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staticmatrixtools.hh 7.34 KiB
// -*- tab-width: 8; indent-tabs-mode: nil; c-basic-offset: 4 -*-
// vi: set et ts=8 sw=4 sts=4:
#ifndef STATIC_MATRIX_TOOL_HH
#define STATIC_MATRIX_TOOL_HH
#include "dune/common/fmatrix.hh"
#include "dune/common/diagonalmatrix.hh"
#include "dune/istl/scaledidmatrix.hh"
#include "dune/istl/bcrsmatrix.hh"
#include "dune/istl/matrixindexset.hh"
#include <dune/matrix-vector/addtodiagonal.hh>
#include <dune/matrix-vector/axpy.hh>
#include <dune/matrix-vector/ldlt.hh>
#include <dune/matrix-vector/promote.hh>
#include <dune/matrix-vector/scalartraits.hh>
#include <dune/matrix-vector/transformmatrix.hh>
#include "arithmetic.hh"
namespace StaticMatrix
{
// type promotion (smallest matrix that can hold the sum of two matrices *******************
template<class MatrixA, class MatrixB>
struct Promote
{
typedef typename Dune::MatrixVector::Promote<MatrixA, MatrixB>::Type Type;
};
// add scalar to matrix diagonal ***********************************************************
template<class Matrix>
static void addToDiagonal(Matrix& x, const typename Matrix::field_type a)
{
Dune::MatrixVector::addToDiagonal(x, a);
}
// add transformed matrix A += T1^t*B*T2 ******************************************************
template<class MatrixA, class MatrixB, class TransformationMatrix>
void addTransformedMatrix(MatrixA& A, const TransformationMatrix& T1, const MatrixB& B, const TransformationMatrix& T2)
{
Dune::MatrixVector::addTransformedMatrix(A,T1,B,T2);
}
template<class MatrixA, class MatrixB, class TransformationMatrix>
void transformMatrix(MatrixA& A, const TransformationMatrix& T1, const MatrixB& B, const TransformationMatrix& T2)
{
Dune::MatrixVector::transformMatrix(A,T1,B,T2);
}
template<class MatrixBlockA, class MatrixB, class TransformationMatrix>
static void transformMatrixPattern(Dune::BCRSMatrix<MatrixBlockA>& A, const TransformationMatrix& T1, const MatrixB& B, const TransformationMatrix& T2)
{
Dune::MatrixVector::transformMatrixPattern(A,T1,B,T2);
}
// compute v^T*A*v for an edge vector e = e_i - e_j with i!=j ******************************
template<class Matrix>
static typename Matrix::field_type simplexEdgeDiagonal(const Matrix& A, int i, int j)
{
return A[i][i] - A[i][j] - A[j][i] + A[j][j];
}
template <typename FieldType, int n>
static FieldType simplexEdgeDiagonal(const Dune::DiagonalMatrix<FieldType,n>& A, int i, int j)
{
return A.diagonal(i) + A.diagonal(j);
}
template <typename FieldType, int n>
static FieldType simplexEdgeDiagonal(const Dune::ScaledIdentityMatrix<FieldType,n>& A, int i, int j)
{
return 2*A.scalar();
}
// compute i-th row of A*v for an edge vector e = e_i - e_j with i!=j **********************
template<class Matrix>
static typename Matrix::field_type simplexEdgeResidual(const Matrix& A, int i, int j)
{
return A[i][i] - A[i][j];
}
template <typename FieldType, int n>
static FieldType simplexEdgeResidual(const Dune::DiagonalMatrix<FieldType,n>& A, int i, int j)
{
return A.diagonal(i);
}
template <typename FieldType, int n>
static FieldType simplexEdgeResidual(const Dune::ScaledIdentityMatrix<FieldType,n>& A, int i, int j)
{
return A.scalar();
}
template <class K>
static Dune::FieldMatrix<K,1,1>& toMatrix(K& x)
{
return *(reinterpret_cast< Dune::FieldMatrix<K,1,1>* > (&x));
}
template <class K, int n, int m>
static Dune::FieldMatrix<K,n,m>& toMatrix(Dune::FieldMatrix<K,n,m>& x)
{
return x;
}
template <class K, int n>
static Dune::ScaledIdentityMatrix<K,n>& toMatrix(Dune::ScaledIdentityMatrix<K,n>& x)
{
return x;
}
template <class K, int n>
static Dune::DiagonalMatrix<K,n>& toMatrix(Dune::DiagonalMatrix<K,n>& x)
{
return x;
}
template <class K>
static Dune::FieldMatrix<K,1,1>& toMatrix(Dune::ScaledIdentityMatrix<K,1>& x)
{
return *(reinterpret_cast< Dune::FieldMatrix<K,1,1>* > (&x));
}
template <class K>
static Dune::FieldMatrix<K,1,1>& toMatrix(Dune::DiagonalMatrix<K,1>& x)
{
return *(reinterpret_cast< Dune::FieldMatrix<K,1,1>* > (&x));
}
/** \brief Compute an LDL^T decomposition
*
* The methods computes a decomposition A=LDL^T of a given dense
* symmetric matrix A such that L is lower triangular with all
* diagonal elements equal to 1 and D is diagonal. If A is positive
* definite then A=(LD^0.5)(LD^0.5)^T is the Cholesky decomposition.
* However, the LDL^T decomposition does also work for indefinite
* symmetric matrices and is more stable than the Cholesky decomposition
* since no square roots are required.
*
* The method does only change the nontrivial entries of the given matrix
* L and D, i.e., it does not set the trivial 0 and 1 entries.
* Thus one can store both in a single matrix M and use
* M as argument for L and D.
*
* The method can furthermore work in-place, i.e., it is safe to
* use A as argument for L and D. In this case the entries of A
* below and on the diagonal are changed to those to those of
* L and D, respectively.
*
* \param A Matrix to be decomposed. Only the lower triangle is used.
* \param L Matrix to store the lower triangle. Only entries below the diagonal are written.
* \param D Matrix to store the diagonal. Only diagonal entries are written.
*/
template<class SymmetricMatrix, class LowerTriangularMatrix, class DiagonalMatrix>
static void ldlt(const SymmetricMatrix& A, LowerTriangularMatrix& L, DiagonalMatrix& D)
{
Dune::MatrixVector::ldlt(A,L,D);
}
/** \brief Solve linear system using a LDL^T decomposition.
*
* The methods solves a linear system Mx=b where A is given
* by a decomposition A=LDL^T. The method does only use
* the values of L and D below and on the diagonal, respectively.
* The 1 entries on the diagonal of L are not required.
* If L and D are stored in a single matrix it is safe
* the use this matrix as argument for both.
*
* Note that the solution vector must already have the correct size.
*
* \param L Matrix containing the lower triangle of the decomposition
* \param D Matrix containing the diagonal of the decomposition
* \param b Right hand side on the linear system
* \param x Vector to store the solution of the linear system
*/
template<class LowerTriangularMatrix, class DiagonalMatrix, class RhsVector, class SolVector>
static void ldltSolve(const LowerTriangularMatrix& L, const DiagonalMatrix& D, const RhsVector& b, SolVector& x)
{
Dune::MatrixVector::ldltSolve(L,D,b,x);
}
}
#endif