Diff: src/LU/FullPivLU.h

Revision:

0:13a5d365ba16

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+++ b/src/LU/FullPivLU.h	Thu Oct 13 04:07:23 2016 +0000
@@ -0,0 +1,751 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_LU_H
+#define EIGEN_LU_H
+
+namespace Eigen { 
+
+/** \ingroup LU_Module
+  *
+  * \class FullPivLU
+  *
+  * \brief LU decomposition of a matrix with complete pivoting, and related features
+  *
+  * \param MatrixType the type of the matrix of which we are computing the LU decomposition
+  *
+  * This class represents a LU decomposition of any matrix, with complete pivoting: the matrix A is
+  * decomposed as \f$ A = P^{-1} L U Q^{-1} \f$ where L is unit-lower-triangular, U is
+  * upper-triangular, and P and Q are permutation matrices. This is a rank-revealing LU
+  * decomposition. The eigenvalues (diagonal coefficients) of U are sorted in such a way that any
+  * zeros are at the end.
+  *
+  * This decomposition provides the generic approach to solving systems of linear equations, computing
+  * the rank, invertibility, inverse, kernel, and determinant.
+  *
+  * This LU decomposition is very stable and well tested with large matrices. However there are use cases where the SVD
+  * decomposition is inherently more stable and/or flexible. For example, when computing the kernel of a matrix,
+  * working with the SVD allows to select the smallest singular values of the matrix, something that
+  * the LU decomposition doesn't see.
+  *
+  * The data of the LU decomposition can be directly accessed through the methods matrixLU(),
+  * permutationP(), permutationQ().
+  *
+  * As an exemple, here is how the original matrix can be retrieved:
+  * \include class_FullPivLU.cpp
+  * Output: \verbinclude class_FullPivLU.out
+  *
+  * \sa MatrixBase::fullPivLu(), MatrixBase::determinant(), MatrixBase::inverse()
+  */
+template<typename _MatrixType> class FullPivLU
+{
+  public:
+    typedef _MatrixType MatrixType;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+    typedef typename internal::traits<MatrixType>::StorageKind StorageKind;
+    typedef typename MatrixType::Index Index;
+    typedef typename internal::plain_row_type<MatrixType, Index>::type IntRowVectorType;
+    typedef typename internal::plain_col_type<MatrixType, Index>::type IntColVectorType;
+    typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationQType;
+    typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationPType;
+
+    /**
+      * \brief Default Constructor.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via LU::compute(const MatrixType&).
+      */
+    FullPivLU();
+
+    /** \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 FullPivLU()
+      */
+    FullPivLU(Index rows, Index cols);
+
+    /** Constructor.
+      *
+      * \param matrix the matrix of which to compute the LU decomposition.
+      *               It is required to be nonzero.
+      */
+    FullPivLU(const MatrixType& matrix);
+
+    /** Computes the LU decomposition of the given matrix.
+      *
+      * \param matrix the matrix of which to compute the LU decomposition.
+      *               It is required to be nonzero.
+      *
+      * \returns a reference to *this
+      */
+    FullPivLU& compute(const MatrixType& matrix);
+
+    /** \returns the LU decomposition matrix: the upper-triangular part is U, the
+      * unit-lower-triangular part is L (at least for square matrices; in the non-square
+      * case, special care is needed, see the documentation of class FullPivLU).
+      *
+      * \sa matrixL(), matrixU()
+      */
+    inline const MatrixType& matrixLU() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return m_lu;
+    }
+
+    /** \returns the number of nonzero pivots in the LU decomposition.
+      * Here nonzero is meant in the exact sense, not in a fuzzy sense.
+      * So that notion isn't really intrinsically interesting, but it is
+      * still useful when implementing algorithms.
+      *
+      * \sa rank()
+      */
+    inline Index nonzeroPivots() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return m_nonzero_pivots;
+    }
+
+    /** \returns the absolute value of the biggest pivot, i.e. the biggest
+      *          diagonal coefficient of U.
+      */
+    RealScalar maxPivot() const { return m_maxpivot; }
+
+    /** \returns the permutation matrix P
+      *
+      * \sa permutationQ()
+      */
+    inline const PermutationPType& permutationP() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return m_p;
+    }
+
+    /** \returns the permutation matrix Q
+      *
+      * \sa permutationP()
+      */
+    inline const PermutationQType& permutationQ() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return m_q;
+    }
+
+    /** \returns the kernel of the matrix, also called its null-space. The columns of the returned matrix
+      * will form a basis of the kernel.
+      *
+      * \note If the kernel has dimension zero, then the returned matrix is a column-vector filled with zeros.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      *
+      * Example: \include FullPivLU_kernel.cpp
+      * Output: \verbinclude FullPivLU_kernel.out
+      *
+      * \sa image()
+      */
+    inline const internal::kernel_retval<FullPivLU> kernel() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return internal::kernel_retval<FullPivLU>(*this);
+    }
+
+    /** \returns the image of the matrix, also called its column-space. The columns of the returned matrix
+      * will form a basis of the kernel.
+      *
+      * \param originalMatrix the original matrix, of which *this is the LU decomposition.
+      *                       The reason why it is needed to pass it here, is that this allows
+      *                       a large optimization, as otherwise this method would need to reconstruct it
+      *                       from the LU decomposition.
+      *
+      * \note If the image has dimension zero, then the returned matrix is a column-vector filled with zeros.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      *
+      * Example: \include FullPivLU_image.cpp
+      * Output: \verbinclude FullPivLU_image.out
+      *
+      * \sa kernel()
+      */
+    inline const internal::image_retval<FullPivLU>
+      image(const MatrixType& originalMatrix) const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return internal::image_retval<FullPivLU>(*this, originalMatrix);
+    }
+
+    /** \return a solution x to the equation Ax=b, where A is the matrix of which
+      * *this is the LU decomposition.
+      *
+      * \param b the right-hand-side of the equation to solve. Can be a vector or a matrix,
+      *          the only requirement in order for the equation to make sense is that
+      *          b.rows()==A.rows(), where A is the matrix of which *this is the LU decomposition.
+      *
+      * \returns a solution.
+      *
+      * \note_about_checking_solutions
+      *
+      * \note_about_arbitrary_choice_of_solution
+      * \note_about_using_kernel_to_study_multiple_solutions
+      *
+      * Example: \include FullPivLU_solve.cpp
+      * Output: \verbinclude FullPivLU_solve.out
+      *
+      * \sa TriangularView::solve(), kernel(), inverse()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<FullPivLU, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return internal::solve_retval<FullPivLU, Rhs>(*this, b.derived());
+    }
+
+    /** \returns the determinant of the matrix of which
+      * *this is the LU decomposition. It has only linear complexity
+      * (that is, O(n) where n is the dimension of the square matrix)
+      * as the LU decomposition has already been computed.
+      *
+      * \note This is only for square matrices.
+      *
+      * \note For fixed-size matrices of size up to 4, MatrixBase::determinant() offers
+      *       optimized paths.
+      *
+      * \warning a determinant can be very big or small, so for matrices
+      * of large enough dimension, there is a risk of overflow/underflow.
+      *
+      * \sa MatrixBase::determinant()
+      */
+    typename internal::traits<MatrixType>::Scalar determinant() const;
+
+    /** Allows to prescribe a threshold to be used by certain methods, such as rank(),
+      * who need to determine when pivots are to be considered nonzero. This is not used for the
+      * LU decomposition itself.
+      *
+      * When it needs to get the threshold value, Eigen calls threshold(). By default, this
+      * uses a formula to automatically determine a reasonable threshold.
+      * Once you have called the present method setThreshold(const RealScalar&),
+      * your value is used instead.
+      *
+      * \param threshold The new value to use as the threshold.
+      *
+      * A pivot will be considered nonzero if its absolute value is strictly greater than
+      *  \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$
+      * where maxpivot is the biggest pivot.
+      *
+      * If you want to come back to the default behavior, call setThreshold(Default_t)
+      */
+    FullPivLU& setThreshold(const RealScalar& threshold)
+    {
+      m_usePrescribedThreshold = true;
+      m_prescribedThreshold = threshold;
+      return *this;
+    }
+
+    /** Allows to come back to the default behavior, letting Eigen use its default formula for
+      * determining the threshold.
+      *
+      * You should pass the special object Eigen::Default as parameter here.
+      * \code lu.setThreshold(Eigen::Default); \endcode
+      *
+      * See the documentation of setThreshold(const RealScalar&).
+      */
+    FullPivLU& setThreshold(Default_t)
+    {
+      m_usePrescribedThreshold = false;
+      return *this;
+    }
+
+    /** Returns the threshold that will be used by certain methods such as rank().
+      *
+      * See the documentation of setThreshold(const RealScalar&).
+      */
+    RealScalar threshold() const
+    {
+      eigen_assert(m_isInitialized || m_usePrescribedThreshold);
+      return m_usePrescribedThreshold ? m_prescribedThreshold
+      // this formula comes from experimenting (see "LU precision tuning" thread on the list)
+      // and turns out to be identical to Higham's formula used already in LDLt.
+                                      : NumTraits<Scalar>::epsilon() * m_lu.diagonalSize();
+    }
+
+    /** \returns the rank of the matrix of which *this is the LU decomposition.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline Index rank() const
+    {
+      using std::abs;
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold();
+      Index result = 0;
+      for(Index i = 0; i < m_nonzero_pivots; ++i)
+        result += (abs(m_lu.coeff(i,i)) > premultiplied_threshold);
+      return result;
+    }
+
+    /** \returns the dimension of the kernel of the matrix of which *this is the LU decomposition.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline Index dimensionOfKernel() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return cols() - rank();
+    }
+
+    /** \returns true if the matrix of which *this is the LU decomposition represents an injective
+      *          linear map, i.e. has trivial kernel; false otherwise.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline bool isInjective() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return rank() == cols();
+    }
+
+    /** \returns true if the matrix of which *this is the LU decomposition represents a surjective
+      *          linear map; false otherwise.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline bool isSurjective() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return rank() == rows();
+    }
+
+    /** \returns true if the matrix of which *this is the LU decomposition is invertible.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline bool isInvertible() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return isInjective() && (m_lu.rows() == m_lu.cols());
+    }
+
+    /** \returns the inverse of the matrix of which *this is the LU decomposition.
+      *
+      * \note If this matrix is not invertible, the returned matrix has undefined coefficients.
+      *       Use isInvertible() to first determine whether this matrix is invertible.
+      *
+      * \sa MatrixBase::inverse()
+      */
+    inline const internal::solve_retval<FullPivLU,typename MatrixType::IdentityReturnType> inverse() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      eigen_assert(m_lu.rows() == m_lu.cols() && "You can't take the inverse of a non-square matrix!");
+      return internal::solve_retval<FullPivLU,typename MatrixType::IdentityReturnType>
+               (*this, MatrixType::Identity(m_lu.rows(), m_lu.cols()));
+    }
+
+    MatrixType reconstructedMatrix() const;
+
+    inline Index rows() const { return m_lu.rows(); }
+    inline Index cols() const { return m_lu.cols(); }
+
+  protected:
+    
+    static void check_template_parameters()
+    {
+      EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
+    }
+    
+    MatrixType m_lu;
+    PermutationPType m_p;
+    PermutationQType m_q;
+    IntColVectorType m_rowsTranspositions;
+    IntRowVectorType m_colsTranspositions;
+    Index m_det_pq, m_nonzero_pivots;
+    RealScalar m_maxpivot, m_prescribedThreshold;
+    bool m_isInitialized, m_usePrescribedThreshold;
+};
+
+template<typename MatrixType>
+FullPivLU<MatrixType>::FullPivLU()
+  : m_isInitialized(false), m_usePrescribedThreshold(false)
+{
+}
+
+template<typename MatrixType>
+FullPivLU<MatrixType>::FullPivLU(Index rows, Index cols)
+  : m_lu(rows, cols),
+    m_p(rows),
+    m_q(cols),
+    m_rowsTranspositions(rows),
+    m_colsTranspositions(cols),
+    m_isInitialized(false),
+    m_usePrescribedThreshold(false)
+{
+}
+
+template<typename MatrixType>
+FullPivLU<MatrixType>::FullPivLU(const MatrixType& matrix)
+  : m_lu(matrix.rows(), matrix.cols()),
+    m_p(matrix.rows()),
+    m_q(matrix.cols()),
+    m_rowsTranspositions(matrix.rows()),
+    m_colsTranspositions(matrix.cols()),
+    m_isInitialized(false),
+    m_usePrescribedThreshold(false)
+{
+  compute(matrix);
+}
+
+template<typename MatrixType>
+FullPivLU<MatrixType>& FullPivLU<MatrixType>::compute(const MatrixType& matrix)
+{
+  check_template_parameters();
+  
+  // the permutations are stored as int indices, so just to be sure:
+  eigen_assert(matrix.rows()<=NumTraits<int>::highest() && matrix.cols()<=NumTraits<int>::highest());
+  
+  m_isInitialized = true;
+  m_lu = matrix;
+
+  const Index size = matrix.diagonalSize();
+  const Index rows = matrix.rows();
+  const Index cols = matrix.cols();
+
+  // will store the transpositions, before we accumulate them at the end.
+  // can't accumulate on-the-fly because that will be done in reverse order for the rows.
+  m_rowsTranspositions.resize(matrix.rows());
+  m_colsTranspositions.resize(matrix.cols());
+  Index number_of_transpositions = 0; // number of NONTRIVIAL transpositions, i.e. m_rowsTranspositions[i]!=i
+
+  m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case)
+  m_maxpivot = RealScalar(0);
+
+  for(Index k = 0; k < size; ++k)
+  {
+    // First, we need to find the pivot.
+
+    // biggest coefficient in the remaining bottom-right corner (starting at row k, col k)
+    Index row_of_biggest_in_corner, col_of_biggest_in_corner;
+    RealScalar biggest_in_corner;
+    biggest_in_corner = m_lu.bottomRightCorner(rows-k, cols-k)
+                        .cwiseAbs()
+                        .maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner);
+    row_of_biggest_in_corner += k; // correct the values! since they were computed in the corner,
+    col_of_biggest_in_corner += k; // need to add k to them.
+
+    if(biggest_in_corner==RealScalar(0))
+    {
+      // before exiting, make sure to initialize the still uninitialized transpositions
+      // in a sane state without destroying what we already have.
+      m_nonzero_pivots = k;
+      for(Index i = k; i < size; ++i)
+      {
+        m_rowsTranspositions.coeffRef(i) = i;
+        m_colsTranspositions.coeffRef(i) = i;
+      }
+      break;
+    }
+
+    if(biggest_in_corner > m_maxpivot) m_maxpivot = biggest_in_corner;
+
+    // Now that we've found the pivot, we need to apply the row/col swaps to
+    // bring it to the location (k,k).
+
+    m_rowsTranspositions.coeffRef(k) = row_of_biggest_in_corner;
+    m_colsTranspositions.coeffRef(k) = col_of_biggest_in_corner;
+    if(k != row_of_biggest_in_corner) {
+      m_lu.row(k).swap(m_lu.row(row_of_biggest_in_corner));
+      ++number_of_transpositions;
+    }
+    if(k != col_of_biggest_in_corner) {
+      m_lu.col(k).swap(m_lu.col(col_of_biggest_in_corner));
+      ++number_of_transpositions;
+    }
+
+    // Now that the pivot is at the right location, we update the remaining
+    // bottom-right corner by Gaussian elimination.
+
+    if(k<rows-1)
+      m_lu.col(k).tail(rows-k-1) /= m_lu.coeff(k,k);
+    if(k<size-1)
+      m_lu.block(k+1,k+1,rows-k-1,cols-k-1).noalias() -= m_lu.col(k).tail(rows-k-1) * m_lu.row(k).tail(cols-k-1);
+  }
+
+  // the main loop is over, we still have to accumulate the transpositions to find the
+  // permutations P and Q
+
+  m_p.setIdentity(rows);
+  for(Index k = size-1; k >= 0; --k)
+    m_p.applyTranspositionOnTheRight(k, m_rowsTranspositions.coeff(k));
+
+  m_q.setIdentity(cols);
+  for(Index k = 0; k < size; ++k)
+    m_q.applyTranspositionOnTheRight(k, m_colsTranspositions.coeff(k));
+
+  m_det_pq = (number_of_transpositions%2) ? -1 : 1;
+  return *this;
+}
+
+template<typename MatrixType>
+typename internal::traits<MatrixType>::Scalar FullPivLU<MatrixType>::determinant() const
+{
+  eigen_assert(m_isInitialized && "LU is not initialized.");
+  eigen_assert(m_lu.rows() == m_lu.cols() && "You can't take the determinant of a non-square matrix!");
+  return Scalar(m_det_pq) * Scalar(m_lu.diagonal().prod());
+}
+
+/** \returns the matrix represented by the decomposition,
+ * i.e., it returns the product: \f$ P^{-1} L U Q^{-1} \f$.
+ * This function is provided for debug purposes. */
+template<typename MatrixType>
+MatrixType FullPivLU<MatrixType>::reconstructedMatrix() const
+{
+  eigen_assert(m_isInitialized && "LU is not initialized.");
+  const Index smalldim = (std::min)(m_lu.rows(), m_lu.cols());
+  // LU
+  MatrixType res(m_lu.rows(),m_lu.cols());
+  // FIXME the .toDenseMatrix() should not be needed...
+  res = m_lu.leftCols(smalldim)
+            .template triangularView<UnitLower>().toDenseMatrix()
+      * m_lu.topRows(smalldim)
+            .template triangularView<Upper>().toDenseMatrix();
+
+  // P^{-1}(LU)
+  res = m_p.inverse() * res;
+
+  // (P^{-1}LU)Q^{-1}
+  res = res * m_q.inverse();
+
+  return res;
+}
+
+/********* Implementation of kernel() **************************************************/
+
+namespace internal {
+template<typename _MatrixType>
+struct kernel_retval<FullPivLU<_MatrixType> >
+  : kernel_retval_base<FullPivLU<_MatrixType> >
+{
+  EIGEN_MAKE_KERNEL_HELPERS(FullPivLU<_MatrixType>)
+
+  enum { MaxSmallDimAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(
+            MatrixType::MaxColsAtCompileTime,
+            MatrixType::MaxRowsAtCompileTime)
+  };
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    using std::abs;
+    const Index cols = dec().matrixLU().cols(), dimker = cols - rank();
+    if(dimker == 0)
+    {
+      // The Kernel is just {0}, so it doesn't have a basis properly speaking, but let's
+      // avoid crashing/asserting as that depends on floating point calculations. Let's
+      // just return a single column vector filled with zeros.
+      dst.setZero();
+      return;
+    }
+
+    /* Let us use the following lemma:
+      *
+      * Lemma: If the matrix A has the LU decomposition PAQ = LU,
+      * then Ker A = Q(Ker U).
+      *
+      * Proof: trivial: just keep in mind that P, Q, L are invertible.
+      */
+
+    /* Thus, all we need to do is to compute Ker U, and then apply Q.
+      *
+      * U is upper triangular, with eigenvalues sorted so that any zeros appear at the end.
+      * Thus, the diagonal of U ends with exactly
+      * dimKer zero's. Let us use that to construct dimKer linearly
+      * independent vectors in Ker U.
+      */
+
+    Matrix<Index, Dynamic, 1, 0, MaxSmallDimAtCompileTime, 1> pivots(rank());
+    RealScalar premultiplied_threshold = dec().maxPivot() * dec().threshold();
+    Index p = 0;
+    for(Index i = 0; i < dec().nonzeroPivots(); ++i)
+      if(abs(dec().matrixLU().coeff(i,i)) > premultiplied_threshold)
+        pivots.coeffRef(p++) = i;
+    eigen_internal_assert(p == rank());
+
+    // we construct a temporaty trapezoid matrix m, by taking the U matrix and
+    // permuting the rows and cols to bring the nonnegligible pivots to the top of
+    // the main diagonal. We need that to be able to apply our triangular solvers.
+    // FIXME when we get triangularView-for-rectangular-matrices, this can be simplified
+    Matrix<typename MatrixType::Scalar, Dynamic, Dynamic, MatrixType::Options,
+           MaxSmallDimAtCompileTime, MatrixType::MaxColsAtCompileTime>
+      m(dec().matrixLU().block(0, 0, rank(), cols));
+    for(Index i = 0; i < rank(); ++i)
+    {
+      if(i) m.row(i).head(i).setZero();
+      m.row(i).tail(cols-i) = dec().matrixLU().row(pivots.coeff(i)).tail(cols-i);
+    }
+    m.block(0, 0, rank(), rank());
+    m.block(0, 0, rank(), rank()).template triangularView<StrictlyLower>().setZero();
+    for(Index i = 0; i < rank(); ++i)
+      m.col(i).swap(m.col(pivots.coeff(i)));
+
+    // ok, we have our trapezoid matrix, we can apply the triangular solver.
+    // notice that the math behind this suggests that we should apply this to the
+    // negative of the RHS, but for performance we just put the negative sign elsewhere, see below.
+    m.topLeftCorner(rank(), rank())
+     .template triangularView<Upper>().solveInPlace(
+        m.topRightCorner(rank(), dimker)
+      );
+
+    // now we must undo the column permutation that we had applied!
+    for(Index i = rank()-1; i >= 0; --i)
+      m.col(i).swap(m.col(pivots.coeff(i)));
+
+    // see the negative sign in the next line, that's what we were talking about above.
+    for(Index i = 0; i < rank(); ++i) dst.row(dec().permutationQ().indices().coeff(i)) = -m.row(i).tail(dimker);
+    for(Index i = rank(); i < cols; ++i) dst.row(dec().permutationQ().indices().coeff(i)).setZero();
+    for(Index k = 0; k < dimker; ++k) dst.coeffRef(dec().permutationQ().indices().coeff(rank()+k), k) = Scalar(1);
+  }
+};
+
+/***** Implementation of image() *****************************************************/
+
+template<typename _MatrixType>
+struct image_retval<FullPivLU<_MatrixType> >
+  : image_retval_base<FullPivLU<_MatrixType> >
+{
+  EIGEN_MAKE_IMAGE_HELPERS(FullPivLU<_MatrixType>)
+
+  enum { MaxSmallDimAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(
+            MatrixType::MaxColsAtCompileTime,
+            MatrixType::MaxRowsAtCompileTime)
+  };
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    using std::abs;
+    if(rank() == 0)
+    {
+      // The Image is just {0}, so it doesn't have a basis properly speaking, but let's
+      // avoid crashing/asserting as that depends on floating point calculations. Let's
+      // just return a single column vector filled with zeros.
+      dst.setZero();
+      return;
+    }
+
+    Matrix<Index, Dynamic, 1, 0, MaxSmallDimAtCompileTime, 1> pivots(rank());
+    RealScalar premultiplied_threshold = dec().maxPivot() * dec().threshold();
+    Index p = 0;
+    for(Index i = 0; i < dec().nonzeroPivots(); ++i)
+      if(abs(dec().matrixLU().coeff(i,i)) > premultiplied_threshold)
+        pivots.coeffRef(p++) = i;
+    eigen_internal_assert(p == rank());
+
+    for(Index i = 0; i < rank(); ++i)
+      dst.col(i) = originalMatrix().col(dec().permutationQ().indices().coeff(pivots.coeff(i)));
+  }
+};
+
+/***** Implementation of solve() *****************************************************/
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<FullPivLU<_MatrixType>, Rhs>
+  : solve_retval_base<FullPivLU<_MatrixType>, Rhs>
+{
+  EIGEN_MAKE_SOLVE_HELPERS(FullPivLU<_MatrixType>,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    /* The decomposition PAQ = LU can be rewritten as A = P^{-1} L U Q^{-1}.
+     * So we proceed as follows:
+     * Step 1: compute c = P * rhs.
+     * Step 2: replace c by the solution x to Lx = c. Exists because L is invertible.
+     * Step 3: replace c by the solution x to Ux = c. May or may not exist.
+     * Step 4: result = Q * c;
+     */
+
+    const Index rows = dec().rows(), cols = dec().cols(),
+              nonzero_pivots = dec().rank();
+    eigen_assert(rhs().rows() == rows);
+    const Index smalldim = (std::min)(rows, cols);
+
+    if(nonzero_pivots == 0)
+    {
+      dst.setZero();
+      return;
+    }
+
+    typename Rhs::PlainObject c(rhs().rows(), rhs().cols());
+
+    // Step 1
+    c = dec().permutationP() * rhs();
+
+    // Step 2
+    dec().matrixLU()
+        .topLeftCorner(smalldim,smalldim)
+        .template triangularView<UnitLower>()
+        .solveInPlace(c.topRows(smalldim));
+    if(rows>cols)
+    {
+      c.bottomRows(rows-cols)
+        -= dec().matrixLU().bottomRows(rows-cols)
+         * c.topRows(cols);
+    }
+
+    // Step 3
+    dec().matrixLU()
+        .topLeftCorner(nonzero_pivots, nonzero_pivots)
+        .template triangularView<Upper>()
+        .solveInPlace(c.topRows(nonzero_pivots));
+
+    // Step 4
+    for(Index i = 0; i < nonzero_pivots; ++i)
+      dst.row(dec().permutationQ().indices().coeff(i)) = c.row(i);
+    for(Index i = nonzero_pivots; i < dec().matrixLU().cols(); ++i)
+      dst.row(dec().permutationQ().indices().coeff(i)).setZero();
+  }
+};
+
+} // end namespace internal
+
+/******* MatrixBase methods *****************************************************************/
+
+/** \lu_module
+  *
+  * \return the full-pivoting LU decomposition of \c *this.
+  *
+  * \sa class FullPivLU
+  */
+template<typename Derived>
+inline const FullPivLU<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::fullPivLu() const
+{
+  return FullPivLU<PlainObject>(eval());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_LU_H
\ No newline at end of file