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fix LDLT, now it really only uses a given triangular part!

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This commit is contained in:
Gael Guennebaud
2010-06-09 14:01:06 +02:00
parent 201bd253ad
commit e242ac9345
4 changed files with 52 additions and 30 deletions
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21
Eigen/src/Cholesky/LDLT.h
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@@ -69,7 +69,6 @@ template<typename _MatrixType, int _UpLo> class LDLT
typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
typedef typename MatrixType::Index Index;
// typedef typename ei_plain_col_type<MatrixType, Index>::type IntColVectorType;
typedef Matrix<Scalar, RowsAtCompileTime, 1, Options, MaxRowsAtCompileTime, 1> TmpMatrixType;
typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> TranspositionType;
@@ -251,10 +250,26 @@ template<> struct ei_ldlt_inplace<Lower>
transpositions.coeffRef(k) = index_of_biggest_in_corner;
if(k != index_of_biggest_in_corner)
{
mat.row(k).swap(mat.row(index_of_biggest_in_corner));
mat.col(k).swap(mat.col(index_of_biggest_in_corner));
// apply the transposition while taking care to consider only
// the lower triangular part
Index s = size-index_of_biggest_in_corner-1; // trailing size after the biggest element
mat.row(k).head(k).swap(mat.row(index_of_biggest_in_corner).head(k));
mat.col(k).tail(s).swap(mat.col(index_of_biggest_in_corner).tail(s));
std::swap(mat.coeffRef(k,k),mat.coeffRef(index_of_biggest_in_corner,index_of_biggest_in_corner));
for(int i=k+1;i<index_of_biggest_in_corner;++i)
{
Scalar tmp = mat.coeffRef(i,k);
mat.coeffRef(i,k) = ei_conj(mat.coeffRef(index_of_biggest_in_corner,i));
mat.coeffRef(index_of_biggest_in_corner,i) = ei_conj(tmp);
}
if(NumTraits<Scalar>::IsComplex)
mat.coeffRef(index_of_biggest_in_corner,k) = ei_conj(mat.coeff(index_of_biggest_in_corner,k));
}
// partition the matrix:
// A00 | - | -
// lu = A10 | A11 | -
// A20 | A21 | A22
Index rs = size - k - 1;
Block<MatrixType,Dynamic,1> A21(mat,k+1,k,rs,1);
Block<MatrixType,1,Dynamic> A10(mat,k,0,1,k);

5
Eigen/src/Cholesky/LLT.h
View File

@@ -208,9 +208,12 @@ template<> struct ei_llt_inplace<Lower>
for (Index k=0; k<size; k+=blockSize)
{
// partition the matrix:
// A00 | - | -
// lu = A10 | A11 | -
// A20 | A21 | A22
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);
Block<MatrixType,Dynamic,Dynamic> A22(m,k+bs,k+bs,rs,rs);