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

the Index types change.

Browse Source 
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
Download Patch File Download Diff File Expand all files Collapse all files

14
unsupported/Eigen/src/IterativeSolvers/ConstrainedConjGrad.h
View File

@@ -61,17 +61,18 @@ void ei_pseudo_inverse(const CMatrix &C, CINVMatrix &CINV)
{
// optimisable : copie de la ligne, precalcul de C * trans(C).
typedef typename CMatrix::Scalar Scalar;
typedef typename CMatrix::Index Index;
// FIXME use sparse vectors ?
typedef Matrix<Scalar,Dynamic,1> TmpVec;
int rows = C.rows(), cols = C.cols();
Index rows = C.rows(), cols = C.cols();
TmpVec d(rows), e(rows), l(cols), p(rows), q(rows), r(rows);
Scalar rho, rho_1, alpha;
d.setZero();
CINV.startFill(); // FIXME estimate the number of non-zeros
for (int i = 0; i < rows; ++i)
for (Index i = 0; i < rows; ++i)
{
d[i] = 1.0;
rho = 1.0;
@@ -94,7 +95,7 @@ void ei_pseudo_inverse(const CMatrix &C, CINVMatrix &CINV)
l = C.transpose() * e; // l is the i-th row of CINV
// FIXME add a generic "prune/filter" expression for both dense and sparse object to sparse
for (int j=0; j<l.size(); ++j)
for (Index j=0; j<l.size(); ++j)
if (l[j]<1e-15)
CINV.fill(i,j) = l[j];
@@ -116,10 +117,11 @@ void ei_constrained_cg(const TMatrix& A, const CMatrix& C, VectorX& x,
const VectorB& b, const VectorF& f, IterationController &iter)
{
typedef typename TMatrix::Scalar Scalar;
typedef typename TMatrix::Index Index;
typedef Matrix<Scalar,Dynamic,1> TmpVec;
Scalar rho = 1.0, rho_1, lambda, gamma;
int xSize = x.size();
Index xSize = x.size();
TmpVec p(xSize), q(xSize), q2(xSize),
r(xSize), old_z(xSize), z(xSize),
memox(xSize);
@@ -140,7 +142,7 @@ void ei_constrained_cg(const TMatrix& A, const CMatrix& C, VectorX& x,
r += A * -x;
z = r;
bool transition = false;
for (int i = 0; i < C.rows(); ++i)
for (Index i = 0; i < C.rows(); ++i)
{
Scalar al = C.row(i).dot(x) - f.coeff(i);
if (al >= -1.0E-15)
@@ -175,7 +177,7 @@ void ei_constrained_cg(const TMatrix& A, const CMatrix& C, VectorX& x,
// one dimensionnal optimization
q = A * p;
lambda = rho / q.dot(p);
for (int i = 0; i < C.rows(); ++i)
for (Index i = 0; i < C.rows(); ++i)
{
if (!satured[i])
{