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https://gitlab.com/libeigen/eigen.git
synced 2026-04-10 11:34:33 +08:00
Solve the issue found by Timothy in solveTriangular:
=> row-major rhs are now evaluated to a column-major
temporary before the computations.
Add solveInPlace in Cholesky*
This commit is contained in:
@@ -320,7 +320,8 @@ template<typename Derived> class MatrixBase
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Derived& operator*=(const MatrixBase<OtherDerived>& other);
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template<typename OtherDerived>
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typename OtherDerived::Eval solveTriangular(const MatrixBase<OtherDerived>& other) const;
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typename ei_eval_to_column_major<OtherDerived>::type
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solveTriangular(const MatrixBase<OtherDerived>& other) const;
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template<typename OtherDerived>
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void solveTriangularInPlace(MatrixBase<OtherDerived>& other) const;
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@@ -544,11 +545,11 @@ template<typename Derived> class MatrixBase
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const Select<Derived,ThenDerived,ElseDerived>
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select(const MatrixBase<ThenDerived>& thenMatrix,
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const MatrixBase<ElseDerived>& elseMatrix) const;
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template<typename ThenDerived>
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inline const Select<Derived,ThenDerived, NestByValue<typename ThenDerived::ConstantReturnType> >
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select(const MatrixBase<ThenDerived>& thenMatrix, typename ThenDerived::Scalar elseScalar) const;
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template<typename ElseDerived>
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inline const Select<Derived, NestByValue<typename ElseDerived::ConstantReturnType>, ElseDerived >
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select(typename ElseDerived::Scalar thenScalar, const MatrixBase<ElseDerived>& elseMatrix) const;
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@@ -581,7 +582,7 @@ template<typename Derived> class MatrixBase
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template<typename OtherDerived>
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EvalType cross(const MatrixBase<OtherDerived>& other) const;
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EvalType unitOrthogonal(void) const;
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#ifdef EIGEN_MATRIXBASE_PLUGIN
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#include EIGEN_MATRIXBASE_PLUGIN
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#endif
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@@ -36,8 +36,6 @@ struct ei_product_coeff_impl;
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template<int StorageOrder, int Index, typename Lhs, typename Rhs, typename PacketScalar, int LoadMode>
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struct ei_product_packet_impl;
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template<typename T> struct ei_product_eval_to_column_major;
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/** \class ProductReturnType
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*
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* \brief Helper class to get the correct and optimized returned type of operator*
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@@ -70,7 +68,7 @@ struct ProductReturnType<Lhs,Rhs,CacheFriendlyProduct>
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typedef typename ei_nested<Lhs,Rhs::ColsAtCompileTime>::type LhsNested;
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typedef typename ei_nested<Rhs,Lhs::RowsAtCompileTime,
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typename ei_product_eval_to_column_major<Rhs>::type
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typename ei_eval_to_column_major<Rhs>::type
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>::type RhsNested;
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typedef Product<LhsNested, RhsNested, CacheFriendlyProduct> Type;
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@@ -706,23 +704,12 @@ inline Derived& MatrixBase<Derived>::lazyAssign(const Product<Lhs,Rhs,CacheFrien
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return derived();
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}
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template<typename T> struct ei_product_eval_to_column_major
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{
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typedef Matrix<typename ei_traits<T>::Scalar,
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ei_traits<T>::RowsAtCompileTime,
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ei_traits<T>::ColsAtCompileTime,
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ColMajor,
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ei_traits<T>::MaxRowsAtCompileTime,
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ei_traits<T>::MaxColsAtCompileTime
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> type;
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};
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template<typename T> struct ei_product_copy_rhs
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{
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typedef typename ei_meta_if<
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(ei_traits<T>::Flags & RowMajorBit)
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|| (!(ei_traits<T>::Flags & DirectAccessBit)),
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typename ei_product_eval_to_column_major<T>::type,
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typename ei_eval_to_column_major<T>::type,
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const T&
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>::ret type;
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};
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@@ -88,12 +88,12 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,RowMajor|IsDense>
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other.coeffRef(i,c) = tmp/lhs.coeff(i,i);
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}
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// now let process the remaining rows 4 at once
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// now let's process the remaining rows 4 at once
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for(int i=blockyStart; IsLower ? i<size : i>0; )
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{
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int startBlock = i;
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int endBlock = startBlock + (IsLower ? 4 : -4);
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/* Process the i cols times 4 rows block, and keep the result in a temporary vector */
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// FIXME use fixed size block but take care to small fixed size matrices...
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Matrix<Scalar,Dynamic,1> btmp(4);
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@@ -101,7 +101,7 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,RowMajor|IsDense>
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btmp = lhs.block(startBlock,0,4,i) * other.col(c).start(i);
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else
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btmp = lhs.block(i-3,i+1,4,size-1-i) * other.col(c).end(size-1-i);
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/* Let's process the 4x4 sub-matrix as usual.
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* btmp stores the diagonal coefficients used to update the remaining part of the result.
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*/
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@@ -191,6 +191,12 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,ColMajor|IsDense>
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&(lhs.const_cast_derived().coeffRef(IsLower ? endBlock : 0, IsLower ? startBlock : endBlock+1)),
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lhs.stride(),
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btmp, &(other.coeffRef(IsLower ? endBlock : 0, c)));
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// if (IsLower)
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// other.col(c).end(size-endBlock) += (lhs.block(endBlock, startBlock, size-endBlock, endBlock-startBlock)
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// * other.col(c).block(startBlock,endBlock-startBlock)).lazy();
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// else
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// other.col(c).end(size-endBlock) += (lhs.block(endBlock, startBlock, size-endBlock, endBlock-startBlock)
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// * other.col(c).block(startBlock,endBlock-startBlock)).lazy();
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}
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/* Now we have to process the remaining part as usual */
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@@ -227,7 +233,15 @@ void MatrixBase<Derived>::solveTriangularInPlace(MatrixBase<OtherDerived>& other
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ei_assert(!(Flags & ZeroDiagBit));
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ei_assert(Flags & (UpperTriangularBit|LowerTriangularBit));
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ei_solve_triangular_selector<Derived, OtherDerived>::run(derived(), other.derived());
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const bool copy = ei_traits<OtherDerived>::Flags&RowMajorBit;
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typedef typename ei_meta_if<copy,
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typename ei_eval_to_column_major<OtherDerived>::type, OtherDerived&>::ret OtherCopy;
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OtherCopy otherCopy(other.derived());
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ei_solve_triangular_selector<Derived, typename ei_unref<OtherCopy>::type>::run(derived(), otherCopy);
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if (copy)
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other = otherCopy;
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}
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/** \returns the product of the inverse of \c *this with \a other, \a *this being triangular.
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@@ -240,17 +254,17 @@ void MatrixBase<Derived>::solveTriangularInPlace(MatrixBase<OtherDerived>& other
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* It is required that \c *this be marked as either an upper or a lower triangular matrix, which
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* can be done by marked(), and that is automatically the case with expressions such as those returned
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* by extract().
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*
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*
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* \addexample SolveTriangular \label How to solve a triangular system (aka. how to multiply the inverse of a triangular matrix by another one)
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*
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*
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* Example: \include MatrixBase_marked.cpp
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* Output: \verbinclude MatrixBase_marked.out
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*
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*
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* This function is essentially a wrapper to the faster solveTriangularInPlace() function creating
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* a temporary copy of \a other, calling solveTriangularInPlace() on the copy and returning it.
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* Therefore, if \a other is not needed anymore, it is quite faster to call solveTriangularInPlace()
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* instead of solveTriangular().
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*
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*
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* For users coming from BLAS, this function (and more specifically solveTriangularInPlace()) offer
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* all the operations supported by the \c *TRSV and \c *TRSM BLAS routines.
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*
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@@ -258,14 +272,15 @@ void MatrixBase<Derived>::solveTriangularInPlace(MatrixBase<OtherDerived>& other
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* \code
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* M * T^1 <=> T.transpose().solveTriangularInPlace(M.transpose());
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* \endcode
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*
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*
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* \sa solveTriangularInPlace(), marked(), extract()
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*/
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template<typename Derived>
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template<typename OtherDerived>
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typename OtherDerived::Eval MatrixBase<Derived>::solveTriangular(const MatrixBase<OtherDerived>& other) const
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typename ei_eval_to_column_major<OtherDerived>::type
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MatrixBase<Derived>::solveTriangular(const MatrixBase<OtherDerived>& other) const
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{
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typename OtherDerived::Eval res(other);
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typename ei_eval_to_column_major<OtherDerived>::type res(other);
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solveTriangularInPlace(res);
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return res;
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}
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@@ -121,6 +121,18 @@ template<typename T> struct ei_eval<T,IsDense>
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> type;
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};
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template<typename T> struct ei_eval_to_column_major
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{
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typedef Matrix<typename ei_traits<T>::Scalar,
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ei_traits<T>::RowsAtCompileTime,
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ei_traits<T>::ColsAtCompileTime,
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ColMajor,
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ei_traits<T>::MaxRowsAtCompileTime,
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ei_traits<T>::MaxColsAtCompileTime
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> type;
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};
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template<typename T> struct ei_must_nest_by_value { enum { ret = false }; };
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template<typename T> struct ei_must_nest_by_value<NestByValue<T> > { enum { ret = true }; };
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