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LU decomposition of a matrix with partial pivoting, and related features. More...
#include <src/eigen/Eigen/src/LU/PartialPivLU.h>
Inheritance diagram for Eigen::PartialPivLU< _MatrixType >:
Collaboration diagram for Eigen::PartialPivLU< _MatrixType >:Public Types | |
| enum | { MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime , MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime } |
| typedef _MatrixType | MatrixType |
| typedef SolverBase< PartialPivLU > | Base |
| typedef PermutationMatrix< RowsAtCompileTime, MaxRowsAtCompileTime > | PermutationType |
| typedef Transpositions< RowsAtCompileTime, MaxRowsAtCompileTime > | TranspositionType |
| typedef MatrixType::PlainObject | PlainObject |
| enum | |
| typedef internal::traits< PartialPivLU< _MatrixType > >::Scalar | Scalar |
| typedef Scalar | CoeffReturnType |
| typedef internal::add_const< Transpose< constDerived > >::type | ConstTransposeReturnType |
| typedef internal::conditional< NumTraits< Scalar >::IsComplex, CwiseUnaryOp< internal::scalar_conjugate_op< Scalar >, ConstTransposeReturnType >, ConstTransposeReturnType >::type | AdjointReturnType |
| typedef Eigen::Index | Index |
| The interface type of indices. | |
| typedef internal::traits< Derived >::StorageKind | StorageKind |
Public Member Functions | |
| PartialPivLU () | |
| Default Constructor. | |
| PartialPivLU (Index size) | |
| Default Constructor with memory preallocation. | |
| template<typename InputType > | |
| PartialPivLU (const EigenBase< InputType > &matrix) | |
| template<typename InputType > | |
| PartialPivLU (EigenBase< InputType > &matrix) | |
| template<typename InputType > | |
| PartialPivLU & | compute (const EigenBase< InputType > &matrix) |
| const MatrixType & | matrixLU () const |
| const PermutationType & | permutationP () const |
| template<typename Rhs > | |
| const Solve< PartialPivLU, Rhs > | solve (const MatrixBase< Rhs > &b) const |
| RealScalar | rcond () const |
| const Inverse< PartialPivLU > | inverse () const |
| Scalar | determinant () const |
| MatrixType | reconstructedMatrix () const |
| Index | rows () const |
| Index | cols () const |
| template<typename RhsType , typename DstType > | |
| EIGEN_DEVICE_FUNC void | _solve_impl (const RhsType &rhs, DstType &dst) const |
| template<bool Conjugate, typename RhsType , typename DstType > | |
| EIGEN_DEVICE_FUNC void | _solve_impl_transposed (const RhsType &rhs, DstType &dst) const |
| ConstTransposeReturnType | transpose () const |
| AdjointReturnType | adjoint () const |
| EIGEN_DEVICE_FUNC PartialPivLU< _MatrixType > & | derived () |
| EIGEN_DEVICE_FUNC const PartialPivLU< _MatrixType > & | derived () const |
| EIGEN_DEVICE_FUNC Derived & | const_cast_derived () const |
| EIGEN_DEVICE_FUNC const Derived & | const_derived () const |
| EIGEN_DEVICE_FUNC Index | size () const |
| template<typename Dest > | |
| EIGEN_DEVICE_FUNC void | evalTo (Dest &dst) const |
| template<typename Dest > | |
| EIGEN_DEVICE_FUNC void | addTo (Dest &dst) const |
| template<typename Dest > | |
| EIGEN_DEVICE_FUNC void | subTo (Dest &dst) const |
| template<typename Dest > | |
| EIGEN_DEVICE_FUNC void | applyThisOnTheRight (Dest &dst) const |
| template<typename Dest > | |
| EIGEN_DEVICE_FUNC void | applyThisOnTheLeft (Dest &dst) const |
Protected Member Functions | |
| void | compute () |
Static Protected Member Functions | |
| static void | check_template_parameters () |
Protected Attributes | |
| MatrixType | m_lu |
| PermutationType | m_p |
| TranspositionType | m_rowsTranspositions |
| RealScalar | m_l1_norm |
| signed char | m_det_p |
| bool | m_isInitialized |
LU decomposition of a matrix with partial pivoting, and related features.
| _MatrixType | the type of the matrix of which we are computing the LU decomposition |
This class represents a LU decomposition of a square invertible matrix, with partial pivoting: the matrix A is decomposed as A = PLU where L is unit-lower-triangular, U is upper-triangular, and P is a permutation matrix.
Typically, partial pivoting LU decomposition is only considered numerically stable for square invertible matrices. Thus LAPACK's dgesv and dgesvx require the matrix to be square and invertible. The present class does the same. It will assert that the matrix is square, but it won't (actually it can't) check that the matrix is invertible: it is your task to check that you only use this decomposition on invertible matrices.
The guaranteed safe alternative, working for all matrices, is the full pivoting LU decomposition, provided by class FullPivLU.
This is not a rank-revealing LU decomposition. Many features are intentionally absent from this class, such as rank computation. If you need these features, use class FullPivLU.
This LU decomposition is suitable to invert invertible matrices. It is what MatrixBase::inverse() uses in the general case. On the other hand, it is not suitable to determine whether a given matrix is invertible.
The data of the LU decomposition can be directly accessed through the methods matrixLU(), permutationP().
This class supports the inplace decomposition mechanism.
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inherited |
| typedef SolverBase<PartialPivLU> Eigen::PartialPivLU< _MatrixType >::Base |
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inherited |
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inherited |
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inherited |
The interface type of indices.
To change this, #define the preprocessor symbol EIGEN_DEFAULT_DENSE_INDEX_TYPE.
| typedef _MatrixType Eigen::PartialPivLU< _MatrixType >::MatrixType |
| typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> Eigen::PartialPivLU< _MatrixType >::PermutationType |
| typedef MatrixType::PlainObject Eigen::PartialPivLU< _MatrixType >::PlainObject |
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inherited |
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inherited |
| typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> Eigen::PartialPivLU< _MatrixType >::TranspositionType |
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inherited |
| anonymous enum |
| Enumerator | |
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| MaxRowsAtCompileTime | |
| MaxColsAtCompileTime | |
| Eigen::PartialPivLU< MatrixType >::PartialPivLU |
Default Constructor.
The default constructor is useful in cases in which the user intends to perform decompositions via PartialPivLU::compute(const MatrixType&).
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explicit |
Default Constructor with memory preallocation.
Like the default constructor but with preallocation of the internal data according to the specified problem size.
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explicit |
Constructor.
| matrix | the matrix of which to compute the LU decomposition. |
References Eigen::PartialPivLU< _MatrixType >::compute(), and Eigen::EigenBase< Derived >::derived().
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explicit |
Constructor for inplace decomposition
| matrix | the matrix of which to compute the LU decomposition. |
References Eigen::PartialPivLU< _MatrixType >::compute().
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inline |
References eigen_assert, Eigen::PartialPivLU< _MatrixType >::m_lu, and Eigen::PartialPivLU< _MatrixType >::permutationP().
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References eigen_assert, Eigen::PartialPivLU< _MatrixType >::m_lu, Eigen::PartialPivLU< _MatrixType >::permutationP(), and Eigen::PermutationBase< Derived >::transpose().
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A typical usage is to solve for the adjoint problem A' x = b:
For real scalar types, this function is equivalent to transpose().
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References Eigen::EigenBase< Derived >::derived().
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References Eigen::EigenBase< Derived >::derived().
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References EIGEN_STATIC_ASSERT_NON_INTEGER.
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References Eigen::PartialPivLU< _MatrixType >::m_lu.
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References eigen_assert, and Eigen::internal::partial_lu_inplace().
Referenced by Eigen::PartialPivLU< _MatrixType >::PartialPivLU(), Eigen::PartialPivLU< _MatrixType >::PartialPivLU(), and Eigen::PartialPivLU< _MatrixType >::compute().
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References Eigen::PartialPivLU< _MatrixType >::compute(), Eigen::EigenBase< Derived >::derived(), and Eigen::PartialPivLU< _MatrixType >::m_lu.
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Referenced by Eigen::TriangularViewImpl< _MatrixType, _Mode, Dense >::swap().
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| PartialPivLU< MatrixType >::Scalar Eigen::PartialPivLU< MatrixType >::determinant |
References eigen_assert.
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Referenced by Eigen::EigenBase< Derived >::subTo().
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References eigen_assert, and Eigen::PartialPivLU< _MatrixType >::m_isInitialized.
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References eigen_assert, Eigen::PartialPivLU< _MatrixType >::m_isInitialized, and Eigen::PartialPivLU< _MatrixType >::m_lu.
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References eigen_assert, Eigen::PartialPivLU< _MatrixType >::m_isInitialized, and Eigen::PartialPivLU< _MatrixType >::m_p.
Referenced by Eigen::PartialPivLU< _MatrixType >::_solve_impl(), and Eigen::PartialPivLU< _MatrixType >::_solve_impl_transposed().
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*this is the LU decomposition. References eigen_assert, Eigen::PartialPivLU< _MatrixType >::m_isInitialized, Eigen::PartialPivLU< _MatrixType >::m_l1_norm, and Eigen::internal::rcond_estimate_helper().
Here is the call graph for this function:| MatrixType Eigen::PartialPivLU< MatrixType >::reconstructedMatrix |
References eigen_assert.
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References Eigen::PartialPivLU< _MatrixType >::m_lu.
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References Eigen::EigenBase< Derived >::cols(), and Eigen::EigenBase< Derived >::rows().
Referenced by Eigen::PlainObjectBase< Derived >::_resize_to_match(), Eigen::DiagonalMatrix< _Scalar, SizeAtCompileTime, MaxSizeAtCompileTime >::resize(), Eigen::DiagonalMatrix< _Scalar, SizeAtCompileTime, MaxSizeAtCompileTime >::setIdentity(), and Eigen::DiagonalMatrix< _Scalar, SizeAtCompileTime, MaxSizeAtCompileTime >::setZero().
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This method returns the solution x to the equation Ax=b, where A is the matrix of which *this is the LU decomposition.
| b | the right-hand-side of the equation to solve. Can be a vector or a matrix, the only requirement in order for the equation to make sense is that b.rows()==A.rows(), where A is the matrix of which *this is the LU decomposition. |
Example:
Output:
Since this PartialPivLU class assumes anyway that the matrix A is invertible, the solution theoretically exists and is unique regardless of b.
References eigen_assert, and Eigen::PartialPivLU< _MatrixType >::m_isInitialized.
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References Eigen::EigenBase< Derived >::cols(), Eigen::EigenBase< Derived >::evalTo(), and Eigen::EigenBase< Derived >::rows().
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A typical usage is to solve for the transposed problem A^T x = b:
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Referenced by Eigen::PartialPivLU< _MatrixType >::rcond().
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Referenced by Eigen::PartialPivLU< _MatrixType >::_solve_impl(), Eigen::PartialPivLU< _MatrixType >::_solve_impl_transposed(), Eigen::PartialPivLU< _MatrixType >::cols(), Eigen::PartialPivLU< _MatrixType >::compute(), Eigen::PartialPivLU< _MatrixType >::matrixLU(), and Eigen::PartialPivLU< _MatrixType >::rows().
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Referenced by Eigen::PartialPivLU< _MatrixType >::permutationP().
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