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Eigenvalues module: Implement setMaxIterations() methods.

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This commit is contained in:
Jitse Niesen
2012-07-28 21:30:09 +01:00
parent 6f54269829
commit 696b2f999f
8 changed files with 116 additions and 126 deletions
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71
Eigen/src/Eigenvalues/ComplexSchur.h
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@@ -96,7 +96,8 @@ template<typename _MatrixType> class ComplexSchur
m_matU(size,size),
m_hess(size),
m_isInitialized(false),
m_matUisUptodate(false)
m_matUisUptodate(false),
m_maxIters(-1)
{}
/** \brief Constructor; computes Schur decomposition of given matrix.
@@ -109,11 +110,12 @@ template<typename _MatrixType> class ComplexSchur
* \sa matrixT() and matrixU() for examples.
*/
ComplexSchur(const MatrixType& matrix, bool computeU = true)
: m_matT(matrix.rows(),matrix.cols()),
m_matU(matrix.rows(),matrix.cols()),
m_hess(matrix.rows()),
m_isInitialized(false),
m_matUisUptodate(false)
: m_matT(matrix.rows(),matrix.cols()),
m_matU(matrix.rows(),matrix.cols()),
m_hess(matrix.rows()),
m_isInitialized(false),
m_matUisUptodate(false),
m_maxIters(-1)
{
compute(matrix, computeU);
}
@@ -184,24 +186,7 @@ template<typename _MatrixType> class ComplexSchur
*
* \sa compute(const MatrixType&, bool, Index)
*/
ComplexSchur& compute(const MatrixType& matrix, bool computeU = true)
{
return compute(matrix, computeU, m_maxIterations * matrix.rows());
}
/** \brief Computes Schur decomposition with specified maximum number of iterations.
*
* \param[in] matrix Square matrix whose Schur decomposition is to be computed.
* \param[in] computeU If true, both T and U are computed; if false, only T is computed.
* \param[in] maxIter Maximum number of iterations.
*
* \returns Reference to \c *this
*
* This method provides the same functionality as compute(const MatrixType&, bool) but it also allows the
* user to specify the maximum number of QR iterations to be used. The maximum number of iterations for
* compute(const MatrixType&, bool) is #m_maxIterations times the size of the matrix.
*/
ComplexSchur& compute(const MatrixType& matrix, bool computeU, Index maxIter);
ComplexSchur& compute(const MatrixType& matrix, bool computeU = true);
/** \brief Reports whether previous computation was successful.
*
@@ -213,12 +198,29 @@ template<typename _MatrixType> class ComplexSchur
return m_info;
}
/** \brief Maximum number of iterations.
/** \brief Sets the maximum number of iterations allowed.
*
* If not specified by the user, the maximum number of iterations is m_maxIterationsPerRow times the size
* of the matrix.
*/
ComplexSchur& setMaxIterations(Index maxIters)
{
m_maxIters = maxIters;
return *this;
}
/** \brief Returns the maximum number of iterations. */
Index getMaxIterations()
{
return m_maxIters;
}
/** \brief Maximum number of iterations per row.
*
* If not otherwise specified, the maximum number of iterations is this number times the size of the
* matrix. It is currently set to 30.
*/
static const int m_maxIterations = 30;
static const int m_maxIterationsPerRow = 30;
protected:
ComplexMatrixType m_matT, m_matU;
@@ -226,11 +228,12 @@ template<typename _MatrixType> class ComplexSchur
ComputationInfo m_info;
bool m_isInitialized;
bool m_matUisUptodate;
Index m_maxIters;
private:
bool subdiagonalEntryIsNeglegible(Index i);
ComplexScalar computeShift(Index iu, Index iter);
void reduceToTriangularForm(bool computeU, Index maxIter);
void reduceToTriangularForm(bool computeU);
friend struct internal::complex_schur_reduce_to_hessenberg<MatrixType, NumTraits<Scalar>::IsComplex>;
};
@@ -289,7 +292,7 @@ typename ComplexSchur<MatrixType>::ComplexScalar ComplexSchur<MatrixType>::compu
template<typename MatrixType>
ComplexSchur<MatrixType>& ComplexSchur<MatrixType>::compute(const MatrixType& matrix, bool computeU, Index maxIter)
ComplexSchur<MatrixType>& ComplexSchur<MatrixType>::compute(const MatrixType& matrix, bool computeU)
{
m_matUisUptodate = false;
eigen_assert(matrix.cols() == matrix.rows());
@@ -305,7 +308,7 @@ ComplexSchur<MatrixType>& ComplexSchur<MatrixType>::compute(const MatrixType& ma
}
internal::complex_schur_reduce_to_hessenberg<MatrixType, NumTraits<Scalar>::IsComplex>::run(*this, matrix, computeU);
reduceToTriangularForm(computeU, maxIter);
reduceToTriangularForm(computeU);
return *this;
}
@@ -348,8 +351,12 @@ struct complex_schur_reduce_to_hessenberg<MatrixType, false>
// Reduce the Hessenberg matrix m_matT to triangular form by QR iteration.
template<typename MatrixType>
void ComplexSchur<MatrixType>::reduceToTriangularForm(bool computeU, Index maxIter)
void ComplexSchur<MatrixType>::reduceToTriangularForm(bool computeU)
{
Index maxIters = m_maxIters;
if (maxIters == -1)
maxIters = m_maxIterationsPerRow * m_matT.rows();
// The matrix m_matT is divided in three parts.
// Rows 0,...,il-1 are decoupled from the rest because m_matT(il,il-1) is zero.
// Rows il,...,iu is the part we are working on (the active submatrix).
@@ -375,7 +382,7 @@ void ComplexSchur<MatrixType>::reduceToTriangularForm(bool computeU, Index maxIt
// if we spent too many iterations, we give up
iter++;
totalIter++;
if(totalIter > maxIter) break;
if(totalIter > maxIters) break;
// find il, the top row of the active submatrix
il = iu-1;
@@ -405,7 +412,7 @@ void ComplexSchur<MatrixType>::reduceToTriangularForm(bool computeU, Index maxIt
}
}
if(totalIter <= maxIter)
if(totalIter <= maxIters)
m_info = Success;
else
m_info = NoConvergence;