* improvements in the tutorial: triangular matrices, linear algebra

* minor fixes in Part and StaticAssert
* EulerAngles: remove the FIXME as I think the current version is fine
This commit is contained in:
Benoit Jacob 2008-12-06 22:21:29 +00:00
parent bb33ec4ef3
commit 2b20da624a
6 changed files with 92 additions and 38 deletions

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@ -88,8 +88,10 @@ template<typename MatrixType, unsigned int Mode> class Part
inline Scalar coeff(int row, int col) const
{
// SelfAdjointBit doesn't play any role here: just because a matrix is selfadjoint doesn't say anything about
// each individual coefficient, except for the not-very-useful-here fact that diagonal coefficients are real.
if( ((Flags & LowerTriangularBit) && (col>row)) || ((Flags & UpperTriangularBit) && (row>col)) )
return (Flags & SelfAdjointBit) ? ei_conj(m_matrix.coeff(col, row)) : (Scalar)0;
return (Scalar)0;
if(Flags & UnitDiagBit)
return col==row ? (Scalar)1 : m_matrix.coeff(row, col);
else if(Flags & ZeroDiagBit)
@ -101,7 +103,7 @@ template<typename MatrixType, unsigned int Mode> class Part
inline Scalar& coeffRef(int row, int col)
{
EIGEN_STATIC_ASSERT(!(Flags & UnitDiagBit), writing_to_triangular_part_with_unit_diagonal_is_not_supported)
EIGEN_STATIC_ASSERT(!(Flags & SelfAdjointBit), default_writing_to_selfadjoint_not_supported)
EIGEN_STATIC_ASSERT(!(Flags & SelfAdjointBit), coefficient_write_access_to_selfadjoint_not_supported)
ei_assert( (Mode==Upper && col>=row)
|| (Mode==Lower && col<=row)
|| (Mode==StrictlyUpper && col>row)

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@ -64,13 +64,13 @@
you_called_a_fixed_size_method_on_a_dynamic_size_matrix_or_vector,
unaligned_load_and_store_operations_unimplemented_on_AltiVec,
numeric_type_must_be_floating_point,
default_writing_to_selfadjoint_not_supported,
coefficient_write_access_to_selfadjoint_not_supported,
writing_to_triangular_part_with_unit_diagonal_is_not_supported,
this_method_is_only_for_fixed_size,
invalid_matrix_product,
invalid_vector_vector_product__if_you_wanted_a_dot_or_coeff_wise_product_you_must_use_the_explicit_functions,
invalid_matrix_product__if_you_wanted_a_coeff_wise_product_you_must_use_the_explicit_function,
you_mixed_different_numeric_types__you_need_to_use_the_cast_method_of_MatrixBase_to_cast_numeric_types_explicitly
you_mixed_different_numeric_types__you_need_to_use_the_cast_method_of_MatrixBase_to_cast_numeric_types_explicitly
};
};

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@ -41,9 +41,6 @@
* * AngleAxisf(ea[2], Vector3f::UnitZ()); \endcode
* This corresponds to the right-multiply conventions (with right hand side frames).
*/
// FIXME perhaps the triplet could be template parameters
// and/or packed into constants: EulerXYZ, EulerXYX, etc....
// FIXME should we support the reversed conventions ? (left multiply)
template<typename Derived>
inline Matrix<typename MatrixBase<Derived>::Scalar,3,1>
MatrixBase<Derived>::eulerAngles(int a0, int a1, int a2) const

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@ -79,15 +79,15 @@ First of all, VectorXf is the following typedef:
typedef Matrix<float, Dynamic, 1> VectorXf;
\endcode
The class template Matrix is declared in src/Core/util/ForwardDeclarations.h with default values for the 3 last template parameters, so that the actual type is:
The class template Matrix is declared in src/Core/util/ForwardDeclarations.h with 6 template parameters, but the last 3 are automatically determined by the first 3. So you don't need to worry about them for now. Here, Matrix\<float, Dynamic, 1\> means a matrix of floats, with a dynamic number of rows and 1 column.
The Matrix class inherits a base class, MatrixBase. Don't worry about it, for now it suffices to say that MatrixBase is what unifies matrices/vectors and all the expressions types -- more on that below.
When we do
\code
typedef Matrix<float, Dynamic, 1, ColMajor, Dynamic, 1> VectorXf;
Eigen::VectorXf u(size);
\endcode
However, in most cases you don't have to worry about the 3 last parameters.
Notice that Matrix has a base class, MatrixBase. Don't worry about it, for now it suffices to say that MatrixBase is what unifies matrices/vectors and all the expressions types -- more on that below.
We now enter the Matrix::Matrix(int) constructor, in src/Core/Matrix.h. Besides some assertions, all it does is to construct the \a m_storage member, which is of type ei_matrix_storage\<float, Dynamic, Dynamic, 1\>.
the constructor that is called is Matrix::Matrix(int), in src/Core/Matrix.h. Besides some assertions, all it does is to construct the \a m_storage member, which is of type ei_matrix_storage\<float, Dynamic, Dynamic, 1\>.
You may wonder, isn't it overengineering to have the storage in a separate class? The reason is that the Matrix class template covers all kinds of matrices and vector: both fixed-size and dynamic-size. The storage method is not the same in these two cases. For fixed-size, the matrix coefficients are stored as a plain member array. For dynamic-size, the coefficients will be stored as a pointer to a dynamically-allocated array. Because of this, we need to abstract storage away from the Matrix class. That's ei_matrix_storage.

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@ -507,7 +507,37 @@ vec1.normalize();\endcode
<a href="#" class="top">top</a>\section TutorialCoreTriangularMatrix Dealing with triangular matrices
todo
Read/write access to special parts of a matrix can be achieved. See \link MatrixBase::part() const this \endlink for read access and \link MatrixBase::part() this \endlink for write access..
<table class="tutorial_code">
<tr><td>
Extract triangular matrices \n from a given matrix m:
</td><td>\code
m.part<Eigen::Upper>()
m.part<Eigen::StrictlyUpper>()
m.part<Eigen::UnitUpper>()
m.part<Eigen::Lower>()
m.part<Eigen::StrictlyLower>()
m.part<Eigen::UnitLower>()\endcode
</td></tr>
<tr><td>
Write to triangular parts \n of a matrix m:
</td><td>\code
m1.part<Eigen::Upper>() = m2;
m1.part<Eigen::StrictlyUpper>() = m2;
m1.part<Eigen::Lower>() = m2;
m1.part<Eigen::StrictlyLower>() = m2;\endcode
</td></tr>
<tr><td>
Special: take advantage of symmetry \n (selfadjointness) when copying \n an expression into a matrix
</td><td>\code
m.part<Eigen::SelfAdjoint>() = someSelfadjointMatrix;
m1.part<Eigen::SelfAdjoint>() = m2 + m2.adjoint(); // m2 + m2.adjoint() is selfadjoint \endcode
</td></tr>
</table>
<a href="#" class="top">top</a>\section TutorialCoreSpecialTopics Special Topics

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@ -11,13 +11,13 @@ namespace Eigen {
</div>
\b Table \b of \b contents
- \ref TutorialAdvLinearSolvers
- \ref TutorialAdvSolvers
- \ref TutorialAdvLU
- \ref TutorialAdvCholesky
- \ref TutorialAdvQR
- \ref TutorialAdvEigenProblems
\section TutorialAdvLinearSolvers Solving linear problems
\section TutorialAdvSolvers Solving linear problems
This part of the tutorial focuses on solving linear problem of the form \f$ A \mathbf{x} = b \f$,
where both \f$ A \f$ and \f$ b \f$ are known, and \f$ x \f$ is the unknown. Moreover, \f$ A \f$
@ -26,7 +26,7 @@ involve the product of an inverse matrix with a vector or another matrix: \f$ A^
Eigen offers various algorithms to this problem, and its choice mainly depends on the nature of
the matrix \f$ A \f$, such as its shape, size and numerical properties.
\subsection TutorialAdv_Triangular Triangular solver
\subsection TutorialAdvSolvers_Triangular Triangular solver
If the matrix \f$ A \f$ is triangular (upper or lower) and invertible (the coefficients of the diagonal
are all not zero), then the problem can be solved directly using MatrixBase::solveTriangular(), or better,
MatrixBase::solveTriangularInPlace(). Here is an example:
@ -41,9 +41,9 @@ output:
See MatrixBase::solveTriangular() for more details.
\subsection TutorialAdv_Inverse Direct inversion (for small matrices)
If the matrix \f$ A \f$ is small (\f$ \leq 4 \f$) and invertible, then the problem can be solved
by directly computing the inverse of the matrix \f$ A \f$: \f$ \mathbf{x} = A^{-1} b \f$. With Eigen,
\subsection TutorialAdvSolvers_Inverse Direct inversion (for small matrices)
If the matrix \f$ A \f$ is small (\f$ \leq 4 \f$) and invertible, then a good approach is to directly compute
the inverse of the matrix \f$ A \f$, and then obtain the solution \f$ x \f$ by \f$ \mathbf{x} = A^{-1} b \f$. With Eigen,
this can be implemented like this:
\code
@ -57,10 +57,10 @@ Note that the function inverse() is defined in the LU module.
See MatrixBase::inverse() for more details.
\subsection TutorialAdv_Symmetric Cholesky (for symmetric matrices)
If the matrix \f$ A \f$ is \b symmetric, or more generally selfadjoint, and \b positive \b definite (SPD), then
\subsection TutorialAdvSolvers_Symmetric Cholesky (for positive definite matrices)
If the matrix \f$ A \f$ is \b positive \b definite, then
the best method is to use a Cholesky decomposition.
Such SPD matrices often arise when solving overdetermined problems in a least square sense (see below).
Such positive definite matrices often arise when solving overdetermined problems in a least square sense (see below).
Eigen offers two different Cholesky decompositions: a \f$ LL^T \f$ decomposition where L is a lower triangular matrix,
and a \f$ LDL^T \f$ decomposition where L is lower triangular with unit diagonal and D is a diagonal matrix.
The latter avoids square roots and is therefore slightly more stable than the former one.
@ -93,16 +93,16 @@ lltOfA.solveInPlace(b1);
\sa Cholesky_Module, LLT::solve(), LLT::solveInPlace(), LDLT::solve(), LDLT::solveInPlace(), class LLT, class LDLT.
\subsection TutorialAdv_LU LU decomposition (for most cases)
If the matrix \f$ A \f$ does not fit in one of the previous category, or if you are unsure about the numerical
stability of your problem, then you can use the LU solver based on a decomposition of the same name.
Actually, Eigen's LU module does not implement a standard LU decomposition, but rather a so called LU decomposition
with full pivoting and rank update which has the advantages to be numerically much more stable.
\subsection TutorialAdvSolvers_LU LU decomposition (for most cases)
If the matrix \f$ A \f$ does not fit in any of the previous categories, or if you are unsure about the numerical
stability of your problem, then you can use the LU solver based on a decomposition of the same name : see the section \ref TutorialAdvLU below. Actually, Eigen's LU module does not implement a standard LU decomposition, but rather a so-called LU decomposition
with full pivoting and rank update which has much better numerical stability.
The API of the LU solver is the same than the Cholesky one, except that there is no \em in \em place variant:
\code
Matrix4f A = Matrix4f::Random();
Vector4f b = Vector4f::Random();
Vector4f x;
#include <Eigen/LU>
MatrixXf A = MatrixXf::Random(20,20);
VectorXf b = VectorXf::Random(20);
VectorXf x;
A.lu().solve(b, &x);
\endcode
@ -114,18 +114,21 @@ luOfA.solve(b, &x);
// ...
\endcode
See the section \ref TutorialAdvLU below.
\sa class LU, LU::solve(), LU_Module
\subsection TutorialAdv_LU SVD solver (for singular matrices and special cases)
\subsection TutorialAdvSolvers_SVD SVD solver (for singular matrices and special cases)
Finally, Eigen also offer a solver based on a singular value decomposition (SVD). Again, the API is the
same than with Cholesky or LU:
\code
Matrix4f A = Matrix4f::Random();
Vector4f b = Vector4f::Random();
Vector4f x;
#include <Eigen/SVD>
MatrixXf A = MatrixXf::Random(20,20);
VectorXf b = VectorXf::Random(20);
VectorXf x;
A.svd().solve(b, &x);
SVD<MatrixXf> luOfA(A);
SVD<MatrixXf> svdOfA(A);
svdOfA.solve(b, &x);
\endcode
@ -135,7 +138,29 @@ svdOfA.solve(b, &x);
<a href="#" class="top">top</a>\section TutorialAdvLU LU
todo
Eigen provides a rank-revealing LU decomposition with full pivoting, which has very good numerical stability.
You can obtain the LU decomposition of a matrix by calling \link MatrixBase::lu() lu() \endlink, which is the easiest way if you're going to use the LU decomposition only once, as in
\code
#include <Eigen/LU>
MatrixXf A = MatrixXf::Random(20,20);
VectorXf b = VectorXf::Random(20);
VectorXf x;
A.lu().solve(b, &x);
\endcode
Alternatively, you can construct a named LU decomposition, which allows you to reuse it for more than one operation:
\code
#include <Eigen/LU>
MatrixXf A = MatrixXf::Random(20,20);
Eigen::LUDecomposition<MatrixXf> lu(A);
cout << "The rank of A is" << lu.rank() << endl;
if(lu.isInvertible()) {
cout << "A is invertible, its inverse is:" << endl << lu.inverse() << endl;
cout << "Here's a matrix whose columns form a basis of the kernel a.k.a. nullspace of A:"
<< endl << lu.kernel() << endl;
\endcode
\sa LU_Module, LU::solve(), class LU