move eigen values related stuff of the QR module to a new EigenSolver module.

- perhaps we can find a better name ?
- note that the QR module still includes the EigenSolver module for compatibility

Eigen/src/CMakeLists.txt

@@ -9,3 +9,4 @@ ADD_SUBDIRECTORY(LeastSquares)
 ADD_SUBDIRECTORY(Sparse)
 ADD_SUBDIRECTORY(Jacobi)
 ADD_SUBDIRECTORY(Householder)
+ADD_SUBDIRECTORY(EigenSolver)

Eigen/src/EigenSolver/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_EIGENSOLVER_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_EIGENSOLVER_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/EigenSolver COMPONENT Devel
+  )

Eigen/src/EigenSolver/ComplexEigenSolver.h

@@ -79,6 +79,7 @@ template<typename _MatrixType> class ComplexEigenSolver
 template<typename MatrixType>
 void ComplexEigenSolver<MatrixType>::compute(const MatrixType& matrix)
 {
+  // this code is inspired from Jampack
   assert(matrix.cols() == matrix.rows());
   int n = matrix.cols();
   m_eivalues.resize(n,1);

Eigen/src/EigenSolver/ComplexSchur.h

@@ -120,6 +120,7 @@ std::complex<RealScalar> ei_sqrt(const std::complex<RealScalar> &z)
 template<typename MatrixType>
 void ComplexSchur<MatrixType>::compute(const MatrixType& matrix)
 {
+  // this code is inspired from Jampack
   assert(matrix.cols() == matrix.rows());
   int n = matrix.cols();
 

Eigen/src/EigenSolver/EigenSolver.h

@@ -25,7 +25,7 @@
 #ifndef EIGEN_EIGENSOLVER_H
 #define EIGEN_EIGENSOLVER_H
 
-/** \ingroup QR_Module
+/** \ingroup EigenSolver_Module
   * \nonstableyet
   *
   * \class EigenSolver
@@ -53,7 +53,7 @@ template<typename _MatrixType> class EigenSolver
     typedef Matrix<RealScalar, MatrixType::ColsAtCompileTime, 1> RealVectorType;
     typedef Matrix<RealScalar, Dynamic, 1> RealVectorTypeX;
 
-    /** 
+    /**
     * \brief Default Constructor.
     *
     * The default constructor is useful in cases in which the user intends to
@@ -103,19 +103,19 @@ template<typename _MatrixType> class EigenSolver
       *
       * \sa pseudoEigenvalueMatrix()
       */
-    const MatrixType& pseudoEigenvectors() const 
-    { 
+    const MatrixType& pseudoEigenvectors() const
+    {
       ei_assert(m_isInitialized && "EigenSolver is not initialized.");
-      return m_eivec; 
+      return m_eivec;
     }
 
     MatrixType pseudoEigenvalueMatrix() const;
 
     /** \returns the eigenvalues as a column vector */
-    EigenvalueType eigenvalues() const 
-    { 
+    EigenvalueType eigenvalues() const
+    {
       ei_assert(m_isInitialized && "EigenSolver is not initialized.");
-      return m_eivalues; 
+      return m_eivalues;
     }
 
     EigenSolver& compute(const MatrixType& matrix);
@@ -265,7 +265,7 @@ void EigenSolver<MatrixType>::orthes(MatrixType& matH, RealVectorType& ort)
       ort.segment(m+1, high-m) = matH.col(m-1).segment(m+1, high-m);
 
       int bSize = high-m+1;
-      m_eivec.block(m, m, bSize, bSize).noalias() += ( (ort.segment(m, bSize) /  (matH.coeff(m,m-1) * ort.coeff(m))) 
+      m_eivec.block(m, m, bSize, bSize).noalias() += ( (ort.segment(m, bSize) /  (matH.coeff(m,m-1) * ort.coeff(m)))
         * (ort.segment(m, bSize).transpose() * m_eivec.block(m, m, bSize, bSize)) );
     }
   }

Eigen/src/EigenSolver/HessenbergDecomposition.h

@@ -25,7 +25,7 @@
 #ifndef EIGEN_HESSENBERGDECOMPOSITION_H
 #define EIGEN_HESSENBERGDECOMPOSITION_H
 
-/** \ingroup QR_Module
+/** \ingroup EigenSolver_Module
   * \nonstableyet
   *
   * \class HessenbergDecomposition
@@ -156,7 +156,7 @@ void HessenbergDecomposition<MatrixType>::_compute(MatrixType& matA, CoeffVector
 
     // Apply similarity transformation to remaining columns,
     // i.e., compute A = H A H'
-    
+
     // A = H A
     matA.corner(BottomRight, remainingSize, remainingSize)
         .applyHouseholderOnTheLeft(matA.col(i).end(remainingSize-1), h, &temp.coeffRef(0));

Eigen/src/EigenSolver/SelfAdjointEigenSolver.h

@@ -25,7 +25,7 @@
 #ifndef EIGEN_SELFADJOINTEIGENSOLVER_H
 #define EIGEN_SELFADJOINTEIGENSOLVER_H
 
-/** \qr_module \ingroup QR_Module
+/** \eigensolver_module \ingroup EigenSolver_Module
   * \nonstableyet
   *
   * \class SelfAdjointEigenSolver
@@ -137,7 +137,7 @@ template<typename _MatrixType> class SelfAdjointEigenSolver
 
 /** \internal
   *
-  * \qr_module
+  * \eigensolver_module
   *
   * Performs a QR step on a tridiagonal symmetric matrix represented as a
   * pair of two vectors \a diag and \a subdiag.
@@ -266,7 +266,7 @@ compute(const MatrixType& matA, const MatrixType& matB, bool computeEigenvectors
 
 #endif // EIGEN_HIDE_HEAVY_CODE
 
-/** \qr_module
+/** \eigensolver_module
   *
   * \returns a vector listing the eigenvalues of this matrix.
   */
@@ -307,7 +307,7 @@ template<typename Derived> struct ei_operatorNorm_selector<Derived, false>
   }
 };
 
-/** \qr_module
+/** \eigensolver_module
   *
   * \returns the matrix norm of this matrix.
   */

Eigen/src/EigenSolver/Tridiagonalization.h

@@ -25,7 +25,7 @@
 #ifndef EIGEN_TRIDIAGONALIZATION_H
 #define EIGEN_TRIDIAGONALIZATION_H
 
-/** \ingroup QR_Module
+/** \ingroup EigenSolver_Module
   * \nonstableyet
   *
   * \class Tridiagonalization

Eigen/src/QR/QrInstantiations.cpp

@@ -33,11 +33,6 @@
 namespace Eigen
 {
 
-template static void ei_tridiagonal_qr_step(float* , float* , int, int, float* , int);
-template static void ei_tridiagonal_qr_step(double* , double* , int, int, double* , int);
-template static void ei_tridiagonal_qr_step(float* , float* , int, int, std::complex<float>* , int);
-template static void ei_tridiagonal_qr_step(double* , double* , int, int, std::complex<double>* , int);
-
 EIGEN_QR_MODULE_INSTANTIATE();
 
 }