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fix bug #282: add the possibiliry to shift the diagonal coefficients via a linear function.

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This commit is contained in:
Gael Guennebaud 2011-12-03 18:26:08 +01:00
parent c861e05181
commit a09cc5d4c0
1 changed files with 23 additions and 3 deletions
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26
Eigen/src/SparseCholesky/SimplicialCholesky.h
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@ -96,11 +96,11 @@ class SimplicialCholeskyBase
/** Default constructor */
SimplicialCholeskyBase()
: m_info(Success), m_isInitialized(false)
: m_info(Success), m_isInitialized(false), m_shiftOffset(0), m_shiftScale(1)
{}
SimplicialCholeskyBase(const MatrixType& matrix)
: m_info(Success), m_isInitialized(false)
: m_info(Success), m_isInitialized(false), m_shiftOffset(0), m_shiftScale(1)
{
compute(matrix);
}
@ -172,6 +172,22 @@ class SimplicialCholeskyBase
const PermutationMatrix<Dynamic,Dynamic,Index>& permutationPinv() const
{ return m_Pinv; }
/** Sets the shift parameters that will be used to adjust the diagonal coefficients during the numerical factorization.
*
* During the numerical factorization, the diagonal coefficients are transformed by the following linear model:\n
* \c d_ii = \a offset + \a scale * \c d_ii
*
* The default is the identity transformation with \a offset=0, and \a scale=1.
*
* \returns a reference to \c *this.
*/
Derived& setShift(const Scalar& offset, const RealScalar& scale = 1)
{
m_shiftOffset = offset;
m_shiftScale = scale;
return derived();
}
#ifndef EIGEN_PARSED_BY_DOXYGEN
/** \internal */
template<typename Stream>
@ -264,6 +280,9 @@ class SimplicialCholeskyBase
VectorXi m_nonZerosPerCol;
PermutationMatrix<Dynamic,Dynamic,Index> m_P; // the permutation
PermutationMatrix<Dynamic,Dynamic,Index> m_Pinv; // the inverse permutation
Scalar m_shiftOffset;
RealScalar m_shiftScale;
};
template<typename _MatrixType, int _UpLo = Lower> class SimplicialLLt;
@ -719,7 +738,8 @@ void SimplicialCholeskyBase<Derived>::factorize(const MatrixType& a)
}
/* compute numerical values kth row of L (a sparse triangular solve) */
Scalar d = y[k]; // get D(k,k) and clear Y(k)
Scalar d = y[k] * m_shiftScale + m_shiftOffset; // get D(k,k), apply the shift function, and clear Y(k)
y[k] = 0.0;
for(; top < size; ++top)
{