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extend SimplicialCholesky for sparse rhs, and add determinant

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This commit is contained in:
Gael Guennebaud 2011-10-11 11:31:12 +02:00
parent 5dc8458293
commit 4f237f035c
1 changed files with 57 additions and 18 deletions
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75
unsupported/Eigen/src/SparseExtra/SimplicialCholesky.h
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@ -150,15 +150,15 @@ class SimplicialCholeskyBase
*
* \sa compute()
*/
// template<typename Rhs>
// inline const internal::sparse_solve_retval<CholmodDecomposition, Rhs>
// solve(const SparseMatrixBase<Rhs>& b) const
// {
// eigen_assert(m_isInitialized && "SimplicialCholesky is not initialized.");
// eigen_assert(rows()==b.rows()
// && "SimplicialCholesky::solve(): invalid number of rows of the right hand side matrix b");
// return internal::sparse_solve_retval<SimplicialCholesky, Rhs>(*this, b.derived());
// }
template<typename Rhs>
inline const internal::sparse_solve_retval<SimplicialCholeskyBase, Rhs>
solve(const SparseMatrixBase<Rhs>& b) const
{
eigen_assert(m_isInitialized && "Simplicial LLt or LDLt is not initialized.");
eigen_assert(rows()==b.rows()
&& "SimplicialCholesky::solve(): invalid number of rows of the right hand side matrix b");
return internal::sparse_solve_retval<SimplicialCholeskyBase, Rhs>(*this, b.derived());
}
/** \returns the permutation P
* \sa permutationPinv() */
@ -214,13 +214,26 @@ class SimplicialCholeskyBase
}
/** \internal */
/*
template<typename RhsScalar, int RhsOptions, typename RhsIndex, typename DestScalar, int DestOptions, typename DestIndex>
void _solve(const SparseMatrix<RhsScalar,RhsOptions,RhsIndex> &b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const
{
// TODO
}
*/
template<typename Rhs, typename DestScalar, int DestOptions, typename DestIndex>
void _solve_sparse(const Rhs& b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const
{
eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
eigen_assert(m_matrix.rows()==b.rows());
// we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix.
static const int NbColsAtOnce = 4;
int rhsCols = b.cols();
int size = b.rows();
Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmp(size,rhsCols);
for(int k=0; k<rhsCols; k+=NbColsAtOnce)
{
int actualCols = std::min<int>(rhsCols-k, NbColsAtOnce);
tmp.leftCols(actualCols) = b.middleCols(k,actualCols);
tmp.leftCols(actualCols) = derived().solve(tmp.leftCols(actualCols));
dest.middleCols(k,actualCols) = tmp.leftCols(actualCols).sparseView();
}
}
#endif // EIGEN_PARSED_BY_DOXYGEN
protected:
@ -382,6 +395,11 @@ public:
Base::template factorize<false>(a);
}
Scalar determinant() const
{
Scalar detL = Diagonal<const CholMatrixType>(Base::m_matrix).prod();
return internal::abs2(detL);
}
};
/** \class SimplicialLDLt
@ -453,6 +471,10 @@ public:
Base::template factorize<true>(a);
}
Scalar determinant() const
{
return Base::m_diag.prod();
}
};
/** \class SimplicialCholesky
@ -477,7 +499,10 @@ public:
public:
SimplicialCholesky() : Base(), m_LDLt(true) {}
SimplicialCholesky(const MatrixType& matrix)
: Base(matrix), m_LDLt(true) {}
: Base(), m_LDLt(true)
{
Base::compute(matrix);
}
SimplicialCholesky& setMode(SimplicialCholeskyMode mode)
{
@ -567,6 +592,20 @@ public:
if(Base::m_P.size()>0)
dest = Base::m_P * dest;
}
Scalar determinant() const
{
if(m_LDLt)
{
return Base::m_diag.prod();
}
else
{
Scalar detL = Diagonal<const CholMatrixType>(Base::m_matrix).prod();
return internal::abs2(detL);
}
}
protected:
bool m_LDLt;
};
@ -754,7 +793,7 @@ struct sparse_solve_retval<SimplicialCholeskyBase<Derived>, Rhs>
template<typename Dest> void evalTo(Dest& dst) const
{
dec().derived()._solve(rhs(),dst);
dec().derived()._solve_sparse(rhs(),dst);
}
};