xref: /aosp_15_r20/external/eigen/Eigen/src/LU/InverseImpl.h (revision bf2c37156dfe67e5dfebd6d394bad8b2ab5804d4)
1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2008-2010 Benoit Jacob <[email protected]>
5 // Copyright (C) 2014 Gael Guennebaud <[email protected]>
6 //
7 // This Source Code Form is subject to the terms of the Mozilla
8 // Public License v. 2.0. If a copy of the MPL was not distributed
9 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
10 
11 #ifndef EIGEN_INVERSE_IMPL_H
12 #define EIGEN_INVERSE_IMPL_H
13 
14 namespace Eigen {
15 
16 namespace internal {
17 
18 /**********************************
19 *** General case implementation ***
20 **********************************/
21 
22 template<typename MatrixType, typename ResultType, int Size = MatrixType::RowsAtCompileTime>
23 struct compute_inverse
24 {
25   EIGEN_DEVICE_FUNC
runcompute_inverse26   static inline void run(const MatrixType& matrix, ResultType& result)
27   {
28     result = matrix.partialPivLu().inverse();
29   }
30 };
31 
32 template<typename MatrixType, typename ResultType, int Size = MatrixType::RowsAtCompileTime>
33 struct compute_inverse_and_det_with_check { /* nothing! general case not supported. */ };
34 
35 /****************************
36 *** Size 1 implementation ***
37 ****************************/
38 
39 template<typename MatrixType, typename ResultType>
40 struct compute_inverse<MatrixType, ResultType, 1>
41 {
42   EIGEN_DEVICE_FUNC
43   static inline void run(const MatrixType& matrix, ResultType& result)
44   {
45     typedef typename MatrixType::Scalar Scalar;
46     internal::evaluator<MatrixType> matrixEval(matrix);
47     result.coeffRef(0,0) = Scalar(1) / matrixEval.coeff(0,0);
48   }
49 };
50 
51 template<typename MatrixType, typename ResultType>
52 struct compute_inverse_and_det_with_check<MatrixType, ResultType, 1>
53 {
54   EIGEN_DEVICE_FUNC
55   static inline void run(
56     const MatrixType& matrix,
57     const typename MatrixType::RealScalar& absDeterminantThreshold,
58     ResultType& result,
59     typename ResultType::Scalar& determinant,
60     bool& invertible
61   )
62   {
63     using std::abs;
64     determinant = matrix.coeff(0,0);
65     invertible = abs(determinant) > absDeterminantThreshold;
66     if(invertible) result.coeffRef(0,0) = typename ResultType::Scalar(1) / determinant;
67   }
68 };
69 
70 /****************************
71 *** Size 2 implementation ***
72 ****************************/
73 
74 template<typename MatrixType, typename ResultType>
75 EIGEN_DEVICE_FUNC
76 inline void compute_inverse_size2_helper(
77     const MatrixType& matrix, const typename ResultType::Scalar& invdet,
78     ResultType& result)
79 {
80   typename ResultType::Scalar temp = matrix.coeff(0,0);
81   result.coeffRef(0,0) =  matrix.coeff(1,1) * invdet;
82   result.coeffRef(1,0) = -matrix.coeff(1,0) * invdet;
83   result.coeffRef(0,1) = -matrix.coeff(0,1) * invdet;
84   result.coeffRef(1,1) =  temp * invdet;
85 }
86 
87 template<typename MatrixType, typename ResultType>
88 struct compute_inverse<MatrixType, ResultType, 2>
89 {
90   EIGEN_DEVICE_FUNC
91   static inline void run(const MatrixType& matrix, ResultType& result)
92   {
93     typedef typename ResultType::Scalar Scalar;
94     const Scalar invdet = typename MatrixType::Scalar(1) / matrix.determinant();
95     compute_inverse_size2_helper(matrix, invdet, result);
96   }
97 };
98 
99 template<typename MatrixType, typename ResultType>
100 struct compute_inverse_and_det_with_check<MatrixType, ResultType, 2>
101 {
102   EIGEN_DEVICE_FUNC
103   static inline void run(
104     const MatrixType& matrix,
105     const typename MatrixType::RealScalar& absDeterminantThreshold,
106     ResultType& inverse,
107     typename ResultType::Scalar& determinant,
108     bool& invertible
109   )
110   {
111     using std::abs;
112     typedef typename ResultType::Scalar Scalar;
113     determinant = matrix.determinant();
114     invertible = abs(determinant) > absDeterminantThreshold;
115     if(!invertible) return;
116     const Scalar invdet = Scalar(1) / determinant;
117     compute_inverse_size2_helper(matrix, invdet, inverse);
118   }
119 };
120 
121 /****************************
122 *** Size 3 implementation ***
123 ****************************/
124 
125 template<typename MatrixType, int i, int j>
126 EIGEN_DEVICE_FUNC
127 inline typename MatrixType::Scalar cofactor_3x3(const MatrixType& m)
128 {
129   enum {
130     i1 = (i+1) % 3,
131     i2 = (i+2) % 3,
132     j1 = (j+1) % 3,
133     j2 = (j+2) % 3
134   };
135   return m.coeff(i1, j1) * m.coeff(i2, j2)
136        - m.coeff(i1, j2) * m.coeff(i2, j1);
137 }
138 
139 template<typename MatrixType, typename ResultType>
140 EIGEN_DEVICE_FUNC
141 inline void compute_inverse_size3_helper(
142     const MatrixType& matrix,
143     const typename ResultType::Scalar& invdet,
144     const Matrix<typename ResultType::Scalar,3,1>& cofactors_col0,
145     ResultType& result)
146 {
147   // Compute cofactors in a way that avoids aliasing issues.
148   typedef typename ResultType::Scalar Scalar;
149   const Scalar c01 = cofactor_3x3<MatrixType,0,1>(matrix) * invdet;
150   const Scalar c11 = cofactor_3x3<MatrixType,1,1>(matrix) * invdet;
151   const Scalar c02 = cofactor_3x3<MatrixType,0,2>(matrix) * invdet;
152   result.coeffRef(1,2) =  cofactor_3x3<MatrixType,2,1>(matrix) * invdet;
153   result.coeffRef(2,1) =  cofactor_3x3<MatrixType,1,2>(matrix) * invdet;
154   result.coeffRef(2,2) =  cofactor_3x3<MatrixType,2,2>(matrix) * invdet;
155   result.coeffRef(1,0) =  c01;
156   result.coeffRef(1,1) =  c11;
157   result.coeffRef(2,0) =  c02;
158   result.row(0) = cofactors_col0 * invdet;
159 }
160 
161 template<typename MatrixType, typename ResultType>
162 struct compute_inverse<MatrixType, ResultType, 3>
163 {
164   EIGEN_DEVICE_FUNC
165   static inline void run(const MatrixType& matrix, ResultType& result)
166   {
167     typedef typename ResultType::Scalar Scalar;
168     Matrix<typename MatrixType::Scalar,3,1> cofactors_col0;
169     cofactors_col0.coeffRef(0) =  cofactor_3x3<MatrixType,0,0>(matrix);
170     cofactors_col0.coeffRef(1) =  cofactor_3x3<MatrixType,1,0>(matrix);
171     cofactors_col0.coeffRef(2) =  cofactor_3x3<MatrixType,2,0>(matrix);
172     const Scalar det = (cofactors_col0.cwiseProduct(matrix.col(0))).sum();
173     const Scalar invdet = Scalar(1) / det;
174     compute_inverse_size3_helper(matrix, invdet, cofactors_col0, result);
175   }
176 };
177 
178 template<typename MatrixType, typename ResultType>
179 struct compute_inverse_and_det_with_check<MatrixType, ResultType, 3>
180 {
181   EIGEN_DEVICE_FUNC
182   static inline void run(
183     const MatrixType& matrix,
184     const typename MatrixType::RealScalar& absDeterminantThreshold,
185     ResultType& inverse,
186     typename ResultType::Scalar& determinant,
187     bool& invertible
188   )
189   {
190     typedef typename ResultType::Scalar Scalar;
191     Matrix<Scalar,3,1> cofactors_col0;
192     cofactors_col0.coeffRef(0) =  cofactor_3x3<MatrixType,0,0>(matrix);
193     cofactors_col0.coeffRef(1) =  cofactor_3x3<MatrixType,1,0>(matrix);
194     cofactors_col0.coeffRef(2) =  cofactor_3x3<MatrixType,2,0>(matrix);
195     determinant = (cofactors_col0.cwiseProduct(matrix.col(0))).sum();
196     invertible = Eigen::numext::abs(determinant) > absDeterminantThreshold;
197     if(!invertible) return;
198     const Scalar invdet = Scalar(1) / determinant;
199     compute_inverse_size3_helper(matrix, invdet, cofactors_col0, inverse);
200   }
201 };
202 
203 /****************************
204 *** Size 4 implementation ***
205 ****************************/
206 
207 template<typename Derived>
208 EIGEN_DEVICE_FUNC
209 inline const typename Derived::Scalar general_det3_helper
210 (const MatrixBase<Derived>& matrix, int i1, int i2, int i3, int j1, int j2, int j3)
211 {
212   return matrix.coeff(i1,j1)
213          * (matrix.coeff(i2,j2) * matrix.coeff(i3,j3) - matrix.coeff(i2,j3) * matrix.coeff(i3,j2));
214 }
215 
216 template<typename MatrixType, int i, int j>
217 EIGEN_DEVICE_FUNC
218 inline typename MatrixType::Scalar cofactor_4x4(const MatrixType& matrix)
219 {
220   enum {
221     i1 = (i+1) % 4,
222     i2 = (i+2) % 4,
223     i3 = (i+3) % 4,
224     j1 = (j+1) % 4,
225     j2 = (j+2) % 4,
226     j3 = (j+3) % 4
227   };
228   return general_det3_helper(matrix, i1, i2, i3, j1, j2, j3)
229        + general_det3_helper(matrix, i2, i3, i1, j1, j2, j3)
230        + general_det3_helper(matrix, i3, i1, i2, j1, j2, j3);
231 }
232 
233 template<int Arch, typename Scalar, typename MatrixType, typename ResultType>
234 struct compute_inverse_size4
235 {
236   EIGEN_DEVICE_FUNC
237   static void run(const MatrixType& matrix, ResultType& result)
238   {
239     result.coeffRef(0,0) =  cofactor_4x4<MatrixType,0,0>(matrix);
240     result.coeffRef(1,0) = -cofactor_4x4<MatrixType,0,1>(matrix);
241     result.coeffRef(2,0) =  cofactor_4x4<MatrixType,0,2>(matrix);
242     result.coeffRef(3,0) = -cofactor_4x4<MatrixType,0,3>(matrix);
243     result.coeffRef(0,2) =  cofactor_4x4<MatrixType,2,0>(matrix);
244     result.coeffRef(1,2) = -cofactor_4x4<MatrixType,2,1>(matrix);
245     result.coeffRef(2,2) =  cofactor_4x4<MatrixType,2,2>(matrix);
246     result.coeffRef(3,2) = -cofactor_4x4<MatrixType,2,3>(matrix);
247     result.coeffRef(0,1) = -cofactor_4x4<MatrixType,1,0>(matrix);
248     result.coeffRef(1,1) =  cofactor_4x4<MatrixType,1,1>(matrix);
249     result.coeffRef(2,1) = -cofactor_4x4<MatrixType,1,2>(matrix);
250     result.coeffRef(3,1) =  cofactor_4x4<MatrixType,1,3>(matrix);
251     result.coeffRef(0,3) = -cofactor_4x4<MatrixType,3,0>(matrix);
252     result.coeffRef(1,3) =  cofactor_4x4<MatrixType,3,1>(matrix);
253     result.coeffRef(2,3) = -cofactor_4x4<MatrixType,3,2>(matrix);
254     result.coeffRef(3,3) =  cofactor_4x4<MatrixType,3,3>(matrix);
255     result /= (matrix.col(0).cwiseProduct(result.row(0).transpose())).sum();
256   }
257 };
258 
259 template<typename MatrixType, typename ResultType>
260 struct compute_inverse<MatrixType, ResultType, 4>
261  : compute_inverse_size4<Architecture::Target, typename MatrixType::Scalar,
262                             MatrixType, ResultType>
263 {
264 };
265 
266 template<typename MatrixType, typename ResultType>
267 struct compute_inverse_and_det_with_check<MatrixType, ResultType, 4>
268 {
269   EIGEN_DEVICE_FUNC
270   static inline void run(
271     const MatrixType& matrix,
272     const typename MatrixType::RealScalar& absDeterminantThreshold,
273     ResultType& inverse,
274     typename ResultType::Scalar& determinant,
275     bool& invertible
276   )
277   {
278     using std::abs;
279     determinant = matrix.determinant();
280     invertible = abs(determinant) > absDeterminantThreshold;
281     if(invertible && extract_data(matrix) != extract_data(inverse)) {
282       compute_inverse<MatrixType, ResultType>::run(matrix, inverse);
283     }
284     else if(invertible) {
285       MatrixType matrix_t = matrix;
286       compute_inverse<MatrixType, ResultType>::run(matrix_t, inverse);
287     }
288   }
289 };
290 
291 /*************************
292 *** MatrixBase methods ***
293 *************************/
294 
295 } // end namespace internal
296 
297 namespace internal {
298 
299 // Specialization for "dense = dense_xpr.inverse()"
300 template<typename DstXprType, typename XprType>
301 struct Assignment<DstXprType, Inverse<XprType>, internal::assign_op<typename DstXprType::Scalar,typename XprType::Scalar>, Dense2Dense>
302 {
303   typedef Inverse<XprType> SrcXprType;
304   EIGEN_DEVICE_FUNC
305   static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename XprType::Scalar> &)
306   {
307     Index dstRows = src.rows();
308     Index dstCols = src.cols();
309     if((dst.rows()!=dstRows) || (dst.cols()!=dstCols))
310       dst.resize(dstRows, dstCols);
311 
312     const int Size = EIGEN_PLAIN_ENUM_MIN(XprType::ColsAtCompileTime,DstXprType::ColsAtCompileTime);
313     EIGEN_ONLY_USED_FOR_DEBUG(Size);
314     eigen_assert(( (Size<=1) || (Size>4) || (extract_data(src.nestedExpression())!=extract_data(dst)))
315               && "Aliasing problem detected in inverse(), you need to do inverse().eval() here.");
316 
317     typedef typename internal::nested_eval<XprType,XprType::ColsAtCompileTime>::type  ActualXprType;
318     typedef typename internal::remove_all<ActualXprType>::type                        ActualXprTypeCleanded;
319 
320     ActualXprType actual_xpr(src.nestedExpression());
321 
322     compute_inverse<ActualXprTypeCleanded, DstXprType>::run(actual_xpr, dst);
323   }
324 };
325 
326 
327 } // end namespace internal
328 
329 /** \lu_module
330   *
331   * \returns the matrix inverse of this matrix.
332   *
333   * For small fixed sizes up to 4x4, this method uses cofactors.
334   * In the general case, this method uses class PartialPivLU.
335   *
336   * \note This matrix must be invertible, otherwise the result is undefined. If you need an
337   * invertibility check, do the following:
338   * \li for fixed sizes up to 4x4, use computeInverseAndDetWithCheck().
339   * \li for the general case, use class FullPivLU.
340   *
341   * Example: \include MatrixBase_inverse.cpp
342   * Output: \verbinclude MatrixBase_inverse.out
343   *
344   * \sa computeInverseAndDetWithCheck()
345   */
346 template<typename Derived>
347 EIGEN_DEVICE_FUNC
348 inline const Inverse<Derived> MatrixBase<Derived>::inverse() const
349 {
350   EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsInteger,THIS_FUNCTION_IS_NOT_FOR_INTEGER_NUMERIC_TYPES)
351   eigen_assert(rows() == cols());
352   return Inverse<Derived>(derived());
353 }
354 
355 /** \lu_module
356   *
357   * Computation of matrix inverse and determinant, with invertibility check.
358   *
359   * This is only for fixed-size square matrices of size up to 4x4.
360   *
361   * Notice that it will trigger a copy of input matrix when trying to do the inverse in place.
362   *
363   * \param inverse Reference to the matrix in which to store the inverse.
364   * \param determinant Reference to the variable in which to store the determinant.
365   * \param invertible Reference to the bool variable in which to store whether the matrix is invertible.
366   * \param absDeterminantThreshold Optional parameter controlling the invertibility check.
367   *                                The matrix will be declared invertible if the absolute value of its
368   *                                determinant is greater than this threshold.
369   *
370   * Example: \include MatrixBase_computeInverseAndDetWithCheck.cpp
371   * Output: \verbinclude MatrixBase_computeInverseAndDetWithCheck.out
372   *
373   * \sa inverse(), computeInverseWithCheck()
374   */
375 template<typename Derived>
376 template<typename ResultType>
377 inline void MatrixBase<Derived>::computeInverseAndDetWithCheck(
378     ResultType& inverse,
379     typename ResultType::Scalar& determinant,
380     bool& invertible,
381     const RealScalar& absDeterminantThreshold
382   ) const
383 {
384   // i'd love to put some static assertions there, but SFINAE means that they have no effect...
385   eigen_assert(rows() == cols());
386   // for 2x2, it's worth giving a chance to avoid evaluating.
387   // for larger sizes, evaluating has negligible cost and limits code size.
388   typedef typename internal::conditional<
389     RowsAtCompileTime == 2,
390     typename internal::remove_all<typename internal::nested_eval<Derived, 2>::type>::type,
391     PlainObject
392   >::type MatrixType;
393   internal::compute_inverse_and_det_with_check<MatrixType, ResultType>::run
394     (derived(), absDeterminantThreshold, inverse, determinant, invertible);
395 }
396 
397 /** \lu_module
398   *
399   * Computation of matrix inverse, with invertibility check.
400   *
401   * This is only for fixed-size square matrices of size up to 4x4.
402   *
403   * Notice that it will trigger a copy of input matrix when trying to do the inverse in place.
404   *
405   * \param inverse Reference to the matrix in which to store the inverse.
406   * \param invertible Reference to the bool variable in which to store whether the matrix is invertible.
407   * \param absDeterminantThreshold Optional parameter controlling the invertibility check.
408   *                                The matrix will be declared invertible if the absolute value of its
409   *                                determinant is greater than this threshold.
410   *
411   * Example: \include MatrixBase_computeInverseWithCheck.cpp
412   * Output: \verbinclude MatrixBase_computeInverseWithCheck.out
413   *
414   * \sa inverse(), computeInverseAndDetWithCheck()
415   */
416 template<typename Derived>
417 template<typename ResultType>
418 inline void MatrixBase<Derived>::computeInverseWithCheck(
419     ResultType& inverse,
420     bool& invertible,
421     const RealScalar& absDeterminantThreshold
422   ) const
423 {
424   Scalar determinant;
425   // i'd love to put some static assertions there, but SFINAE means that they have no effect...
426   eigen_assert(rows() == cols());
427   computeInverseAndDetWithCheck(inverse,determinant,invertible,absDeterminantThreshold);
428 }
429 
430 } // end namespace Eigen
431 
432 #endif // EIGEN_INVERSE_IMPL_H
433