Dune Core Modules (unstable)

densematrix.hh
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1// -*- tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 2 -*-
2// vi: set et ts=4 sw=2 sts=2:
3// SPDX-FileCopyrightInfo: Copyright © DUNE Project contributors, see file LICENSE.md in module root
4// SPDX-License-Identifier: LicenseRef-GPL-2.0-only-with-DUNE-exception
5#ifndef DUNE_DENSEMATRIX_HH
6#define DUNE_DENSEMATRIX_HH
7
8#include <cmath>
9#include <cstddef>
10#include <iostream>
11#include <type_traits>
12#include <utility>
13#include <vector>
14
19#include <dune/common/math.hh>
24
25namespace Dune
26{
27
28 template<typename M> class DenseMatrix;
29
30 template<typename M>
31 struct FieldTraits< DenseMatrix<M> >
32 {
33 typedef const typename FieldTraits< typename DenseMatVecTraits<M>::value_type >::field_type field_type;
34 typedef const typename FieldTraits< typename DenseMatVecTraits<M>::value_type >::real_type real_type;
35 };
36
37 template<class K, int N, int M> class FieldMatrix;
38 template<class K, int N> class FieldVector;
39
58 template< class DenseMatrix, class RHS >
60
61#ifndef DOXYGEN
62 namespace Impl
63 {
64
65 template< class DenseMatrix, class RHS, class = void >
67 {};
68
69 template< class DenseMatrix, class RHS >
70 class DenseMatrixAssigner< DenseMatrix, RHS, std::enable_if_t< Dune::IsNumber< RHS >::value > >
71 {
72 public:
73 static void apply ( DenseMatrix &denseMatrix, const RHS &rhs )
74 {
75 typedef typename DenseMatrix::field_type field_type;
76 std::fill( denseMatrix.begin(), denseMatrix.end(), static_cast< field_type >( rhs ) );
77 }
78 };
79
80 template< class DenseMatrix, class RHS >
81 class DenseMatrixAssigner< DenseMatrix, RHS, std::enable_if_t< !std::is_same< typename RHS::const_iterator, void >::value
82 && std::is_convertible< typename RHS::const_iterator::value_type, typename DenseMatrix::iterator::value_type >::value > >
83 {
84 public:
85 static void apply ( DenseMatrix &denseMatrix, const RHS &rhs )
86 {
87 DUNE_ASSERT_BOUNDS(rhs.N() == denseMatrix.N());
88 DUNE_ASSERT_BOUNDS(rhs.M() == denseMatrix.M());
89 typename DenseMatrix::iterator tIt = std::begin(denseMatrix);
90 typename RHS::const_iterator sIt = std::begin(rhs);
91 for(; sIt != std::end(rhs); ++tIt, ++sIt)
92 std::copy(std::begin(*sIt), std::end(*sIt), std::begin(*tIt));
93 }
94 };
95
96 } // namespace Impl
97
98
99
100 template< class DenseMatrix, class RHS >
101 struct DenseMatrixAssigner
102 : public Impl::DenseMatrixAssigner< DenseMatrix, RHS >
103 {};
104
105
106 namespace Impl
107 {
108
109 template< class DenseMatrix, class RHS >
110 std::true_type hasDenseMatrixAssigner ( DenseMatrix &, const RHS &, decltype( Dune::DenseMatrixAssigner< DenseMatrix, RHS >::apply( std::declval< DenseMatrix & >(), std::declval< const RHS & >() ) ) * = nullptr );
111
112 std::false_type hasDenseMatrixAssigner ( ... );
113
114 } // namespace Impl
115
116 template< class DenseMatrix, class RHS >
117 struct HasDenseMatrixAssigner
118 : public decltype( Impl::hasDenseMatrixAssigner( std::declval< DenseMatrix & >(), std::declval< const RHS & >() ) )
119 {};
120
121#endif // #ifndef DOXYGEN
122
123
124
126 class FMatrixError : public MathError {};
127
138 template<typename MAT>
140 {
141 typedef DenseMatVecTraits<MAT> Traits;
142
143 // Curiously recurring template pattern
144 constexpr MAT & asImp() { return static_cast<MAT&>(*this); }
145 constexpr const MAT & asImp() const { return static_cast<const MAT&>(*this); }
146
147 template <class>
148 friend class DenseMatrix;
149
150 public:
151 //===== type definitions and constants
152
154 typedef typename Traits::derived_type derived_type;
155
157 typedef typename Traits::value_type value_type;
158
160 typedef typename Traits::value_type field_type;
161
163 typedef typename Traits::value_type block_type;
164
166 typedef typename Traits::size_type size_type;
167
169 typedef typename Traits::row_type row_type;
170
172 typedef typename Traits::row_reference row_reference;
173
175 typedef typename Traits::const_row_reference const_row_reference;
176
178 constexpr static int blocklevel = 1;
179
180 private:
183 using simd_index_type = Simd::Rebind<std::size_t, value_type>;
184
185 public:
186 //===== access to components
187
190 {
191 return asImp().mat_access(i);
192 }
193
195 {
196 return asImp().mat_access(i);
197 }
198
201 {
202 return rows();
203 }
204
205 //===== iterator interface to rows of the matrix
213 typedef typename std::remove_reference<row_reference>::type::Iterator ColIterator;
214
217 {
218 return Iterator(*this,0);
219 }
220
223 {
224 return Iterator(*this,rows());
225 }
226
230 {
231 return Iterator(*this,rows()-1);
232 }
233
237 {
238 return Iterator(*this,-1);
239 }
240
248 typedef typename std::remove_reference<const_row_reference>::type::ConstIterator ConstColIterator;
249
252 {
253 return ConstIterator(*this,0);
254 }
255
258 {
259 return ConstIterator(*this,rows());
260 }
261
265 {
266 return ConstIterator(*this,rows()-1);
267 }
268
272 {
273 return ConstIterator(*this,-1);
274 }
275
276 //===== assignment
277
278 template< class RHS, class = std::enable_if_t< HasDenseMatrixAssigner< MAT, RHS >::value > >
279 derived_type &operator= ( const RHS &rhs )
280 {
282 return asImp();
283 }
284
285 //===== vector space arithmetic
286
288 template <class Other>
290 {
291 DUNE_ASSERT_BOUNDS(rows() == x.rows());
292 for (size_type i=0; i<rows(); i++)
293 (*this)[i] += x[i];
294 return asImp();
295 }
296
299 {
300 MAT result;
301 using idx_type = typename decltype(result)::size_type;
302
303 for (idx_type i = 0; i < rows(); ++i)
304 for (idx_type j = 0; j < cols(); ++j)
305 result[i][j] = - asImp()[i][j];
306
307 return result;
308 }
309
311 template <class Other>
313 {
314 DUNE_ASSERT_BOUNDS(rows() == x.rows());
315 for (size_type i=0; i<rows(); i++)
316 (*this)[i] -= x[i];
317 return asImp();
318 }
319
322 {
323 for (size_type i=0; i<rows(); i++)
324 (*this)[i] *= k;
325 return asImp();
326 }
327
330 {
331 for (size_type i=0; i<rows(); i++)
332 (*this)[i] /= k;
333 return asImp();
334 }
335
337 template <class Other>
339 {
340 DUNE_ASSERT_BOUNDS(rows() == x.rows());
341 for( size_type i = 0; i < rows(); ++i )
342 (*this)[ i ].axpy( a, x[ i ] );
343 return asImp();
344 }
345
347 template <class Other>
348 bool operator== (const DenseMatrix<Other>& x) const
349 {
350 DUNE_ASSERT_BOUNDS(rows() == x.rows());
351 for (size_type i=0; i<rows(); i++)
352 if ((*this)[i]!=x[i])
353 return false;
354 return true;
355 }
357 template <class Other>
358 bool operator!= (const DenseMatrix<Other>& x) const
359 {
360 return !operator==(x);
361 }
362
363
364 //===== linear maps
365
367 template<class X, class Y>
368 void mv (const X& x, Y& y) const
369 {
370 auto&& xx = Impl::asVector(x);
371 auto&& yy = Impl::asVector(y);
372 DUNE_ASSERT_BOUNDS((void*)(&x) != (void*)(&y));
373 DUNE_ASSERT_BOUNDS(xx.N() == M());
374 DUNE_ASSERT_BOUNDS(yy.N() == N());
375
376 using y_field_type = typename FieldTraits<Y>::field_type;
377 for (size_type i=0; i<rows(); ++i)
378 {
379 yy[i] = y_field_type(0);
380 for (size_type j=0; j<cols(); j++)
381 yy[i] += (*this)[i][j] * xx[j];
382 }
383 }
384
386 template< class X, class Y >
387 void mtv ( const X &x, Y &y ) const
388 {
389 auto&& xx = Impl::asVector(x);
390 auto&& yy = Impl::asVector(y);
391 DUNE_ASSERT_BOUNDS((void*)(&x) != (void*)(&y));
392 DUNE_ASSERT_BOUNDS(xx.N() == N());
393 DUNE_ASSERT_BOUNDS(yy.N() == M());
394
395 using y_field_type = typename FieldTraits<Y>::field_type;
396 for(size_type i = 0; i < cols(); ++i)
397 {
398 yy[i] = y_field_type(0);
399 for(size_type j = 0; j < rows(); ++j)
400 yy[i] += (*this)[j][i] * xx[j];
401 }
402 }
403
405 template<class X, class Y>
406 void umv (const X& x, Y& y) const
407 {
408 auto&& xx = Impl::asVector(x);
409 auto&& yy = Impl::asVector(y);
410 DUNE_ASSERT_BOUNDS(xx.N() == M());
411 DUNE_ASSERT_BOUNDS(yy.N() == N());
412 for (size_type i=0; i<rows(); ++i)
413 for (size_type j=0; j<cols(); j++)
414 yy[i] += (*this)[i][j] * xx[j];
415 }
416
418 template<class X, class Y>
419 void umtv (const X& x, Y& y) const
420 {
421 auto&& xx = Impl::asVector(x);
422 auto&& yy = Impl::asVector(y);
423 DUNE_ASSERT_BOUNDS(xx.N() == N());
424 DUNE_ASSERT_BOUNDS(yy.N() == M());
425 for(size_type i = 0; i<rows(); ++i)
426 for (size_type j=0; j<cols(); j++)
427 yy[j] += (*this)[i][j]*xx[i];
428 }
429
431 template<class X, class Y>
432 void umhv (const X& x, Y& y) const
433 {
434 auto&& xx = Impl::asVector(x);
435 auto&& yy = Impl::asVector(y);
436 DUNE_ASSERT_BOUNDS(xx.N() == N());
437 DUNE_ASSERT_BOUNDS(yy.N() == M());
438 for (size_type i=0; i<rows(); i++)
439 for (size_type j=0; j<cols(); j++)
440 yy[j] += conjugateComplex((*this)[i][j])*xx[i];
441 }
442
444 template<class X, class Y>
445 void mmv (const X& x, Y& y) const
446 {
447 auto&& xx = Impl::asVector(x);
448 auto&& yy = Impl::asVector(y);
449 DUNE_ASSERT_BOUNDS(xx.N() == M());
450 DUNE_ASSERT_BOUNDS(yy.N() == N());
451 for (size_type i=0; i<rows(); i++)
452 for (size_type j=0; j<cols(); j++)
453 yy[i] -= (*this)[i][j] * xx[j];
454 }
455
457 template<class X, class Y>
458 void mmtv (const X& x, Y& y) const
459 {
460 auto&& xx = Impl::asVector(x);
461 auto&& yy = Impl::asVector(y);
462 DUNE_ASSERT_BOUNDS(xx.N() == N());
463 DUNE_ASSERT_BOUNDS(yy.N() == M());
464 for (size_type i=0; i<rows(); i++)
465 for (size_type j=0; j<cols(); j++)
466 yy[j] -= (*this)[i][j]*xx[i];
467 }
468
470 template<class X, class Y>
471 void mmhv (const X& x, Y& y) const
472 {
473 auto&& xx = Impl::asVector(x);
474 auto&& yy = Impl::asVector(y);
475 DUNE_ASSERT_BOUNDS(xx.N() == N());
476 DUNE_ASSERT_BOUNDS(yy.N() == M());
477 for (size_type i=0; i<rows(); i++)
478 for (size_type j=0; j<cols(); j++)
479 yy[j] -= conjugateComplex((*this)[i][j])*xx[i];
480 }
481
483 template<class X, class Y>
484 void usmv (const typename FieldTraits<Y>::field_type & alpha,
485 const X& x, Y& y) const
486 {
487 auto&& xx = Impl::asVector(x);
488 auto&& yy = Impl::asVector(y);
489 DUNE_ASSERT_BOUNDS(xx.N() == M());
490 DUNE_ASSERT_BOUNDS(yy.N() == N());
491 for (size_type i=0; i<rows(); i++)
492 for (size_type j=0; j<cols(); j++)
493 yy[i] += alpha * (*this)[i][j] * xx[j];
494 }
495
497 template<class X, class Y>
498 void usmtv (const typename FieldTraits<Y>::field_type & alpha,
499 const X& x, Y& y) const
500 {
501 auto&& xx = Impl::asVector(x);
502 auto&& yy = Impl::asVector(y);
503 DUNE_ASSERT_BOUNDS(xx.N() == N());
504 DUNE_ASSERT_BOUNDS(yy.N() == M());
505 for (size_type i=0; i<rows(); i++)
506 for (size_type j=0; j<cols(); j++)
507 yy[j] += alpha*(*this)[i][j]*xx[i];
508 }
509
511 template<class X, class Y>
512 void usmhv (const typename FieldTraits<Y>::field_type & alpha,
513 const X& x, Y& y) const
514 {
515 auto&& xx = Impl::asVector(x);
516 auto&& yy = Impl::asVector(y);
517 DUNE_ASSERT_BOUNDS(xx.N() == N());
518 DUNE_ASSERT_BOUNDS(yy.N() == M());
519 for (size_type i=0; i<rows(); i++)
520 for (size_type j=0; j<cols(); j++)
521 yy[j] +=
522 alpha*conjugateComplex((*this)[i][j])*xx[i];
523 }
524
525 //===== norms
526
528 typename FieldTraits<value_type>::real_type frobenius_norm () const
529 {
530 typename FieldTraits<value_type>::real_type sum=(0.0);
531 for (size_type i=0; i<rows(); ++i) sum += (*this)[i].two_norm2();
532 return fvmeta::sqrt(sum);
533 }
534
536 typename FieldTraits<value_type>::real_type frobenius_norm2 () const
537 {
538 typename FieldTraits<value_type>::real_type sum=(0.0);
539 for (size_type i=0; i<rows(); ++i) sum += (*this)[i].two_norm2();
540 return sum;
541 }
542
544 template <typename vt = value_type,
545 typename std::enable_if<!HasNaN<vt>::value, int>::type = 0>
546 typename FieldTraits<vt>::real_type infinity_norm() const {
547 using real_type = typename FieldTraits<vt>::real_type;
548 using std::max;
549
550 real_type norm = 0;
551 for (auto const &x : *this) {
552 real_type const a = x.one_norm();
553 norm = max(a, norm);
554 }
555 return norm;
556 }
557
559 template <typename vt = value_type,
560 typename std::enable_if<!HasNaN<vt>::value, int>::type = 0>
561 typename FieldTraits<vt>::real_type infinity_norm_real() const {
562 using real_type = typename FieldTraits<vt>::real_type;
563 using std::max;
564
565 real_type norm = 0;
566 for (auto const &x : *this) {
567 real_type const a = x.one_norm_real();
568 norm = max(a, norm);
569 }
570 return norm;
571 }
572
574 template <typename vt = value_type,
575 typename std::enable_if<HasNaN<vt>::value, int>::type = 0>
576 typename FieldTraits<vt>::real_type infinity_norm() const {
577 using real_type = typename FieldTraits<vt>::real_type;
578 using std::max;
579
580 real_type norm = 0;
581 real_type isNaN = 1;
582 for (auto const &x : *this) {
583 real_type const a = x.one_norm();
584 norm = max(a, norm);
585 isNaN += a;
586 }
587 return norm * (isNaN / isNaN);
588 }
589
591 template <typename vt = value_type,
592 typename std::enable_if<HasNaN<vt>::value, int>::type = 0>
593 typename FieldTraits<vt>::real_type infinity_norm_real() const {
594 using real_type = typename FieldTraits<vt>::real_type;
595 using std::max;
596
597 real_type norm = 0;
598 real_type isNaN = 1;
599 for (auto const &x : *this) {
600 real_type const a = x.one_norm_real();
601 norm = max(a, norm);
602 isNaN += a;
603 }
604 return norm * (isNaN / isNaN);
605 }
606
607 //===== solve
608
613 template <class V1, class V2>
614 void solve (V1& x, const V2& b, bool doPivoting = true) const;
615
620 void invert(bool doPivoting = true);
621
623 field_type determinant (bool doPivoting = true) const;
624
626 template<typename M2>
628 {
629 DUNE_ASSERT_BOUNDS(M.rows() == M.cols());
630 DUNE_ASSERT_BOUNDS(M.rows() == rows());
631 AutonomousValue<MAT> C(asImp());
632
633 for (size_type i=0; i<rows(); i++)
634 for (size_type j=0; j<cols(); j++) {
635 (*this)[i][j] = 0;
636 for (size_type k=0; k<rows(); k++)
637 (*this)[i][j] += M[i][k]*C[k][j];
638 }
639
640 return asImp();
641 }
642
644 template<typename M2>
646 {
647 DUNE_ASSERT_BOUNDS(M.rows() == M.cols());
648 DUNE_ASSERT_BOUNDS(M.cols() == cols());
649 AutonomousValue<MAT> C(asImp());
650
651 for (size_type i=0; i<rows(); i++)
652 for (size_type j=0; j<cols(); j++) {
653 (*this)[i][j] = 0;
654 for (size_type k=0; k<cols(); k++)
655 (*this)[i][j] += C[i][k]*M[k][j];
656 }
657 return asImp();
658 }
659
660#if 0
662 template<int l>
663 DenseMatrix<K,l,cols> leftmultiplyany (const FieldMatrix<K,l,rows>& M) const
664 {
666
667 for (size_type i=0; i<l; i++) {
668 for (size_type j=0; j<cols(); j++) {
669 C[i][j] = 0;
670 for (size_type k=0; k<rows(); k++)
671 C[i][j] += M[i][k]*(*this)[k][j];
672 }
673 }
674 return C;
675 }
676
678 template<int l>
679 FieldMatrix<K,rows,l> rightmultiplyany (const FieldMatrix<K,cols,l>& M) const
680 {
681 FieldMatrix<K,rows,l> C;
682
683 for (size_type i=0; i<rows(); i++) {
684 for (size_type j=0; j<l; j++) {
685 C[i][j] = 0;
686 for (size_type k=0; k<cols(); k++)
687 C[i][j] += (*this)[i][k]*M[k][j];
688 }
689 }
690 return C;
691 }
692#endif
693
694 //===== sizes
695
697 constexpr size_type N () const
698 {
699 return rows();
700 }
701
703 constexpr size_type M () const
704 {
705 return cols();
706 }
707
709 constexpr size_type rows() const
710 {
711 return asImp().mat_rows();
712 }
713
715 constexpr size_type cols() const
716 {
717 return asImp().mat_cols();
718 }
719
720 //===== query
721
723 bool exists ([[maybe_unused]] size_type i, [[maybe_unused]] size_type j) const
724 {
725 DUNE_ASSERT_BOUNDS(i >= 0 && i < rows());
726 DUNE_ASSERT_BOUNDS(j >= 0 && j < cols());
727 return true;
728 }
729
730 protected:
731
732#ifndef DOXYGEN
733 struct ElimPivot
734 {
735 ElimPivot(std::vector<simd_index_type> & pivot);
736
737 void swap(std::size_t i, simd_index_type j);
738
739 template<typename T>
740 void operator()(const T&, int, int)
741 {}
742
743 std::vector<simd_index_type> & pivot_;
744 };
745
746 template<typename V>
747 struct Elim
748 {
749 Elim(V& rhs);
750
751 void swap(std::size_t i, simd_index_type j);
752
753 void operator()(const typename V::field_type& factor, int k, int i);
754
755 V* rhs_;
756 };
757
758 struct ElimDet
759 {
760 ElimDet(field_type& sign) : sign_(sign)
761 { sign_ = 1; }
762
763 void swap(std::size_t i, simd_index_type j)
764 {
765 sign_ *=
766 Simd::cond(simd_index_type(i) == j, field_type(1), field_type(-1));
767 }
768
769 void operator()(const field_type&, int, int)
770 {}
771
772 field_type& sign_;
773 };
774#endif // DOXYGEN
775
777
815 template<class Func, class Mask>
816 static void luDecomposition(DenseMatrix<MAT>& A, Func func,
817 Mask &nonsingularLanes, bool throwEarly, bool doPivoting);
818 };
819
820#ifndef DOXYGEN
821 template<typename MAT>
822 DenseMatrix<MAT>::ElimPivot::ElimPivot(std::vector<simd_index_type> & pivot)
823 : pivot_(pivot)
824 {
825 typedef typename std::vector<size_type>::size_type size_type;
826 for(size_type i=0; i < pivot_.size(); ++i) pivot_[i]=i;
827 }
828
829 template<typename MAT>
830 void DenseMatrix<MAT>::ElimPivot::swap(std::size_t i, simd_index_type j)
831 {
832 pivot_[i] =
833 Simd::cond(Simd::Scalar<simd_index_type>(i) == j, pivot_[i], j);
834 }
835
836 template<typename MAT>
837 template<typename V>
838 DenseMatrix<MAT>::Elim<V>::Elim(V& rhs)
839 : rhs_(&rhs)
840 {}
841
842 template<typename MAT>
843 template<typename V>
844 void DenseMatrix<MAT>::Elim<V>::swap(std::size_t i, simd_index_type j)
845 {
846 using std::swap;
847
848 // see the comment in luDecomposition()
849 for(std::size_t l = 0; l < Simd::lanes(j); ++l)
850 swap(Simd::lane(l, (*rhs_)[ i ]),
851 Simd::lane(l, (*rhs_)[Simd::lane(l, j)]));
852 }
853
854 template<typename MAT>
855 template<typename V>
856 void DenseMatrix<MAT>::
857 Elim<V>::operator()(const typename V::field_type& factor, int k, int i)
858 {
859 (*rhs_)[k] -= factor*(*rhs_)[i];
860 }
861
862 template<typename MAT>
863 template<typename Func, class Mask>
864 inline void DenseMatrix<MAT>::
865 luDecomposition(DenseMatrix<MAT>& A, Func func, Mask &nonsingularLanes,
866 bool throwEarly, bool doPivoting)
867 {
868 using std::max;
869 using std::swap;
870
871 typedef typename FieldTraits<value_type>::real_type real_type;
872
873 // LU decomposition of A in A
874 for (size_type i=0; i<A.rows(); i++) // loop over all rows
875 {
876 real_type pivmax = fvmeta::absreal(A[i][i]);
877
878 if (doPivoting)
879 {
880 // compute maximum of column
881 simd_index_type imax=i;
882 for (size_type k=i+1; k<A.rows(); k++)
883 {
884 auto abs = fvmeta::absreal(A[k][i]);
885 auto mask = abs > pivmax;
886 pivmax = Simd::cond(mask, abs, pivmax);
887 imax = Simd::cond(mask, simd_index_type(k), imax);
888 }
889 // swap rows
890 for (size_type j=0; j<A.rows(); j++)
891 {
892 // This is a swap operation where the second operand is scattered,
893 // and on top of that is also extracted from deep within a
894 // moderately complicated data structure (a DenseMatrix), where we
895 // can't assume much on the memory layout. On intel processors,
896 // the only instruction that might help us here is vgather, but it
897 // is unclear whether that is even faster than a software
898 // implementation, and we would also need vscatter which does not
899 // exist. So break vectorization here and do it manually.
900 for(std::size_t l = 0; l < Simd::lanes(A[i][j]); ++l)
901 swap(Simd::lane(l, A[i][j]),
902 Simd::lane(l, A[Simd::lane(l, imax)][j]));
903 }
904 func.swap(i, imax); // swap the pivot or rhs
905 }
906
907 // singular ?
908 nonsingularLanes = nonsingularLanes && (pivmax != real_type(0));
909 if (throwEarly) {
910 if(!Simd::allTrue(nonsingularLanes))
911 DUNE_THROW(FMatrixError, "matrix is singular");
912 }
913 else { // !throwEarly
914 if(!Simd::anyTrue(nonsingularLanes))
915 return;
916 }
917
918 // eliminate
919 for (size_type k=i+1; k<A.rows(); k++)
920 {
921 // in the simd case, A[i][i] may be close to zero in some lanes. Pray
922 // that the result is no worse than a quiet NaN.
923 field_type factor = A[k][i]/A[i][i];
924 A[k][i] = factor;
925 for (size_type j=i+1; j<A.rows(); j++)
926 A[k][j] -= factor*A[i][j];
927 func(factor, k, i);
928 }
929 }
930 }
931
932 template<typename MAT>
933 template <class V1, class V2>
934 inline void DenseMatrix<MAT>::solve(V1& x, const V2& b, bool doPivoting) const
935 {
936 using real_type = typename FieldTraits<value_type>::real_type;
937 // never mind those ifs, because they get optimized away
938 if (rows()!=cols())
939 DUNE_THROW(FMatrixError, "Can't solve for a " << rows() << "x" << cols() << " matrix!");
940
941 if (rows()==1) {
942
943#ifdef DUNE_FMatrix_WITH_CHECKING
944 if (Simd::anyTrue(fvmeta::absreal((*this)[0][0])
946 DUNE_THROW(FMatrixError,"matrix is singular");
947#endif
948 x[0] = b[0]/(*this)[0][0];
949
950 }
951 else if (rows()==2) {
952
953 field_type detinv = (*this)[0][0]*(*this)[1][1]-(*this)[0][1]*(*this)[1][0];
954#ifdef DUNE_FMatrix_WITH_CHECKING
955 if (Simd::anyTrue(fvmeta::absreal(detinv)
957 DUNE_THROW(FMatrixError,"matrix is singular");
958#endif
959 detinv = real_type(1.0)/detinv;
960
961 x[0] = detinv*((*this)[1][1]*b[0]-(*this)[0][1]*b[1]);
962 x[1] = detinv*((*this)[0][0]*b[1]-(*this)[1][0]*b[0]);
963
964 }
965 else if (rows()==3) {
966
967 field_type d = determinant(doPivoting);
968#ifdef DUNE_FMatrix_WITH_CHECKING
969 if (Simd::anyTrue(fvmeta::absreal(d)
971 DUNE_THROW(FMatrixError,"matrix is singular");
972#endif
973
974 x[0] = (b[0]*(*this)[1][1]*(*this)[2][2] - b[0]*(*this)[2][1]*(*this)[1][2]
975 - b[1] *(*this)[0][1]*(*this)[2][2] + b[1]*(*this)[2][1]*(*this)[0][2]
976 + b[2] *(*this)[0][1]*(*this)[1][2] - b[2]*(*this)[1][1]*(*this)[0][2]) / d;
977
978 x[1] = ((*this)[0][0]*b[1]*(*this)[2][2] - (*this)[0][0]*b[2]*(*this)[1][2]
979 - (*this)[1][0] *b[0]*(*this)[2][2] + (*this)[1][0]*b[2]*(*this)[0][2]
980 + (*this)[2][0] *b[0]*(*this)[1][2] - (*this)[2][0]*b[1]*(*this)[0][2]) / d;
981
982 x[2] = ((*this)[0][0]*(*this)[1][1]*b[2] - (*this)[0][0]*(*this)[2][1]*b[1]
983 - (*this)[1][0] *(*this)[0][1]*b[2] + (*this)[1][0]*(*this)[2][1]*b[0]
984 + (*this)[2][0] *(*this)[0][1]*b[1] - (*this)[2][0]*(*this)[1][1]*b[0]) / d;
985
986 }
987 else {
988
989 V1& rhs = x; // use x to store rhs
990 rhs = b; // copy data
991 Elim<V1> elim(rhs);
992 AutonomousValue<MAT> A(asImp());
993 Simd::Mask<typename FieldTraits<value_type>::real_type>
994 nonsingularLanes(true);
995
996 AutonomousValue<MAT>::luDecomposition(A, elim, nonsingularLanes, true, doPivoting);
997
998 // backsolve
999 for(int i=rows()-1; i>=0; i--) {
1000 for (size_type j=i+1; j<rows(); j++)
1001 rhs[i] -= A[i][j]*x[j];
1002 x[i] = rhs[i]/A[i][i];
1003 }
1004 }
1005 }
1006
1007 template<typename MAT>
1008 inline void DenseMatrix<MAT>::invert(bool doPivoting)
1009 {
1010 using real_type = typename FieldTraits<MAT>::real_type;
1011 using std::swap;
1012
1013 // never mind those ifs, because they get optimized away
1014 if (rows()!=cols())
1015 DUNE_THROW(FMatrixError, "Can't invert a " << rows() << "x" << cols() << " matrix!");
1016
1017 if (rows()==1) {
1018
1019#ifdef DUNE_FMatrix_WITH_CHECKING
1020 if (Simd::anyTrue(fvmeta::absreal((*this)[0][0])
1022 DUNE_THROW(FMatrixError,"matrix is singular");
1023#endif
1024 (*this)[0][0] = real_type( 1 ) / (*this)[0][0];
1025
1026 }
1027 else if (rows()==2) {
1028
1029 field_type detinv = (*this)[0][0]*(*this)[1][1]-(*this)[0][1]*(*this)[1][0];
1030#ifdef DUNE_FMatrix_WITH_CHECKING
1031 if (Simd::anyTrue(fvmeta::absreal(detinv)
1033 DUNE_THROW(FMatrixError,"matrix is singular");
1034#endif
1035 detinv = real_type( 1 ) / detinv;
1036
1037 field_type temp=(*this)[0][0];
1038 (*this)[0][0] = (*this)[1][1]*detinv;
1039 (*this)[0][1] = -(*this)[0][1]*detinv;
1040 (*this)[1][0] = -(*this)[1][0]*detinv;
1041 (*this)[1][1] = temp*detinv;
1042
1043 }
1044 else if (rows()==3)
1045 {
1046 using K = field_type;
1047 // code generated by maple
1048 K t4 = (*this)[0][0] * (*this)[1][1];
1049 K t6 = (*this)[0][0] * (*this)[1][2];
1050 K t8 = (*this)[0][1] * (*this)[1][0];
1051 K t10 = (*this)[0][2] * (*this)[1][0];
1052 K t12 = (*this)[0][1] * (*this)[2][0];
1053 K t14 = (*this)[0][2] * (*this)[2][0];
1054
1055 K det = (t4*(*this)[2][2]-t6*(*this)[2][1]-t8*(*this)[2][2]+
1056 t10*(*this)[2][1]+t12*(*this)[1][2]-t14*(*this)[1][1]);
1057 K t17 = K(1.0)/det;
1058
1059 K matrix01 = (*this)[0][1];
1060 K matrix00 = (*this)[0][0];
1061 K matrix10 = (*this)[1][0];
1062 K matrix11 = (*this)[1][1];
1063
1064 (*this)[0][0] = ((*this)[1][1] * (*this)[2][2] - (*this)[1][2] * (*this)[2][1])*t17;
1065 (*this)[0][1] = -((*this)[0][1] * (*this)[2][2] - (*this)[0][2] * (*this)[2][1])*t17;
1066 (*this)[0][2] = (matrix01 * (*this)[1][2] - (*this)[0][2] * (*this)[1][1])*t17;
1067 (*this)[1][0] = -((*this)[1][0] * (*this)[2][2] - (*this)[1][2] * (*this)[2][0])*t17;
1068 (*this)[1][1] = (matrix00 * (*this)[2][2] - t14) * t17;
1069 (*this)[1][2] = -(t6-t10) * t17;
1070 (*this)[2][0] = (matrix10 * (*this)[2][1] - matrix11 * (*this)[2][0]) * t17;
1071 (*this)[2][1] = -(matrix00 * (*this)[2][1] - t12) * t17;
1072 (*this)[2][2] = (t4-t8) * t17;
1073 }
1074 else {
1075 using std::swap;
1076
1077 AutonomousValue<MAT> A(asImp());
1078 std::vector<simd_index_type> pivot(rows());
1079 Simd::Mask<typename FieldTraits<value_type>::real_type>
1080 nonsingularLanes(true);
1081 AutonomousValue<MAT>::luDecomposition(A, ElimPivot(pivot), nonsingularLanes, true, doPivoting);
1082 auto& L=A;
1083 auto& U=A;
1084
1085 // initialize inverse
1086 *this=field_type();
1087
1088 for(size_type i=0; i<rows(); ++i)
1089 (*this)[i][i]=1;
1090
1091 // L Y = I; multiple right hand sides
1092 for (size_type i=0; i<rows(); i++)
1093 for (size_type j=0; j<i; j++)
1094 for (size_type k=0; k<rows(); k++)
1095 (*this)[i][k] -= L[i][j]*(*this)[j][k];
1096
1097 // U A^{-1} = Y
1098 for (size_type i=rows(); i>0;) {
1099 --i;
1100 for (size_type k=0; k<rows(); k++) {
1101 for (size_type j=i+1; j<rows(); j++)
1102 (*this)[i][k] -= U[i][j]*(*this)[j][k];
1103 (*this)[i][k] /= U[i][i];
1104 }
1105 }
1106
1107 for(size_type i=rows(); i>0; ) {
1108 --i;
1109 for(std::size_t l = 0; l < Simd::lanes((*this)[0][0]); ++l)
1110 {
1111 std::size_t pi = Simd::lane(l, pivot[i]);
1112 if(i!=pi)
1113 for(size_type j=0; j<rows(); ++j)
1114 swap(Simd::lane(l, (*this)[j][pi]),
1115 Simd::lane(l, (*this)[j][ i]));
1116 }
1117 }
1118 }
1119 }
1120
1121 // implementation of the determinant
1122 template<typename MAT>
1123 inline typename DenseMatrix<MAT>::field_type
1124 DenseMatrix<MAT>::determinant(bool doPivoting) const
1125 {
1126 // never mind those ifs, because they get optimized away
1127 if (rows()!=cols())
1128 DUNE_THROW(FMatrixError, "There is no determinant for a " << rows() << "x" << cols() << " matrix!");
1129
1130 if (rows()==1)
1131 return (*this)[0][0];
1132
1133 if (rows()==2)
1134 return (*this)[0][0]*(*this)[1][1] - (*this)[0][1]*(*this)[1][0];
1135
1136 if (rows()==3) {
1137 // code generated by maple
1138 field_type t4 = (*this)[0][0] * (*this)[1][1];
1139 field_type t6 = (*this)[0][0] * (*this)[1][2];
1140 field_type t8 = (*this)[0][1] * (*this)[1][0];
1141 field_type t10 = (*this)[0][2] * (*this)[1][0];
1142 field_type t12 = (*this)[0][1] * (*this)[2][0];
1143 field_type t14 = (*this)[0][2] * (*this)[2][0];
1144
1145 return (t4*(*this)[2][2]-t6*(*this)[2][1]-t8*(*this)[2][2]+
1146 t10*(*this)[2][1]+t12*(*this)[1][2]-t14*(*this)[1][1]);
1147
1148 }
1149
1150 AutonomousValue<MAT> A(asImp());
1151 field_type det;
1152 Simd::Mask<typename FieldTraits<value_type>::real_type>
1153 nonsingularLanes(true);
1154
1155 AutonomousValue<MAT>::luDecomposition(A, ElimDet(det), nonsingularLanes, false, doPivoting);
1156 det = Simd::cond(nonsingularLanes, det, field_type(0));
1157
1158 for (size_type i = 0; i < rows(); ++i)
1159 det *= A[i][i];
1160 return det;
1161 }
1162
1163#endif // DOXYGEN
1164
1165 namespace DenseMatrixHelp {
1166
1168 template <typename MAT, typename V1, typename V2>
1169 static inline void multAssign(const DenseMatrix<MAT> &matrix, const DenseVector<V1> & x, DenseVector<V2> & ret)
1170 {
1171 DUNE_ASSERT_BOUNDS(x.size() == matrix.cols());
1172 DUNE_ASSERT_BOUNDS(ret.size() == matrix.rows());
1173 typedef typename DenseMatrix<MAT>::size_type size_type;
1174
1175 for(size_type i=0; i<matrix.rows(); ++i)
1176 {
1177 ret[i] = 0.0;
1178 for(size_type j=0; j<matrix.cols(); ++j)
1179 {
1180 ret[i] += matrix[i][j]*x[j];
1181 }
1182 }
1183 }
1184
1185#if 0
1187 template <typename K, int rows, int cols>
1188 static inline void multAssignTransposed( const FieldMatrix<K,rows,cols> &matrix, const FieldVector<K,rows> & x, FieldVector<K,cols> & ret)
1189 {
1190 typedef typename FieldMatrix<K,rows,cols>::size_type size_type;
1191
1192 for(size_type i=0; i<cols(); ++i)
1193 {
1194 ret[i] = 0.0;
1195 for(size_type j=0; j<rows(); ++j)
1196 ret[i] += matrix[j][i]*x[j];
1197 }
1198 }
1199
1201 template <typename K, int rows, int cols>
1202 static inline FieldVector<K,rows> mult(const FieldMatrix<K,rows,cols> &matrix, const FieldVector<K,cols> & x)
1203 {
1204 FieldVector<K,rows> ret;
1205 multAssign(matrix,x,ret);
1206 return ret;
1207 }
1208
1210 template <typename K, int rows, int cols>
1211 static inline FieldVector<K,cols> multTransposed(const FieldMatrix<K,rows,cols> &matrix, const FieldVector<K,rows> & x)
1212 {
1213 FieldVector<K,cols> ret;
1214 multAssignTransposed( matrix, x, ret );
1215 return ret;
1216 }
1217#endif
1218
1219 } // end namespace DenseMatrixHelp
1220
1222 template<typename MAT>
1223 std::ostream& operator<< (std::ostream& s, const DenseMatrix<MAT>& a)
1224 {
1225 for (typename DenseMatrix<MAT>::size_type i=0; i<a.rows(); i++)
1226 s << a[i] << std::endl;
1227 return s;
1228 }
1229
1232} // end namespace Dune
1233
1234#endif
Macro for wrapping boundary checks.
Generic iterator class for dense vector and matrix implementations.
Definition: densevector.hh:131
A dense n x m matrix.
Definition: densematrix.hh:140
ConstIterator const_iterator
typedef for stl compliant access
Definition: densematrix.hh:244
derived_type operator-() const
Matrix negation.
Definition: densematrix.hh:298
void solve(V1 &x, const V2 &b, bool doPivoting=true) const
Solve system A x = b.
void mv(const X &x, Y &y) const
y = A x
Definition: densematrix.hh:368
Traits::value_type field_type
export the type representing the field
Definition: densematrix.hh:160
derived_type & axpy(const field_type &a, const DenseMatrix< Other > &x)
vector space axpy operation (*this += a x)
Definition: densematrix.hh:338
ConstIterator beforeEnd() const
Definition: densematrix.hh:264
void mmtv(const X &x, Y &y) const
y -= A^T x
Definition: densematrix.hh:458
FieldTraits< vt >::real_type infinity_norm_real() const
simplified infinity norm (uses Manhattan norm for complex values)
Definition: densematrix.hh:561
std::remove_reference< const_row_reference >::type::ConstIterator ConstColIterator
rename the iterators for easier access
Definition: densematrix.hh:248
ConstIterator beforeBegin() const
Definition: densematrix.hh:271
void invert(bool doPivoting=true)
Compute inverse.
static void luDecomposition(DenseMatrix< MAT > &A, Func func, Mask &nonsingularLanes, bool throwEarly, bool doPivoting)
do an LU-Decomposition on matrix A
Traits::value_type block_type
export the type representing the components
Definition: densematrix.hh:163
void mtv(const X &x, Y &y) const
y = A^T x
Definition: densematrix.hh:387
constexpr size_type cols() const
number of columns
Definition: densematrix.hh:715
size_type size() const
size method (number of rows)
Definition: densematrix.hh:200
constexpr size_type M() const
number of columns
Definition: densematrix.hh:703
MAT & rightmultiply(const DenseMatrix< M2 > &M)
Multiplies M from the right to this matrix.
Definition: densematrix.hh:645
Iterator end()
end iterator
Definition: densematrix.hh:222
Iterator beforeBegin()
Definition: densematrix.hh:236
derived_type & operator/=(const field_type &k)
vector space division by scalar
Definition: densematrix.hh:329
derived_type & operator*=(const field_type &k)
vector space multiplication with scalar
Definition: densematrix.hh:321
Iterator beforeEnd()
Definition: densematrix.hh:229
Traits::value_type value_type
export the type representing the field
Definition: densematrix.hh:157
void usmv(const typename FieldTraits< Y >::field_type &alpha, const X &x, Y &y) const
y += alpha A x
Definition: densematrix.hh:484
void usmhv(const typename FieldTraits< Y >::field_type &alpha, const X &x, Y &y) const
y += alpha A^H x
Definition: densematrix.hh:512
void mmv(const X &x, Y &y) const
y -= A x
Definition: densematrix.hh:445
constexpr size_type rows() const
number of rows
Definition: densematrix.hh:709
MAT & leftmultiply(const DenseMatrix< M2 > &M)
Multiplies M from the left to this matrix.
Definition: densematrix.hh:627
void usmtv(const typename FieldTraits< Y >::field_type &alpha, const X &x, Y &y) const
y += alpha A^T x
Definition: densematrix.hh:498
derived_type & operator-=(const DenseMatrix< Other > &x)
vector space subtraction
Definition: densematrix.hh:312
bool operator!=(const DenseMatrix< Other > &x) const
Binary matrix incomparison.
Definition: densematrix.hh:358
void mmhv(const X &x, Y &y) const
y -= A^H x
Definition: densematrix.hh:471
Traits::derived_type derived_type
type of derived matrix class
Definition: densematrix.hh:154
row_reference operator[](size_type i)
random access
Definition: densematrix.hh:189
bool exists(size_type i, size_type j) const
return true when (i,j) is in pattern
Definition: densematrix.hh:723
Iterator RowIterator
rename the iterators for easier access
Definition: densematrix.hh:211
static constexpr int blocklevel
The number of block levels we contain. This is the leaf, that is, 1.
Definition: densematrix.hh:178
FieldTraits< value_type >::real_type frobenius_norm() const
frobenius norm: sqrt(sum over squared values of entries)
Definition: densematrix.hh:528
void umv(const X &x, Y &y) const
y += A x
Definition: densematrix.hh:406
DenseIterator< const DenseMatrix, const row_type, const_row_reference > ConstIterator
Iterator class for sequential access.
Definition: densematrix.hh:242
FieldTraits< vt >::real_type infinity_norm() const
infinity norm (row sum norm, how to generalize for blocks?)
Definition: densematrix.hh:546
Traits::row_type row_type
The type used to represent a row (must fulfill the Dune::DenseVector interface)
Definition: densematrix.hh:169
constexpr size_type N() const
number of rows
Definition: densematrix.hh:697
Traits::size_type size_type
The type used for the index access and size operation.
Definition: densematrix.hh:166
Traits::const_row_reference const_row_reference
The type used to represent a reference to a constant row (usually const row_type &)
Definition: densematrix.hh:175
FieldTraits< value_type >::real_type frobenius_norm2() const
square of frobenius norm, need for block recursion
Definition: densematrix.hh:536
std::remove_reference< row_reference >::type::Iterator ColIterator
rename the iterators for easier access
Definition: densematrix.hh:213
Traits::row_reference row_reference
The type used to represent a reference to a row (usually row_type &)
Definition: densematrix.hh:172
bool operator==(const DenseMatrix< Other > &x) const
Binary matrix comparison.
Definition: densematrix.hh:348
Iterator iterator
typedef for stl compliant access
Definition: densematrix.hh:209
ConstIterator ConstRowIterator
rename the iterators for easier access
Definition: densematrix.hh:246
DenseIterator< DenseMatrix, row_type, row_reference > Iterator
Iterator class for sequential access.
Definition: densematrix.hh:207
void umtv(const X &x, Y &y) const
y += A^T x
Definition: densematrix.hh:419
ConstIterator begin() const
begin iterator
Definition: densematrix.hh:251
field_type determinant(bool doPivoting=true) const
calculates the determinant of this matrix
Iterator begin()
begin iterator
Definition: densematrix.hh:216
void umhv(const X &x, Y &y) const
y += A^H x
Definition: densematrix.hh:432
derived_type & operator+=(const DenseMatrix< Other > &x)
vector space addition
Definition: densematrix.hh:289
ConstIterator end() const
end iterator
Definition: densematrix.hh:257
Interface for a class of dense vectors over a given field.
Definition: densevector.hh:229
size_type size() const
size method
Definition: densevector.hh:336
Error thrown if operations of a FieldMatrix fail.
Definition: densematrix.hh:126
static ctype absolute_limit()
return threshold to declare matrix singular
Definition: precision.hh:28
A dense n x m matrix.
Definition: fmatrix.hh:117
vector space out of a tensor product of fields.
Definition: fvector.hh:95
Default exception class for mathematical errors.
Definition: exceptions.hh:241
A free function to provide the demangled class name of a given object or type as a string.
static void multAssign(const DenseMatrix< MAT > &matrix, const DenseVector< V1 > &x, DenseVector< V2 > &ret)
calculates ret = matrix * x
Definition: densematrix.hh:1169
A few common exception classes.
Implements a vector constructed from a given type representing a field and a compile-time given size.
#define DUNE_ASSERT_BOUNDS(cond)
If DUNE_CHECK_BOUNDS is defined: check if condition cond holds; otherwise, do nothing.
Definition: boundschecking.hh:30
typename AutonomousValueType< T >::type AutonomousValue
Type free of internal references that T can be converted to.
Definition: typetraits.hh:588
#define DUNE_THROW(E, m)
Definition: exceptions.hh:218
constexpr auto max
Function object that returns the greater of the given values.
Definition: hybridutilities.hh:484
Mask< V > mask(ADLTag< 0, std::is_same< V, Mask< V > >::value >, const V &v)
implements Simd::mask()
Definition: defaults.hh:153
bool anyTrue(const Mask &mask)
Whether any entry is true
Definition: interface.hh:429
V cond(M &&mask, const V &ifTrue, const V &ifFalse)
Like the ?: operator.
Definition: interface.hh:386
bool allTrue(const Mask &mask)
Whether all entries are true
Definition: interface.hh:439
typename Overloads::RebindType< std::decay_t< S >, std::decay_t< V > >::type Rebind
Construct SIMD type with different scalar type.
Definition: interface.hh:253
constexpr std::size_t lanes()
Number of lanes in a SIMD type.
Definition: interface.hh:305
decltype(auto) lane(std::size_t l, V &&v)
Extract an element of a SIMD type.
Definition: interface.hh:324
Rebind< bool, V > Mask
Mask type type of some SIMD type.
Definition: interface.hh:289
Some useful basic math stuff.
Dune namespace.
Definition: alignedallocator.hh:13
int sign(const T &val)
Return the sign of the value.
Definition: math.hh:180
K conjugateComplex(const K &x)
compute conjugate complex of x
Definition: math.hh:164
STL namespace.
Various precision settings for calculations with FieldMatrix and FieldVector.
Implements a scalar vector view wrapper around an existing scalar.
Include file for users of the SIMD abstraction layer.
you have to specialize this structure for any type that should be assignable to a DenseMatrix
Definition: densematrix.hh:59
Traits for type conversions and type information.
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