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* added an in-place version of inverseProduct which

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might be twice faster fot small fixed size matrix
* added a sparse triangular solver (sparse version
  of inverseProduct)
* various other improvements in the Sparse module
This commit is contained in:
Gael Guennebaud
2008-06-29 21:29:12 +00:00
parent fbdecf09e1
commit 37a50fa526
12 changed files with 582 additions and 209 deletions
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91
Eigen/src/Core/InverseProduct.h
View File

@@ -25,6 +25,53 @@
#ifndef EIGEN_INVERSEPRODUCT_H
#define EIGEN_INVERSEPRODUCT_H
/** "in-place" version of MatrixBase::inverseProduct() where the result is written in \a other
*
* \sa inverseProduct()
*/
template<typename Derived>
template<typename OtherDerived>
void MatrixBase<Derived>::inverseProductInPlace(MatrixBase<OtherDerived>& other) const
{
ei_assert(cols() == other.rows());
ei_assert(!(Flags & ZeroDiagBit));
ei_assert(Flags & (UpperTriangularBit|LowerTriangularBit));
for(int c=0 ; c<other.cols() ; ++c)
{
if(Flags & LowerTriangularBit)
{
// forward substitution
if(!(Flags & UnitDiagBit))
other.coeffRef(0,c) = other.coeff(0,c)/coeff(0, 0);
for(int i=1; i<rows(); ++i)
{
Scalar tmp = other.coeff(i,c) - ((this->row(i).start(i)) * other.col(c).start(i)).coeff(0,0);
if (Flags & UnitDiagBit)
other.coeffRef(i,c) = tmp;
else
other.coeffRef(i,c) = tmp/coeff(i,i);
}
}
else
{
// backward substitution
if(!(Flags & UnitDiagBit))
other.coeffRef(cols()-1,c) = other.coeff(cols()-1, c)/coeff(rows()-1, cols()-1);
for(int i=rows()-2 ; i>=0 ; --i)
{
Scalar tmp = other.coeff(i,c)
- ((this->row(i).end(cols()-i-1)) * other.col(c).end(cols()-i-1)).coeff(0,0);
if (Flags & UnitDiagBit)
other.coeffRef(i,c) = tmp;
else
other.coeffRef(i,c) = tmp/coeff(i,i);
}
}
}
}
/** \returns the product of the inverse of \c *this with \a other.
*
* This function computes the inverse-matrix matrix product inverse(\c*this) * \a other
@@ -43,48 +90,8 @@ template<typename Derived>
template<typename OtherDerived>
typename OtherDerived::Eval MatrixBase<Derived>::inverseProduct(const MatrixBase<OtherDerived>& other) const
{
assert(cols() == other.rows());
assert(!(Flags & ZeroDiagBit));
assert(Flags & (UpperTriangularBit|LowerTriangularBit));
typename OtherDerived::Eval res(other.rows(), other.cols());
for(int c=0 ; c<other.cols() ; ++c)
{
if(Flags & LowerTriangularBit)
{
// forward substitution
if(Flags & UnitDiagBit)
res.coeffRef(0,c) = other.coeff(0,c);
else
res.coeffRef(0,c) = other.coeff(0,c)/coeff(0, 0);
for(int i=1; i<rows(); ++i)
{
Scalar tmp = other.coeff(i,c) - ((this->row(i).start(i)) * res.col(c).start(i)).coeff(0,0);
if (Flags & UnitDiagBit)
res.coeffRef(i,c) = tmp;
else
res.coeffRef(i,c) = tmp/coeff(i,i);
}
}
else
{
// backward substitution
if(Flags & UnitDiagBit)
res.coeffRef(cols()-1,c) = other.coeff(cols()-1,c);
else
res.coeffRef(cols()-1,c) = other.coeff(cols()-1, c)/coeff(rows()-1, cols()-1);
for(int i=rows()-2 ; i>=0 ; --i)
{
Scalar tmp = other.coeff(i,c)
- ((this->row(i).end(cols()-i-1)) * res.col(c).end(cols()-i-1)).coeff(0,0);
if (Flags & UnitDiagBit)
res.coeffRef(i,c) = tmp;
else
res.coeffRef(i,c) = tmp/coeff(i,i);
}
}
}
typename OtherDerived::Eval res(other);
inverseProductInPlace(res);
return res;
}

3
Eigen/src/Core/MatrixBase.h
View File

@@ -296,6 +296,9 @@ template<typename Derived> class MatrixBase
template<typename OtherDerived>
typename OtherDerived::Eval inverseProduct(const MatrixBase<OtherDerived>& other) const;
template<typename OtherDerived>
void inverseProductInPlace(MatrixBase<OtherDerived>& other) const;
template<typename OtherDerived>
Scalar dot(const MatrixBase<OtherDerived>& other) const;

5
Eigen/src/Core/util/Constants.h
View File

@@ -191,6 +191,11 @@ enum {
Sparse = SparseBit
};
enum {
ColMajor = 0,
RowMajor = RowMajorBit
};
const int FullyCoherentAccessPattern = 0x1;
const int InnerCoherentAccessPattern = 0x2 | FullyCoherentAccessPattern;
const int OuterCoherentAccessPattern = 0x4 | InnerCoherentAccessPattern;