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<div class="title">SkylineInplaceLU.h</div> </div>
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<div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">// This file is part of Eigen, a lightweight C++ template library</span></div>
<div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="comment">// for linear algebra.</span></div>
<div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="comment">//</span></div>
<div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment">// Copyright (C) 2008 Guillaume Saupin <guillaume.saupin@cea.fr></span></div>
<div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment">//</span></div>
<div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment">// This Source Code Form is subject to the terms of the Mozilla</span></div>
<div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment">// Public License v. 2.0. If a copy of the MPL was not distributed</span></div>
<div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment">// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.</span></div>
<div class="line"><a name="l00009"></a><span class="lineno"> 9</span> </div>
<div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="preprocessor">#ifndef EIGEN_SKYLINEINPLACELU_H</span></div>
<div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="preprocessor"></span><span class="preprocessor">#define EIGEN_SKYLINEINPLACELU_H</span></div>
<div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="preprocessor"></span></div>
<div class="line"><a name="l00013"></a><span class="lineno"> 13</span> <span class="keyword">namespace </span>Eigen { </div>
<div class="line"><a name="l00014"></a><span class="lineno"> 14</span> </div>
<div class="line"><a name="l00024"></a><span class="lineno"> 24</span> <span class="keyword">template</span><<span class="keyword">typename</span> MatrixType></div>
<div class="line"><a name="l00025"></a><span class="lineno"><a class="line" href="classEigen_1_1SkylineInplaceLU.html"> 25</a></span> <span class="keyword">class </span><a class="code" href="classEigen_1_1SkylineInplaceLU.html">SkylineInplaceLU</a> {</div>
<div class="line"><a name="l00026"></a><span class="lineno"> 26</span> <span class="keyword">protected</span>:</div>
<div class="line"><a name="l00027"></a><span class="lineno"> 27</span>  <span class="keyword">typedef</span> <span class="keyword">typename</span> MatrixType::Scalar Scalar;</div>
<div class="line"><a name="l00028"></a><span class="lineno"> 28</span>  <span class="keyword">typedef</span> <span class="keyword">typename</span> MatrixType::Index Index;</div>
<div class="line"><a name="l00029"></a><span class="lineno"> 29</span>  </div>
<div class="line"><a name="l00030"></a><span class="lineno"> 30</span>  <span class="keyword">typedef</span> <span class="keyword">typename</span> NumTraits<typename MatrixType::Scalar>::Real RealScalar;</div>
<div class="line"><a name="l00031"></a><span class="lineno"> 31</span> </div>
<div class="line"><a name="l00032"></a><span class="lineno"> 32</span> <span class="keyword">public</span>:</div>
<div class="line"><a name="l00033"></a><span class="lineno"> 33</span> </div>
<div class="line"><a name="l00036"></a><span class="lineno"><a class="line" href="classEigen_1_1SkylineInplaceLU.html#a117b7ef0aaa2c7684fa235c0ab98e7cf"> 36</a></span>  <a class="code" href="classEigen_1_1SkylineInplaceLU.html#a117b7ef0aaa2c7684fa235c0ab98e7cf">SkylineInplaceLU</a>(MatrixType& matrix, <span class="keywordtype">int</span> <a class="code" href="classEigen_1_1SkylineInplaceLU.html#a5f944e30665d7e6775691e5fc63e9dc7">flags</a> = 0)</div>
<div class="line"><a name="l00037"></a><span class="lineno"> 37</span>  : <span class="comment">/*m_matrix(matrix.rows(), matrix.cols()),*/</span> m_flags(<a class="code" href="classEigen_1_1SkylineInplaceLU.html#a5f944e30665d7e6775691e5fc63e9dc7">flags</a>), m_status(0), m_lu(matrix) {</div>
<div class="line"><a name="l00038"></a><span class="lineno"> 38</span>  m_precision = RealScalar(0.1) * Eigen::dummy_precision<RealScalar > ();</div>
<div class="line"><a name="l00039"></a><span class="lineno"> 39</span>  m_lu.IsRowMajor ? computeRowMajor() : <a class="code" href="classEigen_1_1SkylineInplaceLU.html#a4993c97a669fa259c6574a18d547c117">compute</a>();</div>
<div class="line"><a name="l00040"></a><span class="lineno"> 40</span>  }</div>
<div class="line"><a name="l00041"></a><span class="lineno"> 41</span> </div>
<div class="line"><a name="l00052"></a><span class="lineno"><a class="line" href="classEigen_1_1SkylineInplaceLU.html#a7bc6e7b398a8db1c0d746fecbf367c1d"> 52</a></span>  <span class="keywordtype">void</span> <a class="code" href="classEigen_1_1SkylineInplaceLU.html#a7bc6e7b398a8db1c0d746fecbf367c1d">setPrecision</a>(RealScalar v) {</div>
<div class="line"><a name="l00053"></a><span class="lineno"> 53</span>  m_precision = v;</div>
<div class="line"><a name="l00054"></a><span class="lineno"> 54</span>  }</div>
<div class="line"><a name="l00055"></a><span class="lineno"> 55</span> </div>
<div class="line"><a name="l00059"></a><span class="lineno"><a class="line" href="classEigen_1_1SkylineInplaceLU.html#abe5bb554978d7584795e2ebd121115aa"> 59</a></span>  RealScalar <a class="code" href="classEigen_1_1SkylineInplaceLU.html#abe5bb554978d7584795e2ebd121115aa">precision</a>()<span class="keyword"> const </span>{</div>
<div class="line"><a name="l00060"></a><span class="lineno"> 60</span>  <span class="keywordflow">return</span> m_precision;</div>
<div class="line"><a name="l00061"></a><span class="lineno"> 61</span>  }</div>
<div class="line"><a name="l00062"></a><span class="lineno"> 62</span> </div>
<div class="line"><a name="l00071"></a><span class="lineno"><a class="line" href="classEigen_1_1SkylineInplaceLU.html#a9f29e5457641fae1b405b144a8206ca5"> 71</a></span>  <span class="keywordtype">void</span> <a class="code" href="classEigen_1_1SkylineInplaceLU.html#a9f29e5457641fae1b405b144a8206ca5">setFlags</a>(<span class="keywordtype">int</span> f) {</div>
<div class="line"><a name="l00072"></a><span class="lineno"> 72</span>  m_flags = f;</div>
<div class="line"><a name="l00073"></a><span class="lineno"> 73</span>  }</div>
<div class="line"><a name="l00074"></a><span class="lineno"> 74</span> </div>
<div class="line"><a name="l00076"></a><span class="lineno"><a class="line" href="classEigen_1_1SkylineInplaceLU.html#a5f944e30665d7e6775691e5fc63e9dc7"> 76</a></span>  <span class="keywordtype">int</span> <a class="code" href="classEigen_1_1SkylineInplaceLU.html#a5f944e30665d7e6775691e5fc63e9dc7">flags</a>()<span class="keyword"> const </span>{</div>
<div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  <span class="keywordflow">return</span> m_flags;</div>
<div class="line"><a name="l00078"></a><span class="lineno"> 78</span>  }</div>
<div class="line"><a name="l00079"></a><span class="lineno"> 79</span> </div>
<div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  <span class="keywordtype">void</span> setOrderingMethod(<span class="keywordtype">int</span> m) {</div>
<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  m_flags = m;</div>
<div class="line"><a name="l00082"></a><span class="lineno"> 82</span>  }</div>
<div class="line"><a name="l00083"></a><span class="lineno"> 83</span> </div>
<div class="line"><a name="l00084"></a><span class="lineno"> 84</span>  <span class="keywordtype">int</span> orderingMethod()<span class="keyword"> const </span>{</div>
<div class="line"><a name="l00085"></a><span class="lineno"> 85</span>  <span class="keywordflow">return</span> m_flags;</div>
<div class="line"><a name="l00086"></a><span class="lineno"> 86</span>  }</div>
<div class="line"><a name="l00087"></a><span class="lineno"> 87</span> </div>
<div class="line"><a name="l00089"></a><span class="lineno"> 89</span>  <span class="keywordtype">void</span> <a class="code" href="classEigen_1_1SkylineInplaceLU.html#a4993c97a669fa259c6574a18d547c117">compute</a>();</div>
<div class="line"><a name="l00090"></a><span class="lineno"> 90</span>  <span class="keywordtype">void</span> computeRowMajor();</div>
<div class="line"><a name="l00091"></a><span class="lineno"> 91</span> </div>
<div class="line"><a name="l00093"></a><span class="lineno"> 93</span>  <span class="comment">//inline const MatrixType& matrixL() const { return m_matrixL; }</span></div>
<div class="line"><a name="l00094"></a><span class="lineno"> 94</span> </div>
<div class="line"><a name="l00096"></a><span class="lineno"> 96</span>  <span class="comment">//inline const MatrixType& matrixU() const { return m_matrixU; }</span></div>
<div class="line"><a name="l00097"></a><span class="lineno"> 97</span> </div>
<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  <span class="keyword">template</span><<span class="keyword">typename</span> BDerived, <span class="keyword">typename</span> XDerived></div>
<div class="line"><a name="l00099"></a><span class="lineno"> 99</span>  <span class="keywordtype">bool</span> <a class="code" href="classEigen_1_1SkylineInplaceLU.html#a62ff65772ecf9f45bba123bdff524b31">solve</a>(<span class="keyword">const</span> MatrixBase<BDerived> &b, MatrixBase<XDerived>* x,</div>
<div class="line"><a name="l00100"></a><span class="lineno"> 100</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> transposed = 0) <span class="keyword">const</span>;</div>
<div class="line"><a name="l00101"></a><span class="lineno"> 101</span> </div>
<div class="line"><a name="l00103"></a><span class="lineno"><a class="line" href="classEigen_1_1SkylineInplaceLU.html#a9ff21cd2cb5ff6d358bb3eef3fbc4b3d"> 103</a></span>  <span class="keyword">inline</span> <span class="keywordtype">bool</span> <a class="code" href="classEigen_1_1SkylineInplaceLU.html#a9ff21cd2cb5ff6d358bb3eef3fbc4b3d">succeeded</a>(<span class="keywordtype">void</span>)<span class="keyword"> const </span>{</div>
<div class="line"><a name="l00104"></a><span class="lineno"> 104</span>  <span class="keywordflow">return</span> m_succeeded;</div>
<div class="line"><a name="l00105"></a><span class="lineno"> 105</span>  }</div>
<div class="line"><a name="l00106"></a><span class="lineno"> 106</span> </div>
<div class="line"><a name="l00107"></a><span class="lineno"> 107</span> <span class="keyword">protected</span>:</div>
<div class="line"><a name="l00108"></a><span class="lineno"> 108</span>  RealScalar m_precision;</div>
<div class="line"><a name="l00109"></a><span class="lineno"> 109</span>  <span class="keywordtype">int</span> m_flags;</div>
<div class="line"><a name="l00110"></a><span class="lineno"> 110</span>  <span class="keyword">mutable</span> <span class="keywordtype">int</span> m_status;</div>
<div class="line"><a name="l00111"></a><span class="lineno"> 111</span>  <span class="keywordtype">bool</span> m_succeeded;</div>
<div class="line"><a name="l00112"></a><span class="lineno"> 112</span>  MatrixType& m_lu;</div>
<div class="line"><a name="l00113"></a><span class="lineno"> 113</span> };</div>
<div class="line"><a name="l00114"></a><span class="lineno"> 114</span> </div>
<div class="line"><a name="l00118"></a><span class="lineno"> 118</span> <span class="keyword">template</span><<span class="keyword">typename</span> MatrixType></div>
<div class="line"><a name="l00119"></a><span class="lineno"> 119</span> <span class="comment">//template<typename _Scalar></span></div>
<div class="line"><a name="l00120"></a><span class="lineno"><a class="line" href="classEigen_1_1SkylineInplaceLU.html#a4993c97a669fa259c6574a18d547c117"> 120</a></span> <span class="keywordtype">void</span> <a class="code" href="classEigen_1_1SkylineInplaceLU.html#a4993c97a669fa259c6574a18d547c117">SkylineInplaceLU<MatrixType>::compute</a>() {</div>
<div class="line"><a name="l00121"></a><span class="lineno"> 121</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> rows = m_lu.rows();</div>
<div class="line"><a name="l00122"></a><span class="lineno"> 122</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> cols = m_lu.cols();</div>
<div class="line"><a name="l00123"></a><span class="lineno"> 123</span> </div>
<div class="line"><a name="l00124"></a><span class="lineno"> 124</span>  eigen_assert(rows == cols && <span class="stringliteral">"We do not (yet) support rectangular LU."</span>);</div>
<div class="line"><a name="l00125"></a><span class="lineno"> 125</span>  eigen_assert(!m_lu.IsRowMajor && <span class="stringliteral">"LU decomposition does not work with rowMajor Storage"</span>);</div>
<div class="line"><a name="l00126"></a><span class="lineno"> 126</span> </div>
<div class="line"><a name="l00127"></a><span class="lineno"> 127</span>  <span class="keywordflow">for</span> (Index row = 0; row < rows; row++) {</div>
<div class="line"><a name="l00128"></a><span class="lineno"> 128</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> pivot = m_lu.coeffDiag(row);</div>
<div class="line"><a name="l00129"></a><span class="lineno"> 129</span> </div>
<div class="line"><a name="l00130"></a><span class="lineno"> 130</span>  <span class="comment">//Lower matrix Columns update</span></div>
<div class="line"><a name="l00131"></a><span class="lineno"> 131</span>  <span class="keyword">const</span> Index& col = row;</div>
<div class="line"><a name="l00132"></a><span class="lineno"> 132</span>  <span class="keywordflow">for</span> (<span class="keyword">typename</span> MatrixType::InnerLowerIterator lIt(m_lu, col); lIt; ++lIt) {</div>
<div class="line"><a name="l00133"></a><span class="lineno"> 133</span>  lIt.valueRef() /= pivot;</div>
<div class="line"><a name="l00134"></a><span class="lineno"> 134</span>  }</div>
<div class="line"><a name="l00135"></a><span class="lineno"> 135</span> </div>
<div class="line"><a name="l00136"></a><span class="lineno"> 136</span>  <span class="comment">//Upper matrix update -> contiguous memory access</span></div>
<div class="line"><a name="l00137"></a><span class="lineno"> 137</span>  <span class="keyword">typename</span> MatrixType::InnerLowerIterator lIt(m_lu, col);</div>
<div class="line"><a name="l00138"></a><span class="lineno"> 138</span>  <span class="keywordflow">for</span> (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) {</div>
<div class="line"><a name="l00139"></a><span class="lineno"> 139</span>  <span class="keyword">typename</span> MatrixType::InnerUpperIterator uItPivot(m_lu, row);</div>
<div class="line"><a name="l00140"></a><span class="lineno"> 140</span>  <span class="keyword">typename</span> MatrixType::InnerUpperIterator uIt(m_lu, rrow);</div>
<div class="line"><a name="l00141"></a><span class="lineno"> 141</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> coef = lIt.value();</div>
<div class="line"><a name="l00142"></a><span class="lineno"> 142</span> </div>
<div class="line"><a name="l00143"></a><span class="lineno"> 143</span>  uItPivot += (rrow - row - 1);</div>
<div class="line"><a name="l00144"></a><span class="lineno"> 144</span> </div>
<div class="line"><a name="l00145"></a><span class="lineno"> 145</span>  <span class="comment">//update upper part -> contiguous memory access</span></div>
<div class="line"><a name="l00146"></a><span class="lineno"> 146</span>  <span class="keywordflow">for</span> (++uItPivot; uIt && uItPivot;) {</div>
<div class="line"><a name="l00147"></a><span class="lineno"> 147</span>  uIt.valueRef() -= uItPivot.value() * coef;</div>
<div class="line"><a name="l00148"></a><span class="lineno"> 148</span> </div>
<div class="line"><a name="l00149"></a><span class="lineno"> 149</span>  ++uIt;</div>
<div class="line"><a name="l00150"></a><span class="lineno"> 150</span>  ++uItPivot;</div>
<div class="line"><a name="l00151"></a><span class="lineno"> 151</span>  }</div>
<div class="line"><a name="l00152"></a><span class="lineno"> 152</span>  ++lIt;</div>
<div class="line"><a name="l00153"></a><span class="lineno"> 153</span>  }</div>
<div class="line"><a name="l00154"></a><span class="lineno"> 154</span> </div>
<div class="line"><a name="l00155"></a><span class="lineno"> 155</span>  <span class="comment">//Upper matrix update -> non contiguous memory access</span></div>
<div class="line"><a name="l00156"></a><span class="lineno"> 156</span>  <span class="keyword">typename</span> MatrixType::InnerLowerIterator lIt3(m_lu, col);</div>
<div class="line"><a name="l00157"></a><span class="lineno"> 157</span>  <span class="keywordflow">for</span> (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) {</div>
<div class="line"><a name="l00158"></a><span class="lineno"> 158</span>  <span class="keyword">typename</span> MatrixType::InnerUpperIterator uItPivot(m_lu, row);</div>
<div class="line"><a name="l00159"></a><span class="lineno"> 159</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> coef = lIt3.value();</div>
<div class="line"><a name="l00160"></a><span class="lineno"> 160</span> </div>
<div class="line"><a name="l00161"></a><span class="lineno"> 161</span>  <span class="comment">//update lower part -> non contiguous memory access</span></div>
<div class="line"><a name="l00162"></a><span class="lineno"> 162</span>  <span class="keywordflow">for</span> (Index i = 0; i < rrow - row - 1; i++) {</div>
<div class="line"><a name="l00163"></a><span class="lineno"> 163</span>  m_lu.coeffRefLower(rrow, row + i + 1) -= uItPivot.value() * coef;</div>
<div class="line"><a name="l00164"></a><span class="lineno"> 164</span>  ++uItPivot;</div>
<div class="line"><a name="l00165"></a><span class="lineno"> 165</span>  }</div>
<div class="line"><a name="l00166"></a><span class="lineno"> 166</span>  ++lIt3;</div>
<div class="line"><a name="l00167"></a><span class="lineno"> 167</span>  }</div>
<div class="line"><a name="l00168"></a><span class="lineno"> 168</span>  <span class="comment">//update diag -> contiguous</span></div>
<div class="line"><a name="l00169"></a><span class="lineno"> 169</span>  <span class="keyword">typename</span> MatrixType::InnerLowerIterator lIt2(m_lu, col);</div>
<div class="line"><a name="l00170"></a><span class="lineno"> 170</span>  <span class="keywordflow">for</span> (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) {</div>
<div class="line"><a name="l00171"></a><span class="lineno"> 171</span> </div>
<div class="line"><a name="l00172"></a><span class="lineno"> 172</span>  <span class="keyword">typename</span> MatrixType::InnerUpperIterator uItPivot(m_lu, row);</div>
<div class="line"><a name="l00173"></a><span class="lineno"> 173</span>  <span class="keyword">typename</span> MatrixType::InnerUpperIterator uIt(m_lu, rrow);</div>
<div class="line"><a name="l00174"></a><span class="lineno"> 174</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> coef = lIt2.value();</div>
<div class="line"><a name="l00175"></a><span class="lineno"> 175</span> </div>
<div class="line"><a name="l00176"></a><span class="lineno"> 176</span>  uItPivot += (rrow - row - 1);</div>
<div class="line"><a name="l00177"></a><span class="lineno"> 177</span>  m_lu.coeffRefDiag(rrow) -= uItPivot.value() * coef;</div>
<div class="line"><a name="l00178"></a><span class="lineno"> 178</span>  ++lIt2;</div>
<div class="line"><a name="l00179"></a><span class="lineno"> 179</span>  }</div>
<div class="line"><a name="l00180"></a><span class="lineno"> 180</span>  }</div>
<div class="line"><a name="l00181"></a><span class="lineno"> 181</span> }</div>
<div class="line"><a name="l00182"></a><span class="lineno"> 182</span> </div>
<div class="line"><a name="l00183"></a><span class="lineno"> 183</span> <span class="keyword">template</span><<span class="keyword">typename</span> MatrixType></div>
<div class="line"><a name="l00184"></a><span class="lineno"> 184</span> <span class="keywordtype">void</span> <a class="code" href="classEigen_1_1SkylineInplaceLU.html">SkylineInplaceLU<MatrixType>::computeRowMajor</a>() {</div>
<div class="line"><a name="l00185"></a><span class="lineno"> 185</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> rows = m_lu.rows();</div>
<div class="line"><a name="l00186"></a><span class="lineno"> 186</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> cols = m_lu.cols();</div>
<div class="line"><a name="l00187"></a><span class="lineno"> 187</span> </div>
<div class="line"><a name="l00188"></a><span class="lineno"> 188</span>  eigen_assert(rows == cols && <span class="stringliteral">"We do not (yet) support rectangular LU."</span>);</div>
<div class="line"><a name="l00189"></a><span class="lineno"> 189</span>  eigen_assert(m_lu.IsRowMajor && <span class="stringliteral">"You're trying to apply rowMajor decomposition on a ColMajor matrix !"</span>);</div>
<div class="line"><a name="l00190"></a><span class="lineno"> 190</span> </div>
<div class="line"><a name="l00191"></a><span class="lineno"> 191</span>  <span class="keywordflow">for</span> (Index row = 0; row < rows; row++) {</div>
<div class="line"><a name="l00192"></a><span class="lineno"> 192</span>  <span class="keyword">typename</span> MatrixType::InnerLowerIterator llIt(m_lu, row);</div>
<div class="line"><a name="l00193"></a><span class="lineno"> 193</span> </div>
<div class="line"><a name="l00194"></a><span class="lineno"> 194</span> </div>
<div class="line"><a name="l00195"></a><span class="lineno"> 195</span>  <span class="keywordflow">for</span> (Index col = llIt.col(); col < row; col++) {</div>
<div class="line"><a name="l00196"></a><span class="lineno"> 196</span>  <span class="keywordflow">if</span> (m_lu.coeffExistLower(row, col)) {</div>
<div class="line"><a name="l00197"></a><span class="lineno"> 197</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> diag = m_lu.coeffDiag(col);</div>
<div class="line"><a name="l00198"></a><span class="lineno"> 198</span> </div>
<div class="line"><a name="l00199"></a><span class="lineno"> 199</span>  <span class="keyword">typename</span> MatrixType::InnerLowerIterator lIt(m_lu, row);</div>
<div class="line"><a name="l00200"></a><span class="lineno"> 200</span>  <span class="keyword">typename</span> MatrixType::InnerUpperIterator uIt(m_lu, col);</div>
<div class="line"><a name="l00201"></a><span class="lineno"> 201</span> </div>
<div class="line"><a name="l00202"></a><span class="lineno"> 202</span> </div>
<div class="line"><a name="l00203"></a><span class="lineno"> 203</span>  <span class="keyword">const</span> Index offset = lIt.col() - uIt.row();</div>
<div class="line"><a name="l00204"></a><span class="lineno"> 204</span> </div>
<div class="line"><a name="l00205"></a><span class="lineno"> 205</span> </div>
<div class="line"><a name="l00206"></a><span class="lineno"> 206</span>  Index stop = offset > 0 ? col - lIt.col() : col - uIt.row();</div>
<div class="line"><a name="l00207"></a><span class="lineno"> 207</span> </div>
<div class="line"><a name="l00208"></a><span class="lineno"> 208</span>  <span class="comment">//#define VECTORIZE</span></div>
<div class="line"><a name="l00209"></a><span class="lineno"> 209</span> <span class="preprocessor">#ifdef VECTORIZE</span></div>
<div class="line"><a name="l00210"></a><span class="lineno"> 210</span> <span class="preprocessor"></span> Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop);</div>
<div class="line"><a name="l00211"></a><span class="lineno"> 211</span>  Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop);</div>
<div class="line"><a name="l00212"></a><span class="lineno"> 212</span> </div>
<div class="line"><a name="l00213"></a><span class="lineno"> 213</span> </div>
<div class="line"><a name="l00214"></a><span class="lineno"> 214</span>  Scalar newCoeff = m_lu.coeffLower(row, col) - rowVal.dot(colVal);</div>
<div class="line"><a name="l00215"></a><span class="lineno"> 215</span> <span class="preprocessor">#else</span></div>
<div class="line"><a name="l00216"></a><span class="lineno"> 216</span> <span class="preprocessor"></span> <span class="keywordflow">if</span> (offset > 0) <span class="comment">//Skip zero value of lIt</span></div>
<div class="line"><a name="l00217"></a><span class="lineno"> 217</span>  uIt += offset;</div>
<div class="line"><a name="l00218"></a><span class="lineno"> 218</span>  <span class="keywordflow">else</span> <span class="comment">//Skip zero values of uIt</span></div>
<div class="line"><a name="l00219"></a><span class="lineno"> 219</span>  lIt += -offset;</div>
<div class="line"><a name="l00220"></a><span class="lineno"> 220</span>  Scalar newCoeff = m_lu.coeffLower(row, col);</div>
<div class="line"><a name="l00221"></a><span class="lineno"> 221</span> </div>
<div class="line"><a name="l00222"></a><span class="lineno"> 222</span>  <span class="keywordflow">for</span> (Index k = 0; k < stop; ++k) {</div>
<div class="line"><a name="l00223"></a><span class="lineno"> 223</span>  <span class="keyword">const</span> Scalar tmp = newCoeff;</div>
<div class="line"><a name="l00224"></a><span class="lineno"> 224</span>  newCoeff = tmp - lIt.value() * uIt.value();</div>
<div class="line"><a name="l00225"></a><span class="lineno"> 225</span>  ++lIt;</div>
<div class="line"><a name="l00226"></a><span class="lineno"> 226</span>  ++uIt;</div>
<div class="line"><a name="l00227"></a><span class="lineno"> 227</span>  }</div>
<div class="line"><a name="l00228"></a><span class="lineno"> 228</span> <span class="preprocessor">#endif</span></div>
<div class="line"><a name="l00229"></a><span class="lineno"> 229</span> <span class="preprocessor"></span></div>
<div class="line"><a name="l00230"></a><span class="lineno"> 230</span>  m_lu.coeffRefLower(row, col) = newCoeff / diag;</div>
<div class="line"><a name="l00231"></a><span class="lineno"> 231</span>  }</div>
<div class="line"><a name="l00232"></a><span class="lineno"> 232</span>  }</div>
<div class="line"><a name="l00233"></a><span class="lineno"> 233</span> </div>
<div class="line"><a name="l00234"></a><span class="lineno"> 234</span>  <span class="comment">//Upper matrix update</span></div>
<div class="line"><a name="l00235"></a><span class="lineno"> 235</span>  <span class="keyword">const</span> Index col = row;</div>
<div class="line"><a name="l00236"></a><span class="lineno"> 236</span>  <span class="keyword">typename</span> MatrixType::InnerUpperIterator uuIt(m_lu, col);</div>
<div class="line"><a name="l00237"></a><span class="lineno"> 237</span>  <span class="keywordflow">for</span> (Index rrow = uuIt.row(); rrow < col; rrow++) {</div>
<div class="line"><a name="l00238"></a><span class="lineno"> 238</span> </div>
<div class="line"><a name="l00239"></a><span class="lineno"> 239</span>  <span class="keyword">typename</span> MatrixType::InnerLowerIterator lIt(m_lu, rrow);</div>
<div class="line"><a name="l00240"></a><span class="lineno"> 240</span>  <span class="keyword">typename</span> MatrixType::InnerUpperIterator uIt(m_lu, col);</div>
<div class="line"><a name="l00241"></a><span class="lineno"> 241</span>  <span class="keyword">const</span> Index offset = lIt.col() - uIt.row();</div>
<div class="line"><a name="l00242"></a><span class="lineno"> 242</span> </div>
<div class="line"><a name="l00243"></a><span class="lineno"> 243</span>  Index stop = offset > 0 ? rrow - lIt.col() : rrow - uIt.row();</div>
<div class="line"><a name="l00244"></a><span class="lineno"> 244</span> </div>
<div class="line"><a name="l00245"></a><span class="lineno"> 245</span> <span class="preprocessor">#ifdef VECTORIZE</span></div>
<div class="line"><a name="l00246"></a><span class="lineno"> 246</span> <span class="preprocessor"></span> Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop);</div>
<div class="line"><a name="l00247"></a><span class="lineno"> 247</span>  Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop);</div>
<div class="line"><a name="l00248"></a><span class="lineno"> 248</span> </div>
<div class="line"><a name="l00249"></a><span class="lineno"> 249</span>  Scalar newCoeff = m_lu.coeffUpper(rrow, col) - rowVal.dot(colVal);</div>
<div class="line"><a name="l00250"></a><span class="lineno"> 250</span> <span class="preprocessor">#else</span></div>
<div class="line"><a name="l00251"></a><span class="lineno"> 251</span> <span class="preprocessor"></span> <span class="keywordflow">if</span> (offset > 0) <span class="comment">//Skip zero value of lIt</span></div>
<div class="line"><a name="l00252"></a><span class="lineno"> 252</span>  uIt += offset;</div>
<div class="line"><a name="l00253"></a><span class="lineno"> 253</span>  <span class="keywordflow">else</span> <span class="comment">//Skip zero values of uIt</span></div>
<div class="line"><a name="l00254"></a><span class="lineno"> 254</span>  lIt += -offset;</div>
<div class="line"><a name="l00255"></a><span class="lineno"> 255</span>  Scalar newCoeff = m_lu.coeffUpper(rrow, col);</div>
<div class="line"><a name="l00256"></a><span class="lineno"> 256</span>  <span class="keywordflow">for</span> (Index k = 0; k < stop; ++k) {</div>
<div class="line"><a name="l00257"></a><span class="lineno"> 257</span>  <span class="keyword">const</span> Scalar tmp = newCoeff;</div>
<div class="line"><a name="l00258"></a><span class="lineno"> 258</span>  newCoeff = tmp - lIt.value() * uIt.value();</div>
<div class="line"><a name="l00259"></a><span class="lineno"> 259</span> </div>
<div class="line"><a name="l00260"></a><span class="lineno"> 260</span>  ++lIt;</div>
<div class="line"><a name="l00261"></a><span class="lineno"> 261</span>  ++uIt;</div>
<div class="line"><a name="l00262"></a><span class="lineno"> 262</span>  }</div>
<div class="line"><a name="l00263"></a><span class="lineno"> 263</span> <span class="preprocessor">#endif</span></div>
<div class="line"><a name="l00264"></a><span class="lineno"> 264</span> <span class="preprocessor"></span> m_lu.coeffRefUpper(rrow, col) = newCoeff;</div>
<div class="line"><a name="l00265"></a><span class="lineno"> 265</span>  }</div>
<div class="line"><a name="l00266"></a><span class="lineno"> 266</span> </div>
<div class="line"><a name="l00267"></a><span class="lineno"> 267</span> </div>
<div class="line"><a name="l00268"></a><span class="lineno"> 268</span>  <span class="comment">//Diag matrix update</span></div>
<div class="line"><a name="l00269"></a><span class="lineno"> 269</span>  <span class="keyword">typename</span> MatrixType::InnerLowerIterator lIt(m_lu, row);</div>
<div class="line"><a name="l00270"></a><span class="lineno"> 270</span>  <span class="keyword">typename</span> MatrixType::InnerUpperIterator uIt(m_lu, row);</div>
<div class="line"><a name="l00271"></a><span class="lineno"> 271</span> </div>
<div class="line"><a name="l00272"></a><span class="lineno"> 272</span>  <span class="keyword">const</span> Index offset = lIt.col() - uIt.row();</div>
<div class="line"><a name="l00273"></a><span class="lineno"> 273</span> </div>
<div class="line"><a name="l00274"></a><span class="lineno"> 274</span> </div>
<div class="line"><a name="l00275"></a><span class="lineno"> 275</span>  Index stop = offset > 0 ? lIt.size() : uIt.size();</div>
<div class="line"><a name="l00276"></a><span class="lineno"> 276</span> <span class="preprocessor">#ifdef VECTORIZE</span></div>
<div class="line"><a name="l00277"></a><span class="lineno"> 277</span> <span class="preprocessor"></span> Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop);</div>
<div class="line"><a name="l00278"></a><span class="lineno"> 278</span>  Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop);</div>
<div class="line"><a name="l00279"></a><span class="lineno"> 279</span>  Scalar newCoeff = m_lu.coeffDiag(row) - rowVal.dot(colVal);</div>
<div class="line"><a name="l00280"></a><span class="lineno"> 280</span> <span class="preprocessor">#else</span></div>
<div class="line"><a name="l00281"></a><span class="lineno"> 281</span> <span class="preprocessor"></span> <span class="keywordflow">if</span> (offset > 0) <span class="comment">//Skip zero value of lIt</span></div>
<div class="line"><a name="l00282"></a><span class="lineno"> 282</span>  uIt += offset;</div>
<div class="line"><a name="l00283"></a><span class="lineno"> 283</span>  <span class="keywordflow">else</span> <span class="comment">//Skip zero values of uIt</span></div>
<div class="line"><a name="l00284"></a><span class="lineno"> 284</span>  lIt += -offset;</div>
<div class="line"><a name="l00285"></a><span class="lineno"> 285</span>  Scalar newCoeff = m_lu.coeffDiag(row);</div>
<div class="line"><a name="l00286"></a><span class="lineno"> 286</span>  <span class="keywordflow">for</span> (Index k = 0; k < stop; ++k) {</div>
<div class="line"><a name="l00287"></a><span class="lineno"> 287</span>  <span class="keyword">const</span> Scalar tmp = newCoeff;</div>
<div class="line"><a name="l00288"></a><span class="lineno"> 288</span>  newCoeff = tmp - lIt.value() * uIt.value();</div>
<div class="line"><a name="l00289"></a><span class="lineno"> 289</span>  ++lIt;</div>
<div class="line"><a name="l00290"></a><span class="lineno"> 290</span>  ++uIt;</div>
<div class="line"><a name="l00291"></a><span class="lineno"> 291</span>  }</div>
<div class="line"><a name="l00292"></a><span class="lineno"> 292</span> <span class="preprocessor">#endif</span></div>
<div class="line"><a name="l00293"></a><span class="lineno"> 293</span> <span class="preprocessor"></span> m_lu.coeffRefDiag(row) = newCoeff;</div>
<div class="line"><a name="l00294"></a><span class="lineno"> 294</span>  }</div>
<div class="line"><a name="l00295"></a><span class="lineno"> 295</span> }</div>
<div class="line"><a name="l00296"></a><span class="lineno"> 296</span> </div>
<div class="line"><a name="l00305"></a><span class="lineno"> 305</span> <span class="keyword">template</span><<span class="keyword">typename</span> MatrixType></div>
<div class="line"><a name="l00306"></a><span class="lineno"> 306</span> <span class="keyword">template</span><<span class="keyword">typename</span> BDerived, <span class="keyword">typename</span> XDerived></div>
<div class="line"><a name="l00307"></a><span class="lineno"><a class="line" href="classEigen_1_1SkylineInplaceLU.html#a62ff65772ecf9f45bba123bdff524b31"> 307</a></span> <span class="keywordtype">bool</span> <a class="code" href="classEigen_1_1SkylineInplaceLU.html#a62ff65772ecf9f45bba123bdff524b31">SkylineInplaceLU<MatrixType>::solve</a>(<span class="keyword">const</span> MatrixBase<BDerived> &b, MatrixBase<XDerived>* x, <span class="keyword">const</span> <span class="keywordtype">int</span> transposed)<span class="keyword"> const </span>{</div>
<div class="line"><a name="l00308"></a><span class="lineno"> 308</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> rows = m_lu.rows();</div>
<div class="line"><a name="l00309"></a><span class="lineno"> 309</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> cols = m_lu.cols();</div>
<div class="line"><a name="l00310"></a><span class="lineno"> 310</span> </div>
<div class="line"><a name="l00311"></a><span class="lineno"> 311</span> </div>
<div class="line"><a name="l00312"></a><span class="lineno"> 312</span>  <span class="keywordflow">for</span> (Index row = 0; row < rows; row++) {</div>
<div class="line"><a name="l00313"></a><span class="lineno"> 313</span>  x->coeffRef(row) = b.coeff(row);</div>
<div class="line"><a name="l00314"></a><span class="lineno"> 314</span>  Scalar newVal = x->coeff(row);</div>
<div class="line"><a name="l00315"></a><span class="lineno"> 315</span>  <span class="keyword">typename</span> MatrixType::InnerLowerIterator lIt(m_lu, row);</div>
<div class="line"><a name="l00316"></a><span class="lineno"> 316</span> </div>
<div class="line"><a name="l00317"></a><span class="lineno"> 317</span>  Index col = lIt.col();</div>
<div class="line"><a name="l00318"></a><span class="lineno"> 318</span>  <span class="keywordflow">while</span> (lIt.col() < row) {</div>
<div class="line"><a name="l00319"></a><span class="lineno"> 319</span> </div>
<div class="line"><a name="l00320"></a><span class="lineno"> 320</span>  newVal -= x->coeff(col++) * lIt.value();</div>
<div class="line"><a name="l00321"></a><span class="lineno"> 321</span>  ++lIt;</div>
<div class="line"><a name="l00322"></a><span class="lineno"> 322</span>  }</div>
<div class="line"><a name="l00323"></a><span class="lineno"> 323</span> </div>
<div class="line"><a name="l00324"></a><span class="lineno"> 324</span>  x->coeffRef(row) = newVal;</div>
<div class="line"><a name="l00325"></a><span class="lineno"> 325</span>  }</div>
<div class="line"><a name="l00326"></a><span class="lineno"> 326</span> </div>
<div class="line"><a name="l00327"></a><span class="lineno"> 327</span> </div>
<div class="line"><a name="l00328"></a><span class="lineno"> 328</span>  <span class="keywordflow">for</span> (Index col = rows - 1; col > 0; col--) {</div>
<div class="line"><a name="l00329"></a><span class="lineno"> 329</span>  x->coeffRef(col) = x->coeff(col) / m_lu.coeffDiag(col);</div>
<div class="line"><a name="l00330"></a><span class="lineno"> 330</span> </div>
<div class="line"><a name="l00331"></a><span class="lineno"> 331</span>  <span class="keyword">const</span> Scalar x_col = x->coeff(col);</div>
<div class="line"><a name="l00332"></a><span class="lineno"> 332</span> </div>
<div class="line"><a name="l00333"></a><span class="lineno"> 333</span>  <span class="keyword">typename</span> MatrixType::InnerUpperIterator uIt(m_lu, col);</div>
<div class="line"><a name="l00334"></a><span class="lineno"> 334</span>  uIt += uIt.size()-1;</div>
<div class="line"><a name="l00335"></a><span class="lineno"> 335</span> </div>
<div class="line"><a name="l00336"></a><span class="lineno"> 336</span> </div>
<div class="line"><a name="l00337"></a><span class="lineno"> 337</span>  <span class="keywordflow">while</span> (uIt) {</div>
<div class="line"><a name="l00338"></a><span class="lineno"> 338</span>  x->coeffRef(uIt.row()) -= x_col * uIt.value();</div>
<div class="line"><a name="l00339"></a><span class="lineno"> 339</span>  <span class="comment">//TODO : introduce --operator</span></div>
<div class="line"><a name="l00340"></a><span class="lineno"> 340</span>  uIt += -1;</div>
<div class="line"><a name="l00341"></a><span class="lineno"> 341</span>  }</div>
<div class="line"><a name="l00342"></a><span class="lineno"> 342</span> </div>
<div class="line"><a name="l00343"></a><span class="lineno"> 343</span> </div>
<div class="line"><a name="l00344"></a><span class="lineno"> 344</span>  }</div>
<div class="line"><a name="l00345"></a><span class="lineno"> 345</span>  x->coeffRef(0) = x->coeff(0) / m_lu.coeffDiag(0);</div>
<div class="line"><a name="l00346"></a><span class="lineno"> 346</span> </div>
<div class="line"><a name="l00347"></a><span class="lineno"> 347</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
<div class="line"><a name="l00348"></a><span class="lineno"> 348</span> }</div>
<div class="line"><a name="l00349"></a><span class="lineno"> 349</span> </div>
<div class="line"><a name="l00350"></a><span class="lineno"> 350</span> } <span class="comment">// end namespace Eigen</span></div>
<div class="line"><a name="l00351"></a><span class="lineno"> 351</span> </div>
<div class="line"><a name="l00352"></a><span class="lineno"> 352</span> <span class="preprocessor">#endif // EIGEN_SKYLINELU_H</span></div>
<div class="ttc" id="classEigen_1_1SkylineInplaceLU_html_a4993c97a669fa259c6574a18d547c117"><div class="ttname"><a href="classEigen_1_1SkylineInplaceLU.html#a4993c97a669fa259c6574a18d547c117">Eigen::SkylineInplaceLU::compute</a></div><div class="ttdeci">void compute()</div><div class="ttdef"><b>Definition:</b> SkylineInplaceLU.h:120</div></div>
<div class="ttc" id="classEigen_1_1SkylineInplaceLU_html_a5f944e30665d7e6775691e5fc63e9dc7"><div class="ttname"><a href="classEigen_1_1SkylineInplaceLU.html#a5f944e30665d7e6775691e5fc63e9dc7">Eigen::SkylineInplaceLU::flags</a></div><div class="ttdeci">int flags() const </div><div class="ttdef"><b>Definition:</b> SkylineInplaceLU.h:76</div></div>
<div class="ttc" id="classEigen_1_1SkylineInplaceLU_html"><div class="ttname"><a href="classEigen_1_1SkylineInplaceLU.html">Eigen::SkylineInplaceLU</a></div><div class="ttdoc">Inplace LU decomposition of a skyline matrix and associated features. </div><div class="ttdef"><b>Definition:</b> SkylineInplaceLU.h:25</div></div>
<div class="ttc" id="classEigen_1_1SkylineInplaceLU_html_a62ff65772ecf9f45bba123bdff524b31"><div class="ttname"><a href="classEigen_1_1SkylineInplaceLU.html#a62ff65772ecf9f45bba123bdff524b31">Eigen::SkylineInplaceLU::solve</a></div><div class="ttdeci">bool solve(const MatrixBase< BDerived > &b, MatrixBase< XDerived > *x, const int transposed=0) const </div><div class="ttdef"><b>Definition:</b> SkylineInplaceLU.h:307</div></div>
<div class="ttc" id="classEigen_1_1SkylineInplaceLU_html_a9ff21cd2cb5ff6d358bb3eef3fbc4b3d"><div class="ttname"><a href="classEigen_1_1SkylineInplaceLU.html#a9ff21cd2cb5ff6d358bb3eef3fbc4b3d">Eigen::SkylineInplaceLU::succeeded</a></div><div class="ttdeci">bool succeeded(void) const </div><div class="ttdef"><b>Definition:</b> SkylineInplaceLU.h:103</div></div>
<div class="ttc" id="classEigen_1_1SkylineInplaceLU_html_a9f29e5457641fae1b405b144a8206ca5"><div class="ttname"><a href="classEigen_1_1SkylineInplaceLU.html#a9f29e5457641fae1b405b144a8206ca5">Eigen::SkylineInplaceLU::setFlags</a></div><div class="ttdeci">void setFlags(int f)</div><div class="ttdef"><b>Definition:</b> SkylineInplaceLU.h:71</div></div>
<div class="ttc" id="classEigen_1_1SkylineInplaceLU_html_abe5bb554978d7584795e2ebd121115aa"><div class="ttname"><a href="classEigen_1_1SkylineInplaceLU.html#abe5bb554978d7584795e2ebd121115aa">Eigen::SkylineInplaceLU::precision</a></div><div class="ttdeci">RealScalar precision() const </div><div class="ttdef"><b>Definition:</b> SkylineInplaceLU.h:59</div></div>
<div class="ttc" id="classEigen_1_1SkylineInplaceLU_html_a117b7ef0aaa2c7684fa235c0ab98e7cf"><div class="ttname"><a href="classEigen_1_1SkylineInplaceLU.html#a117b7ef0aaa2c7684fa235c0ab98e7cf">Eigen::SkylineInplaceLU::SkylineInplaceLU</a></div><div class="ttdeci">SkylineInplaceLU(MatrixType &matrix, int flags=0)</div><div class="ttdef"><b>Definition:</b> SkylineInplaceLU.h:36</div></div>
<div class="ttc" id="classEigen_1_1SkylineInplaceLU_html_a7bc6e7b398a8db1c0d746fecbf367c1d"><div class="ttname"><a href="classEigen_1_1SkylineInplaceLU.html#a7bc6e7b398a8db1c0d746fecbf367c1d">Eigen::SkylineInplaceLU::setPrecision</a></div><div class="ttdeci">void setPrecision(RealScalar v)</div><div class="ttdef"><b>Definition:</b> SkylineInplaceLU.h:52</div></div>
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