dust3d/thirdparty/cgal/CGAL-4.13/include/CGAL/OpenNL/linear_solver.h

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// Copyright (c) 2005-2008 Inria Loria (France).
/*
* author: Bruno Levy, INRIA, project ALICE
* website: http://www.loria.fr/~levy/software
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation, either version 3
* of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
*
* Scientific work that use this software can reference the website and
* the following publication:
*
* @INPROCEEDINGS {levy:NMDGP:05,
* AUTHOR = Bruno Levy,
* TITLE = Numerical Methods for Digital Geometry Processing,
* BOOKTITLE =Israel Korea Bi-National Conference,
* YEAR=November 2005,
* URL=http://www.loria.fr/~levy/php/article.php?pub=../publications/papers/2005/Numerics
* }
*
* Laurent Saboret 2005-2006: Changes for CGAL:
* - Added OpenNL namespace
* - DefaultLinearSolverTraits is now a model of the SparseLinearAlgebraTraits_d concept
* - Added SymmetricLinearSolverTraits
* - copied Jacobi preconditioner from Graphite 1.9 code
*
* $URL$
* $Id$
* SPDX-License-Identifier: LGPL-3.0+
*/
#ifndef __OPENNL_LINEAR_SOLVER__
#define __OPENNL_LINEAR_SOLVER__
#include <CGAL/OpenNL/conjugate_gradient.h>
#include <CGAL/OpenNL/bicgstab.h>
#include <CGAL/OpenNL/preconditioner.h>
#include <CGAL/OpenNL/sparse_matrix.h>
#include <CGAL/OpenNL/full_vector.h>
#include <vector>
#include <iostream>
#include <cstdlib>
#include <CGAL/use.h>
namespace OpenNL {
// Class DefaultLinearSolverTraits
// is a traits class for solving general sparse linear systems.
// It uses BICGSTAB solver with Jacobi preconditioner.
//
// Concept: Model of the SparseLinearAlgebraTraits_d concept.
template
<
class COEFFTYPE, // type of matrix and vector coefficients
class MATRIX = SparseMatrix<COEFFTYPE>, // model of SparseLinearSolverTraits_d::Matrix
class VECTOR = FullVector<COEFFTYPE> // model of SparseLinearSolverTraits_d::Vector
>
class DefaultLinearSolverTraits
{
// Public types
public:
typedef COEFFTYPE CoeffType ;
typedef COEFFTYPE NT;
typedef MATRIX Matrix ;
typedef VECTOR Vector ;
// Private types
private:
typedef Jacobi_Preconditioner<NT> Preconditioner ;
typedef Solver_preconditioned_BICGSTAB<Matrix, Preconditioner, Vector>
Preconditioned_solver ;
typedef Solver_BICGSTAB<Matrix, Vector> Solver ;
// Public operations
public:
// Default contructor, copy constructor, operator=() and destructor are fine
// Solve the sparse linear system "A*X = B"
// Return true on success. The solution is then (1/D) * X.
//
// Preconditions:
// - A.row_dimension() == B.dimension()
// - A.column_dimension() == X.dimension()
bool linear_solver (const Matrix& A, const Vector& B, Vector& X, NT& D)
{
D = 1; // OpenNL does not support homogeneous coordinates
// Solve using BICGSTAB solver with preconditioner
Preconditioned_solver preconditioned_solver ;
NT omega = 1.5;
Preconditioner C(A, omega);
X = B;
if (preconditioned_solver.solve(A, C, B, X))
return true;
// On error, solve using BICGSTAB solver without preconditioner
#ifdef DEBUG_TRACE
std::cerr << " Failure of BICGSTAB solver with Jacobi preconditioner. "
<< "Trying BICGSTAB." << std::endl;
#endif
Solver solver ;
X = B;
return solver.solve(A, B, X) ;
}
} ;
// Class SymmetricLinearSolverTraits
// is a traits class for solving symmetric positive definite sparse linear systems.
// It uses Conjugate Gradient solver with Jacobi preconditioner.
//
// Concept: Model of the SparseLinearAlgebraTraits_d concept.
template
<
class COEFFTYPE, // type of matrix and vector coefficients
class MATRIX = SparseMatrix<COEFFTYPE>, // model of SparseLinearSolverTraits_d::Matrix
class VECTOR = FullVector<COEFFTYPE> // model of SparseLinearSolverTraits_d::Vector
>
class SymmetricLinearSolverTraits
{
// Public types
public:
typedef COEFFTYPE CoeffType ;
typedef COEFFTYPE NT;
typedef MATRIX Matrix ;
typedef VECTOR Vector ;
// Private types
private:
typedef Jacobi_Preconditioner<NT> Preconditioner ;
typedef Solver_preconditioned_CG<Matrix, Preconditioner, Vector>
Preconditioned_solver ;
typedef Solver_CG<Matrix, Vector> Solver ;
// Public operations
public:
// Default contructor, copy constructor, operator=() and destructor are fine
// Solve the sparse linear system "A*X = B"
// Return true on success. The solution is then (1/D) * X.
//
// Preconditions:
// - A.row_dimension() == B.dimension()
// - A.column_dimension() == X.dimension()
bool linear_solver (const Matrix& A, const Vector& B, Vector& X, NT& D)
{
D = 1; // OpenNL does not support homogeneous coordinates
// Solve using Conjugate Gradient solver with preconditioner
Preconditioned_solver preconditioned_solver ;
NT omega = 1.5;
Preconditioner C(A, omega);
X = B;
if (preconditioned_solver.solve(A, C, B, X))
return true;
// On error, solve using Conjugate Gradient solver without preconditioner
#ifdef DEBUG_TRACE
std::cerr << " Failure of Conjugate Gradient solver with Jacobi preconditioner. "
<< "Trying Conjugate Gradient." << std::endl;
#endif
Solver solver ;
X = B;
return solver.solve(A, B, X) ;
}
};
/*
* Solves a linear system or minimizes a quadratic form.
*
* Requirements for its traits class: must be a model of SparseLinearSolverTraits_d concept
*/
template <class TRAITS>
class LinearSolver
{
protected:
enum State {
INITIAL, IN_SYSTEM, IN_ROW, CONSTRUCTED, SOLVED
} ;
public:
typedef TRAITS Traits ;
typedef typename Traits::Matrix Matrix ;
typedef typename Traits::Vector Vector ;
typedef typename Traits::NT CoeffType ;
class Variable {
public:
Variable() : x_(0), index_(-1), locked_(false) { }
double value() const { return x_; }
void set_value(double x_in) { x_ = x_in ; }
void lock() { locked_ = true ; }
void unlock() { locked_ = false ; }
bool is_locked() const { return locked_ ; }
unsigned int index() const {
CGAL_assertion(index_ != -1) ;
return (unsigned int)(index_) ;
}
void set_index(unsigned int index_in) {
index_ = index_in ;
}
private:
CoeffType x_ ;
int index_ ;
bool locked_ ;
} ;
LinearSolver(unsigned int nb_variables) {
state_ = INITIAL ;
least_squares_ = false ;
nb_variables_ = nb_variables ;
variable_ = new Variable[nb_variables] ;
A_ = NULL ;
x_ = NULL ;
b_ = NULL ;
}
~LinearSolver() {
delete[] variable_ ;
delete A_ ;
delete x_ ;
delete b_ ;
}
// __________________ Parameters ________________________
void set_least_squares(bool x) { least_squares_ = x ; }
// __________________ Access ____________________________
int nb_variables() const { return nb_variables_ ; }
Variable& variable(unsigned int idx) {
CGAL_assertion(idx < nb_variables_) ;
return variable_[idx] ;
}
const Variable& variable(unsigned int idx) const {
CGAL_assertion(idx < nb_variables_) ;
return variable_[idx] ;
}
// _________________ Construction _______________________
void begin_system() {
current_row_ = 0 ;
transition(INITIAL, IN_SYSTEM) ;
// Enumerate free variables.
unsigned int index = 0 ;
for(int ii=0; ii < nb_variables() ; ii++) {
Variable& v = variable(ii) ;
if(!v.is_locked()) {
v.set_index(index) ;
index++ ;
}
}
unsigned int n = index ;
A_ = new Matrix(static_cast<int>(n)) ;
x_ = new Vector(n) ;
b_ = new Vector(n) ;
for(unsigned int i=0; i<n; i++) {
(*x_)[i] = 0 ;
(*b_)[i] = 0 ;
}
variables_to_vector() ;
}
void begin_row() {
transition(IN_SYSTEM, IN_ROW) ;
af_.clear() ;
if_.clear() ;
al_.clear() ;
xl_.clear() ;
bk_ = 0 ;
}
void set_right_hand_side(double b) {
check_state(IN_ROW) ;
bk_ = b ;
}
void add_coefficient(unsigned int iv, double a) {
check_state(IN_ROW) ;
Variable& v = variable(iv) ;
if(v.is_locked()) {
al_.push_back(a) ;
xl_.push_back(v.value()) ;
} else {
af_.push_back(a) ;
if_.push_back(v.index()) ;
}
}
void normalize_row(CoeffType weight = 1) {
check_state(IN_ROW) ;
CoeffType norm = 0.0 ;
unsigned int nf = af_.size() ;
for(unsigned int i=0; i<nf; i++) {
norm += af_[i] * af_[i] ;
}
unsigned int nl = al_.size() ;
for(unsigned int i=0; i<nl; i++) {
norm += al_[i] * al_[i] ;
}
norm = sqrt(norm) ;
CGAL_assertion( fabs(norm)>1e-40 );
scale_row(weight / norm) ;
}
void scale_row(CoeffType s) {
check_state(IN_ROW) ;
unsigned int nf = af_.size() ;
for(unsigned int i=0; i<nf; i++) {
af_[i] *= s ;
}
unsigned int nl = al_.size() ;
for(unsigned int i=0; i<nl; i++) {
al_[i] *= s ;
}
bk_ *= s ;
}
void end_row() {
if(least_squares_) {
std::size_t nf = af_.size() ;
std::size_t nl = al_.size() ;
for(std::size_t i=0; i<nf; i++) {
for(std::size_t j=0; j<nf; j++) {
A_->add_coef(if_[i], if_[j], af_[i] * af_[j]) ;
}
}
CoeffType S = - bk_ ;
for(std::size_t j=0; j<nl; j++) {
S += al_[j] * xl_[j] ;
}
for(std::size_t i=0; i<nf; i++) {
(*b_)[if_[i]] -= af_[i] * S ;
}
} else {
std::size_t nf = af_.size() ;
std::size_t nl = al_.size() ;
for(std::size_t i=0; i<nf; i++) {
A_->add_coef(current_row_, if_[i], af_[i]) ;
}
(*b_)[current_row_] = bk_ ;
for(std::size_t i=0; i<nl; i++) {
(*b_)[current_row_] -= al_[i] * xl_[i] ;
}
}
current_row_++ ;
transition(IN_ROW, IN_SYSTEM) ;
}
void end_system() {
transition(IN_SYSTEM, CONSTRUCTED) ;
}
// ----------------------------- Solver -------------------------------
// Solves a linear system or minimizes a quadratic form.
// Return true on success.
// (modified for SparseLinearAlgebraTraits_d concept)
bool solve()
{
check_state(CONSTRUCTED) ;
// Solve the sparse linear system "A*X = B". On success, the solution is (1/D) * X.
Traits solver_traits;
CoeffType D;
bool success = solver_traits.linear_solver(*A_, *b_, *x_, D) ;
CGAL_assertion(D == 1.0); // WARNING: this library does not support homogeneous coordinates!
vector_to_variables() ;
transition(CONSTRUCTED, SOLVED) ;
delete A_ ; A_ = NULL ;
delete b_ ; b_ = NULL ;
delete x_ ; x_ = NULL ;
return success;
}
protected:
// ----------- Converting between user representation and the internal representation -----
void vector_to_variables() {
for(int ii=0; ii < nb_variables(); ii++) {
Variable& v = variable(ii) ;
if(!v.is_locked()) {
v.set_value( (*x_)[v.index()] ) ;
}
}
}
void variables_to_vector() {
for(int ii=0; ii < nb_variables(); ii++) {
Variable& v = variable(ii) ;
if(!v.is_locked()) {
(*x_)[v.index()] = v.value() ;
}
}
}
// ----------- Finite state automaton (checks that calling sequence is respected) ---------
std::string state_to_string(State s) {
switch(s) {
case INITIAL:
return "initial" ;
case IN_SYSTEM:
return "in system" ;
case IN_ROW:
return "in row" ;
case CONSTRUCTED:
return "constructed" ;
case SOLVED:
return "solved" ;
}
// Should not go there.
CGAL_error();
return "undefined" ;
}
void check_state(State s) {
CGAL_USE(s);
CGAL_assertion(state_ == s) ;
}
void transition(State from, State to) {
check_state(from) ;
state_ = to ;
}
private:
// --------------- parameters --------------------------
bool least_squares_ ;
// --------------- user representation --------------
unsigned int nb_variables_ ;
Variable* variable_ ;
// --------------- construction -----------------------
State state_ ;
unsigned int current_row_ ;
std::vector<CoeffType> af_ ;
std::vector<unsigned int> if_ ;
std::vector<CoeffType> al_ ;
std::vector<CoeffType> xl_ ;
double bk_ ;
// --------------- internal representation ---------
Matrix* A_ ;
Vector* x_ ;
Vector* b_ ;
} ;
} // namespace OpenNL
#endif