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merge and add start/end to Eigen2Support

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This commit is contained in:
Gael Guennebaud
2010-01-05 13:07:32 +01:00
parent 90d2ae7fec 51b8f014f3
commit 9d9e00b608
78 changed files with 1072 additions and 592 deletions
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44
Eigen/src/SVD/SVD.h
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@@ -137,7 +137,7 @@ template<typename _MatrixType> class SVD
ei_assert(m_isInitialized && "SVD is not initialized.");
return m_cols;
}
protected:
// Computes (a^2 + b^2)^(1/2) without destructive underflow or overflow.
inline static Scalar pythag(Scalar a, Scalar b)
@@ -205,7 +205,7 @@ SVD<MatrixType>& SVD<MatrixType>::compute(const MatrixType& matrix)
g = s = scale = 0.0;
if (i < m)
{
scale = A.col(i).end(m-i).cwiseAbs().sum();
scale = A.col(i).tail(m-i).cwiseAbs().sum();
if (scale != Scalar(0))
{
for (k=i; k<m; k++)
@@ -219,18 +219,18 @@ SVD<MatrixType>& SVD<MatrixType>::compute(const MatrixType& matrix)
A(i, i)=f-g;
for (j=l-1; j<n; j++)
{
s = A.col(j).end(m-i).dot(A.col(i).end(m-i));
s = A.col(j).tail(m-i).dot(A.col(i).tail(m-i));
f = s/h;
A.col(j).end(m-i) += f*A.col(i).end(m-i);
A.col(j).tail(m-i) += f*A.col(i).tail(m-i);
}
A.col(i).end(m-i) *= scale;
A.col(i).tail(m-i) *= scale;
}
}
W[i] = scale * g;
g = s = scale = 0.0;
if (i+1 <= m && i+1 != n)
{
scale = A.row(i).end(n-l+1).cwiseAbs().sum();
scale = A.row(i).tail(n-l+1).cwiseAbs().sum();
if (scale != Scalar(0))
{
for (k=l-1; k<n; k++)
@@ -242,13 +242,13 @@ SVD<MatrixType>& SVD<MatrixType>::compute(const MatrixType& matrix)
g = -sign(ei_sqrt(s),f);
h = f*g - s;
A(i,l-1) = f-g;
rv1.end(n-l+1) = A.row(i).end(n-l+1)/h;
rv1.tail(n-l+1) = A.row(i).tail(n-l+1)/h;
for (j=l-1; j<m; j++)
{
s = A.row(i).end(n-l+1).dot(A.row(j).end(n-l+1));
A.row(j).end(n-l+1) += s*rv1.end(n-l+1).transpose();
s = A.row(i).tail(n-l+1).dot(A.row(j).tail(n-l+1));
A.row(j).tail(n-l+1) += s*rv1.tail(n-l+1).transpose();
}
A.row(i).end(n-l+1) *= scale;
A.row(i).tail(n-l+1) *= scale;
}
}
anorm = std::max( anorm, (ei_abs(W[i])+ei_abs(rv1[i])) );
@@ -265,12 +265,12 @@ SVD<MatrixType>& SVD<MatrixType>::compute(const MatrixType& matrix)
V(j, i) = (A(i, j)/A(i, l))/g;
for (j=l; j<n; j++)
{
s = V.col(j).end(n-l).dot(A.row(i).end(n-l));
V.col(j).end(n-l) += s * V.col(i).end(n-l);
s = V.col(j).tail(n-l).dot(A.row(i).tail(n-l));
V.col(j).tail(n-l) += s * V.col(i).tail(n-l);
}
}
V.row(i).end(n-l).setZero();
V.col(i).end(n-l).setZero();
V.row(i).tail(n-l).setZero();
V.col(i).tail(n-l).setZero();
}
V(i, i) = 1.0;
g = rv1[i];
@@ -282,7 +282,7 @@ SVD<MatrixType>& SVD<MatrixType>::compute(const MatrixType& matrix)
l = i+1;
g = W[i];
if (n-l>0)
A.row(i).end(n-l).setZero();
A.row(i).tail(n-l).setZero();
if (g != Scalar(0.0))
{
g = Scalar(1.0)/g;
@@ -290,15 +290,15 @@ SVD<MatrixType>& SVD<MatrixType>::compute(const MatrixType& matrix)
{
for (j=l; j<n; j++)
{
s = A.col(j).end(m-l).dot(A.col(i).end(m-l));
s = A.col(j).tail(m-l).dot(A.col(i).tail(m-l));
f = (s/A(i,i))*g;
A.col(j).end(m-i) += f * A.col(i).end(m-i);
A.col(j).tail(m-i) += f * A.col(i).tail(m-i);
}
}
A.col(i).end(m-i) *= g;
A.col(i).tail(m-i) *= g;
}
else
A.col(i).end(m-i).setZero();
A.col(i).tail(m-i).setZero();
++A(i,i);
}
// Diagonalization of the bidiagonal form: Loop over
@@ -408,7 +408,7 @@ SVD<MatrixType>& SVD<MatrixType>::compute(const MatrixType& matrix)
for (int i=0; i<n; i++)
{
int k;
W.end(n-i).maxCoeff(&k);
W.tail(n-i).maxCoeff(&k);
if (k != 0)
{
k += i;
@@ -451,8 +451,8 @@ struct ei_solve_retval<SVD<_MatrixType>, Rhs>
aux.coeffRef(i) /= si;
}
const int minsize = std::min(dec().rows(),dec().cols());
dst.col(j).start(minsize) = aux.start(minsize);
if(dec().cols()>dec().rows()) dst.col(j).end(cols()-minsize).setZero();
dst.col(j).head(minsize) = aux.head(minsize);
if(dec().cols()>dec().rows()) dst.col(j).tail(cols()-minsize).setZero();
dst.col(j) = dec().matrixV() * dst.col(j);
}
}