tiny_solver/linear/
sparse_qr.rs

1use super::sparse::SparseLinearSolver;
2use faer::linalg::solvers::SolveLstsqCore;
3// use faer::prelude::{SpSolver, SpSolverLstsq};
4use faer::sparse::linalg::solvers;
5
6#[derive(Debug, Clone)]
7pub struct SparseQRSolver {
8    symbolic_pattern: Option<solvers::SymbolicQr<usize>>,
9}
10
11impl SparseQRSolver {
12    pub fn new() -> Self {
13        SparseQRSolver {
14            symbolic_pattern: None,
15        }
16    }
17}
18impl Default for SparseQRSolver {
19    fn default() -> Self {
20        Self::new()
21    }
22}
23impl SparseLinearSolver for SparseQRSolver {
24    fn solve(
25        &mut self,
26        residuals: &faer::Mat<f64>,
27        jacobians: &faer::sparse::SparseColMat<usize, f64>,
28    ) -> Option<faer::Mat<f64>> {
29        if self.symbolic_pattern.is_none() {
30            self.symbolic_pattern =
31                Some(solvers::SymbolicQr::try_new(jacobians.symbolic()).unwrap());
32        }
33
34        let sym = self.symbolic_pattern.as_ref().unwrap();
35        if let Ok(qr) = solvers::Qr::try_new_with_symbolic(sym.clone(), jacobians.as_ref()) {
36            let mut minus_residuals = -residuals;
37            qr.solve_lstsq_in_place_with_conj(faer::Conj::No, minus_residuals.as_mut());
38            Some(minus_residuals)
39        } else {
40            None
41        }
42    }
43
44    fn solve_jtj(
45        &mut self,
46        jtr: &faer::Mat<f64>,
47        jtj: &faer::sparse::SparseColMat<usize, f64>,
48    ) -> Option<faer::Mat<f64>> {
49        if self.symbolic_pattern.is_none() {
50            self.symbolic_pattern = Some(solvers::SymbolicQr::try_new(jtj.symbolic()).unwrap());
51        }
52
53        let sym = self.symbolic_pattern.as_ref().unwrap();
54        if let Ok(qr) = solvers::Qr::try_new_with_symbolic(sym.clone(), jtj.as_ref()) {
55            let mut minus_jtr = -jtr;
56            qr.solve_lstsq_in_place_with_conj(faer::Conj::No, minus_jtr.as_mut());
57            Some(minus_jtr)
58        } else {
59            None
60        }
61    }
62}