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Diffstat (limited to 'runtimes/nn/depend/external/eigen/Eigen/src/LU/FullPivLU.h')
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diff --git a/runtimes/nn/depend/external/eigen/Eigen/src/LU/FullPivLU.h b/runtimes/nn/depend/external/eigen/Eigen/src/LU/FullPivLU.h deleted file mode 100644 index 03b6af706..000000000 --- a/runtimes/nn/depend/external/eigen/Eigen/src/LU/FullPivLU.h +++ /dev/null @@ -1,891 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. -// -// Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com> -// -// This Source Code Form is subject to the terms of the Mozilla -// Public License v. 2.0. If a copy of the MPL was not distributed -// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. - -#ifndef EIGEN_LU_H -#define EIGEN_LU_H - -namespace Eigen { - -namespace internal { -template<typename _MatrixType> struct traits<FullPivLU<_MatrixType> > - : traits<_MatrixType> -{ - typedef MatrixXpr XprKind; - typedef SolverStorage StorageKind; - enum { Flags = 0 }; -}; - -} // end namespace internal - -/** \ingroup LU_Module - * - * \class FullPivLU - * - * \brief LU decomposition of a matrix with complete pivoting, and related features - * - * \tparam _MatrixType the type of the matrix of which we are computing the LU decomposition - * - * This class represents a LU decomposition of any matrix, with complete pivoting: the matrix A is - * decomposed as \f$ A = P^{-1} L U Q^{-1} \f$ where L is unit-lower-triangular, U is - * upper-triangular, and P and Q are permutation matrices. This is a rank-revealing LU - * decomposition. The eigenvalues (diagonal coefficients) of U are sorted in such a way that any - * zeros are at the end. - * - * This decomposition provides the generic approach to solving systems of linear equations, computing - * the rank, invertibility, inverse, kernel, and determinant. - * - * This LU decomposition is very stable and well tested with large matrices. However there are use cases where the SVD - * decomposition is inherently more stable and/or flexible. For example, when computing the kernel of a matrix, - * working with the SVD allows to select the smallest singular values of the matrix, something that - * the LU decomposition doesn't see. - * - * The data of the LU decomposition can be directly accessed through the methods matrixLU(), - * permutationP(), permutationQ(). - * - * As an exemple, here is how the original matrix can be retrieved: - * \include class_FullPivLU.cpp - * Output: \verbinclude class_FullPivLU.out - * - * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism. - * - * \sa MatrixBase::fullPivLu(), MatrixBase::determinant(), MatrixBase::inverse() - */ -template<typename _MatrixType> class FullPivLU - : public SolverBase<FullPivLU<_MatrixType> > -{ - public: - typedef _MatrixType MatrixType; - typedef SolverBase<FullPivLU> Base; - - EIGEN_GENERIC_PUBLIC_INTERFACE(FullPivLU) - // FIXME StorageIndex defined in EIGEN_GENERIC_PUBLIC_INTERFACE should be int - enum { - MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, - MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime - }; - typedef typename internal::plain_row_type<MatrixType, StorageIndex>::type IntRowVectorType; - typedef typename internal::plain_col_type<MatrixType, StorageIndex>::type IntColVectorType; - typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationQType; - typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationPType; - typedef typename MatrixType::PlainObject PlainObject; - - /** - * \brief Default Constructor. - * - * The default constructor is useful in cases in which the user intends to - * perform decompositions via LU::compute(const MatrixType&). - */ - FullPivLU(); - - /** \brief Default Constructor with memory preallocation - * - * Like the default constructor but with preallocation of the internal data - * according to the specified problem \a size. - * \sa FullPivLU() - */ - FullPivLU(Index rows, Index cols); - - /** Constructor. - * - * \param matrix the matrix of which to compute the LU decomposition. - * It is required to be nonzero. - */ - template<typename InputType> - explicit FullPivLU(const EigenBase<InputType>& matrix); - - /** \brief Constructs a LU factorization from a given matrix - * - * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref. - * - * \sa FullPivLU(const EigenBase&) - */ - template<typename InputType> - explicit FullPivLU(EigenBase<InputType>& matrix); - - /** Computes the LU decomposition of the given matrix. - * - * \param matrix the matrix of which to compute the LU decomposition. - * It is required to be nonzero. - * - * \returns a reference to *this - */ - template<typename InputType> - FullPivLU& compute(const EigenBase<InputType>& matrix) { - m_lu = matrix.derived(); - computeInPlace(); - return *this; - } - - /** \returns the LU decomposition matrix: the upper-triangular part is U, the - * unit-lower-triangular part is L (at least for square matrices; in the non-square - * case, special care is needed, see the documentation of class FullPivLU). - * - * \sa matrixL(), matrixU() - */ - inline const MatrixType& matrixLU() const - { - eigen_assert(m_isInitialized && "LU is not initialized."); - return m_lu; - } - - /** \returns the number of nonzero pivots in the LU decomposition. - * Here nonzero is meant in the exact sense, not in a fuzzy sense. - * So that notion isn't really intrinsically interesting, but it is - * still useful when implementing algorithms. - * - * \sa rank() - */ - inline Index nonzeroPivots() const - { - eigen_assert(m_isInitialized && "LU is not initialized."); - return m_nonzero_pivots; - } - - /** \returns the absolute value of the biggest pivot, i.e. the biggest - * diagonal coefficient of U. - */ - RealScalar maxPivot() const { return m_maxpivot; } - - /** \returns the permutation matrix P - * - * \sa permutationQ() - */ - EIGEN_DEVICE_FUNC inline const PermutationPType& permutationP() const - { - eigen_assert(m_isInitialized && "LU is not initialized."); - return m_p; - } - - /** \returns the permutation matrix Q - * - * \sa permutationP() - */ - inline const PermutationQType& permutationQ() const - { - eigen_assert(m_isInitialized && "LU is not initialized."); - return m_q; - } - - /** \returns the kernel of the matrix, also called its null-space. The columns of the returned matrix - * will form a basis of the kernel. - * - * \note If the kernel has dimension zero, then the returned matrix is a column-vector filled with zeros. - * - * \note This method has to determine which pivots should be considered nonzero. - * For that, it uses the threshold value that you can control by calling - * setThreshold(const RealScalar&). - * - * Example: \include FullPivLU_kernel.cpp - * Output: \verbinclude FullPivLU_kernel.out - * - * \sa image() - */ - inline const internal::kernel_retval<FullPivLU> kernel() const - { - eigen_assert(m_isInitialized && "LU is not initialized."); - return internal::kernel_retval<FullPivLU>(*this); - } - - /** \returns the image of the matrix, also called its column-space. The columns of the returned matrix - * will form a basis of the image (column-space). - * - * \param originalMatrix the original matrix, of which *this is the LU decomposition. - * The reason why it is needed to pass it here, is that this allows - * a large optimization, as otherwise this method would need to reconstruct it - * from the LU decomposition. - * - * \note If the image has dimension zero, then the returned matrix is a column-vector filled with zeros. - * - * \note This method has to determine which pivots should be considered nonzero. - * For that, it uses the threshold value that you can control by calling - * setThreshold(const RealScalar&). - * - * Example: \include FullPivLU_image.cpp - * Output: \verbinclude FullPivLU_image.out - * - * \sa kernel() - */ - inline const internal::image_retval<FullPivLU> - image(const MatrixType& originalMatrix) const - { - eigen_assert(m_isInitialized && "LU is not initialized."); - return internal::image_retval<FullPivLU>(*this, originalMatrix); - } - - /** \return a solution x to the equation Ax=b, where A is the matrix of which - * *this is the LU decomposition. - * - * \param b the right-hand-side of the equation to solve. Can be a vector or a matrix, - * the only requirement in order for the equation to make sense is that - * b.rows()==A.rows(), where A is the matrix of which *this is the LU decomposition. - * - * \returns a solution. - * - * \note_about_checking_solutions - * - * \note_about_arbitrary_choice_of_solution - * \note_about_using_kernel_to_study_multiple_solutions - * - * Example: \include FullPivLU_solve.cpp - * Output: \verbinclude FullPivLU_solve.out - * - * \sa TriangularView::solve(), kernel(), inverse() - */ - // FIXME this is a copy-paste of the base-class member to add the isInitialized assertion. - template<typename Rhs> - inline const Solve<FullPivLU, Rhs> - solve(const MatrixBase<Rhs>& b) const - { - eigen_assert(m_isInitialized && "LU is not initialized."); - return Solve<FullPivLU, Rhs>(*this, b.derived()); - } - - /** \returns an estimate of the reciprocal condition number of the matrix of which \c *this is - the LU decomposition. - */ - inline RealScalar rcond() const - { - eigen_assert(m_isInitialized && "PartialPivLU is not initialized."); - return internal::rcond_estimate_helper(m_l1_norm, *this); - } - - /** \returns the determinant of the matrix of which - * *this is the LU decomposition. It has only linear complexity - * (that is, O(n) where n is the dimension of the square matrix) - * as the LU decomposition has already been computed. - * - * \note This is only for square matrices. - * - * \note For fixed-size matrices of size up to 4, MatrixBase::determinant() offers - * optimized paths. - * - * \warning a determinant can be very big or small, so for matrices - * of large enough dimension, there is a risk of overflow/underflow. - * - * \sa MatrixBase::determinant() - */ - typename internal::traits<MatrixType>::Scalar determinant() const; - - /** Allows to prescribe a threshold to be used by certain methods, such as rank(), - * who need to determine when pivots are to be considered nonzero. This is not used for the - * LU decomposition itself. - * - * When it needs to get the threshold value, Eigen calls threshold(). By default, this - * uses a formula to automatically determine a reasonable threshold. - * Once you have called the present method setThreshold(const RealScalar&), - * your value is used instead. - * - * \param threshold The new value to use as the threshold. - * - * A pivot will be considered nonzero if its absolute value is strictly greater than - * \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$ - * where maxpivot is the biggest pivot. - * - * If you want to come back to the default behavior, call setThreshold(Default_t) - */ - FullPivLU& setThreshold(const RealScalar& threshold) - { - m_usePrescribedThreshold = true; - m_prescribedThreshold = threshold; - return *this; - } - - /** Allows to come back to the default behavior, letting Eigen use its default formula for - * determining the threshold. - * - * You should pass the special object Eigen::Default as parameter here. - * \code lu.setThreshold(Eigen::Default); \endcode - * - * See the documentation of setThreshold(const RealScalar&). - */ - FullPivLU& setThreshold(Default_t) - { - m_usePrescribedThreshold = false; - return *this; - } - - /** Returns the threshold that will be used by certain methods such as rank(). - * - * See the documentation of setThreshold(const RealScalar&). - */ - RealScalar threshold() const - { - eigen_assert(m_isInitialized || m_usePrescribedThreshold); - return m_usePrescribedThreshold ? m_prescribedThreshold - // this formula comes from experimenting (see "LU precision tuning" thread on the list) - // and turns out to be identical to Higham's formula used already in LDLt. - : NumTraits<Scalar>::epsilon() * m_lu.diagonalSize(); - } - - /** \returns the rank of the matrix of which *this is the LU decomposition. - * - * \note This method has to determine which pivots should be considered nonzero. - * For that, it uses the threshold value that you can control by calling - * setThreshold(const RealScalar&). - */ - inline Index rank() const - { - using std::abs; - eigen_assert(m_isInitialized && "LU is not initialized."); - RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); - Index result = 0; - for(Index i = 0; i < m_nonzero_pivots; ++i) - result += (abs(m_lu.coeff(i,i)) > premultiplied_threshold); - return result; - } - - /** \returns the dimension of the kernel of the matrix of which *this is the LU decomposition. - * - * \note This method has to determine which pivots should be considered nonzero. - * For that, it uses the threshold value that you can control by calling - * setThreshold(const RealScalar&). - */ - inline Index dimensionOfKernel() const - { - eigen_assert(m_isInitialized && "LU is not initialized."); - return cols() - rank(); - } - - /** \returns true if the matrix of which *this is the LU decomposition represents an injective - * linear map, i.e. has trivial kernel; false otherwise. - * - * \note This method has to determine which pivots should be considered nonzero. - * For that, it uses the threshold value that you can control by calling - * setThreshold(const RealScalar&). - */ - inline bool isInjective() const - { - eigen_assert(m_isInitialized && "LU is not initialized."); - return rank() == cols(); - } - - /** \returns true if the matrix of which *this is the LU decomposition represents a surjective - * linear map; false otherwise. - * - * \note This method has to determine which pivots should be considered nonzero. - * For that, it uses the threshold value that you can control by calling - * setThreshold(const RealScalar&). - */ - inline bool isSurjective() const - { - eigen_assert(m_isInitialized && "LU is not initialized."); - return rank() == rows(); - } - - /** \returns true if the matrix of which *this is the LU decomposition is invertible. - * - * \note This method has to determine which pivots should be considered nonzero. - * For that, it uses the threshold value that you can control by calling - * setThreshold(const RealScalar&). - */ - inline bool isInvertible() const - { - eigen_assert(m_isInitialized && "LU is not initialized."); - return isInjective() && (m_lu.rows() == m_lu.cols()); - } - - /** \returns the inverse of the matrix of which *this is the LU decomposition. - * - * \note If this matrix is not invertible, the returned matrix has undefined coefficients. - * Use isInvertible() to first determine whether this matrix is invertible. - * - * \sa MatrixBase::inverse() - */ - inline const Inverse<FullPivLU> inverse() const - { - eigen_assert(m_isInitialized && "LU is not initialized."); - eigen_assert(m_lu.rows() == m_lu.cols() && "You can't take the inverse of a non-square matrix!"); - return Inverse<FullPivLU>(*this); - } - - MatrixType reconstructedMatrix() const; - - EIGEN_DEVICE_FUNC inline Index rows() const { return m_lu.rows(); } - EIGEN_DEVICE_FUNC inline Index cols() const { return m_lu.cols(); } - - #ifndef EIGEN_PARSED_BY_DOXYGEN - template<typename RhsType, typename DstType> - EIGEN_DEVICE_FUNC - void _solve_impl(const RhsType &rhs, DstType &dst) const; - - template<bool Conjugate, typename RhsType, typename DstType> - EIGEN_DEVICE_FUNC - void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const; - #endif - - protected: - - static void check_template_parameters() - { - EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar); - } - - void computeInPlace(); - - MatrixType m_lu; - PermutationPType m_p; - PermutationQType m_q; - IntColVectorType m_rowsTranspositions; - IntRowVectorType m_colsTranspositions; - Index m_nonzero_pivots; - RealScalar m_l1_norm; - RealScalar m_maxpivot, m_prescribedThreshold; - signed char m_det_pq; - bool m_isInitialized, m_usePrescribedThreshold; -}; - -template<typename MatrixType> -FullPivLU<MatrixType>::FullPivLU() - : m_isInitialized(false), m_usePrescribedThreshold(false) -{ -} - -template<typename MatrixType> -FullPivLU<MatrixType>::FullPivLU(Index rows, Index cols) - : m_lu(rows, cols), - m_p(rows), - m_q(cols), - m_rowsTranspositions(rows), - m_colsTranspositions(cols), - m_isInitialized(false), - m_usePrescribedThreshold(false) -{ -} - -template<typename MatrixType> -template<typename InputType> -FullPivLU<MatrixType>::FullPivLU(const EigenBase<InputType>& matrix) - : m_lu(matrix.rows(), matrix.cols()), - m_p(matrix.rows()), - m_q(matrix.cols()), - m_rowsTranspositions(matrix.rows()), - m_colsTranspositions(matrix.cols()), - m_isInitialized(false), - m_usePrescribedThreshold(false) -{ - compute(matrix.derived()); -} - -template<typename MatrixType> -template<typename InputType> -FullPivLU<MatrixType>::FullPivLU(EigenBase<InputType>& matrix) - : m_lu(matrix.derived()), - m_p(matrix.rows()), - m_q(matrix.cols()), - m_rowsTranspositions(matrix.rows()), - m_colsTranspositions(matrix.cols()), - m_isInitialized(false), - m_usePrescribedThreshold(false) -{ - computeInPlace(); -} - -template<typename MatrixType> -void FullPivLU<MatrixType>::computeInPlace() -{ - check_template_parameters(); - - // the permutations are stored as int indices, so just to be sure: - eigen_assert(m_lu.rows()<=NumTraits<int>::highest() && m_lu.cols()<=NumTraits<int>::highest()); - - m_l1_norm = m_lu.cwiseAbs().colwise().sum().maxCoeff(); - - const Index size = m_lu.diagonalSize(); - const Index rows = m_lu.rows(); - const Index cols = m_lu.cols(); - - // will store the transpositions, before we accumulate them at the end. - // can't accumulate on-the-fly because that will be done in reverse order for the rows. - m_rowsTranspositions.resize(m_lu.rows()); - m_colsTranspositions.resize(m_lu.cols()); - Index number_of_transpositions = 0; // number of NONTRIVIAL transpositions, i.e. m_rowsTranspositions[i]!=i - - m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case) - m_maxpivot = RealScalar(0); - - for(Index k = 0; k < size; ++k) - { - // First, we need to find the pivot. - - // biggest coefficient in the remaining bottom-right corner (starting at row k, col k) - Index row_of_biggest_in_corner, col_of_biggest_in_corner; - typedef internal::scalar_score_coeff_op<Scalar> Scoring; - typedef typename Scoring::result_type Score; - Score biggest_in_corner; - biggest_in_corner = m_lu.bottomRightCorner(rows-k, cols-k) - .unaryExpr(Scoring()) - .maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner); - row_of_biggest_in_corner += k; // correct the values! since they were computed in the corner, - col_of_biggest_in_corner += k; // need to add k to them. - - if(biggest_in_corner==Score(0)) - { - // before exiting, make sure to initialize the still uninitialized transpositions - // in a sane state without destroying what we already have. - m_nonzero_pivots = k; - for(Index i = k; i < size; ++i) - { - m_rowsTranspositions.coeffRef(i) = i; - m_colsTranspositions.coeffRef(i) = i; - } - break; - } - - RealScalar abs_pivot = internal::abs_knowing_score<Scalar>()(m_lu(row_of_biggest_in_corner, col_of_biggest_in_corner), biggest_in_corner); - if(abs_pivot > m_maxpivot) m_maxpivot = abs_pivot; - - // Now that we've found the pivot, we need to apply the row/col swaps to - // bring it to the location (k,k). - - m_rowsTranspositions.coeffRef(k) = row_of_biggest_in_corner; - m_colsTranspositions.coeffRef(k) = col_of_biggest_in_corner; - if(k != row_of_biggest_in_corner) { - m_lu.row(k).swap(m_lu.row(row_of_biggest_in_corner)); - ++number_of_transpositions; - } - if(k != col_of_biggest_in_corner) { - m_lu.col(k).swap(m_lu.col(col_of_biggest_in_corner)); - ++number_of_transpositions; - } - - // Now that the pivot is at the right location, we update the remaining - // bottom-right corner by Gaussian elimination. - - if(k<rows-1) - m_lu.col(k).tail(rows-k-1) /= m_lu.coeff(k,k); - if(k<size-1) - m_lu.block(k+1,k+1,rows-k-1,cols-k-1).noalias() -= m_lu.col(k).tail(rows-k-1) * m_lu.row(k).tail(cols-k-1); - } - - // the main loop is over, we still have to accumulate the transpositions to find the - // permutations P and Q - - m_p.setIdentity(rows); - for(Index k = size-1; k >= 0; --k) - m_p.applyTranspositionOnTheRight(k, m_rowsTranspositions.coeff(k)); - - m_q.setIdentity(cols); - for(Index k = 0; k < size; ++k) - m_q.applyTranspositionOnTheRight(k, m_colsTranspositions.coeff(k)); - - m_det_pq = (number_of_transpositions%2) ? -1 : 1; - - m_isInitialized = true; -} - -template<typename MatrixType> -typename internal::traits<MatrixType>::Scalar FullPivLU<MatrixType>::determinant() const -{ - eigen_assert(m_isInitialized && "LU is not initialized."); - eigen_assert(m_lu.rows() == m_lu.cols() && "You can't take the determinant of a non-square matrix!"); - return Scalar(m_det_pq) * Scalar(m_lu.diagonal().prod()); -} - -/** \returns the matrix represented by the decomposition, - * i.e., it returns the product: \f$ P^{-1} L U Q^{-1} \f$. - * This function is provided for debug purposes. */ -template<typename MatrixType> -MatrixType FullPivLU<MatrixType>::reconstructedMatrix() const -{ - eigen_assert(m_isInitialized && "LU is not initialized."); - const Index smalldim = (std::min)(m_lu.rows(), m_lu.cols()); - // LU - MatrixType res(m_lu.rows(),m_lu.cols()); - // FIXME the .toDenseMatrix() should not be needed... - res = m_lu.leftCols(smalldim) - .template triangularView<UnitLower>().toDenseMatrix() - * m_lu.topRows(smalldim) - .template triangularView<Upper>().toDenseMatrix(); - - // P^{-1}(LU) - res = m_p.inverse() * res; - - // (P^{-1}LU)Q^{-1} - res = res * m_q.inverse(); - - return res; -} - -/********* Implementation of kernel() **************************************************/ - -namespace internal { -template<typename _MatrixType> -struct kernel_retval<FullPivLU<_MatrixType> > - : kernel_retval_base<FullPivLU<_MatrixType> > -{ - EIGEN_MAKE_KERNEL_HELPERS(FullPivLU<_MatrixType>) - - enum { MaxSmallDimAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED( - MatrixType::MaxColsAtCompileTime, - MatrixType::MaxRowsAtCompileTime) - }; - - template<typename Dest> void evalTo(Dest& dst) const - { - using std::abs; - const Index cols = dec().matrixLU().cols(), dimker = cols - rank(); - if(dimker == 0) - { - // The Kernel is just {0}, so it doesn't have a basis properly speaking, but let's - // avoid crashing/asserting as that depends on floating point calculations. Let's - // just return a single column vector filled with zeros. - dst.setZero(); - return; - } - - /* Let us use the following lemma: - * - * Lemma: If the matrix A has the LU decomposition PAQ = LU, - * then Ker A = Q(Ker U). - * - * Proof: trivial: just keep in mind that P, Q, L are invertible. - */ - - /* Thus, all we need to do is to compute Ker U, and then apply Q. - * - * U is upper triangular, with eigenvalues sorted so that any zeros appear at the end. - * Thus, the diagonal of U ends with exactly - * dimKer zero's. Let us use that to construct dimKer linearly - * independent vectors in Ker U. - */ - - Matrix<Index, Dynamic, 1, 0, MaxSmallDimAtCompileTime, 1> pivots(rank()); - RealScalar premultiplied_threshold = dec().maxPivot() * dec().threshold(); - Index p = 0; - for(Index i = 0; i < dec().nonzeroPivots(); ++i) - if(abs(dec().matrixLU().coeff(i,i)) > premultiplied_threshold) - pivots.coeffRef(p++) = i; - eigen_internal_assert(p == rank()); - - // we construct a temporaty trapezoid matrix m, by taking the U matrix and - // permuting the rows and cols to bring the nonnegligible pivots to the top of - // the main diagonal. We need that to be able to apply our triangular solvers. - // FIXME when we get triangularView-for-rectangular-matrices, this can be simplified - Matrix<typename MatrixType::Scalar, Dynamic, Dynamic, MatrixType::Options, - MaxSmallDimAtCompileTime, MatrixType::MaxColsAtCompileTime> - m(dec().matrixLU().block(0, 0, rank(), cols)); - for(Index i = 0; i < rank(); ++i) - { - if(i) m.row(i).head(i).setZero(); - m.row(i).tail(cols-i) = dec().matrixLU().row(pivots.coeff(i)).tail(cols-i); - } - m.block(0, 0, rank(), rank()); - m.block(0, 0, rank(), rank()).template triangularView<StrictlyLower>().setZero(); - for(Index i = 0; i < rank(); ++i) - m.col(i).swap(m.col(pivots.coeff(i))); - - // ok, we have our trapezoid matrix, we can apply the triangular solver. - // notice that the math behind this suggests that we should apply this to the - // negative of the RHS, but for performance we just put the negative sign elsewhere, see below. - m.topLeftCorner(rank(), rank()) - .template triangularView<Upper>().solveInPlace( - m.topRightCorner(rank(), dimker) - ); - - // now we must undo the column permutation that we had applied! - for(Index i = rank()-1; i >= 0; --i) - m.col(i).swap(m.col(pivots.coeff(i))); - - // see the negative sign in the next line, that's what we were talking about above. - for(Index i = 0; i < rank(); ++i) dst.row(dec().permutationQ().indices().coeff(i)) = -m.row(i).tail(dimker); - for(Index i = rank(); i < cols; ++i) dst.row(dec().permutationQ().indices().coeff(i)).setZero(); - for(Index k = 0; k < dimker; ++k) dst.coeffRef(dec().permutationQ().indices().coeff(rank()+k), k) = Scalar(1); - } -}; - -/***** Implementation of image() *****************************************************/ - -template<typename _MatrixType> -struct image_retval<FullPivLU<_MatrixType> > - : image_retval_base<FullPivLU<_MatrixType> > -{ - EIGEN_MAKE_IMAGE_HELPERS(FullPivLU<_MatrixType>) - - enum { MaxSmallDimAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED( - MatrixType::MaxColsAtCompileTime, - MatrixType::MaxRowsAtCompileTime) - }; - - template<typename Dest> void evalTo(Dest& dst) const - { - using std::abs; - if(rank() == 0) - { - // The Image is just {0}, so it doesn't have a basis properly speaking, but let's - // avoid crashing/asserting as that depends on floating point calculations. Let's - // just return a single column vector filled with zeros. - dst.setZero(); - return; - } - - Matrix<Index, Dynamic, 1, 0, MaxSmallDimAtCompileTime, 1> pivots(rank()); - RealScalar premultiplied_threshold = dec().maxPivot() * dec().threshold(); - Index p = 0; - for(Index i = 0; i < dec().nonzeroPivots(); ++i) - if(abs(dec().matrixLU().coeff(i,i)) > premultiplied_threshold) - pivots.coeffRef(p++) = i; - eigen_internal_assert(p == rank()); - - for(Index i = 0; i < rank(); ++i) - dst.col(i) = originalMatrix().col(dec().permutationQ().indices().coeff(pivots.coeff(i))); - } -}; - -/***** Implementation of solve() *****************************************************/ - -} // end namespace internal - -#ifndef EIGEN_PARSED_BY_DOXYGEN -template<typename _MatrixType> -template<typename RhsType, typename DstType> -void FullPivLU<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const -{ - /* The decomposition PAQ = LU can be rewritten as A = P^{-1} L U Q^{-1}. - * So we proceed as follows: - * Step 1: compute c = P * rhs. - * Step 2: replace c by the solution x to Lx = c. Exists because L is invertible. - * Step 3: replace c by the solution x to Ux = c. May or may not exist. - * Step 4: result = Q * c; - */ - - const Index rows = this->rows(), - cols = this->cols(), - nonzero_pivots = this->rank(); - eigen_assert(rhs.rows() == rows); - const Index smalldim = (std::min)(rows, cols); - - if(nonzero_pivots == 0) - { - dst.setZero(); - return; - } - - typename RhsType::PlainObject c(rhs.rows(), rhs.cols()); - - // Step 1 - c = permutationP() * rhs; - - // Step 2 - m_lu.topLeftCorner(smalldim,smalldim) - .template triangularView<UnitLower>() - .solveInPlace(c.topRows(smalldim)); - if(rows>cols) - c.bottomRows(rows-cols) -= m_lu.bottomRows(rows-cols) * c.topRows(cols); - - // Step 3 - m_lu.topLeftCorner(nonzero_pivots, nonzero_pivots) - .template triangularView<Upper>() - .solveInPlace(c.topRows(nonzero_pivots)); - - // Step 4 - for(Index i = 0; i < nonzero_pivots; ++i) - dst.row(permutationQ().indices().coeff(i)) = c.row(i); - for(Index i = nonzero_pivots; i < m_lu.cols(); ++i) - dst.row(permutationQ().indices().coeff(i)).setZero(); -} - -template<typename _MatrixType> -template<bool Conjugate, typename RhsType, typename DstType> -void FullPivLU<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const -{ - /* The decomposition PAQ = LU can be rewritten as A = P^{-1} L U Q^{-1}, - * and since permutations are real and unitary, we can write this - * as A^T = Q U^T L^T P, - * So we proceed as follows: - * Step 1: compute c = Q^T rhs. - * Step 2: replace c by the solution x to U^T x = c. May or may not exist. - * Step 3: replace c by the solution x to L^T x = c. - * Step 4: result = P^T c. - * If Conjugate is true, replace "^T" by "^*" above. - */ - - const Index rows = this->rows(), cols = this->cols(), - nonzero_pivots = this->rank(); - eigen_assert(rhs.rows() == cols); - const Index smalldim = (std::min)(rows, cols); - - if(nonzero_pivots == 0) - { - dst.setZero(); - return; - } - - typename RhsType::PlainObject c(rhs.rows(), rhs.cols()); - - // Step 1 - c = permutationQ().inverse() * rhs; - - if (Conjugate) { - // Step 2 - m_lu.topLeftCorner(nonzero_pivots, nonzero_pivots) - .template triangularView<Upper>() - .adjoint() - .solveInPlace(c.topRows(nonzero_pivots)); - // Step 3 - m_lu.topLeftCorner(smalldim, smalldim) - .template triangularView<UnitLower>() - .adjoint() - .solveInPlace(c.topRows(smalldim)); - } else { - // Step 2 - m_lu.topLeftCorner(nonzero_pivots, nonzero_pivots) - .template triangularView<Upper>() - .transpose() - .solveInPlace(c.topRows(nonzero_pivots)); - // Step 3 - m_lu.topLeftCorner(smalldim, smalldim) - .template triangularView<UnitLower>() - .transpose() - .solveInPlace(c.topRows(smalldim)); - } - - // Step 4 - PermutationPType invp = permutationP().inverse().eval(); - for(Index i = 0; i < smalldim; ++i) - dst.row(invp.indices().coeff(i)) = c.row(i); - for(Index i = smalldim; i < rows; ++i) - dst.row(invp.indices().coeff(i)).setZero(); -} - -#endif - -namespace internal { - - -/***** Implementation of inverse() *****************************************************/ -template<typename DstXprType, typename MatrixType> -struct Assignment<DstXprType, Inverse<FullPivLU<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename FullPivLU<MatrixType>::Scalar>, Dense2Dense> -{ - typedef FullPivLU<MatrixType> LuType; - typedef Inverse<LuType> SrcXprType; - static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename MatrixType::Scalar> &) - { - dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.cols())); - } -}; -} // end namespace internal - -/******* MatrixBase methods *****************************************************************/ - -/** \lu_module - * - * \return the full-pivoting LU decomposition of \c *this. - * - * \sa class FullPivLU - */ -template<typename Derived> -inline const FullPivLU<typename MatrixBase<Derived>::PlainObject> -MatrixBase<Derived>::fullPivLu() const -{ - return FullPivLU<PlainObject>(eval()); -} - -} // end namespace Eigen - -#endif // EIGEN_LU_H |