* polish computeInverseWithCheck to share more code, fix documentation, fix coding style

* add snippet for computeInverseWithCheck documentation
* expand unit-tests to cover computeInverseWithCheck
This commit is contained in:
Benoit Jacob 2009-06-29 22:07:37 +02:00
parent 126a031a39
commit 7b750182f2
5 changed files with 90 additions and 130 deletions

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@ -643,7 +643,7 @@ template<typename Derived> class MatrixBase
const PartialLU<PlainMatrixType> partialLu() const; const PartialLU<PlainMatrixType> partialLu() const;
const PlainMatrixType inverse() const; const PlainMatrixType inverse() const;
void computeInverse(PlainMatrixType *result) const; void computeInverse(PlainMatrixType *result) const;
bool computeInverseWithCheck( PlainMatrixType *result ) const; bool computeInverseWithCheck( PlainMatrixType *result ) const;
Scalar determinant() const; Scalar determinant() const;
/////////// Cholesky module /////////// /////////// Cholesky module ///////////

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@ -30,43 +30,43 @@
********************************************************************/ ********************************************************************/
template<typename XprType, typename MatrixType> template<typename XprType, typename MatrixType>
inline void ei_compute_inverse_in_size2_aux( inline void ei_compute_inverse_size2_helper(
const XprType& matrix, const typename MatrixType::Scalar invdet, const XprType& matrix, const typename MatrixType::Scalar& invdet,
MatrixType* result) MatrixType* result)
{ {
result->coeffRef(0,0) = matrix.coeff(1,1) * invdet; result->coeffRef(0,0) = matrix.coeff(1,1) * invdet;
result->coeffRef(1,0) = -matrix.coeff(1,0) * invdet; result->coeffRef(1,0) = -matrix.coeff(1,0) * invdet;
result->coeffRef(0,1) = -matrix.coeff(0,1) * invdet; result->coeffRef(0,1) = -matrix.coeff(0,1) * invdet;
result->coeffRef(1,1) = matrix.coeff(0,0) * invdet; result->coeffRef(1,1) = matrix.coeff(0,0) * invdet;
} }
template<typename MatrixType> template<typename MatrixType>
void ei_compute_inverse_in_size2_case(const MatrixType& matrix, MatrixType* result) inline void ei_compute_inverse_size2(const MatrixType& matrix, MatrixType* result)
{ {
typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Scalar Scalar;
const Scalar invdet = Scalar(1) / matrix.determinant(); const Scalar invdet = Scalar(1) / matrix.determinant();
ei_compute_inverse_in_size2_aux( matrix, invdet, result ); ei_compute_inverse_size2_helper( matrix, invdet, result );
} }
template<typename XprType, typename MatrixType> template<typename XprType, typename MatrixType>
bool ei_compute_inverse_in_size2_case_with_check(const XprType& matrix, MatrixType* result) bool ei_compute_inverse_size2_with_check(const XprType& matrix, MatrixType* result)
{ {
typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Scalar Scalar;
const Scalar det = matrix.determinant(); const Scalar det = matrix.determinant();
if(ei_isMuchSmallerThan(det, matrix.cwise().abs().maxCoeff())) return false; if(ei_isMuchSmallerThan(det, matrix.cwise().abs().maxCoeff())) return false;
const Scalar invdet = Scalar(1) / det; const Scalar invdet = Scalar(1) / det;
ei_compute_inverse_in_size2_aux( matrix, invdet, result ); ei_compute_inverse_size2_helper( matrix, invdet, result );
return true; return true;
} }
template<typename XprType, typename MatrixType> template<typename XprType, typename MatrixType>
inline void ei_compute_inverse_in_size3_aux( void ei_compute_inverse_size3_helper(
const XprType& matrix, const XprType& matrix,
const typename MatrixType::Scalar invdet, const typename MatrixType::Scalar& invdet,
const typename MatrixType::Scalar det_minor00, const typename MatrixType::Scalar& det_minor00,
const typename MatrixType::Scalar det_minor10, const typename MatrixType::Scalar& det_minor10,
const typename MatrixType::Scalar det_minor20, const typename MatrixType::Scalar& det_minor20,
MatrixType* result) MatrixType* result)
{ {
result->coeffRef(0, 0) = det_minor00 * invdet; result->coeffRef(0, 0) = det_minor00 * invdet;
result->coeffRef(0, 1) = -det_minor10 * invdet; result->coeffRef(0, 1) = -det_minor10 * invdet;
@ -79,38 +79,24 @@ inline void ei_compute_inverse_in_size3_aux(
result->coeffRef(2, 2) = matrix.minor(2,2).determinant() * invdet; result->coeffRef(2, 2) = matrix.minor(2,2).determinant() * invdet;
} }
template<bool Check, typename XprType, typename MatrixType>
template<typename MatrixType> bool ei_compute_inverse_size3(const XprType& matrix, MatrixType* result)
void ei_compute_inverse_in_size3_case(const MatrixType& matrix, MatrixType* result)
{
typedef typename MatrixType::Scalar Scalar;
const Scalar det_minor00 = matrix.minor(0,0).determinant();
const Scalar det_minor10 = matrix.minor(1,0).determinant();
const Scalar det_minor20 = matrix.minor(2,0).determinant();
const Scalar invdet = Scalar(1) / ( det_minor00 * matrix.coeff(0,0)
- det_minor10 * matrix.coeff(1,0)
+ det_minor20 * matrix.coeff(2,0) );
ei_compute_inverse_in_size3_aux( matrix, invdet, det_minor00, det_minor10, det_minor20, result );
}
template<typename XprType, typename MatrixType>
bool ei_compute_inverse_in_size3_case_with_check(const XprType& matrix, MatrixType* result)
{ {
typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Scalar Scalar;
const Scalar det_minor00 = matrix.minor(0,0).determinant(); const Scalar det_minor00 = matrix.minor(0,0).determinant();
const Scalar det_minor10 = matrix.minor(1,0).determinant(); const Scalar det_minor10 = matrix.minor(1,0).determinant();
const Scalar det_minor20 = matrix.minor(2,0).determinant(); const Scalar det_minor20 = matrix.minor(2,0).determinant();
const Scalar det = ( det_minor00 * matrix.coeff(0,0) const Scalar det = ( det_minor00 * matrix.coeff(0,0)
- det_minor10 * matrix.coeff(1,0) - det_minor10 * matrix.coeff(1,0)
+ det_minor20 * matrix.coeff(2,0) ); + det_minor20 * matrix.coeff(2,0) );
if(ei_isMuchSmallerThan(det, matrix.cwise().abs().maxCoeff())) return false; if(Check) if(ei_isMuchSmallerThan(det, matrix.cwise().abs().maxCoeff())) return false;
const Scalar invdet = Scalar(1) / det; const Scalar invdet = Scalar(1) / det;
ei_compute_inverse_in_size3_aux( matrix, invdet, det_minor00, det_minor10, det_minor20, result ); ei_compute_inverse_size3_helper( matrix, invdet, det_minor00, det_minor10, det_minor20, result );
return true; return true;
} }
template<typename MatrixType> template<typename MatrixType>
bool ei_compute_inverse_in_size4_case_helper(const MatrixType& matrix, MatrixType* result) bool ei_compute_inverse_size4_helper(const MatrixType& matrix, MatrixType* result)
{ {
/* Let's split M into four 2x2 blocks: /* Let's split M into four 2x2 blocks:
* (P Q) * (P Q)
@ -128,7 +114,7 @@ bool ei_compute_inverse_in_size4_case_helper(const MatrixType& matrix, MatrixTyp
typedef Block<MatrixType,2,2> XprBlock22; typedef Block<MatrixType,2,2> XprBlock22;
typedef typename MatrixBase<XprBlock22>::PlainMatrixType Block22; typedef typename MatrixBase<XprBlock22>::PlainMatrixType Block22;
Block22 P_inverse; Block22 P_inverse;
if(ei_compute_inverse_in_size2_case_with_check(matrix.template block<2,2>(0,0), &P_inverse)) if(ei_compute_inverse_size2_with_check(matrix.template block<2,2>(0,0), &P_inverse))
{ {
const Block22 Q = matrix.template block<2,2>(0,2); const Block22 Q = matrix.template block<2,2>(0,2);
const Block22 P_inverse_times_Q = P_inverse * Q; const Block22 P_inverse_times_Q = P_inverse * Q;
@ -138,7 +124,7 @@ bool ei_compute_inverse_in_size4_case_helper(const MatrixType& matrix, MatrixTyp
const XprBlock22 S = matrix.template block<2,2>(2,2); const XprBlock22 S = matrix.template block<2,2>(2,2);
const Block22 X = S - R_times_P_inverse_times_Q; const Block22 X = S - R_times_P_inverse_times_Q;
Block22 Y; Block22 Y;
ei_compute_inverse_in_size2_case(X, &Y); ei_compute_inverse_size2(X, &Y);
result->template block<2,2>(2,2) = Y; result->template block<2,2>(2,2) = Y;
result->template block<2,2>(2,0) = - Y * R_times_P_inverse; result->template block<2,2>(2,0) = - Y * R_times_P_inverse;
const Block22 Z = P_inverse_times_Q * Y; const Block22 Z = P_inverse_times_Q * Y;
@ -152,54 +138,10 @@ bool ei_compute_inverse_in_size4_case_helper(const MatrixType& matrix, MatrixTyp
} }
} }
template<typename MatrixType>
void ei_compute_inverse_in_size4_case(const MatrixType& matrix, MatrixType* result)
{
if(ei_compute_inverse_in_size4_case_helper(matrix, result))
{
// good ! The topleft 2x2 block was invertible, so the 2x2 blocks approach is successful.
return;
}
else
{
// rare case: the topleft 2x2 block is not invertible (but the matrix itself is assumed to be).
// since this is a rare case, we don't need to optimize it. We just want to handle it with little
// additional code.
MatrixType m(matrix);
m.row(0).swap(m.row(2));
m.row(1).swap(m.row(3));
if(ei_compute_inverse_in_size4_case_helper(m, result))
{
// good, the topleft 2x2 block of m is invertible. Since m is different from matrix in that some
// rows were permuted, the actual inverse of matrix is derived from the inverse of m by permuting
// the corresponding columns.
result->col(0).swap(result->col(2));
result->col(1).swap(result->col(3));
}
else
{
// last possible case. Since matrix is assumed to be invertible, this last case has to work.
// first, undo the swaps previously made
m.row(0).swap(m.row(2));
m.row(1).swap(m.row(3));
// swap row 0 with the the row among 0 and 1 that has the biggest 2 first coeffs
int swap0with = ei_abs(m.coeff(0,0))+ei_abs(m.coeff(0,1))>ei_abs(m.coeff(1,0))+ei_abs(m.coeff(1,1)) ? 0 : 1;
m.row(0).swap(m.row(swap0with));
// swap row 1 with the the row among 2 and 3 that has the biggest 2 first coeffs
int swap1with = ei_abs(m.coeff(2,0))+ei_abs(m.coeff(2,1))>ei_abs(m.coeff(3,0))+ei_abs(m.coeff(3,1)) ? 2 : 3;
m.row(1).swap(m.row(swap1with));
ei_compute_inverse_in_size4_case_helper(m, result);
result->col(1).swap(result->col(swap1with));
result->col(0).swap(result->col(swap0with));
}
}
}
template<typename XprType, typename MatrixType> template<typename XprType, typename MatrixType>
bool ei_compute_inverse_in_size4_case_with_check(const XprType& matrix, MatrixType* result) bool ei_compute_inverse_size4_with_check(const XprType& matrix, MatrixType* result)
{ {
if(ei_compute_inverse_in_size4_case_helper(matrix, result)) if(ei_compute_inverse_size4_helper(matrix, result))
{ {
// good ! The topleft 2x2 block was invertible, so the 2x2 blocks approach is successful. // good ! The topleft 2x2 block was invertible, so the 2x2 blocks approach is successful.
return true; return true;
@ -212,18 +154,17 @@ bool ei_compute_inverse_in_size4_case_with_check(const XprType& matrix, MatrixTy
MatrixType m(matrix); MatrixType m(matrix);
m.row(0).swap(m.row(2)); m.row(0).swap(m.row(2));
m.row(1).swap(m.row(3)); m.row(1).swap(m.row(3));
if(ei_compute_inverse_in_size4_case_helper(m, result)) if(ei_compute_inverse_size4_helper(m, result))
{ {
// good, the topleft 2x2 block of m is invertible. Since m is different from matrix in that some // good, the topleft 2x2 block of m is invertible. Since m is different from matrix in that some
// rows were permuted, the actual inverse of matrix is derived from the inverse of m by permuting // rows were permuted, the actual inverse of matrix is derived from the inverse of m by permuting
// the corresponding columns. // the corresponding columns.
result->col(0).swap(result->col(2)); result->col(0).swap(result->col(2));
result->col(1).swap(result->col(3)); result->col(1).swap(result->col(3));
return true; return true;
} }
else else
{ {
// last possible case. Since matrix is assumed to be invertible, this last case has to work.
// first, undo the swaps previously made // first, undo the swaps previously made
m.row(0).swap(m.row(2)); m.row(0).swap(m.row(2));
m.row(1).swap(m.row(3)); m.row(1).swap(m.row(3));
@ -233,17 +174,19 @@ bool ei_compute_inverse_in_size4_case_with_check(const XprType& matrix, MatrixTy
// swap row 1 with the the row among 2 and 3 that has the biggest 2 first coeffs // swap row 1 with the the row among 2 and 3 that has the biggest 2 first coeffs
int swap1with = ei_abs(m.coeff(2,0))+ei_abs(m.coeff(2,1))>ei_abs(m.coeff(3,0))+ei_abs(m.coeff(3,1)) ? 2 : 3; int swap1with = ei_abs(m.coeff(2,0))+ei_abs(m.coeff(2,1))>ei_abs(m.coeff(3,0))+ei_abs(m.coeff(3,1)) ? 2 : 3;
m.row(1).swap(m.row(swap1with)); m.row(1).swap(m.row(swap1with));
if( ei_compute_inverse_in_size4_case_helper(m, result) ) if( ei_compute_inverse_size4_helper(m, result) )
{ {
result->col(1).swap(result->col(swap1with)); result->col(1).swap(result->col(swap1with));
result->col(0).swap(result->col(swap0with)); result->col(0).swap(result->col(swap0with));
return true; return true;
} }
else{ else
return false; } {
// non-invertible matrix
return false;
}
} }
} }
} }
@ -276,7 +219,7 @@ struct ei_compute_inverse<MatrixType, 2>
{ {
static inline void run(const MatrixType& matrix, MatrixType* result) static inline void run(const MatrixType& matrix, MatrixType* result)
{ {
ei_compute_inverse_in_size2_case(matrix, result); ei_compute_inverse_size2(matrix, result);
} }
}; };
@ -285,7 +228,7 @@ struct ei_compute_inverse<MatrixType, 3>
{ {
static inline void run(const MatrixType& matrix, MatrixType* result) static inline void run(const MatrixType& matrix, MatrixType* result)
{ {
ei_compute_inverse_in_size3_case(matrix, result); ei_compute_inverse_size3<false, MatrixType, MatrixType>(matrix, result);
} }
}; };
@ -294,7 +237,7 @@ struct ei_compute_inverse<MatrixType, 4>
{ {
static inline void run(const MatrixType& matrix, MatrixType* result) static inline void run(const MatrixType& matrix, MatrixType* result)
{ {
ei_compute_inverse_in_size4_case(matrix, result); ei_compute_inverse_size4_with_check(matrix, result);
} }
}; };
@ -302,14 +245,15 @@ struct ei_compute_inverse<MatrixType, 4>
* *
* Computes the matrix inverse of this matrix. * Computes the matrix inverse of this matrix.
* *
* \note This matrix must be invertible, otherwise the result is undefined. * \note This matrix must be invertible, otherwise the result is undefined. If you need an invertibility check, use
* computeInverseWithCheck().
* *
* \param result Pointer to the matrix in which to store the result. * \param result Pointer to the matrix in which to store the result.
* *
* Example: \include MatrixBase_computeInverse.cpp * Example: \include MatrixBase_computeInverse.cpp
* Output: \verbinclude MatrixBase_computeInverse.out * Output: \verbinclude MatrixBase_computeInverse.out
* *
* \sa inverse() * \sa inverse(), computeInverseWithCheck()
*/ */
template<typename Derived> template<typename Derived>
inline void MatrixBase<Derived>::computeInverse(PlainMatrixType *result) const inline void MatrixBase<Derived>::computeInverse(PlainMatrixType *result) const
@ -323,7 +267,8 @@ inline void MatrixBase<Derived>::computeInverse(PlainMatrixType *result) const
* *
* \returns the matrix inverse of this matrix. * \returns the matrix inverse of this matrix.
* *
* \note This matrix must be invertible, otherwise the result is undefined. * \note This matrix must be invertible, otherwise the result is undefined. If you need an invertibility check, use
* computeInverseWithCheck().
* *
* \note This method returns a matrix by value, which can be inefficient. To avoid that overhead, * \note This method returns a matrix by value, which can be inefficient. To avoid that overhead,
* use computeInverse() instead. * use computeInverse() instead.
@ -331,7 +276,7 @@ inline void MatrixBase<Derived>::computeInverse(PlainMatrixType *result) const
* Example: \include MatrixBase_inverse.cpp * Example: \include MatrixBase_inverse.cpp
* Output: \verbinclude MatrixBase_inverse.out * Output: \verbinclude MatrixBase_inverse.out
* *
* \sa computeInverse() * \sa computeInverse(), computeInverseWithCheck()
*/ */
template<typename Derived> template<typename Derived>
inline const typename MatrixBase<Derived>::PlainMatrixType MatrixBase<Derived>::inverse() const inline const typename MatrixBase<Derived>::PlainMatrixType MatrixBase<Derived>::inverse() const
@ -342,20 +287,20 @@ inline const typename MatrixBase<Derived>::PlainMatrixType MatrixBase<Derived>::
} }
/***************************************** /********************************************
* Compute inverse with invertibility check * Compute inverse with invertibility check *
*********************************************/ *******************************************/
template<typename MatrixType, int Size = MatrixType::RowsAtCompileTime> template<typename MatrixType, int Size = MatrixType::RowsAtCompileTime>
struct ei_compute_inverse_with_check struct ei_compute_inverse_with_check
{ {
static inline bool run(const MatrixType& matrix, MatrixType* result) static inline bool run(const MatrixType& matrix, MatrixType* result)
{ {
typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Scalar Scalar;
LU<MatrixType> lu( matrix ); LU<MatrixType> lu( matrix );
if( !lu.isInvertible() ) return false; if( !lu.isInvertible() ) return false;
lu.computeInverse(result); lu.computeInverse(result);
return true; return true;
} }
}; };
@ -364,11 +309,11 @@ struct ei_compute_inverse_with_check<MatrixType, 1>
{ {
static inline bool run(const MatrixType& matrix, MatrixType* result) static inline bool run(const MatrixType& matrix, MatrixType* result)
{ {
if( 0 == result->coeffRef(0,0) ) return false; if( 0 == result->coeffRef(0,0) ) return false;
typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Scalar Scalar;
result->coeffRef(0,0) = Scalar(1) / matrix.coeff(0,0); result->coeffRef(0,0) = Scalar(1) / matrix.coeff(0,0);
return true; return true;
} }
}; };
@ -377,7 +322,7 @@ struct ei_compute_inverse_with_check<MatrixType, 2>
{ {
static inline bool run(const MatrixType& matrix, MatrixType* result) static inline bool run(const MatrixType& matrix, MatrixType* result)
{ {
return ei_compute_inverse_in_size2_case_with_check(matrix, result); return ei_compute_inverse_size2_with_check(matrix, result);
} }
}; };
@ -386,7 +331,7 @@ struct ei_compute_inverse_with_check<MatrixType, 3>
{ {
static inline bool run(const MatrixType& matrix, MatrixType* result) static inline bool run(const MatrixType& matrix, MatrixType* result)
{ {
return ei_compute_inverse_in_size3_case_with_check(matrix, result); return ei_compute_inverse_size3<true, MatrixType, MatrixType>(matrix, result);
} }
}; };
@ -395,22 +340,19 @@ struct ei_compute_inverse_with_check<MatrixType, 4>
{ {
static inline bool run(const MatrixType& matrix, MatrixType* result) static inline bool run(const MatrixType& matrix, MatrixType* result)
{ {
return ei_compute_inverse_in_size4_case_with_check(matrix, result); return ei_compute_inverse_size4_with_check(matrix, result);
} }
}; };
/** \lu_module /** \lu_module
* *
* If the matrix is invertible, computes the matrix inverse of this matrix * Computation of matrix inverse, with invertibility check.
* and returns true otherwise return false.
* *
* \note This matrix must be invertible, otherwise the result is undefined. * \returns true if the matrix is invertible, false otherwise.
* *
* \param result Pointer to the matrix in which to store the result. Undefined * \param result Pointer to the matrix in which to store the result.
* if the matrix is not invertible.
* \return true if the matrix is invertible false otherwise.
* *
* \sa inverse() * \sa inverse(), computeInverse()
*/ */
template<typename Derived> template<typename Derived>
inline bool MatrixBase<Derived>::computeInverseWithCheck(PlainMatrixType *result) const inline bool MatrixBase<Derived>::computeInverseWithCheck(PlainMatrixType *result) const

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@ -0,0 +1,9 @@
Matrix3d m = Matrix3d::Random();
cout << "Here is the matrix m:" << endl << m << endl;
Matrix3d inv;
if(m.computeInverseWithCheck(&inv)) {
cout << "It is invertible, and its inverse is:" << endl << inv << endl;
}
else {
cout << "It is not invertible." << endl;
}

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@ -65,6 +65,10 @@ template<typename MatrixType> void inverse(const MatrixType& m)
// since for the general case we implement separately row-major and col-major, test that // since for the general case we implement separately row-major and col-major, test that
VERIFY_IS_APPROX(m1.transpose().inverse(), m1.inverse().transpose()); VERIFY_IS_APPROX(m1.transpose().inverse(), m1.inverse().transpose());
bool invertible = m1.computeInverseWithCheck(&m2);
VERIFY(invertible);
VERIFY_IS_APPROX(identity, m1*m2);
} }
void test_inverse() void test_inverse()

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@ -57,6 +57,11 @@ template<typename MatrixType> void lu_non_invertible()
VERIFY_IS_APPROX(m3, m1*m2); VERIFY_IS_APPROX(m3, m1*m2);
m3 = MatrixType::Random(rows,cols2); m3 = MatrixType::Random(rows,cols2);
VERIFY(!lu.solve(m3, &m2)); VERIFY(!lu.solve(m3, &m2));
typedef Matrix<typename MatrixType::Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType;
SquareMatrixType m4(rows, rows), m5(rows, rows);
createRandomMatrixOfRank(rows/2, rows, rows, m4);
VERIFY(!m4.computeInverseWithCheck(&m5));
} }
template<typename MatrixType> void lu_invertible() template<typename MatrixType> void lu_invertible()