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misc cleaning / eigenization

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This commit is contained in:
Thomas Capricelli
2010-01-28 04:19:39 +01:00
parent fcd074c928
commit 40eac2d8a0
8 changed files with 44 additions and 61 deletions
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33
unsupported/Eigen/src/NonLinearOptimization/covar.h
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@@ -16,7 +16,7 @@ void ei_covar(
Matrix< Scalar, Dynamic, 1 > wa(n);
assert(ipvt.size()==n);
/* form the inverse of r in the full upper triangle of r. */
/* form the inverse of r in the full upper triangle of r. */
l = -1;
for (k = 0; k < n; ++k)
if (ei_abs(r(k,k)) > tolr) {
@@ -24,27 +24,21 @@ void ei_covar(
for (j = 0; j <= k-1; ++j) {
temp = r(k,k) * r(j,k);
r(j,k) = 0.;
for (i = 0; i <= j; ++i)
r(i,k) -= temp * r(i,j);
r.col(k).head(j+1) -= r.col(j).head(j+1) * temp;
}
l = k;
}
/* form the full upper triangle of the inverse of (r transpose)*r */
/* in the full upper triangle of r. */
/* form the full upper triangle of the inverse of (r transpose)*r */
/* in the full upper triangle of r. */
for (k = 0; k <= l; ++k) {
for (j = 0; j <= k-1; ++j) {
temp = r(j,k);
for (i = 0; i <= j; ++i)
r(i,j) += temp * r(i,k);
}
temp = r(k,k);
for (i = 0; i <= k; ++i)
r(i,k) = temp * r(i,k);
for (j = 0; j <= k-1; ++j)
r.col(j).head(j+1) += r.col(k).head(j+1) * r(j,k);
r.col(k).head(k+1) *= r(k,k);
}
/* form the full lower triangle of the covariance matrix */
/* in the strict lower triangle of r and in wa. */
/* form the full lower triangle of the covariance matrix */
/* in the strict lower triangle of r and in wa. */
for (j = 0; j < n; ++j) {
jj = ipvt[j];
sing = j > l;
@@ -60,11 +54,8 @@ void ei_covar(
wa[jj] = r(j,j);
}
/* symmetrize the covariance matrix in r. */
for (j = 0; j < n; ++j) {
for (i = 0; i <= j; ++i)
r(i,j) = r(j,i);
r(j,j) = wa[j];
}
/* symmetrize the covariance matrix in r. */
r.corner(TopLeft,n,n).template triangularView<StrictlyUpper>() = r.corner(TopLeft,n,n).transpose();
r.diagonal() = wa;
}