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Port FullPivLU to PermutationMatrix

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This commit is contained in:
Benoit Jacob
2009-11-16 17:05:12 -05:00
parent 76c614f9bd
commit b90744dc05
4 changed files with 38 additions and 34 deletions
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45
Eigen/src/LU/FullPivLU.h
View File

@@ -63,8 +63,8 @@ template<typename _MatrixType> class FullPivLU
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
typedef Matrix<Scalar, 1, MatrixType::ColsAtCompileTime> RowVectorType;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> ColVectorType;
typedef PermutationMatrix<MatrixType::ColsAtCompileTime> PermutationQType;
typedef PermutationMatrix<MatrixType::RowsAtCompileTime> PermutationPType;
/**
* \brief Default Constructor.
@@ -120,25 +120,21 @@ template<typename _MatrixType> class FullPivLU
*/
RealScalar maxPivot() const { return m_maxpivot; }
/** \returns a vector of integers, whose size is the number of rows of the matrix being decomposed,
* representing the P permutation i.e. the permutation of the rows. For its precise meaning,
* see the examples given in the documentation of class FullPivLU.
/** \returns the permutation matrix P
*
* \sa permutationQ()
*/
inline const IntColVectorType& permutationP() const
inline const PermutationPType& permutationP() const
{
ei_assert(m_isInitialized && "LU is not initialized.");
return m_p;
}
/** \returns a vector of integers, whose size is the number of columns of the matrix being
* decomposed, representing the Q permutation i.e. the permutation of the columns.
* For its precise meaning, see the examples given in the documentation of class FullPivLU.
/** \returns the permutation matrix Q
*
* \sa permutationP()
*/
inline const IntRowVectorType& permutationQ() const
inline const PermutationQType& permutationQ() const
{
ei_assert(m_isInitialized && "LU is not initialized.");
return m_q;
@@ -368,8 +364,8 @@ template<typename _MatrixType> class FullPivLU
protected:
MatrixType m_lu;
IntColVectorType m_p;
IntRowVectorType m_q;
PermutationPType m_p;
PermutationQType m_q;
int m_det_pq, m_nonzero_pivots;
RealScalar m_maxpivot, m_prescribedThreshold;
bool m_isInitialized, m_usePrescribedThreshold;
@@ -463,13 +459,13 @@ FullPivLU<MatrixType>& FullPivLU<MatrixType>::compute(const MatrixType& matrix)
// the main loop is over, we still have to accumulate the transpositions to find the
// permutations P and Q
for(int k = 0; k < matrix.rows(); ++k) m_p.coeffRef(k) = k;
for(int k = 0; k < matrix.rows(); ++k) m_p.indices().coeffRef(k) = k;
for(int k = size-1; k >= 0; --k)
std::swap(m_p.coeffRef(k), m_p.coeffRef(rows_transpositions.coeff(k)));
std::swap(m_p.indices().coeffRef(k), m_p.indices().coeffRef(rows_transpositions.coeff(k)));
for(int k = 0; k < matrix.cols(); ++k) m_q.coeffRef(k) = k;
for(int k = 0; k < matrix.cols(); ++k) m_q.indices().coeffRef(k) = k;
for(int k = 0; k < size; ++k)
std::swap(m_q.coeffRef(k), m_q.coeffRef(cols_transpositions.coeff(k)));
std::swap(m_q.indices().coeffRef(k), m_q.indices().coeffRef(cols_transpositions.coeff(k)));
m_det_pq = (number_of_transpositions%2) ? -1 : 1;
return *this;
@@ -562,9 +558,9 @@ struct ei_kernel_retval<FullPivLU<_MatrixType> >
m.col(i).swap(m.col(pivots.coeff(i)));
// see the negative sign in the next line, that's what we were talking about above.
for(int i = 0; i < rank(); ++i) dst.row(dec().permutationQ().coeff(i)) = -m.row(i).end(dimker);
for(int i = rank(); i < cols; ++i) dst.row(dec().permutationQ().coeff(i)).setZero();
for(int k = 0; k < dimker; ++k) dst.coeffRef(dec().permutationQ().coeff(rank()+k), k) = Scalar(1);
for(int i = 0; i < rank(); ++i) dst.row(dec().permutationQ().indices().coeff(i)) = -m.row(i).end(dimker);
for(int i = rank(); i < cols; ++i) dst.row(dec().permutationQ().indices().coeff(i)).setZero();
for(int k = 0; k < dimker; ++k) dst.coeffRef(dec().permutationQ().indices().coeff(rank()+k), k) = Scalar(1);
}
};
@@ -599,9 +595,8 @@ struct ei_image_retval<FullPivLU<_MatrixType> >
if(ei_abs(dec().matrixLU().coeff(i,i)) > premultiplied_threshold)
pivots.coeffRef(p++) = i;
ei_internal_assert(p == rank());
for(int i = 0; i < rank(); ++i)
dst.col(i) = originalMatrix().col(dec().permutationQ().coeff(pivots.coeff(i)));
dst.block(0,0,dst.rows(),rank()) = (originalMatrix()*dec().permutationQ()).block(0,0,dst.rows(),rank());
}
};
@@ -638,7 +633,7 @@ struct ei_solve_retval<FullPivLU<_MatrixType>, Rhs>
// Step 1
for(int i = 0; i < rows; ++i)
c.row(dec().permutationP().coeff(i)) = rhs().row(i);
c.row(dec().permutationP().indices().coeff(i)) = rhs().row(i);
// Step 2
dec().matrixLU()
@@ -660,9 +655,9 @@ struct ei_solve_retval<FullPivLU<_MatrixType>, Rhs>
// Step 4
for(int i = 0; i < nonzero_pivots; ++i)
dst.row(dec().permutationQ().coeff(i)) = c.row(i);
dst.row(dec().permutationQ().indices().coeff(i)) = c.row(i);
for(int i = nonzero_pivots; i < dec().matrixLU().cols(); ++i)
dst.row(dec().permutationQ().coeff(i)).setZero();
dst.row(dec().permutationQ().indices().coeff(i)).setZero();
}
};

4
Eigen/src/LU/PartialPivLU.h
View File

@@ -103,9 +103,7 @@ template<typename _MatrixType> class PartialPivLU
return m_lu;
}
/** \returns a vector of integers, whose size is the number of rows of the matrix being decomposed,
* representing the P permutation i.e. the permutation of the rows. For its precise meaning,
* see the examples given in the documentation of class FullPivLU.
/** \returns the permutation matrix P.
*/
inline const PermutationType& permutationP() const
{