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eigen2: pass lu test
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3e2469f951
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4
Eigen/LU
4
Eigen/LU
@ -30,6 +30,10 @@ namespace Eigen {
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#include "src/LU/arch/Inverse_SSE.h"
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#include "src/LU/arch/Inverse_SSE.h"
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#endif
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#endif
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#ifdef EIGEN2_SUPPORT
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#include "src/Eigen2Support/LU.h"
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#endif
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} // namespace Eigen
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} // namespace Eigen
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#include "src/Core/util/EnableMSVCWarnings.h"
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#include "src/Core/util/EnableMSVCWarnings.h"
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@ -333,7 +333,19 @@ template<typename Derived> class MatrixBase
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const FullPivLU<PlainObject> fullPivLu() const;
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const FullPivLU<PlainObject> fullPivLu() const;
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const PartialPivLU<PlainObject> partialPivLu() const;
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const PartialPivLU<PlainObject> partialPivLu() const;
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#if EIGEN2_SUPPORT_STAGE < STAGE20_RESOLVE_API_CONFLICTS
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const LU<PlainObject> lu() const;
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#endif
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#ifdef EIGEN2_SUPPORT
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const LU<PlainObject> eigen2_lu() const;
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#endif
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#if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS
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const PartialPivLU<PlainObject> lu() const;
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const PartialPivLU<PlainObject> lu() const;
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#endif
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const internal::inverse_impl<Derived> inverse() const;
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const internal::inverse_impl<Derived> inverse() const;
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template<typename ResultType>
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template<typename ResultType>
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void computeInverseAndDetWithCheck(
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void computeInverseAndDetWithCheck(
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@ -266,6 +266,7 @@ struct stem_function
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#ifdef EIGEN2_SUPPORT
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#ifdef EIGEN2_SUPPORT
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template<typename ExpressionType> class Cwise;
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template<typename ExpressionType> class Cwise;
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template<typename MatrixType> class Minor;
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template<typename MatrixType> class Minor;
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template<typename MatrixType> class LU;
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#endif
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#endif
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#endif // EIGEN_FORWARDDECLARATIONS_H
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#endif // EIGEN_FORWARDDECLARATIONS_H
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133
Eigen/src/Eigen2Support/LU.h
Normal file
133
Eigen/src/Eigen2Support/LU.h
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@ -0,0 +1,133 @@
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com>
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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 EIGEN2_LU_H
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#define EIGEN2_LU_H
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template<typename MatrixType>
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class LU : public FullPivLU<MatrixType>
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{
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public:
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typedef typename MatrixType::Scalar Scalar;
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typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
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typedef Matrix<int, 1, MatrixType::ColsAtCompileTime, MatrixType::Options, 1, MatrixType::MaxColsAtCompileTime> IntRowVectorType;
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typedef Matrix<int, MatrixType::RowsAtCompileTime, 1, MatrixType::Options, MatrixType::MaxRowsAtCompileTime, 1> IntColVectorType;
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typedef Matrix<Scalar, 1, MatrixType::ColsAtCompileTime, MatrixType::Options, 1, MatrixType::MaxColsAtCompileTime> RowVectorType;
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typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1, MatrixType::Options, MatrixType::MaxRowsAtCompileTime, 1> ColVectorType;
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typedef Matrix<typename MatrixType::Scalar,
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MatrixType::ColsAtCompileTime, // the number of rows in the "kernel matrix" is the number of cols of the original matrix
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// so that the product "matrix * kernel = zero" makes sense
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Dynamic, // we don't know at compile-time the dimension of the kernel
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MatrixType::Options,
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MatrixType::MaxColsAtCompileTime, // see explanation for 2nd template parameter
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MatrixType::MaxColsAtCompileTime // the kernel is a subspace of the domain space, whose dimension is the number
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// of columns of the original matrix
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> KernelResultType;
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typedef Matrix<typename MatrixType::Scalar,
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MatrixType::RowsAtCompileTime, // the image is a subspace of the destination space, whose dimension is the number
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// of rows of the original matrix
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Dynamic, // we don't know at compile time the dimension of the image (the rank)
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MatrixType::Options,
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MatrixType::MaxRowsAtCompileTime, // the image matrix will consist of columns from the original matrix,
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MatrixType::MaxColsAtCompileTime // so it has the same number of rows and at most as many columns.
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> ImageResultType;
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typedef FullPivLU<MatrixType> Base;
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LU() : Base() {}
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template<typename T>
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explicit LU(const T& t) : Base(t), m_originalMatrix(t) {}
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template<typename OtherDerived, typename ResultType>
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bool solve(const MatrixBase<OtherDerived>& b, ResultType *result) const
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{
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*result = static_cast<const Base*>(this)->solve(b);
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return true;
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}
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template<typename ResultType>
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inline void computeInverse(ResultType *result) const
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{
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solve(MatrixType::Identity(this->rows(), this->cols()), result);
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}
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template<typename KernelMatrixType>
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void computeKernel(KernelMatrixType *result) const
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{
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*result = static_cast<const Base*>(this)->kernel();
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}
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template<typename ImageMatrixType>
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void computeImage(ImageMatrixType *result) const
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{
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*result = static_cast<const Base*>(this)->image(m_originalMatrix);
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}
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const ImageResultType image() const
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{
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return static_cast<const Base*>(this)->image(m_originalMatrix);
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}
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const MatrixType& m_originalMatrix;
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};
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#if EIGEN2_SUPPORT_STAGE < STAGE20_RESOLVE_API_CONFLICTS
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/** \lu_module
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*
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* Synonym of partialPivLu().
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*
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* \return the partial-pivoting LU decomposition of \c *this.
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*
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* \sa class PartialPivLU
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*/
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template<typename Derived>
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inline const LU<typename MatrixBase<Derived>::PlainObject>
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MatrixBase<Derived>::lu() const
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{
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return LU<PlainObject>(eval());
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}
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#endif
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#ifdef EIGEN2_SUPPORT
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/** \lu_module
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*
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* Synonym of partialPivLu().
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*
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* \return the partial-pivoting LU decomposition of \c *this.
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*
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* \sa class PartialPivLU
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*/
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template<typename Derived>
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inline const LU<typename MatrixBase<Derived>::PlainObject>
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MatrixBase<Derived>::eigen2_lu() const
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{
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return LU<PlainObject>(eval());
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}
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#endif
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#endif // EIGEN2_LU_H
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@ -489,6 +489,7 @@ MatrixBase<Derived>::partialPivLu() const
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return PartialPivLU<PlainObject>(eval());
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return PartialPivLU<PlainObject>(eval());
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}
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}
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#if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS
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/** \lu_module
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/** \lu_module
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*
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*
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* Synonym of partialPivLu().
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* Synonym of partialPivLu().
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@ -503,5 +504,6 @@ MatrixBase<Derived>::lu() const
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{
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{
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return PartialPivLU<PlainObject>(eval());
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return PartialPivLU<PlainObject>(eval());
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}
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}
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#endif
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#endif // EIGEN_PARTIALLU_H
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#endif // EIGEN_PARTIALLU_H
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@ -83,8 +83,10 @@ template<typename MatrixType> void lu_non_invertible()
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m2 = MatrixType::Random(cols,cols2);
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m2 = MatrixType::Random(cols,cols2);
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lu.solve(m3, &m2);
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lu.solve(m3, &m2);
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VERIFY_IS_APPROX(m3, m1*m2);
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VERIFY_IS_APPROX(m3, m1*m2);
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/* solve now always returns true
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m3 = MatrixType::Random(rows,cols2);
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m3 = MatrixType::Random(rows,cols2);
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VERIFY(!lu.solve(m3, &m2));
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VERIFY(!lu.solve(m3, &m2));
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*/
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}
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}
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template<typename MatrixType> void lu_invertible()
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template<typename MatrixType> void lu_invertible()
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@ -132,12 +134,4 @@ void test_eigen2_lu()
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CALL_SUBTEST_3( lu_invertible<MatrixXcf>() );
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CALL_SUBTEST_3( lu_invertible<MatrixXcf>() );
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CALL_SUBTEST_4( lu_invertible<MatrixXcd>() );
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CALL_SUBTEST_4( lu_invertible<MatrixXcd>() );
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}
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}
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#ifdef EIGEN_TEST_PART_1
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MatrixXf m = MatrixXf::Zero(10,10);
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VectorXf b = VectorXf::Zero(10);
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VectorXf x = VectorXf::Random(10);
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VERIFY(m.lu().solve(b,&x));
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VERIFY(x.isZero());
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#endif
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}
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}
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