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merge with main branch

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This commit is contained in:
Gael Guennebaud
2013-07-17 13:21:35 +02:00
parent 231d4a6fda 20e535e142
commit 2f593ee67c
245 changed files with 8361 additions and 2515 deletions
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37
Eigen/src/Cholesky/LDLT.h
View File

@@ -259,7 +259,7 @@ template<> struct ldlt_inplace<Lower>
{
transpositions.setIdentity();
if(sign)
*sign = real(mat.coeff(0,0))>0 ? 1:-1;
*sign = numext::real(mat.coeff(0,0))>0 ? 1:-1;
return true;
}
@@ -278,22 +278,13 @@ template<> struct ldlt_inplace<Lower>
// are compared; if any diagonal is negligible compared
// to the largest overall, the algorithm bails.
cutoff = abs(NumTraits<Scalar>::epsilon() * biggest_in_corner);
if(sign)
*sign = real(mat.diagonal().coeff(index_of_biggest_in_corner)) > 0 ? 1 : -1;
}
else if(sign)
{
// LDLT is not guaranteed to work for indefinite matrices, but let's try to get the sign right
int newSign = real(mat.diagonal().coeff(index_of_biggest_in_corner)) > 0;
if(newSign != *sign)
*sign = 0;
}
// Finish early if the matrix is not full rank.
if(biggest_in_corner < cutoff)
{
for(Index i = k; i < size; i++) transpositions.coeffRef(i) = i;
if(sign) *sign = 0;
break;
}
@@ -309,11 +300,11 @@ template<> struct ldlt_inplace<Lower>
for(int i=k+1;i<index_of_biggest_in_corner;++i)
{
Scalar tmp = mat.coeffRef(i,k);
mat.coeffRef(i,k) = conj(mat.coeffRef(index_of_biggest_in_corner,i));
mat.coeffRef(index_of_biggest_in_corner,i) = conj(tmp);
mat.coeffRef(i,k) = numext::conj(mat.coeffRef(index_of_biggest_in_corner,i));
mat.coeffRef(index_of_biggest_in_corner,i) = numext::conj(tmp);
}
if(NumTraits<Scalar>::IsComplex)
mat.coeffRef(index_of_biggest_in_corner,k) = conj(mat.coeff(index_of_biggest_in_corner,k));
mat.coeffRef(index_of_biggest_in_corner,k) = numext::conj(mat.coeff(index_of_biggest_in_corner,k));
}
// partition the matrix:
@@ -334,6 +325,16 @@ template<> struct ldlt_inplace<Lower>
}
if((rs>0) && (abs(mat.coeffRef(k,k)) > cutoff))
A21 /= mat.coeffRef(k,k);
if(sign)
{
// LDLT is not guaranteed to work for indefinite matrices, but let's try to get the sign right
int newSign = numext::real(mat.diagonal().coeff(index_of_biggest_in_corner)) > 0;
if(k == 0)
*sign = newSign;
else if(*sign != newSign)
*sign = 0;
}
}
return true;
@@ -349,7 +350,7 @@ template<> struct ldlt_inplace<Lower>
template<typename MatrixType, typename WDerived>
static bool updateInPlace(MatrixType& mat, MatrixBase<WDerived>& w, const typename MatrixType::RealScalar& sigma=1)
{
using internal::isfinite;
using numext::isfinite;
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef typename MatrixType::Index Index;
@@ -367,9 +368,9 @@ template<> struct ldlt_inplace<Lower>
break;
// Update the diagonal terms
RealScalar dj = real(mat.coeff(j,j));
RealScalar dj = numext::real(mat.coeff(j,j));
Scalar wj = w.coeff(j);
RealScalar swj2 = sigma*abs2(wj);
RealScalar swj2 = sigma*numext::abs2(wj);
RealScalar gamma = dj*alpha + swj2;
mat.coeffRef(j,j) += swj2/alpha;
@@ -380,7 +381,7 @@ template<> struct ldlt_inplace<Lower>
Index rs = size-j-1;
w.tail(rs) -= wj * mat.col(j).tail(rs);
if(gamma != 0)
mat.col(j).tail(rs) += (sigma*conj(wj)/gamma)*w.tail(rs);
mat.col(j).tail(rs) += (sigma*numext::conj(wj)/gamma)*w.tail(rs);
}
return true;
}

10
Eigen/src/Cholesky/LLT.h
View File

@@ -232,10 +232,10 @@ static typename MatrixType::Index llt_rank_update_lower(MatrixType& mat, const V
RealScalar beta = 1;
for(Index j=0; j<n; ++j)
{
RealScalar Ljj = real(mat.coeff(j,j));
RealScalar dj = abs2(Ljj);
RealScalar Ljj = numext::real(mat.coeff(j,j));
RealScalar dj = numext::abs2(Ljj);
Scalar wj = temp.coeff(j);
RealScalar swj2 = sigma*abs2(wj);
RealScalar swj2 = sigma*numext::abs2(wj);
RealScalar gamma = dj*beta + swj2;
RealScalar x = dj + swj2/beta;
@@ -251,7 +251,7 @@ static typename MatrixType::Index llt_rank_update_lower(MatrixType& mat, const V
{
temp.tail(rs) -= (wj/Ljj) * mat.col(j).tail(rs);
if(gamma != 0)
mat.col(j).tail(rs) = (nLjj/Ljj) * mat.col(j).tail(rs) + (nLjj * sigma*conj(wj)/gamma)*temp.tail(rs);
mat.col(j).tail(rs) = (nLjj/Ljj) * mat.col(j).tail(rs) + (nLjj * sigma*numext::conj(wj)/gamma)*temp.tail(rs);
}
}
}
@@ -277,7 +277,7 @@ template<typename Scalar> struct llt_inplace<Scalar, Lower>
Block<MatrixType,1,Dynamic> A10(mat,k,0,1,k);
Block<MatrixType,Dynamic,Dynamic> A20(mat,k+1,0,rs,k);
RealScalar x = real(mat.coeff(k,k));
RealScalar x = numext::real(mat.coeff(k,k));
if (k>0) x -= A10.squaredNorm();
if (x<=RealScalar(0))
return k;