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

merge with default branch

Browse Source
This commit is contained in:
Gael Guennebaud
2013-04-19 11:21:39 +02:00
parent 4e2e615a7c 46755648ec
commit 9cd2d14005
252 changed files with 5324 additions and 4172 deletions
Download Patch File Download Diff File Expand all files Collapse all files

10
Eigen/src/Cholesky/LDLT.h
View File

@@ -196,7 +196,7 @@ template<typename _MatrixType, int _UpLo> class LDLT
LDLT& compute(const MatrixType& matrix);
template <typename Derived>
LDLT& rankUpdate(const MatrixBase<Derived>& w,RealScalar alpha=1);
LDLT& rankUpdate(const MatrixBase<Derived>& w, const RealScalar& alpha=1);
/** \returns the internal LDLT decomposition matrix
*
@@ -347,7 +347,7 @@ template<> struct ldlt_inplace<Lower>
// Here only rank-1 updates are implemented, to reduce the
// requirement for intermediate storage and improve accuracy
template<typename MatrixType, typename WDerived>
static bool updateInPlace(MatrixType& mat, MatrixBase<WDerived>& w, typename MatrixType::RealScalar sigma=1)
static bool updateInPlace(MatrixType& mat, MatrixBase<WDerived>& w, const typename MatrixType::RealScalar& sigma=1)
{
using internal::isfinite;
typedef typename MatrixType::Scalar Scalar;
@@ -386,7 +386,7 @@ template<> struct ldlt_inplace<Lower>
}
template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType>
static bool update(MatrixType& mat, const TranspositionType& transpositions, Workspace& tmp, const WType& w, typename MatrixType::RealScalar sigma=1)
static bool update(MatrixType& mat, const TranspositionType& transpositions, Workspace& tmp, const WType& w, const typename MatrixType::RealScalar& sigma=1)
{
// Apply the permutation to the input w
tmp = transpositions * w;
@@ -405,7 +405,7 @@ template<> struct ldlt_inplace<Upper>
}
template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType>
static EIGEN_STRONG_INLINE bool update(MatrixType& mat, TranspositionType& transpositions, Workspace& tmp, WType& w, typename MatrixType::RealScalar sigma=1)
static EIGEN_STRONG_INLINE bool update(MatrixType& mat, TranspositionType& transpositions, Workspace& tmp, WType& w, const typename MatrixType::RealScalar& sigma=1)
{
Transpose<MatrixType> matt(mat);
return ldlt_inplace<Lower>::update(matt, transpositions, tmp, w.conjugate(), sigma);
@@ -457,7 +457,7 @@ LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::compute(const MatrixType& a)
*/
template<typename MatrixType, int _UpLo>
template<typename Derived>
LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::rankUpdate(const MatrixBase<Derived>& w,typename NumTraits<typename MatrixType::Scalar>::Real sigma)
LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::rankUpdate(const MatrixBase<Derived>& w, const typename NumTraits<typename MatrixType::Scalar>::Real& sigma)
{
const Index size = w.rows();
if (m_isInitialized)

8
Eigen/src/Cholesky/LLT.h
View File

@@ -200,7 +200,7 @@ static typename MatrixType::Index llt_rank_update_lower(MatrixType& mat, const V
typedef Matrix<Scalar,Dynamic,1> TempVectorType;
typedef typename TempVectorType::SegmentReturnType TempVecSegment;
int n = mat.cols();
Index n = mat.cols();
eigen_assert(mat.rows()==n && vec.size()==n);
TempVectorType temp;
@@ -212,12 +212,12 @@ static typename MatrixType::Index llt_rank_update_lower(MatrixType& mat, const V
// i.e., for sigma > 0
temp = sqrt(sigma) * vec;
for(int i=0; i<n; ++i)
for(Index i=0; i<n; ++i)
{
JacobiRotation<Scalar> g;
g.makeGivens(mat(i,i), -temp(i), &mat(i,i));
int rs = n-i-1;
Index rs = n-i-1;
if(rs>0)
{
ColXprSegment x(mat.col(i).tail(rs));
@@ -230,7 +230,7 @@ static typename MatrixType::Index llt_rank_update_lower(MatrixType& mat, const V
{
temp = vec;
RealScalar beta = 1;
for(int j=0; j<n; ++j)
for(Index j=0; j<n; ++j)
{
RealScalar Ljj = real(mat.coeff(j,j));
RealScalar dj = abs2(Ljj);