// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Benoit Jacob // Copyright (C) 2009 Gael Guennebaud // // 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 . #ifndef EIGEN_JACOBI_H #define EIGEN_JACOBI_H /** Applies the counter clock wise 2D rotation of angle \c theta given by its * cosine \a c and sine \a s to the set of 2D vectors of cordinates \a x and \a y: * \f$ x = c x - s' y \f$ * \f$ y = s x + c y \f$ * * \sa MatrixBase::applyJacobiOnTheLeft(), MatrixBase::applyJacobiOnTheRight() */ template void ei_apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, typename VectorX::Scalar c, typename VectorY::Scalar s); /** Applies a rotation in the plane defined by \a c, \a s to the rows \a p and \a q of \c *this. * More precisely, it computes B = J' * B, with J = [c s ; -s' c] and B = [ *this.row(p) ; *this.row(q) ] * \sa MatrixBase::applyJacobiOnTheRight(), ei_apply_rotation_in_the_plane() */ template inline void MatrixBase::applyJacobiOnTheLeft(int p, int q, Scalar c, Scalar s) { RowXpr x(row(p)); RowXpr y(row(q)); ei_apply_rotation_in_the_plane(x, y, ei_conj(c), ei_conj(s)); } /** Applies a rotation in the plane defined by \a c, \a s to the columns \a p and \a q of \c *this. * More precisely, it computes B = B * J, with J = [c s ; -s' c] and B = [ *this.col(p) ; *this.col(q) ] * \sa MatrixBase::applyJacobiOnTheLeft(), ei_apply_rotation_in_the_plane() */ template inline void MatrixBase::applyJacobiOnTheRight(int p, int q, Scalar c, Scalar s) { ColXpr x(col(p)); ColXpr y(col(q)); ei_apply_rotation_in_the_plane(x, y, c, s); } /** Computes the cosine-sine pair (\a c, \a s) such that its associated * rotation \f$ J = ( \begin{array}{cc} c & s \\ -s' c \end{array} )\f$ * applied to both the right and left of the 2x2 matrix * \f$ B = ( \begin{array}{cc} x & y \\ * & z \end{array} )\f$ yields * a diagonal matrix A: \f$ A = J' B J \f$ */ template bool ei_makeJacobi(Scalar x, Scalar y, Scalar z, Scalar *c, Scalar *s) { if(y == 0) { *c = Scalar(1); *s = Scalar(0); return false; } else { Scalar tau = (z - x) / (2 * y); Scalar w = ei_sqrt(1 + ei_abs2(tau)); Scalar t; if(tau>0) t = Scalar(1) / (tau + w); else t = Scalar(1) / (tau - w); *c = Scalar(1) / ei_sqrt(1 + ei_abs2(t)); *s = *c * t; return true; } } template inline bool MatrixBase::makeJacobi(int p, int q, Scalar *c, Scalar *s) const { return ei_makeJacobi(coeff(p,p), coeff(p,q), coeff(q,q), c, s); } template inline bool MatrixBase::makeJacobiForAtA(int p, int q, Scalar *c, Scalar *s) const { return ei_makeJacobi(ei_abs2(coeff(p,p)) + ei_abs2(coeff(q,p)), ei_conj(coeff(p,p))*coeff(p,q) + ei_conj(coeff(q,p))*coeff(q,q), ei_abs2(coeff(p,q)) + ei_abs2(coeff(q,q)), c,s); } template inline bool MatrixBase::makeJacobiForAAt(int p, int q, Scalar *c, Scalar *s) const { return ei_makeJacobi(ei_abs2(coeff(p,p)) + ei_abs2(coeff(p,q)), ei_conj(coeff(q,p))*coeff(p,p) + ei_conj(coeff(q,q))*coeff(p,q), ei_abs2(coeff(q,p)) + ei_abs2(coeff(q,q)), c,s); } template inline void ei_normalizeJacobi(Scalar *c, Scalar *s, const Scalar& x, const Scalar& y) { Scalar a = x * *c - y * *s; Scalar b = x * *s + y * *c; if(ei_abs(b)>ei_abs(a)) { Scalar x = *c; *c = -*s; *s = x; } } template void /*EIGEN_DONT_INLINE*/ ei_apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, typename VectorX::Scalar c, typename VectorY::Scalar s) { typedef typename VectorX::Scalar Scalar; ei_assert(_x.size() == _y.size()); int size = _x.size(); int incrx = size ==1 ? 1 : &_x.coeffRef(1) - &_x.coeffRef(0); int incry = size ==1 ? 1 : &_y.coeffRef(1) - &_y.coeffRef(0); Scalar* EIGEN_RESTRICT x = &_x.coeffRef(0); Scalar* EIGEN_RESTRICT y = &_y.coeffRef(0); if (incrx==1 && incry==1) { // both vectors are sequentially stored in memory => vectorization typedef typename ei_packet_traits::type Packet; enum { PacketSize = ei_packet_traits::size, Peeling = 2 }; int alignedStart = ei_alignmentOffset(y, size); int alignedEnd = alignedStart + ((size-alignedStart)/PacketSize)*PacketSize; const Packet pc = ei_pset1(c); const Packet ps = ei_pset1(s); ei_conj_helper::IsComplex,false> cj; for(int i=0; i