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*implement LU solver (solves any rectangular system)

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*in test/CMakeLists : modify EI_ADD_TEST so that 2nd argument is
additional compiler flags. used to add -O2 to test_product_large so it
doesn't take forever.
This commit is contained in:
Benoit Jacob 2008-08-09 15:23:54 +00:00
parent a41f2b4216
commit 681e944670
2 changed files with 41 additions and 44 deletions
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71
Eigen/src/LU/LU.h
View File

@ -108,10 +108,12 @@ template<typename MatrixType> class LU
LU<MatrixType>::MaxSmallDimAtCompileTime> kernel() const;
template<typename OtherDerived>
bool solve(
const MatrixBase<OtherDerived>& b,
Matrix<typename MatrixType::Scalar,
MatrixType::ColsAtCompileTime, OtherDerived::ColsAtCompileTime,
MatrixType::MaxColsAtCompileTime, OtherDerived::MaxColsAtCompileTime
> solve(MatrixBase<OtherDerived> *b) const;
MatrixType::MaxColsAtCompileTime, OtherDerived::MaxColsAtCompileTime> *result
) const;
/**
* This method returns the determinant of the matrix of which
@ -278,7 +280,6 @@ LU<MatrixType>::kernel() const
return result;
}
#if 0
template<typename MatrixType>
template<typename OtherDerived>
bool LU<MatrixType>::solve(
@ -296,55 +297,47 @@ bool LU<MatrixType>::solve(
* Step 4: result = Qd;
*/
ei_assert(b.rows() == m_lu.rows());
const int bigdim = std::max(m_lu.rows(), m_lu.cols());
const int smalldim = std::min(m_lu.rows(), m_lu.cols());
typename OtherDerived::Eval c(b.rows(), b.cols());
Matrix<typename MatrixType::Scalar,
MatrixType::ColsAtCompileTime, OtherDerived::ColsAtCompileTime,
MatrixType::MaxColsAtCompileTime, OtherDerived::MaxColsAtCompileTime>
d(m_lu.cols(), b.cols());
// Step 1
for(int i = 0; i < dim(); i++) c.row(m_p.coeff(i)) = b.row(i);
for(int i = 0; i < m_lu.rows(); i++) c.row(m_p.coeff(i)) = b.row(i);
// Step 2
Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime,
MatrixType::MaxRowsAtCompileTime,
MatrixType::MaxRowsAtCompileTime> l(m_lu.rows(), m_lu.rows());
l.setIdentity();
l.corner(Eigen::TopLeft,HEIGHT,SIZE) = lu.matrixL().corner(Eigen::TopLeft,HEIGHT,SIZE);
l.template marked<UnitLower>.solveInPlace(c);
l.setZero();
l.corner(Eigen::TopLeft,m_lu.rows(),smalldim)
= m_lu.corner(Eigen::TopLeft,m_lu.rows(),smalldim);
l.template marked<UnitLower>().inverseProductInPlace(c);
// Step 3
const int bigdim = std::max(m_lu.rows(), m_lu.cols());
const int smalldim = std::min(m_lu.rows(), m_lu.cols());
Matrix<Scalar, MatrixType::BigDimAtCompileTime, MatrixType::BigDimAtCompileTime,
MatrixType::MaxBigDimAtCompileTime,
MatrixType::MaxBigDimAtCompileTime> u(bigdim, bigdim);
u.setZero();
u.corner(TopLeft, smalldim, smalldim) = m_lu.corner(TopLeft, smalldim, smalldim)
.template part<Upper>();
if(m_lu.cols() > m_lu.rows())
u.corner(BottomLeft, m_lu.cols()-m_lu.rows(), m_lu.cols()).setZero();
const int size = std::min(m_lu.rows(), m_lu.cols());
for(int i = size-1; i >= m_rank; i--)
if(!isSurjective())
{
if(c.row(i).isMuchSmallerThan(ei_abs(m_lu.coeff(0,0))))
{
d.row(i).setConstant(Scalar(1));
}
else return false;
}
for(int i = m_rank-1; i >= 0; i--)
{
d.row(i) = c.row(i);
for( int j = i + 1; j <= dim() - 1; j++ )
{
rowptr += dim();
b[i] -= b[j] * (*rowptr);
}
b[i] /= *denomptr;
// is c is in the image of U ?
RealScalar biggest_in_c = c.corner(TopLeft, m_rank, c.cols()).cwise().abs().maxCoeff();
for(int col = 0; col < c.cols(); col++)
for(int row = m_rank; row < c.rows(); row++)
if(!ei_isMuchSmallerThan(c.coeff(row,col), biggest_in_c))
return false;
}
Matrix<Scalar, Dynamic, OtherDerived::ColsAtCompileTime,
MatrixType::MaxRowsAtCompileTime, OtherDerived::MaxColsAtCompileTime>
d(c.corner(TopLeft, m_rank, c.cols()));
m_lu.corner(TopLeft, m_rank, m_rank)
.template marked<Upper>()
.inverseProductInPlace(d);
// Step 4
result->resize(m_lu.cols(), b.cols());
for(int i = 0; i < m_rank; i++) result->row(m_q.coeff(i)) = d.row(i);
for(int i = m_rank; i < m_lu.cols(); i++) result->row(m_q.coeff(i)).setZero();
return true;
}
#endif
/** \return the LU decomposition of \c *this.
*

14
test/CMakeLists.txt
View File

@ -38,11 +38,11 @@ MACRO(EI_ADD_TEST testname)
SET(targetname test_${testname})
IF(${ARGC} EQUAL 2)
SET(filename ${ARGV1})
ELSE(${ARGC} EQUAL 2)
# IF(${ARGC} EQUAL 2)
# SET(filename ${ARGV1})
# ELSE(${ARGC} EQUAL 2)
SET(filename ${testname}.cpp)
ENDIF(${ARGC} EQUAL 2)
# ENDIF(${ARGC} EQUAL 2)
ADD_EXECUTABLE(${targetname} ${filename})
IF(NOT EIGEN_NO_ASSERTION_CHECKING)
@ -59,6 +59,10 @@ MACRO(EI_ADD_TEST testname)
ENDIF(NOT EIGEN_NO_ASSERTION_CHECKING)
IF(${ARGC} GREATER 1)
EI_ADD_TARGET_PROPERTY(${targetname} COMPILE_FLAGS "${ARGV1}")
ENDIF(${ARGC} GREATER 1)
EI_ADD_TARGET_PROPERTY(${targetname} COMPILE_FLAGS "-DEIGEN_TEST_FUNC=${testname}")
IF(TEST_LIB)
@ -86,7 +90,7 @@ EI_ADD_TEST(basicstuff)
EI_ADD_TEST(linearstructure)
EI_ADD_TEST(cwiseop)
EI_ADD_TEST(product_small)
EI_ADD_TEST(product_large)
EI_ADD_TEST(product_large "-O2")
EI_ADD_TEST(adjoint)
EI_ADD_TEST(submatrices)
EI_ADD_TEST(miscmatrices)