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-rw-r--r--Eigen/src/Cholesky/LDLT.h98
1 files changed, 49 insertions, 49 deletions
diff --git a/Eigen/src/Cholesky/LDLT.h b/Eigen/src/Cholesky/LDLT.h
index aa9784e54..5acbf4651 100644
--- a/Eigen/src/Cholesky/LDLT.h
+++ b/Eigen/src/Cholesky/LDLT.h
@@ -85,7 +85,7 @@ template<typename _MatrixType, int _UpLo> class LDLT
* according to the specified problem \a size.
* \sa LDLT()
*/
- LDLT(Index size)
+ explicit LDLT(Index size)
: m_matrix(size, size),
m_transpositions(size),
m_temporary(size),
@@ -98,7 +98,7 @@ template<typename _MatrixType, int _UpLo> class LDLT
* This calculates the decomposition for the input \a matrix.
* \sa LDLT(Index size)
*/
- LDLT(const MatrixType& matrix)
+ explicit LDLT(const MatrixType& matrix)
: m_matrix(matrix.rows(), matrix.cols()),
m_transpositions(matrix.rows()),
m_temporary(matrix.rows()),
@@ -175,13 +175,13 @@ template<typename _MatrixType, int _UpLo> class LDLT
* \sa MatrixBase::ldlt(), SelfAdjointView::ldlt()
*/
template<typename Rhs>
- inline const internal::solve_retval<LDLT, Rhs>
+ inline const Solve<LDLT, Rhs>
solve(const MatrixBase<Rhs>& b) const
{
eigen_assert(m_isInitialized && "LDLT is not initialized.");
eigen_assert(m_matrix.rows()==b.rows()
&& "LDLT::solve(): invalid number of rows of the right hand side matrix b");
- return internal::solve_retval<LDLT, Rhs>(*this, b.derived());
+ return Solve<LDLT, Rhs>(*this, b.derived());
}
template<typename Derived>
@@ -217,6 +217,12 @@ template<typename _MatrixType, int _UpLo> class LDLT
eigen_assert(m_isInitialized && "LDLT is not initialized.");
return Success;
}
+
+ #ifndef EIGEN_PARSED_BY_DOXYGEN
+ template<typename RhsType, typename DstType>
+ EIGEN_DEVICE_FUNC
+ void _solve_impl(const RhsType &rhs, DstType &dst) const;
+ #endif
protected:
@@ -400,16 +406,16 @@ template<typename MatrixType> struct LDLT_Traits<MatrixType,Lower>
{
typedef const TriangularView<const MatrixType, UnitLower> MatrixL;
typedef const TriangularView<const typename MatrixType::AdjointReturnType, UnitUpper> MatrixU;
- static inline MatrixL getL(const MatrixType& m) { return m; }
- static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); }
+ static inline MatrixL getL(const MatrixType& m) { return MatrixL(m); }
+ static inline MatrixU getU(const MatrixType& m) { return MatrixU(m.adjoint()); }
};
template<typename MatrixType> struct LDLT_Traits<MatrixType,Upper>
{
typedef const TriangularView<const typename MatrixType::AdjointReturnType, UnitLower> MatrixL;
typedef const TriangularView<const MatrixType, UnitUpper> MatrixU;
- static inline MatrixL getL(const MatrixType& m) { return m.adjoint(); }
- static inline MatrixU getU(const MatrixType& m) { return m; }
+ static inline MatrixL getL(const MatrixType& m) { return MatrixL(m.adjoint()); }
+ static inline MatrixU getU(const MatrixType& m) { return MatrixU(m); }
};
} // end namespace internal
@@ -427,6 +433,7 @@ LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::compute(const MatrixType& a)
m_transpositions.resize(size);
m_isInitialized = false;
m_temporary.resize(size);
+ m_sign = internal::ZeroSign;
internal::ldlt_inplace<UpLo>::unblocked(m_matrix, m_transpositions, m_temporary, m_sign);
@@ -466,52 +473,45 @@ LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::rankUpdate(const MatrixBase<Deri
return *this;
}
-namespace internal {
-template<typename _MatrixType, int _UpLo, typename Rhs>
-struct solve_retval<LDLT<_MatrixType,_UpLo>, Rhs>
- : solve_retval_base<LDLT<_MatrixType,_UpLo>, Rhs>
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename _MatrixType, int _UpLo>
+template<typename RhsType, typename DstType>
+void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) const
{
- typedef LDLT<_MatrixType,_UpLo> LDLTType;
- EIGEN_MAKE_SOLVE_HELPERS(LDLTType,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
+ eigen_assert(rhs.rows() == rows());
+ // dst = P b
+ dst = m_transpositions * rhs;
+
+ // dst = L^-1 (P b)
+ matrixL().solveInPlace(dst);
+
+ // dst = D^-1 (L^-1 P b)
+ // more precisely, use pseudo-inverse of D (see bug 241)
+ using std::abs;
+ const typename Diagonal<const MatrixType>::RealReturnType vecD(vectorD());
+ // In some previous versions, tolerance was set to the max of 1/highest and the maximal diagonal entry * epsilon
+ // as motivated by LAPACK's xGELSS:
+ // RealScalar tolerance = numext::maxi(vectorD.array().abs().maxCoeff() *NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest());
+ // However, LDLT is not rank revealing, and so adjusting the tolerance wrt to the highest
+ // diagonal element is not well justified and to numerical issues in some cases.
+ // Moreover, Lapack's xSYTRS routines use 0 for the tolerance.
+ RealScalar tolerance = RealScalar(1) / NumTraits<RealScalar>::highest();
+
+ for (Index i = 0; i < vecD.size(); ++i)
{
- eigen_assert(rhs().rows() == dec().matrixLDLT().rows());
- // dst = P b
- dst = dec().transpositionsP() * rhs();
-
- // dst = L^-1 (P b)
- dec().matrixL().solveInPlace(dst);
-
- // dst = D^-1 (L^-1 P b)
- // more precisely, use pseudo-inverse of D (see bug 241)
- using std::abs;
- EIGEN_USING_STD_MATH(max);
- typedef typename LDLTType::MatrixType MatrixType;
- typedef typename LDLTType::RealScalar RealScalar;
- const typename Diagonal<const MatrixType>::RealReturnType vectorD(dec().vectorD());
- // In some previous versions, tolerance was set to the max of 1/highest and the maximal diagonal entry * epsilon
- // as motivated by LAPACK's xGELSS:
- // RealScalar tolerance = (max)(vectorD.array().abs().maxCoeff() *NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest());
- // However, LDLT is not rank revealing, and so adjusting the tolerance wrt to the highest
- // diagonal element is not well justified and to numerical issues in some cases.
- // Moreover, Lapack's xSYTRS routines use 0 for the tolerance.
- RealScalar tolerance = RealScalar(1) / NumTraits<RealScalar>::highest();
- for (Index i = 0; i < vectorD.size(); ++i) {
- if(abs(vectorD(i)) > tolerance)
- dst.row(i) /= vectorD(i);
- else
- dst.row(i).setZero();
- }
+ if(abs(vecD(i)) > tolerance)
+ dst.row(i) /= vecD(i);
+ else
+ dst.row(i).setZero();
+ }
- // dst = L^-T (D^-1 L^-1 P b)
- dec().matrixU().solveInPlace(dst);
+ // dst = L^-T (D^-1 L^-1 P b)
+ matrixU().solveInPlace(dst);
- // dst = P^-1 (L^-T D^-1 L^-1 P b) = A^-1 b
- dst = dec().transpositionsP().transpose() * dst;
- }
-};
+ // dst = P^-1 (L^-T D^-1 L^-1 P b) = A^-1 b
+ dst = m_transpositions.transpose() * dst;
}
+#endif
/** \internal use x = ldlt_object.solve(x);
*
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