_isInitialized.
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References Eigen::IncompleteLUT< _Scalar, _StorageIndex >::m_lu, and Eigen::SparseMatrix< _Scalar, _Options, _StorageIndex >::rows().
Here is the call graph for this function:| void Eigen::IncompleteLUT< Scalar, StorageIndex >::setDroptol | ( | const RealScalar & | droptol | ) |
Set control parameter droptol
| droptol | Drop any element whose magnitude is less than this tolerance |
| void Eigen::IncompleteLUT< Scalar, StorageIndex >::setFillfactor | ( | int | fillfactor | ) |
Set control parameter fillfactor
| fillfactor | This is used to compute the number fill_in of largest elements to keep on each row. |
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References Eigen::SparseSolverBase< Derived >::derived(), eigen_assert, and Eigen::SparseSolverBase< Derived >::m_isInitialized.
Referenced by igl::embree::bone_heat(), igl::Frame_field_deformer::compute_optimal_positions(), igl::eigs(), igl::copyleft::comiso::FrameInterpolator::interpolateSymmetric(), igl::slim::solve_weighted_arap(), and igl::copyleft::comiso::NRosyField::solveNoRoundings().
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Referenced by Eigen::IncompleteLUT< _Scalar, _StorageIndex >::info().
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Referenced by Eigen::IncompleteLUT< _Scalar, _StorageIndex >::info().
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