cg.h

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// Copyright (c) 2021, Aalto University, developed by Erik Schultheis
// All rights reserved.
//
// SPDX-License-Identifier: MIT
 
#ifndef DISMEC_CG_H
#define DISMEC_CG_H
 
#include "matrix_types.h"
#include "config.h"
#include <functional>
#include "utils/hyperparams.h"
 
namespace dismec::solvers {
 
    class CGMinimizer : public HyperParameterBase {
    public:
        using MatrixVectorProductFn = std::function<void(const DenseRealVector &, Eigen::Ref<DenseRealVector>)>;
 
        explicit CGMinimizer(long num_vars);
 
        long minimize(const MatrixVectorProductFn &A, const DenseRealVector &b, const DenseRealVector &M);
 
        const DenseRealVector& get_solution() const { return m_S; }
 
        [[nodiscard]] double get_epsilon() const { return m_Epsilon; }
 
        void set_epsilon(double v) { m_Epsilon = v; }
 
    private:
        long do_minimize(const MatrixVectorProductFn &A, const DenseRealVector &b, const DenseRealVector &M);
 
        long m_Size;
        real_t m_Epsilon = CG_DEFAULT_EPSILON;
 
        // vector caches to prevent allocations
        DenseRealVector m_A_times_d;
        DenseRealVector m_S;                
        DenseRealVector m_Residual;         
        DenseRealVector m_Conjugate;        
    };
}
 
#endif //DISMEC_CG_H