#include #include #include #include #include class MatrixReplacement; using StormEigen::SparseMatrix; namespace StormEigen { namespace internal { // MatrixReplacement looks-like a SparseMatrix, so let's inherits its traits: template<> struct traits : public StormEigen::internal::traits > {}; } } // Example of a matrix-free wrapper from a user type to Eigen's compatible type // For the sake of simplicity, this example simply wrap a StormEigen::SparseMatrix. class MatrixReplacement : public StormEigen::EigenBase { public: // Required typedefs, constants, and method: typedef double Scalar; typedef double RealScalar; typedef int StorageIndex; enum { ColsAtCompileTime = StormEigen::Dynamic, MaxColsAtCompileTime = StormEigen::Dynamic, IsRowMajor = false }; Index rows() const { return mp_mat->rows(); } Index cols() const { return mp_mat->cols(); } template StormEigen::Product operator*(const Eigen::MatrixBase& x) const { return StormEigen::Product(*this, x.derived()); } // Custom API: MatrixReplacement() : mp_mat(0) {} void attachMyMatrix(const SparseMatrix &mat) { mp_mat = &mat; } const SparseMatrix my_matrix() const { return *mp_mat; } private: const SparseMatrix *mp_mat; }; // Implementation of MatrixReplacement * StormEigen::DenseVector though a specialization of internal::generic_product_impl: namespace StormEigen { namespace internal { template struct generic_product_impl // GEMV stands for matrix-vector : generic_product_impl_base > { typedef typename Product::Scalar Scalar; template static void scaleAndAddTo(Dest& dst, const MatrixReplacement& lhs, const Rhs& rhs, const Scalar& alpha) { // This method should implement "dst += alpha * lhs * rhs" inplace, // however, for iterative solvers, alpha is always equal to 1, so let's not bother about it. assert(alpha==Scalar(1) && "scaling is not implemented"); // Here we could simply call dst.noalias() += lhs.my_matrix() * rhs, // but let's do something fancier (and less efficient): for(Index i=0; i S = StormEigen::MatrixXd::Random(n,n).sparseView(0.5,1); S = S.transpose()*S; MatrixReplacement A; A.attachMyMatrix(S); StormEigen::VectorXd b(n), x; b.setRandom(); // Solve Ax = b using various iterative solver with matrix-free version: { StormEigen::ConjugateGradient cg; cg.compute(A); x = cg.solve(b); std::cout << "CG: #iterations: " << cg.iterations() << ", estimated error: " << cg.error() << std::endl; } { StormEigen::BiCGSTAB bicg; bicg.compute(A); x = bicg.solve(b); std::cout << "BiCGSTAB: #iterations: " << bicg.iterations() << ", estimated error: " << bicg.error() << std::endl; } { StormEigen::GMRES gmres; gmres.compute(A); x = gmres.solve(b); std::cout << "GMRES: #iterations: " << gmres.iterations() << ", estimated error: " << gmres.error() << std::endl; } { StormEigen::DGMRES gmres; gmres.compute(A); x = gmres.solve(b); std::cout << "DGMRES: #iterations: " << gmres.iterations() << ", estimated error: " << gmres.error() << std::endl; } { StormEigen::MINRES minres; minres.compute(A); x = minres.solve(b); std::cout << "MINRES: #iterations: " << minres.iterations() << ", estimated error: " << minres.error() << std::endl; } }