Add LU::transpose().solve() and LU::adjoint().solve() API.

This commit is contained in:
Gael Guennebaud
2015-12-01 14:38:47 +01:00
parent 1663d15da7
commit 0bb12fa614
23 changed files with 267 additions and 48 deletions

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@@ -29,6 +29,7 @@ struct storage_kind_to_evaluator_kind {
template<typename StorageKind> struct storage_kind_to_shape;
template<> struct storage_kind_to_shape<Dense> { typedef DenseShape Shape; };
template<> struct storage_kind_to_shape<SolverStorage> { typedef SolverShape Shape; };
template<> struct storage_kind_to_shape<PermutationStorage> { typedef PermutationShape Shape; };
template<> struct storage_kind_to_shape<TranspositionsStorage> { typedef TranspositionsShape Shape; };

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@@ -48,6 +48,7 @@ public:
typedef typename internal::ref_selector<XprType>::type XprTypeNested;
typedef typename internal::remove_all<XprTypeNested>::type XprTypeNestedCleaned;
typedef typename internal::ref_selector<Inverse>::type Nested;
typedef typename internal::remove_all<XprType>::type NestedExpression;
explicit Inverse(const XprType &xpr)
: m_xpr(xpr)
@@ -62,25 +63,16 @@ protected:
XprTypeNested m_xpr;
};
/** \internal
* Specialization of the Inverse expression for dense expressions.
* Direct access to the coefficients are discared.
* FIXME this intermediate class is probably not needed anymore.
*/
template<typename XprType>
class InverseImpl<XprType,Dense>
: public MatrixBase<Inverse<XprType> >
// Generic API dispatcher
template<typename XprType, typename StorageKind>
class InverseImpl
: public internal::generic_xpr_base<Inverse<XprType> >::type
{
typedef Inverse<XprType> Derived;
public:
typedef MatrixBase<Derived> Base;
EIGEN_DENSE_PUBLIC_INTERFACE(Derived)
typedef typename internal::remove_all<XprType>::type NestedExpression;
typedef typename internal::generic_xpr_base<Inverse<XprType> >::type Base;
typedef typename XprType::Scalar Scalar;
private:
Scalar coeff(Index row, Index col) const;
Scalar coeff(Index i) const;
};

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@@ -34,12 +34,11 @@ template<typename Decomposition, typename RhsType,typename StorageKind> struct s
template<typename Decomposition, typename RhsType>
struct solve_traits<Decomposition,RhsType,Dense>
{
typedef typename Decomposition::MatrixType MatrixType;
typedef Matrix<typename RhsType::Scalar,
MatrixType::ColsAtCompileTime,
Decomposition::ColsAtCompileTime,
RhsType::ColsAtCompileTime,
RhsType::PlainObject::Options,
MatrixType::MaxColsAtCompileTime,
Decomposition::MaxColsAtCompileTime,
RhsType::MaxColsAtCompileTime> PlainObject;
};
@@ -145,6 +144,28 @@ struct Assignment<DstXprType, Solve<DecType,RhsType>, internal::assign_op<Scalar
}
};
// Specialization for "dst = dec.transpose().solve(rhs)"
template<typename DstXprType, typename DecType, typename RhsType, typename Scalar>
struct Assignment<DstXprType, Solve<Transpose<const DecType>,RhsType>, internal::assign_op<Scalar>, Dense2Dense, Scalar>
{
typedef Solve<Transpose<const DecType>,RhsType> SrcXprType;
static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar> &)
{
src.dec().nestedExpression().template _solve_impl_transposed<false>(src.rhs(), dst);
}
};
// Specialization for "dst = dec.adjoint().solve(rhs)"
template<typename DstXprType, typename DecType, typename RhsType, typename Scalar>
struct Assignment<DstXprType, Solve<CwiseUnaryOp<internal::scalar_conjugate_op<typename DecType::Scalar>, const Transpose<const DecType> >,RhsType>, internal::assign_op<Scalar>, Dense2Dense, Scalar>
{
typedef Solve<CwiseUnaryOp<internal::scalar_conjugate_op<typename DecType::Scalar>, const Transpose<const DecType> >,RhsType> SrcXprType;
static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar> &)
{
src.dec().nestedExpression().nestedExpression().template _solve_impl_transposed<true>(src.rhs(), dst);
}
};
} // end namepsace internal
} // end namespace Eigen

130
Eigen/src/Core/SolverBase.h Normal file
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@@ -0,0 +1,130 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2015 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#ifndef EIGEN_SOLVERBASE_H
#define EIGEN_SOLVERBASE_H
namespace Eigen {
namespace internal {
} // end namespace internal
/** \class SolverBase
* \brief A base class for matrix decomposition and solvers
*
* \tparam Derived the actual type of the decomposition/solver.
*
* Any matrix decomposition inheriting this base class provide the following API:
*
* \code
* MatrixType A, b, x;
* DecompositionType dec(A);
* x = dec.solve(b); // solve A * x = b
* x = dec.transpose().solve(b); // solve A^T * x = b
* x = dec.adjoint().solve(b); // solve A' * x = b
* \endcode
*
* \warning Currently, any other usage of transpose() and adjoint() are not supported and will produce compilation errors.
*
* \sa class PartialPivLU, class FullPivLU
*/
template<typename Derived>
class SolverBase : public EigenBase<Derived>
{
public:
typedef EigenBase<Derived> Base;
typedef typename internal::traits<Derived>::Scalar Scalar;
typedef Scalar CoeffReturnType;
enum {
RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
SizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::RowsAtCompileTime,
internal::traits<Derived>::ColsAtCompileTime>::ret),
MaxRowsAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime,
MaxColsAtCompileTime = internal::traits<Derived>::MaxColsAtCompileTime,
MaxSizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::MaxRowsAtCompileTime,
internal::traits<Derived>::MaxColsAtCompileTime>::ret),
IsVectorAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime == 1
|| internal::traits<Derived>::MaxColsAtCompileTime == 1
};
/** Default constructor */
SolverBase()
{}
~SolverBase()
{}
using Base::derived;
/** \returns an expression of the solution x of \f$ A x = b \f$ using the current decomposition of A.
*/
template<typename Rhs>
inline const Solve<Derived, Rhs>
solve(const MatrixBase<Rhs>& b) const
{
eigen_assert(derived().rows()==b.rows() && "solve(): invalid number of rows of the right hand side matrix b");
return Solve<Derived, Rhs>(derived(), b.derived());
}
/** \internal the return type of transpose() */
typedef typename internal::add_const<Transpose<const Derived> >::type ConstTransposeReturnType;
/** \returns an expression of the transposed of the factored matrix.
*
* A typical usage is to solve for the transposed problem A^T x = b:
* \code x = dec.transpose().solve(b); \endcode
*
* \sa adjoint(), solve()
*/
inline ConstTransposeReturnType transpose() const
{
return ConstTransposeReturnType(derived());
}
/** \internal the return type of adjoint() */
typedef typename internal::conditional<NumTraits<Scalar>::IsComplex,
CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>, ConstTransposeReturnType>,
ConstTransposeReturnType
>::type AdjointReturnType;
/** \returns an expression of the adjoint of the factored matrix
*
* A typical usage is to solve for the adjoint problem A' x = b:
* \code x = dec.adjoint().solve(b); \endcode
*
* For real scalar types, this function is equivalent to transpose().
*
* \sa transpose(), solve()
*/
inline AdjointReturnType adjoint() const
{
return AdjointReturnType(derived().transpose());
}
protected:
};
namespace internal {
template<typename Derived>
struct generic_xpr_base<Derived, MatrixXpr, SolverStorage>
{
typedef SolverBase<Derived> type;
};
} // end namespace internal
} // end namespace Eigen
#endif // EIGEN_SOLVERBASE_H

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@@ -39,7 +39,7 @@ struct traits<Transpose<MatrixType> > : public traits<MatrixType>
MaxRowsAtCompileTime = MatrixType::MaxColsAtCompileTime,
MaxColsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
FlagsLvalueBit = is_lvalue<MatrixType>::value ? LvalueBit : 0,
Flags0 = MatrixTypeNestedPlain::Flags & ~(LvalueBit | NestByRefBit),
Flags0 = traits<MatrixTypeNestedPlain>::Flags & ~(LvalueBit | NestByRefBit),
Flags1 = Flags0 | FlagsLvalueBit,
Flags = Flags1 ^ RowMajorBit,
InnerStrideAtCompileTime = inner_stride_at_compile_time<MatrixType>::ret,

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@@ -492,6 +492,9 @@ struct Dense {};
/** The type used to identify a general sparse storage. */
struct Sparse {};
/** The type used to identify a general solver (foctored) storage. */
struct SolverStorage {};
/** The type used to identify a permutation storage. */
struct PermutationStorage {};
@@ -506,6 +509,7 @@ struct ArrayXpr {};
// An evaluator must define its shape. By default, it can be one of the following:
struct DenseShape { static std::string debugName() { return "DenseShape"; } };
struct SolverShape { static std::string debugName() { return "SolverShape"; } };
struct HomogeneousShape { static std::string debugName() { return "HomogeneousShape"; } };
struct DiagonalShape { static std::string debugName() { return "DiagonalShape"; } };
struct BandShape { static std::string debugName() { return "BandShape"; } };

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@@ -132,6 +132,7 @@ template<typename MatrixType> struct CommaInitializer;
template<typename Derived> class ReturnByValue;
template<typename ExpressionType> class ArrayWrapper;
template<typename ExpressionType> class MatrixWrapper;
template<typename Derived> class SolverBase;
template<typename XprType> class InnerIterator;
namespace internal {