eigen2: pass lu test

2026-04-10 11:34:33 +08:00 · 2011-01-25 10:02:36 -05:00
parent 3e2469f951
commit 09d1923f61
6 changed files with 154 additions and 8 deletions
--- a/Eigen/src/Eigen2Support/LU.h
+++ b/Eigen/src/Eigen2Support/LU.h
@@ -0,0 +1,133 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN2_LU_H
+#define EIGEN2_LU_H
+
+template<typename MatrixType>
+class LU : public FullPivLU<MatrixType>
+{
+  public:
+
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+    typedef Matrix<int, 1, MatrixType::ColsAtCompileTime, MatrixType::Options, 1, MatrixType::MaxColsAtCompileTime> IntRowVectorType;
+    typedef Matrix<int, MatrixType::RowsAtCompileTime, 1, MatrixType::Options, MatrixType::MaxRowsAtCompileTime, 1> IntColVectorType;
+    typedef Matrix<Scalar, 1, MatrixType::ColsAtCompileTime, MatrixType::Options, 1, MatrixType::MaxColsAtCompileTime> RowVectorType;
+    typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1, MatrixType::Options, MatrixType::MaxRowsAtCompileTime, 1> ColVectorType;
+
+    typedef Matrix<typename MatrixType::Scalar,
+                  MatrixType::ColsAtCompileTime, // the number of rows in the "kernel matrix" is the number of cols of the original matrix
+                                                 // so that the product "matrix * kernel = zero" makes sense
+                  Dynamic,                       // we don't know at compile-time the dimension of the kernel
+                  MatrixType::Options,
+                  MatrixType::MaxColsAtCompileTime, // see explanation for 2nd template parameter
+                  MatrixType::MaxColsAtCompileTime // the kernel is a subspace of the domain space, whose dimension is the number
+                                                   // of columns of the original matrix
+    > KernelResultType;
+
+    typedef Matrix<typename MatrixType::Scalar,
+                   MatrixType::RowsAtCompileTime, // the image is a subspace of the destination space, whose dimension is the number
+                                                  // of rows of the original matrix
+                   Dynamic,                       // we don't know at compile time the dimension of the image (the rank)
+                   MatrixType::Options,
+                   MatrixType::MaxRowsAtCompileTime, // the image matrix will consist of columns from the original matrix,
+                   MatrixType::MaxColsAtCompileTime  // so it has the same number of rows and at most as many columns.
+    > ImageResultType;
+
+    typedef FullPivLU<MatrixType> Base;
+    LU() : Base() {}
+
+    template<typename T>
+    explicit LU(const T& t) : Base(t), m_originalMatrix(t) {}
+
+    template<typename OtherDerived, typename ResultType>
+    bool solve(const MatrixBase<OtherDerived>& b, ResultType *result) const
+    {
+      *result = static_cast<const Base*>(this)->solve(b);
+      return true;
+    }
+
+    template<typename ResultType>
+    inline void computeInverse(ResultType *result) const
+    {
+      solve(MatrixType::Identity(this->rows(), this->cols()), result);
+    }
+    
+    template<typename KernelMatrixType>
+    void computeKernel(KernelMatrixType *result) const
+    {
+      *result = static_cast<const Base*>(this)->kernel();
+    }
+    
+    template<typename ImageMatrixType>
+    void computeImage(ImageMatrixType *result) const
+    {
+      *result = static_cast<const Base*>(this)->image(m_originalMatrix);
+    }
+    
+    const ImageResultType image() const
+    {
+      return static_cast<const Base*>(this)->image(m_originalMatrix);
+    }
+    
+    const MatrixType& m_originalMatrix;
+};
+
+#if EIGEN2_SUPPORT_STAGE < STAGE20_RESOLVE_API_CONFLICTS
+/** \lu_module
+  *
+  * Synonym of partialPivLu().
+  *
+  * \return the partial-pivoting LU decomposition of \c *this.
+  *
+  * \sa class PartialPivLU
+  */
+template<typename Derived>
+inline const LU<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::lu() const
+{
+  return LU<PlainObject>(eval());
+}
+#endif
+
+#ifdef EIGEN2_SUPPORT
+/** \lu_module
+  *
+  * Synonym of partialPivLu().
+  *
+  * \return the partial-pivoting LU decomposition of \c *this.
+  *
+  * \sa class PartialPivLU
+  */
+template<typename Derived>
+inline const LU<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::eigen2_lu() const
+{
+  return LU<PlainObject>(eval());
+}
+#endif
+
+
+#endif // EIGEN2_LU_H