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add initial, rough, full-pivoting RRQR decomposition

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lots of room for improvement!
and add Gael a (c) line in Householder.h
This commit is contained in:
Benoit Jacob
2009-08-22 01:13:21 -04:00
parent ef582933c1
commit 7bedf5e9cb
6 changed files with 410 additions and 4 deletions
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9
Eigen/src/QR/QR.h
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@@ -1,7 +1,7 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.fr>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
@@ -39,7 +39,7 @@
*
* Note that no pivoting is performed. This is \b not a rank-revealing decomposition.
*
* \sa MatrixBase::qr()
* \sa MatrixBase::householderQr()
*/
template<typename MatrixType> class HouseholderQR
{
@@ -54,6 +54,7 @@ template<typename MatrixType> class HouseholderQR
typedef Block<MatrixType, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> MatrixRBlockType;
typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> MatrixTypeR;
typedef Matrix<Scalar, MinSizeAtCompileTime, 1> HCoeffsType;
typedef Matrix<Scalar, 1, MatrixType::ColsAtCompileTime> RowVectorType;
/**
* \brief Default Constructor.
@@ -125,12 +126,12 @@ HouseholderQR<MatrixType>& HouseholderQR<MatrixType>::compute(const MatrixType&
m_qr = matrix;
m_hCoeffs.resize(size);
Matrix<Scalar,1,MatrixType::ColsAtCompileTime> temp(cols);
RowVectorType temp(cols);
for (int k = 0; k < size; ++k)
{
int remainingRows = rows - k;
int remainingCols = cols - k -1;
int remainingCols = cols - k - 1;
RealScalar beta;
m_qr.col(k).end(remainingRows).makeHouseholderInPlace(&m_hCoeffs.coeffRef(k), &beta);