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QR and SVD decomposition interface unification.

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Added default ctor and public compute method as
well as safe-guards against uninitialized usage.
Added unit tests for the safe-guards.
This commit is contained in:
Hauke Heibel
2009-05-22 14:27:58 +02:00
parent c7baddb132
commit 5c5789cf0f
4 changed files with 114 additions and 12 deletions
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39
Eigen/src/QR/QR.h
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@@ -49,11 +49,20 @@ template<typename MatrixType> class QR
typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> MatrixTypeR;
typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> VectorType;
/**
* \brief Default Constructor.
*
* The default constructor is useful in cases in which the user intends to
* perform decompositions via QR::compute(const MatrixType&).
*/
QR() : m_qr(), m_hCoeffs(), m_isInitialized(false) {}
QR(const MatrixType& matrix)
: m_qr(matrix.rows(), matrix.cols()),
m_hCoeffs(matrix.cols())
m_hCoeffs(matrix.cols()),
m_isInitialized(false)
{
_compute(matrix);
compute(matrix);
}
/** \deprecated use isInjective()
@@ -62,7 +71,11 @@ template<typename MatrixType> class QR
* \note Since the rank is computed only once, i.e. the first time it is needed, this
* method almost does not perform any further computation.
*/
EIGEN_DEPRECATED bool isFullRank() const { return rank() == m_qr.cols(); }
EIGEN_DEPRECATED bool isFullRank() const
{
ei_assert(m_isInitialized && "QR is not initialized.");
return rank() == m_qr.cols();
}
/** \returns the rank of the matrix of which *this is the QR decomposition.
*
@@ -78,6 +91,7 @@ template<typename MatrixType> class QR
*/
inline int dimensionOfKernel() const
{
ei_assert(m_isInitialized && "QR is not initialized.");
return m_qr.cols() - rank();
}
@@ -89,6 +103,7 @@ template<typename MatrixType> class QR
*/
inline bool isInjective() const
{
ei_assert(m_isInitialized && "QR is not initialized.");
return rank() == m_qr.cols();
}
@@ -100,6 +115,7 @@ template<typename MatrixType> class QR
*/
inline bool isSurjective() const
{
ei_assert(m_isInitialized && "QR is not initialized.");
return rank() == m_qr.rows();
}
@@ -110,6 +126,7 @@ template<typename MatrixType> class QR
*/
inline bool isInvertible() const
{
ei_assert(m_isInitialized && "QR is not initialized.");
return isInjective() && isSurjective();
}
@@ -117,6 +134,7 @@ template<typename MatrixType> class QR
const Part<NestByValue<MatrixRBlockType>, UpperTriangular>
matrixR(void) const
{
ei_assert(m_isInitialized && "QR is not initialized.");
int cols = m_qr.cols();
return MatrixRBlockType(m_qr, 0, 0, cols, cols).nestByValue().template part<UpperTriangular>();
}
@@ -149,21 +167,21 @@ template<typename MatrixType> class QR
MatrixType matrixQ(void) const;
private:
void _compute(const MatrixType& matrix);
void compute(const MatrixType& matrix);
protected:
MatrixType m_qr;
VectorType m_hCoeffs;
mutable int m_rank;
mutable bool m_rankIsUptodate;
bool m_isInitialized;
};
/** \returns the rank of the matrix of which *this is the QR decomposition. */
template<typename MatrixType>
int QR<MatrixType>::rank() const
{
ei_assert(m_isInitialized && "QR is not initialized.");
if (!m_rankIsUptodate)
{
RealScalar maxCoeff = m_qr.diagonal().cwise().abs().maxCoeff();
@@ -179,10 +197,12 @@ int QR<MatrixType>::rank() const
#ifndef EIGEN_HIDE_HEAVY_CODE
template<typename MatrixType>
void QR<MatrixType>::_compute(const MatrixType& matrix)
{
void QR<MatrixType>::compute(const MatrixType& matrix)
{
m_rankIsUptodate = false;
m_qr = matrix;
m_hCoeffs.resize(matrix.cols());
int rows = matrix.rows();
int cols = matrix.cols();
RealScalar eps2 = precision<RealScalar>()*precision<RealScalar>();
@@ -237,6 +257,7 @@ void QR<MatrixType>::_compute(const MatrixType& matrix)
m_hCoeffs.coeffRef(k) = 0;
}
}
m_isInitialized = true;
}
template<typename MatrixType>
@@ -246,6 +267,7 @@ bool QR<MatrixType>::solve(
ResultType *result
) const
{
ei_assert(m_isInitialized && "QR is not initialized.");
const int rows = m_qr.rows();
ei_assert(b.rows() == rows);
result->resize(rows, b.cols());
@@ -274,6 +296,7 @@ bool QR<MatrixType>::solve(
template<typename MatrixType>
MatrixType QR<MatrixType>::matrixQ() const
{
ei_assert(m_isInitialized && "QR is not initialized.");
// compute the product Q_0 Q_1 ... Q_n-1,
// where Q_k is the k-th Householder transformation I - h_k v_k v_k'
// and v_k is the k-th Householder vector [1,m_qr(k+1,k), m_qr(k+2,k), ...]