Add LU::transpose().solve() and LU::adjoint().solve() API.

1 files changed, 130 insertions, 0 deletions

diff --git a/Eigen/src/Core/SolverBase.h b/Eigen/src/Core/SolverBase.h
new file mode 100644
index 000000000..8a4adc229
--- /dev/null
+++ b/Eigen/src/Core/SolverBase.h
@@ -0,0 +1,130 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SOLVERBASE_H
+#define EIGEN_SOLVERBASE_H
+
+namespace Eigen {
+
+namespace internal {
+
+
+
+} // end namespace internal
+
+/** \class SolverBase
+  * \brief A base class for matrix decomposition and solvers
+  *
+  * \tparam Derived the actual type of the decomposition/solver.
+  *
+  * Any matrix decomposition inheriting this base class provide the following API:
+  *
+  * \code
+  * MatrixType A, b, x;
+  * DecompositionType dec(A);
+  * x = dec.solve(b);             // solve A   * x = b
+  * x = dec.transpose().solve(b); // solve A^T * x = b
+  * x = dec.adjoint().solve(b);   // solve A'  * x = b
+  * \endcode
+  *
+  * \warning Currently, any other usage of transpose() and adjoint() are not supported and will produce compilation errors.
+  *
+  * \sa class PartialPivLU, class FullPivLU
+  */
+template<typename Derived>
+class SolverBase : public EigenBase<Derived>
+{
+  public:
+
+    typedef EigenBase<Derived> Base;
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef Scalar CoeffReturnType;
+
+    enum {
+      RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
+      ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
+      SizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::RowsAtCompileTime,
+                                                          internal::traits<Derived>::ColsAtCompileTime>::ret),
+      MaxRowsAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = internal::traits<Derived>::MaxColsAtCompileTime,
+      MaxSizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::MaxRowsAtCompileTime,
+                                                             internal::traits<Derived>::MaxColsAtCompileTime>::ret),
+      IsVectorAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime == 1
+                           || internal::traits<Derived>::MaxColsAtCompileTime == 1
+    };
+
+    /** Default constructor */
+    SolverBase()
+    {}
+
+    ~SolverBase()
+    {}
+
+    using Base::derived;
+
+    /** \returns an expression of the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      */
+    template<typename Rhs>
+    inline const Solve<Derived, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(derived().rows()==b.rows() && "solve(): invalid number of rows of the right hand side matrix b");
+      return Solve<Derived, Rhs>(derived(), b.derived());
+    }
+
+    /** \internal the return type of transpose() */
+    typedef typename internal::add_const<Transpose<const Derived> >::type ConstTransposeReturnType;
+    /** \returns an expression of the transposed of the factored matrix.
+      *
+      * A typical usage is to solve for the transposed problem A^T x = b:
+      * \code x = dec.transpose().solve(b); \endcode
+      *
+      * \sa adjoint(), solve()
+      */
+    inline ConstTransposeReturnType transpose() const
+    {
+      return ConstTransposeReturnType(derived());
+    }
+
+    /** \internal the return type of adjoint() */
+    typedef typename internal::conditional<NumTraits<Scalar>::IsComplex,
+                        CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>, ConstTransposeReturnType>,
+                        ConstTransposeReturnType
+                     >::type AdjointReturnType;
+    /** \returns an expression of the adjoint of the factored matrix
+      *
+      * A typical usage is to solve for the adjoint problem A' x = b:
+      * \code x = dec.adjoint().solve(b); \endcode
+      *
+      * For real scalar types, this function is equivalent to transpose().
+      *
+      * \sa transpose(), solve()
+      */
+    inline AdjointReturnType adjoint() const
+    {
+      return AdjointReturnType(derived().transpose());
+    }
+
+  protected:
+};
+
+namespace internal {
+
+template<typename Derived>
+struct generic_xpr_base<Derived, MatrixXpr, SolverStorage>
+{
+  typedef SolverBase<Derived> type;
+
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SOLVERBASE_H