template<class T>
LinearSolver<T>::LinearSolver()
{
M = NULL;
}
template<class T>
double LinearSolver<T>::ComputeError(const Vector<T> &x, const Vector<T> &b) const
{
Assert(M != NULL && M->Square() && x.Length() == M->RowCount() && b.Length() == M->RowCount(), "Invalid Matrix in linear solve");
for(UINT i = 0; i < x.Length(); i++)
{
Assert(x[i] == x[i] && b[i] == b[i], "Invalid term in solution");
}
Vector<T> r = (*M) * x - b;
return RealVector::DotProduct(r, r) / x.Length();
}
template<class T>
void LinearSolver<T>::LoadMatrix(const SparseMatrix<T> *NewM)
{
Assert(NewM != NULL && NewM->Square(), "Invalid matrix");
M = NewM;
}
template<class T>
const String& LinearSolver<T>::GetOutputString() const
{
return OutputString;
}
template<class T>
CGLinearSolver<T>::CGLinearSolver()
{
_MaxIters = 1000;
_Tolerance = 1e-5f;
}
template<class T>
CGLinearSolver<T>::~CGLinearSolver()
{
FreeMemory();
}
template<class T>
void CGLinearSolver<T>::FreeMemory()
{
p.FreeMemory();
q.FreeMemory();
r.FreeMemory();
z.FreeMemory();
Temp.FreeMemory();
DiagTerms.FreeMemory();
}
template<class T>
void CGLinearSolver<T>::SetParamaters(UINT MaxIters, double Tolerance)
{
_MaxIters = MaxIters;
_Tolerance = Tolerance;
}
template<class T>
void CGLinearSolver<T>::AllocateSpace()
{
Assert(M != NULL, "M not specified prior to AllocateSpace.");
UINT n = M->RowCount();
if(r.Length() != n)
{
r.Allocate(n);
q.Allocate(n);
p.Allocate(n);
z.Allocate(n);
Temp.Allocate(n);
DiagTerms.Allocate(n);
}
}
template<class T>
void CGLinearSolver<T>::Factor()
{
AllocateSpace();
LoadDiagonalTerms();
}
template<class T>
void CGLinearSolver<T>::LoadDiagonalTerms()
{
UINT n = DiagTerms.Length();
for(UINT i = 0; i < n; i++)
{
const SparseElement *E;
DiagTerms[i] = 1.0;
if(M->Rows()[i].FindElement(i, E) && E->Entry != 0.0f)
{
DiagTerms[i] = E->Entry;
}
}
}
template<class T>
void CGLinearSolver<T>::Solve(Vector<T> &x, const Vector<T> &b)
{
bool Converged = false;
double Result, Numerator, Denominator, Alpha, Beta, Error;
UINT Iter = 0;
Assert(M != NULL && M->Square(), "M invalid");
Assert(b.Length() == M->RowCount(), "Invalid size for paramater b");
Assert(r.Length() == M->RowCount(), "Memory not allocated or matrix changed between factor and solve");
if(x.Length() != M->RowCount())
{
x.Allocate(M->RowCount());
for(UINT i = 0; i < x.Length(); i++)
{
x[i] = 0.0f;
}
}
SparseMatrix::Multiply(Temp, *M, x);
RealVector::Subtract(r, b, Temp);
for(UINT i = 0; i < p.Length(); i++)
{
p[i] = r[i];
}
while(!Converged)
{
Iter++;
Numerator = RealVector::Multiply(r, r);
SparseMatrix::Multiply(q, *M, p);
Denominator = RealVector::Multiply(p, q);
if(Denominator == 0.0)
{
OutputString += String("Zero denominator\n");
return;
}
if(Numerator == 0.0)
{
OutputString += String("Zero numerator\n");
return;
}
Alpha = Numerator / Denominator;
RealVector::Multiply(Temp, Alpha, p);
RealVector::Add(x, x, Temp);
if(Iter % 50 == 49)
{
SparseMatrix::Multiply(Temp, *M, x);
RealVector::Subtract(r, b, Temp);
}
else
{
RealVector::Multiply(Temp, Alpha, q);
RealVector::Subtract(r, r, Temp);
}
Result = RealVector::Multiply(r, r);
Beta = Result / Numerator;
RealVector::Multiply(Temp, Beta, p);
RealVector::Add(p, r, Temp);
Numerator = RealVector::Multiply(r, r);
Denominator = RealVector::Multiply(b, b);
if(Denominator == 0.0)
{
OutputString += String("Zero denominator\n");
return;
}
Error = Numerator / Denominator;
OutputString += String("Iteration ") + String(Iter) + String(" Error ") + String(Error) + String("\n");
if(Iter > _MaxIters || Error < _Tolerance)
{
Converged = true;
}
}
}
template<class T>
BiCGLinearSolver<T>::BiCGLinearSolver()
{
_MaxIters = 1000;
_Tolerance = 1e-5f;
}
template<class T>
BiCGLinearSolver<T>::~BiCGLinearSolver()
{
FreeMemory();
}
template<class T>
void BiCGLinearSolver<T>::FreeMemory()
{
p.FreeMemory();
q.FreeMemory();
r.FreeMemory();
z.FreeMemory();
p2.FreeMemory();
q2.FreeMemory();
r2.FreeMemory();
z2.FreeMemory();
Temp.FreeMemory();
DiagTerms.FreeMemory();
}
template<class T>
void BiCGLinearSolver<T>::SetParamaters(UINT MaxIters, double Tolerance)
{
_MaxIters = MaxIters;
_Tolerance = Tolerance;
}
template<class T>
void BiCGLinearSolver<T>::AllocateSpace()
{
Assert(M != NULL, "M not specified prior to AllocateSpace");
UINT n = M->RowCount();
if(r.Length() != n)
{
r.Allocate(n);
q.Allocate(n);
p.Allocate(n);
z.Allocate(n);
r2.Allocate(n);
q2.Allocate(n);
p2.Allocate(n);
z2.Allocate(n);
Temp.Allocate(n);
DiagTerms.Allocate(n);
}
}
template<class T>
void BiCGLinearSolver<T>::Factor()
{
AllocateSpace();
LoadDiagonalTerms();
}
template<class T>
void BiCGLinearSolver<T>::LoadDiagonalTerms()
{
UINT n = DiagTerms.Length();
for(UINT i = 0; i < n; i++)
{
const SparseElement<T> *E;
DiagTerms[i] = 1.0;
if(M->Rows()[i].FindElement(i, E) && E->Entry != 0.0f)
{
DiagTerms[i] = E->Entry;
}
}
}
template<class T>
void BiCGLinearSolver<T>::Solve(Vector<T> &x, const Vector<T> &b)
{
bool Converged = false;
bool First = true;
double Beta, Alpha, Row = 0.0, PrevRow, Numerator, Denominator, Error, BMag;
UINT Iter = 0, N = M->Rows().Length();
Assert(M != NULL, "M invalid");
Assert(b.Length() == M->RowCount(), "Invalid size for paramater b");
Assert(r.Length() == M->RowCount(), "Memory not allocated or Matrix4 changed between factor and solve");
if(x.Length() != M->RowCount())
{
x.Allocate(M->RowCount());
for(UINT i = 0; i < x.Length(); i++)
{
x[i] = 0.0f;
}
}
BMag = RealVector::DotProduct(b, b);
if(BMag == 0.0)
{
OutputString += String("BMag == 0.0\n");
return;
}
SparseMatrix<T> M_T = M->Transpose();
SparseMatrix<T>::Multiply(Temp, *M, x);
RealVector::Subtract(r, b, Temp);
for(UINT i = 0; i < N; i++)
{
r2[i] = r[i];
}
while(!Converged)
{
Iter++;
if(Iter % 50 == 49)
{
SparseMatrix<T>::Multiply(Temp, *M, x);
RealVector::Subtract(r, b, Temp);
for(UINT i = 0; i < N; i++)
{
r2[i] = r[i];
}
First = true;
}
for(UINT i = 0; i < N; i++)
{
z[i] = r[i] / DiagTerms[i];
z2[i] = r2[i] / DiagTerms[i];
}
PrevRow = Row;
Row = RealVector::DotProduct(z, r2);
if(Row == 0.0)
{
OutputString += String("Row Zero; Algorithm fails.");
return;
}
if(First)
{
for(UINT i = 0; i < N; i++)
{
p[i] = z[i];
p2[i] = z2[i];
}
First = false;
}
else
{
Beta = Row / PrevRow;
for(UINT i = 0; i < N; i++)
{
p[i] = z[i] + Beta * p[i];
p2[i] = z2[i] + Beta * p2[i];
}
}
SparseMatrix<T>::Multiply(q, *M, p);
SparseMatrix<T>::Multiply(q2, M_T, p2);
Denominator = RealVector::DotProduct(p2, q);
if(Denominator == 0.0)
{
OutputString += String("Denominator zero.\n");
return;
}
Alpha = Row / Denominator;
for(UINT i = 0; i < N; i++)
{
x[i] += Alpha * p[i];
r[i] -= Alpha * q[i];
r2[i] -= Alpha * q2[i];
}
Numerator = RealVector::DotProduct(r, r);
Error = Numerator / BMag;
if(Iter % 50 == 0)
{
OutputString += String("BiCGLinearSolver Iteration ") + String(Iter) + String(" Error ") + String(Error) + String("\n");
}
if(Iter > _MaxIters || Error < _Tolerance)
{
Converged = true;
}
}
}
#ifdef USE_TAUCS
template<class T>
TaucsSymmetricLinearSolver<T>::TaucsSymmetricLinearSolver()
{
ETree = NULL;
PermutedM = NULL;
LTriangular = NULL;
Permutation = NULL;
InversePermutation = NULL;
TaucsM = NULL;
}
template<class T>
TaucsSymmetricLinearSolver<T>::~TaucsSymmetricLinearSolver()
{
FreeMemory();
}
template<class T>
void TaucsSymmetricLinearSolver<T>::FreeMemory()
{
if(PermutedM)
{
taucs_ccs_free(PermutedM);
PermutedM = NULL;
}
if(TaucsM)
{
taucs_ccs_free(TaucsM);
TaucsM = NULL;
}
if(LTriangular)
{
taucs_ccs_free(LTriangular);
LTriangular = NULL;
}
if(Permutation)
{
free(Permutation);
Permutation = NULL;
}
if(InversePermutation)
{
free(InversePermutation);
InversePermutation = NULL;
}
}
template<class T>
void TaucsSymmetricLinearSolver<T>::Factor()
{
FreeMemory();
SparseMatrix<T> MT = M->Transpose();
Assert(MT.Symmetric(), "M symmetric test failed.");
taucs_logfile("c:\\scenereconstruction\\TaucsDebug.txt");
UINT nnz = 0;
for(UINT i = 0; i < MT.RowCount(); i++)
{
nnz += MT.Rows()[i].Data.Length();
}
bool UseSymmetry = true;
int flags = 0;
if(sizeof(T) == sizeof(double))
{
flags |= TAUCS_DOUBLE;
}
else
{
flags |= TAUCS_SINGLE;
}
if(UseSymmetry)
{
flags |= TAUCS_LOWER | TAUCS_SYMMETRIC;
}
TaucsM = taucs_ccs_create(MT.ColCount(), MT.RowCount(), nnz, flags);
UINT CurValueIndex = 0;
for(UINT CurRow = 0; CurRow < MT.RowCount(); CurRow++)
{
TaucsM->colptr[CurRow] = CurValueIndex;
UINT Entries = MT.Rows()[CurRow].Data.Length();
for(UINT EntryIndex = 0; EntryIndex < Entries; EntryIndex++)
{
const SparseElement *Element = &MT.Rows()[CurRow].Data[EntryIndex];
if(!UseSymmetry || Element->Col >= int(CurRow))
{
if(sizeof(T) == sizeof(double))
{
TaucsM->values.d[CurValueIndex] = Element->Entry;
}
else
{
TaucsM->values.s[CurValueIndex] = float(Element->Entry);
}
TaucsM->rowind[CurValueIndex] = Element->Col;
CurValueIndex++;
}
}
}
TaucsM->colptr[MT.RowCount()] = CurValueIndex;
taucs_ccs_order(TaucsM, &Permutation, &InversePermutation, "metis");
PermutedM = taucs_ccs_permute_symmetrically(TaucsM, Permutation, InversePermutation);
Assert(PermutedM != NULL, "taucs_ccs_permute_symmetrically failed.");
LTriangular = taucs_ccs_factor_llt(PermutedM, 0.0, 0);
Assert(LTriangular != NULL, "taucs_ccs_factor_llt failed");
}
template<class T>
void TaucsSymmetricLinearSolver<T>::Solve(Vector<T> &x, const Vector<T> &b)
{
const unsigned int N = M->RowCount();
Vector<T> PB(N), PX(N);
if(x.Length() != M->RowCount())
{
x.Allocate(M->RowCount());
x.Clear(0.0f);
}
for (unsigned int i = 0; i < N; i++)
{
PB[i] = b[Permutation[i]];
}
int Result = taucs_ccs_solve_llt(LTriangular, PX.CArray(), PB.CArray());
Assert(Result == TAUCS_SUCCESS, "taucs_ccs_solve_llt failed");
for (unsigned int i = 0; i < N; i++)
{
x[i] = PX[InversePermutation[i]];
}
}
#endif