// This file is part of Eigen, a lightweight C++ template library // for linear algebra. Eigen itself is part of the KDE project. // // Copyright (C) 2008 Benoit Jacob // // Eigen is free software; you can redistribute it and/or // modify it under the terms of the GNU Lesser General Public // License as published by the Free Software Foundation; either // version 3 of the License, or (at your option) any later version. // // Alternatively, you can redistribute it and/or // modify it under the terms of the GNU General Public License as // published by the Free Software Foundation; either version 2 of // the License, or (at your option) any later version. // // Eigen is distributed in the hope that it will be useful, but WITHOUT ANY // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS // FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the // GNU General Public License for more details. // // You should have received a copy of the GNU Lesser General Public // License and a copy of the GNU General Public License along with // Eigen. If not, see . #ifndef EIGEN_INVERSE_H #define EIGEN_INVERSE_H /******************************************************************** *** Part 1 : optimized implementations for fixed-size 2,3,4 cases *** ********************************************************************/ template void ei_compute_inverse_in_size2_case(const MatrixType& matrix, MatrixType* result) { typedef typename MatrixType::Scalar Scalar; const Scalar invdet = Scalar(1) / matrix.determinant(); result->coeffRef(0,0) = matrix.coeff(1,1) * invdet; result->coeffRef(1,0) = -matrix.coeff(1,0) * invdet; result->coeffRef(0,1) = -matrix.coeff(0,1) * invdet; result->coeffRef(1,1) = matrix.coeff(0,0) * invdet; } template bool ei_compute_inverse_in_size2_case_with_check(const XprType& matrix, MatrixType* result) { typedef typename MatrixType::Scalar Scalar; const Scalar det = matrix.determinant(); if(ei_isMuchSmallerThan(det, matrix.cwise().abs().maxCoeff())) return false; const Scalar invdet = Scalar(1) / det; result->coeffRef(0,0) = matrix.coeff(1,1) * invdet; result->coeffRef(1,0) = -matrix.coeff(1,0) * invdet; result->coeffRef(0,1) = -matrix.coeff(0,1) * invdet; result->coeffRef(1,1) = matrix.coeff(0,0) * invdet; return true; } template void ei_compute_inverse_in_size3_case(const MatrixType& matrix, MatrixType* result) { typedef typename MatrixType::Scalar Scalar; const Scalar det_minor00 = matrix.minor(0,0).determinant(); const Scalar det_minor10 = matrix.minor(1,0).determinant(); const Scalar det_minor20 = matrix.minor(2,0).determinant(); const Scalar invdet = Scalar(1) / ( det_minor00 * matrix.coeff(0,0) - det_minor10 * matrix.coeff(1,0) + det_minor20 * matrix.coeff(2,0) ); result->coeffRef(0, 0) = det_minor00 * invdet; result->coeffRef(0, 1) = -det_minor10 * invdet; result->coeffRef(0, 2) = det_minor20 * invdet; result->coeffRef(1, 0) = -matrix.minor(0,1).determinant() * invdet; result->coeffRef(1, 1) = matrix.minor(1,1).determinant() * invdet; result->coeffRef(1, 2) = -matrix.minor(2,1).determinant() * invdet; result->coeffRef(2, 0) = matrix.minor(0,2).determinant() * invdet; result->coeffRef(2, 1) = -matrix.minor(1,2).determinant() * invdet; result->coeffRef(2, 2) = matrix.minor(2,2).determinant() * invdet; } template bool ei_compute_inverse_in_size4_case_helper(const MatrixType& matrix, MatrixType* result) { /* Let's split M into four 2x2 blocks: * (P Q) * (R S) * If P is invertible, with inverse denoted by P_inverse, and if * (S - R*P_inverse*Q) is also invertible, then the inverse of M is * (P' Q') * (R' S') * where * S' = (S - R*P_inverse*Q)^(-1) * P' = P1 + (P1*Q) * S' *(R*P_inverse) * Q' = -(P_inverse*Q) * S' * R' = -S' * (R*P_inverse) */ typedef Block XprBlock22; typedef typename MatrixBase::PlainMatrixType Block22; Block22 P_inverse; if(ei_compute_inverse_in_size2_case_with_check(matrix.template block<2,2>(0,0), &P_inverse)) { const Block22 Q = matrix.template block<2,2>(0,2); const Block22 P_inverse_times_Q = P_inverse * Q; const XprBlock22 R = matrix.template block<2,2>(2,0); const Block22 R_times_P_inverse = R * P_inverse; const Block22 R_times_P_inverse_times_Q = R_times_P_inverse * Q; const XprBlock22 S = matrix.template block<2,2>(2,2); const Block22 X = S - R_times_P_inverse_times_Q; Block22 Y; ei_compute_inverse_in_size2_case(X, &Y); result->template block<2,2>(2,2) = Y; result->template block<2,2>(2,0) = - Y * R_times_P_inverse; const Block22 Z = P_inverse_times_Q * Y; result->template block<2,2>(0,2) = - Z; result->template block<2,2>(0,0) = P_inverse + Z * R_times_P_inverse; return true; } else { return false; } } template void ei_compute_inverse_in_size4_case(const MatrixType& matrix, MatrixType* result) { if(ei_compute_inverse_in_size4_case_helper(matrix, result)) { // good ! The topleft 2x2 block was invertible, so the 2x2 blocks approach is successful. return; } else { // rare case: the topleft 2x2 block is not invertible (but the matrix itself is assumed to be). // since this is a rare case, we don't need to optimize it. We just want to handle it with little // additional code. MatrixType m(matrix); m.row(0).swap(m.row(2)); m.row(1).swap(m.row(3)); if(ei_compute_inverse_in_size4_case_helper(m, result)) { // good, the topleft 2x2 block of m is invertible. Since m is different from matrix in that some // rows were permuted, the actual inverse of matrix is derived from the inverse of m by permuting // the corresponding columns. result->col(0).swap(result->col(2)); result->col(1).swap(result->col(3)); } else { // last possible case. Since matrix is assumed to be invertible, this last case has to work. // first, undo the swaps previously made m.row(0).swap(m.row(2)); m.row(1).swap(m.row(3)); // swap row 0 with the the row among 0 and 1 that has the biggest 2 first coeffs int swap0with = ei_abs(m.coeff(0,0))+ei_abs(m.coeff(0,1))>ei_abs(m.coeff(1,0))+ei_abs(m.coeff(1,1)) ? 0 : 1; m.row(0).swap(m.row(swap0with)); // swap row 1 with the the row among 2 and 3 that has the biggest 2 first coeffs int swap1with = ei_abs(m.coeff(2,0))+ei_abs(m.coeff(2,1))>ei_abs(m.coeff(3,0))+ei_abs(m.coeff(3,1)) ? 2 : 3; m.row(1).swap(m.row(swap1with)); ei_compute_inverse_in_size4_case_helper(m, result); result->col(1).swap(result->col(swap1with)); result->col(0).swap(result->col(swap0with)); } } } /*********************************************** *** Part 2 : selector and MatrixBase methods *** ***********************************************/ template struct ei_compute_inverse { static inline void run(const MatrixType& matrix, MatrixType* result) { LU lu(matrix); lu.computeInverse(result); } }; template struct ei_compute_inverse { static inline void run(const MatrixType& matrix, MatrixType* result) { typedef typename MatrixType::Scalar Scalar; result->coeffRef(0,0) = Scalar(1) / matrix.coeff(0,0); } }; template struct ei_compute_inverse { static inline void run(const MatrixType& matrix, MatrixType* result) { ei_compute_inverse_in_size2_case(matrix, result); } }; template struct ei_compute_inverse { static inline void run(const MatrixType& matrix, MatrixType* result) { ei_compute_inverse_in_size3_case(matrix, result); } }; template struct ei_compute_inverse { static inline void run(const MatrixType& matrix, MatrixType* result) { ei_compute_inverse_in_size4_case(matrix, result); } }; /** \lu_module * * Computes the matrix inverse of this matrix. * * \note This matrix must be invertible, otherwise the result is undefined. * * \param result Pointer to the matrix in which to store the result. * * Example: \include MatrixBase_computeInverse.cpp * Output: \verbinclude MatrixBase_computeInverse.out * * \sa inverse() */ template inline void MatrixBase::computeInverse(PlainMatrixType *result) const { ei_assert(rows() == cols()); EIGEN_STATIC_ASSERT(NumTraits::HasFloatingPoint,NUMERIC_TYPE_MUST_BE_FLOATING_POINT) ei_compute_inverse::run(eval(), result); } /** \lu_module * * \returns the matrix inverse of this matrix. * * \note This matrix must be invertible, otherwise the result is undefined. * * \note This method returns a matrix by value, which can be inefficient. To avoid that overhead, * use computeInverse() instead. * * Example: \include MatrixBase_inverse.cpp * Output: \verbinclude MatrixBase_inverse.out * * \sa computeInverse() */ template inline const typename MatrixBase::PlainMatrixType MatrixBase::inverse() const { PlainMatrixType result(rows(), cols()); computeInverse(&result); return result; } #endif // EIGEN_INVERSE_H