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https://gitlab.com/libeigen/eigen.git
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Update SVD Module with Options template parameter
This commit is contained in:
Arthur
committed by
Rasmus Munk Larsen
Rasmus Munk Larsen
parent
89c6ab2385
commit
18b50458b6
@@ -21,6 +21,36 @@
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namespace Eigen {
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namespace internal {
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enum OptionsMasks {
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QRPreconditionerBits = NoQRPreconditioner | HouseholderQRPreconditioner | ColPivHouseholderQRPreconditioner |
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FullPivHouseholderQRPreconditioner,
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ComputationOptionsBits = ComputeThinU | ComputeFullU | ComputeThinV | ComputeFullV
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};
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constexpr int get_qr_preconditioner(int options) { return options & QRPreconditionerBits; }
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constexpr int get_computation_options(int options) { return options & ComputationOptionsBits; }
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constexpr int should_svd_compute_thin_u(int options) { return options & ComputeThinU; }
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constexpr int should_svd_compute_full_u(int options) { return options & ComputeFullU; }
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constexpr int should_svd_compute_thin_v(int options) { return options & ComputeThinV; }
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constexpr int should_svd_compute_full_v(int options) { return options & ComputeFullV; }
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template <typename MatrixType, int Options>
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void check_svd_constructor_assertions(unsigned int computationOptions) {
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EIGEN_STATIC_ASSERT((Options & ComputationOptionsBits) == 0,
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"SVDBase: Cannot request U or V using both static and runtime options, even if they match. "
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"Requesting unitaries at runtime through the constructor is DEPRECATED: "
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"If possible, prefer requesting unitaries statically, using the Options template parameter.");
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eigen_assert(
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!(should_svd_compute_thin_u(computationOptions) && MatrixType::ColsAtCompileTime != Dynamic) &&
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!(should_svd_compute_thin_v(computationOptions) && MatrixType::ColsAtCompileTime != Dynamic) &&
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"SVDBase: If U or V are requested at runtime through the constructor, then thin U and V are only available when "
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"your matrix has a dynamic number of columns.");
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(void)computationOptions;
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}
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template<typename Derived> struct traits<SVDBase<Derived> >
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: traits<Derived>
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{
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@@ -29,6 +59,32 @@ template<typename Derived> struct traits<SVDBase<Derived> >
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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 Options>
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struct svd_traits : traits<MatrixType> {
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static constexpr bool ShouldComputeFullU = internal::should_svd_compute_full_u(Options);
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static constexpr bool ShouldComputeThinU = internal::should_svd_compute_thin_u(Options);
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static constexpr bool ShouldComputeFullV = internal::should_svd_compute_full_v(Options);
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static constexpr bool ShouldComputeThinV = internal::should_svd_compute_thin_v(Options);
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enum {
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DiagSizeAtCompileTime =
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internal::min_size_prefer_dynamic(MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime),
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MaxDiagSizeAtCompileTime =
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internal::min_size_prefer_dynamic(MatrixType::MaxRowsAtCompileTime, MatrixType::MaxColsAtCompileTime),
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MatrixUColsAtCompileTime = ShouldComputeFullU ? MatrixType::RowsAtCompileTime
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: ShouldComputeThinU ? DiagSizeAtCompileTime
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: Dynamic,
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MatrixVColsAtCompileTime = ShouldComputeFullV ? MatrixType::ColsAtCompileTime
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: ShouldComputeThinV ? DiagSizeAtCompileTime
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: Dynamic,
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MatrixUMaxColsAtCompileTime = ShouldComputeFullU ? MatrixType::MaxRowsAtCompileTime
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: ShouldComputeThinU ? MaxDiagSizeAtCompileTime
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: Dynamic,
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MatrixVMaxColsAtCompileTime = ShouldComputeFullV ? MatrixType::MaxColsAtCompileTime
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: ShouldComputeThinV ? MaxDiagSizeAtCompileTime
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: Dynamic
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};
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};
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}
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/** \ingroup SVD_Module
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@@ -74,20 +130,38 @@ public:
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typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
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typedef typename Eigen::internal::traits<SVDBase>::StorageIndex StorageIndex;
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typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
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static constexpr bool ShouldComputeFullU = internal::traits<Derived>::ShouldComputeFullU;
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static constexpr bool ShouldComputeThinU = internal::traits<Derived>::ShouldComputeThinU;
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static constexpr bool ShouldComputeFullV = internal::traits<Derived>::ShouldComputeFullV;
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static constexpr bool ShouldComputeThinV = internal::traits<Derived>::ShouldComputeThinV;
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enum {
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RowsAtCompileTime = MatrixType::RowsAtCompileTime,
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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DiagSizeAtCompileTime = internal::min_size_prefer_dynamic(RowsAtCompileTime,ColsAtCompileTime),
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DiagSizeAtCompileTime = internal::min_size_prefer_dynamic(RowsAtCompileTime, ColsAtCompileTime),
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
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MaxDiagSizeAtCompileTime = internal::min_size_prefer_fixed(MaxRowsAtCompileTime,MaxColsAtCompileTime),
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MatrixOptions = MatrixType::Options
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MaxDiagSizeAtCompileTime = internal::min_size_prefer_fixed(MaxRowsAtCompileTime, MaxColsAtCompileTime),
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MatrixOptions = MatrixType::Options,
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MatrixUColsAtCompileTime = internal::traits<Derived>::MatrixUColsAtCompileTime,
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MatrixVColsAtCompileTime = internal::traits<Derived>::MatrixVColsAtCompileTime,
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MatrixUMaxColsAtCompileTime = internal::traits<Derived>::MatrixUMaxColsAtCompileTime,
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MatrixVMaxColsAtCompileTime = internal::traits<Derived>::MatrixVMaxColsAtCompileTime
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};
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typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, MatrixOptions, MaxRowsAtCompileTime, MaxRowsAtCompileTime> MatrixUType;
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typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime, MatrixOptions, MaxColsAtCompileTime, MaxColsAtCompileTime> MatrixVType;
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EIGEN_STATIC_ASSERT(!(ShouldComputeFullU && ShouldComputeThinU), "SVDBase: Cannot request both full and thin U")
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EIGEN_STATIC_ASSERT(!(ShouldComputeFullV && ShouldComputeThinV), "SVDBase: Cannot request both full and thin V")
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typedef
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typename internal::make_proper_matrix_type<Scalar, RowsAtCompileTime, MatrixUColsAtCompileTime, MatrixOptions,
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MaxRowsAtCompileTime, MatrixUMaxColsAtCompileTime>::type MatrixUType;
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typedef
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typename internal::make_proper_matrix_type<Scalar, ColsAtCompileTime, MatrixVColsAtCompileTime, MatrixOptions,
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MaxColsAtCompileTime, MatrixVMaxColsAtCompileTime>::type MatrixVType;
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typedef typename internal::plain_diag_type<MatrixType, RealScalar>::type SingularValuesType;
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Derived& derived() { return *static_cast<Derived*>(this); }
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const Derived& derived() const { return *static_cast<const Derived*>(this); }
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@@ -266,7 +340,7 @@ protected:
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}
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// return true if already allocated
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bool allocate(Index rows, Index cols, unsigned int computationOptions) ;
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bool allocate(Index rows, Index cols, unsigned int computationOptions);
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MatrixUType m_matrixU;
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MatrixVType m_matrixV;
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@@ -284,19 +358,18 @@ protected:
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* Default constructor of SVDBase
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*/
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SVDBase()
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: m_info(Success),
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m_isInitialized(false),
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m_isAllocated(false),
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m_usePrescribedThreshold(false),
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m_computeFullU(false),
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m_computeThinU(false),
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m_computeFullV(false),
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m_computeThinV(false),
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m_computationOptions(0),
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m_rows(-1), m_cols(-1), m_diagSize(0)
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{ }
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: m_info(Success),
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m_isInitialized(false),
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m_isAllocated(false),
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m_usePrescribedThreshold(false),
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m_computeFullU(false),
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m_computeThinU(false),
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m_computeFullV(false),
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m_computeThinV(false),
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m_computationOptions(0),
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m_rows(-1),
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m_cols(-1),
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m_diagSize(0) {}
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};
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#ifndef EIGEN_PARSED_BY_DOXYGEN
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@@ -330,9 +403,8 @@ void SVDBase<Derived>::_solve_impl_transposed(const RhsType &rhs, DstType &dst)
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}
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#endif
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template<typename MatrixType>
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bool SVDBase<MatrixType>::allocate(Index rows, Index cols, unsigned int computationOptions)
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{
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template <typename Derived>
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bool SVDBase<Derived>::allocate(Index rows, Index cols, unsigned int computationOptions) {
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eigen_assert(rows >= 0 && cols >= 0);
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if (m_isAllocated &&
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@@ -349,14 +421,13 @@ bool SVDBase<MatrixType>::allocate(Index rows, Index cols, unsigned int computat
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m_isInitialized = false;
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m_isAllocated = true;
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m_computationOptions = computationOptions;
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m_computeFullU = (computationOptions & ComputeFullU) != 0;
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m_computeThinU = (computationOptions & ComputeThinU) != 0;
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m_computeFullV = (computationOptions & ComputeFullV) != 0;
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m_computeThinV = (computationOptions & ComputeThinV) != 0;
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m_computeFullU = ShouldComputeFullU || internal::should_svd_compute_full_u(computationOptions);
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m_computeThinU = ShouldComputeThinU || internal::should_svd_compute_thin_u(computationOptions);
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m_computeFullV = ShouldComputeFullV || internal::should_svd_compute_full_v(computationOptions);
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m_computeThinV = ShouldComputeThinV || internal::should_svd_compute_thin_v(computationOptions);
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eigen_assert(!(m_computeFullU && m_computeThinU) && "SVDBase: you can't ask for both full and thin U");
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eigen_assert(!(m_computeFullV && m_computeThinV) && "SVDBase: you can't ask for both full and thin V");
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eigen_assert(internal::check_implication(m_computeThinU || m_computeThinV, MatrixType::ColsAtCompileTime==Dynamic) &&
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"SVDBase: thin U and V are only available when your matrix has a dynamic number of columns.");
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m_diagSize = (std::min)(m_rows, m_cols);
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m_singularValues.resize(m_diagSize);
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