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* Fix a bug in HouseholderQR with mixed fixed/dynamic size: must use EIGEN_SIZE_MIN instead of EIGEN_ENUM_MIN, and there are many other occurences throughout Eigen!

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* HouseholderSequence:
  - add shift parameter
  - add essentialVector() method to start abstracting the direction
  - add unit test in householder.cpp
This commit is contained in:
Benoit Jacob
2010-01-11 08:48:39 -05:00
parent 325da2ea3c
commit 24a09ceae8
5 changed files with 92 additions and 45 deletions
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69
Eigen/src/Householder/HouseholderSequence.h
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@@ -65,32 +65,44 @@ template<typename VectorsType, typename CoeffsType> class HouseholderSequence
: public AnyMatrixBase<HouseholderSequence<VectorsType,CoeffsType> >
{
typedef typename VectorsType::Scalar Scalar;
typedef Block<VectorsType, Dynamic, 1> EssentialVectorType;
public:
typedef HouseholderSequence<VectorsType,
typename ei_meta_if<NumTraits<Scalar>::IsComplex,
NestByValue<typename ei_cleantype<typename CoeffsType::ConjugateReturnType>::type >,
typename ei_cleantype<typename CoeffsType::ConjugateReturnType>::type,
CoeffsType>::ret> ConjugateReturnType;
HouseholderSequence(const VectorsType& v, const CoeffsType& h, bool trans = false)
: m_vectors(v), m_coeffs(h), m_trans(trans), m_actualVectors(v.diagonalSize())
{}
: m_vectors(v), m_coeffs(h), m_trans(trans), m_actualVectors(v.diagonalSize()),
m_shift(0)
{
}
HouseholderSequence(const VectorsType& v, const CoeffsType& h, bool trans, int actualVectors)
: m_vectors(v), m_coeffs(h), m_trans(trans), m_actualVectors(actualVectors)
{}
HouseholderSequence(const VectorsType& v, const CoeffsType& h, bool trans, int actualVectors, int shift)
: m_vectors(v), m_coeffs(h), m_trans(trans), m_actualVectors(actualVectors), m_shift(shift)
{
}
int rows() const { return m_vectors.rows(); }
int cols() const { return m_vectors.rows(); }
const EssentialVectorType essentialVector(int k) const
{
ei_assert(k>= 0 && k < m_actualVectors);
const int start = k+1+m_shift;
return Block<VectorsType,Dynamic,1>(m_vectors, start, k, rows()-start, 1);
}
HouseholderSequence transpose() const
{ return HouseholderSequence(m_vectors, m_coeffs, !m_trans, m_actualVectors); }
{ return HouseholderSequence(m_vectors, m_coeffs, !m_trans, m_actualVectors, m_shift); }
ConjugateReturnType conjugate() const
{ return ConjugateReturnType(m_vectors, m_coeffs.conjugate(), m_trans, m_actualVectors); }
{ return ConjugateReturnType(m_vectors, m_coeffs.conjugate(), m_trans, m_actualVectors, m_shift); }
ConjugateReturnType adjoint() const
{ return ConjugateReturnType(m_vectors, m_coeffs.conjugate(), !m_trans, m_actualVectors); }
{ return ConjugateReturnType(m_vectors, m_coeffs.conjugate(), !m_trans, m_actualVectors, m_shift); }
ConjugateReturnType inverse() const { return adjoint(); }
@@ -98,45 +110,41 @@ template<typename VectorsType, typename CoeffsType> class HouseholderSequence
template<typename DestType> void evalTo(DestType& dst) const
{
int vecs = m_actualVectors;
int length = m_vectors.rows();
dst.setIdentity();
Matrix<Scalar,1,DestType::RowsAtCompileTime> temp(dst.rows());
dst.setIdentity(rows(), rows());
Matrix<Scalar,1,DestType::RowsAtCompileTime> temp(rows());
for(int k = vecs-1; k >= 0; --k)
{
int cornerSize = rows() - k - m_shift;
if(m_trans)
dst.corner(BottomRight, length-k, length-k)
.applyHouseholderOnTheRight(m_vectors.col(k).tail(length-k-1), m_coeffs.coeff(k), &temp.coeffRef(0));
dst.corner(BottomRight, cornerSize, cornerSize)
.applyHouseholderOnTheRight(essentialVector(k), m_coeffs.coeff(k), &temp.coeffRef(0));
else
dst.corner(BottomRight, length-k, length-k)
.applyHouseholderOnTheLeft(m_vectors.col(k).tail(length-k-1), m_coeffs.coeff(k), &temp.coeffRef(k));
dst.corner(BottomRight, cornerSize, cornerSize)
.applyHouseholderOnTheLeft(essentialVector(k), m_coeffs.coeff(k), &temp.coeffRef(0));
}
}
/** \internal */
template<typename Dest> inline void applyThisOnTheRight(Dest& dst) const
{
int vecs = m_actualVectors; // number of householder vectors
int length = m_vectors.rows(); // size of the largest householder vector
Matrix<Scalar,1,Dest::RowsAtCompileTime> temp(dst.rows());
for(int k = 0; k < vecs; ++k)
for(int k = 0; k < m_actualVectors; ++k)
{
int actual_k = m_trans ? vecs-k-1 : k;
dst.corner(BottomRight, dst.rows(), length-actual_k)
.applyHouseholderOnTheRight(m_vectors.col(actual_k).tail(length-actual_k-1), m_coeffs.coeff(actual_k), &temp.coeffRef(0));
int actual_k = m_trans ? m_actualVectors-k-1 : k;
dst.corner(BottomRight, dst.rows(), rows()-m_shift-actual_k)
.applyHouseholderOnTheRight(essentialVector(actual_k), m_coeffs.coeff(actual_k), &temp.coeffRef(0));
}
}
/** \internal */
template<typename Dest> inline void applyThisOnTheLeft(Dest& dst) const
{
int vecs = m_actualVectors; // number of householder vectors
int length = m_vectors.rows(); // size of the largest householder vector
Matrix<Scalar,1,Dest::ColsAtCompileTime> temp(dst.cols());
for(int k = 0; k < vecs; ++k)
for(int k = 0; k < m_actualVectors; ++k)
{
int actual_k = m_trans ? k : vecs-k-1;
dst.corner(BottomRight, length-actual_k, dst.cols())
.applyHouseholderOnTheLeft(m_vectors.col(actual_k).tail(length-actual_k-1), m_coeffs.coeff(actual_k), &temp.coeffRef(0));
int actual_k = m_trans ? k : m_actualVectors-k-1;
dst.corner(BottomRight, rows()-m_shift-actual_k, dst.cols())
.applyHouseholderOnTheLeft(essentialVector(actual_k), m_coeffs.coeff(actual_k), &temp.coeffRef(0));
}
}
@@ -161,6 +169,7 @@ template<typename VectorsType, typename CoeffsType> class HouseholderSequence
typename CoeffsType::Nested m_coeffs;
bool m_trans;
int m_actualVectors;
int m_shift;
};
template<typename VectorsType, typename CoeffsType>
@@ -170,9 +179,9 @@ HouseholderSequence<VectorsType,CoeffsType> householderSequence(const VectorsTyp
}
template<typename VectorsType, typename CoeffsType>
HouseholderSequence<VectorsType,CoeffsType> householderSequence(const VectorsType& v, const CoeffsType& h, bool trans, int actualVectors)
HouseholderSequence<VectorsType,CoeffsType> householderSequence(const VectorsType& v, const CoeffsType& h, bool trans, int actualVectors, int shift)
{
return HouseholderSequence<VectorsType,CoeffsType>(v, h, trans, actualVectors);
return HouseholderSequence<VectorsType,CoeffsType>(v, h, trans, actualVectors, shift);
}
#endif // EIGEN_HOUSEHOLDER_SEQUENCE_H

5
Eigen/src/QR/ColPivHouseholderQR.h
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@@ -448,7 +448,8 @@ struct ei_solve_retval<ColPivHouseholderQR<_MatrixType>, Rhs>
dec().matrixQR(),
dec().hCoeffs(),
true,
dec().nonzeroPivots()
dec().nonzeroPivots(),
0
));
dec().matrixQR()
@@ -475,7 +476,7 @@ typename ColPivHouseholderQR<MatrixType>::HouseholderSequenceType ColPivHousehol
::householderQ() const
{
ei_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate(), false, m_nonzero_pivots);
return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate(), false, m_nonzero_pivots, 0);
}
#endif // EIGEN_HIDE_HEAVY_CODE

6
Eigen/src/QR/HouseholderQR.h
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@@ -55,11 +55,11 @@ template<typename _MatrixType> class HouseholderQR
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
Options = MatrixType::Options,
DiagSizeAtCompileTime = EIGEN_ENUM_MIN(ColsAtCompileTime,RowsAtCompileTime)
DiagSizeAtCompileTime = EIGEN_SIZE_MIN(ColsAtCompileTime,RowsAtCompileTime)
};
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, AutoAlign | (ei_traits<MatrixType>::Flags&RowMajorBit ? RowMajor : ColMajor)> MatrixQType;
typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, ei_traits<MatrixType>::Flags&RowMajorBit ? RowMajor : ColMajor> MatrixQType;
typedef Matrix<Scalar, DiagSizeAtCompileTime, 1> HCoeffsType;
typedef Matrix<Scalar, 1, ColsAtCompileTime> RowVectorType;
typedef typename HouseholderSequence<MatrixType,HCoeffsType>::ConjugateReturnType HouseholderSequenceType;
@@ -191,7 +191,7 @@ HouseholderQR<MatrixType>& HouseholderQR<MatrixType>::compute(const MatrixType&
RowVectorType temp(cols);
for (int k = 0; k < size; ++k)
for(int k = 0; k < size; ++k)
{
int remainingRows = rows - k;
int remainingCols = cols - k - 1;