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92 lines
3.2 KiB
C++
Executable File
92 lines
3.2 KiB
C++
Executable File
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra. Eigen itself is part of the KDE project.
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//
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// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
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//
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// Eigen is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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// License as published by the Free Software Foundation; either
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// version 3 of the License, or (at your option) any later version.
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//
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// Alternatively, you can redistribute it and/or
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// modify it under the terms of the GNU General Public License as
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// published by the Free Software Foundation; either version 2 of
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// the License, or (at your option) any later version.
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//
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// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
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// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU Lesser General Public
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// License and a copy of the GNU General Public License along with
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// Eigen. If not, see <http://www.gnu.org/licenses/>.
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#ifndef EIGEN_INVERSEPRODUCT_H
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#define EIGEN_INVERSEPRODUCT_H
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/** \returns the product of the inverse of \c *this with \a other.
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*
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* This function computes the inverse-matrix matrix product inverse(\c*this) * \a other
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* It works as a forward (resp. backward) substitution if \c *this is an upper (resp. lower)
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* triangular matrix.
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*
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* It is required that \c *this be marked as either an upper or a lower triangular matrix, as
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* can be done by marked(), and as is automatically the case with expressions such as those returned
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* by extract().
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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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* \sa 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>::inverseProduct(const MatrixBase<OtherDerived>& other) const
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{
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assert(cols() == other.rows());
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assert(!(Flags & ZeroDiagBit));
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assert(Flags & (UpperTriangularBit|LowerTriangularBit));
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typename OtherDerived::Eval res(other.rows(), other.cols());
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for(int c=0 ; c<other.cols() ; ++c)
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{
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if(Flags & LowerTriangularBit)
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{
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// forward substitution
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if(Flags & UnitDiagBit)
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res.coeffRef(0,c) = other.coeff(0,c);
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else
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res.coeffRef(0,c) = other.coeff(0,c)/coeff(0, 0);
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for(int i=1; i<rows(); ++i)
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{
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Scalar tmp = other.coeff(i,c) - ((this->row(i).start(i)) * res.col(c).start(i)).coeff(0,0);
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if (Flags & UnitDiagBit)
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res.coeffRef(i,c) = tmp;
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else
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res.coeffRef(i,c) = tmp/coeff(i,i);
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}
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}
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else
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{
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// backward substitution
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if(Flags & UnitDiagBit)
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res.coeffRef(cols()-1,c) = other.coeff(cols()-1,c);
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else
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res.coeffRef(cols()-1,c) = other.coeff(cols()-1, c)/coeff(rows()-1, cols()-1);
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for(int i=rows()-2 ; i>=0 ; --i)
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{
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Scalar tmp = other.coeff(i,c)
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- ((this->row(i).end(cols()-i-1)) * res.col(c).end(cols()-i-1)).coeff(0,0);
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if (Flags & UnitDiagBit)
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res.coeffRef(i,c) = tmp;
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else
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res.coeffRef(i,c) = tmp/coeff(i,i);
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}
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}
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}
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return res;
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}
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#endif // EIGEN_INVERSEPRODUCT_H
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