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authorGravatar Benoit Jacob <jacob.benoit.1@gmail.com>2009-01-25 23:46:51 +0000
committerGravatar Benoit Jacob <jacob.benoit.1@gmail.com>2009-01-25 23:46:51 +0000
commit00d7f8e567667941ffded734dcee800f66b43bae (patch)
treeb824a2a5fce61d797b7deda8430fe14a6c571f5a /Eigen/src
parent414ee1db4b3f1a822261d012a7ce04ef5b884550 (diff)
* solveTriangularInPlace(): take a const ref and const_cast it, to allow passing temporary xprs.
* improvements, simplifications in LU::solve() * remove remnant of old norm2()
Diffstat (limited to 'Eigen/src')
-rw-r--r--Eigen/src/Core/MatrixBase.h3
-rw-r--r--Eigen/src/Core/SolveTriangular.h6
-rw-r--r--Eigen/src/LU/LU.h32
3 files changed, 17 insertions, 24 deletions
diff --git a/Eigen/src/Core/MatrixBase.h b/Eigen/src/Core/MatrixBase.h
index 5281e34fa..1fd02b0af 100644
--- a/Eigen/src/Core/MatrixBase.h
+++ b/Eigen/src/Core/MatrixBase.h
@@ -344,13 +344,12 @@ template<typename Derived> class MatrixBase
solveTriangular(const MatrixBase<OtherDerived>& other) const;
template<typename OtherDerived>
- void solveTriangularInPlace(MatrixBase<OtherDerived>& other) const;
+ void solveTriangularInPlace(const MatrixBase<OtherDerived>& other) const;
template<typename OtherDerived>
Scalar dot(const MatrixBase<OtherDerived>& other) const;
RealScalar squaredNorm() const;
- RealScalar norm2() const;
RealScalar norm() const;
const PlainMatrixType normalized() const;
void normalize();
diff --git a/Eigen/src/Core/SolveTriangular.h b/Eigen/src/Core/SolveTriangular.h
index 1c586b865..e39353275 100644
--- a/Eigen/src/Core/SolveTriangular.h
+++ b/Eigen/src/Core/SolveTriangular.h
@@ -222,12 +222,16 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,ColMajor|IsDense>
/** "in-place" version of MatrixBase::solveTriangular() where the result is written in \a other
*
+ * The parameter is only marked 'const' to make the C++ compiler accept a temporary expression here.
+ * This function will const_cast it, so constness isn't honored here.
+ *
* See MatrixBase:solveTriangular() for the details.
*/
template<typename Derived>
template<typename OtherDerived>
-void MatrixBase<Derived>::solveTriangularInPlace(MatrixBase<OtherDerived>& other) const
+void MatrixBase<Derived>::solveTriangularInPlace(const MatrixBase<OtherDerived>& _other) const
{
+ MatrixBase<OtherDerived>& other = _other.const_cast_derived();
ei_assert(derived().cols() == derived().rows());
ei_assert(derived().cols() == other.rows());
ei_assert(!(Flags & ZeroDiagBit));
diff --git a/Eigen/src/LU/LU.h b/Eigen/src/LU/LU.h
index 00a6dcf64..a48ee8d1a 100644
--- a/Eigen/src/LU/LU.h
+++ b/Eigen/src/LU/LU.h
@@ -474,13 +474,13 @@ bool LU<MatrixType>::solve(
* So we proceed as follows:
* Step 1: compute c = Pb.
* Step 2: replace c by the solution x to Lx = c. Exists because L is invertible.
- * Step 3: compute d such that Ud = c. Check if such d really exists.
- * Step 4: result = Qd;
+ * Step 3: replace c by the solution x to Ux = c. Check if a solution really exists.
+ * Step 4: result = Qc;
*/
const int rows = m_lu.rows(), cols = m_lu.cols();
ei_assert(b.rows() == rows);
- const int smalldim = std::min(rows, m_lu.cols());
+ const int smalldim = std::min(rows, cols);
typename OtherDerived::PlainMatrixType c(b.rows(), b.cols());
@@ -488,19 +488,13 @@ bool LU<MatrixType>::solve(
for(int i = 0; i < rows; ++i) c.row(m_p.coeff(i)) = b.row(i);
// Step 2
- if(rows <= cols)
- m_lu.corner(Eigen::TopLeft,rows,smalldim).template marked<UnitLowerTriangular>().solveTriangularInPlace(c);
- else
+ m_lu.corner(Eigen::TopLeft,smalldim,smalldim).template marked<UnitLowerTriangular>()
+ .solveTriangularInPlace(
+ c.corner(Eigen::TopLeft, smalldim, c.cols()));
+ if(rows>cols)
{
- // construct the L matrix. We shouldn't do that everytime, it is a very large overhead in the case of vector solving.
- // However the case rows>cols is rather unusual with LU so this is probably not a huge priority.
- Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime,
- MatrixType::Options,
- MatrixType::MaxRowsAtCompileTime,
- MatrixType::MaxRowsAtCompileTime> l(rows, rows);
- l.setZero();
- l.corner(Eigen::TopLeft,rows,smalldim) = m_lu.corner(Eigen::TopLeft,rows,smalldim);
- l.template marked<UnitLowerTriangular>().solveTriangularInPlace(c);
+ c.corner(Eigen::BottomLeft, rows-cols, c.cols())
+ -= m_lu.corner(Eigen::BottomLeft, rows-cols, cols) * c.corner(Eigen::TopLeft, cols, c.cols());
}
// Step 3
@@ -513,17 +507,13 @@ bool LU<MatrixType>::solve(
if(!ei_isMuchSmallerThan(c.coeff(row,col), biggest_in_c))
return false;
}
- Matrix<Scalar, Dynamic, OtherDerived::ColsAtCompileTime,
- MatrixType::Options,
- MatrixType::MaxRowsAtCompileTime, OtherDerived::MaxColsAtCompileTime>
- d(c.corner(TopLeft, m_rank, c.cols()));
m_lu.corner(TopLeft, m_rank, m_rank)
.template marked<UpperTriangular>()
- .solveTriangularInPlace(d);
+ .solveTriangularInPlace(c.corner(TopLeft, m_rank, c.cols()));
// Step 4
result->resize(m_lu.cols(), b.cols());
- for(int i = 0; i < m_rank; ++i) result->row(m_q.coeff(i)) = d.row(i);
+ for(int i = 0; i < m_rank; ++i) result->row(m_q.coeff(i)) = c.row(i);
for(int i = m_rank; i < m_lu.cols(); ++i) result->row(m_q.coeff(i)).setZero();
return true;
}