@smake/eigen 1.0.2 → 1.1.1

package/eigen/Eigen/src/Cholesky/LLT.h

@@ -10,439 +10,410 @@
 #ifndef EIGEN_LLT_H
 #define EIGEN_LLT_H
 
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
+
 namespace Eigen {
 
-namespace internal{
-template<typename MatrixType, int UpLo> struct LLT_Traits;
-}
+namespace internal {
 
-/** \ingroup Cholesky_Module
-  *
-  * \class LLT
-  *
-  * \brief Standard Cholesky decomposition (LL^T) of a matrix and associated features
-  *
-  * \tparam _MatrixType the type of the matrix of which we are computing the LL^T Cholesky decomposition
-  * \tparam _UpLo the triangular part that will be used for the decompositon: Lower (default) or Upper.
-  *               The other triangular part won't be read.
-  *
-  * This class performs a LL^T Cholesky decomposition of a symmetric, positive definite
-  * matrix A such that A = LL^* = U^*U, where L is lower triangular.
-  *
-  * While the Cholesky decomposition is particularly useful to solve selfadjoint problems like  D^*D x = b,
-  * for that purpose, we recommend the Cholesky decomposition without square root which is more stable
-  * and even faster. Nevertheless, this standard Cholesky decomposition remains useful in many other
-  * situations like generalised eigen problems with hermitian matrices.
-  *
-  * Remember that Cholesky decompositions are not rank-revealing. This LLT decomposition is only stable on positive definite matrices,
-  * use LDLT instead for the semidefinite case. Also, do not use a Cholesky decomposition to determine whether a system of equations
-  * has a solution.
-  *
-  * Example: \include LLT_example.cpp
-  * Output: \verbinclude LLT_example.out
-  *
-  * \b Performance: for best performance, it is recommended to use a column-major storage format
-  * with the Lower triangular part (the default), or, equivalently, a row-major storage format
-  * with the Upper triangular part. Otherwise, you might get a 20% slowdown for the full factorization
-  * step, and rank-updates can be up to 3 times slower.
-  *
-  * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
-  *
-  * Note that during the decomposition, only the lower (or upper, as defined by _UpLo) triangular part of A is considered.
-  * Therefore, the strict lower part does not have to store correct values.
-  *
-  * \sa MatrixBase::llt(), SelfAdjointView::llt(), class LDLT
-  */
-template<typename _MatrixType, int _UpLo> class LLT
-{
-  public:
-    typedef _MatrixType MatrixType;
-    enum {
-      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
-      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
-      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
-    };
-    typedef typename MatrixType::Scalar Scalar;
-    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
-    typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
-    typedef typename MatrixType::StorageIndex StorageIndex;
-
-    enum {
-      PacketSize = internal::packet_traits<Scalar>::size,
-      AlignmentMask = int(PacketSize)-1,
-      UpLo = _UpLo
-    };
-
-    typedef internal::LLT_Traits<MatrixType,UpLo> Traits;
-
-    /**
-      * \brief Default Constructor.
-      *
-      * The default constructor is useful in cases in which the user intends to
-      * perform decompositions via LLT::compute(const MatrixType&).
-      */
-    LLT() : m_matrix(), m_isInitialized(false) {}
-
-    /** \brief Default Constructor with memory preallocation
-      *
-      * Like the default constructor but with preallocation of the internal data
-      * according to the specified problem \a size.
-      * \sa LLT()
-      */
-    explicit LLT(Index size) : m_matrix(size, size),
-                    m_isInitialized(false) {}
-
-    template<typename InputType>
-    explicit LLT(const EigenBase<InputType>& matrix)
-      : m_matrix(matrix.rows(), matrix.cols()),
-        m_isInitialized(false)
-    {
-      compute(matrix.derived());
-    }
+template <typename MatrixType_, int UpLo_>
+struct traits<LLT<MatrixType_, UpLo_> > : traits<MatrixType_> {
+  typedef MatrixXpr XprKind;
+  typedef SolverStorage StorageKind;
+  typedef int StorageIndex;
+  enum { Flags = 0 };
+};
 
-    /** \brief Constructs a LDLT factorization from a given matrix
-      *
-      * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when
-      * \c MatrixType is a Eigen::Ref.
-      *
-      * \sa LLT(const EigenBase&)
-      */
-    template<typename InputType>
-    explicit LLT(EigenBase<InputType>& matrix)
-      : m_matrix(matrix.derived()),
-        m_isInitialized(false)
-    {
-      compute(matrix.derived());
-    }
+template <typename MatrixType, int UpLo>
+struct LLT_Traits;
+}  // namespace internal
 
-    /** \returns a view of the upper triangular matrix U */
-    inline typename Traits::MatrixU matrixU() const
-    {
-      eigen_assert(m_isInitialized && "LLT is not initialized.");
-      return Traits::getU(m_matrix);
-    }
+/** \ingroup Cholesky_Module
+ *
+ * \class LLT
+ *
+ * \brief Standard Cholesky decomposition (LL^T) of a matrix and associated features
+ *
+ * \tparam MatrixType_ the type of the matrix of which we are computing the LL^T Cholesky decomposition
+ * \tparam UpLo_ the triangular part that will be used for the decomposition: Lower (default) or Upper.
+ *               The other triangular part won't be read.
+ *
+ * This class performs a LL^T Cholesky decomposition of a symmetric, positive definite
+ * matrix A such that A = LL^* = U^*U, where L is lower triangular.
+ *
+ * While the Cholesky decomposition is particularly useful to solve selfadjoint problems like  D^*D x = b,
+ * for that purpose, we recommend the Cholesky decomposition without square root which is more stable
+ * and even faster. Nevertheless, this standard Cholesky decomposition remains useful in many other
+ * situations like generalised eigen problems with hermitian matrices.
+ *
+ * Remember that Cholesky decompositions are not rank-revealing. This LLT decomposition is only stable on positive
+ * definite matrices, use LDLT instead for the semidefinite case. Also, do not use a Cholesky decomposition to determine
+ * whether a system of equations has a solution.
+ *
+ * Example: \include LLT_example.cpp
+ * Output: \verbinclude LLT_example.out
+ *
+ * \b Performance: for best performance, it is recommended to use a column-major storage format
+ * with the Lower triangular part (the default), or, equivalently, a row-major storage format
+ * with the Upper triangular part. Otherwise, you might get a 20% slowdown for the full factorization
+ * step, and rank-updates can be up to 3 times slower.
+ *
+ * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
+ *
+ * Note that during the decomposition, only the lower (or upper, as defined by UpLo_) triangular part of A is
+ * considered. Therefore, the strict lower part does not have to store correct values.
+ *
+ * \sa MatrixBase::llt(), SelfAdjointView::llt(), class LDLT
+ */
+template <typename MatrixType_, int UpLo_>
+class LLT : public SolverBase<LLT<MatrixType_, UpLo_> > {
+ public:
+  typedef MatrixType_ MatrixType;
+  typedef SolverBase<LLT> Base;
+  friend class SolverBase<LLT>;
+
+  EIGEN_GENERIC_PUBLIC_INTERFACE(LLT)
+  enum { MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime };
+
+  enum { PacketSize = internal::packet_traits<Scalar>::size, AlignmentMask = int(PacketSize) - 1, UpLo = UpLo_ };
+
+  typedef internal::LLT_Traits<MatrixType, UpLo> Traits;
+
+  /**
+   * \brief Default Constructor.
+   *
+   * The default constructor is useful in cases in which the user intends to
+   * perform decompositions via LLT::compute(const MatrixType&).
+   */
+  LLT() : m_matrix(), m_isInitialized(false) {}
+
+  /** \brief Default Constructor with memory preallocation
+   *
+   * Like the default constructor but with preallocation of the internal data
+   * according to the specified problem \a size.
+   * \sa LLT()
+   */
+  explicit LLT(Index size) : m_matrix(size, size), m_isInitialized(false) {}
+
+  template <typename InputType>
+  explicit LLT(const EigenBase<InputType>& matrix) : m_matrix(matrix.rows(), matrix.cols()), m_isInitialized(false) {
+    compute(matrix.derived());
+  }
 
-    /** \returns a view of the lower triangular matrix L */
-    inline typename Traits::MatrixL matrixL() const
-    {
-      eigen_assert(m_isInitialized && "LLT is not initialized.");
-      return Traits::getL(m_matrix);
-    }
+  /** \brief Constructs a LLT factorization from a given matrix
+   *
+   * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when
+   * \c MatrixType is a Eigen::Ref.
+   *
+   * \sa LLT(const EigenBase&)
+   */
+  template <typename InputType>
+  explicit LLT(EigenBase<InputType>& matrix) : m_matrix(matrix.derived()), m_isInitialized(false) {
+    compute(matrix.derived());
+  }
 
-    /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
-      *
-      * Since this LLT class assumes anyway that the matrix A is invertible, the solution
-      * theoretically exists and is unique regardless of b.
-      *
-      * Example: \include LLT_solve.cpp
-      * Output: \verbinclude LLT_solve.out
-      *
-      * \sa solveInPlace(), MatrixBase::llt(), SelfAdjointView::llt()
-      */
-    template<typename Rhs>
-    inline const Solve<LLT, Rhs>
-    solve(const MatrixBase<Rhs>& b) const
-    {
-      eigen_assert(m_isInitialized && "LLT is not initialized.");
-      eigen_assert(m_matrix.rows()==b.rows()
-                && "LLT::solve(): invalid number of rows of the right hand side matrix b");
-      return Solve<LLT, Rhs>(*this, b.derived());
-    }
+  /** \returns a view of the upper triangular matrix U */
+  inline typename Traits::MatrixU matrixU() const {
+    eigen_assert(m_isInitialized && "LLT is not initialized.");
+    return Traits::getU(m_matrix);
+  }
 
-    template<typename Derived>
-    void solveInPlace(const MatrixBase<Derived> &bAndX) const;
+  /** \returns a view of the lower triangular matrix L */
+  inline typename Traits::MatrixL matrixL() const {
+    eigen_assert(m_isInitialized && "LLT is not initialized.");
+    return Traits::getL(m_matrix);
+  }
 
-    template<typename InputType>
-    LLT& compute(const EigenBase<InputType>& matrix);
+#ifdef EIGEN_PARSED_BY_DOXYGEN
+  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+   *
+   * Since this LLT class assumes anyway that the matrix A is invertible, the solution
+   * theoretically exists and is unique regardless of b.
+   *
+   * Example: \include LLT_solve.cpp
+   * Output: \verbinclude LLT_solve.out
+   *
+   * \sa solveInPlace(), MatrixBase::llt(), SelfAdjointView::llt()
+   */
+  template <typename Rhs>
+  inline const Solve<LLT, Rhs> solve(const MatrixBase<Rhs>& b) const;
+#endif
 
-    /** \returns an estimate of the reciprocal condition number of the matrix of
-      *  which \c *this is the Cholesky decomposition.
-      */
-    RealScalar rcond() const
-    {
-      eigen_assert(m_isInitialized && "LLT is not initialized.");
-      eigen_assert(m_info == Success && "LLT failed because matrix appears to be negative");
-      return internal::rcond_estimate_helper(m_l1_norm, *this);
-    }
+  template <typename Derived>
+  void solveInPlace(const MatrixBase<Derived>& bAndX) const;
 
-    /** \returns the LLT decomposition matrix
-      *
-      * TODO: document the storage layout
-      */
-    inline const MatrixType& matrixLLT() const
-    {
-      eigen_assert(m_isInitialized && "LLT is not initialized.");
-      return m_matrix;
-    }
+  template <typename InputType>
+  LLT& compute(const EigenBase<InputType>& matrix);
 
-    MatrixType reconstructedMatrix() const;
+  /** \returns an estimate of the reciprocal condition number of the matrix of
+   *  which \c *this is the Cholesky decomposition.
+   */
+  RealScalar rcond() const {
+    eigen_assert(m_isInitialized && "LLT is not initialized.");
+    eigen_assert(m_info == Success && "LLT failed because matrix appears to be negative");
+    return internal::rcond_estimate_helper(m_l1_norm, *this);
+  }
 
+  /** \returns the LLT decomposition matrix
+   *
+   * TODO: document the storage layout
+   */
+  inline const MatrixType& matrixLLT() const {
+    eigen_assert(m_isInitialized && "LLT is not initialized.");
+    return m_matrix;
+  }
 
-    /** \brief Reports whether previous computation was successful.
-      *
-      * \returns \c Success if computation was succesful,
-      *          \c NumericalIssue if the matrix.appears not to be positive definite.
-      */
-    ComputationInfo info() const
-    {
-      eigen_assert(m_isInitialized && "LLT is not initialized.");
-      return m_info;
-    }
+  MatrixType reconstructedMatrix() const;
 
-    /** \returns the adjoint of \c *this, that is, a const reference to the decomposition itself as the underlying matrix is self-adjoint.
-      *
-      * This method is provided for compatibility with other matrix decompositions, thus enabling generic code such as:
-      * \code x = decomposition.adjoint().solve(b) \endcode
-      */
-    const LLT& adjoint() const { return *this; };
+  /** \brief Reports whether previous computation was successful.
+   *
+   * \returns \c Success if computation was successful,
+   *          \c NumericalIssue if the matrix.appears not to be positive definite.
+   */
+  ComputationInfo info() const {
+    eigen_assert(m_isInitialized && "LLT is not initialized.");
+    return m_info;
+  }
 
-    inline Index rows() const { return m_matrix.rows(); }
-    inline Index cols() const { return m_matrix.cols(); }
+  /** \returns the adjoint of \c *this, that is, a const reference to the decomposition itself as the underlying matrix
+   * is self-adjoint.
+   *
+   * This method is provided for compatibility with other matrix decompositions, thus enabling generic code such as:
+   * \code x = decomposition.adjoint().solve(b) \endcode
+   */
+  const LLT& adjoint() const noexcept { return *this; }
 
-    template<typename VectorType>
-    LLT rankUpdate(const VectorType& vec, const RealScalar& sigma = 1);
+  constexpr Index rows() const noexcept { return m_matrix.rows(); }
+  constexpr Index cols() const noexcept { return m_matrix.cols(); }
 
-    #ifndef EIGEN_PARSED_BY_DOXYGEN
-    template<typename RhsType, typename DstType>
-    EIGEN_DEVICE_FUNC
-    void _solve_impl(const RhsType &rhs, DstType &dst) const;
-    #endif
+  template <typename VectorType>
+  LLT& rankUpdate(const VectorType& vec, const RealScalar& sigma = 1);
 
-  protected:
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+  template <typename RhsType, typename DstType>
+  void _solve_impl(const RhsType& rhs, DstType& dst) const;
 
-    static void check_template_parameters()
-    {
-      EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
-    }
+  template <bool Conjugate, typename RhsType, typename DstType>
+  void _solve_impl_transposed(const RhsType& rhs, DstType& dst) const;
+#endif
 
-    /** \internal
-      * Used to compute and store L
-      * The strict upper part is not used and even not initialized.
-      */
-    MatrixType m_matrix;
-    RealScalar m_l1_norm;
-    bool m_isInitialized;
-    ComputationInfo m_info;
+ protected:
+  EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar)
+
+  /** \internal
+   * Used to compute and store L
+   * The strict upper part is not used and even not initialized.
+   */
+  MatrixType m_matrix;
+  RealScalar m_l1_norm;
+  bool m_isInitialized;
+  ComputationInfo m_info;
 };
 
 namespace internal {
 
-template<typename Scalar, int UpLo> struct llt_inplace;
+template <typename Scalar, int UpLo>
+struct llt_inplace;
 
-template<typename MatrixType, typename VectorType>
-static Index llt_rank_update_lower(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma)
-{
+template <typename MatrixType, typename VectorType>
+static Index llt_rank_update_lower(MatrixType& mat, const VectorType& vec,
+                                   const typename MatrixType::RealScalar& sigma) {
   using std::sqrt;
   typedef typename MatrixType::Scalar Scalar;
   typedef typename MatrixType::RealScalar RealScalar;
   typedef typename MatrixType::ColXpr ColXpr;
-  typedef typename internal::remove_all<ColXpr>::type ColXprCleaned;
+  typedef internal::remove_all_t<ColXpr> ColXprCleaned;
   typedef typename ColXprCleaned::SegmentReturnType ColXprSegment;
-  typedef Matrix<Scalar,Dynamic,1> TempVectorType;
+  typedef Matrix<Scalar, Dynamic, 1> TempVectorType;
   typedef typename TempVectorType::SegmentReturnType TempVecSegment;
 
   Index n = mat.cols();
-  eigen_assert(mat.rows()==n && vec.size()==n);
+  eigen_assert(mat.rows() == n && vec.size() == n);
 
   TempVectorType temp;
 
-  if(sigma>0)
-  {
+  if (sigma > 0) {
     // This version is based on Givens rotations.
     // It is faster than the other one below, but only works for updates,
     // i.e., for sigma > 0
     temp = sqrt(sigma) * vec;
 
-    for(Index i=0; i<n; ++i)
-    {
+    for (Index i = 0; i < n; ++i) {
       JacobiRotation<Scalar> g;
-      g.makeGivens(mat(i,i), -temp(i), &mat(i,i));
+      g.makeGivens(mat(i, i), -temp(i), &mat(i, i));
 
-      Index rs = n-i-1;
-      if(rs>0)
-      {
+      Index rs = n - i - 1;
+      if (rs > 0) {
         ColXprSegment x(mat.col(i).tail(rs));
         TempVecSegment y(temp.tail(rs));
         apply_rotation_in_the_plane(x, y, g);
       }
     }
-  }
-  else
-  {
+  } else {
     temp = vec;
     RealScalar beta = 1;
-    for(Index j=0; j<n; ++j)
-    {
-      RealScalar Ljj = numext::real(mat.coeff(j,j));
+    for (Index j = 0; j < n; ++j) {
+      RealScalar Ljj = numext::real(mat.coeff(j, j));
       RealScalar dj = numext::abs2(Ljj);
       Scalar wj = temp.coeff(j);
-      RealScalar swj2 = sigma*numext::abs2(wj);
-      RealScalar gamma = dj*beta + swj2;
+      RealScalar swj2 = sigma * numext::abs2(wj);
+      RealScalar gamma = dj * beta + swj2;
 
-      RealScalar x = dj + swj2/beta;
-      if (x<=RealScalar(0))
-        return j;
+      RealScalar x = dj + swj2 / beta;
+      if (x <= RealScalar(0)) return j;
       RealScalar nLjj = sqrt(x);
-      mat.coeffRef(j,j) = nLjj;
-      beta += swj2/dj;
+      mat.coeffRef(j, j) = nLjj;
+      beta += swj2 / dj;
 
       // Update the terms of L
-      Index rs = n-j-1;
-      if(rs)
-      {
-        temp.tail(rs) -= (wj/Ljj) * mat.col(j).tail(rs);
-        if(gamma != 0)
-          mat.col(j).tail(rs) = (nLjj/Ljj) * mat.col(j).tail(rs) + (nLjj * sigma*numext::conj(wj)/gamma)*temp.tail(rs);
+      Index rs = n - j - 1;
+      if (rs) {
+        temp.tail(rs) -= (wj / Ljj) * mat.col(j).tail(rs);
+        if (!numext::is_exactly_zero(gamma))
+          mat.col(j).tail(rs) =
+              (nLjj / Ljj) * mat.col(j).tail(rs) + (nLjj * sigma * numext::conj(wj) / gamma) * temp.tail(rs);
       }
     }
   }
   return -1;
 }
 
-template<typename Scalar> struct llt_inplace<Scalar, Lower>
-{
+template <typename Scalar>
+struct llt_inplace<Scalar, Lower> {
   typedef typename NumTraits<Scalar>::Real RealScalar;
-  template<typename MatrixType>
-  static Index unblocked(MatrixType& mat)
-  {
+  template <typename MatrixType>
+  static Index unblocked(MatrixType& mat) {
     using std::sqrt;
 
-    eigen_assert(mat.rows()==mat.cols());
+    eigen_assert(mat.rows() == mat.cols());
     const Index size = mat.rows();
-    for(Index k = 0; k < size; ++k)
-    {
-      Index rs = size-k-1; // remaining size
-
-      Block<MatrixType,Dynamic,1> A21(mat,k+1,k,rs,1);
-      Block<MatrixType,1,Dynamic> A10(mat,k,0,1,k);
-      Block<MatrixType,Dynamic,Dynamic> A20(mat,k+1,0,rs,k);
-
-      RealScalar x = numext::real(mat.coeff(k,k));
-      if (k>0) x -= A10.squaredNorm();
-      if (x<=RealScalar(0))
-        return k;
-      mat.coeffRef(k,k) = x = sqrt(x);
-      if (k>0 && rs>0) A21.noalias() -= A20 * A10.adjoint();
-      if (rs>0) A21 /= x;
+    for (Index k = 0; k < size; ++k) {
+      Index rs = size - k - 1;  // remaining size
+
+      Block<MatrixType, Dynamic, 1> A21(mat, k + 1, k, rs, 1);
+      Block<MatrixType, 1, Dynamic> A10(mat, k, 0, 1, k);
+      Block<MatrixType, Dynamic, Dynamic> A20(mat, k + 1, 0, rs, k);
+
+      RealScalar x = numext::real(mat.coeff(k, k));
+      if (k > 0) x -= A10.squaredNorm();
+      if (x <= RealScalar(0)) return k;
+      mat.coeffRef(k, k) = x = sqrt(x);
+      if (k > 0 && rs > 0) A21.noalias() -= A20 * A10.adjoint();
+      if (rs > 0) A21 /= x;
     }
     return -1;
   }
 
-  template<typename MatrixType>
-  static Index blocked(MatrixType& m)
-  {
-    eigen_assert(m.rows()==m.cols());
+  template <typename MatrixType>
+  static Index blocked(MatrixType& m) {
+    eigen_assert(m.rows() == m.cols());
     Index size = m.rows();
-    if(size<32)
-      return unblocked(m);
+    if (size < 32) return unblocked(m);
 
-    Index blockSize = size/8;
-    blockSize = (blockSize/16)*16;
-    blockSize = (std::min)((std::max)(blockSize,Index(8)), Index(128));
+    Index blockSize = size / 8;
+    blockSize = (blockSize / 16) * 16;
+    blockSize = (std::min)((std::max)(blockSize, Index(8)), Index(128));
 
-    for (Index k=0; k<size; k+=blockSize)
-    {
+    for (Index k = 0; k < size; k += blockSize) {
       // partition the matrix:
       //       A00 |  -  |  -
       // lu  = A10 | A11 |  -
       //       A20 | A21 | A22
-      Index bs = (std::min)(blockSize, size-k);
+      Index bs = (std::min)(blockSize, size - k);
       Index rs = size - k - bs;
-      Block<MatrixType,Dynamic,Dynamic> A11(m,k,   k,   bs,bs);
-      Block<MatrixType,Dynamic,Dynamic> A21(m,k+bs,k,   rs,bs);
-      Block<MatrixType,Dynamic,Dynamic> A22(m,k+bs,k+bs,rs,rs);
+      Block<MatrixType, Dynamic, Dynamic> A11(m, k, k, bs, bs);
+      Block<MatrixType, Dynamic, Dynamic> A21(m, k + bs, k, rs, bs);
+      Block<MatrixType, Dynamic, Dynamic> A22(m, k + bs, k + bs, rs, rs);
 
       Index ret;
-      if((ret=unblocked(A11))>=0) return k+ret;
-      if(rs>0) A11.adjoint().template triangularView<Upper>().template solveInPlace<OnTheRight>(A21);
-      if(rs>0) A22.template selfadjointView<Lower>().rankUpdate(A21,typename NumTraits<RealScalar>::Literal(-1)); // bottleneck
+      if ((ret = unblocked(A11)) >= 0) return k + ret;
+      if (rs > 0) A11.adjoint().template triangularView<Upper>().template solveInPlace<OnTheRight>(A21);
+      if (rs > 0)
+        A22.template selfadjointView<Lower>().rankUpdate(A21,
+                                                         typename NumTraits<RealScalar>::Literal(-1));  // bottleneck
     }
     return -1;
   }
 
-  template<typename MatrixType, typename VectorType>
-  static Index rankUpdate(MatrixType& mat, const VectorType& vec, const RealScalar& sigma)
-  {
+  template <typename MatrixType, typename VectorType>
+  static Index rankUpdate(MatrixType& mat, const VectorType& vec, const RealScalar& sigma) {
     return Eigen::internal::llt_rank_update_lower(mat, vec, sigma);
   }
 };
 
-template<typename Scalar> struct llt_inplace<Scalar, Upper>
-{
+template <typename Scalar>
+struct llt_inplace<Scalar, Upper> {
   typedef typename NumTraits<Scalar>::Real RealScalar;
 
-  template<typename MatrixType>
-  static EIGEN_STRONG_INLINE Index unblocked(MatrixType& mat)
-  {
+  template <typename MatrixType>
+  static EIGEN_STRONG_INLINE Index unblocked(MatrixType& mat) {
     Transpose<MatrixType> matt(mat);
     return llt_inplace<Scalar, Lower>::unblocked(matt);
   }
-  template<typename MatrixType>
-  static EIGEN_STRONG_INLINE Index blocked(MatrixType& mat)
-  {
+  template <typename MatrixType>
+  static EIGEN_STRONG_INLINE Index blocked(MatrixType& mat) {
     Transpose<MatrixType> matt(mat);
     return llt_inplace<Scalar, Lower>::blocked(matt);
   }
-  template<typename MatrixType, typename VectorType>
-  static Index rankUpdate(MatrixType& mat, const VectorType& vec, const RealScalar& sigma)
-  {
+  template <typename MatrixType, typename VectorType>
+  static Index rankUpdate(MatrixType& mat, const VectorType& vec, const RealScalar& sigma) {
     Transpose<MatrixType> matt(mat);
     return llt_inplace<Scalar, Lower>::rankUpdate(matt, vec.conjugate(), sigma);
   }
 };
 
-template<typename MatrixType> struct LLT_Traits<MatrixType,Lower>
-{
+template <typename MatrixType>
+struct LLT_Traits<MatrixType, Lower> {
   typedef const TriangularView<const MatrixType, Lower> MatrixL;
   typedef const TriangularView<const typename MatrixType::AdjointReturnType, Upper> MatrixU;
   static inline MatrixL getL(const MatrixType& m) { return MatrixL(m); }
   static inline MatrixU getU(const MatrixType& m) { return MatrixU(m.adjoint()); }
-  static bool inplace_decomposition(MatrixType& m)
-  { return llt_inplace<typename MatrixType::Scalar, Lower>::blocked(m)==-1; }
+  static bool inplace_decomposition(MatrixType& m) {
+    return llt_inplace<typename MatrixType::Scalar, Lower>::blocked(m) == -1;
+  }
 };
 
-template<typename MatrixType> struct LLT_Traits<MatrixType,Upper>
-{
+template <typename MatrixType>
+struct LLT_Traits<MatrixType, Upper> {
   typedef const TriangularView<const typename MatrixType::AdjointReturnType, Lower> MatrixL;
   typedef const TriangularView<const MatrixType, Upper> MatrixU;
   static inline MatrixL getL(const MatrixType& m) { return MatrixL(m.adjoint()); }
   static inline MatrixU getU(const MatrixType& m) { return MatrixU(m); }
-  static bool inplace_decomposition(MatrixType& m)
-  { return llt_inplace<typename MatrixType::Scalar, Upper>::blocked(m)==-1; }
+  static bool inplace_decomposition(MatrixType& m) {
+    return llt_inplace<typename MatrixType::Scalar, Upper>::blocked(m) == -1;
+  }
 };
 
-} // end namespace internal
+}  // end namespace internal
 
 /** Computes / recomputes the Cholesky decomposition A = LL^* = U^*U of \a matrix
-  *
-  * \returns a reference to *this
-  *
-  * Example: \include TutorialLinAlgComputeTwice.cpp
-  * Output: \verbinclude TutorialLinAlgComputeTwice.out
-  */
-template<typename MatrixType, int _UpLo>
-template<typename InputType>
-LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const EigenBase<InputType>& a)
-{
-  check_template_parameters();
-
-  eigen_assert(a.rows()==a.cols());
+ *
+ * \returns a reference to *this
+ *
+ * Example: \include TutorialLinAlgComputeTwice.cpp
+ * Output: \verbinclude TutorialLinAlgComputeTwice.out
+ */
+template <typename MatrixType, int UpLo_>
+template <typename InputType>
+LLT<MatrixType, UpLo_>& LLT<MatrixType, UpLo_>::compute(const EigenBase<InputType>& a) {
+  eigen_assert(a.rows() == a.cols());
   const Index size = a.rows();
   m_matrix.resize(size, size);
-  if (!internal::is_same_dense(m_matrix, a.derived()))
-    m_matrix = a.derived();
+  if (!internal::is_same_dense(m_matrix, a.derived())) m_matrix = a.derived();
 
   // Compute matrix L1 norm = max abs column sum.
   m_l1_norm = RealScalar(0);
   // TODO move this code to SelfAdjointView
   for (Index col = 0; col < size; ++col) {
     RealScalar abs_col_sum;
-    if (_UpLo == Lower)
-      abs_col_sum = m_matrix.col(col).tail(size - col).template lpNorm<1>() + m_matrix.row(col).head(col).template lpNorm<1>();
+    if (UpLo_ == Lower)
+      abs_col_sum =
+          m_matrix.col(col).tail(size - col).template lpNorm<1>() + m_matrix.row(col).head(col).template lpNorm<1>();
     else
-      abs_col_sum = m_matrix.col(col).head(col).template lpNorm<1>() + m_matrix.row(col).tail(size - col).template lpNorm<1>();
-    if (abs_col_sum > m_l1_norm)
-      m_l1_norm = abs_col_sum;
+      abs_col_sum =
+          m_matrix.col(col).head(col).template lpNorm<1>() + m_matrix.row(col).tail(size - col).template lpNorm<1>();
+    if (abs_col_sum > m_l1_norm) m_l1_norm = abs_col_sum;
   }
 
   m_isInitialized = true;
@@ -453,18 +424,17 @@ LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const EigenBase<InputType>
 }
 
 /** Performs a rank one update (or dowdate) of the current decomposition.
-  * If A = LL^* before the rank one update,
-  * then after it we have LL^* = A + sigma * v v^* where \a v must be a vector
-  * of same dimension.
-  */
-template<typename _MatrixType, int _UpLo>
-template<typename VectorType>
-LLT<_MatrixType,_UpLo> LLT<_MatrixType,_UpLo>::rankUpdate(const VectorType& v, const RealScalar& sigma)
-{
+ * If A = LL^* before the rank one update,
+ * then after it we have LL^* = A + sigma * v v^* where \a v must be a vector
+ * of same dimension.
+ */
+template <typename MatrixType_, int UpLo_>
+template <typename VectorType>
+LLT<MatrixType_, UpLo_>& LLT<MatrixType_, UpLo_>::rankUpdate(const VectorType& v, const RealScalar& sigma) {
   EIGEN_STATIC_ASSERT_VECTOR_ONLY(VectorType);
-  eigen_assert(v.size()==m_matrix.cols());
+  eigen_assert(v.size() == m_matrix.cols());
   eigen_assert(m_isInitialized);
-  if(internal::llt_inplace<typename MatrixType::Scalar, UpLo>::rankUpdate(m_matrix,v,sigma)>=0)
+  if (internal::llt_inplace<typename MatrixType::Scalar, UpLo>::rankUpdate(m_matrix, v, sigma) >= 0)
     m_info = NumericalIssue;
   else
     m_info = Success;
@@ -473,34 +443,40 @@ LLT<_MatrixType,_UpLo> LLT<_MatrixType,_UpLo>::rankUpdate(const VectorType& v, c
 }
 
 #ifndef EIGEN_PARSED_BY_DOXYGEN
-template<typename _MatrixType,int _UpLo>
-template<typename RhsType, typename DstType>
-void LLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) const
-{
+template <typename MatrixType_, int UpLo_>
+template <typename RhsType, typename DstType>
+void LLT<MatrixType_, UpLo_>::_solve_impl(const RhsType& rhs, DstType& dst) const {
+  _solve_impl_transposed<true>(rhs, dst);
+}
+
+template <typename MatrixType_, int UpLo_>
+template <bool Conjugate, typename RhsType, typename DstType>
+void LLT<MatrixType_, UpLo_>::_solve_impl_transposed(const RhsType& rhs, DstType& dst) const {
   dst = rhs;
-  solveInPlace(dst);
+
+  matrixL().template conjugateIf<!Conjugate>().solveInPlace(dst);
+  matrixU().template conjugateIf<!Conjugate>().solveInPlace(dst);
 }
 #endif
 
 /** \internal use x = llt_object.solve(x);
-  *
-  * This is the \em in-place version of solve().
-  *
-  * \param bAndX represents both the right-hand side matrix b and result x.
-  *
-  * This version avoids a copy when the right hand side matrix b is not needed anymore.
-  *
-  * \warning The parameter is only marked 'const' to make the C++ compiler accept a temporary expression here.
-  * This function will const_cast it, so constness isn't honored here.
-  *
-  * \sa LLT::solve(), MatrixBase::llt()
-  */
-template<typename MatrixType, int _UpLo>
-template<typename Derived>
-void LLT<MatrixType,_UpLo>::solveInPlace(const MatrixBase<Derived> &bAndX) const
-{
+ *
+ * This is the \em in-place version of solve().
+ *
+ * \param bAndX represents both the right-hand side matrix b and result x.
+ *
+ * This version avoids a copy when the right hand side matrix b is not needed anymore.
+ *
+ * \warning The parameter is only marked 'const' to make the C++ compiler accept a temporary expression here.
+ * This function will const_cast it, so constness isn't honored here.
+ *
+ * \sa LLT::solve(), MatrixBase::llt()
+ */
+template <typename MatrixType, int UpLo_>
+template <typename Derived>
+void LLT<MatrixType, UpLo_>::solveInPlace(const MatrixBase<Derived>& bAndX) const {
   eigen_assert(m_isInitialized && "LLT is not initialized.");
-  eigen_assert(m_matrix.rows()==bAndX.rows());
+  eigen_assert(m_matrix.rows() == bAndX.rows());
   matrixL().solveInPlace(bAndX);
   matrixU().solveInPlace(bAndX);
 }
@@ -508,35 +484,31 @@ void LLT<MatrixType,_UpLo>::solveInPlace(const MatrixBase<Derived> &bAndX) const
 /** \returns the matrix represented by the decomposition,
  * i.e., it returns the product: L L^*.
  * This function is provided for debug purpose. */
-template<typename MatrixType, int _UpLo>
-MatrixType LLT<MatrixType,_UpLo>::reconstructedMatrix() const
-{
+template <typename MatrixType, int UpLo_>
+MatrixType LLT<MatrixType, UpLo_>::reconstructedMatrix() const {
   eigen_assert(m_isInitialized && "LLT is not initialized.");
   return matrixL() * matrixL().adjoint().toDenseMatrix();
 }
 
 /** \cholesky_module
-  * \returns the LLT decomposition of \c *this
-  * \sa SelfAdjointView::llt()
-  */
-template<typename Derived>
-inline const LLT<typename MatrixBase<Derived>::PlainObject>
-MatrixBase<Derived>::llt() const
-{
+ * \returns the LLT decomposition of \c *this
+ * \sa SelfAdjointView::llt()
+ */
+template <typename Derived>
+inline const LLT<typename MatrixBase<Derived>::PlainObject> MatrixBase<Derived>::llt() const {
   return LLT<PlainObject>(derived());
 }
 
 /** \cholesky_module
-  * \returns the LLT decomposition of \c *this
-  * \sa SelfAdjointView::llt()
-  */
-template<typename MatrixType, unsigned int UpLo>
-inline const LLT<typename SelfAdjointView<MatrixType, UpLo>::PlainObject, UpLo>
-SelfAdjointView<MatrixType, UpLo>::llt() const
-{
-  return LLT<PlainObject,UpLo>(m_matrix);
+ * \returns the LLT decomposition of \c *this
+ * \sa SelfAdjointView::llt()
+ */
+template <typename MatrixType, unsigned int UpLo>
+inline const LLT<typename SelfAdjointView<MatrixType, UpLo>::PlainObject, UpLo> SelfAdjointView<MatrixType, UpLo>::llt()
+    const {
+  return LLT<PlainObject, UpLo>(m_matrix);
 }
 
-} // end namespace Eigen
+}  // end namespace Eigen
 
-#endif // EIGEN_LLT_H
+#endif  // EIGEN_LLT_H