我正在研究数字代码,并希望评估稀疏和密集矩阵-LU 分解(以及后来的其他分解)对于代码的用例有何不同。Eigens Dense Decomposition Objects 可以是可复制的,用于缓存这些,使用 boost::variant,以便以后获得更大的灵活性。
我想用稀疏求解器达到同样的效果,但这样做有困难。下面的最小示例应该说明我的方法。
问题是,为什么稀疏求解器不可复制?我可以只编写自己的复制操作,还是它们绝对不正确。我该如何解决这个问题?
谢谢 :)
/// -------------------------------- DENSE APPROACH, WORKS -------------------------------
using CacheType = boost::variant<Eigen::FullPivLU<Eigen::MatrixXd>,
Eigen::PartialPivLU<Eigen::MatrixXd>>;
// visit the variant, and solve with the correct decomposition
struct DenseVisitor : boost::static_visitor<Eigen::MatrixXd> {
DenseVisitor(Eigen::MatrixXd const& r) : rhs{r} {}
template <class Decomposition>
Eigen::MatrixXd operator()(Decomposition const& d) const
{
Eigen::MatrixXd res = d.solve(rhs);
return res;
}
private:
Eigen::MatrixXd const& rhs; // reference to rhs, since () will take only one argument
};
// part of a class, having a cachetype as member
Eigen::MatrixXd solve(Eigen::MatrixXd const& A, Eigen::MatrixXd const& b)
{
// decompose if we now we changed A, and save the decomposition of A
if(cache_dirty) {
cache_ = A.partialPivLU();
cache_dirty = false;
}
// solve rhs with cached decomposition
auto result = boost::apply_visitor(DenseVisitor(b), cache_);
return result;
}
/// ------------------------- SPARSE APPROACH, WORKS NOT ---------------------------------
// will be extended later on, but for now thats enough
using CacheType = boost::variant<Eigen::SparseLU<Eigen::SparseMatrix<double>>>;
// visit the variant, and solve with the correct decomposition
struct SparseVisitor : boost::static_visitor<Eigen::MatrixXd> {
SparseVisitor(Eigen::MatrixXd const& r) : rhs{r} {}
template <class Decomposition>
Eigen::MatrixXd operator()(Decomposition const& d) const
{
Eigen::MatrixXd res = d.solve(rhs);
if (d.info() != Eigen::Success)
throw std::runtime_error{"Sparse solve failed!"};
return res;
}
private:
Eigen::MatrixXd const& rhs; // reference to rhs, since () will take only one argument
};
// part of a class, having a cachetype as member, and a Pointer to A
// so the cache will only solve for b, and if necessary recompute the decomposition
Eigen::MatrixXd solve(Eigen::SparseMatrix<double>& A, Eigen::MatrixXd const& b)
{
// get decomposition, this will be extended by a visitor as well!
auto* decomp = boost::get<Eigen::SparseLU<Eigen::SparseMatrix<double>>>(cache_);
// decompose if we now we changed A, and save the decomposition of A
if(cache_dirty) {
// reanalyze the pattern
if (reanalyze) {
A.makeCompressed();
decomp->analyzePattern(A);
}
// factorize
decomp->factorize(A);
if(decomp->info() != Eigen::Success)
throw std::runtime_error{"Sparse decomposition failed"};
cache_dirty = false;
}
// solve rhs with cached decomposition
auto result = boost::apply_visitor(SparseVisitor(b), cache_);
return result;
}