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Big API change in Cholesky module:

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* rename Cholesky to LLT
 * rename CholeskyWithoutSquareRoot to LDLT
 * rename MatrixBase::cholesky() to llt()
 * rename MatrixBase::choleskyNoSqrt() to ldlt()
 * make {LLT,LDLT}::solve() API consistent with other modules

Note that we are going to keep a source compatibility untill the next beta release.
E.g., the "old" Cholesky* classes, etc are still available for some time.
To be clear, Eigen beta2 should be (hopefully) source compatible with beta1,
and so beta2 will contain all the deprecated API of beta1. Those features marked
as deprecated will be removed in beta3 (or in the final 2.0 if there is no beta 3 !).

Also includes various updated in sparse Cholesky.
This commit is contained in:
Gael Guennebaud
2008-10-13 15:53:27 +00:00
parent e2bd8623f8
commit 765219aa51
23 changed files with 608 additions and 183 deletions
Download Patch File Download Diff File Expand all files Collapse all files

22
Eigen/src/Sparse/CholmodSupport.h
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@@ -99,10 +99,10 @@ SparseMatrix<Scalar,Flags> SparseMatrix<Scalar,Flags>::Map(cholmod_sparse& cm)
}
template<typename MatrixType>
class SparseCholesky<MatrixType,Cholmod> : public SparseCholesky<MatrixType>
class SparseLLT<MatrixType,Cholmod> : public SparseLLT<MatrixType>
{
protected:
typedef SparseCholesky<MatrixType> Base;
typedef SparseLLT<MatrixType> Base;
using Base::Scalar;
using Base::RealScalar;
using Base::MatrixLIsDirty;
@@ -113,14 +113,20 @@ class SparseCholesky<MatrixType,Cholmod> : public SparseCholesky<MatrixType>
public:
SparseCholesky(const MatrixType& matrix, int flags = 0)
SparseLLT(int flags = 0)
: Base(flags), m_cholmodFactor(0)
{
cholmod_start(&m_cholmod);
}
SparseLLT(const MatrixType& matrix, int flags = 0)
: Base(matrix, flags), m_cholmodFactor(0)
{
cholmod_start(&m_cholmod);
compute(matrix);
}
~SparseCholesky()
~SparseLLT()
{
if (m_cholmodFactor)
cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
@@ -140,7 +146,7 @@ class SparseCholesky<MatrixType,Cholmod> : public SparseCholesky<MatrixType>
};
template<typename MatrixType>
void SparseCholesky<MatrixType,Cholmod>::compute(const MatrixType& a)
void SparseLLT<MatrixType,Cholmod>::compute(const MatrixType& a)
{
if (m_cholmodFactor)
{
@@ -169,8 +175,8 @@ void SparseCholesky<MatrixType,Cholmod>::compute(const MatrixType& a)
}
template<typename MatrixType>
inline const typename SparseCholesky<MatrixType>::CholMatrixType&
SparseCholesky<MatrixType,Cholmod>::matrixL() const
inline const typename SparseLLT<MatrixType>::CholMatrixType&
SparseLLT<MatrixType,Cholmod>::matrixL() const
{
if (m_status & MatrixLIsDirty)
{
@@ -187,7 +193,7 @@ SparseCholesky<MatrixType,Cholmod>::matrixL() const
template<typename MatrixType>
template<typename Derived>
void SparseCholesky<MatrixType,Cholmod>::solveInPlace(MatrixBase<Derived> &b) const
void SparseLLT<MatrixType,Cholmod>::solveInPlace(MatrixBase<Derived> &b) const
{
const int size = m_matrix.rows();
ei_assert(size==b.rows());