/// Solve the linear system Ax = b, with A being the
    /// combined derivative matrix of the residual and b
    /// being the residual itself.
    /// \param[in] residual   residual object containing A and b.
    /// \return               the solution x
    NewtonIterationBlackoilSimple::SolutionVector
    NewtonIterationBlackoilSimple::computeNewtonIncrement(const LinearisedBlackoilResidual& residual) const
    {
        typedef LinearisedBlackoilResidual::ADB ADB;
        const int np = residual.material_balance_eq.size();
        ADB mass_res = residual.material_balance_eq[0];
        for (int phase = 1; phase < np; ++phase) {
            mass_res = vertcat(mass_res, residual.material_balance_eq[phase]);
        }
        const ADB well_res = vertcat(residual.well_flux_eq, residual.well_eq);
        const ADB total_residual = collapseJacs(vertcat(mass_res, well_res));

        Eigen::SparseMatrix<double, Eigen::RowMajor> matr;
        total_residual.derivative()[0].toSparse(matr);

        SolutionVector dx(SolutionVector::Zero(total_residual.size()));
        Opm::LinearSolverInterface::LinearSolverReport rep
            = linsolver_->solve(matr.rows(), matr.nonZeros(),
                                matr.outerIndexPtr(), matr.innerIndexPtr(), matr.valuePtr(),
                                total_residual.value().data(), dx.data(), parallelInformation_);

        // store iterations
        iterations_ = rep.iterations;

        if (!rep.converged) {
            OPM_THROW(LinearSolverProblem,
                      "FullyImplicitBlackoilSolver::solveJacobianSystem(): "
                      "Linear solver convergence failure.");
        }
        return dx;
    }
Eigen::SparseMatrix<double> Condi2Joint(Eigen::SparseMatrix<double> Condi, Eigen::SparseVector<double> Pa)
{	// second dimension of Condi is the parent
	Eigen::SparseMatrix<double> Joint;
	Joint.resize(Condi.rows(), Condi.cols());

	for (int cols = 0; cols < Condi.cols(); cols++)
	{
		Eigen::SparseVector<double> tmp_vec = Condi.block(0, cols, Condi.rows(), 1)*Pa.coeff(cols);
		for (int id_rows = 0; id_rows < tmp_vec.size(); id_rows++)
		{
			Joint.coeffRef(id_rows, cols) = tmp_vec.coeff(id_rows);
		}

	}
	Joint.prune(TOLERANCE);
	return Joint;

}
Example #3
0
Eigen::VectorXd KronProdSPMat2(
    Eigen::SparseMatrix<double, Eigen::RowMajor> a0,
    Eigen::SparseMatrix<double, Eigen::RowMajor> a1,
    Eigen::VectorXd y) {

    signal(SIGSEGV, handler);   // install our handler
    Eigen::VectorXd retvec;
    retvec.setZero( a0.rows() * a1.rows()  );

    //loop rows a0
    for (int row_idx0=0; row_idx0<a0.outerSize(); ++row_idx0) {
        int row_offset1 = row_idx0;
        row_offset1    *= a1.rows();

        // loop rows a1
        for (int row_idx1=0; row_idx1<a1.outerSize(); ++row_idx1) {

            // loop cols a0 (non-zero elements only)
            for (Eigen::SparseMatrix<double,RowMajor>::InnerIterator it0(a0,row_idx0); it0; ++it0) {
                int col_offset1 = it0.index();
                col_offset1    *= a1.innerSize();
                double factor1 = it0.value();

                for (Eigen::SparseMatrix<double,RowMajor>::InnerIterator it1(a1,row_idx1); it1; ++it1) {
                    retvec( row_offset1 + row_idx1 ) += factor1 * it1.value() * y( col_offset1 + it1.index() );
                }
            }
        }
    }
    return retvec;
}
/// return the extremal eigenvalues of Ax=cBx
std::pair<double, double>
generalized_extreme_eigenvalues(const Eigen::SparseMatrix<double> &Ain,
                                const Eigen::SparseMatrix<double> &Bin) {
  assert(Ain.rows() == Ain.cols());
  assert(Ain.rows() == Ain.cols());
  assert(Ain.rows() == Bin.rows());
  assert(Ain.isCompressed());
  assert(Bin.isCompressed());
  const int N = static_cast<int>(Ain.rows());

  /* mkl_sparse_d_gv input parameters */
  char which =
      'S';     /* Which eigenvalues to calculate. ('L' - largest (algebraic)
                  eigenvalues, 'S' - smallest (algebraic) eigenvalues) */
  int pm[128]; /* This array is used to pass various parameters to Extended
                  Eigensolver Extensions routines. */
  int k0 = 1;  /* Desired number of max/min eigenvalues */

  /* mkl_sparse_d_gv output parameters */
  int k;             /* Number of eigenvalues found (might be less than k0). */
  double E_small[3]; /* Eigenvalues */
  double E_large[3]; /* Eigenvalues */
  double X[3];       /* Eigenvectors */
  double res[3];     /* Residual */

  /* Local variables */
  int compute_vectors = 0; /* Flag to compute eigenvectors */
  int tol = 7;             /* Tolerance */

  /* Sparse BLAS IE variables */
  sparse_status_t status;

  ConvertToMklResult A = to_mkl(Ain, status); // TODO: check A.status;
  ConvertToMklResult B = to_mkl(Bin, status); // TODO: check B.status;

  /* Step 2. Call mkl_sparse_ee_init to define default input values */
  mkl_sparse_ee_init(pm);

  pm[1] = tol; /* Set tolerance */
  pm[6] = compute_vectors;

  /* Step 3. Solve the standard Ax = ex eigenvalue problem. */
  which = 'S';
  const int infoS = mkl_sparse_d_gv(&which, pm, A.matrix, A.descr, B.matrix,
                                    B.descr, k0, &k, E_small, X, res);
  assert(infoS == 0);

  which = 'L';
  const int infoL = mkl_sparse_d_gv(&which, pm, A.matrix, A.descr, B.matrix,
                                    B.descr, k0, &k, E_large, X, res);
  assert(infoL == 0);

  mkl_sparse_destroy(A.matrix);
  mkl_sparse_destroy(B.matrix);

  return {E_small[0], E_large[0]}; // todo: return the right thing
}
Example #5
0
IGL_INLINE void igl::components(
  const Eigen::SparseMatrix<AScalar> & A,
  Eigen::PlainObjectBase<DerivedC> & C,
  Eigen::PlainObjectBase<Derivedcounts> & counts)
{
  using namespace Eigen;
  using namespace std;
  assert(A.rows() == A.cols() && "A should be square.");
  const size_t n = A.rows();
  Array<bool,Dynamic,1> seen = Array<bool,Dynamic,1>::Zero(n,1);
  C.resize(n,1);
  typename DerivedC::Scalar id = 0;
  vector<typename Derivedcounts::Scalar> vcounts;
  // breadth first search
  for(int k=0; k<A.outerSize(); ++k)
  {
    if(seen(k))
    {
      continue;
    }
    queue<int> Q;
    Q.push(k);
    vcounts.push_back(0);
    while(!Q.empty())
    {
      const int f = Q.front();
      Q.pop();
      if(seen(f))
      {
        continue;
      }
      seen(f) = true;
      C(f,0) = id;
      vcounts[id]++;
      // Iterate over inside
      for(typename SparseMatrix<AScalar>::InnerIterator it (A,f); it; ++it)
      {
        const int g = it.index();
        if(!seen(g) && it.value())
        {
          Q.push(g);
        }
      }
    }
    id++;
  }
  assert((size_t) id == vcounts.size());
  const size_t ncc = vcounts.size();
  assert((size_t)C.maxCoeff()+1 == ncc);
  counts.resize(ncc,1);
  for(size_t i = 0;i<ncc;i++)
  {
    counts(i) = vcounts[i];
  }
}
Example #6
0
matrix<Type> invertSparseMatrix(Eigen::SparseMatrix<Type> A){
  matrix<Type> I(A.rows(),A.cols());
  I.setIdentity();
  Eigen::SimplicialLDLT< Eigen::SparseMatrix<Type> > ldlt(A);
  matrix<Type> ans = ldlt.solve(I);
  return ans;
}
ColCompressedMatrix convert_from_Eigen(const Eigen::SparseMatrix<double> &m)
{
	assert(m.rows() == m.cols());
	assert(m.isCompressed());
	return ColCompressedMatrix(m.rows, m.nonZeros(), 
		m.valuePtr(), m.outerIndexPtr(), m.innerIndexPtr());
}
Example #8
0
IGL_INLINE void igl::matlab::prepare_lhs_double(
    const Eigen::SparseMatrix<Vtype> & M,
    mxArray *plhs[])
{
    using namespace std;
    const int m = M.rows();
    const int n = M.cols();
    // THIS WILL NOT WORK FOR ROW-MAJOR
    assert(n==M.outerSize());
    const int nzmax = M.nonZeros();
    plhs[0] = mxCreateSparse(m, n, nzmax, mxREAL);
    mxArray * mx_data = plhs[0];
    // Copy data immediately
    double * pr = mxGetPr(mx_data);
    mwIndex * ir = mxGetIr(mx_data);
    mwIndex * jc = mxGetJc(mx_data);

    // Iterate over outside
    int k = 0;
    for(int j=0; j<M.outerSize(); j++)
    {
        jc[j] = k;
        // Iterate over inside
        for(typename Eigen::SparseMatrix<Vtype>::InnerIterator it (M,j); it; ++it)
        {
            // copy (cast to double)
            pr[k] = it.value();
            ir[k] = it.row();
            k++;
        }
    }
    jc[M.outerSize()] = k;

}
void place::erodeSparse(const Eigen::SparseMatrix<double> &src,
                        Eigen::SparseMatrix<double> &dst) {
  dst = Eigen::SparseMatrix<double>(src.rows(), src.cols());
  std::vector<Eigen::Triplet<double>> tripletList;
  Eigen::MatrixXd srcNS = Eigen::MatrixXd(src);

  for (int i = 0; i < srcNS.cols(); ++i) {
    for (int j = 0; j < srcNS.rows(); ++j) {
      double value = 0.0;
      for (int k = -1; k < 1; ++k) {
        for (int l = -1; l < 1; ++l) {
          if (i + k < 0 || i + k >= srcNS.cols() || j + l < 0 ||
              j + l >= srcNS.rows())
            continue;
          else
            value = std::max(value, srcNS(j + l, i + k));
        }
      }

      if (value != 0)
        tripletList.push_back(Eigen::Triplet<double>(j, i, value));
    }
  }
  dst.setFromTriplets(tripletList.begin(), tripletList.end());
}
Example #10
0
IGL_INLINE void igl::min(
  const Eigen::SparseMatrix<AType> & A,
  const int dim,
  Eigen::PlainObjectBase<DerivedB> & B,
  Eigen::PlainObjectBase<DerivedI> & I)
{
  const int n = A.cols();
  const int m = A.rows();
  B.resize(dim==1?n:m);
  B.setConstant(std::numeric_limits<typename DerivedB::Scalar>::max());
  I.resize(dim==1?n:m);
  for_each(A,[&B,&I,&dim](int i, int j,const typename DerivedB::Scalar v)
    {
      if(dim == 2)
      {
        std::swap(i,j);
      }
      // Coded as if dim == 1, assuming swap for dim == 2
      if(v < B(j))
      {
        B(j) = v;
        I(j) = i;
      }
    });
  Eigen::VectorXi Z;
  find_zero(A,dim,Z);
  for(int j = 0;j<I.size();j++)
  {
    if(Z(j) != (dim==1?m:n) && 0 < B(j))
    {
      B(j) = 0;
      I(j) = Z(j);
    }
  }
}
Example #11
0
IGL_INLINE void igl::slice_into(
  const Eigen::SparseMatrix<T>& X,
  const Eigen::Matrix<int,Eigen::Dynamic,1> & R,
  const Eigen::Matrix<int,Eigen::Dynamic,1> & C,
  Eigen::SparseMatrix<T>& Y)
{

  int xm = X.rows();
  int xn = X.cols();
  assert(R.size() == xm);
  assert(C.size() == xn);
#ifndef NDEBUG
  int ym = Y.size();
  int yn = Y.size();
  assert(R.minCoeff() >= 0);
  assert(R.maxCoeff() < ym);
  assert(C.minCoeff() >= 0);
  assert(C.maxCoeff() < yn);
#endif

  // create temporary dynamic sparse matrix
  Eigen::DynamicSparseMatrix<T, Eigen::RowMajor>  dyn_Y(Y);
  // Iterate over outside
  for(int k=0; k<X.outerSize(); ++k)
  {
    // Iterate over inside
    for(typename Eigen::SparseMatrix<T>::InnerIterator it (X,k); it; ++it)
    {
      dyn_Y.coeffRef(R(it.row()),C(it.col())) = it.value();
    }
  }
  Y = Eigen::SparseMatrix<T>(dyn_Y);
}
Example #12
0
CollOfScalar EquelleRuntimeCPU::solveForUpdate(const CollOfScalar& residual) const
{
    Eigen::SparseMatrix<double, Eigen::RowMajor> matr = residual.derivative()[0];

    CollOfScalar::V du = CollOfScalar::V::Zero(residual.size());

    Opm::time::StopWatch clock;
    clock.start();

    // solve(n, # nonzero values ("val"), ptr to col indices
    // ("col_ind"), ptr to row locations in val array ("row_ind")
    // (these two may be swapped, not sure about the naming convention
    // here...), array of actual values ("val") (I guess... '*sa'...),
    // rhs, solution)
    Opm::LinearSolverInterface::LinearSolverReport rep
        = linsolver_.solve(matr.rows(), matr.nonZeros(),
                           matr.outerIndexPtr(), matr.innerIndexPtr(), matr.valuePtr(),
                           residual.value().data(), du.data());

    if (verbose_ > 2) {
        std::cout << "        solveForUpdate: Linear solver took: " << clock.secsSinceLast() << " seconds." << std::endl;
    }
    if (!rep.converged) {
        OPM_THROW(std::runtime_error, "Linear solver convergence failure.");
    }
    return du;
}
    void NewtonIterationBlackoilInterleaved::formInterleavedSystem(const std::vector<ADB>& eqs,
                                                                   const Eigen::SparseMatrix<double, Eigen::RowMajor>& A,
                                                                   Mat& istlA) const
    {
        const int np = eqs.size();

        // Find sparsity structure as union of basic block sparsity structures,
        // corresponding to the jacobians with respect to pressure.
        // Use addition to get to the union structure.
        Eigen::SparseMatrix<double> structure = eqs[0].derivative()[0];
        for (int phase = 0; phase < np; ++phase) {
            structure += eqs[phase].derivative()[0];
        }
        Eigen::SparseMatrix<double, Eigen::RowMajor> s = structure;

        // Create ISTL matrix with interleaved rows and columns (block structured).
        assert(np == 3);
        istlA.setSize(s.rows(), s.cols(), s.nonZeros());
        istlA.setBuildMode(Mat::row_wise);
        const int* ia = s.outerIndexPtr();
        const int* ja = s.innerIndexPtr();
        for (Mat::CreateIterator row = istlA.createbegin(); row != istlA.createend(); ++row) {
            int ri = row.index();
            for (int i = ia[ri]; i < ia[ri + 1]; ++i) {
                row.insert(ja[i]);
            }
        }
        const int size = s.rows();
        Span span[3] = { Span(size, 1, 0),
                         Span(size, 1, size),
                         Span(size, 1, 2*size) };
        for (int row = 0; row < size; ++row) {
            for (int col_ix = ia[row]; col_ix < ia[row + 1]; ++col_ix) {
                const int col = ja[col_ix];
                MatrixBlockType block;
                for (int p1 = 0; p1 < np; ++p1) {
                    for (int p2 = 0; p2 < np; ++p2) {
                        block[p1][p2] = A.coeff(span[p1][row], span[p2][col]);
                    }
                }
                istlA[row][col] = block;
            }
        }
    }
Example #14
0
Eigen::VectorXd KronProdSPMat4(
    Eigen::SparseMatrix<double, Eigen::RowMajor> a0,
    Eigen::SparseMatrix<double, Eigen::RowMajor> a1,
    Eigen::SparseMatrix<double, Eigen::RowMajor> a2,
    Eigen::SparseMatrix<double, Eigen::RowMajor> a3,
    Eigen::VectorXd y) {

    signal(SIGSEGV, handler);   // install our handler
    Eigen::VectorXd retvec;
    retvec.setZero( a0.rows() * a1.rows() * a2.rows() * a3.rows()  );

    //loop rows a0
    for (int row_idx0=0; row_idx0<a0.outerSize(); ++row_idx0) {
        int row_offset1 = row_idx0;
        row_offset1    *= a1.rows();

        // loop rows a1
        for (int row_idx1=0; row_idx1<a1.outerSize(); ++row_idx1) {
            int row_offset2 = row_offset1 + row_idx1;
            row_offset2    *= a2.rows();

            // loop rows a2
            for (int row_idx2=0; row_idx2<a2.outerSize(); ++row_idx2) {
                int row_offset3 = row_offset2 + row_idx2;
                row_offset3    *= a3.rows();

                // loop rows a3
                for (int row_idx3=0; row_idx3<a3.outerSize(); ++row_idx3) {

                    // loop cols a0 (non-zero elements only)
                    for (Eigen::SparseMatrix<double,RowMajor>::InnerIterator it0(a0,row_idx0); it0; ++it0) {
                        int col_offset1 = it0.index();
                        col_offset1    *= a1.innerSize();
                        double factor1 = it0.value();

                        // loop cols a1
                        for (Eigen::SparseMatrix<double,RowMajor>::InnerIterator it1(a1,row_idx1); it1; ++it1) {
                            int col_offset2 = col_offset1 + it1.index();
                            col_offset2    *= a2.innerSize();
                            double factor2  = factor1 * it1.value();

                            //loop cols a2
                            for (Eigen::SparseMatrix<double,RowMajor>::InnerIterator it2(a2,row_idx2); it2; ++it2) {
                                int col_offset3 = col_offset2 + it2.index();
                                col_offset3    *= a3.innerSize();
                                double factor3  = factor2 * it2.value();

                                for (Eigen::SparseMatrix<double,RowMajor>::InnerIterator it3(a3,row_idx3); it3; ++it3) {
                                    retvec( row_offset3 + row_idx3 ) += factor3 * it3.value() * y( col_offset3 + it3.index() );
                                }
                            }
                        }
                    }
                }
            }
        }
    }
    return retvec;
}
Example #15
0
Mat::Mat(vector<string> _row_names, vector<string> _col_names,
	Eigen::SparseMatrix<double> _matrix,MatType _mattype)
{
	row_names = _row_names;
	col_names = _col_names;
	assert(row_names.size() == _matrix.rows());
	assert(col_names.size() == _matrix.cols());
	matrix = _matrix;
	mattype = _mattype;
}
inline
void
space_operator(
    Eigen::SparseMatrix<double>& result,
    Eigen::SparseMatrix<double>& laplace,
    const double multiplier,
    Eigen::SparseMatrix<double>& unit_matrix)
{
  result.resize(unit_matrix.rows(), unit_matrix.cols());
  result = laplace*multiplier+unit_matrix;
}
Eigen::SparseMatrix<double> normProbMatrix(Eigen::SparseMatrix<double> P)
{
	// each column is a probability simplex
	Eigen::SparseMatrix<double> P_norm;
	P_norm.resize(P.rows(), P.cols());
	for (int col = 0; col < P.cols(); col++)
	{
		//SparseVector<double> A_col_sparse = A_sparse.block(0, i, A_sparse.rows(),1);
		SparseVector<double> P_vec = P.block(0, col, P.rows(), 1);
		SparseVector<double> P_vec_norm;
		P_vec_norm.resize(P_vec.size());
		P_vec_norm = normProbVector(P_vec);
		for (int id_row = 0; id_row < P.rows(); id_row++)
		{
			P_norm.coeffRef(id_row, col) = P_vec_norm.coeff(id_row);
		}
	}
	P_norm.makeCompressed();
	P_norm.prune(TOLERANCE);
	return P_norm;
}
Example #18
0
TEST(slice, sparse_identity)
{
  Eigen::SparseMatrix<double> A = Eigen::MatrixXd::Random(10,9).sparseView();
  Eigen::VectorXi I = igl::LinSpaced<Eigen::VectorXi >(A.rows(),0,A.rows()-1);
  Eigen::VectorXi J = igl::LinSpaced<Eigen::VectorXi >(A.cols(),0,A.cols()-1);
  {
    Eigen::SparseMatrix<double> B;
    igl::slice(A,I,J,B);
    test_common::assert_eq(A,B);
  }
  {
    Eigen::SparseMatrix<double> B;
    igl::slice(A,I,1,B);
    test_common::assert_eq(A,B);
  }
  {
    Eigen::SparseMatrix<double> B;
    igl::slice(A,J,2,B);
    test_common::assert_eq(A,B);
  }
}
Example #19
0
TEST(slice_into, sparse_identity)
{
  Eigen::SparseMatrix<double> A = Eigen::MatrixXd::Random(10,9).sparseView();
  Eigen::VectorXi I = Eigen::VectorXi::LinSpaced(A.rows(),0,A.rows()-1);
  Eigen::VectorXi J = Eigen::VectorXi::LinSpaced(A.cols(),0,A.cols()-1);
  {
    Eigen::SparseMatrix<double> B(I.maxCoeff()+1,J.maxCoeff()+1);
    igl::slice_into(A,I,J,B);
    test_common::assert_eq(A,B);
  }
  {
    Eigen::SparseMatrix<double> B(I.maxCoeff()+1,A.cols());
    igl::slice_into(A,I,1,B);
    test_common::assert_eq(A,B);
  }
  {
    Eigen::SparseMatrix<double> B(A.rows(),J.maxCoeff()+1);
    igl::slice_into(A,J,2,B);
    test_common::assert_eq(A,B);
  }
}
Eigen::SparseMatrix<double> joint2conditional(Eigen::SparseMatrix<double> edgePot)// pa is the second dimension
{	// second dimension of edgePot is the parent
	Eigen::SparseMatrix<double> Conditional;
	Conditional.resize(edgePot.rows(), edgePot.cols());

	Eigen::SparseVector<double> Parent_Marginal;
	Parent_Marginal.resize(edgePot.cols());
	for (int id_col = 0; id_col < edgePot.cols(); id_col++)
	{
		Eigen::SparseVector<double> tmp_vec = edgePot.block(0, id_col, edgePot.rows(), 1);
		Parent_Marginal.coeffRef(id_col) = tmp_vec.sum();
		if (Parent_Marginal.coeff(id_col)>TOLERANCE)
			for (int id_row = 0; id_row < edgePot.rows(); id_row++)
			{
				Conditional.coeffRef(id_row, id_col) = edgePot.coeff(id_row, id_col) / Parent_Marginal.coeff(id_col);
			}
	}
	Conditional.makeCompressed();
	Conditional.prune(TOLERANCE);
	return Conditional;
}
Example #21
0
IGL_INLINE void igl::cat(
    const int dim, 
    const Eigen::SparseMatrix<Scalar> & A, 
    const Eigen::SparseMatrix<Scalar> & B, 
    Eigen::SparseMatrix<Scalar> & C)
{
  assert(dim == 1 || dim == 2);
  using namespace Eigen;
  // Special case if B or A is empty
  if(A.size() == 0)
  {
    C = B;
    return;
  }
  if(B.size() == 0)
  {
    C = A;
    return;
  }

  DynamicSparseMatrix<Scalar, RowMajor> dyn_C;
  if(dim == 1)
  {
    assert(A.cols() == B.cols());
    dyn_C.resize(A.rows()+B.rows(),A.cols());
  }else if(dim == 2)
  {
    assert(A.rows() == B.rows());
    dyn_C.resize(A.rows(),A.cols()+B.cols());
  }else
  {
    fprintf(stderr,"cat.h: Error: Unsupported dimension %d\n",dim);
  }

  dyn_C.reserve(A.nonZeros()+B.nonZeros());

  // Iterate over outside of A
  for(int k=0; k<A.outerSize(); ++k)
  {
    // Iterate over inside
    for(typename SparseMatrix<Scalar>::InnerIterator it (A,k); it; ++it)
    {
      dyn_C.coeffRef(it.row(),it.col()) += it.value();
    }
  }

  // Iterate over outside of B
  for(int k=0; k<B.outerSize(); ++k)
  {
    // Iterate over inside
    for(typename SparseMatrix<Scalar>::InnerIterator it (B,k); it; ++it)
    {
      int r = (dim == 1 ? A.rows()+it.row() : it.row());
      int c = (dim == 2 ? A.cols()+it.col() : it.col());
      dyn_C.coeffRef(r,c) += it.value();
    }
  }

  C = SparseMatrix<Scalar>(dyn_C);
}
Example #22
0
IGL_INLINE void igl::repdiag(
  const Eigen::SparseMatrix<T>& A,
  const int d,
  Eigen::SparseMatrix<T>& B)
{
  using namespace std;
  using namespace Eigen;
  int m = A.rows();
  int n = A.cols();

  vector<Triplet<T> > IJV;
  IJV.reserve(A.nonZeros()*d);
  // Loop outer level
  for (int k=0; k<A.outerSize(); ++k)
  {
    // loop inner level
    for (typename Eigen::SparseMatrix<T>::InnerIterator it(A,k); it; ++it)
    {
      for(int i = 0;i<d;i++)
      {
        IJV.push_back(Triplet<T>(i*m+it.row(),i*n+it.col(),it.value()));
      }
    }
  }
  B.resize(m*d,n*d);
  B.setFromTriplets(IJV.begin(),IJV.end());
  

  // Q: Why is this **Very** slow?

  //int m = A.rows();
  //int n = A.cols();

  //B.resize(m*d,n*d);
  //// Reserve enough space for new non zeros
  //B.reserve(d*A.nonZeros());

  //// loop over reps
  //for(int i=0;i<d;i++)
  //{
  //  // Loop outer level
  //  for (int k=0; k<A.outerSize(); ++k)
  //  {
  //    // loop inner level
  //    for (typename Eigen::SparseMatrix<T>::InnerIterator it(A,k); it; ++it)
  //    {
  //      B.insert(i*m+it.row(),i*n+it.col()) = it.value();
  //    }
  //  }
  //}
  //B.makeCompressed();
}
std::vector<double> getRowSum(const Eigen::SparseMatrix<int,Eigen::RowMajor>& adjacencyMatrix)
{
  int rowSize = adjacencyMatrix.rows();
  std::vector<double> rowSum;
  rowSum.reserve(rowSize);
  for(int i=0; i<rowSize;++i){
     double value = adjacencyMatrix.innerVector(i).sum();
     rowSum.push_back(value);
  }

  return rowSum;

}
Example #24
0
IGL_INLINE void igl::components(
  const Eigen::SparseMatrix<AScalar> & A,
  Eigen::PlainObjectBase<DerivedC> & C)
{
  assert(A.rows() == A.cols());
  using namespace Eigen;
  // THIS IS DENSE:
  //boost::adjacency_matrix<boost::undirectedS> bA(A.rows());
  boost::adjacency_list<boost::vecS,boost::vecS,boost::undirectedS> bA(A.rows());
  for(int j=0; j<A.outerSize();j++)
  {
    // Iterate over inside
    for(typename SparseMatrix<AScalar>::InnerIterator it (A,j); it; ++it)
    {
      if(0 != it.value())
      {
        boost::add_edge(it.row(),it.col(),bA);
      }
    }
  }
  C.resize(A.rows(),1);
  boost::connected_components(bA,C.data());
}
Example #25
0
Eigen::SparseMatrix<Type> kronecker(Eigen::SparseMatrix<Type> x,
				    Eigen::SparseMatrix<Type> y){
  typedef Eigen::Triplet<Type> T;
  typedef typename Eigen::SparseMatrix<Type>::InnerIterator Iterator;
  std::vector<T> tripletList;
  int n1=x.rows(),n2=x.cols(),n3=y.rows(),n4=y.cols();
  int i,j,k,l;
  // Loop over nonzeros of x
  for (int cx=0; cx<x.outerSize(); cx++)
    for (Iterator itx(x,cx); itx; ++itx)
      // Loop over nonzeros of y
      for (int cy=0; cy<y.outerSize(); cy++)
  	for (Iterator ity(y,cy); ity; ++ity)
  	  {
  	    i=itx.row();
  	    j=itx.col();
  	    k=ity.row();
  	    l=ity.col();
  	    tripletList.push_back(T(i*n3+k,j*n4+l, itx.value()*ity.value() ));
   	  }
  Eigen::SparseMatrix<Type> mat(n1*n3,n2*n4);
  mat.setFromTriplets(tripletList.begin(), tripletList.end());
  return mat;
}
ConvertToMklResult to_mkl(const Eigen::SparseMatrix<double> &Ain,
                          sparse_status_t &status) {
  ConvertToMklResult result;

  const int N = static_cast<int>(Ain.rows());
  // const-cast to work with C-api.
  int *row_starts = const_cast<int *>(Ain.outerIndexPtr());
  int *col_index = const_cast<int *>(Ain.innerIndexPtr());
  double *values = const_cast<double *>(Ain.valuePtr());

  result.descr.type = SPARSE_MATRIX_TYPE_GENERAL; /* Full matrix is stored */

  result.status =
      mkl_sparse_d_create_csr(&result.matrix, SPARSE_INDEX_BASE_ZERO, N, N,
                              row_starts, row_starts + 1, col_index, values);
  return result;
}
Example #27
0
File: full.cpp Project: azer89/BBW
IGL_INLINE void igl::full(
  const Eigen::SparseMatrix<T> & A,
  Eigen::PlainObjectBase<DerivedB>& B)
{
  assert(false && "Obsolete. Just call B = Matrix(A)");
  using namespace Eigen;
  B = PlainObjectBase<DerivedB >::Zero(A.rows(),A.cols());
  // Iterate over outside
  for(int k=0; k<A.outerSize(); ++k)
  {
    // Iterate over inside
    for(typename SparseMatrix<T>::InnerIterator it (A,k); it; ++it)
    {
      B(it.row(),it.col()) = it.value();
    }
  }
}
Example #28
0
inline std::unique_ptr<giss::VectorSparseMatrix> Eigen_to_giss(
    Eigen::SparseMatrix<double> const &mat)
{
    std::unique_ptr<giss::VectorSparseMatrix> ret(
        new giss::VectorSparseMatrix(giss::SparseDescr(
                                         mat.rows(), mat.cols())));

    int nz = mat.nonZeros();
    ret->reserve(nz);

    for (int k=0; k<mat.outerSize(); ++k) {
        for (Eigen::SparseMatrix<double>::InnerIterator it(mat,k); it; ++it) {
            ret->set(it.row(), it.col(), it.value(), SparseMatrix::DuplicatePolicy::ADD);
        }
    }

    return ret;
}
//update random Vectors
void updateMatrix(Eigen::SparseMatrix<double,Eigen::RowMajor>& randomMatrix,
                  const Eigen::SparseMatrix<int,Eigen::RowMajor>& adjacencyMatrix,
                  int itr)
{

  int numberOfRVector = randomMatrix.rows();
  int numberOfVertice = randomMatrix.cols();

  std::vector<double> rowSum = getRowSum(adjacencyMatrix);

  for(int i=0; i<numberOfRVector;++i){
    for(int h=0;h<itr;++h){
      Eigen::SparseMatrix<double,Eigen::RowMajor> middleValueMatrix(numberOfVertice,1);
      middleValueMatrix.reserve(1);
      for(int j = 0; j<numberOfVertice; ++j){
         Eigen::SparseMatrix<double,Eigen::RowMajor> v1(1,numberOfVertice), v2(numberOfVertice,1);
         v1.reserve(numberOfVertice);
         v2.reserve(1);
         v1 = adjacencyMatrix.cast<double>().innerVector(j);
         v2 = randomMatrix.innerVector(h).transpose();
         Eigen::SparseMatrix<double,Eigen::RowMajor> middleValue1 = v1*v2;
         double middleValue = 0;
         if(rowSum[j] != 0){
            middleValue = (*middleValue1.valuePtr())/rowSum[j];
          } else
            {
              middleValue = 1;
              }

         middleValueMatrix.insert(j,0) = middleValue;

      }

        Eigen::SparseMatrix<double,Eigen::RowMajor> right = middleValueMatrix.transpose();
        Eigen::SparseMatrix<double,Eigen::RowMajor> left = randomMatrix.innerVector(i);

        randomMatrix.innerVector(i) = 0.5*(left + right);
    }
  }
}
Example #30
0
double L2R_Huber_SVC::predict(const std::string fileNameLibSVMFormat,
                              Eigen::VectorXd &w) {
  Eigen::SparseMatrix<double, 1> vX;
  Eigen::ArrayXd vy;
  const char *fn = fileNameLibSVMFormat.c_str();
  read_LibSVMdata1(fn, vX, vy);
  // loadLib(fileNameLibSVMFormat, vX, vy);
  int vl = vX.rows();
  int vn = vX.cols();
  int success = 0;

  if (vn != w.size()) {
    w.conservativeResize(vn);
  }
  Eigen::ArrayXd prob = vy * (vX * w).array();

  for (int i = 0; i < vl; ++i) {
    if (prob.coeffRef(i) >= 0.0)
      ++success;
  }
  return (double)success / vl;
}