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authorGravatar Benoit Jacob <jacob.benoit.1@gmail.com>2009-06-29 22:07:37 +0200
committerGravatar Benoit Jacob <jacob.benoit.1@gmail.com>2009-06-29 22:07:37 +0200
commit7b750182f244683d37de585b6181cf59bf24ff2b (patch)
treeac97489c1d12ec3ceed6055dfb18b8f001d39819
parent126a031a391390f42d95f2adb9a13db6345ab007 (diff)
* polish computeInverseWithCheck to share more code, fix documentation, fix coding style
* add snippet for computeInverseWithCheck documentation * expand unit-tests to cover computeInverseWithCheck
-rw-r--r--Eigen/src/Core/MatrixBase.h2
-rw-r--r--Eigen/src/LU/Inverse.h200
-rw-r--r--doc/snippets/MatrixBase_computeInverseWithCheck.cpp9
-rw-r--r--test/inverse.cpp4
-rw-r--r--test/lu.cpp5
5 files changed, 90 insertions, 130 deletions
diff --git a/Eigen/src/Core/MatrixBase.h b/Eigen/src/Core/MatrixBase.h
index df411da31..f925e0b0f 100644
--- a/Eigen/src/Core/MatrixBase.h
+++ b/Eigen/src/Core/MatrixBase.h
@@ -643,7 +643,7 @@ template<typename Derived> class MatrixBase
const PartialLU<PlainMatrixType> partialLu() const;
const PlainMatrixType inverse() const;
void computeInverse(PlainMatrixType *result) const;
- bool computeInverseWithCheck( PlainMatrixType *result ) const;
+ bool computeInverseWithCheck( PlainMatrixType *result ) const;
Scalar determinant() const;
/////////// Cholesky module ///////////
diff --git a/Eigen/src/LU/Inverse.h b/Eigen/src/LU/Inverse.h
index 02e23b407..5af14813d 100644
--- a/Eigen/src/LU/Inverse.h
+++ b/Eigen/src/LU/Inverse.h
@@ -30,43 +30,43 @@
********************************************************************/
template<typename XprType, typename MatrixType>
-inline void ei_compute_inverse_in_size2_aux(
- const XprType& matrix, const typename MatrixType::Scalar invdet,
- MatrixType* result)
+inline void ei_compute_inverse_size2_helper(
+ const XprType& matrix, const typename MatrixType::Scalar& invdet,
+ MatrixType* result)
{
- result->coeffRef(0,0) = matrix.coeff(1,1) * invdet;
- result->coeffRef(1,0) = -matrix.coeff(1,0) * invdet;
- result->coeffRef(0,1) = -matrix.coeff(0,1) * invdet;
- result->coeffRef(1,1) = matrix.coeff(0,0) * invdet;
+ result->coeffRef(0,0) = matrix.coeff(1,1) * invdet;
+ result->coeffRef(1,0) = -matrix.coeff(1,0) * invdet;
+ result->coeffRef(0,1) = -matrix.coeff(0,1) * invdet;
+ result->coeffRef(1,1) = matrix.coeff(0,0) * invdet;
}
template<typename MatrixType>
-void ei_compute_inverse_in_size2_case(const MatrixType& matrix, MatrixType* result)
+inline void ei_compute_inverse_size2(const MatrixType& matrix, MatrixType* result)
{
typedef typename MatrixType::Scalar Scalar;
const Scalar invdet = Scalar(1) / matrix.determinant();
- ei_compute_inverse_in_size2_aux( matrix, invdet, result );
+ ei_compute_inverse_size2_helper( matrix, invdet, result );
}
template<typename XprType, typename MatrixType>
-bool ei_compute_inverse_in_size2_case_with_check(const XprType& matrix, MatrixType* result)
+bool ei_compute_inverse_size2_with_check(const XprType& matrix, MatrixType* result)
{
typedef typename MatrixType::Scalar Scalar;
const Scalar det = matrix.determinant();
if(ei_isMuchSmallerThan(det, matrix.cwise().abs().maxCoeff())) return false;
const Scalar invdet = Scalar(1) / det;
- ei_compute_inverse_in_size2_aux( matrix, invdet, result );
+ ei_compute_inverse_size2_helper( matrix, invdet, result );
return true;
}
template<typename XprType, typename MatrixType>
-inline void ei_compute_inverse_in_size3_aux(
- const XprType& matrix,
- const typename MatrixType::Scalar invdet,
- const typename MatrixType::Scalar det_minor00,
- const typename MatrixType::Scalar det_minor10,
- const typename MatrixType::Scalar det_minor20,
- MatrixType* result)
+void ei_compute_inverse_size3_helper(
+ const XprType& matrix,
+ const typename MatrixType::Scalar& invdet,
+ const typename MatrixType::Scalar& det_minor00,
+ const typename MatrixType::Scalar& det_minor10,
+ const typename MatrixType::Scalar& det_minor20,
+ MatrixType* result)
{
result->coeffRef(0, 0) = det_minor00 * invdet;
result->coeffRef(0, 1) = -det_minor10 * invdet;
@@ -79,38 +79,24 @@ inline void ei_compute_inverse_in_size3_aux(
result->coeffRef(2, 2) = matrix.minor(2,2).determinant() * invdet;
}
-
-template<typename MatrixType>
-void ei_compute_inverse_in_size3_case(const MatrixType& matrix, MatrixType* result)
-{
- typedef typename MatrixType::Scalar Scalar;
- const Scalar det_minor00 = matrix.minor(0,0).determinant();
- const Scalar det_minor10 = matrix.minor(1,0).determinant();
- const Scalar det_minor20 = matrix.minor(2,0).determinant();
- const Scalar invdet = Scalar(1) / ( det_minor00 * matrix.coeff(0,0)
- - det_minor10 * matrix.coeff(1,0)
- + det_minor20 * matrix.coeff(2,0) );
- ei_compute_inverse_in_size3_aux( matrix, invdet, det_minor00, det_minor10, det_minor20, result );
-}
-
-template<typename XprType, typename MatrixType>
-bool ei_compute_inverse_in_size3_case_with_check(const XprType& matrix, MatrixType* result)
+template<bool Check, typename XprType, typename MatrixType>
+bool ei_compute_inverse_size3(const XprType& matrix, MatrixType* result)
{
typedef typename MatrixType::Scalar Scalar;
const Scalar det_minor00 = matrix.minor(0,0).determinant();
const Scalar det_minor10 = matrix.minor(1,0).determinant();
const Scalar det_minor20 = matrix.minor(2,0).determinant();
const Scalar det = ( det_minor00 * matrix.coeff(0,0)
- - det_minor10 * matrix.coeff(1,0)
- + det_minor20 * matrix.coeff(2,0) );
- if(ei_isMuchSmallerThan(det, matrix.cwise().abs().maxCoeff())) return false;
+ - det_minor10 * matrix.coeff(1,0)
+ + det_minor20 * matrix.coeff(2,0) );
+ if(Check) if(ei_isMuchSmallerThan(det, matrix.cwise().abs().maxCoeff())) return false;
const Scalar invdet = Scalar(1) / det;
- ei_compute_inverse_in_size3_aux( matrix, invdet, det_minor00, det_minor10, det_minor20, result );
+ ei_compute_inverse_size3_helper( matrix, invdet, det_minor00, det_minor10, det_minor20, result );
return true;
}
template<typename MatrixType>
-bool ei_compute_inverse_in_size4_case_helper(const MatrixType& matrix, MatrixType* result)
+bool ei_compute_inverse_size4_helper(const MatrixType& matrix, MatrixType* result)
{
/* Let's split M into four 2x2 blocks:
* (P Q)
@@ -128,7 +114,7 @@ bool ei_compute_inverse_in_size4_case_helper(const MatrixType& matrix, MatrixTyp
typedef Block<MatrixType,2,2> XprBlock22;
typedef typename MatrixBase<XprBlock22>::PlainMatrixType Block22;
Block22 P_inverse;
- if(ei_compute_inverse_in_size2_case_with_check(matrix.template block<2,2>(0,0), &P_inverse))
+ if(ei_compute_inverse_size2_with_check(matrix.template block<2,2>(0,0), &P_inverse))
{
const Block22 Q = matrix.template block<2,2>(0,2);
const Block22 P_inverse_times_Q = P_inverse * Q;
@@ -138,7 +124,7 @@ bool ei_compute_inverse_in_size4_case_helper(const MatrixType& matrix, MatrixTyp
const XprBlock22 S = matrix.template block<2,2>(2,2);
const Block22 X = S - R_times_P_inverse_times_Q;
Block22 Y;
- ei_compute_inverse_in_size2_case(X, &Y);
+ ei_compute_inverse_size2(X, &Y);
result->template block<2,2>(2,2) = Y;
result->template block<2,2>(2,0) = - Y * R_times_P_inverse;
const Block22 Z = P_inverse_times_Q * Y;
@@ -152,54 +138,10 @@ bool ei_compute_inverse_in_size4_case_helper(const MatrixType& matrix, MatrixTyp
}
}
-template<typename MatrixType>
-void ei_compute_inverse_in_size4_case(const MatrixType& matrix, MatrixType* result)
-{
- if(ei_compute_inverse_in_size4_case_helper(matrix, result))
- {
- // good ! The topleft 2x2 block was invertible, so the 2x2 blocks approach is successful.
- return;
- }
- else
- {
- // rare case: the topleft 2x2 block is not invertible (but the matrix itself is assumed to be).
- // since this is a rare case, we don't need to optimize it. We just want to handle it with little
- // additional code.
- MatrixType m(matrix);
- m.row(0).swap(m.row(2));
- m.row(1).swap(m.row(3));
- if(ei_compute_inverse_in_size4_case_helper(m, result))
- {
- // good, the topleft 2x2 block of m is invertible. Since m is different from matrix in that some
- // rows were permuted, the actual inverse of matrix is derived from the inverse of m by permuting
- // the corresponding columns.
- result->col(0).swap(result->col(2));
- result->col(1).swap(result->col(3));
- }
- else
- {
- // last possible case. Since matrix is assumed to be invertible, this last case has to work.
- // first, undo the swaps previously made
- m.row(0).swap(m.row(2));
- m.row(1).swap(m.row(3));
- // swap row 0 with the the row among 0 and 1 that has the biggest 2 first coeffs
- int swap0with = ei_abs(m.coeff(0,0))+ei_abs(m.coeff(0,1))>ei_abs(m.coeff(1,0))+ei_abs(m.coeff(1,1)) ? 0 : 1;
- m.row(0).swap(m.row(swap0with));
- // swap row 1 with the the row among 2 and 3 that has the biggest 2 first coeffs
- int swap1with = ei_abs(m.coeff(2,0))+ei_abs(m.coeff(2,1))>ei_abs(m.coeff(3,0))+ei_abs(m.coeff(3,1)) ? 2 : 3;
- m.row(1).swap(m.row(swap1with));
- ei_compute_inverse_in_size4_case_helper(m, result);
- result->col(1).swap(result->col(swap1with));
- result->col(0).swap(result->col(swap0with));
- }
- }
-}
-
-
template<typename XprType, typename MatrixType>
-bool ei_compute_inverse_in_size4_case_with_check(const XprType& matrix, MatrixType* result)
+bool ei_compute_inverse_size4_with_check(const XprType& matrix, MatrixType* result)
{
- if(ei_compute_inverse_in_size4_case_helper(matrix, result))
+ if(ei_compute_inverse_size4_helper(matrix, result))
{
// good ! The topleft 2x2 block was invertible, so the 2x2 blocks approach is successful.
return true;
@@ -212,18 +154,17 @@ bool ei_compute_inverse_in_size4_case_with_check(const XprType& matrix, MatrixTy
MatrixType m(matrix);
m.row(0).swap(m.row(2));
m.row(1).swap(m.row(3));
- if(ei_compute_inverse_in_size4_case_helper(m, result))
+ if(ei_compute_inverse_size4_helper(m, result))
{
// good, the topleft 2x2 block of m is invertible. Since m is different from matrix in that some
// rows were permuted, the actual inverse of matrix is derived from the inverse of m by permuting
// the corresponding columns.
result->col(0).swap(result->col(2));
result->col(1).swap(result->col(3));
- return true;
+ return true;
}
else
{
- // last possible case. Since matrix is assumed to be invertible, this last case has to work.
// first, undo the swaps previously made
m.row(0).swap(m.row(2));
m.row(1).swap(m.row(3));
@@ -233,17 +174,19 @@ bool ei_compute_inverse_in_size4_case_with_check(const XprType& matrix, MatrixTy
// swap row 1 with the the row among 2 and 3 that has the biggest 2 first coeffs
int swap1with = ei_abs(m.coeff(2,0))+ei_abs(m.coeff(2,1))>ei_abs(m.coeff(3,0))+ei_abs(m.coeff(3,1)) ? 2 : 3;
m.row(1).swap(m.row(swap1with));
- if( ei_compute_inverse_in_size4_case_helper(m, result) )
- {
- result->col(1).swap(result->col(swap1with));
- result->col(0).swap(result->col(swap0with));
- return true;
- }
- else{
- return false; }
+ if( ei_compute_inverse_size4_helper(m, result) )
+ {
+ result->col(1).swap(result->col(swap1with));
+ result->col(0).swap(result->col(swap0with));
+ return true;
+ }
+ else
+ {
+ // non-invertible matrix
+ return false;
+ }
}
}
-
}
@@ -276,7 +219,7 @@ struct ei_compute_inverse<MatrixType, 2>
{
static inline void run(const MatrixType& matrix, MatrixType* result)
{
- ei_compute_inverse_in_size2_case(matrix, result);
+ ei_compute_inverse_size2(matrix, result);
}
};
@@ -285,7 +228,7 @@ struct ei_compute_inverse<MatrixType, 3>
{
static inline void run(const MatrixType& matrix, MatrixType* result)
{
- ei_compute_inverse_in_size3_case(matrix, result);
+ ei_compute_inverse_size3<false, MatrixType, MatrixType>(matrix, result);
}
};
@@ -294,7 +237,7 @@ struct ei_compute_inverse<MatrixType, 4>
{
static inline void run(const MatrixType& matrix, MatrixType* result)
{
- ei_compute_inverse_in_size4_case(matrix, result);
+ ei_compute_inverse_size4_with_check(matrix, result);
}
};
@@ -302,14 +245,15 @@ struct ei_compute_inverse<MatrixType, 4>
*
* Computes the matrix inverse of this matrix.
*
- * \note This matrix must be invertible, otherwise the result is undefined.
+ * \note This matrix must be invertible, otherwise the result is undefined. If you need an invertibility check, use
+ * computeInverseWithCheck().
*
* \param result Pointer to the matrix in which to store the result.
*
* Example: \include MatrixBase_computeInverse.cpp
* Output: \verbinclude MatrixBase_computeInverse.out
*
- * \sa inverse()
+ * \sa inverse(), computeInverseWithCheck()
*/
template<typename Derived>
inline void MatrixBase<Derived>::computeInverse(PlainMatrixType *result) const
@@ -323,7 +267,8 @@ inline void MatrixBase<Derived>::computeInverse(PlainMatrixType *result) const
*
* \returns the matrix inverse of this matrix.
*
- * \note This matrix must be invertible, otherwise the result is undefined.
+ * \note This matrix must be invertible, otherwise the result is undefined. If you need an invertibility check, use
+ * computeInverseWithCheck().
*
* \note This method returns a matrix by value, which can be inefficient. To avoid that overhead,
* use computeInverse() instead.
@@ -331,7 +276,7 @@ inline void MatrixBase<Derived>::computeInverse(PlainMatrixType *result) const
* Example: \include MatrixBase_inverse.cpp
* Output: \verbinclude MatrixBase_inverse.out
*
- * \sa computeInverse()
+ * \sa computeInverse(), computeInverseWithCheck()
*/
template<typename Derived>
inline const typename MatrixBase<Derived>::PlainMatrixType MatrixBase<Derived>::inverse() const
@@ -342,20 +287,20 @@ inline const typename MatrixBase<Derived>::PlainMatrixType MatrixBase<Derived>::
}
-/*****************************************
- * Compute inverse with invertibility check
-*********************************************/
+/********************************************
+ * Compute inverse with invertibility check *
+ *******************************************/
template<typename MatrixType, int Size = MatrixType::RowsAtCompileTime>
struct ei_compute_inverse_with_check
{
static inline bool run(const MatrixType& matrix, MatrixType* result)
{
- typedef typename MatrixType::Scalar Scalar;
- LU<MatrixType> lu( matrix );
- if( !lu.isInvertible() ) return false;
- lu.computeInverse(result);
- return true;
+ typedef typename MatrixType::Scalar Scalar;
+ LU<MatrixType> lu( matrix );
+ if( !lu.isInvertible() ) return false;
+ lu.computeInverse(result);
+ return true;
}
};
@@ -364,11 +309,11 @@ struct ei_compute_inverse_with_check<MatrixType, 1>
{
static inline bool run(const MatrixType& matrix, MatrixType* result)
{
- if( 0 == result->coeffRef(0,0) ) return false;
-
- typedef typename MatrixType::Scalar Scalar;
- result->coeffRef(0,0) = Scalar(1) / matrix.coeff(0,0);
- return true;
+ if( 0 == result->coeffRef(0,0) ) return false;
+
+ typedef typename MatrixType::Scalar Scalar;
+ result->coeffRef(0,0) = Scalar(1) / matrix.coeff(0,0);
+ return true;
}
};
@@ -377,7 +322,7 @@ struct ei_compute_inverse_with_check<MatrixType, 2>
{
static inline bool run(const MatrixType& matrix, MatrixType* result)
{
- return ei_compute_inverse_in_size2_case_with_check(matrix, result);
+ return ei_compute_inverse_size2_with_check(matrix, result);
}
};
@@ -386,7 +331,7 @@ struct ei_compute_inverse_with_check<MatrixType, 3>
{
static inline bool run(const MatrixType& matrix, MatrixType* result)
{
- return ei_compute_inverse_in_size3_case_with_check(matrix, result);
+ return ei_compute_inverse_size3<true, MatrixType, MatrixType>(matrix, result);
}
};
@@ -395,22 +340,19 @@ struct ei_compute_inverse_with_check<MatrixType, 4>
{
static inline bool run(const MatrixType& matrix, MatrixType* result)
{
- return ei_compute_inverse_in_size4_case_with_check(matrix, result);
+ return ei_compute_inverse_size4_with_check(matrix, result);
}
};
/** \lu_module
*
- * If the matrix is invertible, computes the matrix inverse of this matrix
- * and returns true otherwise return false.
+ * Computation of matrix inverse, with invertibility check.
*
- * \note This matrix must be invertible, otherwise the result is undefined.
+ * \returns true if the matrix is invertible, false otherwise.
*
- * \param result Pointer to the matrix in which to store the result. Undefined
- * if the matrix is not invertible.
- * \return true if the matrix is invertible false otherwise.
+ * \param result Pointer to the matrix in which to store the result.
*
- * \sa inverse()
+ * \sa inverse(), computeInverse()
*/
template<typename Derived>
inline bool MatrixBase<Derived>::computeInverseWithCheck(PlainMatrixType *result) const
diff --git a/doc/snippets/MatrixBase_computeInverseWithCheck.cpp b/doc/snippets/MatrixBase_computeInverseWithCheck.cpp
new file mode 100644
index 000000000..19e24c90b
--- /dev/null
+++ b/doc/snippets/MatrixBase_computeInverseWithCheck.cpp
@@ -0,0 +1,9 @@
+Matrix3d m = Matrix3d::Random();
+cout << "Here is the matrix m:" << endl << m << endl;
+Matrix3d inv;
+if(m.computeInverseWithCheck(&inv)) {
+ cout << "It is invertible, and its inverse is:" << endl << inv << endl;
+}
+else {
+ cout << "It is not invertible." << endl;
+}
diff --git a/test/inverse.cpp b/test/inverse.cpp
index 90b897197..cdac7cdec 100644
--- a/test/inverse.cpp
+++ b/test/inverse.cpp
@@ -65,6 +65,10 @@ template<typename MatrixType> void inverse(const MatrixType& m)
// since for the general case we implement separately row-major and col-major, test that
VERIFY_IS_APPROX(m1.transpose().inverse(), m1.inverse().transpose());
+
+ bool invertible = m1.computeInverseWithCheck(&m2);
+ VERIFY(invertible);
+ VERIFY_IS_APPROX(identity, m1*m2);
}
void test_inverse()
diff --git a/test/lu.cpp b/test/lu.cpp
index 60e45ff2b..4ad92bb11 100644
--- a/test/lu.cpp
+++ b/test/lu.cpp
@@ -57,6 +57,11 @@ template<typename MatrixType> void lu_non_invertible()
VERIFY_IS_APPROX(m3, m1*m2);
m3 = MatrixType::Random(rows,cols2);
VERIFY(!lu.solve(m3, &m2));
+
+ typedef Matrix<typename MatrixType::Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType;
+ SquareMatrixType m4(rows, rows), m5(rows, rows);
+ createRandomMatrixOfRank(rows/2, rows, rows, m4);
+ VERIFY(!m4.computeInverseWithCheck(&m5));
}
template<typename MatrixType> void lu_invertible()