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* bugfixes in Product, and test/product_selfadjoint

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* speed up in the extraction of the matrix Q in Tridiagonalization
This commit is contained in:
Gael Guennebaud
2009-07-16 00:03:17 +02:00
parent 97c9445c60
commit 34490f1493
5 changed files with 33 additions and 18 deletions
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30
Eigen/src/QR/Tridiagonalization.h
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@@ -121,8 +121,9 @@ template<typename _MatrixType> class Tridiagonalization
*/
inline const MatrixType& packedMatrix(void) const { return m_matrix; }
MatrixType matrixQ(void) const;
MatrixType matrixT(void) const;
MatrixType matrixQ() const;
template<typename QDerived> void matrixQInPlace(MatrixBase<QDerived>* q) const;
MatrixType matrixT() const;
const DiagonalReturnType diagonal(void) const;
const SubDiagonalReturnType subDiagonal(void) const;
@@ -270,21 +271,32 @@ template<typename MatrixType>
typename Tridiagonalization<MatrixType>::MatrixType
Tridiagonalization<MatrixType>::matrixQ(void) const
{
MatrixType matQ;
matrixQInPlace(&matQ);
return matQ;
}
template<typename MatrixType>
template<typename QDerived>
void Tridiagonalization<MatrixType>::matrixQInPlace(MatrixBase<QDerived>* q) const
{
QDerived& matQ = q->derived();
int n = m_matrix.rows();
MatrixType matQ = MatrixType::Identity(n,n);
matQ = MatrixType::Identity(n,n);
Matrix<Scalar,1,Dynamic> aux(n);
for (int i = n-2; i>=0; i--)
{
Scalar tmp = m_matrix.coeff(i+1,i);
m_matrix.const_cast_derived().coeffRef(i+1,i) = 1;
// TODO this product could be optimized by processing the submatrix per panel of at least 4 columns
matQ.corner(BottomRight,n-i-1,n-i-1) -=
((m_hCoeffs.coeff(i) * m_matrix.col(i).end(n-i-1)) *
(m_matrix.col(i).end(n-i-1).adjoint() * matQ.corner(BottomRight,n-i-1,n-i-1)).lazy()).lazy();
aux.end(n-i-1) = (m_hCoeffs.coeff(i) * m_matrix.col(i).end(n-i-1).adjoint() * matQ.corner(BottomRight,n-i-1,n-i-1)).lazy();
// rank one update, TODO ! make it works efficiently as expected
for (int j=i+1;j<n;++j)
matQ.col(j).end(n-i-1) -= ( aux.coeff(j)) * m_matrix.col(i).end(n-i-1);
// matQ.corner(BottomRight,n-i-1,n-i-1) -= (m_matrix.col(i).end(n-i-1) * aux.end(n-i-1)).lazy();
m_matrix.const_cast_derived().coeffRef(i+1,i) = tmp;
}
return matQ;
}
/** Performs a full decomposition in place */
@@ -303,7 +315,7 @@ void Tridiagonalization<MatrixType>::decomposeInPlace(MatrixType& mat, DiagonalT
diag = tridiag.diagonal();
subdiag = tridiag.subDiagonal();
if (extractQ)
mat = tridiag.matrixQ();
tridiag.matrixQInPlace(&mat);
}
}