From b67e3d6e7bd2d17ca296d0480b0b53c07a7d6b56 Mon Sep 17 00:00:00 2001
From: dehnert <dehnert@cs.rwth-aachen.de>
Date: Fri, 5 Aug 2016 11:27:36 +0200
Subject: [PATCH] added 'convergence' (rather success) checks for Eigen solver
Former-commit-id: 25a6fb1d77945935fe43153ee9e1e0e53261bc5e
---
src/solver/EigenLinearEquationSolver.cpp | 18 +++++++++++++++---
src/solver/EigenLinearEquationSolver.h | 2 +-
2 files changed, 16 insertions(+), 4 deletions(-)
diff --git a/src/solver/EigenLinearEquationSolver.cpp b/src/solver/EigenLinearEquationSolver.cpp
index 47117b9a3..eb19b57e2 100644
--- a/src/solver/EigenLinearEquationSolver.cpp
+++ b/src/solver/EigenLinearEquationSolver.cpp
@@ -127,7 +127,7 @@ namespace storm {
}
template<typename ValueType>
- void EigenLinearEquationSolver<ValueType>::solveEquations(std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
+ bool EigenLinearEquationSolver<ValueType>::solveEquations(std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
// Map the input vectors to Eigen's format.
auto eigenX = Eigen::Matrix<ValueType, Eigen::Dynamic, 1>::Map(x.data(), x.size());
auto eigenB = Eigen::Matrix<ValueType, Eigen::Dynamic, 1>::Map(b.data(), b.size());
@@ -146,18 +146,21 @@ namespace storm {
solver.setTolerance(this->getSettings().getPrecision());
solver.setMaxIterations(this->getSettings().getMaximalNumberOfIterations());
eigenX = solver.solveWithGuess(eigenB, eigenX);
+ return solver.info() == Eigen::ComputationInfo::Success;
} else if (preconditioner == EigenLinearEquationSolverSettings<ValueType>::Preconditioner::Diagonal) {
Eigen::BiCGSTAB<Eigen::SparseMatrix<ValueType>, Eigen::DiagonalPreconditioner<ValueType>> solver;
solver.setTolerance(this->getSettings().getPrecision());
solver.setMaxIterations(this->getSettings().getMaximalNumberOfIterations());
solver.compute(*this->eigenA);
eigenX = solver.solveWithGuess(eigenB, eigenX);
+ return solver.info() == Eigen::ComputationInfo::Success;
} else {
Eigen::BiCGSTAB<Eigen::SparseMatrix<ValueType>, Eigen::IdentityPreconditioner> solver;
solver.setTolerance(this->getSettings().getPrecision());
solver.setMaxIterations(this->getSettings().getMaximalNumberOfIterations());
solver.compute(*this->eigenA);
eigenX = solver.solveWithGuess(eigenB, eigenX);
+ return solver.info() == Eigen::ComputationInfo::Success;
}
} else if (solutionMethod == EigenLinearEquationSolverSettings<ValueType>::SolutionMethod::DGMRES) {
if (preconditioner == EigenLinearEquationSolverSettings<ValueType>::Preconditioner::Ilu) {
@@ -167,6 +170,7 @@ namespace storm {
solver.set_restart(this->getSettings().getNumberOfIterationsUntilRestart());
solver.compute(*this->eigenA);
eigenX = solver.solveWithGuess(eigenB, eigenX);
+ return solver.info() == Eigen::ComputationInfo::Success;
} else if (preconditioner == EigenLinearEquationSolverSettings<ValueType>::Preconditioner::Diagonal) {
Eigen::DGMRES<Eigen::SparseMatrix<ValueType>, Eigen::DiagonalPreconditioner<ValueType>> solver;
solver.setTolerance(this->getSettings().getPrecision());
@@ -174,6 +178,7 @@ namespace storm {
solver.set_restart(this->getSettings().getNumberOfIterationsUntilRestart());
solver.compute(*this->eigenA);
eigenX = solver.solveWithGuess(eigenB, eigenX);
+ return solver.info() == Eigen::ComputationInfo::Success;
} else {
Eigen::DGMRES<Eigen::SparseMatrix<ValueType>, Eigen::IdentityPreconditioner> solver;
solver.setTolerance(this->getSettings().getPrecision());
@@ -181,6 +186,7 @@ namespace storm {
solver.set_restart(this->getSettings().getNumberOfIterationsUntilRestart());
solver.compute(*this->eigenA);
eigenX = solver.solveWithGuess(eigenB, eigenX);
+ return solver.info() == Eigen::ComputationInfo::Success;
}
} else if (solutionMethod == EigenLinearEquationSolverSettings<ValueType>::SolutionMethod::GMRES) {
if (preconditioner == EigenLinearEquationSolverSettings<ValueType>::Preconditioner::Ilu) {
@@ -190,6 +196,7 @@ namespace storm {
solver.set_restart(this->getSettings().getNumberOfIterationsUntilRestart());
solver.compute(*this->eigenA);
eigenX = solver.solveWithGuess(eigenB, eigenX);
+ return solver.info() == Eigen::ComputationInfo::Success;
} else if (preconditioner == EigenLinearEquationSolverSettings<ValueType>::Preconditioner::Diagonal) {
Eigen::GMRES<Eigen::SparseMatrix<ValueType>, Eigen::DiagonalPreconditioner<ValueType>> solver;
solver.setTolerance(this->getSettings().getPrecision());
@@ -197,6 +204,7 @@ namespace storm {
solver.set_restart(this->getSettings().getNumberOfIterationsUntilRestart());
solver.compute(*this->eigenA);
eigenX = solver.solveWithGuess(eigenB, eigenX);
+ return solver.info() == Eigen::ComputationInfo::Success;
} else {
Eigen::GMRES<Eigen::SparseMatrix<ValueType>, Eigen::IdentityPreconditioner> solver;
solver.setTolerance(this->getSettings().getPrecision());
@@ -204,9 +212,11 @@ namespace storm {
solver.set_restart(this->getSettings().getNumberOfIterationsUntilRestart());
solver.compute(*this->eigenA);
eigenX = solver.solveWithGuess(eigenB, eigenX);
+ return solver.info() == Eigen::ComputationInfo::Success;
}
}
}
+ return false;
}
template<typename ValueType>
@@ -260,7 +270,7 @@ namespace storm {
#ifdef STORM_HAVE_CARL
// Specialization for storm::RationalNumber
template<>
- void EigenLinearEquationSolver<storm::RationalNumber>::solveEquations(std::vector<storm::RationalNumber>& x, std::vector<storm::RationalNumber> const& b) const {
+ bool EigenLinearEquationSolver<storm::RationalNumber>::solveEquations(std::vector<storm::RationalNumber>& x, std::vector<storm::RationalNumber> const& b) const {
// Map the input vectors to Eigen's format.
auto eigenX = Eigen::Matrix<storm::RationalNumber, Eigen::Dynamic, 1>::Map(x.data(), x.size());
auto eigenB = Eigen::Matrix<storm::RationalNumber, Eigen::Dynamic, 1>::Map(b.data(), b.size());
@@ -268,11 +278,12 @@ namespace storm {
Eigen::SparseLU<Eigen::SparseMatrix<storm::RationalNumber>, Eigen::COLAMDOrdering<int>> solver;
solver.compute(*eigenA);
solver._solve_impl(eigenB, eigenX);
+ return solver.info() == Eigen::ComputationInfo::Success;
}
// Specialization for storm::RationalFunction
template<>
- void EigenLinearEquationSolver<storm::RationalFunction>::solveEquations(std::vector<storm::RationalFunction>& x, std::vector<storm::RationalFunction> const& b) const {
+ bool EigenLinearEquationSolver<storm::RationalFunction>::solveEquations(std::vector<storm::RationalFunction>& x, std::vector<storm::RationalFunction> const& b) const {
// Map the input vectors to Eigen's format.
auto eigenX = Eigen::Matrix<storm::RationalFunction, Eigen::Dynamic, 1>::Map(x.data(), x.size());
auto eigenB = Eigen::Matrix<storm::RationalFunction, Eigen::Dynamic, 1>::Map(b.data(), b.size());
@@ -280,6 +291,7 @@ namespace storm {
Eigen::SparseLU<Eigen::SparseMatrix<storm::RationalFunction>, Eigen::COLAMDOrdering<int>> solver;
solver.compute(*eigenA);
solver._solve_impl(eigenB, eigenX);
+ return solver.info() == Eigen::ComputationInfo::Success;
}
#endif
diff --git a/src/solver/EigenLinearEquationSolver.h b/src/solver/EigenLinearEquationSolver.h
index 688dcae64..ee20f5a30 100644
--- a/src/solver/EigenLinearEquationSolver.h
+++ b/src/solver/EigenLinearEquationSolver.h
@@ -66,7 +66,7 @@ namespace storm {
virtual void setMatrix(storm::storage::SparseMatrix<ValueType> const& A) override;
virtual void setMatrix(storm::storage::SparseMatrix<ValueType>&& A) override;
- virtual void solveEquations(std::vector<ValueType>& x, std::vector<ValueType> const& b) const override;
+ virtual bool solveEquations(std::vector<ValueType>& x, std::vector<ValueType> const& b) const override;
virtual void multiply(std::vector<ValueType>& x, std::vector<ValueType> const* b, std::vector<ValueType>& result) const override;
EigenLinearEquationSolverSettings<ValueType>& getSettings();