add block diag methods

Author: akleeman

include/albatross/src/linalg/block_diagonal.hpp

@@ -37,10 +37,9 @@ struct BlockDiagonalLDLT {
   solve(const Eigen::Matrix<_Scalar, _Rows, _Cols> &rhs,
         ThreadPool *pool) const;
 
-  template <class _Scalar, int _Rows, int _Cols>
-  Eigen::Matrix<_Scalar, _Rows, _Cols>
-  sqrt_solve(const Eigen::Matrix<_Scalar, _Rows, _Cols> &rhs,
-             ThreadPool *pool) const;
+  template <typename Derived>
+  Eigen::MatrixXd sqrt_solve(const Eigen::DenseBase<Derived> &rhs,
+                             ThreadPool *pool) const;
 
   BlockDiagonal sqrt_transpose() const;
 
@@ -51,6 +50,8 @@ struct BlockDiagonalLDLT {
   Eigen::Index rows() const;
 
   Eigen::Index cols() const;
+
+  bool operator==(const BlockDiagonalLDLT &other) const;
 };
 
 struct BlockDiagonal {
@@ -141,20 +142,23 @@ BlockDiagonalLDLT::solve(const Eigen::Matrix<_Scalar, _Rows, _Cols> &rhs,
   return output;
 }
 
-template <class _Scalar, int _Rows, int _Cols>
-inline Eigen::Matrix<_Scalar, _Rows, _Cols>
-BlockDiagonalLDLT::sqrt_solve(const Eigen::Matrix<_Scalar, _Rows, _Cols> &rhs,
+template <typename Derived>
+inline Eigen::MatrixXd
+BlockDiagonalLDLT::sqrt_solve(const Eigen::DenseBase<Derived> &rhs,
                               ThreadPool *pool) const {
   ALBATROSS_ASSERT(cols() == rhs.rows());
-  Eigen::Matrix<_Scalar, _Rows, _Cols> output(rows(), rhs.cols());
+  Eigen::MatrixXd output(rows(), rhs.cols());
 
   auto solve_and_fill_one_block = [&](const size_t i, const Eigen::Index row) {
-    const auto rhs_chunk = rhs.block(row, 0, blocks[i].rows(), rhs.cols());
+    const auto rhs_chunk =
+        rhs.derived().block(row, 0, blocks[i].rows(), rhs.cols());
     output.block(row, 0, blocks[i].rows(), rhs.cols()) =
         blocks[i].sqrt_solve(rhs_chunk);
   };
 
-  apply_map(block_to_row_map(), solve_and_fill_one_block, pool);
+  // Intentionally leaving pool out here due to an unknown bug
+  // in which the thread pool version crashes in sqrt_solve.
+  apply_map(block_to_row_map(), solve_and_fill_one_block);
   return output;
 }
 
@@ -182,6 +186,10 @@ inline Eigen::Index BlockDiagonalLDLT::cols() const {
   return n;
 }
 
+inline bool
+BlockDiagonalLDLT::operator==(const BlockDiagonalLDLT &other) const {
+  return blocks == other.blocks;
+}
 /*
  * Block Diagonal
  */