diff options
author | Benoit Jacob <jacob.benoit.1@gmail.com> | 2009-06-29 22:07:37 +0200 |
---|---|---|
committer | Benoit Jacob <jacob.benoit.1@gmail.com> | 2009-06-29 22:07:37 +0200 |
commit | 7b750182f244683d37de585b6181cf59bf24ff2b (patch) | |
tree | ac97489c1d12ec3ceed6055dfb18b8f001d39819 /Eigen | |
parent | 126a031a391390f42d95f2adb9a13db6345ab007 (diff) |
* polish computeInverseWithCheck to share more code, fix documentation, fix coding style
* add snippet for computeInverseWithCheck documentation
* expand unit-tests to cover computeInverseWithCheck
Diffstat (limited to 'Eigen')
-rw-r--r-- | Eigen/src/Core/MatrixBase.h | 2 | ||||
-rw-r--r-- | Eigen/src/LU/Inverse.h | 200 |
2 files changed, 72 insertions, 130 deletions
diff --git a/Eigen/src/Core/MatrixBase.h b/Eigen/src/Core/MatrixBase.h index df411da31..f925e0b0f 100644 --- a/Eigen/src/Core/MatrixBase.h +++ b/Eigen/src/Core/MatrixBase.h @@ -643,7 +643,7 @@ template<typename Derived> class MatrixBase const PartialLU<PlainMatrixType> partialLu() const; const PlainMatrixType inverse() const; void computeInverse(PlainMatrixType *result) const; - bool computeInverseWithCheck( PlainMatrixType *result ) const; + bool computeInverseWithCheck( PlainMatrixType *result ) const; Scalar determinant() const; /////////// Cholesky module /////////// diff --git a/Eigen/src/LU/Inverse.h b/Eigen/src/LU/Inverse.h index 02e23b407..5af14813d 100644 --- a/Eigen/src/LU/Inverse.h +++ b/Eigen/src/LU/Inverse.h @@ -30,43 +30,43 @@ ********************************************************************/ template<typename XprType, typename MatrixType> -inline void ei_compute_inverse_in_size2_aux( - const XprType& matrix, const typename MatrixType::Scalar invdet, - MatrixType* result) +inline void ei_compute_inverse_size2_helper( + const XprType& matrix, const typename MatrixType::Scalar& invdet, + MatrixType* result) { - result->coeffRef(0,0) = matrix.coeff(1,1) * invdet; - result->coeffRef(1,0) = -matrix.coeff(1,0) * invdet; - result->coeffRef(0,1) = -matrix.coeff(0,1) * invdet; - result->coeffRef(1,1) = matrix.coeff(0,0) * invdet; + result->coeffRef(0,0) = matrix.coeff(1,1) * invdet; + result->coeffRef(1,0) = -matrix.coeff(1,0) * invdet; + result->coeffRef(0,1) = -matrix.coeff(0,1) * invdet; + result->coeffRef(1,1) = matrix.coeff(0,0) * invdet; } template<typename MatrixType> -void ei_compute_inverse_in_size2_case(const MatrixType& matrix, MatrixType* result) +inline void ei_compute_inverse_size2(const MatrixType& matrix, MatrixType* result) { typedef typename MatrixType::Scalar Scalar; const Scalar invdet = Scalar(1) / matrix.determinant(); - ei_compute_inverse_in_size2_aux( matrix, invdet, result ); + ei_compute_inverse_size2_helper( matrix, invdet, result ); } template<typename XprType, typename MatrixType> -bool ei_compute_inverse_in_size2_case_with_check(const XprType& matrix, MatrixType* result) +bool ei_compute_inverse_size2_with_check(const XprType& matrix, MatrixType* result) { typedef typename MatrixType::Scalar Scalar; const Scalar det = matrix.determinant(); if(ei_isMuchSmallerThan(det, matrix.cwise().abs().maxCoeff())) return false; const Scalar invdet = Scalar(1) / det; - ei_compute_inverse_in_size2_aux( matrix, invdet, result ); + ei_compute_inverse_size2_helper( matrix, invdet, result ); return true; } template<typename XprType, typename MatrixType> -inline void ei_compute_inverse_in_size3_aux( - const XprType& matrix, - const typename MatrixType::Scalar invdet, - const typename MatrixType::Scalar det_minor00, - const typename MatrixType::Scalar det_minor10, - const typename MatrixType::Scalar det_minor20, - MatrixType* result) +void ei_compute_inverse_size3_helper( + const XprType& matrix, + const typename MatrixType::Scalar& invdet, + const typename MatrixType::Scalar& det_minor00, + const typename MatrixType::Scalar& det_minor10, + const typename MatrixType::Scalar& det_minor20, + MatrixType* result) { result->coeffRef(0, 0) = det_minor00 * invdet; result->coeffRef(0, 1) = -det_minor10 * invdet; @@ -79,38 +79,24 @@ inline void ei_compute_inverse_in_size3_aux( result->coeffRef(2, 2) = matrix.minor(2,2).determinant() * invdet; } - -template<typename MatrixType> -void ei_compute_inverse_in_size3_case(const MatrixType& matrix, MatrixType* result) -{ - typedef typename MatrixType::Scalar Scalar; - const Scalar det_minor00 = matrix.minor(0,0).determinant(); - const Scalar det_minor10 = matrix.minor(1,0).determinant(); - const Scalar det_minor20 = matrix.minor(2,0).determinant(); - const Scalar invdet = Scalar(1) / ( det_minor00 * matrix.coeff(0,0) - - det_minor10 * matrix.coeff(1,0) - + det_minor20 * matrix.coeff(2,0) ); - ei_compute_inverse_in_size3_aux( matrix, invdet, det_minor00, det_minor10, det_minor20, result ); -} - -template<typename XprType, typename MatrixType> -bool ei_compute_inverse_in_size3_case_with_check(const XprType& matrix, MatrixType* result) +template<bool Check, typename XprType, typename MatrixType> +bool ei_compute_inverse_size3(const XprType& matrix, MatrixType* result) { typedef typename MatrixType::Scalar Scalar; const Scalar det_minor00 = matrix.minor(0,0).determinant(); const Scalar det_minor10 = matrix.minor(1,0).determinant(); const Scalar det_minor20 = matrix.minor(2,0).determinant(); const Scalar det = ( det_minor00 * matrix.coeff(0,0) - - det_minor10 * matrix.coeff(1,0) - + det_minor20 * matrix.coeff(2,0) ); - if(ei_isMuchSmallerThan(det, matrix.cwise().abs().maxCoeff())) return false; + - det_minor10 * matrix.coeff(1,0) + + det_minor20 * matrix.coeff(2,0) ); + if(Check) if(ei_isMuchSmallerThan(det, matrix.cwise().abs().maxCoeff())) return false; const Scalar invdet = Scalar(1) / det; - ei_compute_inverse_in_size3_aux( matrix, invdet, det_minor00, det_minor10, det_minor20, result ); + ei_compute_inverse_size3_helper( matrix, invdet, det_minor00, det_minor10, det_minor20, result ); return true; } template<typename MatrixType> -bool ei_compute_inverse_in_size4_case_helper(const MatrixType& matrix, MatrixType* result) +bool ei_compute_inverse_size4_helper(const MatrixType& matrix, MatrixType* result) { /* Let's split M into four 2x2 blocks: * (P Q) @@ -128,7 +114,7 @@ bool ei_compute_inverse_in_size4_case_helper(const MatrixType& matrix, MatrixTyp typedef Block<MatrixType,2,2> XprBlock22; typedef typename MatrixBase<XprBlock22>::PlainMatrixType Block22; Block22 P_inverse; - if(ei_compute_inverse_in_size2_case_with_check(matrix.template block<2,2>(0,0), &P_inverse)) + if(ei_compute_inverse_size2_with_check(matrix.template block<2,2>(0,0), &P_inverse)) { const Block22 Q = matrix.template block<2,2>(0,2); const Block22 P_inverse_times_Q = P_inverse * Q; @@ -138,7 +124,7 @@ bool ei_compute_inverse_in_size4_case_helper(const MatrixType& matrix, MatrixTyp const XprBlock22 S = matrix.template block<2,2>(2,2); const Block22 X = S - R_times_P_inverse_times_Q; Block22 Y; - ei_compute_inverse_in_size2_case(X, &Y); + ei_compute_inverse_size2(X, &Y); result->template block<2,2>(2,2) = Y; result->template block<2,2>(2,0) = - Y * R_times_P_inverse; const Block22 Z = P_inverse_times_Q * Y; @@ -152,54 +138,10 @@ bool ei_compute_inverse_in_size4_case_helper(const MatrixType& matrix, MatrixTyp } } -template<typename MatrixType> -void ei_compute_inverse_in_size4_case(const MatrixType& matrix, MatrixType* result) -{ - if(ei_compute_inverse_in_size4_case_helper(matrix, result)) - { - // good ! The topleft 2x2 block was invertible, so the 2x2 blocks approach is successful. - return; - } - else - { - // rare case: the topleft 2x2 block is not invertible (but the matrix itself is assumed to be). - // since this is a rare case, we don't need to optimize it. We just want to handle it with little - // additional code. - MatrixType m(matrix); - m.row(0).swap(m.row(2)); - m.row(1).swap(m.row(3)); - if(ei_compute_inverse_in_size4_case_helper(m, result)) - { - // good, the topleft 2x2 block of m is invertible. Since m is different from matrix in that some - // rows were permuted, the actual inverse of matrix is derived from the inverse of m by permuting - // the corresponding columns. - result->col(0).swap(result->col(2)); - result->col(1).swap(result->col(3)); - } - else - { - // last possible case. Since matrix is assumed to be invertible, this last case has to work. - // first, undo the swaps previously made - m.row(0).swap(m.row(2)); - m.row(1).swap(m.row(3)); - // swap row 0 with the the row among 0 and 1 that has the biggest 2 first coeffs - int swap0with = ei_abs(m.coeff(0,0))+ei_abs(m.coeff(0,1))>ei_abs(m.coeff(1,0))+ei_abs(m.coeff(1,1)) ? 0 : 1; - m.row(0).swap(m.row(swap0with)); - // swap row 1 with the the row among 2 and 3 that has the biggest 2 first coeffs - int swap1with = ei_abs(m.coeff(2,0))+ei_abs(m.coeff(2,1))>ei_abs(m.coeff(3,0))+ei_abs(m.coeff(3,1)) ? 2 : 3; - m.row(1).swap(m.row(swap1with)); - ei_compute_inverse_in_size4_case_helper(m, result); - result->col(1).swap(result->col(swap1with)); - result->col(0).swap(result->col(swap0with)); - } - } -} - - template<typename XprType, typename MatrixType> -bool ei_compute_inverse_in_size4_case_with_check(const XprType& matrix, MatrixType* result) +bool ei_compute_inverse_size4_with_check(const XprType& matrix, MatrixType* result) { - if(ei_compute_inverse_in_size4_case_helper(matrix, result)) + if(ei_compute_inverse_size4_helper(matrix, result)) { // good ! The topleft 2x2 block was invertible, so the 2x2 blocks approach is successful. return true; @@ -212,18 +154,17 @@ bool ei_compute_inverse_in_size4_case_with_check(const XprType& matrix, MatrixTy MatrixType m(matrix); m.row(0).swap(m.row(2)); m.row(1).swap(m.row(3)); - if(ei_compute_inverse_in_size4_case_helper(m, result)) + if(ei_compute_inverse_size4_helper(m, result)) { // good, the topleft 2x2 block of m is invertible. Since m is different from matrix in that some // rows were permuted, the actual inverse of matrix is derived from the inverse of m by permuting // the corresponding columns. result->col(0).swap(result->col(2)); result->col(1).swap(result->col(3)); - return true; + return true; } else { - // last possible case. Since matrix is assumed to be invertible, this last case has to work. // first, undo the swaps previously made m.row(0).swap(m.row(2)); m.row(1).swap(m.row(3)); @@ -233,17 +174,19 @@ bool ei_compute_inverse_in_size4_case_with_check(const XprType& matrix, MatrixTy // swap row 1 with the the row among 2 and 3 that has the biggest 2 first coeffs int swap1with = ei_abs(m.coeff(2,0))+ei_abs(m.coeff(2,1))>ei_abs(m.coeff(3,0))+ei_abs(m.coeff(3,1)) ? 2 : 3; m.row(1).swap(m.row(swap1with)); - if( ei_compute_inverse_in_size4_case_helper(m, result) ) - { - result->col(1).swap(result->col(swap1with)); - result->col(0).swap(result->col(swap0with)); - return true; - } - else{ - return false; } + if( ei_compute_inverse_size4_helper(m, result) ) + { + result->col(1).swap(result->col(swap1with)); + result->col(0).swap(result->col(swap0with)); + return true; + } + else + { + // non-invertible matrix + return false; + } } } - } @@ -276,7 +219,7 @@ struct ei_compute_inverse<MatrixType, 2> { static inline void run(const MatrixType& matrix, MatrixType* result) { - ei_compute_inverse_in_size2_case(matrix, result); + ei_compute_inverse_size2(matrix, result); } }; @@ -285,7 +228,7 @@ struct ei_compute_inverse<MatrixType, 3> { static inline void run(const MatrixType& matrix, MatrixType* result) { - ei_compute_inverse_in_size3_case(matrix, result); + ei_compute_inverse_size3<false, MatrixType, MatrixType>(matrix, result); } }; @@ -294,7 +237,7 @@ struct ei_compute_inverse<MatrixType, 4> { static inline void run(const MatrixType& matrix, MatrixType* result) { - ei_compute_inverse_in_size4_case(matrix, result); + ei_compute_inverse_size4_with_check(matrix, result); } }; @@ -302,14 +245,15 @@ struct ei_compute_inverse<MatrixType, 4> * * Computes the matrix inverse of this matrix. * - * \note This matrix must be invertible, otherwise the result is undefined. + * \note This matrix must be invertible, otherwise the result is undefined. If you need an invertibility check, use + * computeInverseWithCheck(). * * \param result Pointer to the matrix in which to store the result. * * Example: \include MatrixBase_computeInverse.cpp * Output: \verbinclude MatrixBase_computeInverse.out * - * \sa inverse() + * \sa inverse(), computeInverseWithCheck() */ template<typename Derived> inline void MatrixBase<Derived>::computeInverse(PlainMatrixType *result) const @@ -323,7 +267,8 @@ inline void MatrixBase<Derived>::computeInverse(PlainMatrixType *result) const * * \returns the matrix inverse of this matrix. * - * \note This matrix must be invertible, otherwise the result is undefined. + * \note This matrix must be invertible, otherwise the result is undefined. If you need an invertibility check, use + * computeInverseWithCheck(). * * \note This method returns a matrix by value, which can be inefficient. To avoid that overhead, * use computeInverse() instead. @@ -331,7 +276,7 @@ inline void MatrixBase<Derived>::computeInverse(PlainMatrixType *result) const * Example: \include MatrixBase_inverse.cpp * Output: \verbinclude MatrixBase_inverse.out * - * \sa computeInverse() + * \sa computeInverse(), computeInverseWithCheck() */ template<typename Derived> inline const typename MatrixBase<Derived>::PlainMatrixType MatrixBase<Derived>::inverse() const @@ -342,20 +287,20 @@ inline const typename MatrixBase<Derived>::PlainMatrixType MatrixBase<Derived>:: } -/***************************************** - * Compute inverse with invertibility check -*********************************************/ +/******************************************** + * Compute inverse with invertibility check * + *******************************************/ template<typename MatrixType, int Size = MatrixType::RowsAtCompileTime> struct ei_compute_inverse_with_check { static inline bool run(const MatrixType& matrix, MatrixType* result) { - typedef typename MatrixType::Scalar Scalar; - LU<MatrixType> lu( matrix ); - if( !lu.isInvertible() ) return false; - lu.computeInverse(result); - return true; + typedef typename MatrixType::Scalar Scalar; + LU<MatrixType> lu( matrix ); + if( !lu.isInvertible() ) return false; + lu.computeInverse(result); + return true; } }; @@ -364,11 +309,11 @@ struct ei_compute_inverse_with_check<MatrixType, 1> { static inline bool run(const MatrixType& matrix, MatrixType* result) { - if( 0 == result->coeffRef(0,0) ) return false; - - typedef typename MatrixType::Scalar Scalar; - result->coeffRef(0,0) = Scalar(1) / matrix.coeff(0,0); - return true; + if( 0 == result->coeffRef(0,0) ) return false; + + typedef typename MatrixType::Scalar Scalar; + result->coeffRef(0,0) = Scalar(1) / matrix.coeff(0,0); + return true; } }; @@ -377,7 +322,7 @@ struct ei_compute_inverse_with_check<MatrixType, 2> { static inline bool run(const MatrixType& matrix, MatrixType* result) { - return ei_compute_inverse_in_size2_case_with_check(matrix, result); + return ei_compute_inverse_size2_with_check(matrix, result); } }; @@ -386,7 +331,7 @@ struct ei_compute_inverse_with_check<MatrixType, 3> { static inline bool run(const MatrixType& matrix, MatrixType* result) { - return ei_compute_inverse_in_size3_case_with_check(matrix, result); + return ei_compute_inverse_size3<true, MatrixType, MatrixType>(matrix, result); } }; @@ -395,22 +340,19 @@ struct ei_compute_inverse_with_check<MatrixType, 4> { static inline bool run(const MatrixType& matrix, MatrixType* result) { - return ei_compute_inverse_in_size4_case_with_check(matrix, result); + return ei_compute_inverse_size4_with_check(matrix, result); } }; /** \lu_module * - * If the matrix is invertible, computes the matrix inverse of this matrix - * and returns true otherwise return false. + * Computation of matrix inverse, with invertibility check. * - * \note This matrix must be invertible, otherwise the result is undefined. + * \returns true if the matrix is invertible, false otherwise. * - * \param result Pointer to the matrix in which to store the result. Undefined - * if the matrix is not invertible. - * \return true if the matrix is invertible false otherwise. + * \param result Pointer to the matrix in which to store the result. * - * \sa inverse() + * \sa inverse(), computeInverse() */ template<typename Derived> inline bool MatrixBase<Derived>::computeInverseWithCheck(PlainMatrixType *result) const |