//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
//
// Copyright (c) 2009-2010 Math.NET
//
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
//
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
//
namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers.Iterative
{
using System;
using System.Collections.Generic;
using System.IO;
using System.Linq;
using System.Reflection;
using Generic.Solvers.Status;
using Properties;
///
/// A composite matrix solver. The actual solver is made by a sequence of
/// matrix solvers.
///
///
///
/// Solver based on:
/// Faster PDE-based simulations using robust composite linear solvers
/// S. Bhowmicka, P. Raghavan a,*, L. McInnes b, B. Norris
/// Future Generation Computer Systems, Vol 20, 2004, pp 373–387
///
///
/// Note that if an iterator is passed to this solver it will be used for all the sub-solvers.
///
///
public sealed class CompositeSolver : IIterativeSolver
{
#region Internal class - DoubleComparer
///
/// An IComparer used to compare double precision floating points.
///
/// NOTE: The instance of this class is used only in . If C# suppports interface inheritence
/// NOTE: and methods in anonymous types, then this class should be deleted and anonymous type implemented with IComaprer support
/// NOTE: in constructor
public sealed class DoubleComparer : IComparer
{
///
/// Compares two double values based on the selected comparison method.
///
/// The first double to compare.
/// The second double to compare.
///
/// A 32-bit signed integer that indicates the relative order of the objects being compared. The return
/// value has the following meanings:
/// Value Meaning Less than zero This object is less than the other parameter.
/// Zero This object is equal to other.
/// Greater than zero This object is greater than other.
///
public int Compare(double x, double y)
{
return x.CompareTo(y, 1);
}
}
#endregion
///
/// The default status used if the solver is not running.
///
private static readonly ICalculationStatus NonRunningStatus = new CalculationIndetermined();
///
/// The default status used if the solver is running.
///
private static readonly ICalculationStatus RunningStatus = new CalculationRunning();
#if PORTABLE
private static readonly Dictionary> SolverSetups = new Dictionary>();
#else
///
/// The collection of iterative solver setups. Stored based on the
/// ratio between the relative speed and relative accuracy.
///
private static readonly SortedList> SolverSetups = new SortedList>(new DoubleComparer());
#endif
#region Solver information loading methods
///
/// Loads all the available objects from the MathNet.Numerics assembly.
///
public static void LoadSolverInformation()
{
LoadSolverInformation(new Type[0]);
}
///
/// Loads the available objects from the MathNet.Numerics assembly.
///
/// The types that should not be loaded.
public static void LoadSolverInformation(Type[] typesToExclude)
{
LoadSolverInformationFromAssembly(Assembly.GetExecutingAssembly(), typesToExclude);
}
#if !PORTABLE
///
/// Loads the available objects from the assembly specified by the file location.
///
/// The fully qualified path to the assembly.
public static void LoadSolverInformationFromAssembly(string assemblyLocation)
{
LoadSolverInformationFromAssembly(assemblyLocation, new Type[0]);
}
///
/// Loads the available objects from the assembly specified by the file location.
///
/// The fully qualified path to the assembly.
/// The types that should not be loaded.
public static void LoadSolverInformationFromAssembly(string assemblyLocation, params Type[] typesToExclude)
{
if (assemblyLocation == null)
{
throw new ArgumentNullException("assemblyLocation");
}
if (assemblyLocation.Length == 0)
{
throw new ArgumentException();
}
if (!File.Exists(assemblyLocation))
{
throw new FileNotFoundException();
}
// Get the assembly name
var assemblyFileName = Path.GetFileNameWithoutExtension(assemblyLocation);
// Now load the assembly with an AssemblyName
var assemblyName = new AssemblyName(assemblyFileName);
var assembly = Assembly.Load(assemblyName.FullName);
// Can't get this because we checked that the file exists.
// FileNotFoundException --> Can't get this because we checked that the file exists.
// FileLoadException
// BadImageFormatException
// Now we can load the solver information.
LoadSolverInformationFromAssembly(assembly, typesToExclude);
}
#endif
///
/// Loads the available objects from the assembly specified by the assembly name.
///
/// The of the assembly that should be searched for setup objects.
public static void LoadSolverInformationFromAssembly(AssemblyName assemblyName)
{
LoadSolverInformationFromAssembly(assemblyName, new Type[0]);
}
///
/// Loads the available objects from the assembly specified by the assembly name.
///
/// The of the assembly that should be searched for setup objects.
/// The types that should not be loaded.
public static void LoadSolverInformationFromAssembly(AssemblyName assemblyName, params Type[] typesToExclude)
{
if (assemblyName == null)
{
throw new ArgumentNullException("assemblyName");
}
var assembly = Assembly.Load(assemblyName.FullName);
// May throw:
// ArgumentNullException --> Can't get this because we checked it.
// FileNotFoundException
// FileLoadException
// BadImageFormatException
// Now we can load the solver information.
LoadSolverInformationFromAssembly(assembly, typesToExclude);
}
///
/// Loads the available objects from the assembly specified by the type.
///
/// The type in the assembly which should be searched for setup objects.
public static void LoadSolverInformationFromAssembly(Type typeInAssembly)
{
LoadSolverInformationFromAssembly(typeInAssembly, new Type[0]);
}
///
/// Loads the available objects from the assembly specified by the type.
///
/// The type in the assembly which should be searched for setup objects.
/// The types that should not be loaded.
public static void LoadSolverInformationFromAssembly(Type typeInAssembly, params Type[] typesToExclude)
{
if (typeInAssembly == null)
{
throw new ArgumentNullException("typeInAssembly");
}
LoadSolverInformationFromAssembly(typeInAssembly.Assembly, typesToExclude);
}
///
/// Loads the available objects from the specified assembly.
///
/// The assembly which will be searched for setup objects.
public static void LoadSolverInformationFromAssembly(Assembly assembly)
{
LoadSolverInformationFromAssembly(assembly, new Type[0]);
}
///
/// Loads the available objects from the specified assembly.
///
/// The assembly which will be searched for setup objects.
/// The types that should not be loaded.
public static void LoadSolverInformationFromAssembly(Assembly assembly, params Type[] typesToExclude)
{
if (assembly == null)
{
throw new ArgumentNullException("assembly");
}
if (typesToExclude == null)
{
throw new ArgumentNullException("typesToExclude");
}
var excludedTypes = new List(typesToExclude);
// Load all the types in the assembly
// Find all the types that implement IIterativeSolverSetup
// Create an object of each of these types
// Get the type of the iterative solver that will be instantiated by the setup object
// Check if it's on the excluding list, if so throw the setup object away otherwise keep it.
var interfaceTypes = new List();
foreach (var type in assembly.GetTypes().Where(type => (!type.IsAbstract && !type.IsEnum && !type.IsInterface && type.IsVisible)))
{
interfaceTypes.Clear();
interfaceTypes.AddRange(type.GetInterfaces());
if (!interfaceTypes.Any(match => typeof(IIterativeSolverSetup).IsAssignableFrom(match)))
{
continue;
}
// See if we actually want this type of iterative solver
IIterativeSolverSetup setup;
try
{
// If something goes wrong we just ignore it and move on with the next type.
// There should probably be a log somewhere indicating that something went wrong?
setup = (IIterativeSolverSetup)Activator.CreateInstance(type);
}
catch (ArgumentException)
{
continue;
}
catch (NotSupportedException)
{
continue;
}
catch (TargetInvocationException)
{
continue;
}
#if !PORTABLE
catch (MethodAccessException)
{
continue;
}
catch (MissingMethodException)
{
continue;
}
#endif
catch (MemberAccessException)
{
continue;
}
catch (TypeLoadException)
{
continue;
}
if (excludedTypes.Any(match => match.IsAssignableFrom(setup.SolverType) ||
match.IsAssignableFrom(setup.PreconditionerType)))
{
continue;
}
// Ok we want the solver, so store the object
var ratio = setup.SolutionSpeed / setup.Reliability;
if (!SolverSetups.ContainsKey(ratio))
{
SolverSetups.Add(ratio, new List());
}
var list = SolverSetups[ratio];
list.Add(setup);
}
}
#endregion
///
/// The collection of solvers that will be used to
///
private readonly List _solvers = new List();
///
/// The status of the calculation.
///
private ICalculationStatus _status = NonRunningStatus;
///
/// The iterator that is used to control the iteration process.
///
private IIterator _iterator;
///
/// A flag indicating if the solver has been stopped or not.
///
private bool _hasBeenStopped;
///
/// The solver that is currently running. Reference is used to be able to stop the
/// solver if the user cancels the solve process.
///
private IIterativeSolver _currentSolver;
///
/// Initializes a new instance of the class with the default iterator.
///
public CompositeSolver() : this(null)
{
}
///
/// Initializes a new instance of the class with the specified iterator.
///
/// The iterator that will be used to control the iteration process.
public CompositeSolver(IIterator iterator)
{
_iterator = iterator;
}
///
/// Sets the IIterator that will be used to track the iterative process.
///
/// The iterator.
public void SetIterator(IIterator iterator)
{
_iterator = iterator;
}
///
/// Gets the status of the iteration once the calculation is finished.
///
public ICalculationStatus IterationResult
{
get
{
return _status;
}
}
///
/// Stops the solve process.
///
///
/// Note that it may take an indetermined amount of time for the solver to actually stop the process.
///
public void StopSolve()
{
_hasBeenStopped = true;
if (_currentSolver != null)
{
_currentSolver.StopSolve();
}
}
///
/// Solves the matrix equation Ax = b, where A is the coefficient matrix, b is the
/// solution vector and x is the unknown vector.
///
/// The coefficient matrix, A.
/// The solution vector, b.
/// The result vector, x.
public Vector Solve(Matrix matrix, Vector vector)
{
if (vector == null)
{
throw new ArgumentNullException();
}
Vector result = new DenseVector(matrix.RowCount);
Solve(matrix, vector, result);
return result;
}
///
/// Solves the matrix equation Ax = b, where A is the coefficient matrix, b is the
/// solution vector and x is the unknown vector.
///
/// The coefficient matrix, A.
/// The solution vector, b
/// The result vector, x
public void Solve(Matrix matrix, Vector input, Vector result)
{
// If we were stopped before, we are no longer
// We're doing this at the start of the method to ensure
// that we can use these fields immediately.
_hasBeenStopped = false;
_currentSolver = null;
// Error checks
if (matrix == null)
{
throw new ArgumentNullException("matrix");
}
if (matrix.RowCount != matrix.ColumnCount)
{
throw new ArgumentException(Resources.ArgumentMatrixSquare, "matrix");
}
if (input == null)
{
throw new ArgumentNullException("input");
}
if (result == null)
{
throw new ArgumentNullException("result");
}
if (result.Count != input.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength);
}
// Initialize the solver fields
// Set the convergence monitor
if (_iterator == null)
{
_iterator = Iterator.CreateDefault();
}
// Load the solvers into our own internal data structure
// Once we have solvers we can always reuse them.
if (_solvers.Count == 0)
{
LoadSolvers();
}
// Create a copy of the solution and result vectors so we can use them
// later on
var internalInput = (Vector)input.Clone();
var internalResult = (Vector)result.Clone();
foreach (var solver in _solvers.TakeWhile(solver => !_hasBeenStopped))
{
// Store a reference to the solver so we can stop it.
_currentSolver = solver;
try
{
// Reset the iterator and pass it to the solver
_iterator.ResetToPrecalculationState();
solver.SetIterator(_iterator);
// Start the solver
solver.Solve(matrix, internalInput, internalResult);
}
catch (Exception)
{
// The solver broke down.
// Log a message about this
// Switch to the next preconditioner.
// Reset the solution vector to the previous solution
input.CopyTo(internalInput);
_status = RunningStatus;
continue;
}
// There was no fatal breakdown so check the status
if (_iterator.Status is CalculationConverged)
{
// We're done
internalResult.CopyTo(result);
break;
}
// We're not done
// Either:
// - calculation finished without convergence
if (_iterator.Status is CalculationStoppedWithoutConvergence)
{
// Copy the internal result to the result vector and
// continue with the calculation.
internalResult.CopyTo(result);
}
else
{
// - calculation failed --> restart with the original vector
// - calculation diverged --> restart with the original vector
// - Some unknown status occurred --> To be safe restart.
input.CopyTo(internalInput);
}
}
// Inside the loop we already copied the final results (if there are any)
// So no need to do that again.
// Clean up
// No longer need the current solver
_currentSolver = null;
// Set the final status
_status = _iterator.Status;
}
///
/// Load solvers
///
private void LoadSolvers()
{
if (SolverSetups.Count == 0)
{
throw new Exception("IIterativeSolverSetup objects not found");
}
#if PORTABLE
foreach (var setup in SolverSetups.OrderBy(solver => solver.Key, new DoubleComparer()).Select(pair => pair.Value).SelectMany(setups => setups))
#else
foreach (var setup in SolverSetups.Select(pair => pair.Value).SelectMany(setups => setups))
#endif
{
_solvers.Add(setup.CreateNew());
}
}
///
/// Solves the matrix equation AX = B, where A is the coefficient matrix, B is the
/// solution matrix and X is the unknown matrix.
///
/// The coefficient matrix, A.
/// The solution matrix, B.
/// The result matrix, X.
public Matrix Solve(Matrix matrix, Matrix input)
{
if (matrix == null)
{
throw new ArgumentNullException("matrix");
}
if (input == null)
{
throw new ArgumentNullException("input");
}
var result = (Matrix)matrix.CreateMatrix(input.RowCount, input.ColumnCount);
Solve(matrix, input, result);
return result;
}
///
/// Solves the matrix equation AX = B, where A is the coefficient matrix, B is the
/// solution matrix and X is the unknown matrix.
///
/// The coefficient matrix, A.
/// The solution matrix, B.
/// The result matrix, X
public void Solve(Matrix matrix, Matrix input, Matrix result)
{
if (matrix == null)
{
throw new ArgumentNullException("matrix");
}
if (input == null)
{
throw new ArgumentNullException("input");
}
if (result == null)
{
throw new ArgumentNullException("result");
}
if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
{
throw Matrix.DimensionsDontMatch(matrix, input, result);
}
for (var column = 0; column < input.ColumnCount; column++)
{
var solution = Solve(matrix, (Vector)input.Column(column));
foreach (var element in solution.GetIndexedEnumerator())
{
result.At(element.Item1, column, element.Item2);
}
}
}
}
}