0000750: Endless loop in sketch solver
This commit is contained in:
parent
d9e0cbe6cb
commit
c6f7fd7462
|
@ -30,6 +30,105 @@
|
|||
#include <boost/graph/adjacency_list.hpp>
|
||||
#include <boost/graph/connected_components.hpp>
|
||||
|
||||
// http://sourceforge.net/apps/phpbb/free-cad/viewtopic.php?f=3&t=4651&start=40
|
||||
namespace Eigen {
|
||||
|
||||
typedef Matrix<double,-1,-1,0,-1,-1> MatrixdType;
|
||||
template<>
|
||||
FullPivLU<MatrixdType>& FullPivLU<MatrixdType>::compute(const MatrixdType& matrix)
|
||||
{
|
||||
m_isInitialized = true;
|
||||
m_lu = matrix;
|
||||
|
||||
const Index size = matrix.diagonalSize();
|
||||
const Index rows = matrix.rows();
|
||||
const Index cols = matrix.cols();
|
||||
|
||||
// will store the transpositions, before we accumulate them at the end.
|
||||
// can't accumulate on-the-fly because that will be done in reverse order for the rows.
|
||||
m_rowsTranspositions.resize(matrix.rows());
|
||||
m_colsTranspositions.resize(matrix.cols());
|
||||
Index number_of_transpositions = 0; // number of NONTRIVIAL transpositions, i.e. m_rowsTranspositions[i]!=i
|
||||
|
||||
m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case)
|
||||
m_maxpivot = RealScalar(0);
|
||||
RealScalar cutoff(0);
|
||||
|
||||
for(Index k = 0; k < size; ++k)
|
||||
{
|
||||
// First, we need to find the pivot.
|
||||
|
||||
// biggest coefficient in the remaining bottom-right corner (starting at row k, col k)
|
||||
Index row_of_biggest_in_corner, col_of_biggest_in_corner;
|
||||
RealScalar biggest_in_corner;
|
||||
biggest_in_corner = m_lu.bottomRightCorner(rows-k, cols-k)
|
||||
.cwiseAbs()
|
||||
.maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner);
|
||||
row_of_biggest_in_corner += k; // correct the values! since they were computed in the corner,
|
||||
col_of_biggest_in_corner += k; // need to add k to them.
|
||||
|
||||
// when k==0, biggest_in_corner is the biggest coeff absolute value in the original matrix
|
||||
if(k == 0) cutoff = biggest_in_corner * NumTraits<Scalar>::epsilon();
|
||||
|
||||
// if the pivot (hence the corner) is "zero", terminate to avoid generating nan/inf values.
|
||||
// Notice that using an exact comparison (biggest_in_corner==0) here, as Golub-van Loan do in
|
||||
// their pseudo-code, results in numerical instability! The cutoff here has been validated
|
||||
// by running the unit test 'lu' with many repetitions.
|
||||
if(biggest_in_corner < cutoff)
|
||||
{
|
||||
// before exiting, make sure to initialize the still uninitialized transpositions
|
||||
// in a sane state without destroying what we already have.
|
||||
m_nonzero_pivots = k;
|
||||
for(Index i = k; i < size; ++i)
|
||||
{
|
||||
m_rowsTranspositions.coeffRef(i) = i;
|
||||
m_colsTranspositions.coeffRef(i) = i;
|
||||
}
|
||||
break;
|
||||
}
|
||||
|
||||
if(biggest_in_corner > m_maxpivot) m_maxpivot = biggest_in_corner;
|
||||
|
||||
// Now that we've found the pivot, we need to apply the row/col swaps to
|
||||
// bring it to the location (k,k).
|
||||
|
||||
m_rowsTranspositions.coeffRef(k) = row_of_biggest_in_corner;
|
||||
m_colsTranspositions.coeffRef(k) = col_of_biggest_in_corner;
|
||||
if(k != row_of_biggest_in_corner) {
|
||||
m_lu.row(k).swap(m_lu.row(row_of_biggest_in_corner));
|
||||
++number_of_transpositions;
|
||||
}
|
||||
if(k != col_of_biggest_in_corner) {
|
||||
m_lu.col(k).swap(m_lu.col(col_of_biggest_in_corner));
|
||||
++number_of_transpositions;
|
||||
}
|
||||
|
||||
// Now that the pivot is at the right location, we update the remaining
|
||||
// bottom-right corner by Gaussian elimination.
|
||||
|
||||
if(k<rows-1)
|
||||
m_lu.col(k).tail(rows-k-1) /= m_lu.coeff(k,k);
|
||||
if(k<size-1)
|
||||
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);
|
||||
}
|
||||
|
||||
// the main loop is over, we still have to accumulate the transpositions to find the
|
||||
// permutations P and Q
|
||||
|
||||
m_p.setIdentity(rows);
|
||||
for(Index k = size-1; k >= 0; --k)
|
||||
m_p.applyTranspositionOnTheRight(k, m_rowsTranspositions.coeff(k));
|
||||
|
||||
m_q.setIdentity(cols);
|
||||
for(Index k = 0; k < size; ++k)
|
||||
m_q.applyTranspositionOnTheRight(k, m_colsTranspositions.coeff(k));
|
||||
|
||||
m_det_pq = (number_of_transpositions%2) ? -1 : 1;
|
||||
return *this;
|
||||
}
|
||||
|
||||
} // Eigen
|
||||
|
||||
namespace GCS
|
||||
{
|
||||
|
||||
|
|
Loading…
Reference in New Issue
Block a user