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@@ -415,17 +415,14 @@ template<typename Derived> class DenseBase
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typename internal::traits<Derived>::Scalar minCoeff() const;
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typename internal::traits<Derived>::Scalar maxCoeff() const;
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typename internal::traits<Derived>::Scalar minCoeff(Index* row, Index* col) const;
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typename internal::traits<Derived>::Scalar maxCoeff(Index* row, Index* col) const;
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typename internal::traits<Derived>::Scalar minCoeff(Index* index) const;
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typename internal::traits<Derived>::Scalar maxCoeff(Index* index) const;
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#ifdef EIGEN2_SUPPORT
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typename internal::traits<Derived>::Scalar minCoeff(int* row, int* col) const;
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typename internal::traits<Derived>::Scalar maxCoeff(int* row, int* col) const;
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typename internal::traits<Derived>::Scalar minCoeff(int* index) const;
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typename internal::traits<Derived>::Scalar maxCoeff(int* index) const;
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#endif
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template<typename IndexType>
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typename internal::traits<Derived>::Scalar minCoeff(IndexType* row, IndexType* col) const;
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template<typename IndexType>
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typename internal::traits<Derived>::Scalar maxCoeff(IndexType* row, IndexType* col) const;
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template<typename IndexType>
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typename internal::traits<Derived>::Scalar minCoeff(IndexType* index) const;
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template<typename IndexType>
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typename internal::traits<Derived>::Scalar maxCoeff(IndexType* index) const;
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template<typename BinaryOp>
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typename internal::result_of<BinaryOp(typename internal::traits<Derived>::Scalar)>::type
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@@ -243,8 +243,8 @@ template<typename Derived> class MatrixBase
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typename MatrixBase::template ConstDiagonalIndexReturnType<Dynamic>::Type diagonal(Index index) const;
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#ifdef EIGEN2_SUPPORT
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template<unsigned int Mode> TriangularView<Derived, Mode> part();
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template<unsigned int Mode> const TriangularView<Derived, Mode> part() const;
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template<unsigned int Mode> typename internal::eigen2_part_return_type<Derived, Mode>::type part();
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template<unsigned int Mode> const typename internal::eigen2_part_return_type<Derived, Mode>::type part() const;
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// huuuge hack. make Eigen2's matrix.part<Diagonal>() work in eigen3. Problem: Diagonal is now a class template instead
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// of an integer constant. Solution: overload the part() method template wrt template parameters list.
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@@ -334,7 +334,26 @@ template<typename Derived> class MatrixBase
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const FullPivLU<PlainObject> fullPivLu() const;
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const PartialPivLU<PlainObject> partialPivLu() const;
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#if EIGEN2_SUPPORT_STAGE < STAGE20_RESOLVE_API_CONFLICTS
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const LU<PlainObject> lu() const;
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#endif
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#ifdef EIGEN2_SUPPORT
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const LU<PlainObject> eigen2_lu() const;
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#endif
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#if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS
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const PartialPivLU<PlainObject> lu() const;
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#endif
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#ifdef EIGEN2_SUPPORT
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template<typename ResultType>
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void computeInverse(MatrixBase<ResultType> *result) const {
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*result = this->inverse();
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}
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#endif
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const internal::inverse_impl<Derived> inverse() const;
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template<typename ResultType>
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void computeInverseAndDetWithCheck(
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@@ -361,6 +380,10 @@ template<typename Derived> class MatrixBase
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const HouseholderQR<PlainObject> householderQr() const;
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const ColPivHouseholderQR<PlainObject> colPivHouseholderQr() const;
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const FullPivHouseholderQR<PlainObject> fullPivHouseholderQr() const;
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#ifdef EIGEN2_SUPPORT
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const QR<PlainObject> qr() const;
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#endif
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EigenvaluesReturnType eigenvalues() const;
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RealScalar operatorNorm() const;
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@@ -369,6 +392,10 @@ template<typename Derived> class MatrixBase
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JacobiSVD<PlainObject> jacobiSvd(unsigned int computationOptions = 0) const;
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#ifdef EIGEN2_SUPPORT
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SVD<PlainObject> svd() const;
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#endif
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/////////// Geometry module ///////////
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template<typename OtherDerived>
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@@ -46,13 +46,14 @@ template<typename MatrixType, unsigned int UpLo>
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struct traits<SelfAdjointView<MatrixType, UpLo> > : traits<MatrixType>
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{
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typedef typename nested<MatrixType>::type MatrixTypeNested;
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typedef typename remove_reference<MatrixTypeNested>::type _MatrixTypeNested;
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typedef typename remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned;
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typedef MatrixType ExpressionType;
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typedef typename MatrixType::PlainObject DenseMatrixType;
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enum {
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Mode = UpLo | SelfAdjoint,
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Flags = _MatrixTypeNested::Flags & (HereditaryBits)
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Flags = MatrixTypeNestedCleaned::Flags & (HereditaryBits)
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& (~(PacketAccessBit | DirectAccessBit | LinearAccessBit)), // FIXME these flags should be preserved
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CoeffReadCost = _MatrixTypeNested::CoeffReadCost
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CoeffReadCost = MatrixTypeNestedCleaned::CoeffReadCost
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};
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};
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}
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@@ -68,6 +69,8 @@ template<typename MatrixType, unsigned int UpLo> class SelfAdjointView
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public:
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typedef TriangularBase<SelfAdjointView> Base;
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typedef typename internal::traits<SelfAdjointView>::MatrixTypeNested MatrixTypeNested;
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typedef typename internal::traits<SelfAdjointView>::MatrixTypeNestedCleaned MatrixTypeNestedCleaned;
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/** \brief The type of coefficients in this matrix */
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typedef typename internal::traits<SelfAdjointView>::Scalar Scalar;
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@@ -106,10 +109,10 @@ template<typename MatrixType, unsigned int UpLo> class SelfAdjointView
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}
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/** \internal */
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const MatrixType& _expression() const { return m_matrix; }
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const MatrixTypeNestedCleaned& _expression() const { return m_matrix; }
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const MatrixType& nestedExpression() const { return m_matrix; }
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MatrixType& nestedExpression() { return const_cast<MatrixType&>(m_matrix); }
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const MatrixTypeNestedCleaned& nestedExpression() const { return m_matrix; }
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MatrixTypeNestedCleaned& nestedExpression() { return *const_cast<MatrixTypeNestedCleaned*>(&m_matrix); }
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/** Efficient self-adjoint matrix times vector/matrix product */
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template<typename OtherDerived>
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@@ -171,9 +174,32 @@ template<typename MatrixType, unsigned int UpLo> class SelfAdjointView
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EigenvaluesReturnType eigenvalues() const;
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RealScalar operatorNorm() const;
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#ifdef EIGEN2_SUPPORT
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template<typename OtherDerived>
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SelfAdjointView& operator=(const MatrixBase<OtherDerived>& other)
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{
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enum {
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OtherPart = UpLo == Upper ? StrictlyLower : StrictlyUpper
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};
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m_matrix.const_cast_derived().template triangularView<UpLo>() = other;
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m_matrix.const_cast_derived().template triangularView<OtherPart>() = other.adjoint();
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return *this;
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}
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template<typename OtherMatrixType, unsigned int OtherMode>
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SelfAdjointView& operator=(const TriangularView<OtherMatrixType, OtherMode>& other)
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{
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enum {
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OtherPart = UpLo == Upper ? StrictlyLower : StrictlyUpper
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};
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m_matrix.const_cast_derived().template triangularView<UpLo>() = other.toDenseMatrix();
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m_matrix.const_cast_derived().template triangularView<OtherPart>() = other.toDenseMatrix().adjoint();
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return *this;
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}
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#endif
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protected:
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const typename MatrixType::Nested m_matrix;
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const MatrixTypeNested m_matrix;
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};
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@@ -48,6 +48,7 @@ template<typename Derived> class TriangularBase : public EigenBase<Derived>
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typedef typename internal::traits<Derived>::Scalar Scalar;
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typedef typename internal::traits<Derived>::StorageKind StorageKind;
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typedef typename internal::traits<Derived>::Index Index;
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typedef typename internal::traits<Derived>::DenseMatrixType DenseMatrixType;
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inline TriangularBase() { eigen_assert(!((Mode&UnitDiag) && (Mode&ZeroDiag))); }
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@@ -88,6 +89,13 @@ template<typename Derived> class TriangularBase : public EigenBase<Derived>
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template<typename DenseDerived>
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void evalToLazy(MatrixBase<DenseDerived> &other) const;
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DenseMatrixType toDenseMatrix() const
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{
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DenseMatrixType res(rows(), cols());
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evalToLazy(res);
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return res;
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}
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protected:
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void check_coordinates(Index row, Index col) const
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@@ -135,12 +143,14 @@ template<typename MatrixType, unsigned int _Mode>
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struct traits<TriangularView<MatrixType, _Mode> > : traits<MatrixType>
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{
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typedef typename nested<MatrixType>::type MatrixTypeNested;
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typedef typename remove_reference<MatrixTypeNested>::type _MatrixTypeNested;
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typedef typename remove_reference<MatrixTypeNested>::type MatrixTypeNestedNonRef;
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typedef typename remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned;
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typedef MatrixType ExpressionType;
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typedef typename MatrixType::PlainObject DenseMatrixType;
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enum {
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Mode = _Mode,
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Flags = (_MatrixTypeNested::Flags & (HereditaryBits) & (~(PacketAccessBit | DirectAccessBit | LinearAccessBit))) | Mode,
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CoeffReadCost = _MatrixTypeNested::CoeffReadCost
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Flags = (MatrixTypeNestedCleaned::Flags & (HereditaryBits) & (~(PacketAccessBit | DirectAccessBit | LinearAccessBit))) | Mode,
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CoeffReadCost = MatrixTypeNestedCleaned::CoeffReadCost
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};
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};
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}
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@@ -159,11 +169,13 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView
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typedef typename internal::traits<TriangularView>::Scalar Scalar;
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typedef _MatrixType MatrixType;
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typedef typename MatrixType::PlainObject DenseMatrixType;
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typedef typename internal::traits<TriangularView>::DenseMatrixType DenseMatrixType;
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protected:
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typedef typename MatrixType::Nested MatrixTypeNested;
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typedef typename internal::remove_all<MatrixTypeNested>::type _MatrixTypeNested;
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typedef typename internal::traits<TriangularView>::MatrixTypeNested MatrixTypeNested;
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typedef typename internal::traits<TriangularView>::MatrixTypeNestedNonRef MatrixTypeNestedNonRef;
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typedef typename internal::traits<TriangularView>::MatrixTypeNestedCleaned MatrixTypeNestedCleaned;
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typedef typename internal::remove_all<typename MatrixType::ConjugateReturnType>::type MatrixConjugateReturnType;
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public:
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@@ -226,8 +238,8 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView
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return m_matrix.const_cast_derived().coeffRef(row, col);
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}
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const MatrixType& nestedExpression() const { return m_matrix; }
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MatrixType& nestedExpression() { return const_cast<MatrixType&>(m_matrix); }
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const MatrixTypeNestedCleaned& nestedExpression() const { return m_matrix; }
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MatrixTypeNestedCleaned& nestedExpression() { return *const_cast<MatrixTypeNestedCleaned*>(&m_matrix); }
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/** Assigns a triangular matrix to a triangular part of a dense matrix */
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template<typename OtherDerived>
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@@ -269,13 +281,6 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView
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inline const TriangularView<Transpose<MatrixType>,TransposeMode> transpose() const
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{ return m_matrix.transpose(); }
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DenseMatrixType toDenseMatrix() const
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{
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DenseMatrixType res(rows(), cols());
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evalToLazy(res);
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return res;
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}
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/** Efficient triangular matrix times vector/matrix product */
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template<typename OtherDerived>
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TriangularProduct<Mode,true,MatrixType,false,OtherDerived,OtherDerived::IsVectorAtCompileTime>
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@@ -310,18 +315,18 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView
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const typename eigen2_product_return_type<OtherMatrixType>::type
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operator*(const TriangularView<OtherMatrixType, Mode>& rhs) const
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{
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return toDenseMatrix() * rhs.toDenseMatrix();
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return this->toDenseMatrix() * rhs.toDenseMatrix();
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}
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template<typename OtherMatrixType>
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bool isApprox(const TriangularView<OtherMatrixType, Mode>& other, typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision()) const
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{
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return toDenseMatrix().isApprox(other.toDenseMatrix(), precision);
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return this->toDenseMatrix().isApprox(other.toDenseMatrix(), precision);
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}
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template<typename OtherDerived>
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bool isApprox(const MatrixBase<OtherDerived>& other, typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision()) const
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{
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return toDenseMatrix().isApprox(other, precision);
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return this->toDenseMatrix().isApprox(other, precision);
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}
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#endif // EIGEN2_SUPPORT
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@@ -342,15 +347,15 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView
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void solveInPlace(const MatrixBase<OtherDerived>& other) const
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{ return solveInPlace<OnTheLeft>(other); }
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const SelfAdjointView<_MatrixTypeNested,Mode> selfadjointView() const
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const SelfAdjointView<MatrixTypeNestedNonRef,Mode> selfadjointView() const
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{
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EIGEN_STATIC_ASSERT((Mode&UnitDiag)==0,PROGRAMMING_ERROR);
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return SelfAdjointView<_MatrixTypeNested,Mode>(m_matrix);
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return SelfAdjointView<MatrixTypeNestedNonRef,Mode>(m_matrix);
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}
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SelfAdjointView<_MatrixTypeNested,Mode> selfadjointView()
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SelfAdjointView<MatrixTypeNestedNonRef,Mode> selfadjointView()
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{
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EIGEN_STATIC_ASSERT((Mode&UnitDiag)==0,PROGRAMMING_ERROR);
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return SelfAdjointView<_MatrixTypeNested,Mode>(m_matrix);
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return SelfAdjointView<MatrixTypeNestedNonRef,Mode>(m_matrix);
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}
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template<typename OtherDerived>
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@@ -692,7 +697,7 @@ void TriangularBase<Derived>::evalToLazy(MatrixBase<DenseDerived> &other) const
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eigen_assert(this->rows() == other.rows() && this->cols() == other.cols());
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internal::triangular_assignment_selector
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<DenseDerived, typename internal::traits<Derived>::ExpressionType, Derived::Mode,
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<DenseDerived, typename internal::traits<Derived>::MatrixTypeNestedCleaned, Derived::Mode,
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unroll ? int(DenseDerived::SizeAtCompileTime) : Dynamic,
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true // clear the opposite triangular part
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>::run(other.derived(), derived().nestedExpression());
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@@ -707,10 +712,27 @@ void TriangularBase<Derived>::evalToLazy(MatrixBase<DenseDerived> &other) const
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***************************************************************************/
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#ifdef EIGEN2_SUPPORT
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// implementation of part<>(), including the SelfAdjoint case.
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namespace internal {
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template<typename MatrixType, unsigned int Mode>
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struct eigen2_part_return_type
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{
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typedef TriangularView<MatrixType, Mode> type;
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};
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template<typename MatrixType>
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struct eigen2_part_return_type<MatrixType, SelfAdjoint>
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{
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typedef SelfAdjointView<MatrixType, Upper> type;
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};
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}
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/** \deprecated use MatrixBase::triangularView() */
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template<typename Derived>
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template<unsigned int Mode>
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const TriangularView<Derived, Mode> MatrixBase<Derived>::part() const
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const typename internal::eigen2_part_return_type<Derived, Mode>::type MatrixBase<Derived>::part() const
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{
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return derived();
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}
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@@ -718,7 +740,7 @@ const TriangularView<Derived, Mode> MatrixBase<Derived>::part() const
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/** \deprecated use MatrixBase::triangularView() */
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template<typename Derived>
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template<unsigned int Mode>
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TriangularView<Derived, Mode> MatrixBase<Derived>::part()
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typename internal::eigen2_part_return_type<Derived, Mode>::type MatrixBase<Derived>::part()
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{
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return derived();
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}
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@@ -183,8 +183,9 @@ struct functor_traits<max_coeff_visitor<Scalar> > {
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* \sa DenseBase::minCoeff(Index*), DenseBase::maxCoeff(Index*,Index*), DenseBase::visitor(), DenseBase::minCoeff()
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*/
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template<typename Derived>
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template<typename IndexType>
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typename internal::traits<Derived>::Scalar
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DenseBase<Derived>::minCoeff(Index* row, Index* col) const
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DenseBase<Derived>::minCoeff(IndexType* row, IndexType* col) const
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{
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internal::min_coeff_visitor<Derived> minVisitor;
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this->visit(minVisitor);
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@@ -196,11 +197,12 @@ DenseBase<Derived>::minCoeff(Index* row, Index* col) const
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/** \returns the minimum of all coefficients of *this
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* and puts in *index its location.
|
||||
*
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||||
* \sa DenseBase::minCoeff(Index*,Index*), DenseBase::maxCoeff(Index*,Index*), DenseBase::visitor(), DenseBase::minCoeff()
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||||
* \sa DenseBase::minCoeff(IndexType*,IndexType*), DenseBase::maxCoeff(IndexType*,IndexType*), DenseBase::visitor(), DenseBase::minCoeff()
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||||
*/
|
||||
template<typename Derived>
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||||
template<typename IndexType>
|
||||
typename internal::traits<Derived>::Scalar
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||||
DenseBase<Derived>::minCoeff(Index* index) const
|
||||
DenseBase<Derived>::minCoeff(IndexType* index) const
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||||
{
|
||||
EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
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||||
internal::min_coeff_visitor<Derived> minVisitor;
|
||||
@@ -212,11 +214,12 @@ DenseBase<Derived>::minCoeff(Index* index) const
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||||
/** \returns the maximum of all coefficients of *this
|
||||
* and puts in *row and *col its location.
|
||||
*
|
||||
* \sa DenseBase::minCoeff(Index*,Index*), DenseBase::visitor(), DenseBase::maxCoeff()
|
||||
* \sa DenseBase::minCoeff(IndexType*,IndexType*), DenseBase::visitor(), DenseBase::maxCoeff()
|
||||
*/
|
||||
template<typename Derived>
|
||||
template<typename IndexType>
|
||||
typename internal::traits<Derived>::Scalar
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||||
DenseBase<Derived>::maxCoeff(Index* row, Index* col) const
|
||||
DenseBase<Derived>::maxCoeff(IndexType* row, IndexType* col) const
|
||||
{
|
||||
internal::max_coeff_visitor<Derived> maxVisitor;
|
||||
this->visit(maxVisitor);
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||||
@@ -228,11 +231,12 @@ DenseBase<Derived>::maxCoeff(Index* row, Index* col) const
|
||||
/** \returns the maximum of all coefficients of *this
|
||||
* and puts in *index its location.
|
||||
*
|
||||
* \sa DenseBase::maxCoeff(Index*,Index*), DenseBase::minCoeff(Index*,Index*), DenseBase::visitor(), DenseBase::maxCoeff()
|
||||
* \sa DenseBase::maxCoeff(IndexType*,IndexType*), DenseBase::minCoeff(IndexType*,IndexType*), DenseBase::visitor(), DenseBase::maxCoeff()
|
||||
*/
|
||||
template<typename Derived>
|
||||
template<typename IndexType>
|
||||
typename internal::traits<Derived>::Scalar
|
||||
DenseBase<Derived>::maxCoeff(Index* index) const
|
||||
DenseBase<Derived>::maxCoeff(IndexType* index) const
|
||||
{
|
||||
EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
|
||||
internal::max_coeff_visitor<Derived> maxVisitor;
|
||||
@@ -241,51 +245,4 @@ DenseBase<Derived>::maxCoeff(Index* index) const
|
||||
return maxVisitor.res;
|
||||
}
|
||||
|
||||
#ifdef EIGEN2_SUPPORT
|
||||
|
||||
template<typename Derived>
|
||||
typename internal::traits<Derived>::Scalar
|
||||
DenseBase<Derived>::minCoeff(int* row, int* col) const
|
||||
{
|
||||
Index r, c;
|
||||
Scalar result = this->minCoeff(&r, &c);
|
||||
*row = int(r);
|
||||
*col = int(c);
|
||||
return result;
|
||||
}
|
||||
|
||||
template<typename Derived>
|
||||
typename internal::traits<Derived>::Scalar
|
||||
DenseBase<Derived>::minCoeff(int* index) const
|
||||
{
|
||||
Index i;
|
||||
Scalar result = this->minCoeff(&i);
|
||||
*index = int(i);
|
||||
return result;
|
||||
}
|
||||
|
||||
template<typename Derived>
|
||||
typename internal::traits<Derived>::Scalar
|
||||
DenseBase<Derived>::maxCoeff(int* row, int* col) const
|
||||
{
|
||||
Index r, c;
|
||||
Scalar result = this->maxCoeff(&r, &c);
|
||||
*row = int(r);
|
||||
*col = int(c);
|
||||
return result;
|
||||
}
|
||||
|
||||
template<typename Derived>
|
||||
typename internal::traits<Derived>::Scalar
|
||||
DenseBase<Derived>::maxCoeff(int* index) const
|
||||
{
|
||||
Index i;
|
||||
Scalar result = this->maxCoeff(&i);
|
||||
*index = int(i);
|
||||
return result;
|
||||
}
|
||||
|
||||
#endif // EIGEN2_SUPPORT
|
||||
|
||||
|
||||
#endif // EIGEN_VISITOR_H
|
||||
|
||||
@@ -270,6 +270,12 @@ struct stem_function
|
||||
#ifdef EIGEN2_SUPPORT
|
||||
template<typename ExpressionType> class Cwise;
|
||||
template<typename MatrixType> class Minor;
|
||||
template<typename MatrixType> class LU;
|
||||
template<typename MatrixType> class QR;
|
||||
template<typename MatrixType> class SVD;
|
||||
namespace internal {
|
||||
template<typename MatrixType, unsigned int Mode> struct eigen2_part_return_type;
|
||||
}
|
||||
#endif
|
||||
|
||||
#endif // EIGEN_FORWARDDECLARATIONS_H
|
||||
|
||||
@@ -122,7 +122,7 @@ public:
|
||||
~Hyperplane() {}
|
||||
|
||||
/** \returns the dimension in which the plane holds */
|
||||
inline int dim() const { return AmbientDimAtCompileTime==Dynamic ? m_coeffs.size()-1 : AmbientDimAtCompileTime; }
|
||||
inline int dim() const { return int(AmbientDimAtCompileTime)==Dynamic ? m_coeffs.size()-1 : int(AmbientDimAtCompileTime); }
|
||||
|
||||
/** normalizes \c *this */
|
||||
void normalize(void)
|
||||
@@ -147,7 +147,7 @@ public:
|
||||
/** \returns a constant reference to the unit normal vector of the plane, which corresponds
|
||||
* to the linear part of the implicit equation.
|
||||
*/
|
||||
inline const NormalReturnType normal() const { return NormalReturnType(m_coeffs,0,0,dim(),1); }
|
||||
inline const NormalReturnType normal() const { return NormalReturnType(*const_cast<Coefficients*>(&m_coeffs),0,0,dim(),1); }
|
||||
|
||||
/** \returns a non-constant reference to the unit normal vector of the plane, which corresponds
|
||||
* to the linear part of the implicit equation.
|
||||
|
||||
133
Eigen/src/Eigen2Support/LU.h
Normal file
133
Eigen/src/Eigen2Support/LU.h
Normal file
@@ -0,0 +1,133 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com>
|
||||
//
|
||||
// Eigen is free software; you can redistribute it and/or
|
||||
// modify it under the terms of the GNU Lesser General Public
|
||||
// License as published by the Free Software Foundation; either
|
||||
// version 3 of the License, or (at your option) any later version.
|
||||
//
|
||||
// Alternatively, you can redistribute it and/or
|
||||
// modify it under the terms of the GNU General Public License as
|
||||
// published by the Free Software Foundation; either version 2 of
|
||||
// the License, or (at your option) any later version.
|
||||
//
|
||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
|
||||
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
|
||||
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License and a copy of the GNU General Public License along with
|
||||
// Eigen. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
#ifndef EIGEN2_LU_H
|
||||
#define EIGEN2_LU_H
|
||||
|
||||
template<typename MatrixType>
|
||||
class LU : public FullPivLU<MatrixType>
|
||||
{
|
||||
public:
|
||||
|
||||
typedef typename MatrixType::Scalar Scalar;
|
||||
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
|
||||
typedef Matrix<int, 1, MatrixType::ColsAtCompileTime, MatrixType::Options, 1, MatrixType::MaxColsAtCompileTime> IntRowVectorType;
|
||||
typedef Matrix<int, MatrixType::RowsAtCompileTime, 1, MatrixType::Options, MatrixType::MaxRowsAtCompileTime, 1> IntColVectorType;
|
||||
typedef Matrix<Scalar, 1, MatrixType::ColsAtCompileTime, MatrixType::Options, 1, MatrixType::MaxColsAtCompileTime> RowVectorType;
|
||||
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1, MatrixType::Options, MatrixType::MaxRowsAtCompileTime, 1> ColVectorType;
|
||||
|
||||
typedef Matrix<typename MatrixType::Scalar,
|
||||
MatrixType::ColsAtCompileTime, // the number of rows in the "kernel matrix" is the number of cols of the original matrix
|
||||
// so that the product "matrix * kernel = zero" makes sense
|
||||
Dynamic, // we don't know at compile-time the dimension of the kernel
|
||||
MatrixType::Options,
|
||||
MatrixType::MaxColsAtCompileTime, // see explanation for 2nd template parameter
|
||||
MatrixType::MaxColsAtCompileTime // the kernel is a subspace of the domain space, whose dimension is the number
|
||||
// of columns of the original matrix
|
||||
> KernelResultType;
|
||||
|
||||
typedef Matrix<typename MatrixType::Scalar,
|
||||
MatrixType::RowsAtCompileTime, // the image is a subspace of the destination space, whose dimension is the number
|
||||
// of rows of the original matrix
|
||||
Dynamic, // we don't know at compile time the dimension of the image (the rank)
|
||||
MatrixType::Options,
|
||||
MatrixType::MaxRowsAtCompileTime, // the image matrix will consist of columns from the original matrix,
|
||||
MatrixType::MaxColsAtCompileTime // so it has the same number of rows and at most as many columns.
|
||||
> ImageResultType;
|
||||
|
||||
typedef FullPivLU<MatrixType> Base;
|
||||
LU() : Base() {}
|
||||
|
||||
template<typename T>
|
||||
explicit LU(const T& t) : Base(t), m_originalMatrix(t) {}
|
||||
|
||||
template<typename OtherDerived, typename ResultType>
|
||||
bool solve(const MatrixBase<OtherDerived>& b, ResultType *result) const
|
||||
{
|
||||
*result = static_cast<const Base*>(this)->solve(b);
|
||||
return true;
|
||||
}
|
||||
|
||||
template<typename ResultType>
|
||||
inline void computeInverse(ResultType *result) const
|
||||
{
|
||||
solve(MatrixType::Identity(this->rows(), this->cols()), result);
|
||||
}
|
||||
|
||||
template<typename KernelMatrixType>
|
||||
void computeKernel(KernelMatrixType *result) const
|
||||
{
|
||||
*result = static_cast<const Base*>(this)->kernel();
|
||||
}
|
||||
|
||||
template<typename ImageMatrixType>
|
||||
void computeImage(ImageMatrixType *result) const
|
||||
{
|
||||
*result = static_cast<const Base*>(this)->image(m_originalMatrix);
|
||||
}
|
||||
|
||||
const ImageResultType image() const
|
||||
{
|
||||
return static_cast<const Base*>(this)->image(m_originalMatrix);
|
||||
}
|
||||
|
||||
const MatrixType& m_originalMatrix;
|
||||
};
|
||||
|
||||
#if EIGEN2_SUPPORT_STAGE < STAGE20_RESOLVE_API_CONFLICTS
|
||||
/** \lu_module
|
||||
*
|
||||
* Synonym of partialPivLu().
|
||||
*
|
||||
* \return the partial-pivoting LU decomposition of \c *this.
|
||||
*
|
||||
* \sa class PartialPivLU
|
||||
*/
|
||||
template<typename Derived>
|
||||
inline const LU<typename MatrixBase<Derived>::PlainObject>
|
||||
MatrixBase<Derived>::lu() const
|
||||
{
|
||||
return LU<PlainObject>(eval());
|
||||
}
|
||||
#endif
|
||||
|
||||
#ifdef EIGEN2_SUPPORT
|
||||
/** \lu_module
|
||||
*
|
||||
* Synonym of partialPivLu().
|
||||
*
|
||||
* \return the partial-pivoting LU decomposition of \c *this.
|
||||
*
|
||||
* \sa class PartialPivLU
|
||||
*/
|
||||
template<typename Derived>
|
||||
inline const LU<typename MatrixBase<Derived>::PlainObject>
|
||||
MatrixBase<Derived>::eigen2_lu() const
|
||||
{
|
||||
return LU<PlainObject>(eval());
|
||||
}
|
||||
#endif
|
||||
|
||||
|
||||
#endif // EIGEN2_LU_H
|
||||
79
Eigen/src/Eigen2Support/QR.h
Normal file
79
Eigen/src/Eigen2Support/QR.h
Normal file
@@ -0,0 +1,79 @@
|
||||
// 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) 2011 Benoit Jacob <jacob.benoit.1@gmail.com>
|
||||
//
|
||||
// Eigen is free software; you can redistribute it and/or
|
||||
// modify it under the terms of the GNU Lesser General Public
|
||||
// License as published by the Free Software Foundation; either
|
||||
// version 3 of the License, or (at your option) any later version.
|
||||
//
|
||||
// Alternatively, you can redistribute it and/or
|
||||
// modify it under the terms of the GNU General Public License as
|
||||
// published by the Free Software Foundation; either version 2 of
|
||||
// the License, or (at your option) any later version.
|
||||
//
|
||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
|
||||
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
|
||||
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License and a copy of the GNU General Public License along with
|
||||
// Eigen. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
#ifndef EIGEN2_QR_H
|
||||
#define EIGEN2_QR_H
|
||||
|
||||
template<typename MatrixType>
|
||||
class QR : public HouseholderQR<MatrixType>
|
||||
{
|
||||
public:
|
||||
|
||||
typedef HouseholderQR<MatrixType> Base;
|
||||
typedef Block<const MatrixType, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> MatrixRBlockType;
|
||||
|
||||
QR() : Base() {}
|
||||
|
||||
template<typename T>
|
||||
explicit QR(const T& t) : Base(t) {}
|
||||
|
||||
template<typename OtherDerived, typename ResultType>
|
||||
bool solve(const MatrixBase<OtherDerived>& b, ResultType *result) const
|
||||
{
|
||||
*result = static_cast<const Base*>(this)->solve(b);
|
||||
return true;
|
||||
}
|
||||
|
||||
MatrixType matrixQ(void) const {
|
||||
MatrixType ret = MatrixType::Identity(this->rows(), this->cols());
|
||||
ret = this->householderQ() * ret;
|
||||
return ret;
|
||||
}
|
||||
|
||||
bool isFullRank() const {
|
||||
return true;
|
||||
}
|
||||
|
||||
const TriangularView<MatrixRBlockType, UpperTriangular>
|
||||
matrixR(void) const
|
||||
{
|
||||
int cols = this->cols();
|
||||
return MatrixRBlockType(this->matrixQR(), 0, 0, cols, cols).template triangularView<UpperTriangular>();
|
||||
}
|
||||
};
|
||||
|
||||
/** \return the QR decomposition of \c *this.
|
||||
*
|
||||
* \sa class QR
|
||||
*/
|
||||
template<typename Derived>
|
||||
const QR<typename MatrixBase<Derived>::PlainObject>
|
||||
MatrixBase<Derived>::qr() const
|
||||
{
|
||||
return QR<PlainObject>(eval());
|
||||
}
|
||||
|
||||
|
||||
#endif // EIGEN2_QR_H
|
||||
649
Eigen/src/Eigen2Support/SVD.h
Normal file
649
Eigen/src/Eigen2Support/SVD.h
Normal file
@@ -0,0 +1,649 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra. Eigen itself is part of the KDE project.
|
||||
//
|
||||
// Copyright (C) 2008 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
|
||||
// License as published by the Free Software Foundation; either
|
||||
// version 3 of the License, or (at your option) any later version.
|
||||
//
|
||||
// Alternatively, you can redistribute it and/or
|
||||
// modify it under the terms of the GNU General Public License as
|
||||
// published by the Free Software Foundation; either version 2 of
|
||||
// the License, or (at your option) any later version.
|
||||
//
|
||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
|
||||
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
|
||||
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License and a copy of the GNU General Public License along with
|
||||
// Eigen. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
#ifndef EIGEN_SVD_H
|
||||
#define EIGEN_SVD_H
|
||||
|
||||
/** \ingroup SVD_Module
|
||||
* \nonstableyet
|
||||
*
|
||||
* \class SVD
|
||||
*
|
||||
* \brief Standard SVD decomposition of a matrix and associated features
|
||||
*
|
||||
* \param MatrixType the type of the matrix of which we are computing the SVD decomposition
|
||||
*
|
||||
* This class performs a standard SVD decomposition of a real matrix A of size \c M x \c N
|
||||
* with \c M \>= \c N.
|
||||
*
|
||||
*
|
||||
* \sa MatrixBase::SVD()
|
||||
*/
|
||||
template<typename MatrixType> class SVD
|
||||
{
|
||||
private:
|
||||
typedef typename MatrixType::Scalar Scalar;
|
||||
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
|
||||
|
||||
enum {
|
||||
PacketSize = internal::packet_traits<Scalar>::size,
|
||||
AlignmentMask = int(PacketSize)-1,
|
||||
MinSize = EIGEN_SIZE_MIN_PREFER_DYNAMIC(MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime)
|
||||
};
|
||||
|
||||
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> ColVector;
|
||||
typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> RowVector;
|
||||
|
||||
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MinSize> MatrixUType;
|
||||
typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> MatrixVType;
|
||||
typedef Matrix<Scalar, MinSize, 1> SingularValuesType;
|
||||
|
||||
public:
|
||||
|
||||
SVD() {} // a user who relied on compiler-generated default compiler reported problems with MSVC in 2.0.7
|
||||
|
||||
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()))
|
||||
{
|
||||
compute(matrix);
|
||||
}
|
||||
|
||||
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; }
|
||||
|
||||
void compute(const MatrixType& matrix);
|
||||
SVD& sort();
|
||||
|
||||
template<typename UnitaryType, typename PositiveType>
|
||||
void computeUnitaryPositive(UnitaryType *unitary, PositiveType *positive) const;
|
||||
template<typename PositiveType, typename UnitaryType>
|
||||
void computePositiveUnitary(PositiveType *positive, UnitaryType *unitary) const;
|
||||
template<typename RotationType, typename ScalingType>
|
||||
void computeRotationScaling(RotationType *unitary, ScalingType *positive) const;
|
||||
template<typename ScalingType, typename RotationType>
|
||||
void computeScalingRotation(ScalingType *positive, RotationType *unitary) const;
|
||||
|
||||
protected:
|
||||
/** \internal */
|
||||
MatrixUType m_matU;
|
||||
/** \internal */
|
||||
MatrixVType m_matV;
|
||||
/** \internal */
|
||||
SingularValuesType m_sigma;
|
||||
};
|
||||
|
||||
/** Computes / recomputes the SVD decomposition A = U S V^* of \a matrix
|
||||
*
|
||||
* \note this code has been adapted from JAMA (public domain)
|
||||
*/
|
||||
template<typename MatrixType>
|
||||
void SVD<MatrixType>::compute(const MatrixType& matrix)
|
||||
{
|
||||
const int m = matrix.rows();
|
||||
const int n = matrix.cols();
|
||||
const int nu = std::min(m,n);
|
||||
ei_assert(m>=n && "In Eigen 2.0, SVD only works for MxN matrices with M>=N. Sorry!");
|
||||
ei_assert(m>1 && "In Eigen 2.0, SVD doesn't work on 1x1 matrices");
|
||||
|
||||
m_matU.resize(m, nu);
|
||||
m_matU.setZero();
|
||||
m_sigma.resize(std::min(m,n));
|
||||
m_matV.resize(n,n);
|
||||
|
||||
RowVector e(n);
|
||||
ColVector work(m);
|
||||
MatrixType matA(matrix);
|
||||
const bool wantu = true;
|
||||
const bool wantv = true;
|
||||
int i=0, j=0, k=0;
|
||||
|
||||
// Reduce A to bidiagonal form, storing the diagonal elements
|
||||
// in s and the super-diagonal elements in e.
|
||||
int nct = std::min(m-1,n);
|
||||
int nrt = std::max(0,std::min(n-2,m));
|
||||
for (k = 0; k < std::max(nct,nrt); ++k)
|
||||
{
|
||||
if (k < nct)
|
||||
{
|
||||
// Compute the transformation for the k-th column and
|
||||
// place the k-th diagonal in m_sigma[k].
|
||||
m_sigma[k] = matA.col(k).end(m-k).norm();
|
||||
if (m_sigma[k] != 0.0) // FIXME
|
||||
{
|
||||
if (matA(k,k) < 0.0)
|
||||
m_sigma[k] = -m_sigma[k];
|
||||
matA.col(k).end(m-k) /= m_sigma[k];
|
||||
matA(k,k) += 1.0;
|
||||
}
|
||||
m_sigma[k] = -m_sigma[k];
|
||||
}
|
||||
|
||||
for (j = k+1; j < n; ++j)
|
||||
{
|
||||
if ((k < nct) && (m_sigma[k] != 0.0))
|
||||
{
|
||||
// Apply the transformation.
|
||||
Scalar t = matA.col(k).end(m-k).dot(matA.col(j).end(m-k)); // FIXME dot product or cwise prod + .sum() ??
|
||||
t = -t/matA(k,k);
|
||||
matA.col(j).end(m-k) += t * matA.col(k).end(m-k);
|
||||
}
|
||||
|
||||
// Place the k-th row of A into e for the
|
||||
// subsequent calculation of the row transformation.
|
||||
e[j] = matA(k,j);
|
||||
}
|
||||
|
||||
// Place the transformation in U for subsequent back multiplication.
|
||||
if (wantu & (k < nct))
|
||||
m_matU.col(k).end(m-k) = matA.col(k).end(m-k);
|
||||
|
||||
if (k < nrt)
|
||||
{
|
||||
// Compute the k-th row transformation and place the
|
||||
// k-th super-diagonal in e[k].
|
||||
e[k] = e.end(n-k-1).norm();
|
||||
if (e[k] != 0.0)
|
||||
{
|
||||
if (e[k+1] < 0.0)
|
||||
e[k] = -e[k];
|
||||
e.end(n-k-1) /= e[k];
|
||||
e[k+1] += 1.0;
|
||||
}
|
||||
e[k] = -e[k];
|
||||
if ((k+1 < m) & (e[k] != 0.0))
|
||||
{
|
||||
// Apply the transformation.
|
||||
work.end(m-k-1) = matA.corner(BottomRight,m-k-1,n-k-1) * e.end(n-k-1);
|
||||
for (j = k+1; j < n; ++j)
|
||||
matA.col(j).end(m-k-1) += (-e[j]/e[k+1]) * work.end(m-k-1);
|
||||
}
|
||||
|
||||
// Place the transformation in V for subsequent back multiplication.
|
||||
if (wantv)
|
||||
m_matV.col(k).end(n-k-1) = e.end(n-k-1);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
// Set up the final bidiagonal matrix or order p.
|
||||
int p = std::min(n,m+1);
|
||||
if (nct < n)
|
||||
m_sigma[nct] = matA(nct,nct);
|
||||
if (m < p)
|
||||
m_sigma[p-1] = 0.0;
|
||||
if (nrt+1 < p)
|
||||
e[nrt] = matA(nrt,p-1);
|
||||
e[p-1] = 0.0;
|
||||
|
||||
// If required, generate U.
|
||||
if (wantu)
|
||||
{
|
||||
for (j = nct; j < nu; ++j)
|
||||
{
|
||||
m_matU.col(j).setZero();
|
||||
m_matU(j,j) = 1.0;
|
||||
}
|
||||
for (k = nct-1; k >= 0; k--)
|
||||
{
|
||||
if (m_sigma[k] != 0.0)
|
||||
{
|
||||
for (j = k+1; j < nu; ++j)
|
||||
{
|
||||
Scalar t = m_matU.col(k).end(m-k).dot(m_matU.col(j).end(m-k)); // FIXME is it really a dot product we want ?
|
||||
t = -t/m_matU(k,k);
|
||||
m_matU.col(j).end(m-k) += t * m_matU.col(k).end(m-k);
|
||||
}
|
||||
m_matU.col(k).end(m-k) = - m_matU.col(k).end(m-k);
|
||||
m_matU(k,k) = Scalar(1) + m_matU(k,k);
|
||||
if (k-1>0)
|
||||
m_matU.col(k).start(k-1).setZero();
|
||||
}
|
||||
else
|
||||
{
|
||||
m_matU.col(k).setZero();
|
||||
m_matU(k,k) = 1.0;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// If required, generate V.
|
||||
if (wantv)
|
||||
{
|
||||
for (k = n-1; k >= 0; k--)
|
||||
{
|
||||
if ((k < nrt) & (e[k] != 0.0))
|
||||
{
|
||||
for (j = k+1; j < nu; ++j)
|
||||
{
|
||||
Scalar t = m_matV.col(k).end(n-k-1).dot(m_matV.col(j).end(n-k-1)); // FIXME is it really a dot product we want ?
|
||||
t = -t/m_matV(k+1,k);
|
||||
m_matV.col(j).end(n-k-1) += t * m_matV.col(k).end(n-k-1);
|
||||
}
|
||||
}
|
||||
m_matV.col(k).setZero();
|
||||
m_matV(k,k) = 1.0;
|
||||
}
|
||||
}
|
||||
|
||||
// Main iteration loop for the singular values.
|
||||
int pp = p-1;
|
||||
int iter = 0;
|
||||
Scalar eps = ei_pow(Scalar(2),ei_is_same_type<Scalar,float>::ret ? Scalar(-23) : Scalar(-52));
|
||||
while (p > 0)
|
||||
{
|
||||
int k=0;
|
||||
int kase=0;
|
||||
|
||||
// Here is where a test for too many iterations would go.
|
||||
|
||||
// This section of the program inspects for
|
||||
// negligible elements in the s and e arrays. On
|
||||
// completion the variables kase and k are set as follows.
|
||||
|
||||
// kase = 1 if s(p) and e[k-1] are negligible and k<p
|
||||
// kase = 2 if s(k) is negligible and k<p
|
||||
// kase = 3 if e[k-1] is negligible, k<p, and
|
||||
// s(k), ..., s(p) are not negligible (qr step).
|
||||
// kase = 4 if e(p-1) is negligible (convergence).
|
||||
|
||||
for (k = p-2; k >= -1; --k)
|
||||
{
|
||||
if (k == -1)
|
||||
break;
|
||||
if (ei_abs(e[k]) <= eps*(ei_abs(m_sigma[k]) + ei_abs(m_sigma[k+1])))
|
||||
{
|
||||
e[k] = 0.0;
|
||||
break;
|
||||
}
|
||||
}
|
||||
if (k == p-2)
|
||||
{
|
||||
kase = 4;
|
||||
}
|
||||
else
|
||||
{
|
||||
int ks;
|
||||
for (ks = p-1; ks >= k; --ks)
|
||||
{
|
||||
if (ks == k)
|
||||
break;
|
||||
Scalar t = (ks != p ? ei_abs(e[ks]) : Scalar(0)) + (ks != k+1 ? ei_abs(e[ks-1]) : Scalar(0));
|
||||
if (ei_abs(m_sigma[ks]) <= eps*t)
|
||||
{
|
||||
m_sigma[ks] = 0.0;
|
||||
break;
|
||||
}
|
||||
}
|
||||
if (ks == k)
|
||||
{
|
||||
kase = 3;
|
||||
}
|
||||
else if (ks == p-1)
|
||||
{
|
||||
kase = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
kase = 2;
|
||||
k = ks;
|
||||
}
|
||||
}
|
||||
++k;
|
||||
|
||||
// Perform the task indicated by kase.
|
||||
switch (kase)
|
||||
{
|
||||
|
||||
// Deflate negligible s(p).
|
||||
case 1:
|
||||
{
|
||||
Scalar f(e[p-2]);
|
||||
e[p-2] = 0.0;
|
||||
for (j = p-2; j >= k; --j)
|
||||
{
|
||||
Scalar t(internal::hypot(m_sigma[j],f));
|
||||
Scalar cs(m_sigma[j]/t);
|
||||
Scalar sn(f/t);
|
||||
m_sigma[j] = t;
|
||||
if (j != k)
|
||||
{
|
||||
f = -sn*e[j-1];
|
||||
e[j-1] = cs*e[j-1];
|
||||
}
|
||||
if (wantv)
|
||||
{
|
||||
for (i = 0; i < n; ++i)
|
||||
{
|
||||
t = cs*m_matV(i,j) + sn*m_matV(i,p-1);
|
||||
m_matV(i,p-1) = -sn*m_matV(i,j) + cs*m_matV(i,p-1);
|
||||
m_matV(i,j) = t;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
break;
|
||||
|
||||
// Split at negligible s(k).
|
||||
case 2:
|
||||
{
|
||||
Scalar f(e[k-1]);
|
||||
e[k-1] = 0.0;
|
||||
for (j = k; j < p; ++j)
|
||||
{
|
||||
Scalar t(internal::hypot(m_sigma[j],f));
|
||||
Scalar cs( m_sigma[j]/t);
|
||||
Scalar sn(f/t);
|
||||
m_sigma[j] = t;
|
||||
f = -sn*e[j];
|
||||
e[j] = cs*e[j];
|
||||
if (wantu)
|
||||
{
|
||||
for (i = 0; i < m; ++i)
|
||||
{
|
||||
t = cs*m_matU(i,j) + sn*m_matU(i,k-1);
|
||||
m_matU(i,k-1) = -sn*m_matU(i,j) + cs*m_matU(i,k-1);
|
||||
m_matU(i,j) = t;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
break;
|
||||
|
||||
// Perform one qr step.
|
||||
case 3:
|
||||
{
|
||||
// Calculate the shift.
|
||||
Scalar scale = std::max(std::max(std::max(std::max(
|
||||
ei_abs(m_sigma[p-1]),ei_abs(m_sigma[p-2])),ei_abs(e[p-2])),
|
||||
ei_abs(m_sigma[k])),ei_abs(e[k]));
|
||||
Scalar sp = m_sigma[p-1]/scale;
|
||||
Scalar spm1 = m_sigma[p-2]/scale;
|
||||
Scalar epm1 = e[p-2]/scale;
|
||||
Scalar sk = m_sigma[k]/scale;
|
||||
Scalar ek = e[k]/scale;
|
||||
Scalar b = ((spm1 + sp)*(spm1 - sp) + epm1*epm1)/Scalar(2);
|
||||
Scalar c = (sp*epm1)*(sp*epm1);
|
||||
Scalar shift = 0.0;
|
||||
if ((b != 0.0) || (c != 0.0))
|
||||
{
|
||||
shift = ei_sqrt(b*b + c);
|
||||
if (b < 0.0)
|
||||
shift = -shift;
|
||||
shift = c/(b + shift);
|
||||
}
|
||||
Scalar f = (sk + sp)*(sk - sp) + shift;
|
||||
Scalar g = sk*ek;
|
||||
|
||||
// Chase zeros.
|
||||
|
||||
for (j = k; j < p-1; ++j)
|
||||
{
|
||||
Scalar t = internal::hypot(f,g);
|
||||
Scalar cs = f/t;
|
||||
Scalar sn = g/t;
|
||||
if (j != k)
|
||||
e[j-1] = t;
|
||||
f = cs*m_sigma[j] + sn*e[j];
|
||||
e[j] = cs*e[j] - sn*m_sigma[j];
|
||||
g = sn*m_sigma[j+1];
|
||||
m_sigma[j+1] = cs*m_sigma[j+1];
|
||||
if (wantv)
|
||||
{
|
||||
for (i = 0; i < n; ++i)
|
||||
{
|
||||
t = cs*m_matV(i,j) + sn*m_matV(i,j+1);
|
||||
m_matV(i,j+1) = -sn*m_matV(i,j) + cs*m_matV(i,j+1);
|
||||
m_matV(i,j) = t;
|
||||
}
|
||||
}
|
||||
t = internal::hypot(f,g);
|
||||
cs = f/t;
|
||||
sn = g/t;
|
||||
m_sigma[j] = t;
|
||||
f = cs*e[j] + sn*m_sigma[j+1];
|
||||
m_sigma[j+1] = -sn*e[j] + cs*m_sigma[j+1];
|
||||
g = sn*e[j+1];
|
||||
e[j+1] = cs*e[j+1];
|
||||
if (wantu && (j < m-1))
|
||||
{
|
||||
for (i = 0; i < m; ++i)
|
||||
{
|
||||
t = cs*m_matU(i,j) + sn*m_matU(i,j+1);
|
||||
m_matU(i,j+1) = -sn*m_matU(i,j) + cs*m_matU(i,j+1);
|
||||
m_matU(i,j) = t;
|
||||
}
|
||||
}
|
||||
}
|
||||
e[p-2] = f;
|
||||
iter = iter + 1;
|
||||
}
|
||||
break;
|
||||
|
||||
// Convergence.
|
||||
case 4:
|
||||
{
|
||||
// Make the singular values positive.
|
||||
if (m_sigma[k] <= 0.0)
|
||||
{
|
||||
m_sigma[k] = m_sigma[k] < Scalar(0) ? -m_sigma[k] : Scalar(0);
|
||||
if (wantv)
|
||||
m_matV.col(k).start(pp+1) = -m_matV.col(k).start(pp+1);
|
||||
}
|
||||
|
||||
// Order the singular values.
|
||||
while (k < pp)
|
||||
{
|
||||
if (m_sigma[k] >= m_sigma[k+1])
|
||||
break;
|
||||
Scalar t = m_sigma[k];
|
||||
m_sigma[k] = m_sigma[k+1];
|
||||
m_sigma[k+1] = t;
|
||||
if (wantv && (k < n-1))
|
||||
m_matV.col(k).swap(m_matV.col(k+1));
|
||||
if (wantu && (k < m-1))
|
||||
m_matU.col(k).swap(m_matU.col(k+1));
|
||||
++k;
|
||||
}
|
||||
iter = 0;
|
||||
p--;
|
||||
}
|
||||
break;
|
||||
} // end big switch
|
||||
} // end iterations
|
||||
}
|
||||
|
||||
template<typename MatrixType>
|
||||
SVD<MatrixType>& SVD<MatrixType>::sort()
|
||||
{
|
||||
int mu = m_matU.rows();
|
||||
int mv = m_matV.rows();
|
||||
int n = m_matU.cols();
|
||||
|
||||
for (int i=0; i<n; ++i)
|
||||
{
|
||||
int k = i;
|
||||
Scalar p = m_sigma.coeff(i);
|
||||
|
||||
for (int j=i+1; j<n; ++j)
|
||||
{
|
||||
if (m_sigma.coeff(j) > p)
|
||||
{
|
||||
k = j;
|
||||
p = m_sigma.coeff(j);
|
||||
}
|
||||
}
|
||||
if (k != i)
|
||||
{
|
||||
m_sigma.coeffRef(k) = m_sigma.coeff(i); // i.e.
|
||||
m_sigma.coeffRef(i) = p; // swaps the i-th and the k-th elements
|
||||
|
||||
int j = mu;
|
||||
for(int s=0; j!=0; ++s, --j)
|
||||
std::swap(m_matU.coeffRef(s,i), m_matU.coeffRef(s,k));
|
||||
|
||||
j = mv;
|
||||
for (int s=0; j!=0; ++s, --j)
|
||||
std::swap(m_matV.coeffRef(s,i), m_matV.coeffRef(s,k));
|
||||
}
|
||||
}
|
||||
return *this;
|
||||
}
|
||||
|
||||
/** \returns the solution of \f$ A x = b \f$ using the current SVD decomposition of A.
|
||||
* The parts of the solution corresponding to zero singular values are ignored.
|
||||
*
|
||||
* \sa MatrixBase::svd(), LU::solve(), LLT::solve()
|
||||
*/
|
||||
template<typename MatrixType>
|
||||
template<typename OtherDerived, typename ResultType>
|
||||
bool SVD<MatrixType>::solve(const MatrixBase<OtherDerived> &b, ResultType* result) const
|
||||
{
|
||||
const int rows = m_matU.rows();
|
||||
ei_assert(b.rows() == rows);
|
||||
|
||||
Scalar maxVal = m_sigma.cwise().abs().maxCoeff();
|
||||
for (int j=0; j<b.cols(); ++j)
|
||||
{
|
||||
Matrix<Scalar,MatrixUType::RowsAtCompileTime,1> aux = m_matU.transpose() * b.col(j);
|
||||
|
||||
for (int i = 0; i <m_matU.cols(); ++i)
|
||||
{
|
||||
Scalar si = m_sigma.coeff(i);
|
||||
if (ei_isMuchSmallerThan(ei_abs(si),maxVal))
|
||||
aux.coeffRef(i) = 0;
|
||||
else
|
||||
aux.coeffRef(i) /= si;
|
||||
}
|
||||
|
||||
result->col(j) = m_matV * aux;
|
||||
}
|
||||
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.
|
||||
*
|
||||
* \sa computePositiveUnitary(), computeRotationScaling()
|
||||
*/
|
||||
template<typename MatrixType>
|
||||
template<typename UnitaryType, typename PositiveType>
|
||||
void SVD<MatrixType>::computeUnitaryPositive(UnitaryType *unitary,
|
||||
PositiveType *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.
|
||||
*
|
||||
* \sa computeUnitaryPositive(), computeRotationScaling()
|
||||
*/
|
||||
template<typename MatrixType>
|
||||
template<typename UnitaryType, typename PositiveType>
|
||||
void SVD<MatrixType>::computePositiveUnitary(UnitaryType *positive,
|
||||
PositiveType *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();
|
||||
}
|
||||
|
||||
/** decomposes the matrix as a product rotation x scaling, the scaling being
|
||||
* not necessarily positive.
|
||||
*
|
||||
* If either pointer is zero, the corresponding computation is skipped.
|
||||
*
|
||||
* This method requires the Geometry module.
|
||||
*
|
||||
* \sa computeScalingRotation(), computeUnitaryPositive()
|
||||
*/
|
||||
template<typename MatrixType>
|
||||
template<typename RotationType, typename ScalingType>
|
||||
void SVD<MatrixType>::computeRotationScaling(RotationType *rotation, ScalingType *scaling) const
|
||||
{
|
||||
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);
|
||||
sv.coeffRef(0) *= x;
|
||||
if(scaling) scaling->lazyAssign(m_matV * sv.asDiagonal() * m_matV.adjoint());
|
||||
if(rotation)
|
||||
{
|
||||
MatrixType m(m_matU);
|
||||
m.col(0) /= x;
|
||||
rotation->lazyAssign(m * m_matV.adjoint());
|
||||
}
|
||||
}
|
||||
|
||||
/** decomposes the matrix as a product scaling x rotation, the scaling being
|
||||
* not necessarily positive.
|
||||
*
|
||||
* If either pointer is zero, the corresponding computation is skipped.
|
||||
*
|
||||
* This method requires the Geometry module.
|
||||
*
|
||||
* \sa computeRotationScaling(), computeUnitaryPositive()
|
||||
*/
|
||||
template<typename MatrixType>
|
||||
template<typename ScalingType, typename RotationType>
|
||||
void SVD<MatrixType>::computeScalingRotation(ScalingType *scaling, RotationType *rotation) const
|
||||
{
|
||||
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);
|
||||
sv.coeffRef(0) *= x;
|
||||
if(scaling) scaling->lazyAssign(m_matU * sv.asDiagonal() * m_matU.adjoint());
|
||||
if(rotation)
|
||||
{
|
||||
MatrixType m(m_matU);
|
||||
m.col(0) /= x;
|
||||
rotation->lazyAssign(m * m_matV.adjoint());
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
/** \svd_module
|
||||
* \returns the SVD decomposition of \c *this
|
||||
*/
|
||||
template<typename Derived>
|
||||
inline SVD<typename MatrixBase<Derived>::PlainObject>
|
||||
MatrixBase<Derived>::svd() const
|
||||
{
|
||||
return SVD<PlainObject>(derived());
|
||||
}
|
||||
|
||||
#endif // EIGEN_SVD_H
|
||||
@@ -489,6 +489,7 @@ MatrixBase<Derived>::partialPivLu() const
|
||||
return PartialPivLU<PlainObject>(eval());
|
||||
}
|
||||
|
||||
#if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS
|
||||
/** \lu_module
|
||||
*
|
||||
* Synonym of partialPivLu().
|
||||
@@ -503,5 +504,6 @@ MatrixBase<Derived>::lu() const
|
||||
{
|
||||
return PartialPivLU<PlainObject>(eval());
|
||||
}
|
||||
#endif
|
||||
|
||||
#endif // EIGEN_PARTIALLU_H
|
||||
|
||||
@@ -49,7 +49,7 @@ template<typename _MatrixType> class UpperBidiagonalization
|
||||
typedef Matrix<Scalar, ColsAtCompileTimeMinusOne, 1> SuperDiagVectorType;
|
||||
typedef HouseholderSequence<
|
||||
const MatrixType,
|
||||
CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>, Diagonal<const MatrixType,0> >
|
||||
CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>, const Diagonal<const MatrixType,0> >
|
||||
> HouseholderUSequenceType;
|
||||
typedef HouseholderSequence<
|
||||
const MatrixType,
|
||||
|
||||
@@ -115,9 +115,9 @@ namespace internal {
|
||||
template<typename Lhs, typename Rhs, typename SparseDiagonalProductType>
|
||||
class sparse_diagonal_product_inner_iterator_selector
|
||||
<Lhs,Rhs,SparseDiagonalProductType,SDP_IsDiagonal,SDP_IsSparseRowMajor>
|
||||
: public CwiseUnaryOp<scalar_multiple_op<typename Lhs::Scalar>,Rhs>::InnerIterator
|
||||
: public CwiseUnaryOp<scalar_multiple_op<typename Lhs::Scalar>,const Rhs>::InnerIterator
|
||||
{
|
||||
typedef typename CwiseUnaryOp<scalar_multiple_op<typename Lhs::Scalar>,Rhs>::InnerIterator Base;
|
||||
typedef typename CwiseUnaryOp<scalar_multiple_op<typename Lhs::Scalar>,const Rhs>::InnerIterator Base;
|
||||
typedef typename Lhs::Index Index;
|
||||
public:
|
||||
inline sparse_diagonal_product_inner_iterator_selector(
|
||||
@@ -149,9 +149,9 @@ class sparse_diagonal_product_inner_iterator_selector
|
||||
template<typename Lhs, typename Rhs, typename SparseDiagonalProductType>
|
||||
class sparse_diagonal_product_inner_iterator_selector
|
||||
<Lhs,Rhs,SparseDiagonalProductType,SDP_IsSparseColMajor,SDP_IsDiagonal>
|
||||
: public CwiseUnaryOp<scalar_multiple_op<typename Rhs::Scalar>,Lhs>::InnerIterator
|
||||
: public CwiseUnaryOp<scalar_multiple_op<typename Rhs::Scalar>,const Lhs>::InnerIterator
|
||||
{
|
||||
typedef typename CwiseUnaryOp<scalar_multiple_op<typename Rhs::Scalar>,Lhs>::InnerIterator Base;
|
||||
typedef typename CwiseUnaryOp<scalar_multiple_op<typename Rhs::Scalar>,const Lhs>::InnerIterator Base;
|
||||
typedef typename Lhs::Index Index;
|
||||
public:
|
||||
inline sparse_diagonal_product_inner_iterator_selector(
|
||||
|
||||
Reference in New Issue
Block a user