Hi guys,

I had been using solution to matrix equation by computing inverse matrix and saving it to a file, in order not to recompute it every time (takes many seconds).

Now I suspect there might be a stability issue, so I want to switch to LU decomposition. But I ran into a problem of saving/loading PartialPivLU class.

Code: Select all

void updateWeightMatrix(Eigen::MatrixXd& weights, Eigen::PartialPivLU<Eigen::MatrixXd>& LU, ...)
//this function caches calls to createWeightMatrix and LU decomposition of W*Wtransposed
{
    //levelInfo="1_0" etc
    QFile fdw("./cache/W_"+levelInfo);
    QFile flu("./cache/LU_"+levelInfo);
    QFile fp("./cache/P_"+levelInfo);
    if (fdw.exists()&&flu.exists()&&fp.exists())
    {
        weights.resize(freeCount, countVertices);
        fdw.open(QIODevice::ReadOnly);
        fdw.read((char *)weights.data(), freeCount*countVertices*sizeof(double));
        fdw.close();
        LU=Eigen::PartialPivLU<Eigen::MatrixXd> (freeCount);//LU.resize(freeCount, freeCount);
        LU.initialize(); //is there something like this? what are the alternatives?
        flu.open(QIODevice::ReadOnly);
        flu.read((char *)LU.matrixLU().data(), freeCount*freeCount*sizeof(double));
        flu.close();
        fp.open(QIODevice::ReadOnly);
        fp.read((char *)LU.permutationP().indices().data(), freeCount*sizeof(double));
        fp.close();
    }
    else
    {
        Eigen::MatrixXd t=createWeightMatrix(...);
        weights=t;
        t*=t.transpose();
        LU.compute(t);
        fdw.open(QIODevice::WriteOnly);
        fdw.write((char *)weights.data(), freeCount*countVertices*sizeof(double));
        fdw.close();
        flu.open(QIODevice::WriteOnly);
        flu.write((char *)LU.matrixLU().data(), freeCount*freeCount*sizeof(double));
        flu.close();
        fp.open(QIODevice::WriteOnly);
        fp.write((char *)LU.permutationP().indices().data(), freeCount*sizeof(double));
        fp.close();
    }   
}

The problem is LU.initialize() does not exist. What approach do you recommend to take for saving PartialPivLU class?

Regards,
Dženan

Actually if you compile without Eigen's assertion (-DEIGEN_NO_DEBUG) then your code should work fine. So indeed, what you are missing here is as stupid as a kind of markInitialized() or finalize() method setting the m_initialized member to true, but it would be weird for us to add such a function without a clean way to specify manually the LU matrix and the permutation... In the meantime, perhaps you can patch your copy of Eigen.

Thanks for advice Gael.

I implemented the markInitialized() method. But now I constantly run into heap corruption errors (debug mode in VS2008). There is something broken with my installation, so I cannot run my app in release mode (error: QWidget: Must construct a QApplication before a QPaintDevice).

And what about the determinant? I guess it is not important if I never call it? Should I also save row transpositions too, in the same way as permutationP?

EDIT: Heap corruption errors were coming from use of double instead of int for saving and loading permutationP.