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change solveTriangularInPlace() to take a pointer as input (as discussed on IRC).

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extended the documentation of the triangular solver.
This commit is contained in:
Gael Guennebaud
2008-08-12 07:49:59 +00:00
parent 13ad88736e
commit 8a3e6b1ee2
4 changed files with 41 additions and 23 deletions
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54
Eigen/src/Core/SolveTriangular.h
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@@ -37,21 +37,21 @@ template<typename Lhs, typename Rhs,
: -1,
int StorageOrder = int(Lhs::Flags) & RowMajorBit ? RowMajor : ColMajor
>
struct ei_trisolve_selector;
struct ei_solve_triangular_selector;
// transform a Part xpr to a Flagged xpr
template<typename Lhs, unsigned int LhsMode, typename Rhs, int TriangularPart, int StorageOrder>
struct ei_trisolve_selector<Part<Lhs,LhsMode>,Rhs,TriangularPart,StorageOrder>
struct ei_solve_triangular_selector<Part<Lhs,LhsMode>,Rhs,TriangularPart,StorageOrder>
{
static void run(const Part<Lhs,LhsMode>& lhs, Rhs& other)
{
ei_trisolve_selector<Flagged<Lhs,LhsMode,0>,Rhs>::run(lhs._expression(), other);
ei_solve_triangular_selector<Flagged<Lhs,LhsMode,0>,Rhs>::run(lhs._expression(), other);
}
};
// forward substitution, row-major
template<typename Lhs, typename Rhs>
struct ei_trisolve_selector<Lhs,Rhs,Lower,RowMajor>
struct ei_solve_triangular_selector<Lhs,Rhs,Lower,RowMajor>
{
typedef typename Rhs::Scalar Scalar;
static void run(const Lhs& lhs, Rhs& other)
@@ -74,7 +74,7 @@ struct ei_trisolve_selector<Lhs,Rhs,Lower,RowMajor>
// backward substitution, row-major
template<typename Lhs, typename Rhs>
struct ei_trisolve_selector<Lhs,Rhs,Upper,RowMajor>
struct ei_solve_triangular_selector<Lhs,Rhs,Upper,RowMajor>
{
typedef typename Rhs::Scalar Scalar;
static void run(const Lhs& lhs, Rhs& other)
@@ -101,7 +101,7 @@ struct ei_trisolve_selector<Lhs,Rhs,Upper,RowMajor>
// FIXME the Lower and Upper specialization could be merged using a small helper class
// performing reflexions on the coordinates...
template<typename Lhs, typename Rhs>
struct ei_trisolve_selector<Lhs,Rhs,Lower,ColMajor>
struct ei_solve_triangular_selector<Lhs,Rhs,Lower,ColMajor>
{
typedef typename Rhs::Scalar Scalar;
typedef typename ei_packet_traits<Scalar>::type Packet;
@@ -168,7 +168,7 @@ struct ei_trisolve_selector<Lhs,Rhs,Lower,ColMajor>
// backward substitution, col-major
// see the previous specialization for details on the algorithm
template<typename Lhs, typename Rhs>
struct ei_trisolve_selector<Lhs,Rhs,Upper,ColMajor>
struct ei_solve_triangular_selector<Lhs,Rhs,Upper,ColMajor>
{
typedef typename Rhs::Scalar Scalar;
static void run(const Lhs& lhs, Rhs& other)
@@ -214,40 +214,58 @@ struct ei_trisolve_selector<Lhs,Rhs,Upper,ColMajor>
/** "in-place" version of MatrixBase::solveTriangular() where the result is written in \a other
*
* \sa solveTriangular()
* See MatrixBase:solveTriangular() for the details.
*/
template<typename Derived>
template<typename OtherDerived>
void MatrixBase<Derived>::solveTriangularInPlace(MatrixBase<OtherDerived>& other) const
void MatrixBase<Derived>::solveTriangularInPlace(MatrixBase<OtherDerived>* p_other) const
{
ei_assert(p_other!=0);
ei_assert(derived().cols() == derived().rows());
ei_assert(derived().cols() == other.rows());
ei_assert(derived().cols() == p_other->rows());
ei_assert(!(Flags & ZeroDiagBit));
ei_assert(Flags & (UpperTriangularBit|LowerTriangularBit));
ei_trisolve_selector<Derived, OtherDerived>::run(derived(), other.derived());
ei_solve_triangular_selector<Derived, OtherDerived>::run(derived(), p_other->derived());
}
/** \returns the product of the inverse of \c *this with \a other, \a *this being triangular.
*
* This function computes the inverse-matrix matrix product inverse(\c *this) * \a other
* It works as a forward (resp. backward) substitution if \c *this is an upper (resp. lower)
* triangular matrix.
* This function computes the inverse-matrix matrix product inverse(\c *this) * \a other.
* The matrix \c *this must be triangular and invertible (i.e., all the coefficients of the
* diagonal must be non zero). It works as a forward (resp. backward) substitution if \c *this
* is an upper (resp. lower) triangular matrix.
*
* It is required that \c *this be marked as either an upper or a lower triangular matrix, as
* can be done by marked(), and as is automatically the case with expressions such as those returned
* It is required that \c *this be marked as either an upper or a lower triangular matrix, which
* can be done by marked(), and that is automatically the case with expressions such as those returned
* by extract().
*
* \addexample SolveTriangular \label How to solve a triangular system (aka. how to multiply the inverse of a triangular matrix by another one)
*
* Example: \include MatrixBase_marked.cpp
* Output: \verbinclude MatrixBase_marked.out
*
* This function is essentially a wrapper to the faster solveTriangularInPlace() function creating
* a temporary copy of \a other, calling solveTriangularInPlace() on the copy and returning it.
* Therefore, if \a other is not needed anymore, it is quite faster to call solveTriangularInPlace()
* instead of solveTriangular().
*
* For users comming from BLAS, this function (and more specifically solveTriangularInPlace()) offer
* all the operations supported by the \c *TRSV and \c *TRSM BLAS routines.
*
* \sa marked(), extract()
* \b Tips: to perform a \em "right-inverse-multiply" you can simply transpose the operation, e.g.:
* \code
* M * T^1 <=> T.transpose().solveTriangularInPlace(M.transpose());
* \endcode
*
* \sa solveTriangularInPlace(), marked(), extract()
*/
template<typename Derived>
template<typename OtherDerived>
typename OtherDerived::Eval MatrixBase<Derived>::solveTriangular(const MatrixBase<OtherDerived>& other) const
{
typename OtherDerived::Eval res(other);
solveTriangularInPlace(res);
solveTriangularInPlace(&res);
return res;
}