Eigne Matrix Class Library
Dependents: MPC_current_control HydraulicControlBoard_SW AHRS Test_ekf ... more
src/SVD/UpperBidiagonalization.h
- Committer:
- ykuroda
- Date:
- 2016-10-13
- Revision:
- 0:13a5d365ba16
File content as of revision 0:13a5d365ba16:
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com> // // 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 http://mozilla.org/MPL/2.0/. #ifndef EIGEN_BIDIAGONALIZATION_H #define EIGEN_BIDIAGONALIZATION_H namespace Eigen { namespace internal { // UpperBidiagonalization will probably be replaced by a Bidiagonalization class, don't want to make it stable API. // At the same time, it's useful to keep for now as it's about the only thing that is testing the BandMatrix class. template<typename _MatrixType> class UpperBidiagonalization { public: typedef _MatrixType MatrixType; enum { RowsAtCompileTime = MatrixType::RowsAtCompileTime, ColsAtCompileTime = MatrixType::ColsAtCompileTime, ColsAtCompileTimeMinusOne = internal::decrement_size<ColsAtCompileTime>::ret }; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; typedef typename MatrixType::Index Index; typedef Matrix<Scalar, 1, ColsAtCompileTime> RowVectorType; typedef Matrix<Scalar, RowsAtCompileTime, 1> ColVectorType; typedef BandMatrix<RealScalar, ColsAtCompileTime, ColsAtCompileTime, 1, 0> BidiagonalType; typedef Matrix<Scalar, ColsAtCompileTime, 1> DiagVectorType; typedef Matrix<Scalar, ColsAtCompileTimeMinusOne, 1> SuperDiagVectorType; typedef HouseholderSequence< const MatrixType, CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>, const Diagonal<const MatrixType,0> > > HouseholderUSequenceType; typedef HouseholderSequence< const typename internal::remove_all<typename MatrixType::ConjugateReturnType>::type, Diagonal<const MatrixType,1>, OnTheRight > HouseholderVSequenceType; /** * \brief Default Constructor. * * The default constructor is useful in cases in which the user intends to * perform decompositions via Bidiagonalization::compute(const MatrixType&). */ UpperBidiagonalization() : m_householder(), m_bidiagonal(), m_isInitialized(false) {} UpperBidiagonalization(const MatrixType& matrix) : m_householder(matrix.rows(), matrix.cols()), m_bidiagonal(matrix.cols(), matrix.cols()), m_isInitialized(false) { compute(matrix); } UpperBidiagonalization& compute(const MatrixType& matrix); const MatrixType& householder() const { return m_householder; } const BidiagonalType& bidiagonal() const { return m_bidiagonal; } const HouseholderUSequenceType householderU() const { eigen_assert(m_isInitialized && "UpperBidiagonalization is not initialized."); return HouseholderUSequenceType(m_householder, m_householder.diagonal().conjugate()); } const HouseholderVSequenceType householderV() // const here gives nasty errors and i'm lazy { eigen_assert(m_isInitialized && "UpperBidiagonalization is not initialized."); return HouseholderVSequenceType(m_householder.conjugate(), m_householder.const_derived().template diagonal<1>()) .setLength(m_householder.cols()-1) .setShift(1); } protected: MatrixType m_householder; BidiagonalType m_bidiagonal; bool m_isInitialized; }; template<typename _MatrixType> UpperBidiagonalization<_MatrixType>& UpperBidiagonalization<_MatrixType>::compute(const _MatrixType& matrix) { Index rows = matrix.rows(); Index cols = matrix.cols(); eigen_assert(rows >= cols && "UpperBidiagonalization is only for matrices satisfying rows>=cols."); m_householder = matrix; ColVectorType temp(rows); for (Index k = 0; /* breaks at k==cols-1 below */ ; ++k) { Index remainingRows = rows - k; Index remainingCols = cols - k - 1; // construct left householder transform in-place in m_householder m_householder.col(k).tail(remainingRows) .makeHouseholderInPlace(m_householder.coeffRef(k,k), m_bidiagonal.template diagonal<0>().coeffRef(k)); // apply householder transform to remaining part of m_householder on the left m_householder.bottomRightCorner(remainingRows, remainingCols) .applyHouseholderOnTheLeft(m_householder.col(k).tail(remainingRows-1), m_householder.coeff(k,k), temp.data()); if(k == cols-1) break; // construct right householder transform in-place in m_householder m_householder.row(k).tail(remainingCols) .makeHouseholderInPlace(m_householder.coeffRef(k,k+1), m_bidiagonal.template diagonal<1>().coeffRef(k)); // apply householder transform to remaining part of m_householder on the left m_householder.bottomRightCorner(remainingRows-1, remainingCols) .applyHouseholderOnTheRight(m_householder.row(k).tail(remainingCols-1).transpose(), m_householder.coeff(k,k+1), temp.data()); } m_isInitialized = true; return *this; } #if 0 /** \return the Householder QR decomposition of \c *this. * * \sa class Bidiagonalization */ template<typename Derived> const UpperBidiagonalization<typename MatrixBase<Derived>::PlainObject> MatrixBase<Derived>::bidiagonalization() const { return UpperBidiagonalization<PlainObject>(eval()); } #endif } // end namespace internal } // end namespace Eigen #endif // EIGEN_BIDIAGONALIZATION_H