compilation fix in EigenSolver,

bugfix in PartialLU
This commit is contained in:
Gael Guennebaud 2009-08-06 16:41:54 +02:00
parent e82e30862a
commit 3ac01b1400
4 changed files with 30 additions and 24 deletions

View File

@ -132,6 +132,13 @@ struct ProductReturnType<Lhs,Rhs,UnrolledProduct>
* Implementation of Inner Vector Vector Product * Implementation of Inner Vector Vector Product
***********************************************************************/ ***********************************************************************/
// FIXME : maybe the "inner product" could return a Scalar
// instead of a 1x1 matrix ??
// Pro: more natural for the user
// Cons: this could be a problem if in a meta unrolled algorithm a matrix-matrix
// product ends up to a row-vector times col-vector product... To tackle this use
// case, we could have a specialization for Block<MatrixType,1,1> with: operator=(Scalar x);
template<typename Lhs, typename Rhs> template<typename Lhs, typename Rhs>
struct ei_traits<GeneralProduct<Lhs,Rhs,InnerProduct> > struct ei_traits<GeneralProduct<Lhs,Rhs,InnerProduct> >
: ei_traits<ProductBase<GeneralProduct<Lhs,Rhs,InnerProduct>, Lhs, Rhs> > : ei_traits<ProductBase<GeneralProduct<Lhs,Rhs,InnerProduct>, Lhs, Rhs> >

View File

@ -245,11 +245,10 @@ struct ei_partial_lu_impl
if(k<rows-1) if(k<rows-1)
{ {
lu.col(k).end(rows-k-1) /= lu.coeff(k,k); int rrows = rows-k-1;
int rsize = size-k-1;
// TODO implement a fast rank one update routine lu.col(k).end(rrows) /= lu.coeff(k,k);
for(int col = k + 1; col < size; ++col) lu.corner(BottomRight,rrows,rsize) -= (lu.col(k).end(rrows) * lu.row(k).end(rsize)).lazy();
lu.col(col).end(rows-k-1) -= lu.col(k).end(rows-k-1) * lu.coeff(k,col);
} }
} }
} }
@ -271,7 +270,6 @@ struct ei_partial_lu_impl
{ {
MapLU lu1(lu_data,StorageOrder==RowMajor?rows:luStride,StorageOrder==RowMajor?luStride:cols); MapLU lu1(lu_data,StorageOrder==RowMajor?rows:luStride,StorageOrder==RowMajor?luStride:cols);
MatrixType lu(lu1,0,0,rows,cols); MatrixType lu(lu1,0,0,rows,cols);
const int size = std::min(rows,cols); const int size = std::min(rows,cols);
@ -294,24 +292,25 @@ struct ei_partial_lu_impl
nb_transpositions = 0; nb_transpositions = 0;
for(int k = 0; k < size; k+=blockSize) for(int k = 0; k < size; k+=blockSize)
{ {
int bs = std::min(size-k,blockSize); int bs = std::min(size-k,blockSize); // actual size of the block
int ps = size - k; int trows = rows - k - bs; // trailing rows
int rs = size - k - bs; int tsize = size - k - bs; // trailing size
// partition the matrix: // partition the matrix:
// A00 | A01 | A02 // A00 | A01 | A02
// lu = A10 | A11 | A12 // lu = A10 | A11 | A12
// A20 | A21 | A22 // A20 | A21 | A22
BlockType A_0(lu,0,0,size,k); BlockType A_0(lu,0,0,rows,k);
BlockType A_2(lu,0,k+bs,size,rs); BlockType A_2(lu,0,k+bs,rows,tsize);
BlockType A11(lu,k,k,bs,bs); BlockType A11(lu,k,k,bs,bs);
BlockType A12(lu,k,k+bs,bs,rs); BlockType A12(lu,k,k+bs,bs,tsize);
BlockType A21(lu,k+bs,k,rs,bs); BlockType A21(lu,k+bs,k,trows,bs);
BlockType A22(lu,k+bs,k+bs,rs,rs); BlockType A22(lu,k+bs,k+bs,trows,tsize);
int nb_transpositions_in_panel; int nb_transpositions_in_panel;
// recursively calls the blocked LU algorithm with a very small // recursively calls the blocked LU algorithm with a very small
// blocking size: // blocking size:
blocked_lu(ps, bs, &lu.coeffRef(k,k), luStride, blocked_lu(trows+bs, bs, &lu.coeffRef(k,k), luStride,
row_transpositions+k, nb_transpositions_in_panel, 16); row_transpositions+k, nb_transpositions_in_panel, 16);
nb_transpositions_in_panel += nb_transpositions_in_panel; nb_transpositions_in_panel += nb_transpositions_in_panel;
@ -322,7 +321,7 @@ struct ei_partial_lu_impl
A_0.row(i).swap(A_0.row(piv)); A_0.row(i).swap(A_0.row(piv));
} }
if(rs) if(trows)
{ {
// apply permutations to A_2 // apply permutations to A_2
for(int i=k;i<k+bs; ++i) for(int i=k;i<k+bs; ++i)

View File

@ -244,9 +244,9 @@ void EigenSolver<MatrixType>::orthes(MatrixType& matH, RealVectorType& ort)
// H = (I-u*u'/h)*H*(I-u*u')/h) // H = (I-u*u'/h)*H*(I-u*u')/h)
int bSize = high-m+1; int bSize = high-m+1;
matH.block(m, m, bSize, n-m) -= ((ort.segment(m, bSize)/h) matH.block(m, m, bSize, n-m) -= ((ort.segment(m, bSize)/h)
* (ort.segment(m, bSize).transpose() * matH.block(m, m, bSize, n-m)).lazy()).lazy(); * (ort.segment(m, bSize).transpose() * matH.block(m, m, bSize, n-m))).lazy();
matH.block(0, m, high+1, bSize) -= ((matH.block(0, m, high+1, bSize) * ort.segment(m, bSize)).lazy() matH.block(0, m, high+1, bSize) -= ((matH.block(0, m, high+1, bSize) * ort.segment(m, bSize))
* (ort.segment(m, bSize)/h).transpose()).lazy(); * (ort.segment(m, bSize)/h).transpose()).lazy();
ort.coeffRef(m) = scale*ort.coeff(m); ort.coeffRef(m) = scale*ort.coeff(m);
@ -264,8 +264,8 @@ void EigenSolver<MatrixType>::orthes(MatrixType& matH, RealVectorType& ort)
ort.segment(m+1, high-m) = matH.col(m-1).segment(m+1, high-m); ort.segment(m+1, high-m) = matH.col(m-1).segment(m+1, high-m);
int bSize = high-m+1; int bSize = high-m+1;
m_eivec.block(m, m, bSize, bSize) += ( (ort.segment(m, bSize) / (matH.coeff(m,m-1) * ort.coeff(m) ) ) m_eivec.block(m, m, bSize, bSize) += ( (ort.segment(m, bSize) / (matH.coeff(m,m-1) * ort.coeff(m)))
* (ort.segment(m, bSize).transpose() * m_eivec.block(m, m, bSize, bSize)).lazy()); * (ort.segment(m, bSize).transpose() * m_eivec.block(m, m, bSize, bSize)) ).lazy();
} }
} }
} }
@ -585,7 +585,7 @@ void EigenSolver<MatrixType>::hqr2(MatrixType& matH)
for (int i = n-1; i >= 0; i--) for (int i = n-1; i >= 0; i--)
{ {
w = matH.coeff(i,i) - p; w = matH.coeff(i,i) - p;
r = (matH.row(i).segment(l,n-l+1) * matH.col(n).segment(l, n-l+1))(0,0); r = matH.row(i).segment(l,n-l+1).dot(matH.col(n).segment(l, n-l+1));
if (m_eivalues.coeff(i).imag() < 0.0) if (m_eivalues.coeff(i).imag() < 0.0)
{ {
@ -644,8 +644,8 @@ void EigenSolver<MatrixType>::hqr2(MatrixType& matH)
for (int i = n-2; i >= 0; i--) for (int i = n-2; i >= 0; i--)
{ {
Scalar ra,sa,vr,vi; Scalar ra,sa,vr,vi;
ra = (matH.block(i,l, 1, n-l+1) * matH.block(l,n-1, n-l+1, 1)).lazy()(0,0); ra = matH.row(i).segment(l, n-l+1).dot(matH.col(n-1).segment(l, n-l+1));
sa = (matH.block(i,l, 1, n-l+1) * matH.block(l,n, n-l+1, 1)).lazy()(0,0); sa = matH.row(i).segment(l, n-l+1).dot(matH.col(n).segment(l, n-l+1));
w = matH.coeff(i,i) - p; w = matH.coeff(i,i) - p;
if (m_eivalues.coeff(i).imag() < 0.0) if (m_eivalues.coeff(i).imag() < 0.0)

View File

@ -120,7 +120,7 @@ ei_add_test(bandmatrix)
ei_add_test(cholesky " " "${GSL_LIBRARIES}") ei_add_test(cholesky " " "${GSL_LIBRARIES}")
ei_add_test(lu ${EI_OFLAG}) ei_add_test(lu ${EI_OFLAG})
ei_add_test(determinant) ei_add_test(determinant)
ei_add_test(inverse) ei_add_test(inverse ${EI_OFLAG})
ei_add_test(qr) ei_add_test(qr)
ei_add_test(eigensolver_selfadjoint " " "${GSL_LIBRARIES}") ei_add_test(eigensolver_selfadjoint " " "${GSL_LIBRARIES}")
ei_add_test(eigensolver_generic " " "${GSL_LIBRARIES}") ei_add_test(eigensolver_generic " " "${GSL_LIBRARIES}")