I am writing a wrapper to Eigen QR for my personal use and I am wondering if there are any memory leaks or undocumented behavior in my implementation, especially in the function get_QR()
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The answer is as expected. This is related to my previous question here.
using std::cout;
using std::endl;
using namespace Eigen;
/*!
Obtains the QR decomposition as A=QR, where all the matrices are in Eigen MatrixXd format.
*/
void get_QR(MatrixXd A, MatrixXd& Q, MatrixXd& R) {
int m = A.rows();
int n = A.cols();
int minmn = min(m,n);
// A_E = Q_E*R_E.
HouseholderQR<MatrixXd> qr(A);
Q = qr.householderQ()*(MatrixXd::Identity(m, minmn));
R = qr.matrixQR().block(0, 0, minmn, n).triangularView<Upper>();
}
/*!
Obtains the QR decomposition as A=QR, where all the matrices are in double format.
*/
void get_QR(double* A, int m, int n, double*& Q, double*& R) {
MatrixXd Q_E, R_E;
int minmn = min(m,n);
// Maps the double to MatrixXd.
Map<MatrixXd> A_E(A, m, n);
get_QR(A_E, Q_E, R_E);
Q = (double*)realloc(Q_E.data(), m*minmn*sizeof(double));
R = (double*)realloc(R_E.data(), minmn*n*sizeof(double));
}
int main(int argc, char* argv[]) {
srand(time(NULL));
int m = atoi(argv[1]);
int n = atoi(argv[2]);
// Check the double version.
int minmn = min(m,n);
double* A = (double*)malloc(m*n*sizeof(double));
double* Q = (double*)malloc(m*minmn*sizeof(double));
double* R = (double*)malloc(minmn*n*sizeof(double));
double RANDMAX = double(RAND_MAX);
// Initialize A as a random matrix.
for (int index=0; index<m*n; ++index) {
A[index] = rand()/RANDMAX;
}
get_QR(A, m, n, Q, R);
std::cout << Q[0] << std::endl;
// Check the MatrixXd version.
Map<MatrixXd> A_E(A, m, n);
MatrixXd Q_E, R_E;
get_QR(A_E, Q_E, R_E);
cout << Q[0] << endl;
cout << Q_E(0,0) << endl;
free(A);
free(Q);
free(R);
}
For instance, I get the output as
-0.360995 -0.360995 -0.360995
malloc
in C++ code? \$\endgroup\$