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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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42
Eigen/src/SparseCholesky/SimplicialCholesky.h
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@@ -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)