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This commit is contained in:
Gael Guennebaud
2014-08-29 15:20:31 +02:00
parent f29dbec321 aec3d90ca6
commit 124d12a915
41 changed files with 630 additions and 296 deletions
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22
Eigen/src/Core/Matrix.h
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@@ -262,9 +262,15 @@ class Matrix
/** \brief Constructs a vector or row-vector with given dimension. \only_for_vectors
*
* Note that this is only useful for dynamic-size vectors. For fixed-size vectors,
* it is redundant to pass the dimension here, so it makes more sense to use the default
* constructor Matrix() instead.
* This is useful for dynamic-size vectors. For fixed-size vectors,
* it is redundant to pass these parameters, so one should use the default constructor
* Matrix() instead.
*
* \warning This constructor is disabled for fixed-size \c 1x1 matrices. For instance,
* calling Matrix<double,1,1>(1) will call the initialization constructor: Matrix(const Scalar&).
* For fixed-size \c 1x1 matrices it is thefore recommended to use the default
* constructor Matrix() instead, especilly when using one of the non standard
* \c EIGEN_INITIALIZE_MATRICES_BY_{ZERO,\c NAN} macros (see \ref TopicPreprocessorDirectives).
*/
EIGEN_STRONG_INLINE explicit Matrix(Index dim);
/** \brief Constructs an initialized 1x1 matrix with the given coefficient */
@@ -273,9 +279,17 @@ class Matrix
*
* This is useful for dynamic-size matrices. For fixed-size matrices,
* it is redundant to pass these parameters, so one should use the default constructor
* Matrix() instead. */
* Matrix() instead.
*
* \warning This constructor is disabled for fixed-size \c 1x2 and \c 2x1 vectors. For instance,
* calling Matrix2f(2,1) will call the initialization constructor: Matrix(const Scalar& x, const Scalar& y).
* For fixed-size \c 1x2 or \c 2x1 vectors it is thefore recommended to use the default
* constructor Matrix() instead, especilly when using one of the non standard
* \c EIGEN_INITIALIZE_MATRICES_BY_{ZERO,\c NAN} macros (see \ref TopicPreprocessorDirectives).
*/
EIGEN_DEVICE_FUNC
Matrix(Index rows, Index cols);
/** \brief Constructs an initialized 2D vector with given coefficients */
Matrix(const Scalar& x, const Scalar& y);
#endif

2
Eigen/src/Core/PermutationMatrix.h
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@@ -265,7 +265,7 @@ class PermutationBase : public EigenBase<Derived>
*
* \param SizeAtCompileTime the number of rows/cols, or Dynamic
* \param MaxSizeAtCompileTime the maximum number of rows/cols, or Dynamic. This optional parameter defaults to SizeAtCompileTime. Most of the time, you should not have to specify it.
* \param StorageIndexType the interger type of the indices
* \param StorageIndexType the integer type of the indices
*
* This class represents a permutation matrix, internally stored as a vector of integers.
*

30
Eigen/src/Core/PlainObjectBase.h
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@@ -702,6 +702,7 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
FLOATING_POINT_ARGUMENT_PASSED__INTEGER_WAS_EXPECTED)
resize(nbRows,nbCols);
}
template<typename T0, typename T1>
EIGEN_DEVICE_FUNC
EIGEN_STRONG_INLINE void _init2(const Scalar& val0, const Scalar& val1, typename internal::enable_if<Base::SizeAtCompileTime==2,T0>::type* = 0)
@@ -710,12 +711,27 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
m_storage.data()[0] = val0;
m_storage.data()[1] = val1;
}
template<typename T0, typename T1>
EIGEN_DEVICE_FUNC
EIGEN_STRONG_INLINE void _init2(const Index& val0, const Index& val1,
typename internal::enable_if< (!internal::is_same<Index,Scalar>::value)
&& (internal::is_same<T0,Index>::value)
&& (internal::is_same<T1,Index>::value)
&& Base::SizeAtCompileTime==2,T1>::type* = 0)
{
EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(PlainObjectBase, 2)
m_storage.data()[0] = Scalar(val0);
m_storage.data()[1] = Scalar(val1);
}
template<typename T>
EIGEN_DEVICE_FUNC
EIGEN_STRONG_INLINE void _init1(Index size, typename internal::enable_if<Base::SizeAtCompileTime!=1 || !internal::is_convertible<T, Scalar>::value,T>::type* = 0)
{
EIGEN_STATIC_ASSERT(bool(NumTraits<T>::IsInteger),
// NOTE MSVC 2008 complains if we directly put bool(NumTraits<T>::IsInteger) as the EIGEN_STATIC_ASSERT argument.
const bool is_integer = NumTraits<T>::IsInteger;
EIGEN_STATIC_ASSERT(is_integer,
FLOATING_POINT_ARGUMENT_PASSED__INTEGER_WAS_EXPECTED)
resize(size);
}
@@ -726,6 +742,18 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(PlainObjectBase, 1)
m_storage.data()[0] = val0;
}
template<typename T>
EIGEN_DEVICE_FUNC
EIGEN_STRONG_INLINE void _init1(const Index& val0,
typename internal::enable_if< (!internal::is_same<Index,Scalar>::value)
&& (internal::is_same<Index,T>::value)
&& Base::SizeAtCompileTime==1
&& internal::is_convertible<T, Scalar>::value,T*>::type* = 0)
{
EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(PlainObjectBase, 1)
m_storage.data()[0] = Scalar(val0);
}
template<typename T>
EIGEN_DEVICE_FUNC

18
Eigen/src/Core/Ref.h
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@@ -15,17 +15,17 @@ namespace Eigen {
/** \class Ref
* \ingroup Core_Module
*
* \brief A matrix or vector expression mapping an existing expressions
* \brief A matrix or vector expression mapping an existing expression
*
* \tparam PlainObjectType the equivalent matrix type of the mapped data
* \tparam Options specifies whether the pointer is \c #Aligned, or \c #Unaligned.
* The default is \c #Unaligned.
* \tparam StrideType optionally specifies strides. By default, Ref implies a contiguous storage along the inner dimension (inner stride==1),
* but accept a variable outer stride (leading dimension).
* but accepts a variable outer stride (leading dimension).
* This can be overridden by specifying strides.
* The type passed here must be a specialization of the Stride template, see examples below.
*
* This class permits to write non template functions taking Eigen's object as parameters while limiting the number of copies.
* This class provides a way to write non-template functions taking Eigen objects as parameters while limiting the number of copies.
* A Ref<> object can represent either a const expression or a l-value:
* \code
* // in-out argument:
@@ -35,10 +35,10 @@ namespace Eigen {
* void foo2(const Ref<const VectorXf>& x);
* \endcode
*
* In the in-out case, the input argument must satisfies the constraints of the actual Ref<> type, otherwise a compilation issue will be triggered.
* In the in-out case, the input argument must satisfy the constraints of the actual Ref<> type, otherwise a compilation issue will be triggered.
* By default, a Ref<VectorXf> can reference any dense vector expression of float having a contiguous memory layout.
* Likewise, a Ref<MatrixXf> can reference any column major dense matrix expression of float whose column's elements are contiguously stored with
* the possibility to have a constant space inbetween each column, i.e.: the inner stride mmust be equal to 1, but the outer-stride (or leading dimension),
* Likewise, a Ref<MatrixXf> can reference any column-major dense matrix expression of float whose column's elements are contiguously stored with
* the possibility to have a constant space in-between each column, i.e. the inner stride must be equal to 1, but the outer stride (or leading dimension)
* can be greater than the number of rows.
*
* In the const case, if the input expression does not match the above requirement, then it is evaluated into a temporary before being passed to the function.
@@ -54,15 +54,15 @@ namespace Eigen {
* foo2(A.col().segment(2,4)); // No temporary
* \endcode
*
* The range of inputs that can be referenced without temporary can be enlarged using the last two template parameter.
* The range of inputs that can be referenced without temporary can be enlarged using the last two template parameters.
* Here is an example accepting an innerstride!=1:
* \code
* // in-out argument:
* void foo3(Ref<VectorXf,0,InnerStride<> > x);
* foo3(A.row()); // OK
* \endcode
* The downside here is that the function foo3 might be significantly slower than foo1 because it won't be able to exploit vectorization, and will involved more
* expensive address computations even if the input is contiguously stored in memory. To overcome this issue, one might propose to overloads internally calling a
* The downside here is that the function foo3 might be significantly slower than foo1 because it won't be able to exploit vectorization, and will involve more
* expensive address computations even if the input is contiguously stored in memory. To overcome this issue, one might propose to overload internally calling a
* template function, e.g.:
* \code
* // in the .h:

11
Eigen/src/Core/arch/AltiVec/Complex.h
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@@ -16,13 +16,14 @@ namespace internal {
static Packet4ui p4ui_CONJ_XOR = vec_mergeh((Packet4ui)p4i_ZERO, (Packet4ui)p4f_ZERO_);//{ 0x00000000, 0x80000000, 0x00000000, 0x80000000 };
static Packet16uc p16uc_COMPLEX_RE = vec_sld((Packet16uc) vec_splat((Packet4ui)p16uc_FORWARD, 0), (Packet16uc) vec_splat((Packet4ui)p16uc_FORWARD, 2), 8);//{ 0,1,2,3, 0,1,2,3, 8,9,10,11, 8,9,10,11 };
static Packet16uc p16uc_COMPLEX_IM = vec_sld((Packet16uc) vec_splat((Packet4ui)p16uc_FORWARD, 1), (Packet16uc) vec_splat((Packet4ui)p16uc_FORWARD, 3), 8);//{ 4,5,6,7, 4,5,6,7, 12,13,14,15, 12,13,14,15 };
static Packet16uc p16uc_COMPLEX_IM = vec_sld(p16uc_DUPLICATE, (Packet16uc) vec_splat((Packet4ui)p16uc_FORWARD, 3), 8);//{ 4,5,6,7, 4,5,6,7, 12,13,14,15, 12,13,14,15 };
static Packet16uc p16uc_COMPLEX_REV = vec_sld(p16uc_REVERSE, p16uc_REVERSE, 8);//{ 4,5,6,7, 0,1,2,3, 12,13,14,15, 8,9,10,11 };
static Packet16uc p16uc_COMPLEX_REV2 = vec_sld(p16uc_FORWARD, p16uc_FORWARD, 8);//{ 8,9,10,11, 12,13,14,15, 0,1,2,3, 4,5,6,7 };
static Packet16uc p16uc_PSET_HI = (Packet16uc) vec_mergeh((Packet4ui) vec_splat((Packet4ui)p16uc_FORWARD, 0), (Packet4ui) vec_splat((Packet4ui)p16uc_FORWARD, 1));//{ 0,1,2,3, 4,5,6,7, 0,1,2,3, 4,5,6,7 };
static Packet16uc p16uc_PSET_LO = (Packet16uc) vec_mergeh((Packet4ui) vec_splat((Packet4ui)p16uc_FORWARD, 2), (Packet4ui) vec_splat((Packet4ui)p16uc_FORWARD, 3));//{ 8,9,10,11, 12,13,14,15, 8,9,10,11, 12,13,14,15 };
static Packet16uc p16uc_COMPLEX_TRANSPOSE_0 = { 0,1,2,3, 4,5,6,7, 16,17,18,19, 20,21,22,23};
static Packet16uc p16uc_COMPLEX_TRANSPOSE_1 = { 8,9,10,11, 12,13,14,15, 24,25,26,27, 28,29,30,31};
static Packet16uc p16uc_PSET_HI = (Packet16uc) vec_mergeh((Packet4ui)p16uc_COMPLEX_RE, (Packet4ui)p16uc_COMPLEX_IM);//{ 0,1,2,3, 4,5,6,7, 0,1,2,3, 4,5,6,7 };
static Packet16uc p16uc_PSET_LO = (Packet16uc) vec_mergel((Packet4ui)p16uc_COMPLEX_RE, (Packet4ui)p16uc_COMPLEX_IM);//{ 8,9,10,11, 12,13,14,15, 8,9,10,11, 12,13,14,15 };
static Packet16uc p16uc_COMPLEX_MASK16 = vec_sld((Packet16uc)p4i_ZERO, vec_splat((Packet16uc) vec_abs(p4i_MINUS16), 3), 8);//{ 0,0,0,0, 0,0,0,0, 16,16,16,16, 16,16,16,16};
static Packet16uc p16uc_COMPLEX_TRANSPOSE_0 = vec_add(p16uc_PSET_HI, p16uc_COMPLEX_MASK16);//{ 0,1,2,3, 4,5,6,7, 16,17,18,19, 20,21,22,23};
static Packet16uc p16uc_COMPLEX_TRANSPOSE_1 = vec_add(p16uc_PSET_LO, p16uc_COMPLEX_MASK16);//{ 8,9,10,11, 12,13,14,15, 24,25,26,27, 28,29,30,31};
//---------- float ----------
struct Packet2cf

12
Eigen/src/Core/util/Macros.h
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@@ -493,4 +493,16 @@ namespace Eigen {
const RHS \
>
#ifdef EIGEN_EXCEPTIONS
# define EIGEN_THROW_X(X) throw X
# define EIGEN_THROW throw
# define EIGEN_TRY try
# define EIGEN_CATCH(X) catch (X)
#else
# define EIGEN_THROW_X(X) std::abort()
# define EIGEN_THROW std::abort()
# define EIGEN_TRY if (true)
# define EIGEN_CATCH(X) else
#endif
#endif // EIGEN_MACROS_H

102
Eigen/src/Core/util/Memory.h
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@@ -64,7 +64,7 @@
// Currently, let's include it only on unix systems:
#if defined(__unix__) || defined(__unix)
#include <unistd.h>
#if ((defined __QNXNTO__) || (defined _GNU_SOURCE) || ((defined _XOPEN_SOURCE) && (_XOPEN_SOURCE >= 600))) && (defined _POSIX_ADVISORY_INFO) && (_POSIX_ADVISORY_INFO > 0)
#if ((defined __QNXNTO__) || (defined _GNU_SOURCE) || (defined __PGI) || ((defined _XOPEN_SOURCE) && (_XOPEN_SOURCE >= 600))) && (defined _POSIX_ADVISORY_INFO) && (_POSIX_ADVISORY_INFO > 0)
#define EIGEN_HAS_POSIX_MEMALIGN 1
#endif
#endif
@@ -338,15 +338,6 @@ template<> inline void* conditional_aligned_realloc<false>(void* ptr, size_t new
*** Construction/destruction of array elements ***
*****************************************************************************/
/** \internal Constructs the elements of an array.
* The \a size parameter tells on how many objects to call the constructor of T.
*/
template<typename T> inline T* construct_elements_of_array(T *ptr, size_t size)
{
for (size_t i=0; i < size; ++i) ::new (ptr + i) T;
return ptr;
}
/** \internal Destructs the elements of an array.
* The \a size parameters tells on how many objects to call the destructor of T.
*/
@@ -357,6 +348,24 @@ template<typename T> inline void destruct_elements_of_array(T *ptr, size_t size)
while(size) ptr[--size].~T();
}
/** \internal Constructs the elements of an array.
* The \a size parameter tells on how many objects to call the constructor of T.
*/
template<typename T> inline T* construct_elements_of_array(T *ptr, size_t size)
{
size_t i;
EIGEN_TRY
{
for (i = 0; i < size; ++i) ::new (ptr + i) T;
return ptr;
}
EIGEN_CATCH(...)
{
destruct_elements_of_array(ptr, i);
EIGEN_THROW;
}
}
/*****************************************************************************
*** Implementation of aligned new/delete-like functions ***
*****************************************************************************/
@@ -376,14 +385,30 @@ template<typename T> inline T* aligned_new(size_t size)
{
check_size_for_overflow<T>(size);
T *result = reinterpret_cast<T*>(aligned_malloc(sizeof(T)*size));
return construct_elements_of_array(result, size);
EIGEN_TRY
{
return construct_elements_of_array(result, size);
}
EIGEN_CATCH(...)
{
aligned_free(result);
EIGEN_THROW;
}
}
template<typename T, bool Align> inline T* conditional_aligned_new(size_t size)
{
check_size_for_overflow<T>(size);
T *result = reinterpret_cast<T*>(conditional_aligned_malloc<Align>(sizeof(T)*size));
return construct_elements_of_array(result, size);
EIGEN_TRY
{
return construct_elements_of_array(result, size);
}
EIGEN_CATCH(...)
{
conditional_aligned_free<Align>(result);
EIGEN_THROW;
}
}
/** \internal Deletes objects constructed with aligned_new
@@ -412,7 +437,17 @@ template<typename T, bool Align> inline T* conditional_aligned_realloc_new(T* pt
destruct_elements_of_array(pts+new_size, old_size-new_size);
T *result = reinterpret_cast<T*>(conditional_aligned_realloc<Align>(reinterpret_cast<void*>(pts), sizeof(T)*new_size, sizeof(T)*old_size));
if(new_size > old_size)
construct_elements_of_array(result+old_size, new_size-old_size);
{
EIGEN_TRY
{
construct_elements_of_array(result+old_size, new_size-old_size);
}
EIGEN_CATCH(...)
{
conditional_aligned_free<Align>(result);
EIGEN_THROW;
}
}
return result;
}
@@ -422,7 +457,17 @@ template<typename T, bool Align> inline T* conditional_aligned_new_auto(size_t s
check_size_for_overflow<T>(size);
T *result = reinterpret_cast<T*>(conditional_aligned_malloc<Align>(sizeof(T)*size));
if(NumTraits<T>::RequireInitialization)
construct_elements_of_array(result, size);
{
EIGEN_TRY
{
construct_elements_of_array(result, size);
}
EIGEN_CATCH(...)
{
conditional_aligned_free<Align>(result);
EIGEN_THROW;
}
}
return result;
}
@@ -434,7 +479,17 @@ template<typename T, bool Align> inline T* conditional_aligned_realloc_new_auto(
destruct_elements_of_array(pts+new_size, old_size-new_size);
T *result = reinterpret_cast<T*>(conditional_aligned_realloc<Align>(reinterpret_cast<void*>(pts), sizeof(T)*new_size, sizeof(T)*old_size));
if(NumTraits<T>::RequireInitialization && (new_size > old_size))
construct_elements_of_array(result+old_size, new_size-old_size);
{
EIGEN_TRY
{
construct_elements_of_array(result+old_size, new_size-old_size);
}
EIGEN_CATCH(...)
{
conditional_aligned_free<Align>(result);
EIGEN_THROW;
}
}
return result;
}
@@ -634,20 +689,11 @@ template<typename T> class aligned_stack_memory_handler
*****************************************************************************/
#if EIGEN_ALIGN
#ifdef EIGEN_EXCEPTIONS
#define EIGEN_MAKE_ALIGNED_OPERATOR_NEW_NOTHROW(NeedsToAlign) \
#define EIGEN_MAKE_ALIGNED_OPERATOR_NEW_NOTHROW(NeedsToAlign) \
void* operator new(size_t size, const std::nothrow_t&) throw() { \
try { return Eigen::internal::conditional_aligned_malloc<NeedsToAlign>(size); } \
catch (...) { return 0; } \
return 0; \
EIGEN_TRY { return Eigen::internal::conditional_aligned_malloc<NeedsToAlign>(size); } \
EIGEN_CATCH (...) { return 0; } \
}
#else
#define EIGEN_MAKE_ALIGNED_OPERATOR_NEW_NOTHROW(NeedsToAlign) \
void* operator new(size_t size, const std::nothrow_t&) throw() { \
return Eigen::internal::conditional_aligned_malloc<NeedsToAlign>(size); \
}
#endif
#define EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF(NeedsToAlign) \
void *operator new(size_t size) { \
return Eigen::internal::conditional_aligned_malloc<NeedsToAlign>(size); \
@@ -657,6 +703,8 @@ template<typename T> class aligned_stack_memory_handler
} \
void operator delete(void * ptr) throw() { Eigen::internal::conditional_aligned_free<NeedsToAlign>(ptr); } \
void operator delete[](void * ptr) throw() { Eigen::internal::conditional_aligned_free<NeedsToAlign>(ptr); } \
void operator delete(void * ptr, std::size_t /* sz */) throw() { Eigen::internal::conditional_aligned_free<NeedsToAlign>(ptr); } \
void operator delete[](void * ptr, std::size_t /* sz */) throw() { Eigen::internal::conditional_aligned_free<NeedsToAlign>(ptr); } \
/* in-place new and delete. since (at least afaik) there is no actual */ \
/* memory allocated we can safely let the default implementation handle */ \
/* this particular case. */ \

18
Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
View File

@@ -605,7 +605,6 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3
if(computeEigenvectors)
{
Scalar safeNorm2 = Eigen::NumTraits<Scalar>::epsilon();
safeNorm2 *= safeNorm2;
if((eivals(2)-eivals(0))<=Eigen::NumTraits<Scalar>::epsilon())
{
eivecs.setIdentity();
@@ -619,7 +618,7 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3
Scalar d0 = eivals(2) - eivals(1);
Scalar d1 = eivals(1) - eivals(0);
int k = d0 > d1 ? 2 : 0;
d0 = d0 > d1 ? d1 : d0;
d0 = d0 > d1 ? d0 : d1;
tmp.diagonal().array () -= eivals(k);
VectorType cross;
@@ -627,19 +626,25 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3
n = (cross = tmp.row(0).cross(tmp.row(1))).squaredNorm();
if(n>safeNorm2)
{
eivecs.col(k) = cross / sqrt(n);
}
else
{
n = (cross = tmp.row(0).cross(tmp.row(2))).squaredNorm();
if(n>safeNorm2)
{
eivecs.col(k) = cross / sqrt(n);
}
else
{
n = (cross = tmp.row(1).cross(tmp.row(2))).squaredNorm();
if(n>safeNorm2)
{
eivecs.col(k) = cross / sqrt(n);
}
else
{
// the input matrix and/or the eigenvaues probably contains some inf/NaN,
@@ -659,12 +664,16 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3
tmp.diagonal().array() -= eivals(1);
if(d0<=Eigen::NumTraits<Scalar>::epsilon())
{
eivecs.col(1) = eivecs.col(k).unitOrthogonal();
}
else
{
n = (cross = eivecs.col(k).cross(tmp.row(0).normalized())).squaredNorm();
n = (cross = eivecs.col(k).cross(tmp.row(0))).squaredNorm();
if(n>safeNorm2)
{
eivecs.col(1) = cross / sqrt(n);
}
else
{
n = (cross = eivecs.col(k).cross(tmp.row(1))).squaredNorm();
@@ -678,13 +687,14 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3
else
{
// we should never reach this point,
// if so the last two eigenvalues are likely to ve very closed to each other
// if so the last two eigenvalues are likely to be very close to each other
eivecs.col(1) = eivecs.col(k).unitOrthogonal();
}
}
}
// make sure that eivecs[1] is orthogonal to eivecs[2]
// FIXME: this step should not be needed
Scalar d = eivecs.col(1).dot(eivecs.col(k));
eivecs.col(1) = (eivecs.col(1) - d * eivecs.col(k)).normalized();
}

1
Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
View File

@@ -39,7 +39,6 @@ bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
int maxIters = iters;
int n = mat.cols();
x = precond.solve(x);
VectorType r = rhs - mat * x;
VectorType r0 = r;

42
Eigen/src/SparseCholesky/SimplicialCholesky.h
View File

@@ -37,6 +37,7 @@ class SimplicialCholeskyBase : internal::noncopyable
{
public:
typedef typename internal::traits<Derived>::MatrixType MatrixType;
typedef typename internal::traits<Derived>::OrderingType OrderingType;
enum { UpLo = internal::traits<Derived>::UpLo };
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
@@ -240,15 +241,16 @@ class SimplicialCholeskyBase : internal::noncopyable
RealScalar m_shiftScale;
};
template<typename _MatrixType, int _UpLo = Lower> class SimplicialLLT;
template<typename _MatrixType, int _UpLo = Lower> class SimplicialLDLT;
template<typename _MatrixType, int _UpLo = Lower> class SimplicialCholesky;
template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::Index> > class SimplicialLLT;
template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::Index> > class SimplicialLDLT;
template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::Index> > class SimplicialCholesky;
namespace internal {
template<typename _MatrixType, int _UpLo> struct traits<SimplicialLLT<_MatrixType,_UpLo> >
template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialLLT<_MatrixType,_UpLo,_Ordering> >
{
typedef _MatrixType MatrixType;
typedef _Ordering OrderingType;
enum { UpLo = _UpLo };
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::Index Index;
@@ -259,9 +261,10 @@ template<typename _MatrixType, int _UpLo> struct traits<SimplicialLLT<_MatrixTyp
static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); }
};
template<typename _MatrixType,int _UpLo> struct traits<SimplicialLDLT<_MatrixType,_UpLo> >
template<typename _MatrixType,int _UpLo, typename _Ordering> struct traits<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> >
{
typedef _MatrixType MatrixType;
typedef _Ordering OrderingType;
enum { UpLo = _UpLo };
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::Index Index;
@@ -272,9 +275,10 @@ template<typename _MatrixType,int _UpLo> struct traits<SimplicialLDLT<_MatrixTyp
static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); }
};
template<typename _MatrixType, int _UpLo> struct traits<SimplicialCholesky<_MatrixType,_UpLo> >
template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> >
{
typedef _MatrixType MatrixType;
typedef _Ordering OrderingType;
enum { UpLo = _UpLo };
};
@@ -294,11 +298,12 @@ template<typename _MatrixType, int _UpLo> struct traits<SimplicialCholesky<_Matr
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
* or Upper. Default is Lower.
* \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>
*
* \sa class SimplicialLDLT
* \sa class SimplicialLDLT, class AMDOrdering, class NaturalOrdering
*/
template<typename _MatrixType, int _UpLo>
class SimplicialLLT : public SimplicialCholeskyBase<SimplicialLLT<_MatrixType,_UpLo> >
template<typename _MatrixType, int _UpLo, typename _Ordering>
class SimplicialLLT : public SimplicialCholeskyBase<SimplicialLLT<_MatrixType,_UpLo,_Ordering> >
{
public:
typedef _MatrixType MatrixType;
@@ -382,11 +387,12 @@ public:
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
* or Upper. Default is Lower.
* \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>
*
* \sa class SimplicialLLT
* \sa class SimplicialLLT, class AMDOrdering, class NaturalOrdering
*/
template<typename _MatrixType, int _UpLo>
class SimplicialLDLT : public SimplicialCholeskyBase<SimplicialLDLT<_MatrixType,_UpLo> >
template<typename _MatrixType, int _UpLo, typename _Ordering>
class SimplicialLDLT : public SimplicialCholeskyBase<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> >
{
public:
typedef _MatrixType MatrixType;
@@ -467,8 +473,8 @@ public:
*
* \sa class SimplicialLDLT, class SimplicialLLT
*/
template<typename _MatrixType, int _UpLo>
class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<_MatrixType,_UpLo> >
template<typename _MatrixType, int _UpLo, typename _Ordering>
class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> >
{
public:
typedef _MatrixType MatrixType;
@@ -612,15 +618,13 @@ void SimplicialCholeskyBase<Derived>::ordering(const MatrixType& a, CholMatrixTy
{
eigen_assert(a.rows()==a.cols());
const Index size = a.rows();
// TODO allows to configure the permutation
// Note that amd compute the inverse permutation
{
CholMatrixType C;
C = a.template selfadjointView<UpLo>();
// remove diagonal entries:
// seems not to be needed
// C.prune(keep_diag());
internal::minimum_degree_ordering(C, m_Pinv);
OrderingType ordering;
ordering(C,m_Pinv);
}
if(m_Pinv.size()>0)

94
Eigen/src/SparseCore/ConservativeSparseSparseProduct.h
View File

@@ -15,7 +15,7 @@ namespace Eigen {
namespace internal {
template<typename Lhs, typename Rhs, typename ResultType>
static void conservative_sparse_sparse_product_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res)
static void conservative_sparse_sparse_product_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res, bool sortedInsertion = false)
{
typedef typename remove_all<Lhs>::type::Scalar Scalar;
typedef typename remove_all<Lhs>::type::Index Index;
@@ -24,10 +24,10 @@ static void conservative_sparse_sparse_product_impl(const Lhs& lhs, const Rhs& r
Index rows = lhs.innerSize();
Index cols = rhs.outerSize();
eigen_assert(lhs.outerSize() == rhs.innerSize());
std::vector<bool> mask(rows,false);
Matrix<Scalar,Dynamic,1> values(rows);
Matrix<Index,Dynamic,1> indices(rows);
ei_declare_aligned_stack_constructed_variable(bool, mask, rows, 0);
ei_declare_aligned_stack_constructed_variable(Scalar, values, rows, 0);
ei_declare_aligned_stack_constructed_variable(Index, indices, rows, 0);
// estimate the number of non zero entries
// given a rhs column containing Y non zeros, we assume that the respective Y columns
@@ -77,53 +77,51 @@ static void conservative_sparse_sparse_product_impl(const Lhs& lhs, const Rhs& r
values[i] += x * y;
}
}
// unordered insertion
for(Index k=0; k<nnz; ++k)
if(!sortedInsertion)
{
Index i = indices[k];
res.insertBackByOuterInnerUnordered(j,i) = values[i];
mask[i] = false;
}
#if 0
// alternative ordered insertion code:
Index t200 = rows/(log2(200)*1.39);
Index t = (rows*100)/139;
// FIXME reserve nnz non zeros
// FIXME implement fast sort algorithms for very small nnz
// if the result is sparse enough => use a quick sort
// otherwise => loop through the entire vector
// In order to avoid to perform an expensive log2 when the
// result is clearly very sparse we use a linear bound up to 200.
//if((nnz<200 && nnz<t200) || nnz * log2(nnz) < t)
//res.startVec(j);
if(true)
{
if(nnz>1) std::sort(indices.data(),indices.data()+nnz);
// unordered insertion
for(Index k=0; k<nnz; ++k)
{
Index i = indices[k];
res.insertBackByOuterInner(j,i) = values[i];
res.insertBackByOuterInnerUnordered(j,i) = values[i];
mask[i] = false;
}
}
else
{
// dense path
for(Index i=0; i<rows; ++i)
// alternative ordered insertion code:
const Index t200 = rows/11; // 11 == (log2(200)*1.39)
const Index t = (rows*100)/139;
// FIXME reserve nnz non zeros
// FIXME implement faster sorting algorithms for very small nnz
// if the result is sparse enough => use a quick sort
// otherwise => loop through the entire vector
// In order to avoid to perform an expensive log2 when the
// result is clearly very sparse we use a linear bound up to 200.
if((nnz<200 && nnz<t200) || nnz * log2(nnz) < t)
{
if(mask[i])
if(nnz>1) std::sort(indices,indices+nnz);
for(Index k=0; k<nnz; ++k)
{
mask[i] = false;
Index i = indices[k];
res.insertBackByOuterInner(j,i) = values[i];
mask[i] = false;
}
}
else
{
// dense path
for(Index i=0; i<rows; ++i)
{
if(mask[i])
{
mask[i] = false;
res.insertBackByOuterInner(j,i) = values[i];
}
}
}
}
#endif
}
res.finalize();
}
@@ -148,12 +146,24 @@ struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,C
static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
{
typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrixAux;
typedef typename sparse_eval<ColMajorMatrixAux,ResultType::RowsAtCompileTime,ResultType::ColsAtCompileTime>::type ColMajorMatrix;
ColMajorMatrix resCol(lhs.rows(),rhs.cols());
internal::conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol);
// sort the non zeros:
RowMajorMatrix resRow(resCol);
res = resRow;
// FIXME, the following heuristic is probably not very good.
if(lhs.rows()>=rhs.cols())
{
// perform sorted insertion
internal::conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol, true);
res.swap(resCol);
}
else
{
// ressort to transpose to sort the entries
internal::conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol, false);
RowMajorMatrix resRow(resCol);
res = resRow;
}
}
};

4
Eigen/src/SparseCore/SparseMatrixBase.h
View File

@@ -291,7 +291,9 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived>
/** sparse * dense (returns a dense object unless it is an outer product) */
template<typename OtherDerived>
const typename SparseDenseProductReturnType<Derived,OtherDerived>::Type
operator*(const MatrixBase<OtherDerived> &other) const;
operator*(const MatrixBase<OtherDerived> &other) const
{ return typename SparseDenseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived()); }
#else // EIGEN_TEST_EVALUATORS
// sparse * diagonal
template<typename OtherDerived>

14
Eigen/src/SparseCore/SparseVector.h
View File

@@ -109,7 +109,7 @@ class SparseVector
inline Scalar& coeffRef(Index row, Index col)
{
eigen_assert(IsColVector ? (col==0 && row>=0 && row<m_size) : (row==0 && col>=0 && col<m_size));
return coeff(IsColVector ? row : col);
return coeffRef(IsColVector ? row : col);
}
/** \returns a reference to the coefficient value at given index \a i
@@ -151,6 +151,18 @@ class SparseVector
m_data.append(0, i);
return m_data.value(m_data.size()-1);
}
Scalar& insertBackByOuterInnerUnordered(Index outer, Index inner)
{
EIGEN_UNUSED_VARIABLE(outer);
eigen_assert(outer==0);
return insertBackUnordered(inner);
}
inline Scalar& insertBackUnordered(Index i)
{
m_data.append(0, i);
return m_data.value(m_data.size()-1);
}
inline Scalar& insert(Index row, Index col)
{

19
Eigen/src/SparseQR/SparseQR.h
View File

@@ -75,7 +75,7 @@ class SparseQR
typedef Matrix<Scalar, Dynamic, 1> ScalarVector;
typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
public:
SparseQR () : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false)
SparseQR () : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false),m_isEtreeOk(false)
{ }
/** Construct a QR factorization of the matrix \a mat.
@@ -84,7 +84,7 @@ class SparseQR
*
* \sa compute()
*/
SparseQR(const MatrixType& mat) : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false)
SparseQR(const MatrixType& mat) : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false),m_isEtreeOk(false)
{
compute(mat);
}
@@ -262,6 +262,7 @@ class SparseQR
IndexVector m_etree; // Column elimination tree
IndexVector m_firstRowElt; // First element in each row
bool m_isQSorted; // whether Q is sorted or not
bool m_isEtreeOk; // whether the elimination tree match the initial input matrix
template <typename, typename > friend struct SparseQR_QProduct;
template <typename > friend struct SparseQRMatrixQReturnType;
@@ -297,6 +298,7 @@ void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat)
// Compute the column elimination tree of the permuted matrix
m_outputPerm_c = m_perm_c.inverse();
internal::coletree(mat, m_etree, m_firstRowElt, m_outputPerm_c.indices().data());
m_isEtreeOk = true;
m_R.resize(m, n);
m_Q.resize(m, diagSize);
@@ -330,6 +332,15 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
Index nzcolR, nzcolQ; // Number of nonzero for the current column of R and Q
ScalarVector tval(m); // The dense vector used to compute the current column
RealScalar pivotThreshold = m_threshold;
m_R.setZero();
m_Q.setZero();
if(!m_isEtreeOk)
{
m_outputPerm_c = m_perm_c.inverse();
internal::coletree(mat, m_etree, m_firstRowElt, m_outputPerm_c.indices().data());
m_isEtreeOk = true;
}
m_pmat = mat;
m_pmat.uncompress(); // To have the innerNonZeroPtr allocated
@@ -447,7 +458,7 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
}
} // End update current column
Scalar tau = 0;
Scalar tau = RealScalar(0);
RealScalar beta = 0;
if(nonzeroCol < diagSize)
@@ -461,7 +472,6 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
for (Index itq = 1; itq < nzcolQ; ++itq) sqrNorm += numext::abs2(tval(Qidx(itq)));
if(sqrNorm == RealScalar(0) && numext::imag(c0) == RealScalar(0))
{
tau = RealScalar(0);
beta = numext::real(c0);
tval(Qidx(0)) = 1;
}
@@ -514,6 +524,7 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
// Recompute the column elimination tree
internal::coletree(m_pmat, m_etree, m_firstRowElt, m_pivotperm.indices().data());
m_isEtreeOk = false;
}
}