LDLT.h
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1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
5 // Copyright (C) 2009 Keir Mierle <mierle@gmail.com>
6 // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
7 // Copyright (C) 2011 Timothy E. Holy <tim.holy@gmail.com >
8 //
9 // This Source Code Form is subject to the terms of the Mozilla
10 // Public License v. 2.0. If a copy of the MPL was not distributed
11 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
12 
13 #ifndef EIGEN_LDLT_H
14 #define EIGEN_LDLT_H
15 
16 namespace Eigen {
17 
18 namespace internal {
19  template<typename _MatrixType, int _UpLo> struct traits<LDLT<_MatrixType, _UpLo> >
20  : traits<_MatrixType>
21  {
22  typedef MatrixXpr XprKind;
24  typedef int StorageIndex;
25  enum { Flags = 0 };
26  };
27 
28  template<typename MatrixType, int UpLo> struct LDLT_Traits;
29 
30  // PositiveSemiDef means positive semi-definite and non-zero; same for NegativeSemiDef
32 }
33 
59 template<typename _MatrixType, int _UpLo> class LDLT
60  : public SolverBase<LDLT<_MatrixType, _UpLo> >
61 {
62  public:
63  typedef _MatrixType MatrixType;
65  friend class SolverBase<LDLT>;
66 
68  enum {
69  MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
70  MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
71  UpLo = _UpLo
72  };
74 
77 
79 
85  LDLT()
86  : m_matrix(),
89  m_isInitialized(false)
90  {}
91 
98  explicit LDLT(Index size)
99  : m_matrix(size, size),
101  m_temporary(size),
103  m_isInitialized(false)
104  {}
105 
112  template<typename InputType>
114  : m_matrix(matrix.rows(), matrix.cols()),
118  m_isInitialized(false)
119  {
120  compute(matrix.derived());
121  }
122 
129  template<typename InputType>
131  : m_matrix(matrix.derived()),
135  m_isInitialized(false)
136  {
137  compute(matrix.derived());
138  }
139 
143  void setZero()
144  {
145  m_isInitialized = false;
146  }
147 
149  inline typename Traits::MatrixU matrixU() const
150  {
151  eigen_assert(m_isInitialized && "LDLT is not initialized.");
152  return Traits::getU(m_matrix);
153  }
154 
156  inline typename Traits::MatrixL matrixL() const
157  {
158  eigen_assert(m_isInitialized && "LDLT is not initialized.");
159  return Traits::getL(m_matrix);
160  }
161 
164  inline const TranspositionType& transpositionsP() const
165  {
166  eigen_assert(m_isInitialized && "LDLT is not initialized.");
167  return m_transpositions;
168  }
169 
172  {
173  eigen_assert(m_isInitialized && "LDLT is not initialized.");
174  return m_matrix.diagonal();
175  }
176 
178  inline bool isPositive() const
179  {
180  eigen_assert(m_isInitialized && "LDLT is not initialized.");
182  }
183 
185  inline bool isNegative(void) const
186  {
187  eigen_assert(m_isInitialized && "LDLT is not initialized.");
189  }
190 
191  #ifdef EIGEN_PARSED_BY_DOXYGEN
192 
207  template<typename Rhs>
208  inline const Solve<LDLT, Rhs>
209  solve(const MatrixBase<Rhs>& b) const;
210  #endif
211 
212  template<typename Derived>
213  bool solveInPlace(MatrixBase<Derived> &bAndX) const;
214 
215  template<typename InputType>
217 
222  {
223  eigen_assert(m_isInitialized && "LDLT is not initialized.");
225  }
226 
227  template <typename Derived>
229 
234  inline const MatrixType& matrixLDLT() const
235  {
236  eigen_assert(m_isInitialized && "LDLT is not initialized.");
237  return m_matrix;
238  }
239 
241 
247  const LDLT& adjoint() const { return *this; };
248 
251 
258  {
259  eigen_assert(m_isInitialized && "LDLT is not initialized.");
260  return m_info;
261  }
262 
263  #ifndef EIGEN_PARSED_BY_DOXYGEN
264  template<typename RhsType, typename DstType>
265  void _solve_impl(const RhsType &rhs, DstType &dst) const;
266 
267  template<bool Conjugate, typename RhsType, typename DstType>
268  void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
269  #endif
270 
271  protected:
272 
274  {
276  }
277 
291 };
292 
293 namespace internal {
294 
295 template<int UpLo> struct ldlt_inplace;
296 
297 template<> struct ldlt_inplace<Lower>
298 {
299  template<typename MatrixType, typename TranspositionType, typename Workspace>
300  static bool unblocked(MatrixType& mat, TranspositionType& transpositions, Workspace& temp, SignMatrix& sign)
301  {
302  using std::abs;
303  typedef typename MatrixType::Scalar Scalar;
304  typedef typename MatrixType::RealScalar RealScalar;
305  typedef typename TranspositionType::StorageIndex IndexType;
306  eigen_assert(mat.rows()==mat.cols());
307  const Index size = mat.rows();
308  bool found_zero_pivot = false;
309  bool ret = true;
310 
311  if (size <= 1)
312  {
313  transpositions.setIdentity();
314  if(size==0) sign = ZeroSign;
315  else if (numext::real(mat.coeff(0,0)) > static_cast<RealScalar>(0) ) sign = PositiveSemiDef;
316  else if (numext::real(mat.coeff(0,0)) < static_cast<RealScalar>(0)) sign = NegativeSemiDef;
317  else sign = ZeroSign;
318  return true;
319  }
320 
321  for (Index k = 0; k < size; ++k)
322  {
323  // Find largest diagonal element
324  Index index_of_biggest_in_corner;
325  mat.diagonal().tail(size-k).cwiseAbs().maxCoeff(&index_of_biggest_in_corner);
326  index_of_biggest_in_corner += k;
327 
328  transpositions.coeffRef(k) = IndexType(index_of_biggest_in_corner);
329  if(k != index_of_biggest_in_corner)
330  {
331  // apply the transposition while taking care to consider only
332  // the lower triangular part
333  Index s = size-index_of_biggest_in_corner-1; // trailing size after the biggest element
334  mat.row(k).head(k).swap(mat.row(index_of_biggest_in_corner).head(k));
335  mat.col(k).tail(s).swap(mat.col(index_of_biggest_in_corner).tail(s));
336  std::swap(mat.coeffRef(k,k),mat.coeffRef(index_of_biggest_in_corner,index_of_biggest_in_corner));
337  for(Index i=k+1;i<index_of_biggest_in_corner;++i)
338  {
339  Scalar tmp = mat.coeffRef(i,k);
340  mat.coeffRef(i,k) = numext::conj(mat.coeffRef(index_of_biggest_in_corner,i));
341  mat.coeffRef(index_of_biggest_in_corner,i) = numext::conj(tmp);
342  }
344  mat.coeffRef(index_of_biggest_in_corner,k) = numext::conj(mat.coeff(index_of_biggest_in_corner,k));
345  }
346 
347  // partition the matrix:
348  // A00 | - | -
349  // lu = A10 | A11 | -
350  // A20 | A21 | A22
351  Index rs = size - k - 1;
352  Block<MatrixType,Dynamic,1> A21(mat,k+1,k,rs,1);
354  Block<MatrixType,Dynamic,Dynamic> A20(mat,k+1,0,rs,k);
355 
356  if(k>0)
357  {
358  temp.head(k) = mat.diagonal().real().head(k).asDiagonal() * A10.adjoint();
359  mat.coeffRef(k,k) -= (A10 * temp.head(k)).value();
360  if(rs>0)
361  A21.noalias() -= A20 * temp.head(k);
362  }
363 
364  // In some previous versions of Eigen (e.g., 3.2.1), the scaling was omitted if the pivot
365  // was smaller than the cutoff value. However, since LDLT is not rank-revealing
366  // we should only make sure that we do not introduce INF or NaN values.
367  // Remark that LAPACK also uses 0 as the cutoff value.
368  RealScalar realAkk = numext::real(mat.coeffRef(k,k));
369  bool pivot_is_valid = (abs(realAkk) > RealScalar(0));
370 
371  if(k==0 && !pivot_is_valid)
372  {
373  // The entire diagonal is zero, there is nothing more to do
374  // except filling the transpositions, and checking whether the matrix is zero.
375  sign = ZeroSign;
376  for(Index j = 0; j<size; ++j)
377  {
378  transpositions.coeffRef(j) = IndexType(j);
379  ret = ret && (mat.col(j).tail(size-j-1).array()==Scalar(0)).all();
380  }
381  return ret;
382  }
383 
384  if((rs>0) && pivot_is_valid)
385  A21 /= realAkk;
386  else if(rs>0)
387  ret = ret && (A21.array()==Scalar(0)).all();
388 
389  if(found_zero_pivot && pivot_is_valid) ret = false; // factorization failed
390  else if(!pivot_is_valid) found_zero_pivot = true;
391 
392  if (sign == PositiveSemiDef) {
393  if (realAkk < static_cast<RealScalar>(0)) sign = Indefinite;
394  } else if (sign == NegativeSemiDef) {
395  if (realAkk > static_cast<RealScalar>(0)) sign = Indefinite;
396  } else if (sign == ZeroSign) {
397  if (realAkk > static_cast<RealScalar>(0)) sign = PositiveSemiDef;
398  else if (realAkk < static_cast<RealScalar>(0)) sign = NegativeSemiDef;
399  }
400  }
401 
402  return ret;
403  }
404 
405  // Reference for the algorithm: Davis and Hager, "Multiple Rank
406  // Modifications of a Sparse Cholesky Factorization" (Algorithm 1)
407  // Trivial rearrangements of their computations (Timothy E. Holy)
408  // allow their algorithm to work for rank-1 updates even if the
409  // original matrix is not of full rank.
410  // Here only rank-1 updates are implemented, to reduce the
411  // requirement for intermediate storage and improve accuracy
412  template<typename MatrixType, typename WDerived>
414  {
415  using numext::isfinite;
416  typedef typename MatrixType::Scalar Scalar;
417  typedef typename MatrixType::RealScalar RealScalar;
418 
419  const Index size = mat.rows();
420  eigen_assert(mat.cols() == size && w.size()==size);
421 
422  RealScalar alpha = 1;
423 
424  // Apply the update
425  for (Index j = 0; j < size; j++)
426  {
427  // Check for termination due to an original decomposition of low-rank
428  if (!(isfinite)(alpha))
429  break;
430 
431  // Update the diagonal terms
432  RealScalar dj = numext::real(mat.coeff(j,j));
433  Scalar wj = w.coeff(j);
434  RealScalar swj2 = sigma*numext::abs2(wj);
435  RealScalar gamma = dj*alpha + swj2;
436 
437  mat.coeffRef(j,j) += swj2/alpha;
438  alpha += swj2/dj;
439 
440 
441  // Update the terms of L
442  Index rs = size-j-1;
443  w.tail(rs) -= wj * mat.col(j).tail(rs);
444  if(gamma != 0)
445  mat.col(j).tail(rs) += (sigma*numext::conj(wj)/gamma)*w.tail(rs);
446  }
447  return true;
448  }
449 
450  template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType>
451  static bool update(MatrixType& mat, const TranspositionType& transpositions, Workspace& tmp, const WType& w, const typename MatrixType::RealScalar& sigma=1)
452  {
453  // Apply the permutation to the input w
454  tmp = transpositions * w;
455 
457  }
458 };
459 
460 template<> struct ldlt_inplace<Upper>
461 {
462  template<typename MatrixType, typename TranspositionType, typename Workspace>
463  static EIGEN_STRONG_INLINE bool unblocked(MatrixType& mat, TranspositionType& transpositions, Workspace& temp, SignMatrix& sign)
464  {
466  return ldlt_inplace<Lower>::unblocked(matt, transpositions, temp, sign);
467  }
468 
469  template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType>
470  static EIGEN_STRONG_INLINE bool update(MatrixType& mat, TranspositionType& transpositions, Workspace& tmp, WType& w, const typename MatrixType::RealScalar& sigma=1)
471  {
473  return ldlt_inplace<Lower>::update(matt, transpositions, tmp, w.conjugate(), sigma);
474  }
475 };
476 
477 template<typename MatrixType> struct LDLT_Traits<MatrixType,Lower>
478 {
481  static inline MatrixL getL(const MatrixType& m) { return MatrixL(m); }
482  static inline MatrixU getU(const MatrixType& m) { return MatrixU(m.adjoint()); }
483 };
484 
485 template<typename MatrixType> struct LDLT_Traits<MatrixType,Upper>
486 {
489  static inline MatrixL getL(const MatrixType& m) { return MatrixL(m.adjoint()); }
490  static inline MatrixU getU(const MatrixType& m) { return MatrixU(m); }
491 };
492 
493 } // end namespace internal
494 
497 template<typename MatrixType, int _UpLo>
498 template<typename InputType>
500 {
501  check_template_parameters();
502 
503  eigen_assert(a.rows()==a.cols());
504  const Index size = a.rows();
505 
506  m_matrix = a.derived();
507 
508  // Compute matrix L1 norm = max abs column sum.
509  m_l1_norm = RealScalar(0);
510  // TODO move this code to SelfAdjointView
511  for (Index col = 0; col < size; ++col) {
512  RealScalar abs_col_sum;
513  if (_UpLo == Lower)
514  abs_col_sum = m_matrix.col(col).tail(size - col).template lpNorm<1>() + m_matrix.row(col).head(col).template lpNorm<1>();
515  else
516  abs_col_sum = m_matrix.col(col).head(col).template lpNorm<1>() + m_matrix.row(col).tail(size - col).template lpNorm<1>();
517  if (abs_col_sum > m_l1_norm)
518  m_l1_norm = abs_col_sum;
519  }
520 
521  m_transpositions.resize(size);
522  m_isInitialized = false;
523  m_temporary.resize(size);
524  m_sign = internal::ZeroSign;
525 
526  m_info = internal::ldlt_inplace<UpLo>::unblocked(m_matrix, m_transpositions, m_temporary, m_sign) ? Success : NumericalIssue;
527 
528  m_isInitialized = true;
529  return *this;
530 }
531 
537 template<typename MatrixType, int _UpLo>
538 template<typename Derived>
540 {
541  typedef typename TranspositionType::StorageIndex IndexType;
542  const Index size = w.rows();
543  if (m_isInitialized)
544  {
545  eigen_assert(m_matrix.rows()==size);
546  }
547  else
548  {
549  m_matrix.resize(size,size);
550  m_matrix.setZero();
551  m_transpositions.resize(size);
552  for (Index i = 0; i < size; i++)
553  m_transpositions.coeffRef(i) = IndexType(i);
554  m_temporary.resize(size);
556  m_isInitialized = true;
557  }
558 
559  internal::ldlt_inplace<UpLo>::update(m_matrix, m_transpositions, m_temporary, w, sigma);
560 
561  return *this;
562 }
563 
564 #ifndef EIGEN_PARSED_BY_DOXYGEN
565 template<typename _MatrixType, int _UpLo>
566 template<typename RhsType, typename DstType>
567 void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) const
568 {
569  _solve_impl_transposed<true>(rhs, dst);
570 }
571 
572 template<typename _MatrixType,int _UpLo>
573 template<bool Conjugate, typename RhsType, typename DstType>
574 void LDLT<_MatrixType,_UpLo>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
575 {
576  // dst = P b
577  dst = m_transpositions * rhs;
578 
579  // dst = L^-1 (P b)
580  // dst = L^-*T (P b)
581  matrixL().template conjugateIf<!Conjugate>().solveInPlace(dst);
582 
583  // dst = D^-* (L^-1 P b)
584  // dst = D^-1 (L^-*T P b)
585  // more precisely, use pseudo-inverse of D (see bug 241)
586  using std::abs;
587  const typename Diagonal<const MatrixType>::RealReturnType vecD(vectorD());
588  // In some previous versions, tolerance was set to the max of 1/highest (or rather numeric_limits::min())
589  // and the maximal diagonal entry * epsilon as motivated by LAPACK's xGELSS:
590  // RealScalar tolerance = numext::maxi(vecD.array().abs().maxCoeff() * NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest());
591  // However, LDLT is not rank revealing, and so adjusting the tolerance wrt to the highest
592  // diagonal element is not well justified and leads to numerical issues in some cases.
593  // Moreover, Lapack's xSYTRS routines use 0 for the tolerance.
594  // Using numeric_limits::min() gives us more robustness to denormals.
596  for (Index i = 0; i < vecD.size(); ++i)
597  {
598  if(abs(vecD(i)) > tolerance)
599  dst.row(i) /= vecD(i);
600  else
601  dst.row(i).setZero();
602  }
603 
604  // dst = L^-* (D^-* L^-1 P b)
605  // dst = L^-T (D^-1 L^-*T P b)
606  matrixL().transpose().template conjugateIf<Conjugate>().solveInPlace(dst);
607 
608  // dst = P^T (L^-* D^-* L^-1 P b) = A^-1 b
609  // dst = P^-T (L^-T D^-1 L^-*T P b) = A^-1 b
610  dst = m_transpositions.transpose() * dst;
611 }
612 #endif
613 
627 template<typename MatrixType,int _UpLo>
628 template<typename Derived>
630 {
631  eigen_assert(m_isInitialized && "LDLT is not initialized.");
632  eigen_assert(m_matrix.rows() == bAndX.rows());
633 
634  bAndX = this->solve(bAndX);
635 
636  return true;
637 }
638 
642 template<typename MatrixType, int _UpLo>
644 {
645  eigen_assert(m_isInitialized && "LDLT is not initialized.");
646  const Index size = m_matrix.rows();
648 
649  // P
650  res.setIdentity();
651  res = transpositionsP() * res;
652  // L^* P
653  res = matrixU() * res;
654  // D(L^*P)
655  res = vectorD().real().asDiagonal() * res;
656  // L(DL^*P)
657  res = matrixL() * res;
658  // P^T (LDL^*P)
659  res = transpositionsP().transpose() * res;
660 
661  return res;
662 }
663 
668 template<typename MatrixType, unsigned int UpLo>
671 {
672  return LDLT<PlainObject,UpLo>(m_matrix);
673 }
674 
679 template<typename Derived>
682 {
683  return LDLT<PlainObject>(derived());
684 }
685 
686 } // end namespace Eigen
687 
688 #endif // EIGEN_LDLT_H
w
RowVector3d w
Definition: Matrix_resize_int.cpp:3
Eigen::internal::ldlt_inplace
Definition: LDLT.h:295
Eigen::NumericalIssue
@ NumericalIssue
Definition: Constants.h:444
Eigen::LDLT::LDLT
LDLT(Index size)
Default Constructor with memory preallocation.
Definition: LDLT.h:98
Eigen::LDLT::LDLT
LDLT(EigenBase< InputType > &matrix)
Constructs a LDLT factorization from a given matrix.
Definition: LDLT.h:130
relicense.update
def update(text)
Definition: relicense.py:46
Eigen::MatrixXpr
Definition: Constants.h:522
EIGEN_DEVICE_FUNC
#define EIGEN_DEVICE_FUNC
Definition: Macros.h:976
Eigen::LDLT::cols
EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT
Definition: LDLT.h:250
Eigen
Namespace containing all symbols from the Eigen library.
Definition: jet.h:637
Eigen::LDLT::PermutationType
PermutationMatrix< RowsAtCompileTime, MaxRowsAtCompileTime > PermutationType
Definition: LDLT.h:76
Eigen::LDLT::MaxColsAtCompileTime
@ MaxColsAtCompileTime
Definition: LDLT.h:70
Eigen::internal::LDLT_Traits< MatrixType, Lower >::getU
static MatrixU getU(const MatrixType &m)
Definition: LDLT.h:482
Eigen::SolverBase< LDLT< _MatrixType, _UpLo > >::Scalar
internal::traits< LDLT< _MatrixType, _UpLo > >::Scalar Scalar
Definition: SolverBase.h:73
col
m col(1)
Eigen::Block
Expression of a fixed-size or dynamic-size block.
Definition: Block.h:103
Eigen::LDLT::_solve_impl_transposed
void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const
Definition: LDLT.h:574
Eigen::internal::traits< LDLT< _MatrixType, _UpLo > >::StorageKind
SolverStorage StorageKind
Definition: LDLT.h:23
alpha
RealScalar alpha
Definition: level1_cplx_impl.h:147
s
RealScalar s
Definition: level1_cplx_impl.h:126
Eigen::EigenBase< LDLT< _MatrixType, _UpLo > >::Index
Eigen::Index Index
The interface type of indices.
Definition: EigenBase.h:39
Eigen::LDLT::reconstructedMatrix
MatrixType reconstructedMatrix() const
Definition: LDLT.h:643
MatrixType
MatrixXf MatrixType
Definition: benchmark-blocking-sizes.cpp:52
Eigen::LDLT::m_transpositions
TranspositionType m_transpositions
Definition: LDLT.h:286
Eigen::LDLT::TmpMatrixType
Matrix< Scalar, RowsAtCompileTime, 1, 0, MaxRowsAtCompileTime, 1 > TmpMatrixType
Definition: LDLT.h:73
Eigen::internal::NegativeSemiDef
@ NegativeSemiDef
Definition: LDLT.h:31
Eigen::numext::isfinite
EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE bool() isfinite(const Eigen::bfloat16 &h)
Definition: BFloat16.h:671
b
Scalar * b
Definition: benchVecAdd.cpp:17
Eigen::SelfAdjointView::ldlt
const LDLT< PlainObject, UpLo > ldlt() const
Definition: LDLT.h:670
Eigen::EigenBase
Definition: EigenBase.h:29
eigen_assert
#define eigen_assert(x)
Definition: Macros.h:1037
Eigen::internal::SignMatrix
SignMatrix
Definition: LDLT.h:31
Eigen::LDLT::setZero
void setZero()
Definition: LDLT.h:143
Eigen::internal::LDLT_Traits< MatrixType, Lower >::getL
static MatrixL getL(const MatrixType &m)
Definition: LDLT.h:481
Eigen::internal::Indefinite
@ Indefinite
Definition: LDLT.h:31
Eigen::LDLT::MatrixType
_MatrixType MatrixType
Definition: LDLT.h:63
Eigen::LDLT::_solve_impl
void _solve_impl(const RhsType &rhs, DstType &dst) const
Definition: LDLT.h:567
Eigen::internal::LDLT_Traits< MatrixType, Upper >::MatrixU
const typedef TriangularView< const MatrixType, UnitUpper > MatrixU
Definition: LDLT.h:488
Eigen::LDLT::check_template_parameters
static void check_template_parameters()
Definition: LDLT.h:273
ret
DenseIndex ret
Definition: level1_cplx_impl.h:44
Eigen::internal::LDLT_Traits
Definition: LDLT.h:28
sign
const EIGEN_DEVICE_FUNC SignReturnType sign() const
Definition: ArrayCwiseUnaryOps.h:219
Eigen::EigenBase< LDLT< _MatrixType, _UpLo > >::size
EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index size() const EIGEN_NOEXCEPT
Definition: EigenBase.h:67
Eigen::LDLT::rcond
RealScalar rcond() const
Definition: LDLT.h:221
Eigen::LDLT::isNegative
bool isNegative(void) const
Definition: LDLT.h:185
EIGEN_CONSTEXPR
#define EIGEN_CONSTEXPR
Definition: Macros.h:787
Eigen::Upper
@ Upper
Definition: Constants.h:211
Eigen::Success
@ Success
Definition: Constants.h:442
Eigen::LDLT::m_matrix
MatrixType m_matrix
Definition: LDLT.h:284
real
float real
Definition: datatypes.h:10
Eigen::Transpositions< RowsAtCompileTime, MaxRowsAtCompileTime >
Eigen::LDLT::matrixU
Traits::MatrixU matrixU() const
Definition: LDLT.h:149
mat
MatrixXf mat
Definition: Tutorial_AdvancedInitialization_CommaTemporary.cpp:1
res
cout<< "Here is the matrix m:"<< endl<< m<< endl;Matrix< ptrdiff_t, 3, 1 > res
Definition: PartialRedux_count.cpp:3
Eigen::internal::rcond_estimate_helper
Decomposition::RealScalar rcond_estimate_helper(typename Decomposition::RealScalar matrix_norm, const Decomposition &dec)
Reciprocal condition number estimator.
Definition: ConditionEstimator.h:159
Eigen::Transpose
Expression of the transpose of a matrix.
Definition: Transpose.h:52
sampling::sigma
static const double sigma
Definition: testGaussianBayesNet.cpp:170
size
Scalar Scalar int size
Definition: benchVecAdd.cpp:17
Eigen::internal::traits< LDLT< _MatrixType, _UpLo > >::XprKind
MatrixXpr XprKind
Definition: LDLT.h:22
Eigen::LDLT::LDLT
LDLT()
Default Constructor.
Definition: LDLT.h:85
Eigen::LDLT::rankUpdate
LDLT & rankUpdate(const MatrixBase< Derived > &w, const RealScalar &alpha=1)
Eigen::internal::traits< LDLT< _MatrixType, _UpLo > >::StorageIndex
int StorageIndex
Definition: LDLT.h:24
Eigen::LDLT::matrixLDLT
const MatrixType & matrixLDLT() const
Definition: LDLT.h:234
Eigen::LDLT::Base
SolverBase< LDLT > Base
Definition: LDLT.h:64
EIGEN_GENERIC_PUBLIC_INTERFACE
#define EIGEN_GENERIC_PUBLIC_INTERFACE(Derived)
Definition: Macros.h:1264
Eigen::LDLT::compute
LDLT & compute(const EigenBase< InputType > &matrix)
j
std::ptrdiff_t j
Definition: tut_arithmetic_redux_minmax.cpp:2
Eigen::LDLT::m_l1_norm
RealScalar m_l1_norm
Definition: LDLT.h:285
Eigen::SolverStorage
Definition: Constants.h:513
Eigen::LDLT::m_sign
internal::SignMatrix m_sign
Definition: LDLT.h:288
Eigen::LDLT::matrixL
Traits::MatrixL matrixL() const
Definition: LDLT.h:156
Eigen::LDLT::vectorD
Diagonal< const MatrixType > vectorD() const
Definition: LDLT.h:171
Eigen::all
static const Eigen::internal::all_t all
Definition: IndexedViewHelper.h:171
Eigen::Diagonal
Expression of a diagonal/subdiagonal/superdiagonal in a matrix.
Definition: Diagonal.h:63
Eigen::LDLT::adjoint
const LDLT & adjoint() const
Definition: LDLT.h:247
EIGEN_STRONG_INLINE
#define EIGEN_STRONG_INLINE
Definition: Macros.h:917
Eigen::Transpositions< RowsAtCompileTime, MaxRowsAtCompileTime >::StorageIndex
IndicesType::Scalar StorageIndex
Definition: Transpositions.h:162
std::swap
void swap(GeographicLib::NearestNeighbor< dist_t, pos_t, distfun_t > &a, GeographicLib::NearestNeighbor< dist_t, pos_t, distfun_t > &b)
Definition: NearestNeighbor.hpp:827
isfinite
#define isfinite(X)
Definition: main.h:95
Eigen::SolverBase< LDLT< _MatrixType, _UpLo > >::derived
EIGEN_DEVICE_FUNC LDLT< _MatrixType, _UpLo > & derived()
Definition: EigenBase.h:46
Eigen::LDLT::TranspositionType
Transpositions< RowsAtCompileTime, MaxRowsAtCompileTime > TranspositionType
Definition: LDLT.h:75
Eigen::LDLT::m_info
ComputationInfo m_info
Definition: LDLT.h:290
m
Matrix3f m
Definition: AngleAxis_mimic_euler.cpp:1
Eigen::LDLT
Robust Cholesky decomposition of a matrix with pivoting.
Definition: LDLT.h:59
Eigen::internal::ldlt_inplace< Lower >::unblocked
static bool unblocked(MatrixType &mat, TranspositionType &transpositions, Workspace &temp, SignMatrix &sign)
Definition: LDLT.h:300
gamma
#define gamma
Definition: mconf.h:85
conj
AnnoyingScalar conj(const AnnoyingScalar &x)
Definition: AnnoyingScalar.h:104
Eigen::Lower
@ Lower
Definition: Constants.h:209
simple_graph::A21
Matrix A21
Definition: testJacobianFactor.cpp:200
Eigen::LDLT::rows
EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT
Definition: LDLT.h:249
matrix
Map< Matrix< T, Dynamic, Dynamic, ColMajor >, 0, OuterStride<> > matrix(T *data, int rows, int cols, int stride)
Definition: gtsam/3rdparty/Eigen/blas/common.h:110
Eigen::internal::LDLT_Traits< MatrixType, Upper >::MatrixL
const typedef TriangularView< const typename MatrixType::AdjointReturnType, UnitLower > MatrixL
Definition: LDLT.h:487
RealScalar
NumTraits< Scalar >::Real RealScalar
Definition: bench_gemm.cpp:47
Eigen::internal::ldlt_inplace< Upper >::update
static EIGEN_STRONG_INLINE bool update(MatrixType &mat, TranspositionType &transpositions, Workspace &tmp, WType &w, const typename MatrixType::RealScalar &sigma=1)
Definition: LDLT.h:470
A10
static const double A10[]
Definition: expn.h:15
a
ArrayXXi a
Definition: Array_initializer_list_23_cxx11.cpp:1
Eigen::internal::LDLT_Traits< MatrixType, Lower >::MatrixU
const typedef TriangularView< const typename MatrixType::AdjointReturnType, UnitUpper > MatrixU
Definition: LDLT.h:480
Eigen::LDLT::MaxRowsAtCompileTime
@ MaxRowsAtCompileTime
Definition: LDLT.h:69
Eigen::numext::abs2
EIGEN_DEVICE_FUNC bool abs2(bool x)
Definition: Eigen/src/Core/MathFunctions.h:1294
Eigen::Solve
Pseudo expression representing a solving operation.
Definition: Solve.h:62
Eigen::internal::traits
Definition: ForwardDeclarations.h:17
Eigen::LDLT::solveInPlace
bool solveInPlace(MatrixBase< Derived > &bAndX) const
Definition: LDLT.h:629
Eigen::LDLT::m_temporary
TmpMatrixType m_temporary
Definition: LDLT.h:287
Eigen::internal::ldlt_inplace< Upper >::unblocked
static EIGEN_STRONG_INLINE bool unblocked(MatrixType &mat, TranspositionType &transpositions, Workspace &temp, SignMatrix &sign)
Definition: LDLT.h:463
Eigen::internal::ldlt_inplace< Lower >::update
static bool update(MatrixType &mat, const TranspositionType &transpositions, Workspace &tmp, const WType &w, const typename MatrixType::RealScalar &sigma=1)
Definition: LDLT.h:451
Eigen::PermutationMatrix< RowsAtCompileTime, MaxRowsAtCompileTime >
Eigen::LDLT::Traits
internal::LDLT_Traits< MatrixType, UpLo > Traits
Definition: LDLT.h:78
Eigen::internal::LDLT_Traits< MatrixType, Upper >::getL
static MatrixL getL(const MatrixType &m)
Definition: LDLT.h:489
min
#define min(a, b)
Definition: datatypes.h:19
Eigen::internal::LDLT_Traits< MatrixType, Upper >::getU
static MatrixU getU(const MatrixType &m)
Definition: LDLT.h:490
Eigen::LDLT::LDLT
LDLT(const EigenBase< InputType > &matrix)
Constructor with decomposition.
Definition: LDLT.h:113
Eigen::Matrix< Scalar, RowsAtCompileTime, 1, 0, MaxRowsAtCompileTime, 1 >
abs
#define abs(x)
Definition: datatypes.h:17
EIGEN_NOEXCEPT
#define EIGEN_NOEXCEPT
Definition: Macros.h:1418
internal
Definition: BandTriangularSolver.h:13
Eigen::MatrixBase
Base class for all dense matrices, vectors, and expressions.
Definition: MatrixBase.h:48
Eigen::internal::size
EIGEN_CONSTEXPR Index size(const T &x)
Definition: Meta.h:479
Eigen::LDLT::m_isInitialized
bool m_isInitialized
Definition: LDLT.h:289
Eigen::ComputationInfo
ComputationInfo
Definition: Constants.h:440
Eigen::LDLT::info
ComputationInfo info() const
Reports whether previous computation was successful.
Definition: LDLT.h:257
Eigen::internal::PositiveSemiDef
@ PositiveSemiDef
Definition: LDLT.h:31
Eigen::TriangularView< const MatrixType, UnitLower >
Eigen::internal::LDLT_Traits< MatrixType, Lower >::MatrixL
const typedef TriangularView< const MatrixType, UnitLower > MatrixL
Definition: LDLT.h:479
Eigen::internal::ldlt_inplace< Lower >::updateInPlace
static bool updateInPlace(MatrixType &mat, MatrixBase< WDerived > &w, const typename MatrixType::RealScalar &sigma=1)
Definition: LDLT.h:413
Eigen::MatrixBase::ldlt
const LDLT< PlainObject > ldlt() const
Definition: LDLT.h:681
Eigen::internal::ZeroSign
@ ZeroSign
Definition: LDLT.h:31
Eigen::NumTraits
Holds information about the various numeric (i.e. scalar) types allowed by Eigen.
Definition: NumTraits.h:232
test_callbacks.value
value
Definition: test_callbacks.py:160
i
int i
Definition: BiCGSTAB_step_by_step.cpp:9
Eigen::SolverBase< LDLT< _MatrixType, _UpLo > >::solve
const Solve< LDLT< _MatrixType, _UpLo >, Rhs > solve(const MatrixBase< Rhs > &b) const
Definition: SolverBase.h:106
Eigen::LDLT::transpositionsP
const TranspositionType & transpositionsP() const
Definition: LDLT.h:164
Eigen::SolverBase
A base class for matrix decomposition and solvers.
Definition: SolverBase.h:68
Eigen::LDLT::UpLo
@ UpLo
Definition: LDLT.h:71
Scalar
SCALAR Scalar
Definition: bench_gemm.cpp:46
Eigen::Index
EIGEN_DEFAULT_DENSE_INDEX_TYPE Index
The Index type as used for the API.
Definition: Meta.h:74
Eigen::LDLT::isPositive
bool isPositive() const
Definition: LDLT.h:178
EIGEN_STATIC_ASSERT_NON_INTEGER
#define EIGEN_STATIC_ASSERT_NON_INTEGER(TYPE)
Definition: StaticAssert.h:187


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autogenerated on Fri Nov 1 2024 03:33:05