SparseMatrix.h

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/*
Copyright (c) 2006, Michael Kazhdan and Matthew Bolitho
All rights reserved.
 
Redistribution and use in source and binary forms, with or without modification,
are permitted provided that the following conditions are met:
 
Redistributions of source code must retain the above copyright notice, this list of
conditions and the following disclaimer. Redistributions in binary form must reproduce
the above copyright notice, this list of conditions and the following disclaimer
in the documentation and/or other materials provided with the distribution. 
 
Neither the name of the Johns Hopkins University nor the names of its contributors
may be used to endorse or promote products derived from this software without specific
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*/
 
#ifndef __SPARSEMATRIX_HPP
#define __SPARSEMATRIX_HPP
 
#define NEW_SPARSE_MATRIX 1
#define ZERO_TESTING_JACOBI 1
 
 
#include "Array.h"
 
template <class T>
struct MatrixEntry
{
    MatrixEntry( void )         { N =-1; Value = 0; }
    MatrixEntry( int i )        { N = i; Value = 0; }
    MatrixEntry( int i , T v )  { N = i; Value = v; }
    int N;
    T Value;
};
 
template<class T> class SparseMatrix
{
private:
    bool _contiguous;
    int _maxEntriesPerRow;
    void _init( void );
public:
    int rows;
    Pointer( int ) rowSizes;
    Pointer( Pointer( MatrixEntry< T > ) ) m_ppElements;
    Pointer( MatrixEntry< T > ) operator[] ( int idx ) { return m_ppElements[idx]; }
    ConstPointer( MatrixEntry< T > ) operator[] ( int idx ) const { return m_ppElements[idx]; }
 
    SparseMatrix( void );
    SparseMatrix( int rows );
    SparseMatrix( int rows , int maxEntriesPerRow );
    void Resize( int rows );
    void Resize( int rows , int maxEntriesPerRow );
    void SetRowSize( int row , int count );
    int Entries( void ) const;
 
    SparseMatrix( const SparseMatrix& M );
    ~SparseMatrix();
 
    void SetZero();
 
    SparseMatrix<T>& operator = (const SparseMatrix<T>& M);
 
    SparseMatrix<T> operator * (const T& V) const;
    SparseMatrix<T>& operator *= (const T& V);
 
    template< class T2 > void Multiply( ConstPointer( T2 ) in , Pointer( T2 ) out , int threads=1 ) const;
    template< class T2 > void MultiplyAndAddAverage( ConstPointer( T2 ) in , Pointer( T2 ) out , int threads=1 ) const;
 
    bool write( FILE* fp ) const;
    bool write( const char* fileName ) const;
    bool read( FILE* fp );
    bool read( const char* fileName );
 
    template< class T2 > void getDiagonal( Pointer( T2 ) diagonal , int threads=1 ) const;
    template< class T2 > static int SolveJacobi( const SparseMatrix<T>& M , ConstPointer( T2 ) b , Pointer( T2 ) x , Pointer( T2 ) Mx , T2 sor , int threads=1 );
    template< class T2 > static int SolveJacobi( const SparseMatrix<T>& M , ConstPointer( T2 ) diagonal , ConstPointer( T2 ) b , Pointer( T2 ) x , Pointer( T2 ) Mx , T2 sor , int threads=1 );
    template< class T2 > static int SolveGS( const SparseMatrix<T>& M , ConstPointer( T2 ) b , Pointer( T2 ) x , bool forward );
    template< class T2 > static int SolveGS( const SparseMatrix<T>& M , ConstPointer( T2 ) diagonal , ConstPointer( T2 ) b , Pointer( T2 ) x , bool forward );
    template< class T2 > static int SolveGS( const std::vector< std::vector< int > >& mcIndices , const SparseMatrix<T>& M , ConstPointer( T2 ) diagonal , ConstPointer( T2 ) b , Pointer( T2 ) x , bool forward , int threads=1 );
    template< class T2 > static int SolveGS( const std::vector< std::vector< int > >& mcIndices , const SparseMatrix<T>& M , ConstPointer( T2 ) b , Pointer( T2 ) x , bool forward , int threads=1 );
    template< class T2 > static int SolveCG( const SparseMatrix<T>& M , ConstPointer( T2 ) b , int iters , Pointer( T2 ) x , T2 eps=1e-8 , int reset=1 , bool addDCTerm=false , bool solveNormal=false , int threads=1 );
};
 
 
#if !NEW_SPARSE_MATRIX
template< class T2 >
struct MapReduceVector
{
private:
    int _dim;
public:
    std::vector< T2* > out;
    MapReduceVector( void ) { _dim = 0; }
    ~MapReduceVector( void )
    {
        if( _dim ) for( int t=0 ; t<int(out.size()) ; t++ ) delete[] out[t];
        out.resize( 0 );
    }
    T2* operator[]( int t ) { return out[t]; }
    const T2* operator[]( int t ) const { return out[t]; }
    int threads( void ) const { return int( out.size() ); }
    void resize( int threads , int dim )
    {
        if( threads!=out.size() || _dim<dim )
        {
            for( int t=0 ; t<int(out.size()) ; t++ ) delete[] out[t];
            out.resize( threads );
            for( int t=0 ; t<int(out.size()) ; t++ ) out[t] = new T2[dim];
            _dim = dim;
        }
    }
 
};
 
template< class T >
class SparseSymmetricMatrix : public SparseMatrix< T >
{
public:
 
    template< class T2 >
    Vector< T2 > operator * ( const Vector<T2>& V ) const;
 
    template< class T2 >
    Vector< T2 > Multiply( const Vector<T2>& V ) const;
 
    template< class T2 >
    void Multiply( const Vector<T2>& In, Vector<T2>& Out , bool addDCTerm=false ) const;
 
    template< class T2 >
    void Multiply( const Vector<T2>& In, Vector<T2>& Out , MapReduceVector< T2 >& OutScratch , bool addDCTerm=false ) const;
 
    template< class T2 >
    void Multiply( const Vector<T2>& In, Vector<T2>& Out , std::vector< T2* >& OutScratch , const std::vector< int >& bounds ) const;
 
    template< class T2 >
    static int SolveCG( const SparseSymmetricMatrix<T>& M , const Vector<T2>& b , int iters , Vector<T2>& x ,                                T2 eps=1e-8 , int reset=1 , int threads=0  , bool addDCTerm=false , bool solveNormal=false );
 
    template< class T2 >
    static int SolveCG( const SparseSymmetricMatrix<T>& M , const Vector<T2>& b , int iters , Vector<T2>& x , MapReduceVector<T2>& scratch , T2 eps=1e-8 , int reset=1 ,                  bool addDCTerm=false , bool solveNormal=false );
#ifdef _WIN32
    template< class T2 >
    static int SolveCGAtomic( const SparseSymmetricMatrix<T>& M , const Vector<T2>& b , int iters , Vector<T2>& x , T2 eps=1e-8 , int reset=1 , int threads=0  , bool solveNormal=false );
#endif // _WIN32
    template< class T2 >
    static int SolveJacobi( const SparseSymmetricMatrix<T>& M , const Vector<T2>& diagonal , const Vector<T2>& b ,             Vector<T2>& x , MapReduceVector<T2>& scratch , Vector<T2>& Mx , T2 sor        , int reset );
    template< class T2 >
    static int SolveJacobi( const SparseSymmetricMatrix<T>& M ,                              const Vector<T2>& b , int iters , Vector<T2>& x , MapReduceVector<T2>& scratch ,                  T2 sor=T2(1.) , int reset=1 );
    template< class T2 >
    static int SolveJacobi( const SparseSymmetricMatrix<T>& M , const Vector<T2>& diagonal , const Vector<T2>& b ,             Vector<T2>& x ,                                Vector<T2>& Mx , T2 sor        , int reset );
    template< class T2 >
    static int SolveJacobi( const SparseSymmetricMatrix<T>& M ,                              const Vector<T2>& b , int iters , Vector<T2>& x ,                                                 T2 sor=T2(1.) , int reset=1 );
 
    enum
    {
        ORDERING_UPPER_TRIANGULAR ,
        ORDERING_LOWER_TRIANGULAR ,
        ORDERING_NONE
    };
    template< class T2 >
    static int SolveGS( const std::vector< std::vector< int > >& mcIndices , const SparseSymmetricMatrix<T>& M , const Vector<T2>& diagonal , const Vector<T2>& b ,             Vector<T2>& x , MapReduceVector<T2>& scratch , Vector<T2>& Mx , Vector<T2>& dx , bool forward , int reset   );
    template< class T2 >
    static int SolveGS( const std::vector< std::vector< int > >& mcIndices , const SparseSymmetricMatrix<T>& M ,                              const Vector<T2>& b , int iters , Vector<T2>& x , MapReduceVector<T2>& scratch ,                                   bool forward , int reset=1 );
 
    template< class T2 >
    static int SolveGS( const SparseSymmetricMatrix<T>& M , const Vector<T2>& diagonal , const Vector<T2>& b ,             Vector<T2>& x , MapReduceVector<T2>& scratch , Vector<T2>& Mx , Vector<T2>& dx , bool forward , int reset   , int ordering );
    template< class T2 >
    static int SolveGS( const SparseSymmetricMatrix<T>& M ,                              const Vector<T2>& b , int iters , Vector<T2>& x , MapReduceVector<T2>& scratch ,                                   bool forward , int reset=1 , int ordering=ORDERING_NONE );
    template< class T2 >
    static int SolveGS( const SparseSymmetricMatrix<T>& M , const Vector<T2>& diagonal , const Vector<T2>& b ,             Vector<T2>& x ,                                Vector<T2>& Mx , Vector<T2>& dx , bool forward , int reset   , int ordering );
    template< class T2 >
    static int SolveGS( const SparseSymmetricMatrix<T>& M ,                              const Vector<T2>& b , int iters , Vector<T2>& x ,                                                                  bool forward , int reset=1 , int ordering=ORDERING_NONE );
 
    template< class T2 >
    void getDiagonal( Vector< T2 >& diagonal , int threads=1 ) const;
};
#endif // !NEW_SPARSE_MATRIX
 
#include "SparseMatrix.inl"
 
#endif