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Add blocking inside HouseholderQR based on code from Vincent Lejeune.

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This is all internal stuff for now.
This commit is contained in:
Gael Guennebaud
2010-06-17 18:30:47 +02:00
parent bc99c82d17
commit 22d07ec2e3
4 changed files with 137 additions and 6 deletions
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76
Eigen/src/Householder/BlockHouseholder.h Normal file
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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2010 Vincent Lejeune
// Copyright (C) 2010 Gael Guennebaud <g.gael@free.fr>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#ifndef EIGEN_BLOCK_HOUSEHOLDER_H
#define EIGEN_BLOCK_HOUSEHOLDER_H
// This file contains some helper function to deal with block householder reflectors
/** \internal */
template<typename TriangularFactorType,typename VectorsType,typename CoeffsType>
void ei_make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const CoeffsType& hCoeffs)
{
typedef typename TriangularFactorType::Index Index;
typedef typename VectorsType::Scalar Scalar;
const Index nbVecs = vectors.cols();
ei_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows()>=nbVecs);
for(Index i = 0; i < nbVecs; i++)
{
Index rs = vectors.rows() - i;
Scalar Vii = vectors(i,i);
vectors.const_cast_derived().coeffRef(i,i) = Scalar(1);
triFactor.col(i).head(i).noalias() = vectors.block(i, 0, rs, i).adjoint()
* vectors.col(i).tail(rs);
triFactor.col(i).head(i) *= -hCoeffs(i);
vectors.const_cast_derived().coeffRef(i, i) = Vii;
// FIXME add .noalias() once the triangular product can work inplace
triFactor.col(i).head(i) = triFactor.block(0,0,i,i).template triangularView<Upper>()
* triFactor.col(i).head(i);
triFactor(i,i) = hCoeffs(i);
}
}
/** \internal */
template<typename MatrixType,typename VectorsType,typename CoeffsType>
void ei_apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vectors, const CoeffsType& hCoeffs)
{
typedef typename MatrixType::Index Index;
enum { TFactorSize = MatrixType::ColsAtCompileTime };
Index nbVecs = vectors.cols();
Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize> T(nbVecs,nbVecs);
ei_make_block_householder_triangular_factor(T, vectors, hCoeffs);
const TriangularView<VectorsType, UnitLower>& V(vectors);
// A -= V T V^* A
Matrix<typename MatrixType::Scalar,Dynamic,Dynamic> tmp = V.adjoint() * mat;
// FIXME add .noalias() once the triangular product can work inplace
tmp = T.template triangularView<Upper>().adjoint() * tmp;
mat.noalias() -= V * tmp;
}
#endif // EIGEN_BLOCK_HOUSEHOLDER_H