ICholeskySolver.h

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// ========================================================================= //
// This file is part of MyraMath, copyright (c) 2014-2019 by Ryan A Chilton  //
// and distributed by MyraCore, LLC. See LICENSE.txt for license terms.      //
// ========================================================================= //

#ifndef MYRAMATH_ITERATIVE_ICHOLESKYSOLVER_H
#define MYRAMATH_ITERATIVE_ICHOLESKYSOLVER_H

#include <myramath/MYRAMATH_EXPORT.h>
#include <myramath/utility/Number.h>

#include <myramath/sparse/SparseMatrix.h>

namespace myra {

template<class Number> class Matrix;
template<class Number> class MatrixRange;
template<class Number> class CMatrixRange;
template<class Number> class Vector;
template<class Number> class CVectorRange;

template<class Number> class MYRAMATH_EXPORT ICholeskySolver
  {
  public:

    // Useful typedefs.
    typedef typename ReflectPrecision<Number>::type Precision;

    // Can optionally apply a shift to A to make it more positive and reduce the chance of breakdown.
    // Can optionally modify the factorization, by compensating the diagonal as entries are dropped.
    ICholeskySolver(const CSparseMatrixRange<Number>& A, Precision shift = 0, bool modify = false);

    //    side  = Solve by A from the 'L'eft or from the 'R'ight?
    //    op    = Apply an operation to A? ('T'ranspose, 'H'ermitian, 'C'onjugate or 'N'othing)
    void solve(const MatrixRange<Number>& B, char side = 'L', char op = 'N') const;

    int size() const;

  private:

    // Implementation details of solve().
    void solveL (const MatrixRange<Number>& B, char side) const;
    void solveLh(const MatrixRange<Number>& B, char side) const;
  
    // Holds incomplete Cholesky triangle L.
    SparseMatrix<Number> L;
    
  };

// ReflectNumber for ICholeskySolver
template<class Number> class ReflectNumber <ICholeskySolver<Number> >
  { public: typedef Number type; };

// Overloads ICholeskySolver*x, delegates to .solve() under the hood.
MYRAMATH_EXPORT Vector<NumberS> operator * (const ICholeskySolver<NumberS>& solver, const CVectorRange<NumberS>& x);
MYRAMATH_EXPORT Vector<NumberD> operator * (const ICholeskySolver<NumberD>& solver, const CVectorRange<NumberD>& x);
MYRAMATH_EXPORT Vector<NumberC> operator * (const ICholeskySolver<NumberC>& solver, const CVectorRange<NumberC>& x);
MYRAMATH_EXPORT Vector<NumberZ> operator * (const ICholeskySolver<NumberZ>& solver, const CVectorRange<NumberZ>& x);

// Overloads ICholeskySolver*X, delegates to .solve() under the hood.
MYRAMATH_EXPORT Matrix<NumberS> operator * (const ICholeskySolver<NumberS>& solver, const CMatrixRange<NumberS>& X);
MYRAMATH_EXPORT Matrix<NumberD> operator * (const ICholeskySolver<NumberD>& solver, const CMatrixRange<NumberD>& X);
MYRAMATH_EXPORT Matrix<NumberC> operator * (const ICholeskySolver<NumberC>& solver, const CMatrixRange<NumberC>& X);
MYRAMATH_EXPORT Matrix<NumberZ> operator * (const ICholeskySolver<NumberZ>& solver, const CMatrixRange<NumberZ>& X);

} // namespace myra

#endif