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SimplicialCholesky*: s/LLt/LLT and s/LDLt/LDLT for consistency with dense names
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@ -64,8 +64,8 @@ LDL License:
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#define EIGEN_SIMPLICIAL_CHOLESKY_H
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enum SimplicialCholeskyMode {
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SimplicialCholeskyLLt,
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SimplicialCholeskyLDLt
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SimplicialCholeskyLLT,
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SimplicialCholeskyLDLT
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};
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/** \ingroup SparseCholesky_Module
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@ -142,7 +142,7 @@ class SimplicialCholeskyBase
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inline const internal::solve_retval<SimplicialCholeskyBase, Rhs>
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solve(const MatrixBase<Rhs>& b) const
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{
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eigen_assert(m_isInitialized && "Simplicial LLt or LDLt is not initialized.");
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eigen_assert(m_isInitialized && "Simplicial LLT or LDLT is not initialized.");
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eigen_assert(rows()==b.rows()
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&& "SimplicialCholeskyBase::solve(): invalid number of rows of the right hand side matrix b");
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return internal::solve_retval<SimplicialCholeskyBase, Rhs>(*this, b.derived());
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@ -156,7 +156,7 @@ class SimplicialCholeskyBase
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inline const internal::sparse_solve_retval<SimplicialCholeskyBase, Rhs>
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solve(const SparseMatrixBase<Rhs>& b) const
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{
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eigen_assert(m_isInitialized && "Simplicial LLt or LDLt is not initialized.");
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eigen_assert(m_isInitialized && "Simplicial LLT or LDLT is not initialized.");
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eigen_assert(rows()==b.rows()
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&& "SimplicialCholesky::solve(): invalid number of rows of the right hand side matrix b");
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return internal::sparse_solve_retval<SimplicialCholeskyBase, Rhs>(*this, b.derived());
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@ -256,10 +256,10 @@ class SimplicialCholeskyBase
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protected:
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template<bool DoLDLt>
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template<bool DoLDLT>
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void factorize(const MatrixType& a);
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void analyzePattern(const MatrixType& a, bool doLDLt);
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void analyzePattern(const MatrixType& a, bool doLDLT);
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/** keeps off-diagonal entries; drops diagonal entries */
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struct keep_diag {
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@ -275,7 +275,7 @@ class SimplicialCholeskyBase
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bool m_analysisIsOk;
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CholMatrixType m_matrix;
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VectorType m_diag; // the diagonal coefficients (LDLt mode)
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VectorType m_diag; // the diagonal coefficients (LDLT mode)
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VectorXi m_parent; // elimination tree
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VectorXi m_nonZerosPerCol;
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PermutationMatrix<Dynamic,Dynamic,Index> m_P; // the permutation
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@ -285,13 +285,13 @@ class SimplicialCholeskyBase
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RealScalar m_shiftScale;
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};
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template<typename _MatrixType, int _UpLo = Lower> class SimplicialLLt;
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template<typename _MatrixType, int _UpLo = Lower> class SimplicialLDLt;
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template<typename _MatrixType, int _UpLo = Lower> class SimplicialLLT;
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template<typename _MatrixType, int _UpLo = Lower> class SimplicialLDLT;
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template<typename _MatrixType, int _UpLo = Lower> class SimplicialCholesky;
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namespace internal {
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template<typename _MatrixType, int _UpLo> struct traits<SimplicialLLt<_MatrixType,_UpLo> >
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template<typename _MatrixType, int _UpLo> struct traits<SimplicialLLT<_MatrixType,_UpLo> >
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{
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typedef _MatrixType MatrixType;
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enum { UpLo = _UpLo };
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@ -304,7 +304,7 @@ template<typename _MatrixType, int _UpLo> struct traits<SimplicialLLt<_MatrixTyp
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static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); }
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};
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template<typename _MatrixType,int _UpLo> struct traits<SimplicialLDLt<_MatrixType,_UpLo> >
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template<typename _MatrixType,int _UpLo> struct traits<SimplicialLDLT<_MatrixType,_UpLo> >
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{
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typedef _MatrixType MatrixType;
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enum { UpLo = _UpLo };
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@ -326,8 +326,8 @@ template<typename _MatrixType, int _UpLo> struct traits<SimplicialCholesky<_Matr
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}
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/** \ingroup SparseCholesky_Module
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* \class SimplicialLLt
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* \brief A direct sparse LLt Cholesky factorizations
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* \class SimplicialLLT
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* \brief A direct sparse LLT Cholesky factorizations
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*
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* This class provides a LL^T Cholesky factorizations of sparse matrices that are
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* selfadjoint and positive definite. The factorization allows for solving A.X = B where
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@ -337,39 +337,39 @@ template<typename _MatrixType, int _UpLo> struct traits<SimplicialCholesky<_Matr
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* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
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* or Upper. Default is Lower.
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*
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* \sa class SimplicialLDLt
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* \sa class SimplicialLDLT
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*/
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template<typename _MatrixType, int _UpLo>
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class SimplicialLLt : public SimplicialCholeskyBase<SimplicialLLt<_MatrixType,_UpLo> >
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class SimplicialLLT : public SimplicialCholeskyBase<SimplicialLLT<_MatrixType,_UpLo> >
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{
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public:
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typedef _MatrixType MatrixType;
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enum { UpLo = _UpLo };
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typedef SimplicialCholeskyBase<SimplicialLLt> Base;
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typedef SimplicialCholeskyBase<SimplicialLLT> Base;
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typedef typename MatrixType::Scalar Scalar;
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typedef typename MatrixType::RealScalar RealScalar;
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typedef typename MatrixType::Index Index;
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typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
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typedef Matrix<Scalar,Dynamic,1> VectorType;
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typedef internal::traits<SimplicialLLt> Traits;
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typedef internal::traits<SimplicialLLT> Traits;
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typedef typename Traits::MatrixL MatrixL;
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typedef typename Traits::MatrixU MatrixU;
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public:
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/** Default constructor */
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SimplicialLLt() : Base() {}
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/** Constructs and performs the LLt factorization of \a matrix */
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SimplicialLLt(const MatrixType& matrix)
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SimplicialLLT() : Base() {}
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/** Constructs and performs the LLT factorization of \a matrix */
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SimplicialLLT(const MatrixType& matrix)
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: Base(matrix) {}
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/** \returns an expression of the factor L */
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inline const MatrixL matrixL() const {
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eigen_assert(Base::m_factorizationIsOk && "Simplicial LLt not factorized");
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eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized");
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return Traits::getL(Base::m_matrix);
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}
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/** \returns an expression of the factor U (= L^*) */
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inline const MatrixU matrixU() const {
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eigen_assert(Base::m_factorizationIsOk && "Simplicial LLt not factorized");
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eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized");
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return Traits::getU(Base::m_matrix);
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}
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@ -404,8 +404,8 @@ public:
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};
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/** \ingroup SparseCholesky_Module
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* \class SimplicialLDLt
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* \brief A direct sparse LDLt Cholesky factorizations without square root.
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* \class SimplicialLDLT
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* \brief A direct sparse LDLT Cholesky factorizations without square root.
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*
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* This class provides a LDL^T Cholesky factorizations without square root of sparse matrices that are
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* selfadjoint and positive definite. The factorization allows for solving A.X = B where
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@ -415,45 +415,45 @@ public:
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* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
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* or Upper. Default is Lower.
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*
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* \sa class SimplicialLLt
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* \sa class SimplicialLLT
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*/
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template<typename _MatrixType, int _UpLo>
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class SimplicialLDLt : public SimplicialCholeskyBase<SimplicialLDLt<_MatrixType,_UpLo> >
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class SimplicialLDLT : public SimplicialCholeskyBase<SimplicialLDLT<_MatrixType,_UpLo> >
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{
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public:
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typedef _MatrixType MatrixType;
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enum { UpLo = _UpLo };
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typedef SimplicialCholeskyBase<SimplicialLDLt> Base;
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typedef SimplicialCholeskyBase<SimplicialLDLT> Base;
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typedef typename MatrixType::Scalar Scalar;
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typedef typename MatrixType::RealScalar RealScalar;
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typedef typename MatrixType::Index Index;
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typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
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typedef Matrix<Scalar,Dynamic,1> VectorType;
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typedef internal::traits<SimplicialLDLt> Traits;
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typedef internal::traits<SimplicialLDLT> Traits;
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typedef typename Traits::MatrixL MatrixL;
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typedef typename Traits::MatrixU MatrixU;
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public:
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/** Default constructor */
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SimplicialLDLt() : Base() {}
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SimplicialLDLT() : Base() {}
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/** Constructs and performs the LLt factorization of \a matrix */
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SimplicialLDLt(const MatrixType& matrix)
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/** Constructs and performs the LLT factorization of \a matrix */
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SimplicialLDLT(const MatrixType& matrix)
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: Base(matrix) {}
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/** \returns a vector expression of the diagonal D */
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inline const VectorType vectorD() const {
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eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLt not factorized");
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eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
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return Base::m_diag;
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}
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/** \returns an expression of the factor L */
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inline const MatrixL matrixL() const {
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eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLt not factorized");
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eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
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return Traits::getL(Base::m_matrix);
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}
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/** \returns an expression of the factor U (= L^*) */
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inline const MatrixU matrixU() const {
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eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLt not factorized");
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eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
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return Traits::getU(Base::m_matrix);
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}
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@ -486,11 +486,11 @@ public:
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}
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};
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/** \deprecated use SimplicialLDLt or class SimplicialLLt
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/** \deprecated use SimplicialLDLT or class SimplicialLLT
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* \ingroup SparseCholesky_Module
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* \class SimplicialCholesky
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*
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* \sa class SimplicialLDLt, class SimplicialLLt
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* \sa class SimplicialLDLT, class SimplicialLLT
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*/
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template<typename _MatrixType, int _UpLo>
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class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<_MatrixType,_UpLo> >
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@ -505,13 +505,13 @@ public:
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typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
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typedef Matrix<Scalar,Dynamic,1> VectorType;
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typedef internal::traits<SimplicialCholesky> Traits;
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typedef internal::traits<SimplicialLDLt<MatrixType,UpLo> > LDLtTraits;
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typedef internal::traits<SimplicialLLt<MatrixType,UpLo> > LLtTraits;
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typedef internal::traits<SimplicialLDLT<MatrixType,UpLo> > LDLTTraits;
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typedef internal::traits<SimplicialLLT<MatrixType,UpLo> > LLTTraits;
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public:
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SimplicialCholesky() : Base(), m_LDLt(true) {}
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SimplicialCholesky() : Base(), m_LDLT(true) {}
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SimplicialCholesky(const MatrixType& matrix)
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: Base(), m_LDLt(true)
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: Base(), m_LDLT(true)
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{
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Base::compute(matrix);
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}
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@ -520,11 +520,11 @@ public:
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{
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switch(mode)
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{
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case SimplicialCholeskyLLt:
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m_LDLt = false;
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case SimplicialCholeskyLLT:
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m_LDLT = false;
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break;
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case SimplicialCholeskyLDLt:
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m_LDLt = true;
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case SimplicialCholeskyLDLT:
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m_LDLT = true;
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break;
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default:
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break;
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@ -550,7 +550,7 @@ public:
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*/
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void analyzePattern(const MatrixType& a)
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{
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Base::analyzePattern(a, m_LDLt);
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Base::analyzePattern(a, m_LDLT);
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}
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/** Performs a numeric decomposition of \a matrix
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@ -561,7 +561,7 @@ public:
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*/
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void factorize(const MatrixType& a)
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{
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if(m_LDLt)
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if(m_LDLT)
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Base::template factorize<true>(a);
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else
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Base::template factorize<false>(a);
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@ -584,10 +584,10 @@ public:
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if(Base::m_matrix.nonZeros()>0) // otherwise L==I
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{
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if(m_LDLt)
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LDLtTraits::getL(Base::m_matrix).solveInPlace(dest);
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if(m_LDLT)
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LDLTTraits::getL(Base::m_matrix).solveInPlace(dest);
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else
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LLtTraits::getL(Base::m_matrix).solveInPlace(dest);
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LLTTraits::getL(Base::m_matrix).solveInPlace(dest);
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}
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if(Base::m_diag.size()>0)
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@ -595,10 +595,10 @@ public:
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if (Base::m_matrix.nonZeros()>0) // otherwise I==I
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{
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if(m_LDLt)
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LDLtTraits::getU(Base::m_matrix).solveInPlace(dest);
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if(m_LDLT)
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LDLTTraits::getU(Base::m_matrix).solveInPlace(dest);
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else
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LLtTraits::getU(Base::m_matrix).solveInPlace(dest);
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LLTTraits::getU(Base::m_matrix).solveInPlace(dest);
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}
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if(Base::m_P.size()>0)
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@ -607,7 +607,7 @@ public:
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Scalar determinant() const
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{
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if(m_LDLt)
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if(m_LDLT)
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{
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return Base::m_diag.prod();
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}
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@ -619,11 +619,11 @@ public:
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}
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protected:
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bool m_LDLt;
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bool m_LDLT;
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};
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template<typename Derived>
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void SimplicialCholeskyBase<Derived>::analyzePattern(const MatrixType& a, bool doLDLt)
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void SimplicialCholeskyBase<Derived>::analyzePattern(const MatrixType& a, bool doLDLT)
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{
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eigen_assert(a.rows()==a.cols());
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const Index size = a.rows();
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@ -678,7 +678,7 @@ void SimplicialCholeskyBase<Derived>::analyzePattern(const MatrixType& a, bool d
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Index* Lp = m_matrix.outerIndexPtr();
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Lp[0] = 0;
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for(Index k = 0; k < size; ++k)
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Lp[k+1] = Lp[k] + m_nonZerosPerCol[k] + (doLDLt ? 0 : 1);
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Lp[k+1] = Lp[k] + m_nonZerosPerCol[k] + (doLDLT ? 0 : 1);
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m_matrix.resizeNonZeros(Lp[size]);
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@ -690,7 +690,7 @@ void SimplicialCholeskyBase<Derived>::analyzePattern(const MatrixType& a, bool d
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template<typename Derived>
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template<bool DoLDLt>
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template<bool DoLDLT>
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void SimplicialCholeskyBase<Derived>::factorize(const MatrixType& a)
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{
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eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
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@ -711,7 +711,7 @@ void SimplicialCholeskyBase<Derived>::factorize(const MatrixType& a)
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ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_Pinv);
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bool ok = true;
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m_diag.resize(DoLDLt ? size : 0);
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m_diag.resize(DoLDLT ? size : 0);
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for(Index k = 0; k < size; ++k)
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{
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@ -749,21 +749,21 @@ void SimplicialCholeskyBase<Derived>::factorize(const MatrixType& a)
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/* the nonzero entry L(k,i) */
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Scalar l_ki;
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if(DoLDLt)
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if(DoLDLT)
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l_ki = yi / m_diag[i];
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else
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yi = l_ki = yi / Lx[Lp[i]];
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Index p2 = Lp[i] + m_nonZerosPerCol[i];
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Index p;
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for(p = Lp[i] + (DoLDLt ? 0 : 1); p < p2; ++p)
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for(p = Lp[i] + (DoLDLT ? 0 : 1); p < p2; ++p)
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y[Li[p]] -= internal::conj(Lx[p]) * yi;
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d -= internal::real(l_ki * internal::conj(yi));
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Li[p] = k; /* store L(k,i) in column form of L */
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Lx[p] = l_ki;
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++m_nonZerosPerCol[i]; /* increment count of nonzeros in col i */
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}
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if(DoLDLt)
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if(DoLDLT)
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{
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m_diag[k] = d;
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if(d == RealScalar(0))
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