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Make sparse QR result sizes consistent with dense QR, with the following rules:

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1) Q is always square
2) Q*R*P' is valid and recovers the original matrix

This implies that the size of Q is the number of rows in the original matrix, square,
and that the size of R is the size of the original matrix.
This commit is contained in:
Jeff Trull 2018-02-15 15:00:31 -08:00
parent d655900953
commit 9f0c5c3669
1 changed files with 8 additions and 5 deletions
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13
Eigen/src/SparseQR/SparseQR.h
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@ -328,7 +328,7 @@ void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat)
internal::coletree(matCpy, m_etree, m_firstRowElt, m_outputPerm_c.indices().data()); internal::coletree(matCpy, m_etree, m_firstRowElt, m_outputPerm_c.indices().data());
m_isEtreeOk = true; m_isEtreeOk = true;
m_R.resize(diagSize, n); m_R.resize(m, n);
m_Q.resize(m, diagSize); m_Q.resize(m, diagSize);
// Allocate space for nonzero elements : rough estimation // Allocate space for nonzero elements : rough estimation
@ -605,7 +605,7 @@ struct SparseQR_QProduct : ReturnByValue<SparseQR_QProduct<SparseQRType, Derived
// Get the references // Get the references
SparseQR_QProduct(const SparseQRType& qr, const Derived& other, bool transpose) : SparseQR_QProduct(const SparseQRType& qr, const Derived& other, bool transpose) :
m_qr(qr),m_other(other),m_transpose(transpose) {} m_qr(qr),m_other(other),m_transpose(transpose) {}
inline Index rows() const { return m_transpose ? m_qr.rows() : m_qr.cols(); } inline Index rows() const { return m_qr.matrixQ().rows(); }
inline Index cols() const { return m_other.cols(); } inline Index cols() const { return m_other.cols(); }
// Assign to a vector // Assign to a vector
@ -633,7 +633,10 @@ struct SparseQR_QProduct : ReturnByValue<SparseQR_QProduct<SparseQRType, Derived
} }
else else
{ {
eigen_assert(m_qr.m_Q.rows() == m_other.rows() && "Non conforming object sizes"); eigen_assert(m_qr.matrixQ().cols() == m_other.rows() && "Non conforming object sizes");
res.conservativeResize(rows(), cols());
// Compute res = Q * other column by column // Compute res = Q * other column by column
for(Index j = 0; j < res.cols(); j++) for(Index j = 0; j < res.cols(); j++)
{ {
@ -675,7 +678,7 @@ struct SparseQRMatrixQReturnType : public EigenBase<SparseQRMatrixQReturnType<Sp
return SparseQRMatrixQTransposeReturnType<SparseQRType>(m_qr); return SparseQRMatrixQTransposeReturnType<SparseQRType>(m_qr);
} }
inline Index rows() const { return m_qr.rows(); } inline Index rows() const { return m_qr.rows(); }
inline Index cols() const { return (std::min)(m_qr.rows(),m_qr.cols()); } inline Index cols() const { return m_qr.rows(); }
// To use for operations with the transpose of Q FIXME this is the same as adjoint at the moment // To use for operations with the transpose of Q FIXME this is the same as adjoint at the moment
SparseQRMatrixQTransposeReturnType<SparseQRType> transpose() const SparseQRMatrixQTransposeReturnType<SparseQRType> transpose() const
{ {
@ -715,7 +718,7 @@ struct Assignment<DstXprType, SparseQRMatrixQReturnType<SparseQRType>, internal:
typedef typename DstXprType::StorageIndex StorageIndex; typedef typename DstXprType::StorageIndex StorageIndex;
static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar,Scalar> &/*func*/) static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar,Scalar> &/*func*/)
{ {
typename DstXprType::PlainObject idMat(src.m_qr.rows(), src.m_qr.rows()); typename DstXprType::PlainObject idMat(src.rows(), src.cols());
idMat.setIdentity(); idMat.setIdentity();
// Sort the sparse householder reflectors if needed // Sort the sparse householder reflectors if needed
const_cast<SparseQRType *>(&src.m_qr)->_sort_matrix_Q(); const_cast<SparseQRType *>(&src.m_qr)->_sort_matrix_Q();