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Correct bug in SPQR backend and replace matrixQR by matrixR

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Desire NUENTSA 2013-01-29 17:48:30 +01:00
parent 8bc00925e5
commit 35647b0133
2 changed files with 24 additions and 20 deletions
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38
Eigen/src/SPQRSupport/SuiteSparseQRSupport.h
View File

@ -60,7 +60,7 @@ class SPQR
typedef typename _MatrixType::Scalar Scalar;
typedef typename _MatrixType::RealScalar RealScalar;
typedef UF_long Index ;
typedef SparseMatrix<Scalar, _MatrixType::Flags, Index> MatrixType;
typedef SparseMatrix<Scalar, ColMajor, Index> MatrixType;
typedef PermutationMatrix<Dynamic, Dynamic> PermutationType;
public:
SPQR()
@ -88,7 +88,7 @@ class SPQR
delete[] m_E;
delete[] m_HPinv;
}
void compute(const MatrixType& matrix)
void compute(const _MatrixType& matrix)
{
MatrixType mat(matrix);
cholmod_sparse A;
@ -105,20 +105,18 @@ class SPQR
}
m_info = Success;
m_isInitialized = true;
m_isRUpToDate = false;
}
/**
* Get the number of rows of the triangular matrix.
* Get the number of rows of the input matrix and the Q matrix
*/
inline Index rows() const { return m_cR->nrow; }
inline Index rows() const {return m_H->nrow; }
/**
* Get the number of columns of the triangular matrix.
* Get the number of columns of the input matrix.
*/
inline Index cols() const { return m_cR->ncol; }
/**
* This is the number of rows in the input matrix and the Q matrix
*/
inline Index rowsQ() const {return m_HTau->nrow; }
/** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
*
* \sa compute()
@ -126,8 +124,8 @@ class SPQR
template<typename Rhs>
inline const internal::solve_retval<SPQR, Rhs> solve(const MatrixBase<Rhs>& B) const
{
eigen_assert(m_isInitialized && " The QR factorization should be computed first, call compute()");
eigen_assert(rows()==B.rows()
eigen_assert(m_isInitialized && " The QR factorization should be computed first, call compute()");
eigen_assert(this->rows()==B.rows()
&& "SPQR::solve(): invalid number of rows of the right hand side matrix B");
return internal::solve_retval<SPQR, Rhs>(*this, B.derived());
}
@ -143,18 +141,22 @@ class SPQR
// Solves with the triangular matrix R
Dest y;
y = this->matrixQR().template triangularView<Upper>().solve(dest.derived());
y = this->matrixR().solve(dest.derived().topRows(cols()));
// Apply the column permutation
dest = colsPermutation() * y;
m_info = Success;
}
/// Get the sparse triangular matrix R. It is a sparse matrix
MatrixType matrixQR() const
const SparseTriangularView<MatrixType, Upper> matrixR() const
{
MatrixType R;
R = viewAsEigen<Scalar, MatrixType::Flags, typename MatrixType::Index>(*m_cR);
return R;
eigen_assert(m_isInitialized && " The QR factorization should be computed first, call compute()");
if(!m_isRUpToDate) {
m_R = viewAsEigen<Scalar,ColMajor, typename MatrixType::Index>(*m_cR);
m_isRUpToDate = true;
}
return m_R;
}
/// Get an expression of the matrix Q
SPQRMatrixQReturnType<SPQR> matrixQ() const
@ -206,11 +208,13 @@ class SPQR
bool m_isInitialized;
bool m_analysisIsOk;
bool m_factorizationIsOk;
mutable bool m_isRUpToDate;
mutable ComputationInfo m_info;
int m_ordering; // Ordering method to use, see SPQR's manual
int m_allow_tol; // Allow to use some tolerance during numerical factorization.
RealScalar m_tolerance; // treat columns with 2-norm below this tolerance as zero
mutable cholmod_sparse *m_cR; // The sparse R factor in cholmod format
mutable MatrixType m_R; // The sparse matrix R in Eigen format
mutable Index *m_E; // The permutation applied to columns
mutable cholmod_sparse *m_H; //The householder vectors
mutable Index *m_HPinv; // The row permutation of H
@ -227,7 +231,7 @@ struct SPQR_QProduct : ReturnByValue<SPQR_QProduct<SPQRType,Derived> >
//Define the constructor to get reference to argument types
SPQR_QProduct(const SPQRType& spqr, const Derived& other, bool transpose) : m_spqr(spqr),m_other(other),m_transpose(transpose) {}
inline Index rows() const { return m_transpose ? m_spqr.rowsQ() : m_spqr.cols(); }
inline Index rows() const { return m_transpose ? m_spqr.rows() : m_spqr.cols(); }
inline Index cols() const { return m_other.cols(); }
// Assign to a vector
template<typename ResType>

6
test/spqr_support.cpp
View File

@ -15,7 +15,7 @@ int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows
eigen_assert(maxRows >= maxCols);
typedef typename MatrixType::Scalar Scalar;
int rows = internal::random<int>(1,maxRows);
int cols = internal::random<int>(1,maxCols);
int cols = internal::random<int>(1,rows);
double density = (std::max)(8./(rows*cols), 0.01);
A.resize(rows,rows);
@ -35,8 +35,8 @@ template<typename Scalar> void test_spqr_scalar()
SPQR<MatrixType> solver;
generate_sparse_rectangular_problem(A,dA);
int n = A.cols();
b = DenseVector::Random(n);
int m = A.rows();
b = DenseVector::Random(m);
solver.compute(A);
if (solver.info() != Success)
{