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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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42
Eigen/src/SVD/SVD.h
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@@ -61,10 +61,19 @@ template<typename MatrixType> class SVD
public:
/**
* \brief Default Constructor.
*
* The default constructor is useful in cases in which the user intends to
* perform decompositions via QR::compute(const MatrixType&).
*/
SVD() : m_matU(), m_matV(), m_sigma(), m_isInitialized(false) {}
SVD(const MatrixType& matrix)
: m_matU(matrix.rows(), std::min(matrix.rows(), matrix.cols())),
m_matV(matrix.cols(),matrix.cols()),
m_sigma(std::min(matrix.rows(),matrix.cols()))
m_sigma(std::min(matrix.rows(),matrix.cols())),
m_isInitialized(false)
{
compute(matrix);
}
@@ -72,9 +81,23 @@ template<typename MatrixType> class SVD
template<typename OtherDerived, typename ResultType>
bool solve(const MatrixBase<OtherDerived> &b, ResultType* result) const;
const MatrixUType& matrixU() const { return m_matU; }
const SingularValuesType& singularValues() const { return m_sigma; }
const MatrixVType& matrixV() const { return m_matV; }
const MatrixUType& matrixU() const
{
ei_assert(m_isInitialized && "SVD is not initialized.");
return m_matU;
}
const SingularValuesType& singularValues() const
{
ei_assert(m_isInitialized && "SVD is not initialized.");
return m_sigma;
}
const MatrixVType& matrixV() const
{
ei_assert(m_isInitialized && "SVD is not initialized.");
return m_matV;
}
void compute(const MatrixType& matrix);
SVD& sort();
@@ -95,6 +118,7 @@ template<typename MatrixType> class SVD
MatrixVType m_matV;
/** \internal */
SingularValuesType m_sigma;
bool m_isInitialized;
};
/** Computes / recomputes the SVD decomposition A = U S V^* of \a matrix
@@ -473,11 +497,15 @@ void SVD<MatrixType>::compute(const MatrixType& matrix)
break;
} // end big switch
} // end iterations
m_isInitialized = true;
}
template<typename MatrixType>
SVD<MatrixType>& SVD<MatrixType>::sort()
{
ei_assert(m_isInitialized && "SVD is not initialized.");
int mu = m_matU.rows();
int mv = m_matV.rows();
int n = m_matU.cols();
@@ -521,6 +549,8 @@ template<typename MatrixType>
template<typename OtherDerived, typename ResultType>
bool SVD<MatrixType>::solve(const MatrixBase<OtherDerived> &b, ResultType* result) const
{
ei_assert(m_isInitialized && "SVD is not initialized.");
const int rows = m_matU.rows();
ei_assert(b.rows() == rows);
@@ -556,6 +586,7 @@ template<typename UnitaryType, typename PositiveType>
void SVD<MatrixType>::computeUnitaryPositive(UnitaryType *unitary,
PositiveType *positive) const
{
ei_assert(m_isInitialized && "SVD is not initialized.");
ei_assert(m_matU.cols() == m_matV.cols() && "Polar decomposition is only for square matrices");
if(unitary) *unitary = m_matU * m_matV.adjoint();
if(positive) *positive = m_matV * m_sigma.asDiagonal() * m_matV.adjoint();
@@ -574,6 +605,7 @@ template<typename UnitaryType, typename PositiveType>
void SVD<MatrixType>::computePositiveUnitary(UnitaryType *positive,
PositiveType *unitary) const
{
ei_assert(m_isInitialized && "SVD is not initialized.");
ei_assert(m_matU.rows() == m_matV.rows() && "Polar decomposition is only for square matrices");
if(unitary) *unitary = m_matU * m_matV.adjoint();
if(positive) *positive = m_matU * m_sigma.asDiagonal() * m_matU.adjoint();
@@ -592,6 +624,7 @@ template<typename MatrixType>
template<typename RotationType, typename ScalingType>
void SVD<MatrixType>::computeRotationScaling(RotationType *rotation, ScalingType *scaling) const
{
ei_assert(m_isInitialized && "SVD is not initialized.");
ei_assert(m_matU.rows() == m_matV.rows() && "Polar decomposition is only for square matrices");
Scalar x = (m_matU * m_matV.adjoint()).determinant(); // so x has absolute value 1
Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> sv(m_sigma);
@@ -618,6 +651,7 @@ template<typename MatrixType>
template<typename ScalingType, typename RotationType>
void SVD<MatrixType>::computeScalingRotation(ScalingType *scaling, RotationType *rotation) const
{
ei_assert(m_isInitialized && "SVD is not initialized.");
ei_assert(m_matU.rows() == m_matV.rows() && "Polar decomposition is only for square matrices");
Scalar x = (m_matU * m_matV.adjoint()).determinant(); // so x has absolute value 1
Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> sv(m_sigma);