* HouseholderSequence:

* be aware of number of actual householder vectors
    (optimization in non-full-rank case, no behavior change)
  * fix applyThisOnTheRight, it was using k instead of actual_k
* QR: rename matrixQ() to householderQ() where applicable
This commit is contained in:
Benoit Jacob
2009-12-02 11:11:09 -05:00
parent 3279e39340
commit 3e73f6036c
7 changed files with 43 additions and 39 deletions

View File

@@ -69,31 +69,35 @@ template<typename VectorsType, typename CoeffsType> class HouseholderSequence
typedef HouseholderSequence<VectorsType,
typename ei_meta_if<NumTraits<Scalar>::IsComplex,
typename ei_cleantype<typename CoeffsType::ConjugateReturnType>::type,
NestByValue<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_vectors(v), m_coeffs(h), m_trans(trans), m_actualVectors(v.diagonalSize())
{}
HouseholderSequence(const VectorsType& v, const CoeffsType& h, bool trans, int actualVectors)
: m_vectors(v), m_coeffs(h), m_trans(trans), m_actualVectors(actualVectors)
{}
int rows() const { return m_vectors.rows(); }
int cols() const { return m_vectors.rows(); }
HouseholderSequence transpose() const
{ return HouseholderSequence(m_vectors, m_coeffs, !m_trans); }
{ return HouseholderSequence(m_vectors, m_coeffs, !m_trans, m_actualVectors); }
ConjugateReturnType conjugate() const
{ return ConjugateReturnType(m_vectors, m_coeffs.conjugate(), m_trans); }
{ return ConjugateReturnType(m_vectors, m_coeffs.conjugate(), m_trans, m_actualVectors); }
ConjugateReturnType adjoint() const
{ return ConjugateReturnType(m_vectors, m_coeffs.conjugate(), !m_trans); }
{ return ConjugateReturnType(m_vectors, m_coeffs.conjugate(), !m_trans, m_actualVectors); }
ConjugateReturnType inverse() const { return adjoint(); }
/** \internal */
template<typename DestType> void evalTo(DestType& dst) const
{
int vecs = std::min(m_vectors.cols(),m_vectors.rows());
int vecs = m_actualVectors;
int length = m_vectors.rows();
dst.setIdentity();
Matrix<Scalar,1,DestType::RowsAtCompileTime> temp(dst.rows());
@@ -111,22 +115,22 @@ template<typename VectorsType, typename CoeffsType> class HouseholderSequence
/** \internal */
template<typename Dest> inline void applyThisOnTheRight(Dest& dst) const
{
int vecs = std::min(m_vectors.cols(),m_vectors.rows()); // number of householder vectors
int length = m_vectors.rows(); // size of the largest householder vector
Matrix<Scalar,1,Dest::ColsAtCompileTime> temp(dst.rows());
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)
{
int actual_k = m_trans ? vecs-k-1 : k;
dst.corner(BottomRight, dst.rows(), length-k)
.applyHouseholderOnTheRight(m_vectors.col(k).end(length-k-1), m_coeffs.coeff(k), &temp.coeffRef(0));
dst.corner(BottomRight, dst.rows(), length-actual_k)
.applyHouseholderOnTheRight(m_vectors.col(actual_k).end(length-actual_k-1), m_coeffs.coeff(actual_k), &temp.coeffRef(0));
}
}
/** \internal */
template<typename Dest> inline void applyThisOnTheLeft(Dest& dst) const
{
int vecs = std::min(m_vectors.cols(),m_vectors.rows()); // number of householder vectors
int length = m_vectors.rows(); // size of the largest householder vector
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)
{
@@ -156,6 +160,7 @@ template<typename VectorsType, typename CoeffsType> class HouseholderSequence
typename VectorsType::Nested m_vectors;
typename CoeffsType::Nested m_coeffs;
bool m_trans;
int m_actualVectors;
private:
HouseholderSequence& operator=(const HouseholderSequence&);
@@ -167,4 +172,10 @@ HouseholderSequence<VectorsType,CoeffsType> householderSequence(const VectorsTyp
return HouseholderSequence<VectorsType,CoeffsType>(v, h, trans);
}
template<typename VectorsType, typename CoeffsType>
HouseholderSequence<VectorsType,CoeffsType> householderSequence(const VectorsType& v, const CoeffsType& h, bool trans, int actualVectors)
{
return HouseholderSequence<VectorsType,CoeffsType>(v, h, trans, actualVectors);
}
#endif // EIGEN_HOUSEHOLDER_SEQUENCE_H

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@@ -105,7 +105,7 @@ template<typename _MatrixType> class ColPivHouseholderQR
return ei_solve_retval<ColPivHouseholderQR, Rhs>(*this, b.derived());
}
HouseholderSequenceType matrixQ(void) const;
HouseholderSequenceType householderQ(void) const;
/** \returns a reference to the matrix where the Householder QR decomposition is stored
*/
@@ -447,7 +447,8 @@ struct ei_solve_retval<ColPivHouseholderQR<_MatrixType>, Rhs>
c.applyOnTheLeft(householderSequence(
dec().matrixQR(),
dec().hCoeffs(),
true
true,
dec().nonzeroPivots()
));
dec().matrixQR()
@@ -470,10 +471,11 @@ struct ei_solve_retval<ColPivHouseholderQR<_MatrixType>, Rhs>
/** \returns the matrix Q as a sequence of householder transformations */
template<typename MatrixType>
typename ColPivHouseholderQR<MatrixType>::HouseholderSequenceType ColPivHouseholderQR<MatrixType>::matrixQ() const
typename ColPivHouseholderQR<MatrixType>::HouseholderSequenceType ColPivHouseholderQR<MatrixType>
::householderQ() const
{
ei_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate(), false);
return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate(), false, m_nonzero_pivots);
}
#endif // EIGEN_HIDE_HEAVY_CODE

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@@ -104,11 +104,10 @@ template<typename _MatrixType> class HouseholderQR
ei_assert(m_isInitialized && "HouseholderQR is not initialized.");
return ei_solve_retval<HouseholderQR, Rhs>(*this, b.derived());
}
MatrixQType matrixQ() const;
HouseholderSequenceType matrixQAsHouseholderSequence() const
HouseholderSequenceType householderQ() const
{
ei_assert(m_isInitialized && "HouseholderQR is not initialized.");
return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate());
}
@@ -240,14 +239,6 @@ struct ei_solve_retval<HouseholderQR<_MatrixType>, Rhs>
}
};
/** \returns the matrix Q */
template<typename MatrixType>
typename HouseholderQR<MatrixType>::MatrixQType HouseholderQR<MatrixType>::matrixQ() const
{
ei_assert(m_isInitialized && "HouseholderQR is not initialized.");
return matrixQAsHouseholderSequence();
}
#endif // EIGEN_HIDE_HEAVY_CODE
/** \return the Householder QR decomposition of \c *this.