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Allow user to specify max number of iterations (bug #479).

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This commit is contained in:
Jitse Niesen
2012-07-24 15:17:59 +01:00
parent b7ac053b9c
commit ba5eecae53
8 changed files with 178 additions and 27 deletions
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36
Eigen/src/Eigenvalues/ComplexEigenSolver.h
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@@ -3,7 +3,7 @@
//
// Copyright (C) 2009 Claire Maurice
// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
@@ -208,7 +208,27 @@ template<typename _MatrixType> class ComplexEigenSolver
* Example: \include ComplexEigenSolver_compute.cpp
* Output: \verbinclude ComplexEigenSolver_compute.out
*/
ComplexEigenSolver& compute(const MatrixType& matrix, bool computeEigenvectors = true);
ComplexEigenSolver& compute(const MatrixType& matrix, bool computeEigenvectors = true)
{
return computeInternal(matrix, computeEigenvectors, false, 0);
}
/** \brief Computes eigendecomposition with specified maximum number of iterations.
*
* \param[in] matrix Square matrix whose eigendecomposition is to be computed.
* \param[in] computeEigenvectors If true, both the eigenvectors and the
* eigenvalues are computed; if false, only the eigenvalues are
* computed.
* \param[in] maxIter Maximum number of iterations.
* \returns Reference to \c *this
*
* This method provides the same functionality as compute(const MatrixType&, bool) but it also allows the
* user to specify the maximum number of iterations to be used when computing the Schur decomposition.
*/
ComplexEigenSolver& compute(const MatrixType& matrix, bool computeEigenvectors, Index maxIter)
{
return computeInternal(matrix, computeEigenvectors, true, maxIter);
}
/** \brief Reports whether previous computation was successful.
*
@@ -231,18 +251,26 @@ template<typename _MatrixType> class ComplexEigenSolver
private:
void doComputeEigenvectors(RealScalar matrixnorm);
void sortEigenvalues(bool computeEigenvectors);
ComplexEigenSolver& computeInternal(const MatrixType& matrix, bool computeEigenvectors,
bool maxIterSpecified, Index maxIter);
};
template<typename MatrixType>
ComplexEigenSolver<MatrixType>& ComplexEigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvectors)
ComplexEigenSolver<MatrixType>&
ComplexEigenSolver<MatrixType>::computeInternal(const MatrixType& matrix, bool computeEigenvectors,
bool maxIterSpecified, Index maxIter)
{
// this code is inspired from Jampack
assert(matrix.cols() == matrix.rows());
// Do a complex Schur decomposition, A = U T U^*
// The eigenvalues are on the diagonal of T.
m_schur.compute(matrix, computeEigenvectors);
if (maxIterSpecified)
m_schur.compute(matrix, computeEigenvectors, maxIter);
else
m_schur.compute(matrix, computeEigenvectors);
if(m_schur.info() == Success)
{