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bug #707: add inplace decomposition through Ref<> for Cholesky, LU and QR decompositions.

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This commit is contained in:
Gael Guennebaud
2016-07-04 15:13:35 +02:00
parent 75e80792cc
commit 32a41ee659
10 changed files with 337 additions and 64 deletions
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21
Eigen/src/Cholesky/LDLT.h
View File

@@ -52,7 +52,6 @@ template<typename _MatrixType, int _UpLo> class LDLT
enum {
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
Options = MatrixType::Options & ~RowMajorBit, // these are the options for the TmpMatrixType, we need a ColMajor matrix here!
MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
UpLo = _UpLo
@@ -61,7 +60,7 @@ template<typename _MatrixType, int _UpLo> class LDLT
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
typedef typename MatrixType::StorageIndex StorageIndex;
typedef Matrix<Scalar, RowsAtCompileTime, 1, Options, MaxRowsAtCompileTime, 1> TmpMatrixType;
typedef Matrix<Scalar, RowsAtCompileTime, 1, 0, MaxRowsAtCompileTime, 1> TmpMatrixType;
typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> TranspositionType;
typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationType;
@@ -97,6 +96,7 @@ template<typename _MatrixType, int _UpLo> class LDLT
/** \brief Constructor with decomposition
*
* This calculates the decomposition for the input \a matrix.
*
* \sa LDLT(Index size)
*/
template<typename InputType>
@@ -110,6 +110,23 @@ template<typename _MatrixType, int _UpLo> class LDLT
compute(matrix.derived());
}
/** \brief Constructs a LDLT factorization from a given matrix
*
* This overloaded constructor is provided for inplace solving when \c MatrixType is a Eigen::Ref.
*
* \sa LDLT(const EigenBase&)
*/
template<typename InputType>
explicit LDLT(EigenBase<InputType>& matrix)
: m_matrix(matrix.derived()),
m_transpositions(matrix.rows()),
m_temporary(matrix.rows()),
m_sign(internal::ZeroSign),
m_isInitialized(false)
{
compute(matrix.derived());
}
/** Clear any existing decomposition
* \sa rankUpdate(w,sigma)
*/

16
Eigen/src/Cholesky/LLT.h
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@@ -54,7 +54,6 @@ template<typename _MatrixType, int _UpLo> class LLT
enum {
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
Options = MatrixType::Options,
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
};
typedef typename MatrixType::Scalar Scalar;
@@ -95,6 +94,21 @@ template<typename _MatrixType, int _UpLo> class LLT
compute(matrix.derived());
}
/** \brief Constructs a LDLT factorization from a given matrix
*
* This overloaded constructor is provided for inplace solving when
* \c MatrixType is a Eigen::Ref.
*
* \sa LLT(const EigenBase&)
*/
template<typename InputType>
explicit LLT(EigenBase<InputType>& matrix)
: m_matrix(matrix.derived()),
m_isInitialized(false)
{
compute(matrix.derived());
}
/** \returns a view of the upper triangular matrix U */
inline typename Traits::MatrixU matrixU() const
{