diff options
author | 2009-10-28 18:19:29 -0400 | |
---|---|---|
committer | 2009-10-28 18:19:29 -0400 | |
commit | 2840ac7e948ecb3c7b19ba8f581f829a4a4e1fea (patch) | |
tree | 14adcd3aa33c4207b14455707bc247cea29029e6 /Eigen/src/LU | |
parent | 1f1c04cac1d8a87cbb34741d141df646b2da2827 (diff) |
big huge changes, so i dont remember everything.
* renaming, e.g. LU ---> FullPivLU
* split tests framework: more robust, e.g. dont generate empty tests if a number is skipped
* make all remaining tests use that splitting, as needed.
* Fix 4x4 inversion (see stable branch)
* Transform::inverse() and geo_transform test : adapt to new inverse() API, it was also trying to instantiate inverse() for 3x4 matrices.
* CMakeLists: more robust regexp to parse the version number
* misc fixes in unit tests
Diffstat (limited to 'Eigen/src/LU')
-rw-r--r-- | Eigen/src/LU/Determinant.h | 2 | ||||
-rw-r--r-- | Eigen/src/LU/FullPivLU.h (renamed from Eigen/src/LU/LU.h) | 62 | ||||
-rw-r--r-- | Eigen/src/LU/Inverse.h | 47 | ||||
-rw-r--r-- | Eigen/src/LU/PartialPivLU.h (renamed from Eigen/src/LU/PartialLU.h) | 75 |
4 files changed, 105 insertions, 81 deletions
diff --git a/Eigen/src/LU/Determinant.h b/Eigen/src/LU/Determinant.h index b587065ed..8870d9f20 100644 --- a/Eigen/src/LU/Determinant.h +++ b/Eigen/src/LU/Determinant.h @@ -53,7 +53,7 @@ template<typename Derived, { static inline typename ei_traits<Derived>::Scalar run(const Derived& m) { - return m.partialLu().determinant(); + return m.partialPivLu().determinant(); } }; diff --git a/Eigen/src/LU/LU.h b/Eigen/src/LU/FullPivLU.h index 4792aaf07..8743dac92 100644 --- a/Eigen/src/LU/LU.h +++ b/Eigen/src/LU/FullPivLU.h @@ -31,7 +31,7 @@ template<typename MatrixType> struct ei_lu_image_impl; /** \ingroup LU_Module * - * \class LU + * \class FullPivLU * * \brief LU decomposition of a matrix with complete pivoting, and related features * @@ -54,12 +54,12 @@ template<typename MatrixType> struct ei_lu_image_impl; * permutationP(), permutationQ(). * * As an exemple, here is how the original matrix can be retrieved: - * \include class_LU.cpp - * Output: \verbinclude class_LU.out + * \include class_FullPivLU.cpp + * Output: \verbinclude class_FullPivLU.out * - * \sa MatrixBase::lu(), MatrixBase::determinant(), MatrixBase::inverse() + * \sa MatrixBase::fullPivLu(), MatrixBase::determinant(), MatrixBase::inverse() */ -template<typename MatrixType> class LU +template<typename MatrixType> class FullPivLU { public: @@ -81,14 +81,14 @@ template<typename MatrixType> class LU * The default constructor is useful in cases in which the user intends to * perform decompositions via LU::compute(const MatrixType&). */ - LU(); + FullPivLU(); /** Constructor. * * \param matrix the matrix of which to compute the LU decomposition. * It is required to be nonzero. */ - LU(const MatrixType& matrix); + FullPivLU(const MatrixType& matrix); /** Computes the LU decomposition of the given matrix. * @@ -97,11 +97,11 @@ template<typename MatrixType> class LU * * \returns a reference to *this */ - LU& compute(const MatrixType& matrix); + FullPivLU& compute(const MatrixType& matrix); /** \returns the LU decomposition matrix: the upper-triangular part is U, the * unit-lower-triangular part is L (at least for square matrices; in the non-square - * case, special care is needed, see the documentation of class LU). + * case, special care is needed, see the documentation of class FullPivLU). * * \sa matrixL(), matrixU() */ @@ -131,7 +131,7 @@ template<typename MatrixType> class LU /** \returns a vector of integers, whose size is the number of rows of the matrix being decomposed, * representing the P permutation i.e. the permutation of the rows. For its precise meaning, - * see the examples given in the documentation of class LU. + * see the examples given in the documentation of class FullPivLU. * * \sa permutationQ() */ @@ -143,7 +143,7 @@ template<typename MatrixType> class LU /** \returns a vector of integers, whose size is the number of columns of the matrix being * decomposed, representing the Q permutation i.e. the permutation of the columns. - * For its precise meaning, see the examples given in the documentation of class LU. + * For its precise meaning, see the examples given in the documentation of class FullPivLU. * * \sa permutationP() */ @@ -162,8 +162,8 @@ template<typename MatrixType> class LU * For that, it uses the threshold value that you can control by calling * setThreshold(const RealScalar&). * - * Example: \include LU_kernel.cpp - * Output: \verbinclude LU_kernel.out + * Example: \include FullPivLU_kernel.cpp + * Output: \verbinclude FullPivLU_kernel.out * * \sa image() */ @@ -187,8 +187,8 @@ template<typename MatrixType> class LU * For that, it uses the threshold value that you can control by calling * setThreshold(const RealScalar&). * - * Example: \include LU_image.cpp - * Output: \verbinclude LU_image.out + * Example: \include FullPivLU_image.cpp + * Output: \verbinclude FullPivLU_image.out * * \sa kernel() */ @@ -214,8 +214,8 @@ template<typename MatrixType> class LU * \note_about_arbitrary_choice_of_solution * \note_about_using_kernel_to_study_multiple_solutions * - * Example: \include LU_solve.cpp - * Output: \verbinclude LU_solve.out + * Example: \include FullPivLU_solve.cpp + * Output: \verbinclude FullPivLU_solve.out * * \sa TriangularView::solve(), kernel(), inverse() */ @@ -260,7 +260,7 @@ template<typename MatrixType> class LU * * If you want to come back to the default behavior, call setThreshold(Default_t) */ - LU& setThreshold(const RealScalar& threshold) + FullPivLU& setThreshold(const RealScalar& threshold) { m_usePrescribedThreshold = true; m_prescribedThreshold = threshold; @@ -274,7 +274,7 @@ template<typename MatrixType> class LU * * See the documentation of setThreshold(const RealScalar&). */ - LU& setThreshold(Default_t) + FullPivLU& setThreshold(Default_t) { m_usePrescribedThreshold = false; } @@ -383,20 +383,20 @@ template<typename MatrixType> class LU }; template<typename MatrixType> -LU<MatrixType>::LU() +FullPivLU<MatrixType>::FullPivLU() : m_isInitialized(false), m_usePrescribedThreshold(false) { } template<typename MatrixType> -LU<MatrixType>::LU(const MatrixType& matrix) +FullPivLU<MatrixType>::FullPivLU(const MatrixType& matrix) : m_isInitialized(false), m_usePrescribedThreshold(false) { compute(matrix); } template<typename MatrixType> -LU<MatrixType>& LU<MatrixType>::compute(const MatrixType& matrix) +FullPivLU<MatrixType>& FullPivLU<MatrixType>::compute(const MatrixType& matrix) { m_isInitialized = true; m_lu = matrix; @@ -483,7 +483,7 @@ LU<MatrixType>& LU<MatrixType>::compute(const MatrixType& matrix) } template<typename MatrixType> -typename ei_traits<MatrixType>::Scalar LU<MatrixType>::determinant() const +typename ei_traits<MatrixType>::Scalar FullPivLU<MatrixType>::determinant() const { ei_assert(m_isInitialized && "LU is not initialized."); ei_assert(m_lu.rows() == m_lu.cols() && "You can't take the determinant of a non-square matrix!"); @@ -511,7 +511,7 @@ struct ei_traits<ei_lu_kernel_impl<MatrixType> > template<typename MatrixType> struct ei_lu_kernel_impl : public ReturnByValue<ei_lu_kernel_impl<MatrixType> > { - typedef LU<MatrixType> LUType; + typedef FullPivLU<MatrixType> LUType; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; const LUType& m_lu; @@ -615,7 +615,7 @@ struct ei_traits<ei_lu_image_impl<MatrixType> > template<typename MatrixType> struct ei_lu_image_impl : public ReturnByValue<ei_lu_image_impl<MatrixType> > { - typedef LU<MatrixType> LUType; + typedef FullPivLU<MatrixType> LUType; typedef typename MatrixType::RealScalar RealScalar; const LUType& m_lu; int m_rank, m_cols; @@ -670,7 +670,7 @@ template<typename MatrixType, typename Rhs> struct ei_lu_solve_impl : public ReturnByValue<ei_lu_solve_impl<MatrixType, Rhs> > { typedef typename ei_cleantype<typename Rhs::Nested>::type RhsNested; - typedef LU<MatrixType> LUType; + typedef FullPivLU<MatrixType> LUType; const LUType& m_lu; const typename Rhs::Nested m_rhs; @@ -739,15 +739,15 @@ struct ei_lu_solve_impl : public ReturnByValue<ei_lu_solve_impl<MatrixType, Rhs> /** \lu_module * - * \return the LU decomposition of \c *this. + * \return the full-pivoting LU decomposition of \c *this. * - * \sa class LU + * \sa class FullPivLU */ template<typename Derived> -inline const LU<typename MatrixBase<Derived>::PlainMatrixType> -MatrixBase<Derived>::lu() const +inline const FullPivLU<typename MatrixBase<Derived>::PlainMatrixType> +MatrixBase<Derived>::fullPivLu() const { - return LU<PlainMatrixType>(eval()); + return FullPivLU<PlainMatrixType>(eval()); } #endif // EIGEN_LU_H diff --git a/Eigen/src/LU/Inverse.h b/Eigen/src/LU/Inverse.h index a168d58cd..306b5f60a 100644 --- a/Eigen/src/LU/Inverse.h +++ b/Eigen/src/LU/Inverse.h @@ -34,7 +34,7 @@ struct ei_compute_inverse { static inline void run(const MatrixType& matrix, ResultType& result) { - result = matrix.partialLu().inverse(); + result = matrix.partialPivLu().inverse(); } }; @@ -232,22 +232,31 @@ struct ei_compute_inverse<MatrixType, ResultType, 4> typename MatrixType::PlainMatrixType matrix(_matrix); // let's extract from the 2 first colums a 2x2 block whose determinant is as big as possible. - int good_row0=0, good_row1=1; - RealScalar good_absdet(-1); - // this double for loop shouldn't be too costly: only 6 iterations - for(int row0=0; row0<4; ++row0) { - for(int row1=row0+1; row1<4; ++row1) - { - RealScalar absdet = ei_abs(matrix.coeff(row0,0)*matrix.coeff(row1,1) - - matrix.coeff(row0,1)*matrix.coeff(row1,0)); - if(absdet > good_absdet) - { - good_absdet = absdet; - good_row0 = row0; - good_row1 = row1; - } - } - } + int good_row0, good_row1, good_i; + Matrix<RealScalar,6,1> absdet; + + // any 2x2 block with determinant above this threshold will be considered good enough + RealScalar d = (matrix.col(0).squaredNorm()+matrix.col(1).squaredNorm()) * RealScalar(1e-2); + #define ei_inv_size4_helper_macro(i,row0,row1) \ + absdet[i] = ei_abs(matrix.coeff(row0,0)*matrix.coeff(row1,1) \ + - matrix.coeff(row0,1)*matrix.coeff(row1,0)); \ + if(absdet[i] > d) { good_row0=row0; good_row1=row1; goto good; } + ei_inv_size4_helper_macro(0,0,1) + ei_inv_size4_helper_macro(1,0,2) + ei_inv_size4_helper_macro(2,0,3) + ei_inv_size4_helper_macro(3,1,2) + ei_inv_size4_helper_macro(4,1,3) + ei_inv_size4_helper_macro(5,2,3) + + // no 2x2 block has determinant bigger than the threshold. So just take the one that + // has the biggest determinant + absdet.maxCoeff(&good_i); + good_row0 = good_i <= 2 ? 0 : good_i <= 4 ? 1 : 2; + good_row1 = good_i <= 2 ? good_i+1 : good_i <= 4 ? good_i-1 : 3; + + // now good_row0 and good_row1 are correctly set + good: + // do row permutations to move this 2x2 block to the top matrix.row(0).swap(matrix.row(good_row0)); matrix.row(1).swap(matrix.row(good_row1)); @@ -318,12 +327,12 @@ struct ei_inverse_impl : public ReturnByValue<ei_inverse_impl<MatrixType> > * \returns the matrix inverse of this matrix. * * For small fixed sizes up to 4x4, this method uses ad-hoc methods (cofactors up to 3x3, Euler's trick for 4x4). - * In the general case, this method uses class PartialLU. + * In the general case, this method uses class PartialPivLU. * * \note This matrix must be invertible, otherwise the result is undefined. If you need an * invertibility check, do the following: * \li for fixed sizes up to 4x4, use computeInverseAndDetWithCheck(). - * \li for the general case, use class LU. + * \li for the general case, use class FullPivLU. * * Example: \include MatrixBase_inverse.cpp * Output: \verbinclude MatrixBase_inverse.out diff --git a/Eigen/src/LU/PartialLU.h b/Eigen/src/LU/PartialPivLU.h index e8d21e5ad..647ada38f 100644 --- a/Eigen/src/LU/PartialLU.h +++ b/Eigen/src/LU/PartialPivLU.h @@ -30,7 +30,7 @@ template<typename MatrixType, typename Rhs> struct ei_partiallu_solve_impl; /** \ingroup LU_Module * - * \class PartialLU + * \class PartialPivLU * * \brief LU decomposition of a matrix with partial pivoting, and related features * @@ -46,10 +46,10 @@ template<typename MatrixType, typename Rhs> struct ei_partiallu_solve_impl; * matrix is invertible: it is your task to check that you only use this decomposition on invertible matrices. * * The guaranteed safe alternative, working for all matrices, is the full pivoting LU decomposition, provided - * by class LU. + * by class FullPivLU. * * This is \b not a rank-revealing LU decomposition. Many features are intentionally absent from this class, - * such as rank computation. If you need these features, use class LU. + * such as rank computation. If you need these features, use class FullPivLU. * * This LU decomposition is suitable to invert invertible matrices. It is what MatrixBase::inverse() uses * in the general case. @@ -57,9 +57,9 @@ template<typename MatrixType, typename Rhs> struct ei_partiallu_solve_impl; * * The data of the LU decomposition can be directly accessed through the methods matrixLU(), permutationP(). * - * \sa MatrixBase::partialLu(), MatrixBase::determinant(), MatrixBase::inverse(), MatrixBase::computeInverse(), class LU + * \sa MatrixBase::partialPivLu(), MatrixBase::determinant(), MatrixBase::inverse(), MatrixBase::computeInverse(), class FullPivLU */ -template<typename MatrixType> class PartialLU +template<typename MatrixType> class PartialPivLU { public: @@ -79,40 +79,40 @@ template<typename MatrixType> class PartialLU * \brief Default Constructor. * * The default constructor is useful in cases in which the user intends to - * perform decompositions via PartialLU::compute(const MatrixType&). + * perform decompositions via PartialPivLU::compute(const MatrixType&). */ - PartialLU(); + PartialPivLU(); /** Constructor. * * \param matrix the matrix of which to compute the LU decomposition. * * \warning The matrix should have full rank (e.g. if it's square, it should be invertible). - * If you need to deal with non-full rank, use class LU instead. + * If you need to deal with non-full rank, use class FullPivLU instead. */ - PartialLU(const MatrixType& matrix); + PartialPivLU(const MatrixType& matrix); - PartialLU& compute(const MatrixType& matrix); + PartialPivLU& compute(const MatrixType& matrix); /** \returns the LU decomposition matrix: the upper-triangular part is U, the * unit-lower-triangular part is L (at least for square matrices; in the non-square - * case, special care is needed, see the documentation of class LU). + * case, special care is needed, see the documentation of class FullPivLU). * * \sa matrixL(), matrixU() */ inline const MatrixType& matrixLU() const { - ei_assert(m_isInitialized && "PartialLU is not initialized."); + ei_assert(m_isInitialized && "PartialPivLU is not initialized."); return m_lu; } /** \returns a vector of integers, whose size is the number of rows of the matrix being decomposed, * representing the P permutation i.e. the permutation of the rows. For its precise meaning, - * see the examples given in the documentation of class LU. + * see the examples given in the documentation of class FullPivLU. */ inline const IntColVectorType& permutationP() const { - ei_assert(m_isInitialized && "PartialLU is not initialized."); + ei_assert(m_isInitialized && "PartialPivLU is not initialized."); return m_p; } @@ -125,10 +125,10 @@ template<typename MatrixType> class PartialLU * * \returns the solution. * - * Example: \include PartialLU_solve.cpp - * Output: \verbinclude PartialLU_solve.out + * Example: \include PartialPivLU_solve.cpp + * Output: \verbinclude PartialPivLU_solve.out * - * Since this PartialLU class assumes anyway that the matrix A is invertible, the solution + * Since this PartialPivLU class assumes anyway that the matrix A is invertible, the solution * theoretically exists and is unique regardless of b. * * \note_about_checking_solutions @@ -146,7 +146,7 @@ template<typename MatrixType> class PartialLU /** \returns the inverse of the matrix of which *this is the LU decomposition. * * \warning The matrix being decomposed here is assumed to be invertible. If you need to check for - * invertibility, use class LU instead. + * invertibility, use class FullPivLU instead. * * \sa MatrixBase::inverse(), LU::inverse() */ @@ -180,7 +180,7 @@ template<typename MatrixType> class PartialLU }; template<typename MatrixType> -PartialLU<MatrixType>::PartialLU() +PartialPivLU<MatrixType>::PartialPivLU() : m_lu(), m_p(), m_det_p(0), @@ -189,7 +189,7 @@ PartialLU<MatrixType>::PartialLU() } template<typename MatrixType> -PartialLU<MatrixType>::PartialLU(const MatrixType& matrix) +PartialPivLU<MatrixType>::PartialPivLU(const MatrixType& matrix) : m_lu(), m_p(), m_det_p(0), @@ -378,12 +378,12 @@ void ei_partial_lu_inplace(MatrixType& lu, IntVector& row_transpositions, int& n } template<typename MatrixType> -PartialLU<MatrixType>& PartialLU<MatrixType>::compute(const MatrixType& matrix) +PartialPivLU<MatrixType>& PartialPivLU<MatrixType>::compute(const MatrixType& matrix) { m_lu = matrix; m_p.resize(matrix.rows()); - ei_assert(matrix.rows() == matrix.cols() && "PartialLU is only for square (and moreover invertible) matrices"); + ei_assert(matrix.rows() == matrix.cols() && "PartialPivLU is only for square (and moreover invertible) matrices"); const int size = matrix.rows(); IntColVectorType rows_transpositions(size); @@ -401,9 +401,9 @@ PartialLU<MatrixType>& PartialLU<MatrixType>::compute(const MatrixType& matrix) } template<typename MatrixType> -typename ei_traits<MatrixType>::Scalar PartialLU<MatrixType>::determinant() const +typename ei_traits<MatrixType>::Scalar PartialPivLU<MatrixType>::determinant() const { - ei_assert(m_isInitialized && "PartialLU is not initialized."); + ei_assert(m_isInitialized && "PartialPivLU is not initialized."); return Scalar(m_det_p) * m_lu.diagonal().prod(); } @@ -424,7 +424,7 @@ template<typename MatrixType, typename Rhs> struct ei_partiallu_solve_impl : public ReturnByValue<ei_partiallu_solve_impl<MatrixType, Rhs> > { typedef typename ei_cleantype<typename Rhs::Nested>::type RhsNested; - typedef PartialLU<MatrixType> LUType; + typedef PartialPivLU<MatrixType> LUType; const LUType& m_lu; const typename Rhs::Nested m_rhs; @@ -464,15 +464,30 @@ struct ei_partiallu_solve_impl : public ReturnByValue<ei_partiallu_solve_impl<Ma /** \lu_module * - * \return the LU decomposition of \c *this. + * \return the partial-pivoting LU decomposition of \c *this. * - * \sa class LU + * \sa class PartialPivLU */ template<typename Derived> -inline const PartialLU<typename MatrixBase<Derived>::PlainMatrixType> -MatrixBase<Derived>::partialLu() const +inline const PartialPivLU<typename MatrixBase<Derived>::PlainMatrixType> +MatrixBase<Derived>::partialPivLu() const { - return PartialLU<PlainMatrixType>(eval()); + return PartialPivLU<PlainMatrixType>(eval()); +} + +/** \lu_module + * + * Synonym of partialPivLu(). + * + * \return the partial-pivoting LU decomposition of \c *this. + * + * \sa class PartialPivLU + */ +template<typename Derived> +inline const PartialPivLU<typename MatrixBase<Derived>::PlainMatrixType> +MatrixBase<Derived>::lu() const +{ + return PartialPivLU<PlainMatrixType>(eval()); } #endif // EIGEN_PARTIALLU_H |