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bug #1493: Make representation of HouseholderSequence consistent and working for complex numbers. Made corresponding unit test actually test that. Also simplify implementation of QR decompositions

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This commit is contained in:
Christoph Hertzberg
2018-04-15 10:15:28 +02:00
parent c9ecfff2e6
commit 42715533f1
9 changed files with 60 additions and 38 deletions
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6
Eigen/src/QR/ColPivHouseholderQR.h
View File

@@ -595,11 +595,7 @@ void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &
typename RhsType::PlainObject c(rhs);
// Note that the matrix Q = H_0^* H_1^*... so its inverse is Q^* = (H_0 H_1 ...)^T
c.applyOnTheLeft(householderSequence(m_qr, m_hCoeffs)
.setLength(nonzero_pivots)
.transpose()
);
c.applyOnTheLeft(householderQ().setLength(nonzero_pivots).adjoint() );
m_qr.topLeftCorner(nonzero_pivots, nonzero_pivots)
.template triangularView<Upper>()

7
Eigen/src/QR/CompleteOrthogonalDecomposition.h
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@@ -452,7 +452,7 @@ void CompleteOrthogonalDecomposition<MatrixType>::computeInPlace()
// Apply Z(k) to the first k rows of X_k
m_cpqr.m_qr.topRightCorner(k, cols - rank + 1)
.applyHouseholderOnTheRight(
m_cpqr.m_qr.row(k).tail(cols - rank).transpose(), m_zCoeffs(k),
m_cpqr.m_qr.row(k).tail(cols - rank).adjoint(), m_zCoeffs(k),
&m_temp(0));
}
if (k != rank - 1) {
@@ -500,11 +500,8 @@ void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl(
}
// Compute c = Q^* * rhs
// Note that the matrix Q = H_0^* H_1^*... so its inverse is
// Q^* = (H_0 H_1 ...)^T
typename RhsType::PlainObject c(rhs);
c.applyOnTheLeft(
householderSequence(matrixQTZ(), hCoeffs()).setLength(rank).transpose());
c.applyOnTheLeft(matrixQ().setLength(rank).adjoint());
// Solve T z = c(1:rank, :)
dst.topRows(rank) = matrixT()

6
Eigen/src/QR/HouseholderQR.h
View File

@@ -353,11 +353,7 @@ void HouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) c
typename RhsType::PlainObject c(rhs);
// Note that the matrix Q = H_0^* H_1^*... so its inverse is Q^* = (H_0 H_1 ...)^T
c.applyOnTheLeft(householderSequence(
m_qr.leftCols(rank),
m_hCoeffs.head(rank)).transpose()
);
c.applyOnTheLeft(householderQ().setLength(rank).adjoint() );
m_qr.topLeftCorner(rank, rank)
.template triangularView<Upper>()