* make inverse() do a ReturnByValue

* add computeInverseWithCheck
* doc improvements
* update test
This commit is contained in:
Benoit Jacob 2009-10-26 14:16:50 -04:00
parent 07d1bcffda
commit 44cdbaba4d
5 changed files with 89 additions and 21 deletions

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@ -701,7 +701,7 @@ template<typename Derived> class MatrixBase
const LU<PlainMatrixType> lu() const; const LU<PlainMatrixType> lu() const;
const PartialLU<PlainMatrixType> partialLu() const; const PartialLU<PlainMatrixType> partialLu() const;
const PlainMatrixType inverse() const; const ei_inverse_impl<Derived> inverse() const;
template<typename ResultType> template<typename ResultType>
void computeInverseAndDetWithCheck( void computeInverseAndDetWithCheck(
ResultType& inverse, ResultType& inverse,
@ -709,6 +709,12 @@ template<typename Derived> class MatrixBase
bool& invertible, bool& invertible,
const RealScalar& absDeterminantThreshold = precision<Scalar>() const RealScalar& absDeterminantThreshold = precision<Scalar>()
) const; ) const;
template<typename ResultType>
void computeInverseWithCheck(
ResultType& inverse,
bool& invertible,
const RealScalar& absDeterminantThreshold = precision<Scalar>()
) const;
Scalar determinant() const; Scalar determinant() const;
/////////// Cholesky module /////////// /////////// Cholesky module ///////////

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@ -116,6 +116,7 @@ template<typename MatrixType, int Direction = BothDirections> class Reverse;
template<typename MatrixType> class LU; template<typename MatrixType> class LU;
template<typename MatrixType> class PartialLU; template<typename MatrixType> class PartialLU;
template<typename MatrixType> struct ei_inverse_impl;
template<typename MatrixType> class HouseholderQR; template<typename MatrixType> class HouseholderQR;
template<typename MatrixType> class ColPivotingHouseholderQR; template<typename MatrixType> class ColPivotingHouseholderQR;
template<typename MatrixType> class FullPivotingHouseholderQR; template<typename MatrixType> class FullPivotingHouseholderQR;

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@ -281,6 +281,38 @@ struct ei_compute_inverse_and_det_with_check<MatrixType, ResultType, 4>
*** MatrixBase methods *** *** MatrixBase methods ***
*************************/ *************************/
template<typename MatrixType>
struct ei_traits<ei_inverse_impl<MatrixType> >
{
typedef typename MatrixType::PlainMatrixType ReturnMatrixType;
};
template<typename MatrixType>
struct ei_inverse_impl : public ReturnByValue<ei_inverse_impl<MatrixType> >
{
// for 2x2, it's worth giving a chance to avoid evaluating.
// for larger sizes, evaluating has negligible cost and limits code size.
typedef typename ei_meta_if<
MatrixType::RowsAtCompileTime == 2,
typename ei_nested<MatrixType,2>::type,
typename ei_eval<MatrixType>::type
>::ret MatrixTypeNested;
typedef typename ei_cleantype<MatrixTypeNested>::type MatrixTypeNestedCleaned;
const MatrixTypeNested m_matrix;
ei_inverse_impl(const MatrixType& matrix)
: m_matrix(matrix)
{}
inline int rows() const { return m_matrix.rows(); }
inline int cols() const { return m_matrix.cols(); }
template<typename Dest> inline void evalTo(Dest& dst) const
{
ei_compute_inverse<MatrixTypeNestedCleaned, Dest>::run(m_matrix, dst);
}
};
/** \lu_module /** \lu_module
* *
* \returns the matrix inverse of this matrix. * \returns the matrix inverse of this matrix.
@ -299,21 +331,11 @@ struct ei_compute_inverse_and_det_with_check<MatrixType, ResultType, 4>
* \sa computeInverseAndDetWithCheck() * \sa computeInverseAndDetWithCheck()
*/ */
template<typename Derived> template<typename Derived>
inline const typename MatrixBase<Derived>::PlainMatrixType MatrixBase<Derived>::inverse() const inline const ei_inverse_impl<Derived> MatrixBase<Derived>::inverse() const
{ {
EIGEN_STATIC_ASSERT(NumTraits<Scalar>::HasFloatingPoint,NUMERIC_TYPE_MUST_BE_FLOATING_POINT) EIGEN_STATIC_ASSERT(NumTraits<Scalar>::HasFloatingPoint,NUMERIC_TYPE_MUST_BE_FLOATING_POINT)
ei_assert(rows() == cols()); ei_assert(rows() == cols());
typedef typename MatrixBase<Derived>::PlainMatrixType ResultType; return ei_inverse_impl<Derived>(derived());
ResultType result(rows(), cols());
// for 2x2, it's worth giving a chance to avoid evaluating.
// for larger sizes, evaluating has negligible cost and limits code size.
typedef typename ei_meta_if<
RowsAtCompileTime == 2,
typename ei_cleantype<typename ei_nested<Derived,2>::type>::type,
PlainMatrixType
>::ret MatrixType;
ei_compute_inverse<MatrixType, ResultType>::run(derived(), result);
return result;
} }
/** \lu_module /** \lu_module
@ -329,7 +351,7 @@ inline const typename MatrixBase<Derived>::PlainMatrixType MatrixBase<Derived>::
* The matrix will be declared invertible if the absolute value of its * The matrix will be declared invertible if the absolute value of its
* determinant is greater than this threshold. * determinant is greater than this threshold.
* *
* \sa inverse() * \sa inverse(), computeInverseWithCheck()
*/ */
template<typename Derived> template<typename Derived>
template<typename ResultType> template<typename ResultType>
@ -353,4 +375,32 @@ inline void MatrixBase<Derived>::computeInverseAndDetWithCheck(
(derived(), absDeterminantThreshold, inverse, determinant, invertible); (derived(), absDeterminantThreshold, inverse, determinant, invertible);
} }
/** \lu_module
*
* Computation of matrix inverse, with invertibility check.
*
* This is only for fixed-size square matrices of size up to 4x4.
*
* \param inverse Reference to the matrix in which to store the inverse.
* \param invertible Reference to the bool variable in which to store whether the matrix is invertible.
* \param absDeterminantThreshold Optional parameter controlling the invertibility check.
* The matrix will be declared invertible if the absolute value of its
* determinant is greater than this threshold.
*
* \sa inverse(), computeInverseAndDetWithCheck()
*/
template<typename Derived>
template<typename ResultType>
inline void MatrixBase<Derived>::computeInverseWithCheck(
ResultType& inverse,
bool& invertible,
const RealScalar& absDeterminantThreshold
) const
{
RealScalar determinant;
// i'd love to put some static assertions there, but SFINAE means that they have no effect...
ei_assert(rows() == cols());
computeInverseAndDetWithCheck(inverse,determinant,invertible,absDeterminantThreshold);
}
#endif // EIGEN_INVERSE_H #endif // EIGEN_INVERSE_H

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@ -40,18 +40,20 @@ template<typename MatrixType, typename Rhs> struct ei_partiallu_solve_impl;
* is decomposed as A = PLU where L is unit-lower-triangular, U is upper-triangular, and P * is decomposed as A = PLU where L is unit-lower-triangular, U is upper-triangular, and P
* is a permutation matrix. * is a permutation matrix.
* *
* Typically, partial pivoting LU decomposition is only considered numerically stable for square invertible matrices. * Typically, partial pivoting LU decomposition is only considered numerically stable for square invertible
* So in this class, we plainly require that and take advantage of that to do some simplifications and optimizations. * matrices. Thus LAPACK's dgesv and dgesvx require the matrix to be square and invertible. The present class
* This class will assert that the matrix is square, but it won't (actually it can't) check that the matrix is invertible: * does the same. It will assert that the matrix is square, but it won't (actually it can't) check that the
* it is your task to check that you only use this decomposition on invertible matrices. * matrix is invertible: it is your task to check that you only use this decomposition on invertible matrices.
* *
* The guaranteed safe alternative, working for all matrices, is the full pivoting LU decomposition, provided by class LU. * The guaranteed safe alternative, working for all matrices, is the full pivoting LU decomposition, provided
* by class LU.
* *
* This is \b not a rank-revealing LU decomposition. Many features are intentionally absent from this class, * This is \b not a rank-revealing LU decomposition. Many features are intentionally absent from this class,
* such as rank computation. If you need these features, use class LU. * such as rank computation. If you need these features, use class LU.
* *
* This LU decomposition is suitable to invert invertible matrices. It is what MatrixBase::inverse() uses. On the other hand, * This LU decomposition is suitable to invert invertible matrices. It is what MatrixBase::inverse() uses
* it is \b not suitable to determine whether a given matrix is invertible. * in the general case.
* On the other hand, it is \b not suitable to determine whether a given matrix is invertible.
* *
* The data of the LU decomposition can be directly accessed through the methods matrixLU(), permutationP(). * The data of the LU decomposition can be directly accessed through the methods matrixLU(), permutationP().
* *

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@ -68,17 +68,26 @@ template<typename MatrixType> void inverse(const MatrixType& m)
//First: an invertible matrix //First: an invertible matrix
bool invertible; bool invertible;
RealScalar det; RealScalar det;
m2.setZero();
m1.computeInverseAndDetWithCheck(m2, det, invertible); m1.computeInverseAndDetWithCheck(m2, det, invertible);
VERIFY(invertible); VERIFY(invertible);
VERIFY_IS_APPROX(identity, m1*m2); VERIFY_IS_APPROX(identity, m1*m2);
VERIFY_IS_APPROX(det, m1.determinant()); VERIFY_IS_APPROX(det, m1.determinant());
m2.setZero();
m1.computeInverseWithCheck(m2, invertible);
VERIFY(invertible);
VERIFY_IS_APPROX(identity, m1*m2);
//Second: a rank one matrix (not invertible, except for 1x1 matrices) //Second: a rank one matrix (not invertible, except for 1x1 matrices)
VectorType v3 = VectorType::Random(rows); VectorType v3 = VectorType::Random(rows);
MatrixType m3 = v3*v3.transpose(), m4(rows,cols); MatrixType m3 = v3*v3.transpose(), m4(rows,cols);
m3.computeInverseAndDetWithCheck(m4, det, invertible); m3.computeInverseAndDetWithCheck(m4, det, invertible);
VERIFY( rows==1 ? invertible : !invertible ); VERIFY( rows==1 ? invertible : !invertible );
VERIFY_IS_APPROX(det, m3.determinant()); VERIFY_IS_APPROX(det, m3.determinant());
m3.computeInverseWithCheck(m4, invertible);
VERIFY( rows==1 ? invertible : !invertible );
#endif #endif
} }