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Add documentation and exemples for inplace decomposition.

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This commit is contained in:
Gael Guennebaud
2016-07-04 17:18:26 +02:00
parent 32a41ee659
commit 7f7839c12f
11 changed files with 201 additions and 15 deletions
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4
Eigen/src/Cholesky/LDLT.h
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@@ -43,6 +43,8 @@ namespace internal {
* Remember that Cholesky decompositions are not rank-revealing. Also, do not use a Cholesky
* decomposition to determine whether a system of equations has a solution.
*
* This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
*
* \sa MatrixBase::ldlt(), SelfAdjointView::ldlt(), class LLT
*/
template<typename _MatrixType, int _UpLo> class LDLT
@@ -112,7 +114,7 @@ template<typename _MatrixType, int _UpLo> class LDLT
/** \brief Constructs a LDLT factorization from a given matrix
*
* This overloaded constructor is provided for inplace solving when \c MatrixType is a Eigen::Ref.
* This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref.
*
* \sa LDLT(const EigenBase&)
*/

4
Eigen/src/Cholesky/LLT.h
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@@ -41,6 +41,8 @@ template<typename MatrixType, int UpLo> struct LLT_Traits;
* Example: \include LLT_example.cpp
* Output: \verbinclude LLT_example.out
*
* This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
*
* \sa MatrixBase::llt(), SelfAdjointView::llt(), class LDLT
*/
/* HEY THIS DOX IS DISABLED BECAUSE THERE's A BUG EITHER HERE OR IN LDLT ABOUT THAT (OR BOTH)
@@ -96,7 +98,7 @@ template<typename _MatrixType, int _UpLo> class LLT
/** \brief Constructs a LDLT factorization from a given matrix
*
* This overloaded constructor is provided for inplace solving when
* This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when
* \c MatrixType is a Eigen::Ref.
*
* \sa LLT(const EigenBase&)

4
Eigen/src/LU/FullPivLU.h
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@@ -52,6 +52,8 @@ template<typename _MatrixType> struct traits<FullPivLU<_MatrixType> >
* \include class_FullPivLU.cpp
* Output: \verbinclude class_FullPivLU.out
*
* This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
*
* \sa MatrixBase::fullPivLu(), MatrixBase::determinant(), MatrixBase::inverse()
*/
template<typename _MatrixType> class FullPivLU
@@ -99,7 +101,7 @@ template<typename _MatrixType> class FullPivLU
/** \brief Constructs a LU factorization from a given matrix
*
* This overloaded constructor is provided for inplace solving when \c MatrixType is a Eigen::Ref.
* This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref.
*
* \sa FullPivLU(const EigenBase&)
*/

11
Eigen/src/LU/PartialPivLU.h
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@@ -68,6 +68,8 @@ struct enable_if_ref<Ref<T>,Derived> {
*
* The data of the LU decomposition can be directly accessed through the methods matrixLU(), permutationP().
*
* This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
*
* \sa MatrixBase::partialPivLu(), MatrixBase::determinant(), MatrixBase::inverse(), MatrixBase::computeInverse(), class FullPivLU
*/
template<typename _MatrixType> class PartialPivLU
@@ -113,17 +115,10 @@ template<typename _MatrixType> class PartialPivLU
template<typename InputType>
explicit PartialPivLU(const EigenBase<InputType>& matrix);
/** Constructor for inplace decomposition
/** Constructor for \link InplaceDecomposition inplace decomposition \endlink
*
* \param matrix the matrix of which to compute the LU decomposition.
*
* If \c MatrixType is an Eigen::Ref, then the storage of \a matrix will be shared
* between \a matrix and \c *this and the decomposition will take place in-place.
* The memory of \a matrix will be used througrough the lifetime of \c *this. In
* particular, further calls to \c this->compute(A) will still operate on the memory
* of \a matrix meaning. This also implies that the sizes of \c A must match the
* ones of \a matrix.
*
* \warning The matrix should have full rank (e.g. if it's square, it should be invertible).
* If you need to deal with non-full rank, use class FullPivLU instead.
*/

4
Eigen/src/QR/ColPivHouseholderQR.h
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@@ -41,6 +41,8 @@ template<typename _MatrixType> struct traits<ColPivHouseholderQR<_MatrixType> >
* This decomposition performs column pivoting in order to be rank-revealing and improve
* numerical stability. It is slower than HouseholderQR, and faster than FullPivHouseholderQR.
*
* This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
*
* \sa MatrixBase::colPivHouseholderQr()
*/
template<typename _MatrixType> class ColPivHouseholderQR
@@ -135,7 +137,7 @@ template<typename _MatrixType> class ColPivHouseholderQR
/** \brief Constructs a QR factorization from a given matrix
*
* This overloaded constructor is provided for inplace solving when \c MatrixType is a Eigen::Ref.
* This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref.
*
* \sa ColPivHouseholderQR(const EigenBase&)
*/

4
Eigen/src/QR/CompleteOrthogonalDecomposition.h
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@@ -39,6 +39,8 @@ struct traits<CompleteOrthogonalDecomposition<_MatrixType> >
* \b Q and \b Z are unitary matrices and \b T an upper triangular matrix of
* size rank-by-rank. \b A may be rank deficient.
*
* This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
*
* \sa MatrixBase::completeOrthogonalDecomposition()
*/
template <typename _MatrixType>
@@ -117,7 +119,7 @@ class CompleteOrthogonalDecomposition {
/** \brief Constructs a complete orthogonal decomposition from a given matrix
*
* This overloaded constructor is provided for inplace solving when \c MatrixType is a Eigen::Ref.
* This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref.
*
* \sa CompleteOrthogonalDecomposition(const EigenBase&)
*/

4
Eigen/src/QR/FullPivHouseholderQR.h
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@@ -50,6 +50,8 @@ struct traits<FullPivHouseholderQRMatrixQReturnType<MatrixType> >
* This decomposition performs a very prudent full pivoting in order to be rank-revealing and achieve optimal
* numerical stability. The trade-off is that it is slower than HouseholderQR and ColPivHouseholderQR.
*
* This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
*
* \sa MatrixBase::fullPivHouseholderQr()
*/
template<typename _MatrixType> class FullPivHouseholderQR
@@ -136,7 +138,7 @@ template<typename _MatrixType> class FullPivHouseholderQR
/** \brief Constructs a QR factorization from a given matrix
*
* This overloaded constructor is provided for inplace solving when \c MatrixType is a Eigen::Ref.
* This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref.
*
* \sa FullPivHouseholderQR(const EigenBase&)
*/

4
Eigen/src/QR/HouseholderQR.h
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@@ -37,6 +37,8 @@ namespace Eigen {
* This Householder QR decomposition is faster, but less numerically stable and less feature-full than
* FullPivHouseholderQR or ColPivHouseholderQR.
*
* This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
*
* \sa MatrixBase::householderQr()
*/
template<typename _MatrixType> class HouseholderQR
@@ -104,7 +106,7 @@ template<typename _MatrixType> class HouseholderQR
/** \brief Constructs a QR factorization from a given matrix
*
* This overloaded constructor is provided for inplace solving when
* This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when
* \c MatrixType is a Eigen::Ref.
*
* \sa HouseholderQR(const EigenBase&)