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Solve the issue found by Timothy in solveTriangular:

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=> row-major rhs are now evaluated to a column-major
     temporary before the computations.
Add solveInPlace in Cholesky*
This commit is contained in:
Gael Guennebaud
2008-10-13 13:14:43 +00:00
parent 537a0e0a52
commit e2bd8623f8
9 changed files with 129 additions and 45 deletions
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37
Eigen/src/Core/SolveTriangular.h
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@@ -88,12 +88,12 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,RowMajor|IsDense>
other.coeffRef(i,c) = tmp/lhs.coeff(i,i);
}
// now let process the remaining rows 4 at once
// now let's process the remaining rows 4 at once
for(int i=blockyStart; IsLower ? i<size : i>0; )
{
int startBlock = i;
int endBlock = startBlock + (IsLower ? 4 : -4);
/* Process the i cols times 4 rows block, and keep the result in a temporary vector */
// FIXME use fixed size block but take care to small fixed size matrices...
Matrix<Scalar,Dynamic,1> btmp(4);
@@ -101,7 +101,7 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,RowMajor|IsDense>
btmp = lhs.block(startBlock,0,4,i) * other.col(c).start(i);
else
btmp = lhs.block(i-3,i+1,4,size-1-i) * other.col(c).end(size-1-i);
/* Let's process the 4x4 sub-matrix as usual.
* btmp stores the diagonal coefficients used to update the remaining part of the result.
*/
@@ -191,6 +191,12 @@ struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,ColMajor|IsDense>
&(lhs.const_cast_derived().coeffRef(IsLower ? endBlock : 0, IsLower ? startBlock : endBlock+1)),
lhs.stride(),
btmp, &(other.coeffRef(IsLower ? endBlock : 0, c)));
// if (IsLower)
// other.col(c).end(size-endBlock) += (lhs.block(endBlock, startBlock, size-endBlock, endBlock-startBlock)
// * other.col(c).block(startBlock,endBlock-startBlock)).lazy();
// else
// other.col(c).end(size-endBlock) += (lhs.block(endBlock, startBlock, size-endBlock, endBlock-startBlock)
// * other.col(c).block(startBlock,endBlock-startBlock)).lazy();
}
/* Now we have to process the remaining part as usual */
@@ -227,7 +233,15 @@ void MatrixBase<Derived>::solveTriangularInPlace(MatrixBase<OtherDerived>& other
ei_assert(!(Flags & ZeroDiagBit));
ei_assert(Flags & (UpperTriangularBit|LowerTriangularBit));
ei_solve_triangular_selector<Derived, OtherDerived>::run(derived(), other.derived());
const bool copy = ei_traits<OtherDerived>::Flags&RowMajorBit;
typedef typename ei_meta_if<copy,
typename ei_eval_to_column_major<OtherDerived>::type, OtherDerived&>::ret OtherCopy;
OtherCopy otherCopy(other.derived());
ei_solve_triangular_selector<Derived, typename ei_unref<OtherCopy>::type>::run(derived(), otherCopy);
if (copy)
other = otherCopy;
}
/** \returns the product of the inverse of \c *this with \a other, \a *this being triangular.
@@ -240,17 +254,17 @@ void MatrixBase<Derived>::solveTriangularInPlace(MatrixBase<OtherDerived>& other
* It is required that \c *this be marked as either an upper or a lower triangular matrix, which
* can be done by marked(), and that is automatically the case with expressions such as those returned
* by extract().
*
*
* \addexample SolveTriangular \label How to solve a triangular system (aka. how to multiply the inverse of a triangular matrix by another one)
*
*
* Example: \include MatrixBase_marked.cpp
* Output: \verbinclude MatrixBase_marked.out
*
*
* This function is essentially a wrapper to the faster solveTriangularInPlace() function creating
* a temporary copy of \a other, calling solveTriangularInPlace() on the copy and returning it.
* Therefore, if \a other is not needed anymore, it is quite faster to call solveTriangularInPlace()
* instead of solveTriangular().
*
*
* For users coming from BLAS, this function (and more specifically solveTriangularInPlace()) offer
* all the operations supported by the \c *TRSV and \c *TRSM BLAS routines.
*
@@ -258,14 +272,15 @@ void MatrixBase<Derived>::solveTriangularInPlace(MatrixBase<OtherDerived>& other
* \code
* M * T^1 <=> T.transpose().solveTriangularInPlace(M.transpose());
* \endcode
*
*
* \sa solveTriangularInPlace(), marked(), extract()
*/
template<typename Derived>
template<typename OtherDerived>
typename OtherDerived::Eval MatrixBase<Derived>::solveTriangular(const MatrixBase<OtherDerived>& other) const
typename ei_eval_to_column_major<OtherDerived>::type
MatrixBase<Derived>::solveTriangular(const MatrixBase<OtherDerived>& other) const
{
typename OtherDerived::Eval res(other);
typename ei_eval_to_column_major<OtherDerived>::type res(other);
solveTriangularInPlace(res);
return res;
}