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* bybye Part, welcome TriangularView and SelfAdjointView.
* move solveTriangular*() to TriangularView::solve*() * move .llt() to SelfAdjointView * add a high level wrapper to the efficient selfadjoint * vector product * improve LLT so that we can specify which triangular part is meaningless => there are still many things to do (doc, cleaning, improve the matrix products, etc.)
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@@ -1,7 +1,7 @@
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
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// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.fr>
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//
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// Eigen is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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@@ -25,33 +25,19 @@
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#ifndef EIGEN_SOLVETRIANGULAR_H
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#define EIGEN_SOLVETRIANGULAR_H
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template<typename XprType> struct ei_is_part { enum {value=false}; };
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template<typename XprType, unsigned int Mode> struct ei_is_part<Part<XprType,Mode> > { enum {value=true}; };
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template<typename Lhs, typename Rhs,
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int TriangularPart = (int(Lhs::Flags) & LowerTriangularBit)
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? LowerTriangular
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: (int(Lhs::Flags) & UpperTriangularBit)
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? UpperTriangular
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: 0xffffff,
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int StorageOrder = ei_is_part<Lhs>::value ? 0xffffff // this is to solve ambiguous specializations
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: int(Lhs::Flags) & (RowMajorBit|SparseBit)
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template<typename Lhs, typename Rhs, int Mode,
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int UpLo = (Mode & LowerTriangularBit)
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? LowerTriangular
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: (Mode & UpperTriangularBit)
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? UpperTriangular
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: -1,
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int StorageOrder = int(Lhs::Flags) & RowMajorBit
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>
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struct ei_solve_triangular_selector;
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// transform a Part xpr to a Flagged xpr
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template<typename Lhs, unsigned int LhsMode, typename Rhs, int UpLo, int StorageOrder>
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struct ei_solve_triangular_selector<Part<Lhs,LhsMode>,Rhs,UpLo,StorageOrder>
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{
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static void run(const Part<Lhs,LhsMode>& lhs, Rhs& other)
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{
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ei_solve_triangular_selector<Flagged<Lhs,LhsMode,0>,Rhs>::run(lhs._expression(), other);
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}
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};
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// forward substitution, row-major
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template<typename Lhs, typename Rhs, int UpLo>
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struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,RowMajor|IsDense>
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template<typename Lhs, typename Rhs, int Mode, int UpLo>
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struct ei_solve_triangular_selector<Lhs,Rhs,Mode,UpLo,RowMajor>
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{
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typedef typename Rhs::Scalar Scalar;
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static void run(const Lhs& lhs, Rhs& other)
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@@ -70,7 +56,7 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,RowMajor|IsDense>
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for(int c=0 ; c<other.cols() ; ++c)
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{
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// process first rows using the non block version
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if(!(Lhs::Flags & UnitDiagBit))
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if(!(Mode & UnitDiagBit))
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{
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if (IsLowerTriangular)
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other.coeffRef(0,c) = other.coeff(0,c)/lhs.coeff(0, 0);
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@@ -82,7 +68,7 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,RowMajor|IsDense>
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Scalar tmp = other.coeff(i,c)
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- (IsLowerTriangular ? ((lhs.row(i).start(i)) * other.col(c).start(i)).coeff(0,0)
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: ((lhs.row(i).end(size-i-1)) * other.col(c).end(size-i-1)).coeff(0,0));
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if (Lhs::Flags & UnitDiagBit)
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if (Mode & UnitDiagBit)
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other.coeffRef(i,c) = tmp;
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else
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other.coeffRef(i,c) = tmp/lhs.coeff(i,i);
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@@ -107,7 +93,7 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,RowMajor|IsDense>
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*/
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{
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Scalar tmp = other.coeff(startBlock,c)-btmp.coeff(IsLowerTriangular?0:3);
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if (Lhs::Flags & UnitDiagBit)
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if (Mode & UnitDiagBit)
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other.coeffRef(i,c) = tmp;
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else
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other.coeffRef(i,c) = tmp/lhs.coeff(i,i);
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@@ -122,7 +108,7 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,RowMajor|IsDense>
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- ( lhs.row(i).segment(IsLowerTriangular ? startBlock : i+1, remainingSize)
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* other.col(c).segment(IsLowerTriangular ? startBlock : i+1, remainingSize)).coeff(0,0);
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if (Lhs::Flags & UnitDiagBit)
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if (Mode & UnitDiagBit)
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other.coeffRef(i,c) = tmp;
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else
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other.coeffRef(i,c) = tmp/lhs.coeff(i,i);
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@@ -137,8 +123,8 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,RowMajor|IsDense>
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// - inv(LowerTriangular,UnitDiag,ColMajor) * Column vector
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// - inv(UpperTriangular, ColMajor) * Column vector
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// - inv(UpperTriangular,UnitDiag,ColMajor) * Column vector
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template<typename Lhs, typename Rhs, int UpLo>
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struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,ColMajor|IsDense>
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template<typename Lhs, typename Rhs, int Mode, int UpLo>
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struct ei_solve_triangular_selector<Lhs,Rhs,Mode,UpLo,ColMajor>
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{
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typedef typename Rhs::Scalar Scalar;
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typedef typename ei_packet_traits<Scalar>::type Packet;
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@@ -168,7 +154,7 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,ColMajor|IsDense>
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for (;IsLowerTriangular ? i<endBlock : i>endBlock;
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i += IsLowerTriangular ? 1 : -1)
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{
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if(!(Lhs::Flags & UnitDiagBit))
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if(!(Mode & UnitDiagBit))
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other.coeffRef(i,c) /= lhs.coeff(i,i);
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int remainingSize = IsLowerTriangular ? endBlock-i-1 : i-endBlock-1;
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if (remainingSize>0)
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@@ -203,7 +189,7 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,ColMajor|IsDense>
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int i;
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for(i=blockyEnd; IsLowerTriangular ? i<size-1 : i>0; i += (IsLowerTriangular ? 1 : -1) )
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{
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if(!(Lhs::Flags & UnitDiagBit))
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if(!(Mode & UnitDiagBit))
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other.coeffRef(i,c) /= lhs.coeff(i,i);
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/* NOTE we cannot use lhs.col(i).end(size-i-1) because Part::coeffRef gets called by .col() to
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@@ -214,7 +200,7 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,ColMajor|IsDense>
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else
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other.col(c).start(i) -= other.coeffRef(i,c) * Block<Lhs,Dynamic,1>(lhs, 0,i, i, 1);
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}
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if(!(Lhs::Flags & UnitDiagBit))
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if(!(Mode & UnitDiagBit))
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other.coeffRef(i,c) /= lhs.coeff(i,i);
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}
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}
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@@ -224,31 +210,31 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,ColMajor|IsDense>
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*
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* \nonstableyet
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*
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* The parameter is only marked 'const' to make the C++ compiler accept a temporary expression here.
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* \warning The parameter is only marked 'const' to make the C++ compiler accept a temporary expression here.
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* This function will const_cast it, so constness isn't honored here.
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*
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* See MatrixBase:solveTriangular() for the details.
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*/
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template<typename Derived>
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template<typename OtherDerived>
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void MatrixBase<Derived>::solveTriangularInPlace(const MatrixBase<OtherDerived>& _other) const
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template<typename MatrixType, unsigned int Mode>
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template<typename RhsDerived>
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void TriangularView<MatrixType,Mode>::solveInPlace(const MatrixBase<RhsDerived>& _rhs) const
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{
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MatrixBase<OtherDerived>& other = _other.const_cast_derived();
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ei_assert(derived().cols() == derived().rows());
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ei_assert(derived().cols() == other.rows());
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ei_assert(!(Flags & ZeroDiagBit));
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ei_assert(Flags & (UpperTriangularBit|LowerTriangularBit));
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RhsDerived& rhs = _rhs.const_cast_derived();
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ei_assert(cols() == rows());
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ei_assert(cols() == rhs.rows());
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ei_assert(!(Mode & ZeroDiagBit));
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ei_assert(Mode & (UpperTriangularBit|LowerTriangularBit));
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enum { copy = ei_traits<OtherDerived>::Flags & RowMajorBit };
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enum { copy = ei_traits<RhsDerived>::Flags & RowMajorBit };
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typedef typename ei_meta_if<copy,
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typename ei_plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::ret OtherCopy;
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OtherCopy otherCopy(other.derived());
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typename ei_plain_matrix_type_column_major<RhsDerived>::type, RhsDerived&>::ret RhsCopy;
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RhsCopy rhsCopy(rhs);
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ei_solve_triangular_selector<Derived, typename ei_unref<OtherCopy>::type>::run(derived(), otherCopy);
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ei_solve_triangular_selector<MatrixType, typename ei_unref<RhsCopy>::type, Mode>::run(_expression(), rhsCopy);
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if (copy)
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other = otherCopy;
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rhs = rhsCopy;
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}
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/** \returns the product of the inverse of \c *this with \a other, \a *this being triangular.
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@@ -282,15 +268,15 @@ void MatrixBase<Derived>::solveTriangularInPlace(const MatrixBase<OtherDerived>&
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* M * T^1 <=> T.transpose().solveTriangularInPlace(M.transpose());
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* \endcode
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*
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* \sa solveTriangularInPlace(), marked(), extract()
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* \sa solveTriangularInPlace()
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*/
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template<typename Derived>
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template<typename OtherDerived>
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typename ei_plain_matrix_type_column_major<OtherDerived>::type
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MatrixBase<Derived>::solveTriangular(const MatrixBase<OtherDerived>& other) const
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template<typename Derived, unsigned int Mode>
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template<typename RhsDerived>
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typename ei_plain_matrix_type_column_major<RhsDerived>::type
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TriangularView<Derived,Mode>::solve(const MatrixBase<RhsDerived>& rhs) const
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{
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typename ei_plain_matrix_type_column_major<OtherDerived>::type res(other);
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solveTriangularInPlace(res);
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typename ei_plain_matrix_type_column_major<RhsDerived>::type res(rhs);
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solveInPlace(res);
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return res;
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}
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