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https://gitlab.com/libeigen/eigen.git
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PR 567: makes all dense solvers inherit SoverBase (LU,Cholesky,QR,SVD).
This changeset also includes: * add HouseholderSequence::conjugateIf * define int as the StorageIndex type for all dense solvers * dedicated unit tests, including assertion checking * _check_solve_assertion(): this method can be implemented in derived solver classes to implement custom checks * CompleteOrthogonalDecompositions: add applyZOnTheLeftInPlace, fix scalar type in applyZAdjointOnTheLeftInPlace(), add missing assertions * Cholesky: add missing assertions * FullPivHouseholderQR: Corrected Scalar type in _solve_impl() * BDCSVD: Unambiguous return type for ternary operator * SVDBase: Corrected Scalar type in _solve_impl()
This commit is contained in:
@@ -16,6 +16,15 @@
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namespace Eigen {
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namespace internal {
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template<typename _MatrixType, int _UpLo> struct traits<LDLT<_MatrixType, _UpLo> >
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: traits<_MatrixType>
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{
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typedef MatrixXpr XprKind;
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typedef SolverStorage StorageKind;
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typedef int StorageIndex;
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enum { Flags = 0 };
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};
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template<typename MatrixType, int UpLo> struct LDLT_Traits;
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// PositiveSemiDef means positive semi-definite and non-zero; same for NegativeSemiDef
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@@ -48,20 +57,19 @@ namespace internal {
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* \sa MatrixBase::ldlt(), SelfAdjointView::ldlt(), class LLT
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*/
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template<typename _MatrixType, int _UpLo> class LDLT
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: public SolverBase<LDLT<_MatrixType, _UpLo> >
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{
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public:
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typedef _MatrixType MatrixType;
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typedef SolverBase<LDLT> Base;
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friend class SolverBase<LDLT>;
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EIGEN_GENERIC_PUBLIC_INTERFACE(LDLT)
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enum {
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RowsAtCompileTime = MatrixType::RowsAtCompileTime,
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
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UpLo = _UpLo
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};
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typedef typename MatrixType::Scalar Scalar;
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typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
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typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
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typedef typename MatrixType::StorageIndex StorageIndex;
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typedef Matrix<Scalar, RowsAtCompileTime, 1, 0, MaxRowsAtCompileTime, 1> TmpMatrixType;
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typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> TranspositionType;
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@@ -180,6 +188,7 @@ template<typename _MatrixType, int _UpLo> class LDLT
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return m_sign == internal::NegativeSemiDef || m_sign == internal::ZeroSign;
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}
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#ifdef EIGEN_PARSED_BY_DOXYGEN
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/** \returns a solution x of \f$ A x = b \f$ using the current decomposition of A.
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*
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* This function also supports in-place solves using the syntax <tt>x = decompositionObject.solve(x)</tt> .
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@@ -197,13 +206,8 @@ template<typename _MatrixType, int _UpLo> class LDLT
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*/
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template<typename Rhs>
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inline const Solve<LDLT, Rhs>
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solve(const MatrixBase<Rhs>& b) const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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eigen_assert(m_matrix.rows()==b.rows()
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&& "LDLT::solve(): invalid number of rows of the right hand side matrix b");
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return Solve<LDLT, Rhs>(*this, b.derived());
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}
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solve(const MatrixBase<Rhs>& b) const;
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#endif
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template<typename Derived>
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bool solveInPlace(MatrixBase<Derived> &bAndX) const;
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@@ -259,6 +263,9 @@ template<typename _MatrixType, int _UpLo> class LDLT
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#ifndef EIGEN_PARSED_BY_DOXYGEN
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template<typename RhsType, typename DstType>
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void _solve_impl(const RhsType &rhs, DstType &dst) const;
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template<bool Conjugate, typename RhsType, typename DstType>
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void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
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#endif
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protected:
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@@ -559,14 +566,22 @@ template<typename _MatrixType, int _UpLo>
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template<typename RhsType, typename DstType>
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void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) const
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{
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eigen_assert(rhs.rows() == rows());
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_solve_impl_transposed<true>(rhs, dst);
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}
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template<typename _MatrixType,int _UpLo>
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template<bool Conjugate, typename RhsType, typename DstType>
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void LDLT<_MatrixType,_UpLo>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
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{
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// dst = P b
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dst = m_transpositions * rhs;
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// dst = L^-1 (P b)
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matrixL().solveInPlace(dst);
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// dst = L^-*T (P b)
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matrixL().template conjugateIf<!Conjugate>().solveInPlace(dst);
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// dst = D^-1 (L^-1 P b)
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// dst = D^-* (L^-1 P b)
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// dst = D^-1 (L^-*T P b)
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// more precisely, use pseudo-inverse of D (see bug 241)
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using std::abs;
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const typename Diagonal<const MatrixType>::RealReturnType vecD(vectorD());
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@@ -578,7 +593,6 @@ void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) cons
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// Moreover, Lapack's xSYTRS routines use 0 for the tolerance.
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// Using numeric_limits::min() gives us more robustness to denormals.
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RealScalar tolerance = (std::numeric_limits<RealScalar>::min)();
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for (Index i = 0; i < vecD.size(); ++i)
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{
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if(abs(vecD(i)) > tolerance)
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@@ -587,10 +601,12 @@ void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) cons
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dst.row(i).setZero();
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}
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// dst = L^-T (D^-1 L^-1 P b)
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matrixU().solveInPlace(dst);
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// dst = L^-* (D^-* L^-1 P b)
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// dst = L^-T (D^-1 L^-*T P b)
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matrixL().transpose().template conjugateIf<Conjugate>().solveInPlace(dst);
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// dst = P^-1 (L^-T D^-1 L^-1 P b) = A^-1 b
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// dst = P^T (L^-* D^-* L^-1 P b) = A^-1 b
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// dst = P^-T (L^-T D^-1 L^-*T P b) = A^-1 b
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dst = m_transpositions.transpose() * dst;
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}
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#endif
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@@ -13,6 +13,16 @@
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namespace Eigen {
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namespace internal{
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template<typename _MatrixType, int _UpLo> struct traits<LLT<_MatrixType, _UpLo> >
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: traits<_MatrixType>
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{
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typedef MatrixXpr XprKind;
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typedef SolverStorage StorageKind;
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typedef int StorageIndex;
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enum { Flags = 0 };
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};
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template<typename MatrixType, int UpLo> struct LLT_Traits;
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}
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@@ -54,18 +64,17 @@ template<typename MatrixType, int UpLo> struct LLT_Traits;
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* \sa MatrixBase::llt(), SelfAdjointView::llt(), class LDLT
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*/
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template<typename _MatrixType, int _UpLo> class LLT
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: public SolverBase<LLT<_MatrixType, _UpLo> >
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{
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public:
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typedef _MatrixType MatrixType;
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typedef SolverBase<LLT> Base;
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friend class SolverBase<LLT>;
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EIGEN_GENERIC_PUBLIC_INTERFACE(LLT)
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enum {
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RowsAtCompileTime = MatrixType::RowsAtCompileTime,
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
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};
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typedef typename MatrixType::Scalar Scalar;
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typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
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typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
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typedef typename MatrixType::StorageIndex StorageIndex;
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enum {
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PacketSize = internal::packet_traits<Scalar>::size,
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@@ -129,6 +138,7 @@ template<typename _MatrixType, int _UpLo> class LLT
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return Traits::getL(m_matrix);
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}
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#ifdef EIGEN_PARSED_BY_DOXYGEN
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/** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
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*
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* Since this LLT class assumes anyway that the matrix A is invertible, the solution
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@@ -141,13 +151,8 @@ template<typename _MatrixType, int _UpLo> class LLT
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*/
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template<typename Rhs>
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inline const Solve<LLT, Rhs>
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solve(const MatrixBase<Rhs>& b) const
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{
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eigen_assert(m_isInitialized && "LLT is not initialized.");
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eigen_assert(m_matrix.rows()==b.rows()
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&& "LLT::solve(): invalid number of rows of the right hand side matrix b");
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return Solve<LLT, Rhs>(*this, b.derived());
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}
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solve(const MatrixBase<Rhs>& b) const;
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#endif
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template<typename Derived>
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void solveInPlace(const MatrixBase<Derived> &bAndX) const;
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@@ -205,6 +210,9 @@ template<typename _MatrixType, int _UpLo> class LLT
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#ifndef EIGEN_PARSED_BY_DOXYGEN
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template<typename RhsType, typename DstType>
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void _solve_impl(const RhsType &rhs, DstType &dst) const;
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template<bool Conjugate, typename RhsType, typename DstType>
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void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
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#endif
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protected:
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@@ -476,8 +484,17 @@ template<typename _MatrixType,int _UpLo>
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template<typename RhsType, typename DstType>
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void LLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) const
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{
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dst = rhs;
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solveInPlace(dst);
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_solve_impl_transposed<true>(rhs, dst);
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}
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template<typename _MatrixType,int _UpLo>
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template<bool Conjugate, typename RhsType, typename DstType>
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void LLT<_MatrixType,_UpLo>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
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{
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dst = rhs;
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matrixL().template conjugateIf<!Conjugate>().solveInPlace(dst);
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matrixU().template conjugateIf<!Conjugate>().solveInPlace(dst);
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}
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#endif
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@@ -14,8 +14,35 @@ namespace Eigen {
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namespace internal {
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template<typename Derived>
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struct solve_assertion {
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template<bool Transpose_, typename Rhs>
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static void run(const Derived& solver, const Rhs& b) { solver.template _check_solve_assertion<Transpose_>(b); }
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};
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template<typename Derived>
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struct solve_assertion<Transpose<Derived> >
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{
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typedef Transpose<Derived> type;
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template<bool Transpose_, typename Rhs>
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static void run(const type& transpose, const Rhs& b)
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{
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internal::solve_assertion<typename internal::remove_all<Derived>::type>::template run<true>(transpose.nestedExpression(), b);
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}
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};
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template<typename Scalar, typename Derived>
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struct solve_assertion<CwiseUnaryOp<Eigen::internal::scalar_conjugate_op<Scalar>, const Transpose<Derived> > >
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{
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typedef CwiseUnaryOp<Eigen::internal::scalar_conjugate_op<Scalar>, const Transpose<Derived> > type;
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template<bool Transpose_, typename Rhs>
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static void run(const type& adjoint, const Rhs& b)
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{
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internal::solve_assertion<typename internal::remove_all<Transpose<Derived> >::type>::template run<true>(adjoint.nestedExpression(), b);
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}
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};
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} // end namespace internal
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/** \class SolverBase
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@@ -35,7 +62,7 @@ namespace internal {
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*
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* \warning Currently, any other usage of transpose() and adjoint() are not supported and will produce compilation errors.
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*
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* \sa class PartialPivLU, class FullPivLU
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* \sa class PartialPivLU, class FullPivLU, class HouseholderQR, class ColPivHouseholderQR, class FullPivHouseholderQR, class CompleteOrthogonalDecomposition, class LLT, class LDLT, class SVDBase
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*/
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template<typename Derived>
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class SolverBase : public EigenBase<Derived>
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@@ -46,6 +73,9 @@ class SolverBase : public EigenBase<Derived>
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typedef typename internal::traits<Derived>::Scalar Scalar;
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typedef Scalar CoeffReturnType;
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template<typename Derived_>
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friend struct internal::solve_assertion;
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enum {
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RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
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ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
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@@ -75,7 +105,7 @@ class SolverBase : public EigenBase<Derived>
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inline const Solve<Derived, Rhs>
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solve(const MatrixBase<Rhs>& b) const
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{
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eigen_assert(derived().rows()==b.rows() && "solve(): invalid number of rows of the right hand side matrix b");
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internal::solve_assertion<typename internal::remove_all<Derived>::type>::template run<false>(derived(), b);
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return Solve<Derived, Rhs>(derived(), b.derived());
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}
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@@ -113,6 +143,12 @@ class SolverBase : public EigenBase<Derived>
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}
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protected:
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template<bool Transpose_, typename Rhs>
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void _check_solve_assertion(const Rhs& b) const {
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eigen_assert(derived().m_isInitialized && "Solver is not initialized.");
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eigen_assert((Transpose_?derived().cols():derived().rows())==b.rows() && "SolverBase::solve(): invalid number of rows of the right hand side matrix b");
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}
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};
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namespace internal {
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@@ -260,6 +260,7 @@ template<typename MatrixType> class HouseholderQR;
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template<typename MatrixType> class ColPivHouseholderQR;
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template<typename MatrixType> class FullPivHouseholderQR;
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template<typename MatrixType> class CompleteOrthogonalDecomposition;
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template<typename MatrixType> class SVDBase;
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template<typename MatrixType, int QRPreconditioner = ColPivHouseholderQRPreconditioner> class JacobiSVD;
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template<typename MatrixType> class BDCSVD;
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template<typename MatrixType, int UpLo = Lower> class LLT;
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@@ -156,6 +156,12 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
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Side
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> TransposeReturnType;
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typedef HouseholderSequence<
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typename internal::add_const<VectorsType>::type,
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typename internal::add_const<CoeffsType>::type,
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Side
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> ConstHouseholderSequence;
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/** \brief Constructor.
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* \param[in] v %Matrix containing the essential parts of the Householder vectors
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* \param[in] h Vector containing the Householder coefficients
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@@ -244,6 +250,18 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
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.setShift(m_shift);
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}
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/** \returns an expression of the complex conjugate of \c *this if Cond==true,
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* returns \c *this otherwise.
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*/
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template<bool Cond>
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EIGEN_DEVICE_FUNC
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inline typename internal::conditional<Cond,ConjugateReturnType,ConstHouseholderSequence>::type
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conjugateIf() const
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{
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typedef typename internal::conditional<Cond,ConjugateReturnType,ConstHouseholderSequence>::type ReturnType;
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return ReturnType(m_vectors.template conjugateIf<Cond>(), m_coeffs.template conjugateIf<Cond>());
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}
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/** \brief Adjoint (conjugate transpose) of the Householder sequence. */
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AdjointReturnType adjoint() const
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{
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@@ -63,6 +63,7 @@ template<typename _MatrixType> class FullPivLU
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public:
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typedef _MatrixType MatrixType;
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typedef SolverBase<FullPivLU> Base;
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friend class SolverBase<FullPivLU>;
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EIGEN_GENERIC_PUBLIC_INTERFACE(FullPivLU)
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enum {
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@@ -218,6 +219,7 @@ template<typename _MatrixType> class FullPivLU
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return internal::image_retval<FullPivLU>(*this, originalMatrix);
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}
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#ifdef EIGEN_PARSED_BY_DOXYGEN
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/** \return a solution x to the equation Ax=b, where A is the matrix of which
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* *this is the LU decomposition.
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*
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@@ -237,14 +239,10 @@ template<typename _MatrixType> class FullPivLU
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*
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* \sa TriangularView::solve(), kernel(), inverse()
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*/
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// FIXME this is a copy-paste of the base-class member to add the isInitialized assertion.
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template<typename Rhs>
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inline const Solve<FullPivLU, Rhs>
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solve(const MatrixBase<Rhs>& b) const
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{
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eigen_assert(m_isInitialized && "LU is not initialized.");
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return Solve<FullPivLU, Rhs>(*this, b.derived());
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}
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solve(const MatrixBase<Rhs>& b) const;
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#endif
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/** \returns an estimate of the reciprocal condition number of the matrix of which \c *this is
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the LU decomposition.
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@@ -755,7 +753,6 @@ void FullPivLU<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const
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const Index rows = this->rows(),
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cols = this->cols(),
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nonzero_pivots = this->rank();
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eigen_assert(rhs.rows() == rows);
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const Index smalldim = (std::min)(rows, cols);
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if(nonzero_pivots == 0)
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@@ -805,7 +802,6 @@ void FullPivLU<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType
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const Index rows = this->rows(), cols = this->cols(),
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nonzero_pivots = this->rank();
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eigen_assert(rhs.rows() == cols);
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const Index smalldim = (std::min)(rows, cols);
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if(nonzero_pivots == 0)
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@@ -80,6 +80,8 @@ template<typename _MatrixType> class PartialPivLU
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typedef _MatrixType MatrixType;
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typedef SolverBase<PartialPivLU> Base;
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friend class SolverBase<PartialPivLU>;
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EIGEN_GENERIC_PUBLIC_INTERFACE(PartialPivLU)
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enum {
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
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@@ -152,6 +154,7 @@ template<typename _MatrixType> class PartialPivLU
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return m_p;
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}
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#ifdef EIGEN_PARSED_BY_DOXYGEN
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/** This method returns the solution x to the equation Ax=b, where A is the matrix of which
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* *this is the LU decomposition.
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*
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@@ -169,14 +172,10 @@ template<typename _MatrixType> class PartialPivLU
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*
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* \sa TriangularView::solve(), inverse(), computeInverse()
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*/
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// FIXME this is a copy-paste of the base-class member to add the isInitialized assertion.
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template<typename Rhs>
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inline const Solve<PartialPivLU, Rhs>
|
||||
solve(const MatrixBase<Rhs>& b) const
|
||||
{
|
||||
eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
|
||||
return Solve<PartialPivLU, Rhs>(*this, b.derived());
|
||||
}
|
||||
solve(const MatrixBase<Rhs>& b) const;
|
||||
#endif
|
||||
|
||||
/** \returns an estimate of the reciprocal condition number of the matrix of which \c *this is
|
||||
the LU decomposition.
|
||||
@@ -231,8 +230,6 @@ template<typename _MatrixType> class PartialPivLU
|
||||
* Step 3: replace c by the solution x to Ux = c.
|
||||
*/
|
||||
|
||||
eigen_assert(rhs.rows() == m_lu.rows());
|
||||
|
||||
// Step 1
|
||||
dst = permutationP() * rhs;
|
||||
|
||||
|
||||
@@ -17,6 +17,9 @@ namespace internal {
|
||||
template<typename _MatrixType> struct traits<ColPivHouseholderQR<_MatrixType> >
|
||||
: traits<_MatrixType>
|
||||
{
|
||||
typedef MatrixXpr XprKind;
|
||||
typedef SolverStorage StorageKind;
|
||||
typedef int StorageIndex;
|
||||
enum { Flags = 0 };
|
||||
};
|
||||
|
||||
@@ -46,20 +49,19 @@ template<typename _MatrixType> struct traits<ColPivHouseholderQR<_MatrixType> >
|
||||
* \sa MatrixBase::colPivHouseholderQr()
|
||||
*/
|
||||
template<typename _MatrixType> class ColPivHouseholderQR
|
||||
: public SolverBase<ColPivHouseholderQR<_MatrixType> >
|
||||
{
|
||||
public:
|
||||
|
||||
typedef _MatrixType MatrixType;
|
||||
typedef SolverBase<ColPivHouseholderQR> Base;
|
||||
friend class SolverBase<ColPivHouseholderQR>;
|
||||
|
||||
EIGEN_GENERIC_PUBLIC_INTERFACE(ColPivHouseholderQR)
|
||||
enum {
|
||||
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
|
||||
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
|
||||
MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
|
||||
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
|
||||
};
|
||||
typedef typename MatrixType::Scalar Scalar;
|
||||
typedef typename MatrixType::RealScalar RealScalar;
|
||||
// FIXME should be int
|
||||
typedef typename MatrixType::StorageIndex StorageIndex;
|
||||
typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
|
||||
typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType;
|
||||
typedef typename internal::plain_row_type<MatrixType, Index>::type IntRowVectorType;
|
||||
@@ -156,6 +158,7 @@ template<typename _MatrixType> class ColPivHouseholderQR
|
||||
computeInPlace();
|
||||
}
|
||||
|
||||
#ifdef EIGEN_PARSED_BY_DOXYGEN
|
||||
/** This method finds a solution x to the equation Ax=b, where A is the matrix of which
|
||||
* *this is the QR decomposition, if any exists.
|
||||
*
|
||||
@@ -172,11 +175,8 @@ template<typename _MatrixType> class ColPivHouseholderQR
|
||||
*/
|
||||
template<typename Rhs>
|
||||
inline const Solve<ColPivHouseholderQR, Rhs>
|
||||
solve(const MatrixBase<Rhs>& b) const
|
||||
{
|
||||
eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
|
||||
return Solve<ColPivHouseholderQR, Rhs>(*this, b.derived());
|
||||
}
|
||||
solve(const MatrixBase<Rhs>& b) const;
|
||||
#endif
|
||||
|
||||
HouseholderSequenceType householderQ() const;
|
||||
HouseholderSequenceType matrixQ() const
|
||||
@@ -417,6 +417,9 @@ template<typename _MatrixType> class ColPivHouseholderQR
|
||||
#ifndef EIGEN_PARSED_BY_DOXYGEN
|
||||
template<typename RhsType, typename DstType>
|
||||
void _solve_impl(const RhsType &rhs, DstType &dst) const;
|
||||
|
||||
template<bool Conjugate, typename RhsType, typename DstType>
|
||||
void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
|
||||
#endif
|
||||
|
||||
protected:
|
||||
@@ -583,8 +586,6 @@ template<typename _MatrixType>
|
||||
template<typename RhsType, typename DstType>
|
||||
void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const
|
||||
{
|
||||
eigen_assert(rhs.rows() == rows());
|
||||
|
||||
const Index nonzero_pivots = nonzeroPivots();
|
||||
|
||||
if(nonzero_pivots == 0)
|
||||
@@ -604,6 +605,31 @@ void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &
|
||||
for(Index i = 0; i < nonzero_pivots; ++i) dst.row(m_colsPermutation.indices().coeff(i)) = c.row(i);
|
||||
for(Index i = nonzero_pivots; i < cols(); ++i) dst.row(m_colsPermutation.indices().coeff(i)).setZero();
|
||||
}
|
||||
|
||||
template<typename _MatrixType>
|
||||
template<bool Conjugate, typename RhsType, typename DstType>
|
||||
void ColPivHouseholderQR<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
|
||||
{
|
||||
const Index nonzero_pivots = nonzeroPivots();
|
||||
|
||||
if(nonzero_pivots == 0)
|
||||
{
|
||||
dst.setZero();
|
||||
return;
|
||||
}
|
||||
|
||||
typename RhsType::PlainObject c(m_colsPermutation.transpose()*rhs);
|
||||
|
||||
m_qr.topLeftCorner(nonzero_pivots, nonzero_pivots)
|
||||
.template triangularView<Upper>()
|
||||
.transpose().template conjugateIf<Conjugate>()
|
||||
.solveInPlace(c.topRows(nonzero_pivots));
|
||||
|
||||
dst.topRows(nonzero_pivots) = c.topRows(nonzero_pivots);
|
||||
dst.bottomRows(rows()-nonzero_pivots).setZero();
|
||||
|
||||
dst.applyOnTheLeft(householderQ().setLength(nonzero_pivots).template conjugateIf<!Conjugate>() );
|
||||
}
|
||||
#endif
|
||||
|
||||
namespace internal {
|
||||
|
||||
@@ -16,6 +16,9 @@ namespace internal {
|
||||
template <typename _MatrixType>
|
||||
struct traits<CompleteOrthogonalDecomposition<_MatrixType> >
|
||||
: traits<_MatrixType> {
|
||||
typedef MatrixXpr XprKind;
|
||||
typedef SolverStorage StorageKind;
|
||||
typedef int StorageIndex;
|
||||
enum { Flags = 0 };
|
||||
};
|
||||
|
||||
@@ -44,19 +47,21 @@ struct traits<CompleteOrthogonalDecomposition<_MatrixType> >
|
||||
*
|
||||
* \sa MatrixBase::completeOrthogonalDecomposition()
|
||||
*/
|
||||
template <typename _MatrixType>
|
||||
class CompleteOrthogonalDecomposition {
|
||||
template <typename _MatrixType> class CompleteOrthogonalDecomposition
|
||||
: public SolverBase<CompleteOrthogonalDecomposition<_MatrixType> >
|
||||
{
|
||||
public:
|
||||
typedef _MatrixType MatrixType;
|
||||
typedef SolverBase<CompleteOrthogonalDecomposition> Base;
|
||||
|
||||
template<typename Derived>
|
||||
friend struct internal::solve_assertion;
|
||||
|
||||
EIGEN_GENERIC_PUBLIC_INTERFACE(CompleteOrthogonalDecomposition)
|
||||
enum {
|
||||
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
|
||||
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
|
||||
MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
|
||||
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
|
||||
};
|
||||
typedef typename MatrixType::Scalar Scalar;
|
||||
typedef typename MatrixType::RealScalar RealScalar;
|
||||
typedef typename MatrixType::StorageIndex StorageIndex;
|
||||
typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
|
||||
typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime>
|
||||
PermutationType;
|
||||
@@ -131,9 +136,9 @@ class CompleteOrthogonalDecomposition {
|
||||
m_temp(matrix.cols())
|
||||
{
|
||||
computeInPlace();
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
#ifdef EIGEN_PARSED_BY_DOXYGEN
|
||||
/** This method computes the minimum-norm solution X to a least squares
|
||||
* problem \f[\mathrm{minimize} \|A X - B\|, \f] where \b A is the matrix of
|
||||
* which \c *this is the complete orthogonal decomposition.
|
||||
@@ -145,11 +150,8 @@ class CompleteOrthogonalDecomposition {
|
||||
*/
|
||||
template <typename Rhs>
|
||||
inline const Solve<CompleteOrthogonalDecomposition, Rhs> solve(
|
||||
const MatrixBase<Rhs>& b) const {
|
||||
eigen_assert(m_cpqr.m_isInitialized &&
|
||||
"CompleteOrthogonalDecomposition is not initialized.");
|
||||
return Solve<CompleteOrthogonalDecomposition, Rhs>(*this, b.derived());
|
||||
}
|
||||
const MatrixBase<Rhs>& b) const;
|
||||
#endif
|
||||
|
||||
HouseholderSequenceType householderQ(void) const;
|
||||
HouseholderSequenceType matrixQ(void) const { return m_cpqr.householderQ(); }
|
||||
@@ -158,8 +160,8 @@ class CompleteOrthogonalDecomposition {
|
||||
*/
|
||||
MatrixType matrixZ() const {
|
||||
MatrixType Z = MatrixType::Identity(m_cpqr.cols(), m_cpqr.cols());
|
||||
applyZAdjointOnTheLeftInPlace(Z);
|
||||
return Z.adjoint();
|
||||
applyZOnTheLeftInPlace<false>(Z);
|
||||
return Z;
|
||||
}
|
||||
|
||||
/** \returns a reference to the matrix where the complete orthogonal
|
||||
@@ -275,6 +277,7 @@ class CompleteOrthogonalDecomposition {
|
||||
*/
|
||||
inline const Inverse<CompleteOrthogonalDecomposition> pseudoInverse() const
|
||||
{
|
||||
eigen_assert(m_cpqr.m_isInitialized && "CompleteOrthogonalDecomposition is not initialized.");
|
||||
return Inverse<CompleteOrthogonalDecomposition>(*this);
|
||||
}
|
||||
|
||||
@@ -368,6 +371,9 @@ class CompleteOrthogonalDecomposition {
|
||||
#ifndef EIGEN_PARSED_BY_DOXYGEN
|
||||
template <typename RhsType, typename DstType>
|
||||
void _solve_impl(const RhsType& rhs, DstType& dst) const;
|
||||
|
||||
template<bool Conjugate, typename RhsType, typename DstType>
|
||||
void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
|
||||
#endif
|
||||
|
||||
protected:
|
||||
@@ -375,8 +381,21 @@ class CompleteOrthogonalDecomposition {
|
||||
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
|
||||
}
|
||||
|
||||
template<bool Transpose_, typename Rhs>
|
||||
void _check_solve_assertion(const Rhs& b) const {
|
||||
eigen_assert(m_cpqr.m_isInitialized && "CompleteOrthogonalDecomposition is not initialized.");
|
||||
eigen_assert((Transpose_?derived().cols():derived().rows())==b.rows() && "CompleteOrthogonalDecomposition::solve(): invalid number of rows of the right hand side matrix b");
|
||||
}
|
||||
|
||||
void computeInPlace();
|
||||
|
||||
/** Overwrites \b rhs with \f$ \mathbf{Z} * \mathbf{rhs} \f$ or
|
||||
* \f$ \mathbf{\overline Z} * \mathbf{rhs} \f$ if \c Conjugate
|
||||
* is set to \c true.
|
||||
*/
|
||||
template <bool Conjugate, typename Rhs>
|
||||
void applyZOnTheLeftInPlace(Rhs& rhs) const;
|
||||
|
||||
/** Overwrites \b rhs with \f$ \mathbf{Z}^* * \mathbf{rhs} \f$.
|
||||
*/
|
||||
template <typename Rhs>
|
||||
@@ -464,6 +483,28 @@ void CompleteOrthogonalDecomposition<MatrixType>::computeInPlace()
|
||||
}
|
||||
}
|
||||
|
||||
template <typename MatrixType>
|
||||
template <bool Conjugate, typename Rhs>
|
||||
void CompleteOrthogonalDecomposition<MatrixType>::applyZOnTheLeftInPlace(
|
||||
Rhs& rhs) const {
|
||||
const Index cols = this->cols();
|
||||
const Index nrhs = rhs.cols();
|
||||
const Index rank = this->rank();
|
||||
Matrix<typename Rhs::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs));
|
||||
for (Index k = rank-1; k >= 0; --k) {
|
||||
if (k != rank - 1) {
|
||||
rhs.row(k).swap(rhs.row(rank - 1));
|
||||
}
|
||||
rhs.middleRows(rank - 1, cols - rank + 1)
|
||||
.applyHouseholderOnTheLeft(
|
||||
matrixQTZ().row(k).tail(cols - rank).transpose().template conjugateIf<!Conjugate>(), zCoeffs().template conjugateIf<Conjugate>()(k),
|
||||
&temp(0));
|
||||
if (k != rank - 1) {
|
||||
rhs.row(k).swap(rhs.row(rank - 1));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
template <typename MatrixType>
|
||||
template <typename Rhs>
|
||||
void CompleteOrthogonalDecomposition<MatrixType>::applyZAdjointOnTheLeftInPlace(
|
||||
@@ -471,7 +512,7 @@ void CompleteOrthogonalDecomposition<MatrixType>::applyZAdjointOnTheLeftInPlace(
|
||||
const Index cols = this->cols();
|
||||
const Index nrhs = rhs.cols();
|
||||
const Index rank = this->rank();
|
||||
Matrix<typename MatrixType::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs));
|
||||
Matrix<typename Rhs::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs));
|
||||
for (Index k = 0; k < rank; ++k) {
|
||||
if (k != rank - 1) {
|
||||
rhs.row(k).swap(rhs.row(rank - 1));
|
||||
@@ -491,8 +532,6 @@ template <typename _MatrixType>
|
||||
template <typename RhsType, typename DstType>
|
||||
void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl(
|
||||
const RhsType& rhs, DstType& dst) const {
|
||||
eigen_assert(rhs.rows() == this->rows());
|
||||
|
||||
const Index rank = this->rank();
|
||||
if (rank == 0) {
|
||||
dst.setZero();
|
||||
@@ -520,6 +559,34 @@ void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl(
|
||||
// Undo permutation to get x = P^{-1} * y.
|
||||
dst = colsPermutation() * dst;
|
||||
}
|
||||
|
||||
template<typename _MatrixType>
|
||||
template<bool Conjugate, typename RhsType, typename DstType>
|
||||
void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
|
||||
{
|
||||
const Index rank = this->rank();
|
||||
|
||||
if (rank == 0) {
|
||||
dst.setZero();
|
||||
return;
|
||||
}
|
||||
|
||||
typename RhsType::PlainObject c(colsPermutation().transpose()*rhs);
|
||||
|
||||
if (rank < cols()) {
|
||||
applyZOnTheLeftInPlace<!Conjugate>(c);
|
||||
}
|
||||
|
||||
matrixT().topLeftCorner(rank, rank)
|
||||
.template triangularView<Upper>()
|
||||
.transpose().template conjugateIf<Conjugate>()
|
||||
.solveInPlace(c.topRows(rank));
|
||||
|
||||
dst.topRows(rank) = c.topRows(rank);
|
||||
dst.bottomRows(rows()-rank).setZero();
|
||||
|
||||
dst.applyOnTheLeft(householderQ().setLength(rank).template conjugateIf<!Conjugate>() );
|
||||
}
|
||||
#endif
|
||||
|
||||
namespace internal {
|
||||
|
||||
@@ -18,6 +18,9 @@ namespace internal {
|
||||
template<typename _MatrixType> struct traits<FullPivHouseholderQR<_MatrixType> >
|
||||
: traits<_MatrixType>
|
||||
{
|
||||
typedef MatrixXpr XprKind;
|
||||
typedef SolverStorage StorageKind;
|
||||
typedef int StorageIndex;
|
||||
enum { Flags = 0 };
|
||||
};
|
||||
|
||||
@@ -55,20 +58,19 @@ struct traits<FullPivHouseholderQRMatrixQReturnType<MatrixType> >
|
||||
* \sa MatrixBase::fullPivHouseholderQr()
|
||||
*/
|
||||
template<typename _MatrixType> class FullPivHouseholderQR
|
||||
: public SolverBase<FullPivHouseholderQR<_MatrixType> >
|
||||
{
|
||||
public:
|
||||
|
||||
typedef _MatrixType MatrixType;
|
||||
typedef SolverBase<FullPivHouseholderQR> Base;
|
||||
friend class SolverBase<FullPivHouseholderQR>;
|
||||
|
||||
EIGEN_GENERIC_PUBLIC_INTERFACE(FullPivHouseholderQR)
|
||||
enum {
|
||||
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
|
||||
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
|
||||
MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
|
||||
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
|
||||
};
|
||||
typedef typename MatrixType::Scalar Scalar;
|
||||
typedef typename MatrixType::RealScalar RealScalar;
|
||||
// FIXME should be int
|
||||
typedef typename MatrixType::StorageIndex StorageIndex;
|
||||
typedef internal::FullPivHouseholderQRMatrixQReturnType<MatrixType> MatrixQReturnType;
|
||||
typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
|
||||
typedef Matrix<StorageIndex, 1,
|
||||
@@ -156,6 +158,7 @@ template<typename _MatrixType> class FullPivHouseholderQR
|
||||
computeInPlace();
|
||||
}
|
||||
|
||||
#ifdef EIGEN_PARSED_BY_DOXYGEN
|
||||
/** This method finds a solution x to the equation Ax=b, where A is the matrix of which
|
||||
* \c *this is the QR decomposition.
|
||||
*
|
||||
@@ -173,11 +176,8 @@ template<typename _MatrixType> class FullPivHouseholderQR
|
||||
*/
|
||||
template<typename Rhs>
|
||||
inline const Solve<FullPivHouseholderQR, Rhs>
|
||||
solve(const MatrixBase<Rhs>& b) const
|
||||
{
|
||||
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
|
||||
return Solve<FullPivHouseholderQR, Rhs>(*this, b.derived());
|
||||
}
|
||||
solve(const MatrixBase<Rhs>& b) const;
|
||||
#endif
|
||||
|
||||
/** \returns Expression object representing the matrix Q
|
||||
*/
|
||||
@@ -396,6 +396,9 @@ template<typename _MatrixType> class FullPivHouseholderQR
|
||||
#ifndef EIGEN_PARSED_BY_DOXYGEN
|
||||
template<typename RhsType, typename DstType>
|
||||
void _solve_impl(const RhsType &rhs, DstType &dst) const;
|
||||
|
||||
template<bool Conjugate, typename RhsType, typename DstType>
|
||||
void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
|
||||
#endif
|
||||
|
||||
protected:
|
||||
@@ -498,15 +501,15 @@ void FullPivHouseholderQR<MatrixType>::computeInPlace()
|
||||
m_nonzero_pivots = k;
|
||||
for(Index i = k; i < size; i++)
|
||||
{
|
||||
m_rows_transpositions.coeffRef(i) = i;
|
||||
m_cols_transpositions.coeffRef(i) = i;
|
||||
m_rows_transpositions.coeffRef(i) = internal::convert_index<StorageIndex>(i);
|
||||
m_cols_transpositions.coeffRef(i) = internal::convert_index<StorageIndex>(i);
|
||||
m_hCoeffs.coeffRef(i) = Scalar(0);
|
||||
}
|
||||
break;
|
||||
}
|
||||
|
||||
m_rows_transpositions.coeffRef(k) = row_of_biggest_in_corner;
|
||||
m_cols_transpositions.coeffRef(k) = col_of_biggest_in_corner;
|
||||
m_rows_transpositions.coeffRef(k) = internal::convert_index<StorageIndex>(row_of_biggest_in_corner);
|
||||
m_cols_transpositions.coeffRef(k) = internal::convert_index<StorageIndex>(col_of_biggest_in_corner);
|
||||
if(k != row_of_biggest_in_corner) {
|
||||
m_qr.row(k).tail(cols-k).swap(m_qr.row(row_of_biggest_in_corner).tail(cols-k));
|
||||
++number_of_transpositions;
|
||||
@@ -540,7 +543,6 @@ template<typename _MatrixType>
|
||||
template<typename RhsType, typename DstType>
|
||||
void FullPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const
|
||||
{
|
||||
eigen_assert(rhs.rows() == rows());
|
||||
const Index l_rank = rank();
|
||||
|
||||
// FIXME introduce nonzeroPivots() and use it here. and more generally,
|
||||
@@ -553,7 +555,7 @@ void FullPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType
|
||||
|
||||
typename RhsType::PlainObject c(rhs);
|
||||
|
||||
Matrix<Scalar,1,RhsType::ColsAtCompileTime> temp(rhs.cols());
|
||||
Matrix<typename RhsType::Scalar,1,RhsType::ColsAtCompileTime> temp(rhs.cols());
|
||||
for (Index k = 0; k < l_rank; ++k)
|
||||
{
|
||||
Index remainingSize = rows()-k;
|
||||
@@ -570,6 +572,42 @@ void FullPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType
|
||||
for(Index i = 0; i < l_rank; ++i) dst.row(m_cols_permutation.indices().coeff(i)) = c.row(i);
|
||||
for(Index i = l_rank; i < cols(); ++i) dst.row(m_cols_permutation.indices().coeff(i)).setZero();
|
||||
}
|
||||
|
||||
template<typename _MatrixType>
|
||||
template<bool Conjugate, typename RhsType, typename DstType>
|
||||
void FullPivHouseholderQR<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
|
||||
{
|
||||
const Index l_rank = rank();
|
||||
|
||||
if(l_rank == 0)
|
||||
{
|
||||
dst.setZero();
|
||||
return;
|
||||
}
|
||||
|
||||
typename RhsType::PlainObject c(m_cols_permutation.transpose()*rhs);
|
||||
|
||||
m_qr.topLeftCorner(l_rank, l_rank)
|
||||
.template triangularView<Upper>()
|
||||
.transpose().template conjugateIf<Conjugate>()
|
||||
.solveInPlace(c.topRows(l_rank));
|
||||
|
||||
dst.topRows(l_rank) = c.topRows(l_rank);
|
||||
dst.bottomRows(rows()-l_rank).setZero();
|
||||
|
||||
Matrix<Scalar, 1, DstType::ColsAtCompileTime> temp(dst.cols());
|
||||
const Index size = (std::min)(rows(), cols());
|
||||
for (Index k = size-1; k >= 0; --k)
|
||||
{
|
||||
Index remainingSize = rows()-k;
|
||||
|
||||
dst.bottomRightCorner(remainingSize, dst.cols())
|
||||
.applyHouseholderOnTheLeft(m_qr.col(k).tail(remainingSize-1).template conjugateIf<!Conjugate>(),
|
||||
m_hCoeffs.template conjugateIf<Conjugate>().coeff(k), &temp.coeffRef(0));
|
||||
|
||||
dst.row(k).swap(dst.row(m_rows_transpositions.coeff(k)));
|
||||
}
|
||||
}
|
||||
#endif
|
||||
|
||||
namespace internal {
|
||||
|
||||
@@ -14,6 +14,18 @@
|
||||
|
||||
namespace Eigen {
|
||||
|
||||
namespace internal {
|
||||
template<typename _MatrixType> struct traits<HouseholderQR<_MatrixType> >
|
||||
: traits<_MatrixType>
|
||||
{
|
||||
typedef MatrixXpr XprKind;
|
||||
typedef SolverStorage StorageKind;
|
||||
typedef int StorageIndex;
|
||||
enum { Flags = 0 };
|
||||
};
|
||||
|
||||
} // end namespace internal
|
||||
|
||||
/** \ingroup QR_Module
|
||||
*
|
||||
*
|
||||
@@ -42,20 +54,19 @@ namespace Eigen {
|
||||
* \sa MatrixBase::householderQr()
|
||||
*/
|
||||
template<typename _MatrixType> class HouseholderQR
|
||||
: public SolverBase<HouseholderQR<_MatrixType> >
|
||||
{
|
||||
public:
|
||||
|
||||
typedef _MatrixType MatrixType;
|
||||
typedef SolverBase<HouseholderQR> Base;
|
||||
friend class SolverBase<HouseholderQR>;
|
||||
|
||||
EIGEN_GENERIC_PUBLIC_INTERFACE(HouseholderQR)
|
||||
enum {
|
||||
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
|
||||
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
|
||||
MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
|
||||
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
|
||||
};
|
||||
typedef typename MatrixType::Scalar Scalar;
|
||||
typedef typename MatrixType::RealScalar RealScalar;
|
||||
// FIXME should be int
|
||||
typedef typename MatrixType::StorageIndex StorageIndex;
|
||||
typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, (MatrixType::Flags&RowMajorBit) ? RowMajor : ColMajor, MaxRowsAtCompileTime, MaxRowsAtCompileTime> MatrixQType;
|
||||
typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
|
||||
typedef typename internal::plain_row_type<MatrixType>::type RowVectorType;
|
||||
@@ -121,6 +132,7 @@ template<typename _MatrixType> class HouseholderQR
|
||||
computeInPlace();
|
||||
}
|
||||
|
||||
#ifdef EIGEN_PARSED_BY_DOXYGEN
|
||||
/** This method finds a solution x to the equation Ax=b, where A is the matrix of which
|
||||
* *this is the QR decomposition, if any exists.
|
||||
*
|
||||
@@ -137,11 +149,8 @@ template<typename _MatrixType> class HouseholderQR
|
||||
*/
|
||||
template<typename Rhs>
|
||||
inline const Solve<HouseholderQR, Rhs>
|
||||
solve(const MatrixBase<Rhs>& b) const
|
||||
{
|
||||
eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
|
||||
return Solve<HouseholderQR, Rhs>(*this, b.derived());
|
||||
}
|
||||
solve(const MatrixBase<Rhs>& b) const;
|
||||
#endif
|
||||
|
||||
/** This method returns an expression of the unitary matrix Q as a sequence of Householder transformations.
|
||||
*
|
||||
@@ -214,6 +223,9 @@ template<typename _MatrixType> class HouseholderQR
|
||||
#ifndef EIGEN_PARSED_BY_DOXYGEN
|
||||
template<typename RhsType, typename DstType>
|
||||
void _solve_impl(const RhsType &rhs, DstType &dst) const;
|
||||
|
||||
template<bool Conjugate, typename RhsType, typename DstType>
|
||||
void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
|
||||
#endif
|
||||
|
||||
protected:
|
||||
@@ -349,7 +361,6 @@ template<typename RhsType, typename DstType>
|
||||
void HouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const
|
||||
{
|
||||
const Index rank = (std::min)(rows(), cols());
|
||||
eigen_assert(rhs.rows() == rows());
|
||||
|
||||
typename RhsType::PlainObject c(rhs);
|
||||
|
||||
@@ -362,6 +373,25 @@ void HouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) c
|
||||
dst.topRows(rank) = c.topRows(rank);
|
||||
dst.bottomRows(cols()-rank).setZero();
|
||||
}
|
||||
|
||||
template<typename _MatrixType>
|
||||
template<bool Conjugate, typename RhsType, typename DstType>
|
||||
void HouseholderQR<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
|
||||
{
|
||||
const Index rank = (std::min)(rows(), cols());
|
||||
|
||||
typename RhsType::PlainObject c(rhs);
|
||||
|
||||
m_qr.topLeftCorner(rank, rank)
|
||||
.template triangularView<Upper>()
|
||||
.transpose().template conjugateIf<Conjugate>()
|
||||
.solveInPlace(c.topRows(rank));
|
||||
|
||||
dst.topRows(rank) = c.topRows(rank);
|
||||
dst.bottomRows(rows()-rank).setZero();
|
||||
|
||||
dst.applyOnTheLeft(householderQ().setLength(rank).template conjugateIf<!Conjugate>() );
|
||||
}
|
||||
#endif
|
||||
|
||||
/** Performs the QR factorization of the given matrix \a matrix. The result of
|
||||
|
||||
@@ -39,6 +39,7 @@ namespace internal {
|
||||
|
||||
template<typename _MatrixType>
|
||||
struct traits<BDCSVD<_MatrixType> >
|
||||
: traits<_MatrixType>
|
||||
{
|
||||
typedef _MatrixType MatrixType;
|
||||
};
|
||||
@@ -1006,7 +1007,7 @@ void BDCSVD<MatrixType>::perturbCol0
|
||||
#ifdef EIGEN_BDCSVD_SANITY_CHECKS
|
||||
assert((std::isfinite)(tmp));
|
||||
#endif
|
||||
zhat(k) = col0(k) > Literal(0) ? tmp : -tmp;
|
||||
zhat(k) = col0(k) > Literal(0) ? RealScalar(tmp) : RealScalar(-tmp);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -425,6 +425,7 @@ struct svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner, true>
|
||||
|
||||
template<typename _MatrixType, int QRPreconditioner>
|
||||
struct traits<JacobiSVD<_MatrixType,QRPreconditioner> >
|
||||
: traits<_MatrixType>
|
||||
{
|
||||
typedef _MatrixType MatrixType;
|
||||
};
|
||||
|
||||
@@ -17,6 +17,18 @@
|
||||
#define EIGEN_SVDBASE_H
|
||||
|
||||
namespace Eigen {
|
||||
|
||||
namespace internal {
|
||||
template<typename Derived> struct traits<SVDBase<Derived> >
|
||||
: traits<Derived>
|
||||
{
|
||||
typedef MatrixXpr XprKind;
|
||||
typedef SolverStorage StorageKind;
|
||||
typedef int StorageIndex;
|
||||
enum { Flags = 0 };
|
||||
};
|
||||
}
|
||||
|
||||
/** \ingroup SVD_Module
|
||||
*
|
||||
*
|
||||
@@ -44,15 +56,18 @@ namespace Eigen {
|
||||
* terminate in finite (and reasonable) time.
|
||||
* \sa class BDCSVD, class JacobiSVD
|
||||
*/
|
||||
template<typename Derived>
|
||||
class SVDBase
|
||||
template<typename Derived> class SVDBase
|
||||
: public SolverBase<SVDBase<Derived> >
|
||||
{
|
||||
public:
|
||||
|
||||
template<typename Derived_>
|
||||
friend struct internal::solve_assertion;
|
||||
|
||||
public:
|
||||
typedef typename internal::traits<Derived>::MatrixType MatrixType;
|
||||
typedef typename MatrixType::Scalar Scalar;
|
||||
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
|
||||
typedef typename MatrixType::StorageIndex StorageIndex;
|
||||
typedef typename Eigen::internal::traits<SVDBase>::StorageIndex StorageIndex;
|
||||
typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
|
||||
enum {
|
||||
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
|
||||
@@ -194,6 +209,7 @@ public:
|
||||
inline Index rows() const { return m_rows; }
|
||||
inline Index cols() const { return m_cols; }
|
||||
|
||||
#ifdef EIGEN_PARSED_BY_DOXYGEN
|
||||
/** \returns a (least squares) solution of \f$ A x = b \f$ using the current SVD decomposition of A.
|
||||
*
|
||||
* \param b the right-hand-side of the equation to solve.
|
||||
@@ -205,16 +221,15 @@ public:
|
||||
*/
|
||||
template<typename Rhs>
|
||||
inline const Solve<Derived, Rhs>
|
||||
solve(const MatrixBase<Rhs>& b) const
|
||||
{
|
||||
eigen_assert(m_isInitialized && "SVD is not initialized.");
|
||||
eigen_assert(computeU() && computeV() && "SVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
|
||||
return Solve<Derived, Rhs>(derived(), b.derived());
|
||||
}
|
||||
|
||||
solve(const MatrixBase<Rhs>& b) const;
|
||||
#endif
|
||||
|
||||
#ifndef EIGEN_PARSED_BY_DOXYGEN
|
||||
template<typename RhsType, typename DstType>
|
||||
void _solve_impl(const RhsType &rhs, DstType &dst) const;
|
||||
|
||||
template<bool Conjugate, typename RhsType, typename DstType>
|
||||
void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
|
||||
#endif
|
||||
|
||||
protected:
|
||||
@@ -223,6 +238,13 @@ protected:
|
||||
{
|
||||
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
|
||||
}
|
||||
|
||||
template<bool Transpose_, typename Rhs>
|
||||
void _check_solve_assertion(const Rhs& b) const {
|
||||
eigen_assert(m_isInitialized && "SVD is not initialized.");
|
||||
eigen_assert(computeU() && computeV() && "SVDBase::solve(): Both unitaries U and V are required to be computed (thin unitaries suffice).");
|
||||
eigen_assert((Transpose_?cols():rows())==b.rows() && "SVDBase::solve(): invalid number of rows of the right hand side matrix b");
|
||||
}
|
||||
|
||||
// return true if already allocated
|
||||
bool allocate(Index rows, Index cols, unsigned int computationOptions) ;
|
||||
@@ -263,17 +285,30 @@ template<typename Derived>
|
||||
template<typename RhsType, typename DstType>
|
||||
void SVDBase<Derived>::_solve_impl(const RhsType &rhs, DstType &dst) const
|
||||
{
|
||||
eigen_assert(rhs.rows() == rows());
|
||||
|
||||
// A = U S V^*
|
||||
// So A^{-1} = V S^{-1} U^*
|
||||
|
||||
Matrix<Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime, RhsType::MaxColsAtCompileTime> tmp;
|
||||
Matrix<typename RhsType::Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime, RhsType::MaxColsAtCompileTime> tmp;
|
||||
Index l_rank = rank();
|
||||
tmp.noalias() = m_matrixU.leftCols(l_rank).adjoint() * rhs;
|
||||
tmp = m_singularValues.head(l_rank).asDiagonal().inverse() * tmp;
|
||||
dst = m_matrixV.leftCols(l_rank) * tmp;
|
||||
}
|
||||
|
||||
template<typename Derived>
|
||||
template<bool Conjugate, typename RhsType, typename DstType>
|
||||
void SVDBase<Derived>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
|
||||
{
|
||||
// A = U S V^*
|
||||
// So A^{-*} = U S^{-1} V^*
|
||||
// And A^{-T} = U_conj S^{-1} V^T
|
||||
Matrix<typename RhsType::Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime, RhsType::MaxColsAtCompileTime> tmp;
|
||||
Index l_rank = rank();
|
||||
|
||||
tmp.noalias() = m_matrixV.leftCols(l_rank).transpose().template conjugateIf<Conjugate>() * rhs;
|
||||
tmp = m_singularValues.head(l_rank).asDiagonal().inverse() * tmp;
|
||||
dst = m_matrixU.template conjugateIf<!Conjugate>().leftCols(l_rank) * tmp;
|
||||
}
|
||||
#endif
|
||||
|
||||
template<typename MatrixType>
|
||||
|
||||
Reference in New Issue
Block a user