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add polar decomposition on both sides, in SVD, with test

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This commit is contained in:
Benoit Jacob
2009-01-22 15:00:47 +00:00
parent 32754d806d
commit 876b1fb842
2 changed files with 59 additions and 6 deletions
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33
Eigen/src/SVD/SVD.h
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@@ -79,6 +79,9 @@ template<typename MatrixType> class SVD
void compute(const MatrixType& matrix);
SVD& sort();
void computeUnitaryPositive(MatrixUType *unitary, MatrixType *positive) const;
void computePositiveUnitary(MatrixType *positive, MatrixVType *unitary) const;
protected:
/** \internal */
MatrixUType m_matU;
@@ -534,6 +537,36 @@ bool SVD<MatrixType>::solve(const MatrixBase<OtherDerived> &b, ResultType* resul
return true;
}
/** Computes the polar decomposition of the matrix, as a product unitary x positive.
*
* If either pointer is zero, the corresponding computation is skipped.
*
* Only for square matrices.
*/
template<typename MatrixType>
void SVD<MatrixType>::computeUnitaryPositive(typename SVD<MatrixType>::MatrixUType *unitary,
MatrixType *positive) const
{
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();
}
/** Computes the polar decomposition of the matrix, as a product positive x unitary.
*
* If either pointer is zero, the corresponding computation is skipped.
*
* Only for square matrices.
*/
template<typename MatrixType>
void SVD<MatrixType>::computePositiveUnitary(MatrixType *positive,
typename SVD<MatrixType>::MatrixVType *unitary) const
{
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();
}
/** \svd_module
* \returns the SVD decomposition of \c *this
*/