TriangularSolver.h

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008 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_SPARSETRIANGULARSOLVER_H
#define EIGEN_SPARSETRIANGULARSOLVER_H
 
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
 
namespace Eigen {
 
namespace internal {
 
template <typename Lhs, typename Rhs, int Mode,
          int UpLo = (Mode & Lower)   ? Lower
                     : (Mode & Upper) ? Upper
                                      : -1,
          int StorageOrder = int(traits<Lhs>::Flags) & RowMajorBit>
struct sparse_solve_triangular_selector;
 
// forward substitution, row-major
template <typename Lhs, typename Rhs, int Mode>
struct sparse_solve_triangular_selector<Lhs, Rhs, Mode, Lower, RowMajor> {
  typedef typename Rhs::Scalar Scalar;
  typedef evaluator<Lhs> LhsEval;
  typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
  static void run(const Lhs& lhs, Rhs& other) {
    LhsEval lhsEval(lhs);
    for (Index col = 0; col < other.cols(); ++col) {
      for (Index i = 0; i < lhs.rows(); ++i) {
        Scalar tmp = other.coeff(i, col);
        Scalar lastVal(0);
        Index lastIndex = 0;
        for (LhsIterator it(lhsEval, i); it; ++it) {
          lastVal = it.value();
          lastIndex = it.index();
          if (lastIndex == i) break;
          tmp -= lastVal * other.coeff(lastIndex, col);
        }
        if (Mode & UnitDiag)
          other.coeffRef(i, col) = tmp;
        else {
          eigen_assert(lastIndex == i);
          other.coeffRef(i, col) = tmp / lastVal;
        }
      }
    }
  }
};
 
// backward substitution, row-major
template <typename Lhs, typename Rhs, int Mode>
struct sparse_solve_triangular_selector<Lhs, Rhs, Mode, Upper, RowMajor> {
  typedef typename Rhs::Scalar Scalar;
  typedef evaluator<Lhs> LhsEval;
  typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
  static void run(const Lhs& lhs, Rhs& other) {
    LhsEval lhsEval(lhs);
    for (Index col = 0; col < other.cols(); ++col) {
      for (Index i = lhs.rows() - 1; i >= 0; --i) {
        Scalar tmp = other.coeff(i, col);
        Scalar l_ii(0);
        LhsIterator it(lhsEval, i);
        while (it && it.index() < i) ++it;
        if (!(Mode & UnitDiag)) {
          eigen_assert(it && it.index() == i);
          l_ii = it.value();
          ++it;
        } else if (it && it.index() == i)
          ++it;
        for (; it; ++it) {
          tmp -= it.value() * other.coeff(it.index(), col);
        }
 
        if (Mode & UnitDiag)
          other.coeffRef(i, col) = tmp;
        else
          other.coeffRef(i, col) = tmp / l_ii;
      }
    }
  }
};
 
// forward substitution, col-major
template <typename Lhs, typename Rhs, int Mode>
struct sparse_solve_triangular_selector<Lhs, Rhs, Mode, Lower, ColMajor> {
  typedef typename Rhs::Scalar Scalar;
  typedef evaluator<Lhs> LhsEval;
  typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
  static void run(const Lhs& lhs, Rhs& other) {
    LhsEval lhsEval(lhs);
    for (Index col = 0; col < other.cols(); ++col) {
      for (Index i = 0; i < lhs.cols(); ++i) {
        Scalar& tmp = other.coeffRef(i, col);
        if (!numext::is_exactly_zero(tmp))  // optimization when other is actually sparse
        {
          LhsIterator it(lhsEval, i);
          while (it && it.index() < i) ++it;
          if (!(Mode & UnitDiag)) {
            eigen_assert(it && it.index() == i);
            tmp /= it.value();
          }
          if (it && it.index() == i) ++it;
          for (; it; ++it) other.coeffRef(it.index(), col) -= tmp * it.value();
        }
      }
    }
  }
};
 
// backward substitution, col-major
template <typename Lhs, typename Rhs, int Mode>
struct sparse_solve_triangular_selector<Lhs, Rhs, Mode, Upper, ColMajor> {
  typedef typename Rhs::Scalar Scalar;
  typedef evaluator<Lhs> LhsEval;
  typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
  static void run(const Lhs& lhs, Rhs& other) {
    LhsEval lhsEval(lhs);
    for (Index col = 0; col < other.cols(); ++col) {
      for (Index i = lhs.cols() - 1; i >= 0; --i) {
        Scalar& tmp = other.coeffRef(i, col);
        if (!numext::is_exactly_zero(tmp))  // optimization when other is actually sparse
        {
          if (!(Mode & UnitDiag)) {
            // TODO replace this by a binary search. make sure the binary search is safe for partially sorted elements
            LhsIterator it(lhsEval, i);
            while (it && it.index() != i) ++it;
            eigen_assert(it && it.index() == i);
            other.coeffRef(i, col) /= it.value();
          }
          LhsIterator it(lhsEval, i);
          for (; it && it.index() < i; ++it) other.coeffRef(it.index(), col) -= tmp * it.value();
        }
      }
    }
  }
};
 
}  // end namespace internal
 
#ifndef EIGEN_PARSED_BY_DOXYGEN
 
template <typename ExpressionType, unsigned int Mode>
template <typename OtherDerived>
void TriangularViewImpl<ExpressionType, Mode, Sparse>::solveInPlace(MatrixBase<OtherDerived>& other) const {
  eigen_assert(derived().cols() == derived().rows() && derived().cols() == other.rows());
  eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper | Lower)));
 
  enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit };
 
  typedef std::conditional_t<copy, typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>
      OtherCopy;
  OtherCopy otherCopy(other.derived());
 
  internal::sparse_solve_triangular_selector<ExpressionType, std::remove_reference_t<OtherCopy>, Mode>::run(
      derived().nestedExpression(), otherCopy);
 
  if (copy) other = otherCopy;
}
#endif
 
// pure sparse path
 
namespace internal {
 
template <typename Lhs, typename Rhs, int Mode,
          int UpLo = (Mode & Lower)   ? Lower
                     : (Mode & Upper) ? Upper
                                      : -1,
          int StorageOrder = int(Lhs::Flags) & (RowMajorBit)>
struct sparse_solve_triangular_sparse_selector;
 
// forward substitution, col-major
template <typename Lhs, typename Rhs, int Mode, int UpLo>
struct sparse_solve_triangular_sparse_selector<Lhs, Rhs, Mode, UpLo, ColMajor> {
  typedef typename Rhs::Scalar Scalar;
  typedef typename promote_index_type<typename traits<Lhs>::StorageIndex, typename traits<Rhs>::StorageIndex>::type
      StorageIndex;
  static void run(const Lhs& lhs, Rhs& other) {
    const bool IsLower = (UpLo == Lower);
    AmbiVector<Scalar, StorageIndex> tempVector(other.rows() * 2);
    tempVector.setBounds(0, other.rows());
 
    Rhs res(other.rows(), other.cols());
    res.reserve(other.nonZeros());
 
    for (Index col = 0; col < other.cols(); ++col) {
      // FIXME estimate number of non zeros
      tempVector.init(.99 /*float(other.col(col).nonZeros())/float(other.rows())*/);
      tempVector.setZero();
      tempVector.restart();
      for (typename Rhs::InnerIterator rhsIt(other, col); rhsIt; ++rhsIt) {
        tempVector.coeffRef(rhsIt.index()) = rhsIt.value();
      }
 
      for (Index i = IsLower ? 0 : lhs.cols() - 1; IsLower ? i < lhs.cols() : i >= 0; i += IsLower ? 1 : -1) {
        tempVector.restart();
        Scalar& ci = tempVector.coeffRef(i);
        if (!numext::is_exactly_zero(ci)) {
          // find
          typename Lhs::InnerIterator it(lhs, i);
          if (!(Mode & UnitDiag)) {
            if (IsLower) {
              eigen_assert(it.index() == i);
              ci /= it.value();
            } else
              ci /= lhs.coeff(i, i);
          }
          tempVector.restart();
          if (IsLower) {
            if (it.index() == i) ++it;
            for (; it; ++it) tempVector.coeffRef(it.index()) -= ci * it.value();
          } else {
            for (; it && it.index() < i; ++it) tempVector.coeffRef(it.index()) -= ci * it.value();
          }
        }
      }
 
      //       Index count = 0;
      // FIXME compute a reference value to filter zeros
      for (typename AmbiVector<Scalar, StorageIndex>::Iterator it(tempVector /*,1e-12*/); it; ++it) {
        //         ++ count;
        //         std::cerr << "fill " << it.index() << ", " << col << "\n";
        //         std::cout << it.value() << "  ";
        // FIXME use insertBack
        res.insert(it.index(), col) = it.value();
      }
      //       std::cout << "tempVector.nonZeros() == " << int(count) << " / " << (other.rows()) << "\n";
    }
    res.finalize();
    other = res.markAsRValue();
  }
};
 
}  // end namespace internal
 
#ifndef EIGEN_PARSED_BY_DOXYGEN
template <typename ExpressionType, unsigned int Mode>
template <typename OtherDerived>
void TriangularViewImpl<ExpressionType, Mode, Sparse>::solveInPlace(SparseMatrixBase<OtherDerived>& other) const {
  eigen_assert(derived().cols() == derived().rows() && derived().cols() == other.rows());
  eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper | Lower)));
 
  //   enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit };
 
  //   typedef std::conditional_t<copy,
  //     typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&> OtherCopy;
  //   OtherCopy otherCopy(other.derived());
 
  internal::sparse_solve_triangular_sparse_selector<ExpressionType, OtherDerived, Mode>::run(
      derived().nestedExpression(), other.derived());
 
  //   if (copy)
  //     other = otherCopy;
}
#endif
 
}  // end namespace Eigen
 
#endif  // EIGEN_SPARSETRIANGULARSOLVER_H