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the Index types change.

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As discussed on the list (too long to explain here).
This commit is contained in:
Benoit Jacob
2010-05-30 16:00:58 -04:00
parent faa3ff3be6
commit aaaade4b3d
158 changed files with 3137 additions and 2878 deletions
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37
Eigen/src/Cholesky/LDLT.h
View File

@@ -65,7 +65,8 @@ template<typename _MatrixType> class LDLT
};
typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
typedef typename ei_plain_col_type<MatrixType, int>::type IntColVectorType;
typedef typename MatrixType::Index Index;
typedef typename ei_plain_col_type<MatrixType, Index>::type IntColVectorType;
typedef Matrix<Scalar, RowsAtCompileTime, 1, Options, MaxRowsAtCompileTime, 1> TmpMatrixType;
/** \brief Default Constructor.
@@ -81,7 +82,7 @@ template<typename _MatrixType> class LDLT
* according to the specified problem \a size.
* \sa LDLT()
*/
LDLT(int size) : m_matrix(size, size),
LDLT(Index size) : m_matrix(size, size),
m_p(size),
m_transpositions(size),
m_temporary(size),
@@ -168,8 +169,8 @@ template<typename _MatrixType> class LDLT
MatrixType reconstructedMatrix() const;
inline int rows() const { return m_matrix.rows(); }
inline int cols() const { return m_matrix.cols(); }
inline Index rows() const { return m_matrix.rows(); }
inline Index cols() const { return m_matrix.cols(); }
protected:
/** \internal
@@ -182,7 +183,7 @@ template<typename _MatrixType> class LDLT
IntColVectorType m_p;
IntColVectorType m_transpositions; // FIXME do we really need to store permanently the transpositions?
TmpMatrixType m_temporary;
int m_sign;
Index m_sign;
bool m_isInitialized;
};
@@ -192,7 +193,7 @@ template<typename MatrixType>
LDLT<MatrixType>& LDLT<MatrixType>::compute(const MatrixType& a)
{
ei_assert(a.rows()==a.cols());
const int size = a.rows();
const Index size = a.rows();
m_matrix = a;
@@ -215,10 +216,10 @@ LDLT<MatrixType>& LDLT<MatrixType>::compute(const MatrixType& a)
// have optimal alignment.
m_temporary.resize(size);
for (int j = 0; j < size; ++j)
for (Index j = 0; j < size; ++j)
{
// Find largest diagonal element
int index_of_biggest_in_corner;
Index index_of_biggest_in_corner;
biggest_in_corner = m_matrix.diagonal().tail(size-j).cwiseAbs()
.maxCoeff(&index_of_biggest_in_corner);
index_of_biggest_in_corner += j;
@@ -236,7 +237,7 @@ LDLT<MatrixType>& LDLT<MatrixType>::compute(const MatrixType& a)
// Finish early if the matrix is not full rank.
if(biggest_in_corner < cutoff)
{
for(int i = j; i < size; i++) m_transpositions.coeffRef(i) = i;
for(Index i = j; i < size; i++) m_transpositions.coeffRef(i) = i;
break;
}
@@ -256,7 +257,7 @@ LDLT<MatrixType>& LDLT<MatrixType>::compute(const MatrixType& a)
RealScalar Djj = ei_real(m_matrix.coeff(j,j) - m_matrix.row(j).head(j).dot(m_matrix.col(j).head(j)));
m_matrix.coeffRef(j,j) = Djj;
int endSize = size - j - 1;
Index endSize = size - j - 1;
if (endSize > 0) {
m_temporary.tail(endSize).noalias() = m_matrix.block(j+1,0, endSize, j)
* m_matrix.col(j).head(j).conjugate();
@@ -272,8 +273,8 @@ LDLT<MatrixType>& LDLT<MatrixType>::compute(const MatrixType& a)
}
// Reverse applied swaps to get P matrix.
for(int k = 0; k < size; ++k) m_p.coeffRef(k) = k;
for(int k = size-1; k >= 0; --k) {
for(Index k = 0; k < size; ++k) m_p.coeffRef(k) = k;
for(Index k = size-1; k >= 0; --k) {
std::swap(m_p.coeffRef(k), m_p.coeffRef(m_transpositions.coeff(k)));
}
@@ -310,11 +311,11 @@ template<typename Derived>
bool LDLT<MatrixType>::solveInPlace(MatrixBase<Derived> &bAndX) const
{
ei_assert(m_isInitialized && "LDLT is not initialized.");
const int size = m_matrix.rows();
const Index size = m_matrix.rows();
ei_assert(size == bAndX.rows());
// z = P b
for(int i = 0; i < size; ++i) bAndX.row(m_transpositions.coeff(i)).swap(bAndX.row(i));
for(Index i = 0; i < size; ++i) bAndX.row(m_transpositions.coeff(i)).swap(bAndX.row(i));
// y = L^-1 z
//matrixL().solveInPlace(bAndX);
@@ -327,7 +328,7 @@ bool LDLT<MatrixType>::solveInPlace(MatrixBase<Derived> &bAndX) const
m_matrix.adjoint().template triangularView<UnitUpper>().solveInPlace(bAndX);
// x = P^T u
for (int i = size-1; i >= 0; --i) bAndX.row(m_transpositions.coeff(i)).swap(bAndX.row(i));
for (Index i = size-1; i >= 0; --i) bAndX.row(m_transpositions.coeff(i)).swap(bAndX.row(i));
return true;
}
@@ -339,12 +340,12 @@ template<typename MatrixType>
MatrixType LDLT<MatrixType>::reconstructedMatrix() const
{
ei_assert(m_isInitialized && "LDLT is not initialized.");
const int size = m_matrix.rows();
const Index size = m_matrix.rows();
MatrixType res(size,size);
res.setIdentity();
// PI
for(int i = 0; i < size; ++i) res.row(m_transpositions.coeff(i)).swap(res.row(i));
for(Index i = 0; i < size; ++i) res.row(m_transpositions.coeff(i)).swap(res.row(i));
// L^* P
res = matrixL().adjoint() * res;
// D(L^*P)
@@ -352,7 +353,7 @@ MatrixType LDLT<MatrixType>::reconstructedMatrix() const
// L(DL^*P)
res = matrixL() * res;
// P^T (LDL^*P)
for (int i = size-1; i >= 0; --i) res.row(m_transpositions.coeff(i)).swap(res.row(i));
for (Index i = size-1; i >= 0; --i) res.row(m_transpositions.coeff(i)).swap(res.row(i));
return res;
}

29
Eigen/src/Cholesky/LLT.h
View File

@@ -65,6 +65,7 @@ template<typename _MatrixType, int _UpLo> class LLT
};
typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
typedef typename MatrixType::Index Index;
enum {
PacketSize = ei_packet_traits<Scalar>::size,
@@ -88,7 +89,7 @@ template<typename _MatrixType, int _UpLo> class LLT
* according to the specified problem \a size.
* \sa LLT()
*/
LLT(int size) : m_matrix(size, size),
LLT(Index size) : m_matrix(size, size),
m_isInitialized(false) {}
LLT(const MatrixType& matrix)
@@ -149,8 +150,8 @@ template<typename _MatrixType, int _UpLo> class LLT
MatrixType reconstructedMatrix() const;
inline int rows() const { return m_matrix.rows(); }
inline int cols() const { return m_matrix.cols(); }
inline Index rows() const { return m_matrix.rows(); }
inline Index cols() const { return m_matrix.cols(); }
protected:
/** \internal
@@ -171,11 +172,12 @@ template<> struct ei_llt_inplace<Lower>
{
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef typename MatrixType::Index Index;
ei_assert(mat.rows()==mat.cols());
const int size = mat.rows();
for(int k = 0; k < size; ++k)
const Index size = mat.rows();
for(Index k = 0; k < size; ++k)
{
int rs = size-k-1; // remaining size
Index rs = size-k-1; // remaining size
Block<MatrixType,Dynamic,1> A21(mat,k+1,k,rs,1);
Block<MatrixType,1,Dynamic> A10(mat,k,0,1,k);
@@ -195,19 +197,20 @@ template<> struct ei_llt_inplace<Lower>
template<typename MatrixType>
static bool blocked(MatrixType& m)
{
typedef typename MatrixType::Index Index;
ei_assert(m.rows()==m.cols());
int size = m.rows();
Index size = m.rows();
if(size<32)
return unblocked(m);
int blockSize = size/8;
Index blockSize = size/8;
blockSize = (blockSize/16)*16;
blockSize = std::min(std::max(blockSize,8), 128);
blockSize = std::min(std::max(blockSize,Index(8)), Index(128));
for (int k=0; k<size; k+=blockSize)
for (Index k=0; k<size; k+=blockSize)
{
int bs = std::min(blockSize, size-k);
int rs = size - k - bs;
Index bs = std::min(blockSize, size-k);
Index rs = size - k - bs;
Block<MatrixType,Dynamic,Dynamic> A11(m,k, k, bs,bs);
Block<MatrixType,Dynamic,Dynamic> A21(m,k+bs,k, rs,bs);
@@ -266,7 +269,7 @@ template<typename MatrixType, int _UpLo>
LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const MatrixType& a)
{
assert(a.rows()==a.cols());
const int size = a.rows();
const Index size = a.rows();
m_matrix.resize(size, size);
m_matrix = a;