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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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41
Eigen/src/Eigenvalues/ComplexSchur.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
@@ -166,6 +166,7 @@ template<typename _MatrixType> class ComplexSchur
*
* \param[in] matrix Square matrix whose Schur decomposition is to be computed.
* \param[in] computeU If true, both T and U are computed; if false, only T is computed.
* \returns Reference to \c *this
*
* The Schur decomposition is computed by first reducing the
@@ -180,8 +181,27 @@ template<typename _MatrixType> class ComplexSchur
*
* Example: \include ComplexSchur_compute.cpp
* Output: \verbinclude ComplexSchur_compute.out
*
* \sa compute(const MatrixType&, bool, Index)
*/
ComplexSchur& compute(const MatrixType& matrix, bool computeU = true);
ComplexSchur& compute(const MatrixType& matrix, bool computeU = true)
{
return compute(matrix, computeU, m_maxIterations * matrix.rows());
}
/** \brief Computes Schur decomposition with specified maximum number of iterations.
*
* \param[in] matrix Square matrix whose Schur decomposition is to be computed.
* \param[in] computeU If true, both T and U are computed; if false, only T is 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 QR iterations to be used. The maximum number of iterations for
* compute(const MatrixType&, bool) is #m_maxIterations times the size of the matrix.
*/
ComplexSchur& compute(const MatrixType& matrix, bool computeU, Index maxIter);
/** \brief Reports whether previous computation was successful.
*
@@ -189,13 +209,14 @@ template<typename _MatrixType> class ComplexSchur
*/
ComputationInfo info() const
{
eigen_assert(m_isInitialized && "RealSchur is not initialized.");
eigen_assert(m_isInitialized && "ComplexSchur is not initialized.");
return m_info;
}
/** \brief Maximum number of iterations.
*
* Maximum number of iterations allowed for an eigenvalue to converge.
* If not otherwise specified, the maximum number of iterations is this number times the size of the
* matrix. It is currently set to 30.
*/
static const int m_maxIterations = 30;
@@ -209,7 +230,7 @@ template<typename _MatrixType> class ComplexSchur
private:
bool subdiagonalEntryIsNeglegible(Index i);
ComplexScalar computeShift(Index iu, Index iter);
void reduceToTriangularForm(bool computeU);
void reduceToTriangularForm(bool computeU, Index maxIter);
friend struct internal::complex_schur_reduce_to_hessenberg<MatrixType, NumTraits<Scalar>::IsComplex>;
};
@@ -268,7 +289,7 @@ typename ComplexSchur<MatrixType>::ComplexScalar ComplexSchur<MatrixType>::compu
template<typename MatrixType>
ComplexSchur<MatrixType>& ComplexSchur<MatrixType>::compute(const MatrixType& matrix, bool computeU)
ComplexSchur<MatrixType>& ComplexSchur<MatrixType>::compute(const MatrixType& matrix, bool computeU, Index maxIter)
{
m_matUisUptodate = false;
eigen_assert(matrix.cols() == matrix.rows());
@@ -284,7 +305,7 @@ ComplexSchur<MatrixType>& ComplexSchur<MatrixType>::compute(const MatrixType& ma
}
internal::complex_schur_reduce_to_hessenberg<MatrixType, NumTraits<Scalar>::IsComplex>::run(*this, matrix, computeU);
reduceToTriangularForm(computeU);
reduceToTriangularForm(computeU, maxIter);
return *this;
}
@@ -327,7 +348,7 @@ struct complex_schur_reduce_to_hessenberg<MatrixType, false>
// Reduce the Hessenberg matrix m_matT to triangular form by QR iteration.
template<typename MatrixType>
void ComplexSchur<MatrixType>::reduceToTriangularForm(bool computeU)
void ComplexSchur<MatrixType>::reduceToTriangularForm(bool computeU, Index maxIter)
{
// The matrix m_matT is divided in three parts.
// Rows 0,...,il-1 are decoupled from the rest because m_matT(il,il-1) is zero.
@@ -354,7 +375,7 @@ void ComplexSchur<MatrixType>::reduceToTriangularForm(bool computeU)
// if we spent too many iterations, we give up
iter++;
totalIter++;
if(totalIter > m_maxIterations * m_matT.cols()) break;
if(totalIter > maxIter) break;
// find il, the top row of the active submatrix
il = iu-1;
@@ -384,7 +405,7 @@ void ComplexSchur<MatrixType>::reduceToTriangularForm(bool computeU)
}
}
if(totalIter <= m_maxIterations * m_matT.cols())
if(totalIter <= maxIter)
m_info = Success;
else
m_info = NoConvergence;