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authorGravatar Benoit Jacob <jacob.benoit.1@gmail.com>2009-11-03 02:18:10 -0500
committerGravatar Benoit Jacob <jacob.benoit.1@gmail.com>2009-11-03 02:18:10 -0500
commitda363d997f1721ceaefcd946fb14e793074f88b9 (patch)
tree4ccc83796b09c4583a908526d926616056eab70d /Eigen/src/LU/FullPivLU.h
parentf975b9bd3eb0a862efef290a63a3d1d20a03c099 (diff)
introduce ei_xxx_return_value and ei_xxx_impl for xxx in solve,kernel,impl
put them in a new internal 'misc' directory
Diffstat (limited to 'Eigen/src/LU/FullPivLU.h')
-rw-r--r--Eigen/src/LU/FullPivLU.h257
1 files changed, 96 insertions, 161 deletions
diff --git a/Eigen/src/LU/FullPivLU.h b/Eigen/src/LU/FullPivLU.h
index 067b59549..c5f44dcea 100644
--- a/Eigen/src/LU/FullPivLU.h
+++ b/Eigen/src/LU/FullPivLU.h
@@ -25,10 +25,6 @@
#ifndef EIGEN_LU_H
#define EIGEN_LU_H
-template<typename MatrixType, typename Rhs> struct ei_fullpivlu_solve_impl;
-template<typename MatrixType> struct ei_fullpivlu_kernel_impl;
-template<typename MatrixType> struct ei_fullpivlu_image_impl;
-
/** \ingroup LU_Module
*
* \class FullPivLU
@@ -59,10 +55,10 @@ template<typename MatrixType> struct ei_fullpivlu_image_impl;
*
* \sa MatrixBase::fullPivLu(), MatrixBase::determinant(), MatrixBase::inverse()
*/
-template<typename MatrixType> class FullPivLU
+template<typename _MatrixType> class FullPivLU
{
public:
-
+ typedef _MatrixType MatrixType;
typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
@@ -70,17 +66,12 @@ template<typename MatrixType> class FullPivLU
typedef Matrix<Scalar, 1, MatrixType::ColsAtCompileTime> RowVectorType;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> ColVectorType;
- enum { MaxSmallDimAtCompileTime = EIGEN_ENUM_MIN(
- MatrixType::MaxColsAtCompileTime,
- MatrixType::MaxRowsAtCompileTime)
- };
-
/**
- * \brief Default Constructor.
- *
- * The default constructor is useful in cases in which the user intends to
- * perform decompositions via LU::compute(const MatrixType&).
- */
+ * \brief Default Constructor.
+ *
+ * The default constructor is useful in cases in which the user intends to
+ * perform decompositions via LU::compute(const MatrixType&).
+ */
FullPivLU();
/** Constructor.
@@ -167,10 +158,10 @@ template<typename MatrixType> class FullPivLU
*
* \sa image()
*/
- inline const ei_fullpivlu_kernel_impl<MatrixType> kernel() const
+ inline const ei_kernel_return_value<FullPivLU> kernel() const
{
ei_assert(m_isInitialized && "LU is not initialized.");
- return ei_fullpivlu_kernel_impl<MatrixType>(*this);
+ return ei_kernel_return_value<FullPivLU>(*this);
}
/** \returns the image of the matrix, also called its column-space. The columns of the returned matrix
@@ -192,12 +183,11 @@ template<typename MatrixType> class FullPivLU
*
* \sa kernel()
*/
- template<typename OriginalMatrixType>
- inline const ei_fullpivlu_image_impl<MatrixType>
- image(const MatrixBase<OriginalMatrixType>& originalMatrix) const
+ inline const ei_image_return_value<FullPivLU>
+ image(const MatrixType& originalMatrix) const
{
ei_assert(m_isInitialized && "LU is not initialized.");
- return ei_fullpivlu_image_impl<MatrixType>(*this, originalMatrix.derived());
+ return ei_image_return_value<FullPivLU>(*this, originalMatrix);
}
/** \return a solution x to the equation Ax=b, where A is the matrix of which
@@ -220,11 +210,11 @@ template<typename MatrixType> class FullPivLU
* \sa TriangularView::solve(), kernel(), inverse()
*/
template<typename Rhs>
- inline const ei_fullpivlu_solve_impl<MatrixType, Rhs>
+ inline const ei_solve_return_value<FullPivLU, Rhs>
solve(const MatrixBase<Rhs>& b) const
{
ei_assert(m_isInitialized && "LU is not initialized.");
- return ei_fullpivlu_solve_impl<MatrixType, Rhs>(*this, b.derived());
+ return ei_solve_return_value<FullPivLU, Rhs>(*this, b.derived());
}
/** \returns the determinant of the matrix of which
@@ -365,14 +355,17 @@ template<typename MatrixType> class FullPivLU
*
* \sa MatrixBase::inverse()
*/
- inline const ei_fullpivlu_solve_impl<MatrixType,NestByValue<typename MatrixType::IdentityReturnType> > inverse() const
+ inline const ei_solve_return_value<FullPivLU,NestByValue<typename MatrixType::IdentityReturnType> > inverse() const
{
ei_assert(m_isInitialized && "LU is not initialized.");
ei_assert(m_lu.rows() == m_lu.cols() && "You can't take the inverse of a non-square matrix!");
- return ei_fullpivlu_solve_impl<MatrixType,NestByValue<typename MatrixType::IdentityReturnType> >
+ return ei_solve_return_value<FullPivLU,NestByValue<typename MatrixType::IdentityReturnType> >
(*this, MatrixType::Identity(m_lu.rows(), m_lu.cols()).nestByValue());
}
+ inline int rows() const { return m_lu.rows(); }
+ inline int cols() const { return m_lu.cols(); }
+
protected:
MatrixType m_lu;
IntColVectorType m_p;
@@ -492,42 +485,21 @@ typename ei_traits<MatrixType>::Scalar FullPivLU<MatrixType>::determinant() cons
/********* Implementation of kernel() **************************************************/
-template<typename MatrixType>
-struct ei_traits<ei_fullpivlu_kernel_impl<MatrixType> >
-{
- typedef Matrix<
- typename MatrixType::Scalar,
- MatrixType::ColsAtCompileTime, // the number of rows in the "kernel matrix"
- // is the number of cols of the original matrix
- // so that the product "matrix * kernel = zero" makes sense
- Dynamic, // we don't know at compile-time the dimension of the kernel
- MatrixType::Options,
- MatrixType::MaxColsAtCompileTime, // see explanation for 2nd template parameter
- MatrixType::MaxColsAtCompileTime // the kernel is a subspace of the domain space,
- // whose dimension is the number of columns of the original matrix
- > ReturnMatrixType;
-};
-
-template<typename MatrixType>
-struct ei_fullpivlu_kernel_impl : public ReturnByValue<ei_fullpivlu_kernel_impl<MatrixType> >
+template<typename MatrixType, typename Dest>
+struct ei_kernel_impl<FullPivLU<MatrixType>, Dest>
+ : ei_kernel_return_value<FullPivLU<MatrixType> >
{
- typedef FullPivLU<MatrixType> LUType;
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
- const LUType& m_lu;
- int m_rank, m_cols;
-
- ei_fullpivlu_kernel_impl(const LUType& lu)
- : m_lu(lu),
- m_rank(lu.rank()),
- m_cols(m_rank==lu.matrixLU().cols() ? 1 : lu.matrixLU().cols() - m_rank){}
-
- inline int rows() const { return m_lu.matrixLU().cols(); }
- inline int cols() const { return m_cols; }
-
- template<typename Dest> void evalTo(Dest& dst) const
+ enum { MaxSmallDimAtCompileTime = EIGEN_ENUM_MIN(
+ MatrixType::MaxColsAtCompileTime,
+ MatrixType::MaxRowsAtCompileTime)
+ };
+
+ void evalTo(Dest& dst) const
{
- const int cols = m_lu.matrixLU().cols(), dimker = cols - m_rank;
+ const FullPivLU<MatrixType>& dec = this->m_dec;
+ const int cols = dec.matrixLU().cols(), rank = this->m_rank, dimker = cols - rank;
if(dimker == 0)
{
// The Kernel is just {0}, so it doesn't have a basis properly speaking, but let's
@@ -549,89 +521,73 @@ struct ei_fullpivlu_kernel_impl : public ReturnByValue<ei_fullpivlu_kernel_impl<
*
* U is upper triangular, with eigenvalues sorted so that any zeros appear at the end.
* Thus, the diagonal of U ends with exactly
- * m_dimKer zero's. Let us use that to construct dimKer linearly
+ * dimKer zero's. Let us use that to construct dimKer linearly
* independent vectors in Ker U.
*/
- Matrix<int, Dynamic, 1, 0, LUType::MaxSmallDimAtCompileTime, 1> pivots(m_rank);
- RealScalar premultiplied_threshold = m_lu.maxPivot() * m_lu.threshold();
+ Matrix<int, Dynamic, 1, 0, MaxSmallDimAtCompileTime, 1> pivots(rank);
+ RealScalar premultiplied_threshold = dec.maxPivot() * dec.threshold();
int p = 0;
- for(int i = 0; i < m_lu.nonzeroPivots(); ++i)
- if(ei_abs(m_lu.matrixLU().coeff(i,i)) > premultiplied_threshold)
+ for(int i = 0; i < dec.nonzeroPivots(); ++i)
+ if(ei_abs(dec.matrixLU().coeff(i,i)) > premultiplied_threshold)
pivots.coeffRef(p++) = i;
- ei_assert(p == m_rank && "You hit a bug in Eigen! Please report (backtrace and matrix)!");
+ ei_internal_assert(p == rank);
// we construct a temporaty trapezoid matrix m, by taking the U matrix and
// permuting the rows and cols to bring the nonnegligible pivots to the top of
// the main diagonal. We need that to be able to apply our triangular solvers.
// FIXME when we get triangularView-for-rectangular-matrices, this can be simplified
Matrix<typename MatrixType::Scalar, Dynamic, Dynamic, MatrixType::Options,
- LUType::MaxSmallDimAtCompileTime, MatrixType::MaxColsAtCompileTime>
- m(m_lu.matrixLU().block(0, 0, m_rank, cols));
- for(int i = 0; i < m_rank; ++i)
+ MaxSmallDimAtCompileTime, MatrixType::MaxColsAtCompileTime>
+ m(dec.matrixLU().block(0, 0, rank, cols));
+ for(int i = 0; i < rank; ++i)
{
if(i) m.row(i).start(i).setZero();
- m.row(i).end(cols-i) = m_lu.matrixLU().row(pivots.coeff(i)).end(cols-i);
+ m.row(i).end(cols-i) = dec.matrixLU().row(pivots.coeff(i)).end(cols-i);
}
- m.block(0, 0, m_rank, m_rank).template triangularView<StrictlyLowerTriangular>().setZero();
- for(int i = 0; i < m_rank; ++i)
+ m.block(0, 0, rank, rank);
+ m.block(0, 0, rank, rank).template triangularView<StrictlyLowerTriangular>().setZero();
+ for(int i = 0; i < rank; ++i)
m.col(i).swap(m.col(pivots.coeff(i)));
// ok, we have our trapezoid matrix, we can apply the triangular solver.
// notice that the math behind this suggests that we should apply this to the
// negative of the RHS, but for performance we just put the negative sign elsewhere, see below.
- m.corner(TopLeft, m_rank, m_rank)
+ m.corner(TopLeft, rank, rank)
.template triangularView<UpperTriangular>().solveInPlace(
- m.corner(TopRight, m_rank, dimker)
+ m.corner(TopRight, rank, dimker)
);
// now we must undo the column permutation that we had applied!
- for(int i = m_rank-1; i >= 0; --i)
+ for(int i = rank-1; i >= 0; --i)
m.col(i).swap(m.col(pivots.coeff(i)));
// see the negative sign in the next line, that's what we were talking about above.
- for(int i = 0; i < m_rank; ++i) dst.row(m_lu.permutationQ().coeff(i)) = -m.row(i).end(dimker);
- for(int i = m_rank; i < cols; ++i) dst.row(m_lu.permutationQ().coeff(i)).setZero();
- for(int k = 0; k < dimker; ++k) dst.coeffRef(m_lu.permutationQ().coeff(m_rank+k), k) = Scalar(1);
+ for(int i = 0; i < rank; ++i) dst.row(dec.permutationQ().coeff(i)) = -m.row(i).end(dimker);
+ for(int i = rank; i < cols; ++i) dst.row(dec.permutationQ().coeff(i)).setZero();
+ for(int k = 0; k < dimker; ++k) dst.coeffRef(dec.permutationQ().coeff(rank+k), k) = Scalar(1);
}
};
/***** Implementation of image() *****************************************************/
-template<typename MatrixType>
-struct ei_traits<ei_fullpivlu_image_impl<MatrixType> >
-{
- typedef Matrix<
- typename MatrixType::Scalar,
- MatrixType::RowsAtCompileTime, // the image is a subspace of the destination space, whose
- // dimension is the number of rows of the original matrix
- Dynamic, // we don't know at compile time the dimension of the image (the rank)
- MatrixType::Options,
- MatrixType::MaxRowsAtCompileTime, // the image matrix will consist of columns from the original matrix,
- MatrixType::MaxColsAtCompileTime // so it has the same number of rows and at most as many columns.
- > ReturnMatrixType;
-};
-
-template<typename MatrixType>
-struct ei_fullpivlu_image_impl : public ReturnByValue<ei_fullpivlu_image_impl<MatrixType> >
+template<typename MatrixType, typename Dest>
+struct ei_image_impl<FullPivLU<MatrixType>, Dest>
+ : ei_image_return_value<FullPivLU<MatrixType> >
{
- typedef FullPivLU<MatrixType> LUType;
+ typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
- const LUType& m_lu;
- int m_rank, m_cols;
- const MatrixType& m_originalMatrix;
-
- ei_fullpivlu_image_impl(const LUType& lu, const MatrixType& originalMatrix)
- : m_lu(lu), m_rank(lu.rank()),
- m_cols(m_rank == 0 ? 1 : m_rank),
- m_originalMatrix(originalMatrix) {}
-
- inline int rows() const { return m_lu.matrixLU().rows(); }
- inline int cols() const { return m_cols; }
-
- template<typename Dest> void evalTo(Dest& dst) const
+ enum { MaxSmallDimAtCompileTime = EIGEN_ENUM_MIN(
+ MatrixType::MaxColsAtCompileTime,
+ MatrixType::MaxRowsAtCompileTime)
+ };
+
+ void evalTo(Dest& dst) const
{
- if(m_rank == 0)
+ const int rank = this->m_rank;
+ const FullPivLU<MatrixType>& dec = this->m_dec;
+ const MatrixType& originalMatrix = this->m_originalMatrix;
+ if(rank == 0)
{
// The Image is just {0}, so it doesn't have a basis properly speaking, but let's
// avoid crashing/asserting as that depends on floating point calculations. Let's
@@ -640,61 +596,40 @@ struct ei_fullpivlu_image_impl : public ReturnByValue<ei_fullpivlu_image_impl<Ma
return;
}
- Matrix<int, Dynamic, 1, 0, LUType::MaxSmallDimAtCompileTime, 1> pivots(m_rank);
- RealScalar premultiplied_threshold = m_lu.maxPivot() * m_lu.threshold();
+ Matrix<int, Dynamic, 1, 0, MaxSmallDimAtCompileTime, 1> pivots(rank);
+ RealScalar premultiplied_threshold = dec.maxPivot() * dec.threshold();
int p = 0;
- for(int i = 0; i < m_lu.nonzeroPivots(); ++i)
- if(ei_abs(m_lu.matrixLU().coeff(i,i)) > premultiplied_threshold)
+ for(int i = 0; i < dec.nonzeroPivots(); ++i)
+ if(ei_abs(dec.matrixLU().coeff(i,i)) > premultiplied_threshold)
pivots.coeffRef(p++) = i;
- ei_assert(p == m_rank && "You hit a bug in Eigen! Please report (backtrace and matrix)!");
+ ei_internal_assert(p == rank);
- for(int i = 0; i < m_rank; ++i)
- dst.col(i) = m_originalMatrix.col(m_lu.permutationQ().coeff(pivots.coeff(i)));
+ for(int i = 0; i < rank; ++i)
+ dst.col(i) = originalMatrix.col(dec.permutationQ().coeff(pivots.coeff(i)));
}
};
/***** Implementation of solve() *****************************************************/
-template<typename MatrixType,typename Rhs>
-struct ei_traits<ei_fullpivlu_solve_impl<MatrixType,Rhs> >
-{
- typedef Matrix<typename Rhs::Scalar,
- MatrixType::ColsAtCompileTime,
- Rhs::ColsAtCompileTime,
- Rhs::PlainMatrixType::Options,
- MatrixType::MaxColsAtCompileTime,
- Rhs::MaxColsAtCompileTime> ReturnMatrixType;
-};
-
-template<typename MatrixType, typename Rhs>
-struct ei_fullpivlu_solve_impl : public ReturnByValue<ei_fullpivlu_solve_impl<MatrixType, Rhs> >
+template<typename MatrixType, typename Rhs, typename Dest>
+struct ei_solve_impl<FullPivLU<MatrixType>, Rhs, Dest>
+ : ei_solve_return_value<FullPivLU<MatrixType>, Rhs>
{
- typedef typename ei_cleantype<typename Rhs::Nested>::type RhsNested;
- typedef FullPivLU<MatrixType> LUType;
- const LUType& m_lu;
- const typename Rhs::Nested m_rhs;
-
- ei_fullpivlu_solve_impl(const LUType& lu, const Rhs& rhs)
- : m_lu(lu), m_rhs(rhs)
- {}
-
- inline int rows() const { return m_lu.matrixLU().cols(); }
- inline int cols() const { return m_rhs.cols(); }
-
- template<typename Dest> void evalTo(Dest& dst) const
+ void evalTo(Dest& dst) const
{
/* The decomposition PAQ = LU can be rewritten as A = P^{-1} L U Q^{-1}.
- * So we proceed as follows:
- * Step 1: compute c = P * rhs.
- * Step 2: replace c by the solution x to Lx = c. Exists because L is invertible.
- * Step 3: replace c by the solution x to Ux = c. May or may not exist.
- * Step 4: result = Q * c;
- */
-
- const int rows = m_lu.matrixLU().rows(),
- cols = m_lu.matrixLU().cols(),
- nonzero_pivots = m_lu.nonzeroPivots();
- ei_assert(m_rhs.rows() == rows);
+ * So we proceed as follows:
+ * Step 1: compute c = P * rhs.
+ * Step 2: replace c by the solution x to Lx = c. Exists because L is invertible.
+ * Step 3: replace c by the solution x to Ux = c. May or may not exist.
+ * Step 4: result = Q * c;
+ */
+
+ const FullPivLU<MatrixType>& dec = this->m_dec;
+ const Rhs& rhs = this->m_rhs;
+ const int rows = dec.matrixLU().rows(), cols = dec.matrixLU().cols(),
+ nonzero_pivots = dec.nonzeroPivots();
+ ei_assert(rhs.rows() == rows);
const int smalldim = std::min(rows, cols);
if(nonzero_pivots == 0)
@@ -702,36 +637,36 @@ struct ei_fullpivlu_solve_impl : public ReturnByValue<ei_fullpivlu_solve_impl<Ma
dst.setZero();
return;
}
-
- typename Rhs::PlainMatrixType c(m_rhs.rows(), m_rhs.cols());
+
+ typename Rhs::PlainMatrixType c(rhs.rows(), rhs.cols());
// Step 1
for(int i = 0; i < rows; ++i)
- c.row(m_lu.permutationP().coeff(i)) = m_rhs.row(i);
+ c.row(dec.permutationP().coeff(i)) = rhs.row(i);
// Step 2
- m_lu.matrixLU()
+ dec.matrixLU()
.corner(Eigen::TopLeft,smalldim,smalldim)
.template triangularView<UnitLowerTriangular>()
.solveInPlace(c.corner(Eigen::TopLeft, smalldim, c.cols()));
if(rows>cols)
{
c.corner(Eigen::BottomLeft, rows-cols, c.cols())
- -= m_lu.matrixLU().corner(Eigen::BottomLeft, rows-cols, cols)
- * c.corner(Eigen::TopLeft, cols, c.cols());
+ -= dec.matrixLU().corner(Eigen::BottomLeft, rows-cols, cols)
+ * c.corner(Eigen::TopLeft, cols, c.cols());
}
// Step 3
- m_lu.matrixLU()
+ dec.matrixLU()
.corner(TopLeft, nonzero_pivots, nonzero_pivots)
.template triangularView<UpperTriangular>()
.solveInPlace(c.corner(TopLeft, nonzero_pivots, c.cols()));
// Step 4
for(int i = 0; i < nonzero_pivots; ++i)
- dst.row(m_lu.permutationQ().coeff(i)) = c.row(i);
- for(int i = nonzero_pivots; i < m_lu.matrixLU().cols(); ++i)
- dst.row(m_lu.permutationQ().coeff(i)).setZero();
+ dst.row(dec.permutationQ().coeff(i)) = c.row(i);
+ for(int i = nonzero_pivots; i < dec.matrixLU().cols(); ++i)
+ dst.row(dec.permutationQ().coeff(i)).setZero();
}
};