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add logAbsDeterminant()

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move log and exp functors from Array to Core
update documentation
This commit is contained in:
Benoit Jacob
2009-08-24 09:46:17 -04:00
parent f31b5a7114
commit b8106e97b4
6 changed files with 87 additions and 70 deletions
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31
Eigen/src/QR/FullPivotingHouseholderQR.h
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@@ -37,10 +37,10 @@
*
* This class performs a rank-revealing QR decomposition using Householder transformations.
*
* This decomposition performs full-pivoting in order to be rank-revealing and achieve optimal
* numerical stability.
* 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 ColPivotingHouseholderQR.
*
* \sa MatrixBase::householderRrqr()
* \sa MatrixBase::fullPivotingHouseholderQr()
*/
template<typename MatrixType> class FullPivotingHouseholderQR
{
@@ -125,11 +125,26 @@ template<typename MatrixType> class FullPivotingHouseholderQR
*
* \warning a determinant can be very big or small, so for matrices
* of large enough dimension, there is a risk of overflow/underflow.
* One way to work around that is to use logAbsDeterminant() instead.
*
* \sa MatrixBase::determinant()
* \sa logAbsDeterminant(), MatrixBase::determinant()
*/
typename MatrixType::RealScalar absDeterminant() const;
/** \returns the natural log of the absolute value of the determinant of the matrix of which
* *this is the QR decomposition. It has only linear complexity
* (that is, O(n) where n is the dimension of the square matrix)
* as the QR decomposition has already been computed.
*
* \note This is only for square matrices.
*
* \note This method is useful to work around the risk of overflow/underflow that's inherent
* to determinant computation.
*
* \sa absDeterminant(), MatrixBase::determinant()
*/
typename MatrixType::RealScalar logAbsDeterminant() const;
/** \returns the rank of the matrix of which *this is the QR decomposition.
*
* \note This is computed at the time of the construction of the QR decomposition. This
@@ -238,6 +253,14 @@ typename MatrixType::RealScalar FullPivotingHouseholderQR<MatrixType>::absDeterm
return ei_abs(m_qr.diagonal().prod());
}
template<typename MatrixType>
typename MatrixType::RealScalar FullPivotingHouseholderQR<MatrixType>::logAbsDeterminant() const
{
ei_assert(m_isInitialized && "FullPivotingHouseholderQR is not initialized.");
ei_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
return m_qr.diagonal().cwise().abs().cwise().log().sum();
}
template<typename MatrixType>
FullPivotingHouseholderQR<MatrixType>& FullPivotingHouseholderQR<MatrixType>::compute(const MatrixType& matrix)
{