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Tobias Wood
2023-11-29 11:12:48 +00:00
parent 9ea520fc45
commit f38e16c193
534 changed files with 103368 additions and 116934 deletions
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90
Eigen/src/Householder/BlockHouseholder.h
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@@ -16,23 +16,24 @@
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
namespace Eigen {
namespace Eigen {
namespace internal {
/** \internal */
// template<typename TriangularFactorType,typename VectorsType,typename CoeffsType>
// void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const CoeffsType& hCoeffs)
// void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const
// CoeffsType& hCoeffs)
// {
// typedef typename VectorsType::Scalar Scalar;
// const Index nbVecs = vectors.cols();
// eigen_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows()>=nbVecs);
//
//
// for(Index i = 0; i < nbVecs; i++)
// {
// Index rs = vectors.rows() - i;
// // Warning, note that hCoeffs may alias with vectors.
// // It is then necessary to copy it before modifying vectors(i,i).
// // It is then necessary to copy it before modifying vectors(i,i).
// typename CoeffsType::Scalar h = hCoeffs(i);
// // This hack permits to pass trough nested Block<> and Transpose<> expressions.
// Scalar *Vii_ptr = const_cast<Scalar*>(vectors.data() + vectors.outerStride()*i + vectors.innerStride()*i);
@@ -50,64 +51,65 @@ namespace internal {
/** \internal */
// This variant avoid modifications in vectors
template<typename TriangularFactorType,typename VectorsType,typename CoeffsType>
void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const CoeffsType& hCoeffs)
{
template <typename TriangularFactorType, typename VectorsType, typename CoeffsType>
void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors,
const CoeffsType& hCoeffs) {
const Index nbVecs = vectors.cols();
eigen_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows()>=nbVecs);
eigen_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows() >= nbVecs);
for(Index i = nbVecs-1; i >=0 ; --i)
{
for (Index i = nbVecs - 1; i >= 0; --i) {
Index rs = vectors.rows() - i - 1;
Index rt = nbVecs-i-1;
Index rt = nbVecs - i - 1;
if (rt > 0) {
triFactor.row(i).tail(rt).noalias() = -hCoeffs(i) * vectors.col(i).tail(rs).adjoint() *
vectors.bottomRightCorner(rs, rt).template triangularView<UnitLower>();
if(rt>0)
{
triFactor.row(i).tail(rt).noalias() = -hCoeffs(i) * vectors.col(i).tail(rs).adjoint()
* vectors.bottomRightCorner(rs, rt).template triangularView<UnitLower>();
// FIXME use the following line with .noalias() once the triangular product can work inplace
// triFactor.row(i).tail(rt) = triFactor.row(i).tail(rt) * triFactor.bottomRightCorner(rt,rt).template triangularView<Upper>();
for(Index j=nbVecs-1; j>i; --j)
{
typename TriangularFactorType::Scalar z = triFactor(i,j);
triFactor(i,j) = z * triFactor(j,j);
if(nbVecs-j-1>0)
triFactor.row(i).tail(nbVecs-j-1) += z * triFactor.row(j).tail(nbVecs-j-1);
// triFactor.row(i).tail(rt) = triFactor.row(i).tail(rt) * triFactor.bottomRightCorner(rt,rt).template
// triangularView<Upper>();
for (Index j = nbVecs - 1; j > i; --j) {
typename TriangularFactorType::Scalar z = triFactor(i, j);
triFactor(i, j) = z * triFactor(j, j);
if (nbVecs - j - 1 > 0) triFactor.row(i).tail(nbVecs - j - 1) += z * triFactor.row(j).tail(nbVecs - j - 1);
}
}
triFactor(i,i) = hCoeffs(i);
triFactor(i, i) = hCoeffs(i);
}
}
/** \internal
* if forward then perform mat = H0 * H1 * H2 * mat
* otherwise perform mat = H2 * H1 * H0 * mat
*/
template<typename MatrixType,typename VectorsType,typename CoeffsType>
void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vectors, const CoeffsType& hCoeffs, bool forward)
{
* if forward then perform mat = H0 * H1 * H2 * mat
* otherwise perform mat = H2 * H1 * H0 * mat
*/
template <typename MatrixType, typename VectorsType, typename CoeffsType>
void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vectors, const CoeffsType& hCoeffs,
bool forward) {
enum { TFactorSize = VectorsType::ColsAtCompileTime };
Index nbVecs = vectors.cols();
Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize, RowMajor> T(nbVecs,nbVecs);
if(forward) make_block_householder_triangular_factor(T, vectors, hCoeffs);
else make_block_householder_triangular_factor(T, vectors, hCoeffs.conjugate());
Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize, RowMajor> T(nbVecs, nbVecs);
if (forward)
make_block_householder_triangular_factor(T, vectors, hCoeffs);
else
make_block_householder_triangular_factor(T, vectors, hCoeffs.conjugate());
const TriangularView<const VectorsType, UnitLower> V(vectors);
// A -= V T V^* A
Matrix<typename MatrixType::Scalar,VectorsType::ColsAtCompileTime,MatrixType::ColsAtCompileTime,
(VectorsType::MaxColsAtCompileTime==1 && MatrixType::MaxColsAtCompileTime!=1)?RowMajor:ColMajor,
VectorsType::MaxColsAtCompileTime,MatrixType::MaxColsAtCompileTime> tmp = V.adjoint() * mat;
Matrix<typename MatrixType::Scalar, VectorsType::ColsAtCompileTime, MatrixType::ColsAtCompileTime,
(VectorsType::MaxColsAtCompileTime == 1 && MatrixType::MaxColsAtCompileTime != 1) ? RowMajor : ColMajor,
VectorsType::MaxColsAtCompileTime, MatrixType::MaxColsAtCompileTime>
tmp = V.adjoint() * mat;
// FIXME add .noalias() once the triangular product can work inplace
if(forward) tmp = T.template triangularView<Upper>() * tmp;
else tmp = T.template triangularView<Upper>().adjoint() * tmp;
if (forward)
tmp = T.template triangularView<Upper>() * tmp;
else
tmp = T.template triangularView<Upper>().adjoint() * tmp;
mat.noalias() -= V * tmp;
}
} // end namespace internal
} // end namespace internal
} // end namespace Eigen
} // end namespace Eigen
#endif // EIGEN_BLOCK_HOUSEHOLDER_H
#endif // EIGEN_BLOCK_HOUSEHOLDER_H