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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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44
Eigen/src/LU/FullPivLU.h
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@@ -97,6 +97,15 @@ template<typename _MatrixType> class FullPivLU
template<typename InputType>
explicit FullPivLU(const EigenBase<InputType>& matrix);
/** \brief Constructs a LU factorization from a given matrix
*
* This overloaded constructor is provided for inplace solving when \c MatrixType is a Eigen::Ref.
*
* \sa FullPivLU(const EigenBase&)
*/
template<typename InputType>
explicit FullPivLU(EigenBase<InputType>& matrix);
/** Computes the LU decomposition of the given matrix.
*
* \param matrix the matrix of which to compute the LU decomposition.
@@ -105,7 +114,11 @@ template<typename _MatrixType> class FullPivLU
* \returns a reference to *this
*/
template<typename InputType>
FullPivLU& compute(const EigenBase<InputType>& matrix);
FullPivLU& compute(const EigenBase<InputType>& matrix) {
m_lu = matrix.derived();
computeInPlace();
return *this;
}
/** \returns the LU decomposition matrix: the upper-triangular part is U, the
* unit-lower-triangular part is L (at least for square matrices; in the non-square
@@ -459,25 +472,28 @@ FullPivLU<MatrixType>::FullPivLU(const EigenBase<InputType>& matrix)
template<typename MatrixType>
template<typename InputType>
FullPivLU<MatrixType>& FullPivLU<MatrixType>::compute(const EigenBase<InputType>& matrix)
FullPivLU<MatrixType>::FullPivLU(EigenBase<InputType>& matrix)
: m_lu(matrix.derived()),
m_p(matrix.rows()),
m_q(matrix.cols()),
m_rowsTranspositions(matrix.rows()),
m_colsTranspositions(matrix.cols()),
m_isInitialized(false),
m_usePrescribedThreshold(false)
{
check_template_parameters();
// the permutations are stored as int indices, so just to be sure:
eigen_assert(matrix.rows()<=NumTraits<int>::highest() && matrix.cols()<=NumTraits<int>::highest());
m_lu = matrix.derived();
m_l1_norm = m_lu.cwiseAbs().colwise().sum().maxCoeff();
computeInPlace();
m_isInitialized = true;
return *this;
}
template<typename MatrixType>
void FullPivLU<MatrixType>::computeInPlace()
{
check_template_parameters();
// the permutations are stored as int indices, so just to be sure:
eigen_assert(m_lu.rows()<=NumTraits<int>::highest() && m_lu.cols()<=NumTraits<int>::highest());
m_l1_norm = m_lu.cwiseAbs().colwise().sum().maxCoeff();
const Index size = m_lu.diagonalSize();
const Index rows = m_lu.rows();
const Index cols = m_lu.cols();
@@ -557,6 +573,8 @@ void FullPivLU<MatrixType>::computeInPlace()
m_q.applyTranspositionOnTheRight(k, m_colsTranspositions.coeff(k));
m_det_pq = (number_of_transpositions%2) ? -1 : 1;
m_isInitialized = true;
}
template<typename MatrixType>