linear_solver.h 5.9 KB
Newer Older
Pierre Kraemer's avatar
Pierre Kraemer committed
1 2 3
/*******************************************************************************
* CGoGN: Combinatorial and Geometric modeling with Generic N-dimensional Maps  *
* version 0.1                                                                  *
4
* Copyright (C) 2009-2012, IGG Team, LSIIT, University of Strasbourg           *
Pierre Kraemer's avatar
Pierre Kraemer committed
5 6 7 8 9 10 11 12 13 14 15 16 17 18 19
*                                                                              *
* 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 2.1 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.           *
*                                                                              *
20
* Web site: http://cgogn.unistra.fr/                                           *
Pierre Kraemer's avatar
Pierre Kraemer committed
21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38
* Contact information: cgogn@unistra.fr                                        *
*                                                                              *
*******************************************************************************/

/*
 * This Linear Solver class extends the one found in Graphite,
 * developped by Bruno Levy, ALICE Project, LORIA, INRIA Lorraine
 */


#ifndef __LINEAR_SOLVER__
#define __LINEAR_SOLVER__

#include <vector>
#include <iostream>
#include <cassert>
#include <cstdlib>

39
#include <Eigen/Sparse>
Pierre Kraemer's avatar
Pierre Kraemer committed
40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67


template <class 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 {
        assert(index_ != -1) ;
        return (unsigned int)(index_) ;
    }
    void set_index(unsigned int index_in) {
        index_ = index_in ;
    }
private:
    CoeffType x_ ;
    int index_ ;
    bool locked_ ;
}  ;


/**
 * Solves a linear system or minimizes a quadratic form.
 */
68
template <typename CoeffType>
Pierre Kraemer's avatar
Pierre Kraemer committed
69 70 71 72 73 74 75 76 77 78 79 80 81 82
class LinearSolver {
protected:
    enum State {
        INITIAL, IN_SYSTEM, IN_ROW, CONSTRUCTED, SOLVED
    } ;

public:
	LinearSolver(unsigned int nb_variables) ;
	LinearSolver() ;
	~LinearSolver() {
		delete[] variable_ ;
		delete A_ ;
		delete x_ ;
		delete b_ ;
83
//		delete direct_solver_ ;
Pierre Kraemer's avatar
Pierre Kraemer committed
84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186
	}

	// __________________ Parameters ________________________

	void set_direct(bool x) { direct_ = x ; }
	void set_least_squares(bool x) { least_squares_ = x ; }

	// __________________ Access ____________________________

	unsigned int nb_variables() const { return nb_variables_ ; }

	Variable<CoeffType>& variable(unsigned int idx) {
		assert(idx < nb_variables_) ;
		return variable_[idx] ;
	}

	const Variable<CoeffType>& variable(unsigned int idx) const {
		assert(idx < nb_variables_) ;
		return variable_[idx] ;
	}

	// _________________ Construction _______________________

	void begin_system() ;
	inline void begin_row() ;
	inline void set_right_hand_side(CoeffType b) ;
	inline void add_coefficient(unsigned int iv, CoeffType a) ;
	inline void normalize_row(CoeffType weight = 1) ;
	inline void scale_row(CoeffType s) ;
	inline void end_row() ;
	void end_system() ;

	// ----------------------------- Solver -------------------------------

	void solve() ;

	void reset(bool keep_matrix) ;

protected:

	// ----------- Converting between user representation and the internal representation -----

	void vector_to_variables() ;
	void variables_to_vector() ;

	// ----------- 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.
		assert(false) ;
		return "undefined" ;
	}

	void check_state(State s) {
		if(state_ != s) {
			std::cerr << "Wrong state, expected: "
					<< state_to_string(s)
					<< " got:"
					<< state_to_string(state_)
					<< std::endl ;
			std::cerr << "exiting ..." << std::endl ;
		}
		assert(state_ == s) ;
	}

	void transition(State from, State to) {
		check_state(from) ;
		state_ = to ;
	}

private:

	// --------------- parameters --------------------------
	bool least_squares_ ;
	bool direct_ ;
	bool matrix_already_set_ ;

	// --------------- user representation --------------
	unsigned int nb_variables_ ;
	Variable<CoeffType>* 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_ ;
	CoeffType bk_ ;

	// --------------- internal representation ---------
187 188 189
	Eigen::SparseMatrix<CoeffType>* A_ ;
	Eigen::Matrix<CoeffType, Eigen::Dynamic, 1>* x_ ;
	Eigen::Matrix<CoeffType, Eigen::Dynamic, 1>* b_ ;
Pierre Kraemer's avatar
Pierre Kraemer committed
190

191 192
	Eigen::ConjugateGradient<Eigen::SparseMatrix<CoeffType> >* symmetric_solver_;
	Eigen::BiCGSTAB<Eigen::SparseMatrix<CoeffType> >* nonsymmetric_solver_;
193
	Eigen::SimplicialLLT<Eigen::SparseMatrix<CoeffType> >* direct_solver_;
Pierre Kraemer's avatar
Pierre Kraemer committed
194 195 196 197 198
} ;

#include "OpenNL/linear_solver.hpp"

#endif