faer 0.24.0

linear algebra library
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
//! matrix-free linear operator traits and algorithms
use crate::internal_prelude_sp::*;
/// biconjugate gradient stabilized method.
pub mod bicgstab;
/// conjugate gradient method.
pub mod conjugate_gradient;
/// krylov-schur eigensolvers.
pub mod eigen;
/// least squares minimal residual.
pub mod lsmr;
mod operator_impl;
mod self_adjoint_eigen;
mod svd;
/// specifies whether the initial guess should be assumed to be zero or not
#[derive(Copy, Clone, Debug, PartialEq, Eq, Default)]
pub enum InitialGuessStatus {
	/// initial guess is already zeroed
	Zero,
	/// initial guess may contain non-zero values
	#[default]
	MaybeNonZero,
}
/// identity preconditioner, no-op for most operations
#[derive(Debug, Copy, Clone, PartialEq, Eq, PartialOrd, Ord)]
pub struct IdentityPrecond {
	/// dimension of the preconditioner, equal to the dimension of the solution
	pub dim: usize,
}
/// linear operator from a finite-dimensional vector space
pub trait LinOp<T: ComplexField>: Sync + core::fmt::Debug {
	/// computes the workspace layout required to apply `self` or the conjugate
	/// o `self` to a matrix with `rhs_ncols` columns
	fn apply_scratch(&self, rhs_ncols: usize, par: Par) -> StackReq;
	/// output dimension of the operator
	fn nrows(&self) -> usize;
	/// input dimension of the operator
	fn ncols(&self) -> usize;
	/// applies `self` to `rhs`, and stores the result in `out`
	fn apply(
		&self,
		out: MatMut<'_, T>,
		rhs: MatRef<'_, T>,
		par: Par,
		stack: &mut MemStack,
	);
	/// applies the conjugate of `self` to `rhs`, and stores the result in `out`
	fn conj_apply(
		&self,
		out: MatMut<'_, T>,
		rhs: MatRef<'_, T>,
		par: Par,
		stack: &mut MemStack,
	);
}
impl<T: ComplexField> LinOp<T> for IdentityPrecond {
	#[inline]
	#[track_caller]
	fn apply_scratch(&self, _rhs_ncols: usize, _par: Par) -> StackReq {
		StackReq::EMPTY
	}

	#[inline]
	fn nrows(&self) -> usize {
		self.dim
	}

	#[inline]
	fn ncols(&self) -> usize {
		self.dim
	}

	#[inline]
	#[track_caller]
	fn apply(
		&self,
		out: MatMut<'_, T>,
		rhs: MatRef<'_, T>,
		_par: Par,
		_stack: &mut MemStack,
	) {
		{ out }.copy_from(rhs);
	}

	#[inline]
	#[track_caller]
	fn conj_apply(
		&self,
		out: MatMut<'_, T>,
		rhs: MatRef<'_, T>,
		_par: Par,
		_stack: &mut MemStack,
	) {
		{ out }.copy_from(rhs);
	}
}
impl<T: ComplexField> BiLinOp<T> for IdentityPrecond {
	#[inline]
	fn transpose_apply_scratch(
		&self,
		_rhs_ncols: usize,
		_par: Par,
	) -> StackReq {
		StackReq::EMPTY
	}

	#[inline]
	#[track_caller]
	fn transpose_apply(
		&self,
		out: MatMut<'_, T>,
		rhs: MatRef<'_, T>,
		_par: Par,
		_stack: &mut MemStack,
	) {
		{ out }.copy_from(rhs);
	}

	#[inline]
	#[track_caller]
	fn adjoint_apply(
		&self,
		out: MatMut<'_, T>,
		rhs: MatRef<'_, T>,
		_par: Par,
		_stack: &mut MemStack,
	) {
		{ out }.copy_from(rhs);
	}
}
impl<T: ComplexField> Precond<T> for IdentityPrecond {
	fn apply_in_place_scratch(&self, _rhs_ncols: usize, _par: Par) -> StackReq {
		StackReq::EMPTY
	}

	fn apply_in_place(
		&self,
		_rhs: MatMut<'_, T>,
		_par: Par,
		_stack: &mut MemStack,
	) {
	}

	fn conj_apply_in_place(
		&self,
		_rhs: MatMut<'_, T>,
		_par: Par,
		_stack: &mut MemStack,
	) {
	}
}
impl<T: ComplexField> BiPrecond<T> for IdentityPrecond {
	fn transpose_apply_in_place_scratch(
		&self,
		_rhs_ncols: usize,
		_par: Par,
	) -> StackReq {
		StackReq::EMPTY
	}

	fn transpose_apply_in_place(
		&self,
		_rhs: MatMut<'_, T>,
		_par: Par,
		_stack: &mut MemStack,
	) {
	}

	fn adjoint_apply_in_place(
		&self,
		_rhs: MatMut<'_, T>,
		_par: Par,
		_stack: &mut MemStack,
	) {
	}
}
/// linear operator that can be applied from either the right or the left side
pub trait BiLinOp<T: ComplexField>: LinOp<T> {
	/// computes the workspace layout required to apply the transpose or adjoint
	/// o `self` to a matrix with `rhs_ncols` columns
	fn transpose_apply_scratch(&self, rhs_ncols: usize, par: Par) -> StackReq;
	/// applies the transpose of `self` to `rhs`, and stores the result in `out`
	fn transpose_apply(
		&self,
		out: MatMut<'_, T>,
		rhs: MatRef<'_, T>,
		par: Par,
		stack: &mut MemStack,
	);
	/// applies the adjoint of `self` to `rhs`, and stores the result in `out`
	fn adjoint_apply(
		&self,
		out: MatMut<'_, T>,
		rhs: MatRef<'_, T>,
		par: Par,
		stack: &mut MemStack,
	);
}
/// preconditioner for a linear system
///
/// same as [`LinOp`] except that it can be applied in place
pub trait Precond<T: ComplexField>: LinOp<T> {
	/// computes the workspace layout required to apply `self` or the conjugate
	/// of `self` to a matrix with `rhs_ncols` columns in place
	fn apply_in_place_scratch(&self, rhs_ncols: usize, par: Par) -> StackReq {
		temp_mat_scratch::<T>(self.nrows(), rhs_ncols)
			.and(self.apply_scratch(rhs_ncols, par))
	}
	/// applies `self` to `rhs`, and stores the result in `rhs`
	#[track_caller]
	fn apply_in_place(
		&self,
		rhs: MatMut<'_, T>,
		par: Par,
		stack: &mut MemStack,
	) {
		let (mut tmp, stack) = unsafe {
			temp_mat_uninit::<T, _, _>(self.nrows(), rhs.ncols(), stack)
		};
		let mut tmp = tmp.as_mat_mut();
		self.apply(tmp.rb_mut(), rhs.rb(), par, stack);
		{ rhs }.copy_from(&tmp);
	}
	/// applies the conjugate of `self` to `rhs`, and stores the result in `rhs`
	#[track_caller]
	fn conj_apply_in_place(
		&self,
		rhs: MatMut<'_, T>,
		par: Par,
		stack: &mut MemStack,
	) {
		let (mut tmp, stack) = unsafe {
			temp_mat_uninit::<T, _, _>(self.nrows(), rhs.ncols(), stack)
		};
		let mut tmp = tmp.as_mat_mut();
		self.conj_apply(tmp.rb_mut(), rhs.rb(), par, stack);
		{ rhs }.copy_from(&tmp);
	}
}
/// preconditioner for a linear system that can bee applied from either the
/// right or the left side
///
/// same as [`BiLinOp`] except that it can be applied in place.
pub trait BiPrecond<T: ComplexField>: Precond<T> + BiLinOp<T> {
	/// computes the workspace layout required to apply the transpose or adjoint
	/// of `self` to a matrix with `rhs_ncols` columns in place
	fn transpose_apply_in_place_scratch(
		&self,
		rhs_ncols: usize,
		par: Par,
	) -> StackReq {
		temp_mat_scratch::<T>(self.nrows(), rhs_ncols)
			.and(self.transpose_apply_scratch(rhs_ncols, par))
	}
	/// applies the transpose of `self` to `rhs`, and stores the result in `rhs`
	#[track_caller]
	fn transpose_apply_in_place(
		&self,
		rhs: MatMut<'_, T>,
		par: Par,
		stack: &mut MemStack,
	) {
		let (mut tmp, stack) = unsafe {
			temp_mat_uninit::<T, _, _>(self.nrows(), rhs.ncols(), stack)
		};
		let mut tmp = tmp.as_mat_mut();
		self.transpose_apply(tmp.rb_mut(), rhs.rb(), par, stack);
		{ rhs }.copy_from(&tmp);
	}
	/// applies the adjoint of `self` to `rhs`, and stores the result in `rhs`
	#[track_caller]
	fn adjoint_apply_in_place(
		&self,
		rhs: MatMut<'_, T>,
		par: Par,
		stack: &mut MemStack,
	) {
		let (mut tmp, stack) = unsafe {
			temp_mat_uninit::<T, _, _>(self.nrows(), rhs.ncols(), stack)
		};
		let mut tmp = tmp.as_mat_mut();
		self.adjoint_apply(tmp.rb_mut(), rhs.rb(), par, stack);
		{ rhs }.copy_from(&tmp);
	}
}
impl<T: ComplexField, M: Sized + LinOp<T>> LinOp<T> for &M {
	#[inline]
	#[track_caller]
	fn apply_scratch(&self, rhs_ncols: usize, par: Par) -> StackReq {
		(**self).apply_scratch(rhs_ncols, par)
	}

	#[inline]
	fn nrows(&self) -> usize {
		(**self).nrows()
	}

	#[inline]
	fn ncols(&self) -> usize {
		(**self).ncols()
	}

	#[inline]
	#[track_caller]
	fn apply(
		&self,
		out: MatMut<'_, T>,
		rhs: MatRef<'_, T>,
		par: Par,
		stack: &mut MemStack,
	) {
		(**self).apply(out, rhs, par, stack)
	}

	#[inline]
	#[track_caller]
	fn conj_apply(
		&self,
		out: MatMut<'_, T>,
		rhs: MatRef<'_, T>,
		par: Par,
		stack: &mut MemStack,
	) {
		(**self).conj_apply(out, rhs, par, stack)
	}
}
impl<T: ComplexField, M: Sized + BiLinOp<T>> BiLinOp<T> for &M {
	#[inline]
	#[track_caller]
	fn transpose_apply_scratch(&self, rhs_ncols: usize, par: Par) -> StackReq {
		(**self).transpose_apply_scratch(rhs_ncols, par)
	}

	#[inline]
	#[track_caller]
	fn transpose_apply(
		&self,
		out: MatMut<'_, T>,
		rhs: MatRef<'_, T>,
		par: Par,
		stack: &mut MemStack,
	) {
		(**self).transpose_apply(out, rhs, par, stack)
	}

	#[inline]
	#[track_caller]
	fn adjoint_apply(
		&self,
		out: MatMut<'_, T>,
		rhs: MatRef<'_, T>,
		par: Par,
		stack: &mut MemStack,
	) {
		(**self).adjoint_apply(out, rhs, par, stack)
	}
}
impl<T: ComplexField, M: Sized + Precond<T>> Precond<T> for &M {
	fn apply_in_place_scratch(&self, rhs_ncols: usize, par: Par) -> StackReq {
		(**self).apply_in_place_scratch(rhs_ncols, par)
	}

	fn apply_in_place(
		&self,
		rhs: MatMut<'_, T>,
		par: Par,
		stack: &mut MemStack,
	) {
		(**self).apply_in_place(rhs, par, stack);
	}

	fn conj_apply_in_place(
		&self,
		rhs: MatMut<'_, T>,
		par: Par,
		stack: &mut MemStack,
	) {
		(**self).conj_apply_in_place(rhs, par, stack);
	}
}
impl<T: ComplexField, M: Sized + BiPrecond<T>> BiPrecond<T> for &M {
	fn transpose_apply_in_place_scratch(
		&self,
		rhs_ncols: usize,
		par: Par,
	) -> StackReq {
		(**self).transpose_apply_in_place_scratch(rhs_ncols, par)
	}

	fn transpose_apply_in_place(
		&self,
		rhs: MatMut<'_, T>,
		par: Par,
		stack: &mut MemStack,
	) {
		(**self).transpose_apply_in_place(rhs, par, stack);
	}

	fn adjoint_apply_in_place(
		&self,
		rhs: MatMut<'_, T>,
		par: Par,
		stack: &mut MemStack,
	) {
		(**self).adjoint_apply_in_place(rhs, par, stack);
	}
}