Re: [eigen] Specializing max_coeff_visitor for some number types

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On 07.04.2014 12:30, Marc Glisse wrote:
Hello,

as far as I understand, Eigen uses max_coeff_visitor internally to
determine the best pivot to use. And its notion of "best" is the largest
in absolute value, which makes a lot of sense for float/double. For
other number types, I may have a different notion of best. For example,
for a rational, I may want to pick the "simplest" non-zero coefficient,
to avoid an explosion in coefficient size. For interval arithmetic, I
may want to compare only the lower bounds of the absolute values, or
maybe involve the width somehow, but if we call operator< on [.9,1.1]
and [.8,1.2], we have lost.

As a quick hack, it looks like I can specialize scalar_abs_op to return
something other than the absolute value, but that's ugly and I have to
hope that abs is not used anywhere else in Eigen for other purposes.

Any advice?

I would object redefining max_coeff_visitor or scalar_abs_op only to make decompositions work.
E.g., if I have an array of intervals
  [ (0.15, 0.3), (-0.1, -0.05), (-0.3, 0.2) ]
I would like .abs() return:
  [ (0.15, 0.3), (0.05, 0.1), (0, 0.3) ]
And maxCoeff(Index*) should not be possible, since the type is not well-ordered (either the first or the last could be the biggest).
maxCoeff() is possible, on the other hand, because
  max((a,b), (c,d))==(max(a,c), max(b,d))

I would rather suggest to out-factor a method find_best_pivot which then can be specialized for special types. For interval types, I guess the element with the biggest lower bound is generally to be preferred (however it depends on if you want to determine the best possible decomposition for a given matrix, or the worst-case scenario what could happen when decomposing with standard floating point types).


Christoph

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Dipl.-Inf., Dipl.-Math. Christoph Hertzberg
Cartesium 0.049
Universität Bremen
Enrique-Schmidt-Straße 5
28359 Bremen

Tel: +49 (421) 218-64252
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