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Fix SparseLU::signDeterminant() method, and add a SparseLU::determinant() method.

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This commit is contained in:
Gael Guennebaud 2015-02-16 19:16:21 +01:00
commit 81b3d29b26
2 changed files with 63 additions and 13 deletions
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53
Eigen/src/SparseLU/SparseLU.h
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@ -310,7 +310,50 @@ class SparseLU : public internal::SparseLUImpl<typename _MatrixType::Scalar, typ
Scalar signDeterminant()
{
eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
return Scalar(m_detPermR);
// Initialize with the determinant of the row matrix
Index det = 1;
// Note that the diagonal blocks of U are stored in supernodes,
// which are available in the L part :)
for (Index j = 0; j < this->cols(); ++j)
{
for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
{
if(it.index() == j)
{
if(it.value()<0)
det = -det;
else if(it.value()==0)
return 0;
break;
}
}
}
return det * m_detPermR * m_detPermC;
}
/** \returns The determinant of the matrix.
*
* \sa absDeterminant(), logAbsDeterminant()
*/
Scalar determinant()
{
eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
// Initialize with the determinant of the row matrix
Scalar det = Scalar(1.);
// Note that the diagonal blocks of U are stored in supernodes,
// which are available in the L part :)
for (Index j = 0; j < this->cols(); ++j)
{
for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
{
if(it.index() == j)
{
det *= it.value();
break;
}
}
}
return det * Scalar(m_detPermR * m_detPermC);
}
protected:
@ -346,7 +389,7 @@ class SparseLU : public internal::SparseLUImpl<typename _MatrixType::Scalar, typ
internal::perfvalues<Index> m_perfv;
RealScalar m_diagpivotthresh; // Specifies the threshold used for a diagonal entry to be an acceptable pivot
Index m_nnzL, m_nnzU; // Nonzeros in L and U factors
Index m_detPermR; // Determinant of the coefficient matrix
Index m_detPermR, m_detPermC; // Determinants of the permutation matrices
private:
// Disable copy constructor
SparseLU (const SparseLU& );
@ -622,7 +665,8 @@ void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix)
}
// Update the determinant of the row permutation matrix
if (pivrow != jj) m_detPermR *= -1;
// FIXME: the following test is not correct, we should probably take iperm_c into account and pivrow is not directly the row pivot.
if (pivrow != jj) m_detPermR = -m_detPermR;
// Prune columns (0:jj-1) using column jj
Base::pruneL(jj, m_perm_r.indices(), pivrow, nseg, segrep, repfnz_k, xprune, m_glu);
@ -637,6 +681,9 @@ void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix)
jcol += panel_size; // Move to the next panel
} // end for -- end elimination
m_detPermR = m_perm_r.determinant();
m_detPermC = m_perm_c.determinant();
// Count the number of nonzeros in factors
Base::countnz(n, m_nnzL, m_nnzU, m_glu);
// Apply permutation to the L subscripts

3
test/sparselu.cpp
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@ -47,6 +47,9 @@ template<typename T> void test_sparselu_T()
check_sparse_square_abs_determinant(sparselu_colamd);
check_sparse_square_abs_determinant(sparselu_amd);
check_sparse_square_determinant(sparselu_colamd);
check_sparse_square_determinant(sparselu_amd);
}
void test_sparselu()