devtools/eigen
1
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2026-04-10 11:34:33 +08:00
Code Issues Packages Projects Releases Wiki Activity

Add conjugateIf<bool> members to DesneBase, TriangularView, SelfadjointView, and make PartialPivLU use it.

Browse Source
This commit is contained in:
Gael Guennebaud
2019-01-17 11:33:43 +01:00
parent 7b35c26b1c
commit 7f32109c11
6 changed files with 69 additions and 15 deletions
Download Patch File Download Diff File Expand all files Collapse all files

25
Eigen/src/LU/PartialPivLU.h
View File

@@ -246,26 +246,21 @@ template<typename _MatrixType> class PartialPivLU
template<bool Conjugate, typename RhsType, typename DstType>
EIGEN_DEVICE_FUNC
void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const {
/* The decomposition PA = LU can be rewritten as A = P^{-1} L U.
/* The decomposition PA = LU can be rewritten as A^T = U^T L^T P.
* So we proceed as follows:
* Step 1: compute c = Pb.
* Step 2: replace c by the solution x to Lx = c.
* Step 3: replace c by the solution x to Ux = c.
* Step 1: compute c as the solution to L^T c = b
* Step 2: replace c by the solution x to U^T x = c.
* Step 3: update c = P^-1 c.
*/
eigen_assert(rhs.rows() == m_lu.cols());
if (Conjugate) {
// Step 1
dst = m_lu.template triangularView<Upper>().adjoint().solve(rhs);
// Step 2
m_lu.template triangularView<UnitLower>().adjoint().solveInPlace(dst);
} else {
// Step 1
dst = m_lu.template triangularView<Upper>().transpose().solve(rhs);
// Step 2
m_lu.template triangularView<UnitLower>().transpose().solveInPlace(dst);
}
// Step 1
dst = m_lu.template triangularView<Upper>().transpose()
.template conjugateIf<Conjugate>().solve(rhs);
// Step 2
m_lu.template triangularView<UnitLower>().transpose()
.template conjugateIf<Conjugate>().solveInPlace(dst);
// Step 3
dst = permutationP().transpose() * dst;
}