// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2012 Alexey Korepanov // Copyright (C) 2025 Ludwig Striet // // 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 with this file, You can obtain one at // https://mozilla.org/MPL/2.0/. // // Derived from: Eigen/src/Eigenvalues/RealQZ.h #ifndef EIGEN_COMPLEX_QZ_H_ #define EIGEN_COMPLEX_QZ_H_ // IWYU pragma: private #include "./InternalHeaderCheck.h" /** \eigenvalues_module \ingroup Eigenvalues_Module * * * \class ComplexQZ * * \brief Performs a QZ decomposition of a pair of matrices A, B * * \tparam MatrixType_ the type input type of the matrix. * * Given to complex square matrices A and B, this class computes the QZ decomposition * \f$ A = Q S Z \f$, \f$ B = Q T Z\f$ where Q and Z are unitary matrices and * S and T a re upper-triangular matrices. More precisely, Q and Z fulfill * \f$ Q Q* = Id\f$ and \f$ Z Z* = Id\f$. The generalized Eigenvalues are then * obtained as ratios of corresponding diagonal entries, lambda(i) = S(i,i) / T(i, i). * * The QZ algorithm was introduced in the seminal work "An Algorithm for * Generalized Matrix Eigenvalue Problems" by Moler & Stewart in 1973. The matrix * pair S = A, T = B is first transformed to Hessenberg-Triangular form where S is an * upper Hessenberg matrix and T is an upper Triangular matrix. * * This pair is subsequently reduced to the desired form using implicit QZ shifts as * described in the original paper. The algorithms to find small entries on the * diagonals and subdiagonals are based on the variants in the implementation * for Real matrices in the RealQZ class. * * \sa class RealQZ */ namespace Eigen { template class ComplexQZ { public: using MatrixType = MatrixType_; using Scalar = typename MatrixType_::Scalar; using RealScalar = typename MatrixType_::RealScalar; enum { RowsAtCompileTime = MatrixType::RowsAtCompileTime, ColsAtCompileTime = MatrixType::ColsAtCompileTime, Options = internal::traits::Options, MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }; using Vec = Matrix; using Vec2 = Matrix; using Vec3 = Matrix; using Row2 = Matrix; using Mat2 = Matrix; /** \brief Returns matrix Q in the QZ decomposition. * * \returns A const reference to the matrix Q. */ const MatrixType& matrixQ() const { eigen_assert(m_isInitialized && "ComplexQZ is not initialized."); eigen_assert(m_computeQZ && "The matrices Q and Z have not been computed during the QZ decomposition."); return m_Q; } /** \brief Returns matrix Z in the QZ decomposition. * * \returns A const reference to the matrix Z. */ const MatrixType& matrixZ() const { eigen_assert(m_isInitialized && "ComplexQZ is not initialized."); eigen_assert(m_computeQZ && "The matrices Q and Z have not been computed during the QZ decomposition."); return m_Z; } /** \brief Returns matrix S in the QZ decomposition. * * \returns A const reference to the matrix S. */ const MatrixType& matrixS() const { eigen_assert(m_isInitialized && "ComplexQZ is not initialized."); return m_S; } /** \brief Returns matrix S in the QZ decomposition. * * \returns A const reference to the matrix S. */ const MatrixType& matrixT() const { eigen_assert(m_isInitialized && "ComplexQZ is not initialized."); return m_T; } /** \brief Constructor * * \param[in] n size of the matrices whose QZ decomposition we compute * * This constructor is used when we use the compute(...) method later, * especially when we aim to compute the decomposition of two sparse * matrices. */ ComplexQZ(Index n, bool computeQZ = true, unsigned int maxIters = 400) : m_n(n), m_S(n, n), m_T(n, n), m_Q(computeQZ ? n : (MatrixType::RowsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::RowsAtCompileTime), computeQZ ? n : (MatrixType::ColsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::ColsAtCompileTime)), m_Z(computeQZ ? n : (MatrixType::RowsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::RowsAtCompileTime), computeQZ ? n : (MatrixType::ColsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::ColsAtCompileTime)), m_ws(2 * n), m_computeQZ(computeQZ), m_maxIters(maxIters) {} /** \brief Constructor. computes the QZ decomposition of given matrices * upon creation * * \param[in] A input matrix A * \param[in] B input matrix B * \param[in] computeQZ If false, the matrices Q and Z are not computed * * This constructor calls the compute() method to compute the QZ decomposition. * If input matrices are sparse, call the constructor that uses only the * size as input the computeSparse(...) method. */ ComplexQZ(const MatrixType& A, const MatrixType& B, bool computeQZ = true, unsigned int maxIters = 400) : m_n(A.rows()), m_maxIters(maxIters), m_computeQZ(computeQZ), m_S(A.rows(), A.cols()), m_T(A.rows(), A.cols()), m_Q(computeQZ ? m_n : (MatrixType::RowsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::RowsAtCompileTime), computeQZ ? m_n : (MatrixType::ColsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::ColsAtCompileTime)), m_Z(computeQZ ? m_n : (MatrixType::RowsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::RowsAtCompileTime), computeQZ ? m_n : (MatrixType::ColsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::ColsAtCompileTime)), m_ws(2 * m_n) { compute(A, B, computeQZ); } /** \brief Compute the QZ decomposition of complex input matrices * * \param[in] A Matrix A. * \param[in] B Matrix B. * \param[in] computeQZ If false, the matrices Q and Z are not computed. */ void compute(const MatrixType& A, const MatrixType& B, bool computeQZ = true); /** \brief Compute the decomposition of sparse complex input matrices. * Main difference to the compute(...) method is that it computes a * SparseQR decomposition of B * * \param[in] A Matrix A. * \param[in] B Matrix B. * \param[in] computeQZ If false, the matrices Q and Z are not computed. */ template void computeSparse(const SparseMatrixType_& A, const SparseMatrixType_& B, bool computeQZ = true); /** \brief Reports whether the last computation was successfull. * * \returns \c Success if computation was successfull, \c NoConvergence otherwise. */ ComputationInfo info() const { return m_info; } /** \brief number of performed QZ steps */ unsigned int iterations() const { eigen_assert(m_isInitialized && "ComplexQZ is not initialized."); return m_global_iter; } private: Index m_n; const unsigned int m_maxIters; unsigned int m_global_iter; bool m_isInitialized; bool m_computeQZ; ComputationInfo m_info; MatrixType m_S, m_T, m_Q, m_Z; RealScalar m_normOfT, m_normOfS; Vec m_ws; // Test if a Scalar is 0 up to a certain tolerance static bool is_negligible(const Scalar x, const RealScalar tol = NumTraits::epsilon()) { return numext::abs(x) <= tol; } void do_QZ_step(Index p, Index q); inline Mat2 computeZk2(const Row2& b); // This is basically taken from from Eigen3::RealQZ void hessenbergTriangular(const MatrixType& A, const MatrixType& B); // This function can be called when m_Q and m_Z are initialized and m_S, m_T // are in hessenberg-triangular form void reduceHessenbergTriangular(); // Sparse variant of the above method. template void hessenbergTriangularSparse(const SparseMatrixType_& A, const SparseMatrixType_& B); void computeNorms(); Index findSmallSubdiagEntry(Index l); Index findSmallDiagEntry(Index f, Index l); void push_down_zero_ST(Index k, Index l); void reduceDiagonal2x2block(Index i); }; template void ComplexQZ::compute(const MatrixType& A, const MatrixType& B, bool computeQZ) { m_computeQZ = computeQZ; m_n = A.rows(); eigen_assert(m_n == A.cols() && "A is not a square matrix"); eigen_assert(m_n == B.rows() && m_n == B.cols() && "B is not a square matrix or B is not of the same size as A"); m_isInitialized = true; m_global_iter = 0; // This will initialize m_Q and m_Z and bring m_S, m_T to hessenberg-triangular form hessenbergTriangular(A, B); // We assume that we already have that S is upper-Hessenberg and T is // upper-triangular. This is what the hessenbergTriangular(...) method does reduceHessenbergTriangular(); } // This is basically taken from from Eigen3::RealQZ template void ComplexQZ::hessenbergTriangular(const MatrixType& A, const MatrixType& B) { // Copy A and B, these will be the matrices on which we operate later m_S = A; m_T = B; // Perform QR decomposition of the matrix Q HouseholderQR qr(m_T); m_T = qr.matrixQR(); m_T.template triangularView().setZero(); if (m_computeQZ) m_Q = qr.householderQ(); // overwrite S with Q* x S m_S.applyOnTheLeft(qr.householderQ().adjoint()); if (m_computeQZ) m_Z = MatrixType::Identity(m_n, m_n); // reduce S to upper Hessenberg with Givens rotations for (Index j = 0; j <= m_n - 3; j++) { for (Index i = m_n - 1; i >= j + 2; i--) { JacobiRotation G; // delete S(i,j) if (!numext::is_exactly_zero(m_S.coeff(i, j))) { G.makeGivens(m_S.coeff(i - 1, j), m_S.coeff(i, j), &m_S.coeffRef(i - 1, j)); m_S.coeffRef(i, j) = Scalar(0); m_T.rightCols(m_n - i + 1).applyOnTheLeft(i - 1, i, G.adjoint()); m_S.rightCols(m_n - j - 1).applyOnTheLeft(i - 1, i, G.adjoint()); // This is what we want to achieve if (!is_negligible(m_S(i, j))) m_info = ComputationInfo::NumericalIssue; else m_S(i, j) = Scalar(0); // update Q if (m_computeQZ) m_Q.applyOnTheRight(i - 1, i, G); } if (!numext::is_exactly_zero(m_T.coeff(i, i - 1))) { // Compute rotation and update matrix T G.makeGivens(m_T.coeff(i, i), m_T.coeff(i, i - 1), &m_T.coeffRef(i, i)); m_T.topRows(i).applyOnTheRight(i - 1, i, G.adjoint()); m_T.coeffRef(i, i - 1) = Scalar(0); // Update matrix S m_S.applyOnTheRight(i - 1, i, G.adjoint()); // update Z if (m_computeQZ) m_Z.applyOnTheLeft(i - 1, i, G); } } } } template template void ComplexQZ::hessenbergTriangularSparse(const SparseMatrixType_& A, const SparseMatrixType_& B) { m_S = A.toDense(); SparseQR, NaturalOrdering> sparseQR; eigen_assert(B.isCompressed() && "SparseQR requires a sparse matrix in compressed mode." "Call .makeCompressed() before passing it to SparseQR"); // Computing QR decomposition of T... sparseQR.setPivotThreshold(RealScalar(0)); // This prevends algorithm from doing pivoting sparseQR.compute(B); // perform QR decomposition of T, overwrite T with R, save Q // HouseholderQR qrT(m_T); m_T = sparseQR.matrixR(); m_T.template triangularView().setZero(); if (m_computeQZ) m_Q = sparseQR.matrixQ(); // overwrite S with Q* S m_S = sparseQR.matrixQ().adjoint() * m_S; if (m_computeQZ) m_Z = MatrixType::Identity(m_n, m_n); // reduce S to upper Hessenberg with Givens rotations for (Index j = 0; j <= m_n - 3; j++) { for (Index i = m_n - 1; i >= j + 2; i--) { JacobiRotation G; // kill S(i,j) // if(!numext::is_exactly_zero(_S.coeff(i, j))) if (m_S.coeff(i, j) != Scalar(0)) { // This is the adapted code G.makeGivens(m_S.coeff(i - 1, j), m_S.coeff(i, j), &m_S.coeffRef(i - 1, j)); m_S.coeffRef(i, j) = Scalar(0); m_T.rightCols(m_n - i + 1).applyOnTheLeft(i - 1, i, G.adjoint()); m_S.rightCols(m_n - j - 1).applyOnTheLeft(i - 1, i, G.adjoint()); // This is what we want to achieve if (!is_negligible(m_S(i, j))) { m_info = ComputationInfo::NumericalIssue; } m_S(i, j) = Scalar(0); // update Q if (m_computeQZ) m_Q.applyOnTheRight(i - 1, i, G); } if (!numext::is_exactly_zero(m_T.coeff(i, i - 1))) { // Compute rotation and update matrix T G.makeGivens(m_T.coeff(i, i), m_T.coeff(i, i - 1), &m_T.coeffRef(i, i)); m_T.topRows(i).applyOnTheRight(i - 1, i, G.adjoint()); m_T.coeffRef(i, i - 1) = Scalar(0); // Update matrix S m_S.applyOnTheRight(i - 1, i, G.adjoint()); // update Z if (m_computeQZ) m_Z.applyOnTheLeft(i - 1, i, G); } } } } template template void ComplexQZ::computeSparse(const SparseMatrixType_& A, const SparseMatrixType_& B, bool computeQZ) { m_computeQZ = computeQZ; m_n = A.rows(); eigen_assert(m_n == A.cols() && "A is not a square matrix"); eigen_assert(m_n == B.rows() && m_n == B.cols() && "B is not a square matrix or B is not of the same size as A"); m_isInitialized = true; m_global_iter = 0; hessenbergTriangularSparse(A, B); // We assume that we already have that A is upper-Hessenberg and B is // upper-triangular. This is what the hessenbergTriangular(...) method does reduceHessenbergTriangular(); } template void ComplexQZ::reduceHessenbergTriangular() { Index l = m_n - 1, f; unsigned int local_iter = 0; computeNorms(); while (l > 0 && local_iter < m_maxIters) { f = findSmallSubdiagEntry(l); // Subdiag entry is small -> can be safely set to 0 if (f > 0) { m_S.coeffRef(f, f - 1) = Scalar(0); } if (f == l) { // One root found l--; local_iter = 0; } else if (f == l - 1) { // Two roots found // We found an undesired non-zero at (f+1,f) in S and eliminate it immediately reduceDiagonal2x2block(f); l -= 2; local_iter = 0; } else { Index z = findSmallDiagEntry(f, l); if (z >= f) { push_down_zero_ST(z, l); } else { do_QZ_step(f, m_n - l - 1); local_iter++; m_global_iter++; } } } m_info = (local_iter < m_maxIters) ? Success : NoConvergence; } template inline typename ComplexQZ::Mat2 ComplexQZ::computeZk2(const Row2& b) { Mat2 S; S << Scalar(0), Scalar(1), Scalar(1), Scalar(0); Vec2 bprime = S * b.adjoint(); JacobiRotation J; J.makeGivens(bprime(0), bprime(1)); Mat2 Z = S; Z.applyOnTheLeft(0, 1, J); Z = S * Z; return Z; } template void ComplexQZ::do_QZ_step(Index p, Index q) { // This is certainly not the most efficient way of doing this, // but a readable one. const auto a = [p, this](Index i, Index j) { return m_S(p + i - 1, p + j - 1); }; const auto b = [p, this](Index i, Index j) { return m_T(p + i - 1, p + j - 1); }; const Index m = m_n - p - q; // Size of the inner block Scalar x, y, z; // We could introduce doing exceptional shifts from time to time. Scalar W1 = a(m - 1, m - 1) / b(m - 1, m - 1) - a(1, 1) / b(1, 1), W2 = a(m, m) / b(m, m) - a(1, 1) / b(1, 1), W3 = a(m, m - 1) / b(m - 1, m - 1); x = (W1 * W2 - a(m - 1, m) / b(m, m) * W3 + W3 * b(m - 1, m) / b(m, m) * a(1, 1) / b(1, 1)) * b(1, 1) / a(2, 1) + a(1, 2) / b(2, 2) - a(1, 1) / b(1, 1) * b(1, 2) / b(2, 2); y = (a(2, 2) / b(2, 2) - a(1, 1) / b(1, 1)) - a(2, 1) / b(1, 1) * b(1, 2) / b(2, 2) - W1 - W2 + W3 * (b(m - 1, m) / b(m, m)); z = a(3, 2) / b(2, 2); Vec3 X; const PermutationMatrix<3, 3, int> S3(Vector3i(2, 0, 1)); for (Index k = p; k < p + m - 2; k++) { X << x, y, z; Vec2 ess; Scalar tau; RealScalar beta; X.makeHouseholder(ess, tau, beta); // The permutations are needed because the makeHouseHolder-method computes // the householder transformation in a way that the vector is reflected to // (1 0 ... 0) instead of (0 ... 0 1) m_S.template middleRows<3>(k) .rightCols((std::min)(m_n, m_n - k + 1)) .applyHouseholderOnTheLeft(ess, tau, m_ws.data()); m_T.template middleRows<3>(k).rightCols(m_n - k).applyHouseholderOnTheLeft(ess, tau, m_ws.data()); if (m_computeQZ) m_Q.template middleCols<3>(k).applyHouseholderOnTheRight(ess, std::conj(tau), m_ws.data()); // Compute Matrix Zk1 s.t. (b(k+2,k) ... b(k+2, k+2)) Zk1 = (0,0,*) Vec3 bprime = (m_T.template block<1, 3>(k + 2, k) * S3).adjoint(); bprime.makeHouseholder(ess, tau, beta); m_S.template middleCols<3>(k).topRows((std::min)(k + 4, m_n)).applyOnTheRight(S3); m_S.template middleCols<3>(k) .topRows((std::min)(k + 4, m_n)) .applyHouseholderOnTheRight(ess, std::conj(tau), m_ws.data()); m_S.template middleCols<3>(k).topRows((std::min)(k + 4, m_n)).applyOnTheRight(S3.transpose()); m_T.template middleCols<3>(k).topRows((std::min)(k + 3, m_n)).applyOnTheRight(S3); m_T.template middleCols<3>(k) .topRows((std::min)(k + 3, m_n)) .applyHouseholderOnTheRight(ess, std::conj(tau), m_ws.data()); m_T.template middleCols<3>(k).topRows((std::min)(k + 3, m_n)).applyOnTheRight(S3.transpose()); if (m_computeQZ) { m_Z.template middleRows<3>(k).applyOnTheLeft(S3.transpose()); m_Z.template middleRows<3>(k).applyHouseholderOnTheLeft(ess, tau, m_ws.data()); m_Z.template middleRows<3>(k).applyOnTheLeft(S3); } Mat2 Zk2 = computeZk2(m_T.template block<1, 2>(k + 1, k)); m_S.template middleCols<2>(k).topRows((std::min)(k + 4, m_n)).applyOnTheRight(Zk2); m_T.template middleCols<2>(k).topRows((std::min)(k + 3, m_n)).applyOnTheRight(Zk2); if (m_computeQZ) m_Z.template middleRows<2>(k).applyOnTheLeft(Zk2.adjoint()); x = m_S(k + 1, k); y = m_S(k + 2, k); if (k < p + m - 3) { z = m_S(k + 3, k); } }; // Find a Householdermartirx Qn1 s.t. Qn1 (x y)^T = (* 0) JacobiRotation J; J.makeGivens(x, y); m_S.template middleRows<2>(p + m - 2).applyOnTheLeft(0, 1, J.adjoint()); m_T.template middleRows<2>(p + m - 2).applyOnTheLeft(0, 1, J.adjoint()); if (m_computeQZ) m_Q.template middleCols<2>(p + m - 2).applyOnTheRight(0, 1, J); // Find a Householdermatrix Zn1 s.t. (b(n,n-1) b(n,n)) * Zn1 = (0 *) Mat2 Zn1 = computeZk2(m_T.template block<1, 2>(p + m - 1, p + m - 2)); m_S.template middleCols<2>(p + m - 2).applyOnTheRight(Zn1); m_T.template middleCols<2>(p + m - 2).applyOnTheRight(Zn1); if (m_computeQZ) m_Z.template middleRows<2>(p + m - 2).applyOnTheLeft(Zn1.adjoint()); } /** \internal we found an undesired non-zero at (i+1,i) on the subdiagonal of S and reduce the block */ template void ComplexQZ::reduceDiagonal2x2block(Index i) { // We have found a non-zero on the subdiagonal and want to eliminate it Mat2 Si = m_S.template block<2, 2>(i, i), Ti = m_T.template block<2, 2>(i, i); if (is_negligible(Ti(0, 0)) && !is_negligible(Ti(1, 1))) { Eigen::JacobiRotation G; G.makeGivens(m_S(i, i), m_S(i + 1, i)); m_S.applyOnTheLeft(i, i + 1, G.adjoint()); m_T.applyOnTheLeft(i, i + 1, G.adjoint()); if (m_computeQZ) m_Q.applyOnTheRight(i, i + 1, G); } else if (!is_negligible(Ti(0, 0)) && is_negligible(Ti(1, 1))) { Eigen::JacobiRotation G; G.makeGivens(m_S(i + 1, i + 1), m_S(i + 1, i)); m_S.applyOnTheRight(i, i + 1, G.adjoint()); m_T.applyOnTheRight(i, i + 1, G.adjoint()); if (m_computeQZ) m_Z.applyOnTheLeft(i, i + 1, G); } else if (!is_negligible(Ti(0, 0)) && !is_negligible((Ti(1, 1)))) { Scalar mu = Si(0, 0) / Ti(0, 0); Scalar a12_bar = Si(0, 1) - mu * Ti(0, 1); Scalar a22_bar = Si(1, 1) - mu * Ti(1, 1); Scalar p = Scalar(0.5) * (a22_bar / Ti(1, 1) - Ti(0, 1) * Si(1, 0) / (Ti(0, 0) * Ti(1, 1))); RealScalar sgn_p = p.real() >= RealScalar(0) ? RealScalar(1) : RealScalar(-1); Scalar q = Si(1, 0) * a12_bar / (Ti(0, 0) * Ti(1, 1)); Scalar r = p * p + q; Scalar lambda = mu + p + sgn_p * numext::sqrt(r); Mat2 E = Si - lambda * Ti; Index l; E.rowwise().norm().maxCoeff(&l); JacobiRotation G; G.makeGivens(E(l, 1), E(l, 0)); m_S.applyOnTheRight(i, i + 1, G.adjoint()); m_T.applyOnTheRight(i, i + 1, G.adjoint()); if (m_computeQZ) m_Z.applyOnTheLeft(i, i + 1, G); Mat2 tildeSi = m_S.template block<2, 2>(i, i), tildeTi = m_T.template block<2, 2>(i, i); Mat2 C = tildeSi.norm() < (lambda * tildeTi).norm() ? tildeSi : lambda * tildeTi; G.makeGivens(C(0, 0), C(1, 0)); m_S.applyOnTheLeft(i, i + 1, G.adjoint()); m_T.applyOnTheLeft(i, i + 1, G.adjoint()); if (m_computeQZ) m_Q.applyOnTheRight(i, i + 1, G); } if (!is_negligible(m_S(i + 1, i), m_normOfS * NumTraits::epsilon())) { m_info = ComputationInfo::NumericalIssue; } else { m_S(i + 1, i) = Scalar(0); } } /** \internal We found a zero at T(k,k) and want to "push it down" to T(l,l) */ template void ComplexQZ::push_down_zero_ST(Index k, Index l) { // Test Preconditions JacobiRotation J; for (Index j = k + 1; j <= l; j++) { // Create a 0 at _T(j, j) J.makeGivens(m_T(j - 1, j), m_T(j, j), &m_T.coeffRef(j - 1, j)); if (m_n - j - 1 > 0) { m_T.rightCols(m_n - j - 1).applyOnTheLeft(j - 1, j, J.adjoint()); } m_T.coeffRef(j, j) = Scalar(0); m_S.applyOnTheLeft(j - 1, j, J.adjoint()); if (m_computeQZ) m_Q.applyOnTheRight(j - 1, j, J); // Delete the non-desired non-zero at _S(j, j-2) if (j > 1) { J.makeGivens(std::conj(m_S(j, j - 1)), std::conj(m_S(j, j - 2))); m_S.applyOnTheRight(j - 1, j - 2, J); m_S(j, j - 2) = Scalar(0); m_T.applyOnTheRight(j - 1, j - 2, J); if (m_computeQZ) m_Z.applyOnTheLeft(j - 1, j - 2, J.adjoint()); } } // Assume we have the desired structure now, up to the non-zero entry at // _S(l, l-1) which we will delete through a last right-jacobi-rotation J.makeGivens(std::conj(m_S(l, l)), std::conj(m_S(l, l - 1))); m_S.topRows(l + 1).applyOnTheRight(l, l - 1, J); if (!is_negligible(m_S(l, l - 1), m_normOfS * NumTraits::epsilon())) { m_info = ComputationInfo::NumericalIssue; } else { m_S(l, l - 1) = Scalar(0); } m_T.topRows(l + 1).applyOnTheRight(l, l - 1, J); if (m_computeQZ) m_Z.applyOnTheLeft(l, l - 1, J.adjoint()); // Ensure postconditions if (!is_negligible(m_T(l, l)) || !is_negligible(m_S(l, l - 1))) { m_info = ComputationInfo::NumericalIssue; } else { m_T(l, l) = Scalar(0); m_S(l, l - 1) = Scalar(0); } } /** \internal Computes vector L1 norms of S and T when in Hessenberg-Triangular form already */ template void ComplexQZ::computeNorms() { const Index size = m_S.cols(); m_normOfS = RealScalar(0); m_normOfT = RealScalar(0); for (Index j = 0; j < size; ++j) { m_normOfS += m_S.col(j).segment(0, (std::min)(size, j + 2)).cwiseAbs().sum(); m_normOfT += m_T.row(j).segment(j, size - j).cwiseAbs().sum(); } } /** \internal Look for single small sub-diagonal element S(res, res-1) and return res (or 0). Copied from Eigen3 RealQZ * implementation */ template inline Index ComplexQZ::findSmallSubdiagEntry(Index iu) { Index res = iu; while (res > 0) { RealScalar s = numext::abs(m_S.coeff(res - 1, res - 1)) + numext::abs(m_S.coeff(res, res)); if (s == Scalar(0)) s = m_normOfS; if (numext::abs(m_S.coeff(res, res - 1)) < NumTraits::epsilon() * s) break; res--; } return res; } // /** \internal Look for single small diagonal element T(res, res) for res between f and l, and return res (or f-1). * Copied from Eigen3 RealQZ implementation. */ template inline Index ComplexQZ::findSmallDiagEntry(Index f, Index l) { Index res = l; while (res >= f) { if (numext::abs(m_T.coeff(res, res)) <= NumTraits::epsilon() * m_normOfT) break; res--; } return res; } } // namespace Eigen #endif // _COMPLEX_QZ_H_