Re: [eigen] Problem with LU and Cholesky inversion |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] Problem with LU and Cholesky inversion*From*: "Gael Guennebaud" <gael.guennebaud@xxxxxxxxx>*Date*: Fri, 10 Oct 2008 20:53:07 +0200*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:received:received:message-id:date:from:to :subject:in-reply-to:mime-version:content-type:references; bh=qOHalbK7Wth/jMzEsxqG51Th692k8KUivdGUUsUio3A=; b=vUimA/zyhWWlCw7KyZDC/6DGWWJRI5ZYq/XsmzkdArfD5jO95eeH9X2ZDSHhmtf4E6 zCRa2cbiyYgMapEnDp4/aMGj2Td1KN5prXFujmdBMohU8rHDIamUKcpzeNkK1KP30Ro5 InkkG4K7Dgn5zEkmqHOV05754vw/AoBsN1NIw=*Domainkey-signature*: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=message-id:date:from:to:subject:in-reply-to:mime-version :content-type:references; b=utYHTvtNg3BZfEsEh4u2GU9OuNqIiczEE7aSndwD9Tj3PG9ZxAkaHZkGuFeoKM9TH1 z3hB4WRzs886jmqsR6uAKLeDgw/xD8k8MSoP/zz53Amyk49dvby3eTeDZ0i9O6Cb7rGM GgzhNg1j/EE3+vAc2KFuwpF0N9d1FrEdRxYgQ=

Hi all,

as I said the problem is in solveTriangular(), there is a FIXME. In fact, it assumes the right hand side is column major. If it is not we should copy it to a column major one (allows much faster code), but I don't have time for that right now....

cheers,

gael.

On Fri, Oct 10, 2008 at 5:22 PM, Timothy Hunter <tjhunter@xxxxxxxxxxxx> wrote:

At one point, I was trying to figure out what was wrong in the

.solve() method of the cholesky decomposition and I decomposed the

solveTriangular(diag inverse(solveTriangular())) to check each step.

It had an assert failure about the row major bit.

Let me check if I can get this code back.

On Fri, Oct 10, 2008 at 7:35 AM, Benoît Jacob <jacob@xxxxxxxxxxxxxxx> wrote:

> The spamming continues...

>

> The LU::solve() actually does evaluate its argument b into a matrix c and uses

> only c from that point on... in particular it calls solveTriangular on c

> only... so I really don't understand why it has trouble.

>

> Moreover I added this test in test/lu.cpp:

>

> // unit-test for a bad bug that escaped us for a long time:

> // make sure that LU::solve() works well when passed an _expression_

> m4 = (m1*m2).transpose();

> lu.solve(m4.transpose(), &m2);

> VERIFY_IS_APPROX(m4.transpose(), m1*m2);

>

> This test succeeds ! This is strange as it seems the same as Timothy's code

> which makes LU::solve() fail.

>

> I'm puzzled!

> Benoit

>

>

> On Friday 10 October 2008 15:20:21 Benoît Jacob wrote:

>> Hm I read too fast: indeed we also have the same problem in LU.... which is

>> my baby i.e. my fault.

>>

>> Still not decided whether the right approach is to evaluate or to

>> nest-by-value...

>>

>> Cheers,

>> Benoit

>>

>> On Friday 10 October 2008 15:04:01 Benoît Jacob wrote:

>> > On Friday 10 October 2008 14:58:18 Benoît Jacob wrote:

>> > > Did you forget a nestByValue() ?

>> >

>> > Replying to myself: hm, rather a .eval() of course as a solver typically

>> > uses each coeff many times.

>> >

>> > By the way: the solve() API in Cholesky is not homogeneous with the other

>> > solvers, it returns by value while the other solvers have a C-style API.

>> > Can you harmonize that by the way?

>> >

>> > Cheers,

>> > Benoit

>> >

>> > ---

>>

>> ---

>

>

>

> ---

>

>

**Follow-Ups**:**Re: [eigen] Problem with LU and Cholesky inversion***From:*jacob

**Re: [eigen] Problem with LU and Cholesky inversion***From:*Gael Guennebaud

**References**:**[eigen] Problem with LU and Cholesky inversion***From:*Timothy Hunter

**Re: [eigen] Problem with LU and Cholesky inversion***From:*Benoît Jacob

**Re: [eigen] Problem with LU and Cholesky inversion***From:*Benoît Jacob

**Re: [eigen] Problem with LU and Cholesky inversion***From:*Benoît Jacob

**Re: [eigen] Problem with LU and Cholesky inversion***From:*Timothy Hunter

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