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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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23
Eigen/src/SVD/SVD.h
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@@ -50,16 +50,16 @@ template<typename MatrixType> class SVD
AlignmentMask = int(PacketSize)-1,
MinSize = EIGEN_ENUM_MIN(MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime)
};
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> ColVector;
typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> RowVector;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MinSize> MatrixUType;
typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> MatrixVType;
typedef Matrix<Scalar, MinSize, 1> SingularValuesType;
public:
SVD(const MatrixType& matrix)
: m_matU(matrix.rows(), std::min(matrix.rows(), matrix.cols())),
m_matV(matrix.cols(),matrix.cols()),
@@ -69,7 +69,7 @@ template<typename MatrixType> class SVD
}
template<typename OtherDerived, typename ResultType>
void solve(const MatrixBase<OtherDerived> &b, ResultType* result) const;
bool solve(const MatrixBase<OtherDerived> &b, ResultType* result) const;
const MatrixUType& matrixU() const { return m_matU; }
const SingularValuesType& singularValues() const { return m_sigma; }
@@ -97,7 +97,7 @@ void SVD<MatrixType>::compute(const MatrixType& matrix)
const int m = matrix.rows();
const int n = matrix.cols();
const int nu = std::min(m,n);
m_matU.resize(m, nu);
m_matU.setZero();
m_sigma.resize(std::min(m,n));
@@ -130,7 +130,7 @@ void SVD<MatrixType>::compute(const MatrixType& matrix)
}
m_sigma[k] = -m_sigma[k];
}
for (j = k+1; j < n; j++)
{
if ((k < nct) && (m_sigma[k] != 0.0))
@@ -468,18 +468,18 @@ void SVD<MatrixType>::compute(const MatrixType& matrix)
template<typename MatrixType>
SVD<MatrixType>& SVD<MatrixType>::sort()
{
int mu = m_matU.rows();
int mv = m_matV.rows();
int mu = m_matU.rows();
int mv = m_matV.rows();
int n = m_matU.cols();
for (int i=0; i<n; i++)
{
int k = i;
int k = i;
Scalar p = m_sigma.coeff(i);
for (int j=i+1; j<n; j++)
{
if (m_sigma.coeff(j) > p)
if (m_sigma.coeff(j) > p)
{
k = j;
p = m_sigma.coeff(j);
@@ -509,7 +509,7 @@ SVD<MatrixType>& SVD<MatrixType>::sort()
*/
template<typename MatrixType>
template<typename OtherDerived, typename ResultType>
void SVD<MatrixType>::solve(const MatrixBase<OtherDerived> &b, ResultType* result) const
bool SVD<MatrixType>::solve(const MatrixBase<OtherDerived> &b, ResultType* result) const
{
const int rows = m_matU.rows();
ei_assert(b.rows() == rows);
@@ -530,6 +530,7 @@ void SVD<MatrixType>::solve(const MatrixBase<OtherDerived> &b, ResultType* resul
result->col(j) = m_matV * aux;
}
return true;
}
/** \svd_module