62 lines
1.7 KiB
C
62 lines
1.7 KiB
C
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// This file is part of libigl, a simple c++ geometry processing library.
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//
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// Copyright (C) 2016 Alec Jacobson <alecjacobson@gmail.com>
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//
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// This Source Code Form is subject to the terms of the Mozilla Public License
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// v. 2.0. If a copy of the MPL was not distributed with this file, You can
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// obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef IGL_EIGS_H
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#define IGL_EIGS_H
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#include "igl_inline.h"
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#include <Eigen/Core>
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#include <Eigen/Sparse>
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namespace igl
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{
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// Act like MATLAB's eigs function. Compute the first/last k eigen pairs of
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// the generalized eigen value problem:
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//
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// A u = s B u
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//
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// Solutions are approximate and sorted.
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//
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// Ideally one should use ARPACK and the Eigen unsupported ARPACK module.
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// This implementation does simple, naive power iterations.
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//
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// Inputs:
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// A #A by #A symmetric matrix
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// B #A by #A symmetric positive-definite matrix
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// k number of eigen pairs to compute
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// type whether to extract from the high or low end
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// Outputs:
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// sU #A by k list of sorted eigen vectors (descending)
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// sS k list of sorted eigen values (descending)
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//
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// Known issues:
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// - only the 'sm' small magnitude eigen values are well supported
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//
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enum EigsType
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{
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EIGS_TYPE_SM = 0,
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EIGS_TYPE_LM = 1,
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NUM_EIGS_TYPES = 2
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};
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template <
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typename Atype,
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typename Btype,
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typename DerivedU,
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typename DerivedS>
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IGL_INLINE bool eigs(
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const Eigen::SparseMatrix<Atype> & A,
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const Eigen::SparseMatrix<Btype> & B,
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const size_t k,
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const EigsType type,
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Eigen::PlainObjectBase<DerivedU> & sU,
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Eigen::PlainObjectBase<DerivedS> & sS);
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}
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#ifndef IGL_STATIC_LIBRARY
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#include "eigs.cpp"
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#endif
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#endif
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