59 template<
typename _MatrixType>
class FullPivLU
60 :
public SolverBase<FullPivLU<_MatrixType> >
99 template<
typename InputType>
108 template<
typename InputType>
118 template<
typename InputType>
241 template<
typename Rhs>
339 result += (
abs(
m_lu.coeff(i,i)) > premultiplied_threshold);
403 eigen_assert(
m_lu.rows() ==
m_lu.cols() &&
"You can't take the inverse of a non-square matrix!");
412 #ifndef EIGEN_PARSED_BY_DOXYGEN
413 template<
typename RhsType,
typename DstType>
415 void _solve_impl(
const RhsType &rhs, DstType &dst)
const;
417 template<
bool Conjugate,
typename RhsType,
typename DstType>
443 template<
typename MatrixType>
445 : m_isInitialized(false), m_usePrescribedThreshold(false)
449 template<
typename MatrixType>
454 m_rowsTranspositions(rows),
455 m_colsTranspositions(cols),
456 m_isInitialized(false),
457 m_usePrescribedThreshold(false)
461 template<
typename MatrixType>
462 template<
typename InputType>
467 m_rowsTranspositions(
matrix.rows()),
468 m_colsTranspositions(
matrix.cols()),
469 m_isInitialized(false),
470 m_usePrescribedThreshold(false)
475 template<
typename MatrixType>
476 template<
typename InputType>
481 m_rowsTranspositions(
matrix.rows()),
482 m_colsTranspositions(
matrix.cols()),
483 m_isInitialized(false),
484 m_usePrescribedThreshold(false)
489 template<
typename MatrixType>
492 check_template_parameters();
497 m_l1_norm = m_lu.cwiseAbs().colwise().sum().maxCoeff();
500 const Index rows = m_lu.rows();
501 const Index cols = m_lu.cols();
505 m_rowsTranspositions.resize(m_lu.rows());
506 m_colsTranspositions.resize(m_lu.cols());
507 Index number_of_transpositions = 0;
509 m_nonzero_pivots =
size;
517 Index row_of_biggest_in_corner, col_of_biggest_in_corner;
519 typedef typename Scoring::result_type Score;
520 Score biggest_in_corner;
521 biggest_in_corner = m_lu.bottomRightCorner(rows-k, cols-k)
522 .unaryExpr(Scoring())
523 .maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner);
524 row_of_biggest_in_corner += k;
525 col_of_biggest_in_corner += k;
527 if(biggest_in_corner==Score(0))
531 m_nonzero_pivots = k;
534 m_rowsTranspositions.coeffRef(i) = i;
535 m_colsTranspositions.coeffRef(i) = i;
541 if(abs_pivot > m_maxpivot) m_maxpivot = abs_pivot;
546 m_rowsTranspositions.coeffRef(k) = row_of_biggest_in_corner;
547 m_colsTranspositions.coeffRef(k) = col_of_biggest_in_corner;
548 if(k != row_of_biggest_in_corner) {
549 m_lu.row(k).swap(m_lu.row(row_of_biggest_in_corner));
550 ++number_of_transpositions;
552 if(k != col_of_biggest_in_corner) {
553 m_lu.col(k).swap(m_lu.col(col_of_biggest_in_corner));
554 ++number_of_transpositions;
561 m_lu.col(k).tail(rows-k-1) /= m_lu.coeff(k,k);
563 m_lu.block(k+1,k+1,rows-k-1,cols-k-1).noalias() -= m_lu.col(k).tail(rows-k-1) * m_lu.row(k).tail(cols-k-1);
569 m_p.setIdentity(rows);
571 m_p.applyTranspositionOnTheRight(k, m_rowsTranspositions.coeff(k));
573 m_q.setIdentity(cols);
575 m_q.applyTranspositionOnTheRight(k, m_colsTranspositions.coeff(k));
577 m_det_pq = (number_of_transpositions%2) ? -1 : 1;
579 m_isInitialized =
true;
582 template<
typename MatrixType>
585 eigen_assert(m_isInitialized &&
"LU is not initialized.");
586 eigen_assert(m_lu.rows() == m_lu.cols() &&
"You can't take the determinant of a non-square matrix!");
587 return Scalar(m_det_pq) *
Scalar(m_lu.diagonal().prod());
593 template<
typename MatrixType>
596 eigen_assert(m_isInitialized &&
"LU is not initialized.");
601 res = m_lu.leftCols(smalldim)
602 .template triangularView<UnitLower>().toDenseMatrix()
603 * m_lu.topRows(smalldim)
604 .template triangularView<Upper>().toDenseMatrix();
607 res = m_p.inverse() * res;
610 res = res * m_q.inverse();
618 template<
typename _MatrixType>
625 MatrixType::MaxColsAtCompileTime,
626 MatrixType::MaxRowsAtCompileTime)
629 template<
typename Dest>
void evalTo(Dest& dst)
const
632 const Index cols = dec().matrixLU().cols(), dimker = cols - rank();
659 RealScalar premultiplied_threshold = dec().maxPivot() * dec().threshold();
661 for(
Index i = 0; i < dec().nonzeroPivots(); ++i)
662 if(
abs(dec().matrixLU().coeff(i,i)) > premultiplied_threshold)
671 MaxSmallDimAtCompileTime, MatrixType::MaxColsAtCompileTime>
672 m(dec().matrixLU().
block(0, 0, rank(), cols));
673 for(
Index i = 0; i < rank(); ++i)
675 if(i) m.row(i).head(i).setZero();
676 m.row(i).tail(cols-i) = dec().matrixLU().row(pivots.
coeff(i)).tail(cols-i);
678 m.block(0, 0, rank(), rank());
679 m.block(0, 0, rank(), rank()).template triangularView<StrictlyLower>().setZero();
680 for(
Index i = 0; i < rank(); ++i)
681 m.col(i).swap(m.col(pivots.
coeff(i)));
686 m.topLeftCorner(rank(), rank())
687 .
template triangularView<Upper>().solveInPlace(
688 m.topRightCorner(rank(), dimker)
692 for(
Index i = rank()-1; i >= 0; --i)
693 m.col(i).swap(m.col(pivots.
coeff(i)));
696 for(
Index i = 0; i < rank(); ++i) dst.row(dec().permutationQ().indices().coeff(i)) = -m.row(i).tail(dimker);
697 for(
Index i = rank(); i < cols; ++i) dst.row(dec().permutationQ().indices().coeff(i)).setZero();
698 for(
Index k = 0; k < dimker; ++k) dst.coeffRef(dec().permutationQ().indices().coeff(rank()+k), k) =
Scalar(1);
704 template<
typename _MatrixType>
711 MatrixType::MaxColsAtCompileTime,
712 MatrixType::MaxRowsAtCompileTime)
715 template<
typename Dest>
void evalTo(Dest& dst)
const
728 RealScalar premultiplied_threshold = dec().maxPivot() * dec().threshold();
730 for(
Index i = 0; i < dec().nonzeroPivots(); ++i)
731 if(
abs(dec().matrixLU().coeff(i,i)) > premultiplied_threshold)
735 for(
Index i = 0; i < rank(); ++i)
736 dst.col(i) = originalMatrix().col(dec().permutationQ().indices().coeff(pivots.
coeff(i)));
744 #ifndef EIGEN_PARSED_BY_DOXYGEN
745 template<
typename _MatrixType>
746 template<
typename RhsType,
typename DstType>
757 const Index rows = this->rows(),
759 nonzero_pivots = this->rank();
763 if(nonzero_pivots == 0)
769 typename RhsType::PlainObject
c(rhs.rows(), rhs.cols());
772 c = permutationP() * rhs;
775 m_lu.topLeftCorner(smalldim,smalldim)
776 .template triangularView<UnitLower>()
777 .solveInPlace(
c.topRows(smalldim));
779 c.bottomRows(rows-cols) -= m_lu.bottomRows(rows-cols) *
c.topRows(cols);
782 m_lu.topLeftCorner(nonzero_pivots, nonzero_pivots)
783 .template triangularView<Upper>()
784 .solveInPlace(
c.topRows(nonzero_pivots));
787 for(
Index i = 0; i < nonzero_pivots; ++i)
788 dst.row(permutationQ().indices().coeff(i)) =
c.row(i);
789 for(
Index i = nonzero_pivots; i < m_lu.cols(); ++i)
790 dst.row(permutationQ().indices().coeff(i)).setZero();
793 template<
typename _MatrixType>
794 template<
bool Conjugate,
typename RhsType,
typename DstType>
808 const Index rows = this->rows(), cols = this->cols(),
809 nonzero_pivots = this->rank();
813 if(nonzero_pivots == 0)
819 typename RhsType::PlainObject
c(rhs.rows(), rhs.cols());
822 c = permutationQ().inverse() * rhs;
826 m_lu.topLeftCorner(nonzero_pivots, nonzero_pivots)
827 .template triangularView<Upper>()
829 .solveInPlace(
c.topRows(nonzero_pivots));
831 m_lu.topLeftCorner(smalldim, smalldim)
832 .template triangularView<UnitLower>()
834 .solveInPlace(
c.topRows(smalldim));
837 m_lu.topLeftCorner(nonzero_pivots, nonzero_pivots)
838 .template triangularView<Upper>()
840 .solveInPlace(
c.topRows(nonzero_pivots));
842 m_lu.topLeftCorner(smalldim, smalldim)
843 .template triangularView<UnitLower>()
845 .solveInPlace(
c.topRows(smalldim));
850 for(
Index i = 0; i < smalldim; ++i)
852 for(
Index i = smalldim; i < rows; ++i)
862 template<
typename DstXprType,
typename MatrixType>
882 template<
typename Derived>