| // This file is part of Eigen, a lightweight C++ template library | |
| // for linear algebra. | |
| // | |
| // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> | |
| // Copyright (C) 2009 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/. | |
| // SPDX-License-Identifier: MPL-2.0 | |
| #ifndef EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H | |
| #define EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H | |
| // IWYU pragma: private | |
| #include "./InternalHeaderCheck.h" | |
| namespace Eigen { | |
| namespace internal { | |
| template <typename MatrixType_, typename PermutationIndex_> | |
| struct traits<FullPivHouseholderQR<MatrixType_, PermutationIndex_> > : traits<MatrixType_> { | |
| using XprKind = MatrixXpr; | |
| using StorageKind = SolverStorage; | |
| using PermutationIndex = PermutationIndex_; | |
| enum { Flags = 0 }; | |
| }; | |
| template <typename MatrixType, typename PermutationIndex> | |
| struct FullPivHouseholderQRMatrixQReturnType; | |
| template <typename MatrixType, typename PermutationIndex> | |
| struct traits<FullPivHouseholderQRMatrixQReturnType<MatrixType, PermutationIndex> > { | |
| using ReturnType = typename MatrixType::PlainObject; | |
| }; | |
| } // end namespace internal | |
| /** \ingroup QR_Module | |
| * | |
| * \class FullPivHouseholderQR | |
| * | |
| * \brief Householder rank-revealing QR decomposition of a matrix with full pivoting | |
| * | |
| * \tparam MatrixType_ the type of the matrix of which we are computing the QR decomposition | |
| * | |
| * This class performs a rank-revealing QR decomposition of a matrix \b A into matrices \b Q, \b R and a column | |
| * permutation \b P such that | |
| * \f[ | |
| * \mathbf{A} \, \mathbf{P} = \mathbf{Q} \, \mathbf{R} | |
| * \f] | |
| * by using Householder transformations. Equivalently, \f$ \mathbf{A} = \mathbf{Q} \, \mathbf{R} \, \mathbf{P}^{-1} \f$. | |
| * Here \b P is the column permutation returned by colsPermutation(), \b Q is the unitary matrix returned by matrixQ(), | |
| * and \b R is an upper triangular matrix. Row transpositions used during pivoting are folded into \b Q. | |
| * | |
| * This decomposition performs a very prudent full pivoting in order to be rank-revealing and achieve optimal | |
| * numerical stability. The trade-off is that it is slower than HouseholderQR and ColPivHouseholderQR. | |
| * | |
| * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism. | |
| * | |
| * \sa MatrixBase::fullPivHouseholderQr() | |
| */ | |
| template <typename MatrixType_, typename PermutationIndex_> | |
| class FullPivHouseholderQR : public SolverBase<FullPivHouseholderQR<MatrixType_, PermutationIndex_> >, | |
| public RankRevealingBase<FullPivHouseholderQR<MatrixType_, PermutationIndex_> > { | |
| public: | |
| using MatrixType = MatrixType_; | |
| using Base = SolverBase<FullPivHouseholderQR>; | |
| using RankRevealingBase_ = RankRevealingBase<FullPivHouseholderQR>; | |
| friend class SolverBase<FullPivHouseholderQR>; | |
| friend class RankRevealingBase<FullPivHouseholderQR>; | |
| using RankRevealingBase_::dimensionOfKernel; | |
| using RankRevealingBase_::isInjective; | |
| using RankRevealingBase_::isInvertible; | |
| using RankRevealingBase_::isSurjective; | |
| using RankRevealingBase_::maxPivot; | |
| using RankRevealingBase_::nonzeroPivots; | |
| using RankRevealingBase_::rank; | |
| using RankRevealingBase_::setThreshold; | |
| using RankRevealingBase_::threshold; | |
| using PermutationIndex = PermutationIndex_; | |
| EIGEN_GENERIC_PUBLIC_INTERFACE(FullPivHouseholderQR) | |
| enum { | |
| MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, | |
| MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime | |
| }; | |
| using MatrixQReturnType = internal::FullPivHouseholderQRMatrixQReturnType<MatrixType, PermutationIndex>; | |
| using HCoeffsType = typename internal::plain_diag_type<MatrixType>::type; | |
| using IntDiagSizeVectorType = | |
| Matrix<PermutationIndex, 1, internal::min_size_prefer_dynamic(ColsAtCompileTime, RowsAtCompileTime), RowMajor, 1, | |
| internal::min_size_prefer_fixed(MaxColsAtCompileTime, MaxRowsAtCompileTime)>; | |
| using PermutationType = PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime, PermutationIndex>; | |
| using RowVectorType = typename internal::plain_row_type<MatrixType>::type; | |
| using ColVectorType = typename internal::plain_col_type<MatrixType>::type; | |
| using PlainObject = typename MatrixType::PlainObject; | |
| /** \brief Reports whether the QR factorization was successful. | |
| * | |
| * \note This function always returns \c Success. It is provided for compatibility | |
| * with other factorization routines. | |
| * \returns \c Success | |
| */ | |
| ComputationInfo info() const { | |
| eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); | |
| return Success; | |
| } | |
| /** \brief Default Constructor. | |
| * | |
| * The default constructor is useful in cases in which the user intends to | |
| * perform decompositions via FullPivHouseholderQR::compute(const MatrixType&). | |
| */ | |
| FullPivHouseholderQR() | |
| : m_qr(), | |
| m_hCoeffs(), | |
| m_rows_transpositions(), | |
| m_cols_transpositions(), | |
| m_cols_permutation(), | |
| m_temp(), | |
| m_isInitialized(false) {} | |
| /** \brief Default Constructor with memory preallocation | |
| * | |
| * Like the default constructor but with preallocation of the internal data | |
| * according to the specified problem \a size. | |
| * \sa FullPivHouseholderQR() | |
| */ | |
| FullPivHouseholderQR(Index rows, Index cols) | |
| : m_qr(rows, cols), | |
| m_hCoeffs((std::min)(rows, cols)), | |
| m_rows_transpositions((std::min)(rows, cols)), | |
| m_cols_transpositions((std::min)(rows, cols)), | |
| m_cols_permutation(cols), | |
| m_temp(cols), | |
| m_isInitialized(false) {} | |
| /** \brief Constructs a QR factorization from a given matrix | |
| * | |
| * This constructor computes the QR factorization of the matrix \a matrix by calling | |
| * the method compute(). It is a short cut for: | |
| * | |
| * \code | |
| * FullPivHouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols()); | |
| * qr.compute(matrix); | |
| * \endcode | |
| * | |
| * \sa compute() | |
| */ | |
| template <typename InputType> | |
| explicit FullPivHouseholderQR(const EigenBase<InputType>& matrix) | |
| : m_qr(matrix.rows(), matrix.cols()), | |
| m_hCoeffs((std::min)(matrix.rows(), matrix.cols())), | |
| m_rows_transpositions((std::min)(matrix.rows(), matrix.cols())), | |
| m_cols_transpositions((std::min)(matrix.rows(), matrix.cols())), | |
| m_cols_permutation(matrix.cols()), | |
| m_temp(matrix.cols()), | |
| m_isInitialized(false) { | |
| compute(matrix.derived()); | |
| } | |
| /** \brief Constructs a QR factorization from a given matrix | |
| * | |
| * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c | |
| * MatrixType is a Eigen::Ref. | |
| * | |
| * \sa FullPivHouseholderQR(const EigenBase&) | |
| */ | |
| template <typename InputType> | |
| explicit FullPivHouseholderQR(EigenBase<InputType>& matrix) | |
| : m_qr(matrix.derived()), | |
| m_hCoeffs((std::min)(matrix.rows(), matrix.cols())), | |
| m_rows_transpositions((std::min)(matrix.rows(), matrix.cols())), | |
| m_cols_transpositions((std::min)(matrix.rows(), matrix.cols())), | |
| m_cols_permutation(matrix.cols()), | |
| m_temp(matrix.cols()), | |
| m_isInitialized(false) { | |
| computeInPlace(); | |
| } | |
| #ifdef EIGEN_PARSED_BY_DOXYGEN | |
| /** This method finds a solution x to the equation Ax=b, where A is the matrix of which | |
| * \c *this is the QR decomposition. | |
| * | |
| * \param b the right-hand-side of the equation to solve. | |
| * | |
| * \returns the exact or least-square solution if the rank is greater or equal to the number of columns of A, | |
| * and an arbitrary solution otherwise. | |
| * For overdetermined systems, the least-square solution minimizes the Euclidean norm \f$ \Vert A x - b \Vert \f$. | |
| * For rank-deficient matrices, this method generally does not compute the minimum-norm solution; use | |
| * CompleteOrthogonalDecomposition or an SVD if that is required. | |
| * | |
| * \note_about_checking_solutions | |
| * | |
| * \note_about_arbitrary_choice_of_solution | |
| * | |
| * Example: \include FullPivHouseholderQR_solve.cpp | |
| * Output: \verbinclude FullPivHouseholderQR_solve.out | |
| */ | |
| template <typename Rhs> | |
| inline Solve<FullPivHouseholderQR, Rhs> solve(const MatrixBase<Rhs>& b) const; | |
| #endif | |
| /** \returns Expression object representing the matrix Q | |
| */ | |
| MatrixQReturnType matrixQ(void) const; | |
| /** \returns a reference to the matrix where the Householder QR decomposition is stored | |
| */ | |
| const MatrixType& matrixQR() const { | |
| eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); | |
| return m_qr; | |
| } | |
| template <typename InputType> | |
| FullPivHouseholderQR& compute(const EigenBase<InputType>& matrix); | |
| /** \returns a const reference to the column permutation matrix */ | |
| const PermutationType& colsPermutation() const { | |
| eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); | |
| return m_cols_permutation; | |
| } | |
| /** \returns a const reference to the vector of indices representing the rows transpositions */ | |
| const IntDiagSizeVectorType& rowsTranspositions() const { | |
| eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); | |
| return m_rows_transpositions; | |
| } | |
| /** \returns the determinant of the matrix of which | |
| * *this is the QR decomposition. It has only linear complexity | |
| * (that is, O(n) where n is the dimension of the square matrix) | |
| * as the QR decomposition has already been computed. | |
| * | |
| * \note This is only for square matrices. | |
| * | |
| * \warning a determinant can be very big or small, so for matrices | |
| * of large enough dimension, there is a risk of overflow/underflow. | |
| * One way to work around that is to use logAbsDeterminant() instead. | |
| * | |
| * \sa absDeterminant(), logAbsDeterminant(), MatrixBase::determinant() | |
| */ | |
| typename MatrixType::Scalar determinant() const; | |
| /** \returns the absolute value of the determinant of the matrix of which | |
| * *this is the QR decomposition. It has only linear complexity | |
| * (that is, O(n) where n is the dimension of the square matrix) | |
| * as the QR decomposition has already been computed. | |
| * | |
| * \note This is only for square matrices. | |
| * | |
| * \warning a determinant can be very big or small, so for matrices | |
| * of large enough dimension, there is a risk of overflow/underflow. | |
| * One way to work around that is to use logAbsDeterminant() instead. | |
| * | |
| * \sa determinant(), logAbsDeterminant(), MatrixBase::determinant() | |
| */ | |
| typename MatrixType::RealScalar absDeterminant() const; | |
| /** \returns the natural log of the absolute value of the determinant of the matrix of which | |
| * *this is the QR decomposition. It has only linear complexity | |
| * (that is, O(n) where n is the dimension of the square matrix) | |
| * as the QR decomposition has already been computed. | |
| * | |
| * \note This is only for square matrices. | |
| * | |
| * \note This method is useful to work around the risk of overflow/underflow that's inherent | |
| * to determinant computation. | |
| * | |
| * \sa determinant(), absDeterminant(), MatrixBase::determinant() | |
| */ | |
| typename MatrixType::RealScalar logAbsDeterminant() const; | |
| /** \returns the sign of the determinant of the matrix of which | |
| * *this is the QR decomposition. It has only linear complexity | |
| * (that is, O(n) where n is the dimension of the square matrix) | |
| * as the QR decomposition has already been computed. | |
| * | |
| * \note This is only for square matrices. | |
| * | |
| * \note This method is useful to work around the risk of overflow/underflow that's inherent | |
| * to determinant computation. | |
| * | |
| * \sa determinant(), absDeterminant(), logAbsDeterminant(), MatrixBase::determinant() | |
| */ | |
| typename MatrixType::Scalar signDeterminant() const; | |
| /** \returns the absolute value of the i-th pivot coefficient (for RankRevealingBase). */ | |
| RealScalar pivotCoeff(Index i) const { | |
| using std::abs; | |
| return abs(m_qr.coeff(i, i)); | |
| } | |
| /** \returns the inverse of the matrix of which *this is the QR decomposition. | |
| * | |
| * \note If this matrix is not invertible, the returned matrix has undefined coefficients. | |
| * Use isInvertible() to first determine whether this matrix is invertible. | |
| */ | |
| inline Inverse<FullPivHouseholderQR> inverse() const { | |
| eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); | |
| return Inverse<FullPivHouseholderQR>(*this); | |
| } | |
| inline Index rows() const { return m_qr.rows(); } | |
| inline Index cols() const { return m_qr.cols(); } | |
| /** \returns a const reference to the vector of Householder coefficients used to represent the factor \c Q. | |
| * | |
| * For advanced uses only. | |
| */ | |
| const HCoeffsType& hCoeffs() const { return m_hCoeffs; } | |
| #ifndef EIGEN_PARSED_BY_DOXYGEN | |
| template <typename RhsType, typename DstType> | |
| void _solve_impl(const RhsType& rhs, DstType& dst) const; | |
| template <bool Conjugate, typename RhsType, typename DstType> | |
| void _solve_impl_transposed(const RhsType& rhs, DstType& dst) const; | |
| #endif | |
| protected: | |
| EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar) | |
| void computeInPlace(); | |
| MatrixType m_qr; | |
| HCoeffsType m_hCoeffs; | |
| IntDiagSizeVectorType m_rows_transpositions; | |
| IntDiagSizeVectorType m_cols_transpositions; | |
| PermutationType m_cols_permutation; | |
| RowVectorType m_temp; | |
| bool m_isInitialized; | |
| RealScalar m_precision; | |
| Index m_det_p; | |
| }; | |
| template <typename MatrixType, typename PermutationIndex> | |
| typename MatrixType::Scalar FullPivHouseholderQR<MatrixType, PermutationIndex>::determinant() const { | |
| eigen_assert(m_isInitialized && "HouseholderQR is not initialized."); | |
| eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!"); | |
| Scalar detQ; | |
| internal::householder_determinant<HCoeffsType, Scalar, NumTraits<Scalar>::IsComplex>::run(m_hCoeffs, detQ); | |
| return isInjective() ? (detQ * Scalar(m_det_p)) * m_qr.diagonal().prod() : Scalar(0); | |
| } | |
| template <typename MatrixType, typename PermutationIndex> | |
| typename MatrixType::RealScalar FullPivHouseholderQR<MatrixType, PermutationIndex>::absDeterminant() const { | |
| using std::abs; | |
| eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); | |
| eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!"); | |
| return isInjective() ? abs(m_qr.diagonal().prod()) : RealScalar(0); | |
| } | |
| template <typename MatrixType, typename PermutationIndex> | |
| typename MatrixType::RealScalar FullPivHouseholderQR<MatrixType, PermutationIndex>::logAbsDeterminant() const { | |
| eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); | |
| eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!"); | |
| return isInjective() ? m_qr.diagonal().cwiseAbs().array().log().sum() : -NumTraits<RealScalar>::infinity(); | |
| } | |
| template <typename MatrixType, typename PermutationIndex> | |
| typename MatrixType::Scalar FullPivHouseholderQR<MatrixType, PermutationIndex>::signDeterminant() const { | |
| eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); | |
| eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!"); | |
| Scalar detQ; | |
| internal::householder_determinant<HCoeffsType, Scalar, NumTraits<Scalar>::IsComplex>::run(m_hCoeffs, detQ); | |
| return isInjective() ? (detQ * Scalar(m_det_p)) * m_qr.diagonal().array().sign().prod() : Scalar(0); | |
| } | |
| /** Performs the QR factorization of the given matrix \a matrix. The result of | |
| * the factorization is stored into \c *this, and a reference to \c *this | |
| * is returned. | |
| * | |
| * \sa class FullPivHouseholderQR, FullPivHouseholderQR(const MatrixType&) | |
| */ | |
| template <typename MatrixType, typename PermutationIndex> | |
| template <typename InputType> | |
| FullPivHouseholderQR<MatrixType, PermutationIndex>& FullPivHouseholderQR<MatrixType, PermutationIndex>::compute( | |
| const EigenBase<InputType>& matrix) { | |
| m_qr = matrix.derived(); | |
| computeInPlace(); | |
| return *this; | |
| } | |
| template <typename MatrixType, typename PermutationIndex> | |
| void FullPivHouseholderQR<MatrixType, PermutationIndex>::computeInPlace() { | |
| eigen_assert(m_qr.cols() <= NumTraits<PermutationIndex>::highest()); | |
| using std::abs; | |
| Index rows = m_qr.rows(); | |
| Index cols = m_qr.cols(); | |
| Index size = (std::min)(rows, cols); | |
| m_hCoeffs.resize(size); | |
| m_temp.resize(cols); | |
| m_precision = NumTraits<Scalar>::epsilon() * RealScalar(size); | |
| m_rows_transpositions.resize(size); | |
| m_cols_transpositions.resize(size); | |
| Index number_of_transpositions = 0; | |
| RealScalar biggest(0); | |
| this->m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case) | |
| this->m_maxpivot = RealScalar(0); | |
| for (Index k = 0; k < size; ++k) { | |
| Index row_of_biggest_in_corner, col_of_biggest_in_corner; | |
| using Scoring = internal::scalar_score_coeff_op<Scalar>; | |
| using Score = typename Scoring::result_type; | |
| Score score = m_qr.bottomRightCorner(rows - k, cols - k) | |
| .unaryExpr(Scoring()) | |
| .maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner); | |
| row_of_biggest_in_corner += k; | |
| col_of_biggest_in_corner += k; | |
| RealScalar biggest_in_corner = | |
| internal::abs_knowing_score<Scalar>()(m_qr(row_of_biggest_in_corner, col_of_biggest_in_corner), score); | |
| if (k == 0) biggest = biggest_in_corner; | |
| // if the corner is negligible, then we have less than full rank, and we can finish early | |
| if (internal::isMuchSmallerThan(biggest_in_corner, biggest, m_precision)) { | |
| this->m_nonzero_pivots = k; | |
| for (Index i = k; i < size; i++) { | |
| m_rows_transpositions.coeffRef(i) = internal::convert_index<PermutationIndex>(i); | |
| m_cols_transpositions.coeffRef(i) = internal::convert_index<PermutationIndex>(i); | |
| m_hCoeffs.coeffRef(i) = Scalar(0); | |
| } | |
| break; | |
| } | |
| m_rows_transpositions.coeffRef(k) = internal::convert_index<PermutationIndex>(row_of_biggest_in_corner); | |
| m_cols_transpositions.coeffRef(k) = internal::convert_index<PermutationIndex>(col_of_biggest_in_corner); | |
| if (k != row_of_biggest_in_corner) { | |
| m_qr.row(k).tail(cols - k).swap(m_qr.row(row_of_biggest_in_corner).tail(cols - k)); | |
| ++number_of_transpositions; | |
| } | |
| if (k != col_of_biggest_in_corner) { | |
| m_qr.col(k).swap(m_qr.col(col_of_biggest_in_corner)); | |
| ++number_of_transpositions; | |
| } | |
| RealScalar beta; | |
| m_qr.col(k).tail(rows - k).makeHouseholderInPlace(m_hCoeffs.coeffRef(k), beta); | |
| m_qr.coeffRef(k, k) = beta; | |
| // remember the maximum absolute value of diagonal coefficients | |
| if (abs(beta) > this->m_maxpivot) this->m_maxpivot = abs(beta); | |
| m_qr.bottomRightCorner(rows - k, cols - k - 1) | |
| .applyHouseholderOnTheLeft(m_qr.col(k).tail(rows - k - 1), m_hCoeffs.coeffRef(k), &m_temp.coeffRef(k + 1)); | |
| } | |
| m_cols_permutation.setIdentity(cols); | |
| for (Index k = 0; k < size; ++k) m_cols_permutation.applyTranspositionOnTheRight(k, m_cols_transpositions.coeff(k)); | |
| m_det_p = (number_of_transpositions % 2) ? -1 : 1; | |
| m_isInitialized = true; | |
| } | |
| #ifndef EIGEN_PARSED_BY_DOXYGEN | |
| template <typename MatrixType_, typename PermutationIndex_> | |
| template <typename RhsType, typename DstType> | |
| void FullPivHouseholderQR<MatrixType_, PermutationIndex_>::_solve_impl(const RhsType& rhs, DstType& dst) const { | |
| const Index l_rank = rank(); | |
| // FIXME: introduce nonzeroPivots() and apply the same improvements as in FullPivLU. | |
| if (l_rank == 0) { | |
| dst.setZero(); | |
| return; | |
| } | |
| typename RhsType::PlainObject c(rhs); | |
| Matrix<typename RhsType::Scalar, 1, RhsType::ColsAtCompileTime> temp(rhs.cols()); | |
| for (Index k = 0; k < l_rank; ++k) { | |
| Index remainingSize = rows() - k; | |
| c.row(k).swap(c.row(m_rows_transpositions.coeff(k))); | |
| c.bottomRightCorner(remainingSize, rhs.cols()) | |
| .applyHouseholderOnTheLeft(m_qr.col(k).tail(remainingSize - 1), m_hCoeffs.coeff(k), &temp.coeffRef(0)); | |
| } | |
| m_qr.topLeftCorner(l_rank, l_rank).template triangularView<Upper>().solveInPlace(c.topRows(l_rank)); | |
| for (Index i = 0; i < l_rank; ++i) dst.row(m_cols_permutation.indices().coeff(i)) = c.row(i); | |
| for (Index i = l_rank; i < cols(); ++i) dst.row(m_cols_permutation.indices().coeff(i)).setZero(); | |
| } | |
| template <typename MatrixType_, typename PermutationIndex_> | |
| template <bool Conjugate, typename RhsType, typename DstType> | |
| void FullPivHouseholderQR<MatrixType_, PermutationIndex_>::_solve_impl_transposed(const RhsType& rhs, | |
| DstType& dst) const { | |
| const Index l_rank = rank(); | |
| if (l_rank == 0) { | |
| dst.setZero(); | |
| return; | |
| } | |
| typename RhsType::PlainObject c(m_cols_permutation.transpose() * rhs); | |
| m_qr.topLeftCorner(l_rank, l_rank) | |
| .template triangularView<Upper>() | |
| .transpose() | |
| .template conjugateIf<Conjugate>() | |
| .solveInPlace(c.topRows(l_rank)); | |
| dst.topRows(l_rank) = c.topRows(l_rank); | |
| dst.bottomRows(rows() - l_rank).setZero(); | |
| Matrix<Scalar, 1, DstType::ColsAtCompileTime> temp(dst.cols()); | |
| const Index size = (std::min)(rows(), cols()); | |
| for (Index k = size - 1; k >= 0; --k) { | |
| Index remainingSize = rows() - k; | |
| dst.bottomRightCorner(remainingSize, dst.cols()) | |
| .applyHouseholderOnTheLeft(m_qr.col(k).tail(remainingSize - 1).template conjugateIf<!Conjugate>(), | |
| m_hCoeffs.template conjugateIf<Conjugate>().coeff(k), &temp.coeffRef(0)); | |
| dst.row(k).swap(dst.row(m_rows_transpositions.coeff(k))); | |
| } | |
| } | |
| #endif | |
| namespace internal { | |
| template <typename DstXprType, typename MatrixType, typename PermutationIndex> | |
| struct Assignment<DstXprType, Inverse<FullPivHouseholderQR<MatrixType, PermutationIndex> >, | |
| internal::assign_op<typename DstXprType::Scalar, | |
| typename FullPivHouseholderQR<MatrixType, PermutationIndex>::Scalar>, | |
| Dense2Dense> { | |
| using QrType = FullPivHouseholderQR<MatrixType, PermutationIndex>; | |
| using SrcXprType = Inverse<QrType>; | |
| static void run(DstXprType& dst, const SrcXprType& src, | |
| const internal::assign_op<typename DstXprType::Scalar, typename QrType::Scalar>&) { | |
| dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.cols())); | |
| } | |
| }; | |
| /** \ingroup QR_Module | |
| * | |
| * \brief Expression type for return value of FullPivHouseholderQR::matrixQ() | |
| * | |
| * \tparam MatrixType type of underlying dense matrix | |
| */ | |
| template <typename MatrixType, typename PermutationIndex> | |
| struct FullPivHouseholderQRMatrixQReturnType | |
| : public ReturnByValue<FullPivHouseholderQRMatrixQReturnType<MatrixType, PermutationIndex> > { | |
| public: | |
| using IntDiagSizeVectorType = typename FullPivHouseholderQR<MatrixType, PermutationIndex>::IntDiagSizeVectorType; | |
| using HCoeffsType = typename internal::plain_diag_type<MatrixType>::type; | |
| using WorkVectorType = Matrix<typename MatrixType::Scalar, 1, MatrixType::RowsAtCompileTime, RowMajor, 1, | |
| MatrixType::MaxRowsAtCompileTime>; | |
| FullPivHouseholderQRMatrixQReturnType(const MatrixType& qr, const HCoeffsType& hCoeffs, | |
| const IntDiagSizeVectorType& rowsTranspositions) | |
| : m_qr(qr), m_hCoeffs(hCoeffs), m_rowsTranspositions(rowsTranspositions) {} | |
| template <typename ResultType> | |
| void evalTo(ResultType& result) const { | |
| const Index rows = m_qr.rows(); | |
| WorkVectorType workspace(rows); | |
| evalTo(result, workspace); | |
| } | |
| template <typename ResultType> | |
| void evalTo(ResultType& result, WorkVectorType& workspace) const { | |
| using numext::conj; | |
| // compute the product H'_0 H'_1 ... H'_n-1, | |
| // where H_k is the k-th Householder transformation I - h_k v_k v_k' | |
| // and v_k is the k-th Householder vector [1,m_qr(k+1,k), m_qr(k+2,k), ...] | |
| const Index rows = m_qr.rows(); | |
| const Index cols = m_qr.cols(); | |
| const Index size = (std::min)(rows, cols); | |
| workspace.resize(rows); | |
| result.setIdentity(rows, rows); | |
| for (Index k = size - 1; k >= 0; k--) { | |
| result.block(k, k, rows - k, rows - k) | |
| .applyHouseholderOnTheLeft(m_qr.col(k).tail(rows - k - 1), conj(m_hCoeffs.coeff(k)), &workspace.coeffRef(k)); | |
| result.row(k).swap(result.row(m_rowsTranspositions.coeff(k))); | |
| } | |
| } | |
| Index rows() const { return m_qr.rows(); } | |
| Index cols() const { return m_qr.rows(); } | |
| protected: | |
| typename MatrixType::Nested m_qr; | |
| typename HCoeffsType::Nested m_hCoeffs; | |
| typename IntDiagSizeVectorType::Nested m_rowsTranspositions; | |
| }; | |
| } // end namespace internal | |
| template <typename MatrixType, typename PermutationIndex> | |
| inline typename FullPivHouseholderQR<MatrixType, PermutationIndex>::MatrixQReturnType | |
| FullPivHouseholderQR<MatrixType, PermutationIndex>::matrixQ() const { | |
| eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); | |
| return MatrixQReturnType(m_qr, m_hCoeffs, m_rows_transpositions); | |
| } | |
| /** \return the full-pivoting Householder QR decomposition of \c *this. | |
| * | |
| * \sa class FullPivHouseholderQR | |
| */ | |
| template <typename Derived> | |
| template <typename PermutationIndex> | |
| FullPivHouseholderQR<typename MatrixBase<Derived>::PlainObject, PermutationIndex> | |
| MatrixBase<Derived>::fullPivHouseholderQr() const { | |
| return FullPivHouseholderQR<PlainObject, PermutationIndex>(eval()); | |
| } | |
| } // end namespace Eigen | |
| #endif // EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H |