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Diffstat (limited to 'Eigen/src/Cholesky/Cholesky.h')
-rw-r--r-- | Eigen/src/Cholesky/Cholesky.h | 165 |
1 files changed, 0 insertions, 165 deletions
diff --git a/Eigen/src/Cholesky/Cholesky.h b/Eigen/src/Cholesky/Cholesky.h deleted file mode 100644 index 31451a6b0..000000000 --- a/Eigen/src/Cholesky/Cholesky.h +++ /dev/null @@ -1,165 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. Eigen itself is part of the KDE project. -// -// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr> -// -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. - -#ifndef EIGEN_CHOLESKY_H -#define EIGEN_CHOLESKY_H - -/** \ingroup Cholesky_Module - * - * \class Cholesky - * - * \deprecated this class has been renamed LLT - */ -template<typename MatrixType> class Cholesky -{ - private: - typedef typename MatrixType::Scalar Scalar; - typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar; - typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> VectorType; - - enum { - PacketSize = ei_packet_traits<Scalar>::size, - AlignmentMask = int(PacketSize)-1 - }; - - public: - - Cholesky(const MatrixType& matrix) - : m_matrix(matrix.rows(), matrix.cols()) - { - compute(matrix); - } - - /** \deprecated */ - inline Part<MatrixType, LowerTriangular> matrixL(void) const { return m_matrix; } - - /** \deprecated */ - inline bool isPositiveDefinite(void) const { return m_isPositiveDefinite; } - - template<typename Derived> - EIGEN_DEPRECATED typename MatrixBase<Derived>::PlainMatrixType_ColMajor solve(const MatrixBase<Derived> &b) const; - - template<typename RhsDerived, typename ResDerived> - bool solve(const MatrixBase<RhsDerived> &b, MatrixBase<ResDerived> *result) const; - - template<typename Derived> - bool solveInPlace(MatrixBase<Derived> &bAndX) const; - - void compute(const MatrixType& matrix); - - protected: - /** \internal - * Used to compute and store L - * The strict upper part is not used and even not initialized. - */ - MatrixType m_matrix; - bool m_isPositiveDefinite; -}; - -/** \deprecated */ -template<typename MatrixType> -void Cholesky<MatrixType>::compute(const MatrixType& a) -{ - assert(a.rows()==a.cols()); - const int size = a.rows(); - m_matrix.resize(size, size); - const RealScalar eps = ei_sqrt(precision<Scalar>()); - - RealScalar x; - x = ei_real(a.coeff(0,0)); - m_isPositiveDefinite = x > eps && ei_isMuchSmallerThan(ei_imag(a.coeff(0,0)), RealScalar(1)); - m_matrix.coeffRef(0,0) = ei_sqrt(x); - m_matrix.col(0).end(size-1) = a.row(0).end(size-1).adjoint() / ei_real(m_matrix.coeff(0,0)); - for (int j = 1; j < size; ++j) - { - Scalar tmp = ei_real(a.coeff(j,j)) - m_matrix.row(j).start(j).squaredNorm(); - x = ei_real(tmp); - if (x < eps || (!ei_isMuchSmallerThan(ei_imag(tmp), RealScalar(1)))) - { - m_isPositiveDefinite = false; - return; - } - m_matrix.coeffRef(j,j) = x = ei_sqrt(x); - - int endSize = size-j-1; - if (endSize>0) { - // Note that when all matrix columns have good alignment, then the following - // product is guaranteed to be optimal with respect to alignment. - m_matrix.col(j).end(endSize) = - (m_matrix.block(j+1, 0, endSize, j) * m_matrix.row(j).start(j).adjoint()).lazy(); - - // FIXME could use a.col instead of a.row - m_matrix.col(j).end(endSize) = (a.row(j).end(endSize).adjoint() - - m_matrix.col(j).end(endSize) ) / x; - } - } -} - -/** \deprecated */ -template<typename MatrixType> -template<typename Derived> -typename MatrixBase<Derived>::PlainMatrixType_ColMajor Cholesky<MatrixType>::solve(const MatrixBase<Derived> &b) const -{ - const int size = m_matrix.rows(); - ei_assert(size==b.rows()); - typename MatrixBase<Derived>::PlainMatrixType_ColMajor x(b); - solveInPlace(x); - return x; -} - -/** \deprecated */ -template<typename MatrixType> -template<typename RhsDerived, typename ResDerived> -bool Cholesky<MatrixType>::solve(const MatrixBase<RhsDerived> &b, MatrixBase<ResDerived> *result) const -{ - const int size = m_matrix.rows(); - ei_assert(size==b.rows() && "Cholesky::solve(): invalid number of rows of the right hand side matrix b"); - return solveInPlace((*result) = b); -} - -/** \deprecated */ -template<typename MatrixType> -template<typename Derived> -bool Cholesky<MatrixType>::solveInPlace(MatrixBase<Derived> &bAndX) const -{ - const int size = m_matrix.rows(); - ei_assert(size==bAndX.rows()); - if (!m_isPositiveDefinite) - return false; - matrixL().solveTriangularInPlace(bAndX); - m_matrix.adjoint().template part<UpperTriangular>().solveTriangularInPlace(bAndX); - return true; -} - -/** \cholesky_module - * \deprecated has been renamed llt() - */ -template<typename Derived> -inline const Cholesky<typename MatrixBase<Derived>::PlainMatrixType> -MatrixBase<Derived>::cholesky() const -{ - return Cholesky<PlainMatrixType>(derived()); -} - -#endif // EIGEN_CHOLESKY_H |