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Optimization in LU::solve: when rows<=cols, no need to compute the L matrix

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Remove matrixL() and matrixU() methods: they were tricky, returning a Part,
and matrixL() was useless for non-square LU. Also they were untested. This is
the occasion to simplify the docs (class_LU.cpp) removing the most confusing part.
I think that it's better to let the user do his own cooking with Part's.
This commit is contained in:
Benoit Jacob
2009-01-25 16:33:06 +00:00
parent 56c7e164f0
commit 414ee1db4b
3 changed files with 32 additions and 53 deletions
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10
doc/snippets/class_LU_2.cpp → doc/snippets/class_LU.cpp
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@@ -5,14 +5,16 @@ cout << "Here is the matrix m:" << endl << m << endl;
Eigen::LU<Matrix5x3> lu(m);
cout << "Here is, up to permutations, its LU decomposition matrix:"
<< endl << lu.matrixLU() << endl;
cout << "Here is the actual L matrix in this decomposition:" << endl;
cout << "Here is the L part:" << endl;
Matrix5x5 l = Matrix5x5::Identity();
l.block<5,3>(0,0).part<StrictlyLowerTriangular>() = lu.matrixLU();
cout << l << endl;
cout << "Here is the U part:" << endl;
Matrix5x3 u = lu.matrixLU().part<UpperTriangular>();
cout << u << endl;
cout << "Let us now reconstruct the original matrix m:" << endl;
Matrix5x3 x = l * lu.matrixU();
Matrix5x3 x = l * u;
Matrix5x3 y;
for(int i = 0; i < 5; i++) for(int j = 0; j < 3; j++)
y(i, lu.permutationQ()[j]) = x(lu.permutationP()[i], j);
cout << y << endl;
assert(y.isApprox(m));
cout << y << endl; // should be equal to the original matrix m

12
doc/snippets/class_LU_1.cpp
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@@ -1,12 +0,0 @@
Matrix3d m = Matrix3d::Random();
cout << "Here is the matrix m:" << endl << m << endl;
Eigen::LU<Matrix3d> lu(m);
cout << "Here is, up to permutations, its LU decomposition matrix:"
<< endl << lu.matrixLU() << endl;
cout << "Let us now reconstruct the original matrix m from it:" << endl;
Matrix3d x = lu.matrixL() * lu.matrixU();
Matrix3d y;
for(int i = 0; i < 3; i++) for(int j = 0; j < 3; j++)
y(i, lu.permutationQ()[j]) = x(lu.permutationP()[i], j);
cout << y << endl;
assert(y.isApprox(m));