add new Householder module

Eigen/src/Core/MatrixBase.h

@@ -40,6 +40,7 @@ template<typename Derived> struct AnyMatrixBase
   Derived& derived() { return *static_cast<Derived*>(this); }
   const Derived& derived() const { return *static_cast<const Derived*>(this); }
 };
+
 /** Common base class for all classes T such that there are overloaded operator* allowing to
   * multiply a MatrixBase by a T on both sides.
   *
@@ -749,6 +750,19 @@ template<typename Derived> class MatrixBase
     template<typename Derived1, typename Derived2>
     Derived& lazyAssign(const SparseProduct<Derived1,Derived2,DenseTimeSparseProduct>& product);
 
+////////// Householder module ///////////
+
+    template<typename EssentialPart>
+    void makeHouseholder(EssentialPart *essential,
+                         RealScalar *beta) const;
+    template<typename EssentialPart>
+    void applyHouseholderOnTheLeft(const EssentialPart& essential,
+                                   const RealScalar& beta);
+    template<typename EssentialPart>
+    void applyHouseholderOnTheRight(const EssentialPart& essential,
+                                    const RealScalar& beta);
+    
+
     #ifdef EIGEN_MATRIXBASE_PLUGIN
     #include EIGEN_MATRIXBASE_PLUGIN
     #endif

Eigen/src/Householder/CMakeLists.txt

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

Eigen/src/Householder/Householder.h

@@ -0,0 +1,88 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_HOUSEHOLDER_H
+#define EIGEN_HOUSEHOLDER_H
+
+template<int n> struct ei_decrement_size
+{
+  enum {
+    ret = (n==1 || n==Dynamic) ? n : n-1
+  };
+};
+
+template<typename Derived>
+template<typename EssentialPart>
+void MatrixBase<Derived>::makeHouseholder(
+  EssentialPart *essential,
+  RealScalar *beta) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(EssentialPart)
+  RealScalar _squaredNorm = squaredNorm();
+  Scalar c0;
+  if(ei_abs2(coeff(0)) <= ei_abs2(precision<Scalar>()) * _squaredNorm)
+  {
+    c0 = ei_sqrt(_squaredNorm);
+  }
+  else
+  {
+    Scalar sign = coeff(0) / ei_abs(coeff(0));
+    c0 = coeff(0) + sign * ei_sqrt(_squaredNorm);
+  }
+  *essential = end(size()-1) / c0; // FIXME take advantage of fixed size
+  const RealScalar c0abs2 = ei_abs2(c0);
+  *beta = RealScalar(2) * c0abs2 / (c0abs2 + _squaredNorm - ei_abs2(coeff(0)));
+}
+
+template<typename Derived>
+template<typename EssentialPart>
+void MatrixBase<Derived>::applyHouseholderOnTheLeft(
+  const EssentialPart& essential,
+  const RealScalar& beta)
+{
+  Matrix<Scalar, 1, ColsAtCompileTime, PlainMatrixType::Options, 1, MaxColsAtCompileTime> tmp(cols());
+  tmp = row(0) + essential.adjoint() * block(1,0,rows()-1,cols());
+  // FIXME take advantage of fixed size
+  // FIXME play with lazy()
+  // FIXME maybe not a good idea to use matrix product
+  row(0) -= beta * tmp;
+  block(1,0,rows()-1,cols()) -= beta * essential * tmp;
+}
+
+template<typename Derived>
+template<typename EssentialPart>
+void MatrixBase<Derived>::applyHouseholderOnTheRight(
+  const EssentialPart& essential,
+  const RealScalar& beta)
+{
+  Matrix<Scalar, RowsAtCompileTime, 1, PlainMatrixType::Options, MaxRowsAtCompileTime, 1> tmp(rows());
+  tmp = col(0) + block(0,1,rows(),cols()-1) * essential.conjugate();
+  // FIXME take advantage of fixed size
+  // FIXME play with lazy()
+  // FIXME maybe not a good idea to use matrix product
+  col(0) -= beta * tmp;
+  block(0,1,rows(),cols()-1) -= beta * tmp * essential.transpose();
+}
+
+#endif // EIGEN_HOUSEHOLDER_H