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big performance improvement in inverse and LU

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This commit is contained in:
Benoit Jacob
2008-08-04 23:34:21 +00:00
parent a7a05382d1
commit 79a0feee68
3 changed files with 10 additions and 12 deletions
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17
Eigen/src/LU/Inverse.h
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@@ -50,10 +50,10 @@ struct ei_compute_inverse_in_general_case<MatrixType, RowMajor>
matrix.row(k).swap(matrix.row(k+rowOfBiggest));
const Scalar d = matrix(k,k);
inverse.block(k+1, 0, size-k-1, size)
-= matrix.col(k).end(size-k-1) * (inverse.row(k) / d);
matrix.corner(BottomRight, size-k-1, size-k)
-= matrix.col(k).end(size-k-1) * (matrix.row(k).end(size-k) / d);
for(int row = k + 1; row < size; row++)
inverse.row(row) -= inverse.row(k) * (matrix.coeff(row,k)/d);
for(int row = k + 1; row < size; row++)
matrix.row(row).end(size-k) -= (matrix.row(k).end(size-k)/d) * matrix.coeff(row,k);
}
for(int k = 0; k < size-1; k++)
@@ -87,12 +87,11 @@ struct ei_compute_inverse_in_general_case<MatrixType, ColMajor>
matrix.row(k).end(size-k).cwise().abs().maxCoeff(&colOfBiggest);
inverse.col(k).swap(inverse.col(k+colOfBiggest));
matrix.col(k).swap(matrix.col(k+colOfBiggest));
const Scalar d = matrix(k,k);
inverse.block(0, k+1, size, size-k-1)
-= (inverse.col(k) / d) * matrix.row(k).end(size-k-1);
matrix.corner(BottomRight, size-k, size-k-1)
-= (matrix.col(k).end(size-k) / d) * matrix.row(k).end(size-k-1);
for(int col = k + 1; col < size; col++)
inverse.col(col) -= inverse.col(k) * (matrix.coeff(k,col)/d);
for(int col = k + 1; col < size; col++)
matrix.col(col).end(size-k) -= (matrix.col(k).end(size-k)/d) * matrix.coeff(k,col);
}
for(int k = 0; k < size-1; k++)