[Solvers] Expose iterative solvers of Eigen

CMakeLists.txt

 #
-# Copyright (c) 2015-2016 LAAS-CNRS
+# Copyright (c) 2015-2017 LAAS-CNRS
 #
 # This file is part of eigenpy.
 # eigenpy is free software: you can redistribute it and/or
@@ -90,8 +90,13 @@ SET(HEADERS
   registration.hpp
   angle-axis.hpp
   quaternion.hpp
+  solvers/solvers.hpp
+  solvers/IterativeSolverBase.hpp
+  solvers/ConjugateGradient.hpp
+  solvers/SparseSolverBase.hpp
 )
 MAKE_DIRECTORY("${${PROJECT_NAME}_BINARY_DIR}/include/eigenpy")
+MAKE_DIRECTORY("${${PROJECT_NAME}_BINARY_DIR}/include/eigenpy/solvers")
 INCLUDE_DIRECTORIES(${${PROJECT_NAME}_BINARY_DIR}/include/eigenpy)
 
 #FOREACH(header ${HEADERS})
@@ -131,6 +136,7 @@ SET(${PROJECT_NAME}_SOURCES
   src/eigenpy.cpp
   src/angle-axis.cpp
   src/quaternion.cpp
+  src/solvers/solvers.cpp
 )
 
 ADD_LIBRARY(${PROJECT_NAME} SHARED ${${PROJECT_NAME}_SOURCES} ${${PROJECT_NAME}_HEADERS})

python/main.cpp

@@ -17,6 +17,7 @@
 
 #include "eigenpy/eigenpy.hpp"
 #include "eigenpy/geometry.hpp"
+#include "eigenpy/solvers/solvers.hpp"
 
 #include <iostream>
 
@@ -26,5 +27,6 @@ BOOST_PYTHON_MODULE(eigenpy)
   eigenpy::enableEigenPy();
   eigenpy::exposeAngleAxis();
   eigenpy::exposeQuaternion();
+  eigenpy::exposeSolvers();
   
 }

src/solvers/ConjugateGradient.hpp

+/*
+ * Copyright 2017, Justin Carpentier, LAAS-CNRS
+ *
+ * This file is part of eigenpy.
+ * eigenpy is free software: you can redistribute it and/or
+ * modify it under the terms of the GNU Lesser General Public License
+ * as published by the Free Software Foundation, either version 3 of
+ * the License, or (at your option) any later version.
+ * eigenpy is distributed in the hope that it will be
+ * useful, but WITHOUT ANY WARRANTY; without even the implied warranty
+ * of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU Lesser General Public License for more details.  You should
+ * have received a copy of the GNU Lesser General Public License along
+ * with eigenpy.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef __eigenpy_conjugate_gradient_hpp__
+#define __eigenpy_conjugate_gradient_hpp__
+
+#include <boost/python.hpp>
+#include <Eigen/IterativeLinearSolvers>
+
+#include "eigenpy/solvers/IterativeSolverBase.hpp"
+
+namespace eigenpy
+{
+  
+  namespace bp = boost::python;
+  
+  template<typename ConjugateGradient>
+  struct ConjugateGradientVisitor
+  :  public boost::python::def_visitor< ConjugateGradientVisitor<ConjugateGradient> >
+  {
+    typedef typename ConjugateGradient::MatrixType MatrixType;
+    
+    template<class PyClass>
+    void visit(PyClass& cl) const
+    {
+      cl
+      .def(bp::init<>("Default constructor"))
+      .def(bp::init<MatrixType>(bp::arg("A"),"Initialize the solver with matrix A for further Ax=b solving.\n"
+                                "This constructor is a shortcut for the default constructor followed by a call to compute()."))
+      ;
+      
+    }
+    
+    static void expose()
+    {
+      bp::class_<ConjugateGradient,boost::noncopyable>("ConjugateGradient",
+                             bp::no_init)
+      .def(IterativeSolverVisitor<ConjugateGradient>())
+      .def(ConjugateGradientVisitor<ConjugateGradient>())
+      ;
+      
+    }
+    
+  };
+  
+} // namespace eigenpy
+
+#endif // ifndef __eigenpy_conjugate_gradient_hpp__

src/solvers/IterativeSolverBase.hpp

+/*
+ * Copyright 2017, Justin Carpentier, LAAS-CNRS
+ *
+ * This file is part of eigenpy.
+ * eigenpy is free software: you can redistribute it and/or
+ * modify it under the terms of the GNU Lesser General Public License
+ * as published by the Free Software Foundation, either version 3 of
+ * the License, or (at your option) any later version.
+ * eigenpy is distributed in the hope that it will be
+ * useful, but WITHOUT ANY WARRANTY; without even the implied warranty
+ * of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU Lesser General Public License for more details.  You should
+ * have received a copy of the GNU Lesser General Public License along
+ * with eigenpy.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef __eigenpy_iterative_solver_base_hpp__
+#define __eigenpy_iterative_solver_base_hpp__
+
+#include <boost/python.hpp>
+#include <Eigen/Core>
+
+#include "eigenpy/solvers/SparseSolverBase.hpp"
+
+namespace eigenpy
+{
+  
+  namespace bp = boost::python;
+  
+  template<typename IterativeSolver>
+  struct IterativeSolverVisitor
+  : public boost::python::def_visitor< IterativeSolverVisitor<IterativeSolver> >
+  {
+    
+    typedef typename IterativeSolver::MatrixType MatrixType;
+    typedef Eigen::VectorXd VectorType;
+    
+    template<class PyClass>
+    void visit(PyClass& cl) const
+    {
+      typedef IterativeSolver IS;
+      
+      cl
+      .def(SparseSolverVisitor<IS>())
+      .def("error",&IS::error,"Returns the tolerance error reached during the last solve.\n"
+           "It is a close approximation of the true relative residual error |Ax-b|/|b|.")
+      .def("info",&IS::info,"Returns success if the iterations converged, and NoConvergence otherwise.")
+      .def("iterations",&IS::iterations,"Returns the number of iterations performed during the last solve.")
+      .def("maxIterations",&IS::maxIterations,"Returns the max number of iterations.\n"
+           "It is either the value setted by setMaxIterations or, by default, twice the number of columns of the matrix.")
+      .def("setMaxIterations",&IS::setMaxIterations,"Sets the max number of iterations.\n"
+           "Default is twice the number of columns of the matrix.",
+           bp::return_value_policy<bp::reference_existing_object>())
+      .def("tolerance",&IS::tolerance,"Returns he tolerance threshold used by the stopping criteria.")
+      .def("setTolerance",&IS::setTolerance,"Sets the tolerance threshold used by the stopping criteria.\n"
+           "This value is used as an upper bound to the relative residual error: |Ax-b|/|b|. The default value is the machine precision.",
+           bp::return_value_policy<bp::reference_existing_object>())
+      .def("analyzePattern",&analyzePattern,bp::arg("A"),"Initializes the iterative solver for the sparsity pattern of the matrix A for further solving Ax=b problems.\n"
+           "Currently, this function mostly calls analyzePattern on the preconditioner.\n"
+           "In the future we might, for instance, implement column reordering for faster matrix vector products.",
+           bp::return_value_policy<bp::reference_existing_object>())
+      .def("factorize",&factorize,bp::arg("A"),"Initializes the iterative solver with the numerical values of the matrix A for further solving Ax=b problems.\n"
+           "Currently, this function mostly calls factorize on the preconditioner.",
+           bp::return_value_policy<bp::reference_existing_object>())
+      .def("compute",&compute,bp::arg("A"),"Initializes the iterative solver with the numerical values of the matrix A for further solving Ax=b problems.\n"
+           "Currently, this function mostly calls factorize on the preconditioner.\n"
+           "In the future we might, for instance, implement column reordering for faster matrix vector products.",
+           bp::return_value_policy<bp::reference_existing_object>())
+      .def("solveWithGuess",&solveWithGuess,bp::args("b","x0"),
+           "Returns the solution x of Ax = b using the current decomposition of A and x0 as an initial solution.")
+      ;
+      
+    }
+    
+  private:
+    
+    static IterativeSolver & factorize(IterativeSolver & self, const MatrixType & m)
+    {
+      return self.factorize(m);
+    }
+    
+    static IterativeSolver & compute(IterativeSolver & self, const MatrixType & m)
+    {
+      return self.compute(m);
+    }
+    
+    static IterativeSolver & analyzePattern(IterativeSolver & self, const MatrixType & m)
+    {
+      return self.analyzePattern(m);
+    }
+    
+    static VectorType solveWithGuess(IterativeSolver & self, const Eigen::VectorXd & b, const Eigen::VectorXd & x0)
+    {
+      return self.solveWithGuess(b,x0);
+    }
+    
+  };
+  
+
+
+} // namespace eigenpy
+
+#endif // ifndef __eigenpy_iterative_solver_base_hpp__

src/solvers/SparseSolverBase.hpp

+/*
+ * Copyright 2017, Justin Carpentier, LAAS-CNRS
+ *
+ * This file is part of eigenpy.
+ * eigenpy is free software: you can redistribute it and/or
+ * modify it under the terms of the GNU Lesser General Public License
+ * as published by the Free Software Foundation, either version 3 of
+ * the License, or (at your option) any later version.
+ * eigenpy is distributed in the hope that it will be
+ * useful, but WITHOUT ANY WARRANTY; without even the implied warranty
+ * of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU Lesser General Public License for more details.  You should
+ * have received a copy of the GNU Lesser General Public License along
+ * with eigenpy.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef __eigenpy_sparse_solver_base_hpp__
+#define __eigenpy_sparse_solver_base_hpp__
+
+#include <boost/python.hpp>
+#include <Eigen/Core>
+
+namespace eigenpy
+{
+  
+  namespace bp = boost::python;
+  
+  template<typename SparseSolver>
+  struct SparseSolverVisitor
+  : public bp::def_visitor< SparseSolverVisitor<SparseSolver> >
+  {
+    
+    typedef Eigen::VectorXd VectorType;
+    
+    template<class PyClass>
+    void visit(PyClass& cl) const
+    {
+      cl
+      .def("solve",&solve,bp::arg("b"),
+           "Returns the solution x of Ax = b using the current decomposition of A.")
+      ;
+      
+    }
+    
+  private:
+    
+    static VectorType solve(SparseSolver & self, const VectorType & b)
+    {
+      return self.solve(b);
+    }
+    
+  };
+  
+  
+  
+} // namespace eigenpy
+
+#endif // ifndef __eigenpy_sparse_solver_base_hpp__

src/solvers/solvers.cpp

+/*
+ * Copyright 2017, Justin Carpentier, LAAS-CNRS
+ *
+ * This file is part of eigenpy.
+ * eigenpy is free software: you can redistribute it and/or
+ * modify it under the terms of the GNU Lesser General Public License
+ * as published by the Free Software Foundation, either version 3 of
+ * the License, or (at your option) any later version.
+ * eigenpy is distributed in the hope that it will be
+ * useful, but WITHOUT ANY WARRANTY; without even the implied warranty
+ * of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU Lesser General Public License for more details.  You should
+ * have received a copy of the GNU Lesser General Public License along
+ * with eigenpy.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include "eigenpy/solvers/solvers.hpp"
+#include "eigenpy/solvers/ConjugateGradient.hpp"
+
+namespace eigenpy
+{
+  void exposeSolvers()
+  {
+    using namespace Eigen;
+    ConjugateGradientVisitor< ConjugateGradient<MatrixXd,Lower|Upper> >::expose();
+    
+    boost::python::enum_<Eigen::ComputationInfo>("ComputationInfo")
+    .value("Success",Eigen::Success)
+    .value("NumericalIssue",Eigen::NumericalIssue)
+    .value("NoConvergence",Eigen::NoConvergence)
+    .value("InvalidInput",Eigen::InvalidInput)
+    ;
+  }
+} // namespace eigenpy

src/solvers/solvers.hpp

+/*
+ * Copyright 2017, Justin Carpentier, LAAS-CNRS
+ *
+ * This file is part of eigenpy.
+ * eigenpy is free software: you can redistribute it and/or
+ * modify it under the terms of the GNU Lesser General Public License
+ * as published by the Free Software Foundation, either version 3 of
+ * the License, or (at your option) any later version.
+ * eigenpy is distributed in the hope that it will be
+ * useful, but WITHOUT ANY WARRANTY; without even the implied warranty
+ * of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU Lesser General Public License for more details.  You should
+ * have received a copy of the GNU Lesser General Public License along
+ * with eigenpy.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef __eigenpy_solvers_hpp__
+#define __eigenpy_solvers_hpp__
+
+namespace eigenpy
+{
+  
+  void exposeSolvers();
+  
+} // namespace eigenpy
+
+#endif // define __eigenpy_solvers_hpp__