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Diffstat (limited to 'src/3rdparty/adaptagrams/libcola/conjugate_gradient.cpp')
| -rw-r--r-- | src/3rdparty/adaptagrams/libcola/conjugate_gradient.cpp | 137 |
1 files changed, 137 insertions, 0 deletions
diff --git a/src/3rdparty/adaptagrams/libcola/conjugate_gradient.cpp b/src/3rdparty/adaptagrams/libcola/conjugate_gradient.cpp new file mode 100644 index 0000000..adb7fa6 --- /dev/null +++ b/src/3rdparty/adaptagrams/libcola/conjugate_gradient.cpp @@ -0,0 +1,137 @@ +/* + * vim: ts=4 sw=4 et tw=0 wm=0 + * + * libcola - A library providing force-directed network layout using the + * stress-majorization method subject to separation constraints. + * + * Copyright (C) 2006 Nathan Hurst <njh@njhurst.com> + * Copyright (C) 2006-2008 Monash University + * + * This library is free software; you can redistribute it and/or + * modify it under the terms of the GNU Lesser General Public + * License as published by the Free Software Foundation; either + * version 2.1 of the License, or (at your option) any later version. + * See the file LICENSE.LGPL distributed with the library. + * + * This library is distributed in the hope that it will be useful, + * but WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. + * + * Author(s): Nathan Hurst + * Tim Dwyer + * +*/ + + +#include <cmath> +#include <cstdlib> +#include <cassert> +#include <valarray> + +#include "libvpsc/assertions.h" +#include "libcola/commondefs.h" +#include "libcola/conjugate_gradient.h" + +/* lifted wholely from wikipedia. Well, apart from the bug in the wikipedia version. */ + +using std::valarray; + +static void +matrix_times_vector(valarray<double> const &matrix, /* m * n */ + valarray<double> const &vec, /* n */ + valarray<double> &result) /* m */ +{ + unsigned n = vec.size(); + unsigned m = result.size(); + COLA_ASSERT(m*n == matrix.size()); +# if defined(_MSC_VER) + // magmy: The following lines show how operator[] is defined for valarray under MSVC + // _Ty valarray<_Ty>::operator[](size_t _Off) const; + // _Ty &valarray<_Ty>::operator[](size_t _Off); + // As a consequence, it is not possible to take the address of a constant valarray[n]. + // This looks like a bug in the Microsoft's <valarray> file. + // Below is a workaround + double const *mp = &const_cast<valarray<double> &>(matrix)[0]; +# else + const double* mp = &matrix[0]; +# endif + for (unsigned i = 0; i < m; i++) { + double res = 0; + for (unsigned j = 0; j < n; j++) + res += *mp++ * vec[j]; + result[i] = res; + } +} + +/* +static double Linfty(valarray<double> const &vec) { + return std::max(vec.max(), -vec.min()); +} +*/ + +double +inner(valarray<double> const &x, + valarray<double> const &y) { + double total = 0; + for(unsigned i = 0; i < x.size(); i++) + total += x[i]*y[i]; + return total;// (x*y).sum(); <- this is more concise, but ineff +} + +double compute_cost(valarray<double> const &A, + valarray<double> const &b, + valarray<double> const &x, + const unsigned n) { + // computes cost = 2 b x - x A x + double cost = 2. * inner(b,x); + valarray<double> Ax(n); + for (unsigned i=0; i<n; i++) { + Ax[i] = 0; + for (unsigned j=0; j<n; j++) { + Ax[i] += A[i*n+j]*x[j]; + } + } + return cost - inner(x,Ax); +} +void +conjugate_gradient(valarray<double> const &A, + valarray<double> &x, + valarray<double> const &b, + unsigned const n, double const tol, + unsigned const max_iterations) { + //printf("Conjugate Gradient...\n"); + valarray<double> Ap(n), p(n), r(n); + matrix_times_vector(A,x,Ap); + r=b-Ap; + double r_r = inner(r,r); + unsigned k = 0; + double tol_squared = tol*tol; +#ifdef EXAMINE_COST + double previousCost=compute_cost(A,b,x,n),cost; +#endif + while(k < max_iterations && r_r > tol_squared) { + k++; + double r_r_new = r_r; + if(k == 1) + p = r; + else { + r_r_new = inner(r,r); + if(r_r_new<tol_squared) break; + p = r + (r_r_new/r_r)*p; + } + matrix_times_vector(A, p, Ap); + double alpha_k = r_r_new / inner(p, Ap); + x += alpha_k*p; +#ifdef EXAMINE_COST + cost=compute_cost(A,b,x,n); + printf(" CG[%d] %.15f %.15f\n",k,previousCost,cost); + previousCost=cost; +#endif + r -= alpha_k*Ap; + r_r = r_r_new; + } + //printf(" CG finished after %d iterations\n",k); + //printf("njh: %d iters, Linfty = %g L2 = %g\n", k, + //std::max(-r.min(), r.max()), sqrt(r_r)); + // x is solution +} |