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* solveTriangularInPlace(): take a const ref and const_cast it, to allow passing temporary xprs.
* improvements, simplifications in LU::solve() * remove remnant of old norm2()
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@ -344,13 +344,12 @@ template<typename Derived> class MatrixBase
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solveTriangular(const MatrixBase<OtherDerived>& other) const;
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template<typename OtherDerived>
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void solveTriangularInPlace(MatrixBase<OtherDerived>& other) const;
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void solveTriangularInPlace(const MatrixBase<OtherDerived>& other) const;
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template<typename OtherDerived>
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Scalar dot(const MatrixBase<OtherDerived>& other) const;
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RealScalar squaredNorm() const;
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RealScalar norm2() const;
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RealScalar norm() const;
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const PlainMatrixType normalized() const;
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void normalize();
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@ -221,13 +221,17 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,ColMajor|IsDense>
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};
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/** "in-place" version of MatrixBase::solveTriangular() where the result is written in \a other
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*
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* The parameter is only marked 'const' to make the C++ compiler accept a temporary expression here.
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* This function will const_cast it, so constness isn't honored here.
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*
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* See MatrixBase:solveTriangular() for the details.
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*/
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template<typename Derived>
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template<typename OtherDerived>
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void MatrixBase<Derived>::solveTriangularInPlace(MatrixBase<OtherDerived>& other) const
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void MatrixBase<Derived>::solveTriangularInPlace(const MatrixBase<OtherDerived>& _other) const
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{
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MatrixBase<OtherDerived>& other = _other.const_cast_derived();
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ei_assert(derived().cols() == derived().rows());
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ei_assert(derived().cols() == other.rows());
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ei_assert(!(Flags & ZeroDiagBit));
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@ -474,13 +474,13 @@ bool LU<MatrixType>::solve(
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* So we proceed as follows:
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* Step 1: compute c = Pb.
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* Step 2: replace c by the solution x to Lx = c. Exists because L is invertible.
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* Step 3: compute d such that Ud = c. Check if such d really exists.
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* Step 4: result = Qd;
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* Step 3: replace c by the solution x to Ux = c. Check if a solution really exists.
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* Step 4: result = Qc;
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*/
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const int rows = m_lu.rows(), cols = m_lu.cols();
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ei_assert(b.rows() == rows);
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const int smalldim = std::min(rows, m_lu.cols());
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const int smalldim = std::min(rows, cols);
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typename OtherDerived::PlainMatrixType c(b.rows(), b.cols());
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@ -488,19 +488,13 @@ bool LU<MatrixType>::solve(
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for(int i = 0; i < rows; ++i) c.row(m_p.coeff(i)) = b.row(i);
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// Step 2
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if(rows <= cols)
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m_lu.corner(Eigen::TopLeft,rows,smalldim).template marked<UnitLowerTriangular>().solveTriangularInPlace(c);
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else
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m_lu.corner(Eigen::TopLeft,smalldim,smalldim).template marked<UnitLowerTriangular>()
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.solveTriangularInPlace(
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c.corner(Eigen::TopLeft, smalldim, c.cols()));
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if(rows>cols)
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{
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// construct the L matrix. We shouldn't do that everytime, it is a very large overhead in the case of vector solving.
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// However the case rows>cols is rather unusual with LU so this is probably not a huge priority.
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Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime,
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MatrixType::Options,
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MatrixType::MaxRowsAtCompileTime,
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MatrixType::MaxRowsAtCompileTime> l(rows, rows);
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l.setZero();
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l.corner(Eigen::TopLeft,rows,smalldim) = m_lu.corner(Eigen::TopLeft,rows,smalldim);
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l.template marked<UnitLowerTriangular>().solveTriangularInPlace(c);
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c.corner(Eigen::BottomLeft, rows-cols, c.cols())
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-= m_lu.corner(Eigen::BottomLeft, rows-cols, cols) * c.corner(Eigen::TopLeft, cols, c.cols());
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}
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// Step 3
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@ -513,17 +507,13 @@ bool LU<MatrixType>::solve(
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if(!ei_isMuchSmallerThan(c.coeff(row,col), biggest_in_c))
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return false;
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}
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Matrix<Scalar, Dynamic, OtherDerived::ColsAtCompileTime,
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MatrixType::Options,
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MatrixType::MaxRowsAtCompileTime, OtherDerived::MaxColsAtCompileTime>
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d(c.corner(TopLeft, m_rank, c.cols()));
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m_lu.corner(TopLeft, m_rank, m_rank)
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.template marked<UpperTriangular>()
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.solveTriangularInPlace(d);
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.solveTriangularInPlace(c.corner(TopLeft, m_rank, c.cols()));
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// Step 4
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result->resize(m_lu.cols(), b.cols());
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for(int i = 0; i < m_rank; ++i) result->row(m_q.coeff(i)) = d.row(i);
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for(int i = 0; i < m_rank; ++i) result->row(m_q.coeff(i)) = c.row(i);
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for(int i = m_rank; i < m_lu.cols(); ++i) result->row(m_q.coeff(i)).setZero();
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return true;
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}
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