devtools/eigen
1
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2026-04-10 11:34:33 +08:00
Code Issues Packages Projects Releases Wiki Activity

Update RealQZ to reduce 2x2 diagonal block of T corresponding to non reduced diagonal block of S to positive diagonal form.

Browse Source 
This step involve a real 2x2 SVD problem. The respective routine is thus in src/misc/ to be shared by both EVD and AVD modules.
This commit is contained in:
Gael Guennebaud
2016-06-09 17:11:03 +02:00
parent 15890c304e
commit c1f9ca9254
5 changed files with 87 additions and 33 deletions
Download Patch File Download Diff File Expand all files Collapse all files

32
Eigen/src/Eigenvalues/RealQZ.h
View File

@@ -552,7 +552,6 @@ namespace Eigen {
m_T.coeffRef(l,l-1) = Scalar(0.0);
}
template<typename MatrixType>
RealQZ<MatrixType>& RealQZ<MatrixType>::compute(const MatrixType& A_in, const MatrixType& B_in, bool computeQZ)
{
@@ -616,6 +615,37 @@ namespace Eigen {
}
// check if we converged before reaching iterations limit
m_info = (local_iter<m_maxIters) ? Success : NoConvergence;
// For each non triangular 2x2 diagonal block of S,
// reduce the respective 2x2 diagonal block of T to positive diagonal form using 2x2 SVD.
// This step is not mandatory for QZ, but it does help further extraction of eigenvalues/eigenvectors,
// and is in par with Lapack/Matlab QZ.
if(m_info==Success)
{
for(Index i=0; i<dim-1; ++i)
{
if(m_S.coeff(i+1, i) != Scalar(0))
{
JacobiRotation<Scalar> j_left, j_right;
internal::real_2x2_jacobi_svd(m_T, i, i+1, &j_left, &j_right);
// Apply resulting Jacobi rotations
m_T.applyOnTheLeft(i,i+1,j_left);
m_T.applyOnTheRight(i,i+1,j_right);
m_S.applyOnTheLeft(i,i+1,j_left);
m_S.applyOnTheRight(i,i+1,j_right);
m_T(i,i+1) = Scalar(0);
if(m_computeQZ) {
m_Q.applyOnTheRight(i,i+1,j_left.transpose());
m_Z.applyOnTheLeft(i,i+1,j_right.transpose());
}
i++;
}
}
}
return *this;
} // end compute