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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/EigenSolver.h
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@@ -2,7 +2,7 @@
// for linear algebra.
//
// Copyright (C) 2008 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
@@ -273,7 +273,27 @@ template<typename _MatrixType> class EigenSolver
* Example: \include EigenSolver_compute.cpp
* Output: \verbinclude EigenSolver_compute.out
*/
EigenSolver& compute(const MatrixType& matrix, bool computeEigenvectors = true);
EigenSolver& 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.
*/
EigenSolver& compute(const MatrixType& matrix, bool computeEigenvectors, Index maxIter)
{
return computeInternal(matrix, computeEigenvectors, true, maxIter);
}
ComputationInfo info() const
{
@@ -283,6 +303,8 @@ template<typename _MatrixType> class EigenSolver
private:
void doComputeEigenvectors();
EigenSolver& computeInternal(const MatrixType& matrix, bool computeEigenvectors,
bool maxIterSpecified, Index maxIter);
protected:
MatrixType m_eivec;
@@ -348,12 +370,18 @@ typename EigenSolver<MatrixType>::EigenvectorsType EigenSolver<MatrixType>::eige
}
template<typename MatrixType>
EigenSolver<MatrixType>& EigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvectors)
EigenSolver<MatrixType>&
EigenSolver<MatrixType>::computeInternal(const MatrixType& matrix, bool computeEigenvectors,
bool maxIterSpecified, Index maxIter)
{
assert(matrix.cols() == matrix.rows());
// Reduce to real Schur form.
m_realSchur.compute(matrix, computeEigenvectors);
if (maxIterSpecified)
m_realSchur.compute(matrix, computeEigenvectors, maxIter);
else
m_realSchur.compute(matrix, computeEigenvectors);
if (m_realSchur.info() == Success)
{
m_matT = m_realSchur.matrixT();