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authorGravatar Gael Guennebaud <g.gael@free.fr>2013-01-12 09:40:31 +0100
committerGravatar Gael Guennebaud <g.gael@free.fr>2013-01-12 09:40:31 +0100
commit50625834e64616d798e8a28a66f0eef638dc2801 (patch)
tree8e02861b3e4d2da1f3c2bc6a3aa052af30edc7c7
parent581e389c54629ff249e111d245c4bcfeedc54c97 (diff)
SparseQR: clean a bit the documentation, fix rows/cols methods, remove rowsQ methods and rename matrixQR to matrixR.
-rw-r--r--Eigen/SparseQR4
-rw-r--r--Eigen/src/SparseQR/SparseQR.h187
-rw-r--r--doc/Manual.dox2
3 files changed, 100 insertions, 93 deletions
diff --git a/Eigen/SparseQR b/Eigen/SparseQR
index d2382666a..ca2d194ab 100644
--- a/Eigen/SparseQR
+++ b/Eigen/SparseQR
@@ -6,12 +6,12 @@
#include "src/Core/util/DisableStupidWarnings.h"
/** \defgroup SparseQR_Module SparseQR module
- *
+ * \brief Provides QR decomposition for sparse matrices
*
* This module provides a simplicial version of the left-looking Sparse QR decomposition.
* The columns of the input matrix should be reordered to limit the fill-in during the
* decomposition. Built-in methods (COLAMD, AMD) or external methods (METIS) can be used to this end.
- * See \link OrderingMethods_Module OrderingMethods_Module \endlink for the list
+ * See the \link OrderingMethods_Module OrderingMethods\endlink module for the list
* of built-in and external ordering methods.
*
* \code
diff --git a/Eigen/src/SparseQR/SparseQR.h b/Eigen/src/SparseQR/SparseQR.h
index e1016ac90..d78d5436d 100644
--- a/Eigen/src/SparseQR/SparseQR.h
+++ b/Eigen/src/SparseQR/SparseQR.h
@@ -34,30 +34,30 @@ namespace internal {
} // End namespace internal
/**
- * \ingroup SparseQRSupport_Module
- * \class SparseQR
- * \brief Sparse left-looking QR factorization
- *
- * This class is used to perform a left-looking QR decomposition
- * of sparse matrices. The result is then used to solve linear leasts_square systems.
- * Clearly, a QR factorization is returned such that A*P = Q*R where :
- *
- * P is the column permutation. Use colsPermutation() to get it.
- *
- * Q is the orthogonal matrix represented as Householder reflectors.
- * Use matrixQ() to get an expression and matrixQ().transpose() to get the transpose.
- * You can then apply it to a vector.
- *
- * R is the sparse triangular factor. Use matrixQR() to get it as SparseMatrix.
- *
- * NOTE This is not a rank-revealing QR decomposition.
- *
- * \tparam _MatrixType The type of the sparse matrix A, must be a column-major SparseMatrix<>
- * \tparam _OrderingType The fill-reducing ordering method. See \link OrderingMethods_Module
- * OrderingMethods_Module \endlink for the list of built-in and external ordering methods.
- *
- *
- */
+ * \ingroup SparseQR_Module
+ * \class SparseQR
+ * \brief Sparse left-looking QR factorization
+ *
+ * This class is used to perform a left-looking QR decomposition
+ * of sparse matrices. The result is then used to solve linear leasts_square systems.
+ * Clearly, a QR factorization is returned such that A*P = Q*R where :
+ *
+ * P is the column permutation. Use colsPermutation() to get it.
+ *
+ * Q is the orthogonal matrix represented as Householder reflectors.
+ * Use matrixQ() to get an expression and matrixQ().transpose() to get the transpose.
+ * You can then apply it to a vector.
+ *
+ * R is the sparse triangular factor. Use matrixR() to get it as SparseMatrix.
+ *
+ * \note This is not a rank-revealing QR decomposition.
+ *
+ * \tparam _MatrixType The type of the sparse matrix A, must be a column-major SparseMatrix<>
+ * \tparam _OrderingType The fill-reducing ordering method. See the \link OrderingMethods_Module
+ * OrderingMethods \endlink module for the list of built-in and external ordering methods.
+ *
+ *
+ */
template<typename _MatrixType, typename _OrderingType>
class SparseQR
{
@@ -87,57 +87,56 @@ class SparseQR
void analyzePattern(const MatrixType& mat);
void factorize(const MatrixType& mat);
- /**
- * Get the number of rows of the triangular matrix.
- */
- inline Index rows() const { return m_R.rows(); }
+ /** \returns the number of rows of the represented matrix.
+ */
+ inline Index rows() const { return m_pmat.rows(); }
- /**
- * Get the number of columns of the triangular matrix.
- */
- inline Index cols() const { return m_R.cols();}
+ /** \returns the number of columns of the represented matrix.
+ */
+ inline Index cols() const { return m_pmat.cols();}
- /**
- * This is the number of rows in the input matrix and the Q matrix
- */
- inline Index rowsQ() const {return m_pmat.rows(); }
+ /** \returns a const reference to the \b sparse upper triangular matrix R of the QR factorization.
+ */
+ const MatrixType& matrixR() const { return m_R; }
- /// Get the sparse triangular matrix R. It is a sparse matrix
- MatrixType matrixQR() const
- {
- return m_R;
- }
- /// Get an expression of the matrix Q
+ /** \returns an expression of the matrix Q as products of sparse Householder reflectors.
+ * You can do the following to get an actual SparseMatrix representation of Q:
+ * \code
+ * SparseMatrix<double> Q = SparseQR<SparseMatrix<double> >(A).matrixQ();
+ * \endcode
+ */
SparseQRMatrixQReturnType<SparseQR> matrixQ() const
- {
- return SparseQRMatrixQReturnType<SparseQR>(*this);
- }
+ { return SparseQRMatrixQReturnType<SparseQR>(*this); }
- /// Get the permutation that was applied to columns of A
- PermutationType colsPermutation() const
+ /** \returns a const reference to the fill-in reducing permutation that was applied to the columns of A
+ */
+ const PermutationType& colsPermutation() const
{
eigen_assert(m_isInitialized && "Decomposition is not initialized.");
return m_perm_c;
}
+
+ /** \internal */
template<typename Rhs, typename Dest>
bool _solve(const MatrixBase<Rhs> &B, MatrixBase<Dest> &dest) const
{
eigen_assert(m_isInitialized && "The factorization should be called first, use compute()");
- eigen_assert(this->rowsQ() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix");
- Index rank = this->matrixQR().cols();
+ eigen_assert(this->rows() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix");
+ Index rank = this->matrixR().cols();
// Compute Q^T * b;
dest = this->matrixQ().transpose() * B;
// Solve with the triangular matrix R
Dest y;
- y = this->matrixQR().template triangularView<Upper>().solve(dest.derived().topRows(rank));
+ y = this->matrixR().template triangularView<Upper>().solve(dest.derived().topRows(rank));
+
// Apply the column permutation
- if (m_perm_c.size())
- dest.topRows(rank) = colsPermutation().inverse() * y;
- else
- dest = y;
+ if (m_perm_c.size()) dest.topRows(rank) = colsPermutation().inverse() * y;
+ else dest = y;
+
m_info = Success;
return true;
}
+
/** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
*
* \sa compute()
@@ -146,13 +145,14 @@ class SparseQR
inline const internal::solve_retval<SparseQR, Rhs> solve(const MatrixBase<Rhs>& B) const
{
eigen_assert(m_isInitialized && "The factorization should be called first, use compute()");
- eigen_assert(this->rowsQ() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix");
+ eigen_assert(this->rows() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix");
return internal::solve_retval<SparseQR, Rhs>(*this, B.derived());
}
+
/** \brief Reports whether previous computation was successful.
*
* \returns \c Success if computation was succesful,
- * \c NumericalIssue if the QR factorization reports a problem
+ * \c NumericalIssue if the QR factorization reports a numerical problem
* \c InvalidInput if the input matrix is invalid
*
* \sa iparm()
@@ -162,30 +162,31 @@ class SparseQR
eigen_assert(m_isInitialized && "Decomposition is not initialized.");
return m_info;
}
+
protected:
bool m_isInitialized;
bool m_analysisIsok;
bool m_factorizationIsok;
mutable ComputationInfo m_info;
- QRMatrixType m_pmat; // Temporary matrix
- QRMatrixType m_R; // The triangular factor matrix
- QRMatrixType m_Q; // The orthogonal reflectors
- ScalarVector m_hcoeffs; // The Householder coefficients
- PermutationType m_perm_c; // Column permutation
- PermutationType m_perm_r; // Column permutation
- IndexVector m_etree; // Column elimination tree
- IndexVector m_firstRowElt; // First element in each row
- IndexVector m_found_diag_elem; // Existence of diagonal elements
+ QRMatrixType m_pmat; // Temporary matrix
+ QRMatrixType m_R; // The triangular factor matrix
+ QRMatrixType m_Q; // The orthogonal reflectors
+ ScalarVector m_hcoeffs; // The Householder coefficients
+ PermutationType m_perm_c; // Column permutation
+ PermutationType m_perm_r; // Column permutation
+ IndexVector m_etree; // Column elimination tree
+ IndexVector m_firstRowElt; // First element in each row
+ IndexVector m_found_diag_elem; // Existence of diagonal elements
template <typename, typename > friend struct SparseQR_QProduct;
};
-/**
- * \brief Preprocessing step of a QR factorization
- *
- * In this step, the fill-reducing permutation is computed and applied to the columns of A
- * and the column elimination tree is computed as well.
- * \note In this step it is assumed that there is no empty row in the matrix \p mat
- */
+
+/** \brief Preprocessing step of a QR factorization
+ *
+ * In this step, the fill-reducing permutation is computed and applied to the columns of A
+ * and the column elimination tree is computed as well. Only the sparcity pattern of \a mat is exploited.
+ * \note In this step it is assumed that there is no empty row in the matrix \a mat
+ */
template <typename MatrixType, typename OrderingType>
void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat)
{
@@ -195,18 +196,17 @@ void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat)
Index n = mat.cols();
Index m = mat.rows();
// Permute the input matrix... only the column pointers are permuted
+ // FIXME: directly send "m_perm.inverse() * mat" to coletree -> need an InnerIterator to the sparse-permutation-product expression.
m_pmat = mat;
m_pmat.uncompress();
for (int i = 0; i < n; i++)
{
Index p = m_perm_c.size() ? m_perm_c.indices()(i) : i;
-// m_pmat.outerIndexPtr()[i] = mat.outerIndexPtr()[p];
-// m_pmat.innerNonZeroPtr()[i] = mat.outerIndexPtr()[p+1] - mat.outerIndexPtr()[p];
m_pmat.outerIndexPtr()[p] = mat.outerIndexPtr()[i];
m_pmat.innerNonZeroPtr()[p] = mat.outerIndexPtr()[i+1] - mat.outerIndexPtr()[i];
}
// Compute the column elimination tree of the permuted matrix
- internal::coletree(m_pmat, m_etree, m_firstRowElt/*, m_found_diag_elem*/);
+ internal::coletree(m_pmat, m_etree, m_firstRowElt);
m_R.resize(n, n);
m_Q.resize(m, m);
@@ -217,22 +217,24 @@ void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat)
m_analysisIsok = true;
}
-/**
- * \brief Perform the numerical QR factorization of the input matrix
- *
- * \param mat The sparse column-major matrix
- */
+/** \brief Perform the numerical QR factorization of the input matrix
+ *
+ * The function SparseQR::analyzePattern(const MatrixType&) must have been called beforehand with
+ * a matrix having the same sparcity pattern than \a mat.
+ *
+ * \param mat The sparse column-major matrix
+ */
template <typename MatrixType, typename OrderingType>
void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
{
eigen_assert(m_analysisIsok && "analyzePattern() should be called before this step");
Index m = mat.rows();
Index n = mat.cols();
- IndexVector mark(m); mark.setConstant(-1);// Record the visited nodes
- IndexVector Ridx(n),Qidx(m); // Store temporarily the row indexes for the current column of R and Q
- Index nzcolR, nzcolQ; // Number of nonzero for the current column of R and Q
+ IndexVector mark(m); mark.setConstant(-1); // Record the visited nodes
+ IndexVector Ridx(n), Qidx(m); // Store temporarily the row indexes for the current column of R and Q
+ Index nzcolR, nzcolQ; // Number of nonzero for the current column of R and Q
Index pcol;
- ScalarVector tval(m); tval.setZero(); // Temporary vector
+ ScalarVector tval(m); tval.setZero(); // Temporary vector
IndexVector iperm(m);
bool found_diag;
if (m_perm_c.size())
@@ -290,7 +292,7 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
}
}
- //Browse all the indexes of R(:,col) in reverse order
+ // Browse all the indexes of R(:,col) in reverse order
for (Index i = nzcolR-1; i >= 0; i--)
{
Index curIdx = Ridx(i);
@@ -311,7 +313,7 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
m_R.insertBackByOuterInnerUnordered(col, curIdx) = tval(curIdx);
tval(curIdx) = Scalar(0.);
- //Detect fill-in for the current column of Q
+ // Detect fill-in for the current column of Q
if(m_etree(curIdx) == col)
{
for (typename QRMatrixType::InnerIterator itq(m_Q, curIdx); itq; ++itq)
@@ -410,7 +412,7 @@ struct SparseQR_QProduct : ReturnByValue<SparseQR_QProduct<SparseQRType, Derived
template<typename DesType>
void evalTo(DesType& res) const
{
- Index m = m_qr.rowsQ();
+ Index m = m_qr.rows();
Index n = m_qr.cols();
if (m_transpose)
{
@@ -447,8 +449,8 @@ struct SparseQR_QProduct : ReturnByValue<SparseQR_QProduct<SparseQRType, Derived
};
template<typename SparseQRType>
-struct SparseQRMatrixQReturnType{
-
+struct SparseQRMatrixQReturnType
+{
SparseQRMatrixQReturnType(const SparseQRType& qr) : m_qr(qr) {}
template<typename Derived>
SparseQR_QProduct<SparseQRType, Derived> operator*(const MatrixBase<Derived>& other)
@@ -468,7 +470,8 @@ struct SparseQRMatrixQReturnType{
};
template<typename SparseQRType>
-struct SparseQRMatrixQTransposeReturnType{
+struct SparseQRMatrixQTransposeReturnType
+{
SparseQRMatrixQTransposeReturnType(const SparseQRType& qr) : m_qr(qr) {}
template<typename Derived>
SparseQR_QProduct<SparseQRType,Derived> operator*(const MatrixBase<Derived>& other)
@@ -477,5 +480,7 @@ struct SparseQRMatrixQTransposeReturnType{
}
const SparseQRType& m_qr;
};
+
} // end namespace Eigen
-#endif \ No newline at end of file
+
+#endif
diff --git a/doc/Manual.dox b/doc/Manual.dox
index 69e33770e..d6b9f7adf 100644
--- a/doc/Manual.dox
+++ b/doc/Manual.dox
@@ -131,6 +131,8 @@ namespace Eigen {
\ingroup Sparse_Reference */
/** \addtogroup SparseLU_Module
\ingroup Sparse_Reference */
+/** \addtogroup SparseQR_Module
+ \ingroup Sparse_Reference */
/** \addtogroup IterativeLinearSolvers_Module
\ingroup Sparse_Reference */
/** \addtogroup Support_modules