aboutsummaryrefslogtreecommitdiffhomepage
path: root/Eigen/src
diff options
context:
space:
mode:
authorGravatar Marc Glisse <marc.glisse@inria.fr>2015-03-03 17:08:28 +0100
committerGravatar Marc Glisse <marc.glisse@inria.fr>2015-03-03 17:08:28 +0100
commit37a93c4263324011242941cff87d444e9c465422 (patch)
treec5ce1473b666a568d5d102389f6d2427bb708dd4 /Eigen/src
parentccc1277a42f254b184b750292a7cd672a58bbc63 (diff)
New scoring functor to select the pivot.
This is can be useful for non-floating point scalars, where choosing the biggest element is generally not the best choice.
Diffstat (limited to 'Eigen/src')
-rw-r--r--Eigen/src/Core/functors/UnaryFunctors.h28
-rw-r--r--Eigen/src/LU/FullPivLU.h11
-rw-r--r--Eigen/src/LU/PartialPivLU.h8
-rw-r--r--Eigen/src/QR/FullPivHouseholderQR.h10
4 files changed, 46 insertions, 11 deletions
diff --git a/Eigen/src/Core/functors/UnaryFunctors.h b/Eigen/src/Core/functors/UnaryFunctors.h
index ec42e6850..f32f0f113 100644
--- a/Eigen/src/Core/functors/UnaryFunctors.h
+++ b/Eigen/src/Core/functors/UnaryFunctors.h
@@ -56,6 +56,34 @@ struct functor_traits<scalar_abs_op<Scalar> >
};
/** \internal
+ * \brief Template functor to compute the score of a scalar, to chose a pivot
+ *
+ * \sa class CwiseUnaryOp
+ */
+template<typename Scalar> struct scalar_score_coeff_op : scalar_abs_op<Scalar>
+{
+ typedef void Score_is_abs;
+};
+template<typename Scalar>
+struct functor_traits<scalar_score_coeff_op<Scalar> > : functor_traits<scalar_abs_op<Scalar> > {};
+
+/* Avoid recomputing abs when we know the score and they are the same. Not a true Eigen functor. */
+template<typename Scalar, typename=void> struct abs_knowing_score
+{
+ EIGEN_EMPTY_STRUCT_CTOR(abs_knowing_score)
+ typedef typename NumTraits<Scalar>::Real result_type;
+ template<typename Score>
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const result_type operator() (const Scalar& a, const Score&) const { using std::abs; return abs(a); }
+};
+template<typename Scalar> struct abs_knowing_score<Scalar, typename scalar_score_coeff_op<Scalar>::Score_is_abs>
+{
+ EIGEN_EMPTY_STRUCT_CTOR(abs_knowing_score)
+ typedef typename NumTraits<Scalar>::Real result_type;
+ template<typename Scal>
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const result_type operator() (const Scal&, const result_type& a) const { return a; }
+};
+
+/** \internal
* \brief Template functor to compute the squared absolute value of a scalar
*
* \sa class CwiseUnaryOp, Cwise::abs2
diff --git a/Eigen/src/LU/FullPivLU.h b/Eigen/src/LU/FullPivLU.h
index 49c8b183d..d1a260a37 100644
--- a/Eigen/src/LU/FullPivLU.h
+++ b/Eigen/src/LU/FullPivLU.h
@@ -459,14 +459,16 @@ FullPivLU<MatrixType>& FullPivLU<MatrixType>::compute(const MatrixType& matrix)
// biggest coefficient in the remaining bottom-right corner (starting at row k, col k)
Index row_of_biggest_in_corner, col_of_biggest_in_corner;
- RealScalar biggest_in_corner;
+ typedef internal::scalar_score_coeff_op<Scalar> Scoring;
+ typedef typename Scoring::result_type Score;
+ Score biggest_in_corner;
biggest_in_corner = m_lu.bottomRightCorner(rows-k, cols-k)
- .cwiseAbs()
+ .unaryExpr(Scoring())
.maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner);
row_of_biggest_in_corner += k; // correct the values! since they were computed in the corner,
col_of_biggest_in_corner += k; // need to add k to them.
- if(biggest_in_corner==RealScalar(0))
+ if(biggest_in_corner==Score(0))
{
// before exiting, make sure to initialize the still uninitialized transpositions
// in a sane state without destroying what we already have.
@@ -479,7 +481,8 @@ FullPivLU<MatrixType>& FullPivLU<MatrixType>::compute(const MatrixType& matrix)
break;
}
- if(biggest_in_corner > m_maxpivot) m_maxpivot = biggest_in_corner;
+ RealScalar abs_pivot = internal::abs_knowing_score<Scalar>()(m_lu(row_of_biggest_in_corner, col_of_biggest_in_corner), biggest_in_corner);
+ if(abs_pivot > m_maxpivot) m_maxpivot = abs_pivot;
// Now that we've found the pivot, we need to apply the row/col swaps to
// bring it to the location (k,k).
diff --git a/Eigen/src/LU/PartialPivLU.h b/Eigen/src/LU/PartialPivLU.h
index e57b36bc5..3d8825a97 100644
--- a/Eigen/src/LU/PartialPivLU.h
+++ b/Eigen/src/LU/PartialPivLU.h
@@ -275,6 +275,8 @@ struct partial_lu_impl
*/
static Index unblocked_lu(MatrixType& lu, PivIndex* row_transpositions, PivIndex& nb_transpositions)
{
+ typedef scalar_score_coeff_op<Scalar> Scoring;
+ typedef typename Scoring::result_type Score;
const Index rows = lu.rows();
const Index cols = lu.cols();
const Index size = (std::min)(rows,cols);
@@ -286,13 +288,13 @@ struct partial_lu_impl
Index rcols = cols-k-1;
Index row_of_biggest_in_col;
- RealScalar biggest_in_corner
- = lu.col(k).tail(rows-k).cwiseAbs().maxCoeff(&row_of_biggest_in_col);
+ Score biggest_in_corner
+ = lu.col(k).tail(rows-k).unaryExpr(Scoring()).maxCoeff(&row_of_biggest_in_col);
row_of_biggest_in_col += k;
row_transpositions[k] = PivIndex(row_of_biggest_in_col);
- if(biggest_in_corner != RealScalar(0))
+ if(biggest_in_corner != Score(0))
{
if(k != row_of_biggest_in_col)
{
diff --git a/Eigen/src/QR/FullPivHouseholderQR.h b/Eigen/src/QR/FullPivHouseholderQR.h
index 7d5e58d2f..4952fbb46 100644
--- a/Eigen/src/QR/FullPivHouseholderQR.h
+++ b/Eigen/src/QR/FullPivHouseholderQR.h
@@ -443,13 +443,15 @@ FullPivHouseholderQR<MatrixType>& FullPivHouseholderQR<MatrixType>::compute(cons
for (Index k = 0; k < size; ++k)
{
Index row_of_biggest_in_corner, col_of_biggest_in_corner;
- RealScalar biggest_in_corner;
+ typedef internal::scalar_score_coeff_op<Scalar> Scoring;
+ typedef typename Scoring::result_type Score;
- biggest_in_corner = m_qr.bottomRightCorner(rows-k, cols-k)
- .cwiseAbs()
- .maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner);
+ Score score = m_qr.bottomRightCorner(rows-k, cols-k)
+ .unaryExpr(Scoring())
+ .maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner);
row_of_biggest_in_corner += k;
col_of_biggest_in_corner += k;
+ RealScalar biggest_in_corner = internal::abs_knowing_score<Scalar>()(m_qr(row_of_biggest_in_corner, col_of_biggest_in_corner), score);
if(k==0) biggest = biggest_in_corner;
// if the corner is negligible, then we have less than full rank, and we can finish early