Port LU module to evaluators (except image() and kernel())

Eigen/src/Core/AssignEvaluator.h

@@ -721,7 +721,7 @@ void call_assignment_no_alias(Dst& dst, const Src& src, const Func& func)
                          (int(Dst::ColsAtCompileTime) == 1 && int(Src::RowsAtCompileTime) == 1))
                      && int(Dst::SizeAtCompileTime) != 1
   };
-  
+
   dst.resize(NeedToTranspose ? src.cols() : src.rows(),
              NeedToTranspose ? src.rows() : src.cols());
   

Eigen/src/LU/FullPivLU.h

@@ -12,6 +12,19 @@
 
 namespace Eigen { 
 
+namespace internal {
+template<typename _MatrixType> struct traits<FullPivLU<_MatrixType> >
+ : traits<_MatrixType>
+{
+  typedef traits<_MatrixType> BaseTraits;
+  enum {
+    Flags = BaseTraits::Flags & RowMajorBit,
+    CoeffReadCost = Dynamic
+  };
+};
+
+} // end namespace internal
+
 /** \ingroup LU_Module
   *
   * \class FullPivLU
@@ -61,6 +74,7 @@ template<typename _MatrixType> class FullPivLU
     typedef typename internal::plain_col_type<MatrixType, Index>::type IntColVectorType;
     typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationQType;
     typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationPType;
+    typedef typename MatrixType::PlainObject PlainObject;
 
     /**
       * \brief Default Constructor.
@@ -209,6 +223,15 @@ template<typename _MatrixType> class FullPivLU
       *
       * \sa TriangularView::solve(), kernel(), inverse()
       */
+#ifdef EIGEN_TEST_EVALUATORS
+    template<typename Rhs>
+    inline const Solve<FullPivLU, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return Solve<FullPivLU, Rhs>(*this, b.derived());
+    }
+#else
     template<typename Rhs>
     inline const internal::solve_retval<FullPivLU, Rhs>
     solve(const MatrixBase<Rhs>& b) const
@@ -216,6 +239,7 @@ template<typename _MatrixType> class FullPivLU
       eigen_assert(m_isInitialized && "LU is not initialized.");
       return internal::solve_retval<FullPivLU, Rhs>(*this, b.derived());
     }
+#endif
 
     /** \returns the determinant of the matrix of which
       * *this is the LU decomposition. It has only linear complexity
@@ -359,6 +383,14 @@ template<typename _MatrixType> class FullPivLU
       *
       * \sa MatrixBase::inverse()
       */
+#ifdef EIGEN_TEST_EVALUATORS
+    inline const Inverse<FullPivLU> inverse() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      eigen_assert(m_lu.rows() == m_lu.cols() && "You can't take the inverse of a non-square matrix!");
+      return Inverse<FullPivLU>(*this);
+    }
+#else
     inline const internal::solve_retval<FullPivLU,typename MatrixType::IdentityReturnType> inverse() const
     {
       eigen_assert(m_isInitialized && "LU is not initialized.");
@@ -366,11 +398,18 @@ template<typename _MatrixType> class FullPivLU
       return internal::solve_retval<FullPivLU,typename MatrixType::IdentityReturnType>
                (*this, MatrixType::Identity(m_lu.rows(), m_lu.cols()));
     }
+#endif
 
     MatrixType reconstructedMatrix() const;
 
     inline Index rows() const { return m_lu.rows(); }
     inline Index cols() const { return m_lu.cols(); }
+    
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename RhsType, typename DstType>
+    EIGEN_DEVICE_FUNC
+    void _solve_impl(const RhsType &rhs, DstType &dst) const;
+    #endif
 
   protected:
     MatrixType m_lu;
@@ -662,6 +701,61 @@ struct image_retval<FullPivLU<_MatrixType> >
 
 /***** Implementation of solve() *****************************************************/
 
+} // end namespace internal
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename _MatrixType>
+template<typename RhsType, typename DstType>
+void FullPivLU<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const {
+  
+  /* The decomposition PAQ = LU can be rewritten as A = P^{-1} L U Q^{-1}.
+  * So we proceed as follows:
+  * Step 1: compute c = P * rhs.
+  * Step 2: replace c by the solution x to Lx = c. Exists because L is invertible.
+  * Step 3: replace c by the solution x to Ux = c. May or may not exist.
+  * Step 4: result = Q * c;
+  */
+
+  const Index rows = this->rows(),
+              cols = this->cols(),
+              nonzero_pivots = this->nonzeroPivots();
+  eigen_assert(rhs.rows() == rows);
+  const Index smalldim = (std::min)(rows, cols);
+
+  if(nonzero_pivots == 0)
+  {
+    dst.setZero();
+    return;
+  }
+
+  typename RhsType::PlainObject c(rhs.rows(), rhs.cols());
+
+  // Step 1
+  c = permutationP() * rhs;
+
+  // Step 2
+  m_lu.topLeftCorner(smalldim,smalldim)
+      .template triangularView<UnitLower>()
+      .solveInPlace(c.topRows(smalldim));
+  if(rows>cols)
+    c.bottomRows(rows-cols) -= m_lu.bottomRows(rows-cols) * c.topRows(cols);
+
+  // Step 3
+  m_lu.topLeftCorner(nonzero_pivots, nonzero_pivots)
+      .template triangularView<Upper>()
+      .solveInPlace(c.topRows(nonzero_pivots));
+
+  // Step 4
+  for(Index i = 0; i < nonzero_pivots; ++i)
+    dst.row(permutationQ().indices().coeff(i)) = c.row(i);
+  for(Index i = nonzero_pivots; i < m_lu.cols(); ++i)
+    dst.row(permutationQ().indices().coeff(i)).setZero();
+}
+#endif
+
+namespace internal {
+
+#ifdef EIGEN_TEST_EVALUATORS
 template<typename _MatrixType, typename Rhs>
 struct solve_retval<FullPivLU<_MatrixType>, Rhs>
   : solve_retval_base<FullPivLU<_MatrixType>, Rhs>
@@ -670,53 +764,21 @@ struct solve_retval<FullPivLU<_MatrixType>, Rhs>
 
   template<typename Dest> void evalTo(Dest& dst) const
   {
-    /* The decomposition PAQ = LU can be rewritten as A = P^{-1} L U Q^{-1}.
+    dec()._solve_impl(rhs(), dst);
-     * So we proceed as follows:
+  }
-     * Step 1: compute c = P * rhs.
+};
-     * Step 2: replace c by the solution x to Lx = c. Exists because L is invertible.
+#endif
-     * Step 3: replace c by the solution x to Ux = c. May or may not exist.
-     * Step 4: result = Q * c;
-     */
 
-    const Index rows = dec().rows(), cols = dec().cols(),
+/***** Implementation of inverse() *****************************************************/
-              nonzero_pivots = dec().nonzeroPivots();
-    eigen_assert(rhs().rows() == rows);
-    const Index smalldim = (std::min)(rows, cols);
 
-    if(nonzero_pivots == 0)
+template<typename DstXprType, typename MatrixType, typename Scalar>
-    {
+struct Assignment<DstXprType, Inverse<FullPivLU<MatrixType> >, internal::assign_op<Scalar>, Dense2Dense, Scalar>
-      dst.setZero();
+{
-      return;
+  typedef FullPivLU<MatrixType> LuType;
-    }
+  typedef Inverse<LuType> SrcXprType;
-
+  static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar> &)
-    typename Rhs::PlainObject c(rhs().rows(), rhs().cols());
+  {    
-
+    dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.cols()));
-    // Step 1
-    c = dec().permutationP() * rhs();
-
-    // Step 2
-    dec().matrixLU()
-        .topLeftCorner(smalldim,smalldim)
-        .template triangularView<UnitLower>()
-        .solveInPlace(c.topRows(smalldim));
-    if(rows>cols)
-    {
-      c.bottomRows(rows-cols)
-        -= dec().matrixLU().bottomRows(rows-cols)
-         * c.topRows(cols);
-    }
-
-    // Step 3
-    dec().matrixLU()
-        .topLeftCorner(nonzero_pivots, nonzero_pivots)
-        .template triangularView<Upper>()
-        .solveInPlace(c.topRows(nonzero_pivots));
-
-    // Step 4
-    for(Index i = 0; i < nonzero_pivots; ++i)
-      dst.row(dec().permutationQ().indices().coeff(i)) = c.row(i);
-    for(Index i = nonzero_pivots; i < dec().matrixLU().cols(); ++i)
-      dst.row(dec().permutationQ().indices().coeff(i)).setZero();
   }
 };
 

Eigen/src/LU/PartialPivLU.h

@@ -13,6 +13,19 @@
 
 namespace Eigen { 
 
+namespace internal {
+template<typename _MatrixType> struct traits<PartialPivLU<_MatrixType> >
+ : traits<_MatrixType>
+{
+  typedef traits<_MatrixType> BaseTraits;
+  enum {
+    Flags = BaseTraits::Flags & RowMajorBit,
+    CoeffReadCost = Dynamic
+  };
+};
+
+} // end namespace internal
+
 /** \ingroup LU_Module
   *
   * \class PartialPivLU
@@ -62,6 +75,7 @@ template<typename _MatrixType> class PartialPivLU
     typedef typename MatrixType::Index Index;
     typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationType;
     typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> TranspositionType;
+    typedef typename MatrixType::PlainObject PlainObject;
 
 
     /**
@@ -128,6 +142,15 @@ template<typename _MatrixType> class PartialPivLU
       *
       * \sa TriangularView::solve(), inverse(), computeInverse()
       */
+#ifdef EIGEN_TEST_EVALUATORS
+    template<typename Rhs>
+    inline const Solve<PartialPivLU, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+      return Solve<PartialPivLU, Rhs>(*this, b.derived());
+    }
+#else
     template<typename Rhs>
     inline const internal::solve_retval<PartialPivLU, Rhs>
     solve(const MatrixBase<Rhs>& b) const
@@ -135,6 +158,7 @@ template<typename _MatrixType> class PartialPivLU
       eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
       return internal::solve_retval<PartialPivLU, Rhs>(*this, b.derived());
     }
+#endif
 
     /** \returns the inverse of the matrix of which *this is the LU decomposition.
       *
@@ -143,12 +167,20 @@ template<typename _MatrixType> class PartialPivLU
       *
       * \sa MatrixBase::inverse(), LU::inverse()
       */
+#ifdef EIGEN_TEST_EVALUATORS
+    inline const Inverse<PartialPivLU> inverse() const
+    {
+      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+      return Inverse<PartialPivLU>(*this);
+    }
+#else
     inline const internal::solve_retval<PartialPivLU,typename MatrixType::IdentityReturnType> inverse() const
     {
       eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
       return internal::solve_retval<PartialPivLU,typename MatrixType::IdentityReturnType>
                (*this, MatrixType::Identity(m_lu.rows(), m_lu.cols()));
     }
+#endif
 
     /** \returns the determinant of the matrix of which
       * *this is the LU decomposition. It has only linear complexity
@@ -169,6 +201,30 @@ template<typename _MatrixType> class PartialPivLU
 
     inline Index rows() const { return m_lu.rows(); }
     inline Index cols() const { return m_lu.cols(); }
+    
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename RhsType, typename DstType>
+    EIGEN_DEVICE_FUNC
+    void _solve_impl(const RhsType &rhs, DstType &dst) const {
+     /* The decomposition PA = LU can be rewritten as A = P^{-1} L U.
+      * So we proceed as follows:
+      * Step 1: compute c = Pb.
+      * Step 2: replace c by the solution x to Lx = c.
+      * Step 3: replace c by the solution x to Ux = c.
+      */
+
+      eigen_assert(rhs.rows() == m_lu.rows());
+
+      // Step 1
+      dst = permutationP() * rhs;
+
+      // Step 2
+      m_lu.template triangularView<UnitLower>().solveInPlace(dst);
+
+      // Step 3
+      m_lu.template triangularView<Upper>().solveInPlace(dst); 
+    }
+    #endif
 
   protected:
     MatrixType m_lu;
@@ -434,6 +490,7 @@ MatrixType PartialPivLU<MatrixType>::reconstructedMatrix() const
 
 namespace internal {
 
+#ifndef EIGEN_TEST_EVALUATORS
 template<typename _MatrixType, typename Rhs>
 struct solve_retval<PartialPivLU<_MatrixType>, Rhs>
   : solve_retval_base<PartialPivLU<_MatrixType>, Rhs>
@@ -442,23 +499,21 @@ struct solve_retval<PartialPivLU<_MatrixType>, Rhs>
 
   template<typename Dest> void evalTo(Dest& dst) const
   {
-    /* The decomposition PA = LU can be rewritten as A = P^{-1} L U.
+    dec()._solve_impl(rhs(), dst);
-    * So we proceed as follows:
+  }
-    * Step 1: compute c = Pb.
+};
-    * Step 2: replace c by the solution x to Lx = c.
+#endif
-    * Step 3: replace c by the solution x to Ux = c.
-    */
 
-    eigen_assert(rhs().rows() == dec().matrixLU().rows());
+/***** Implementation of inverse() *****************************************************/
 
-    // Step 1
+template<typename DstXprType, typename MatrixType, typename Scalar>
-    dst = dec().permutationP() * rhs();
+struct Assignment<DstXprType, Inverse<PartialPivLU<MatrixType> >, internal::assign_op<Scalar>, Dense2Dense, Scalar>
-
+{
-    // Step 2
+  typedef PartialPivLU<MatrixType> LuType;
-    dec().matrixLU().template triangularView<UnitLower>().solveInPlace(dst);
+  typedef Inverse<LuType> SrcXprType;
-
+  static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar> &)
-    // Step 3
+  {    
-    dec().matrixLU().template triangularView<Upper>().solveInPlace(dst);
+    dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.cols()));
   }
 };