| // This file is part of Eigen, a lightweight C++ template library | 
 | // for linear algebra. | 
 | // | 
 | // Copyright (C) 2009 Claire Maurice | 
 | // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> | 
 | // Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk> | 
 | // | 
 | // 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_COMPLEX_EIGEN_SOLVER_H | 
 | #define EIGEN_COMPLEX_EIGEN_SOLVER_H | 
 |  | 
 | #include "./ComplexSchur.h" | 
 |  | 
 | namespace Eigen {  | 
 |  | 
 | /** \eigenvalues_module \ingroup Eigenvalues_Module | 
 |   * | 
 |   * | 
 |   * \class ComplexEigenSolver | 
 |   * | 
 |   * \brief Computes eigenvalues and eigenvectors of general complex matrices | 
 |   * | 
 |   * \tparam _MatrixType the type of the matrix of which we are | 
 |   * computing the eigendecomposition; this is expected to be an | 
 |   * instantiation of the Matrix class template. | 
 |   * | 
 |   * The eigenvalues and eigenvectors of a matrix \f$ A \f$ are scalars | 
 |   * \f$ \lambda \f$ and vectors \f$ v \f$ such that \f$ Av = \lambda v | 
 |   * \f$.  If \f$ D \f$ is a diagonal matrix with the eigenvalues on | 
 |   * the diagonal, and \f$ V \f$ is a matrix with the eigenvectors as | 
 |   * its columns, then \f$ A V = V D \f$. The matrix \f$ V \f$ is | 
 |   * almost always invertible, in which case we have \f$ A = V D V^{-1} | 
 |   * \f$. This is called the eigendecomposition. | 
 |   * | 
 |   * The main function in this class is compute(), which computes the | 
 |   * eigenvalues and eigenvectors of a given function. The | 
 |   * documentation for that function contains an example showing the | 
 |   * main features of the class. | 
 |   * | 
 |   * \sa class EigenSolver, class SelfAdjointEigenSolver | 
 |   */ | 
 | template<typename _MatrixType> class ComplexEigenSolver | 
 | { | 
 |   public: | 
 |  | 
 |     /** \brief Synonym for the template parameter \p _MatrixType. */ | 
 |     typedef _MatrixType MatrixType; | 
 |  | 
 |     enum { | 
 |       RowsAtCompileTime = MatrixType::RowsAtCompileTime, | 
 |       ColsAtCompileTime = MatrixType::ColsAtCompileTime, | 
 |       Options = MatrixType::Options, | 
 |       MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, | 
 |       MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime | 
 |     }; | 
 |  | 
 |     /** \brief Scalar type for matrices of type #MatrixType. */ | 
 |     typedef typename MatrixType::Scalar Scalar; | 
 |     typedef typename NumTraits<Scalar>::Real RealScalar; | 
 |     typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3 | 
 |  | 
 |     /** \brief Complex scalar type for #MatrixType. | 
 |       * | 
 |       * This is \c std::complex<Scalar> if #Scalar is real (e.g., | 
 |       * \c float or \c double) and just \c Scalar if #Scalar is | 
 |       * complex. | 
 |       */ | 
 |     typedef std::complex<RealScalar> ComplexScalar; | 
 |  | 
 |     /** \brief Type for vector of eigenvalues as returned by eigenvalues(). | 
 |       * | 
 |       * This is a column vector with entries of type #ComplexScalar. | 
 |       * The length of the vector is the size of #MatrixType. | 
 |       */ | 
 |     typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options&(~RowMajor), MaxColsAtCompileTime, 1> EigenvalueType; | 
 |  | 
 |     /** \brief Type for matrix of eigenvectors as returned by eigenvectors(). | 
 |       * | 
 |       * This is a square matrix with entries of type #ComplexScalar. | 
 |       * The size is the same as the size of #MatrixType. | 
 |       */ | 
 |     typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> EigenvectorType; | 
 |  | 
 |     /** \brief Default constructor. | 
 |       * | 
 |       * The default constructor is useful in cases in which the user intends to | 
 |       * perform decompositions via compute(). | 
 |       */ | 
 |     ComplexEigenSolver() | 
 |             : m_eivec(), | 
 |               m_eivalues(), | 
 |               m_schur(), | 
 |               m_isInitialized(false), | 
 |               m_eigenvectorsOk(false), | 
 |               m_matX() | 
 |     {} | 
 |  | 
 |     /** \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 ComplexEigenSolver() | 
 |       */ | 
 |     explicit ComplexEigenSolver(Index size) | 
 |             : m_eivec(size, size), | 
 |               m_eivalues(size), | 
 |               m_schur(size), | 
 |               m_isInitialized(false), | 
 |               m_eigenvectorsOk(false), | 
 |               m_matX(size, size) | 
 |     {} | 
 |  | 
 |     /** \brief Constructor; computes eigendecomposition of given matrix. | 
 |       * | 
 |       * \param[in]  matrix  Square matrix whose eigendecomposition is to be computed. | 
 |       * \param[in]  computeEigenvectors  If true, both the eigenvectors and the | 
 |       *    eigenvalues are computed; if false, only the eigenvalues are | 
 |       *    computed. | 
 |       * | 
 |       * This constructor calls compute() to compute the eigendecomposition. | 
 |       */ | 
 |     template<typename InputType> | 
 |     explicit ComplexEigenSolver(const EigenBase<InputType>& matrix, bool computeEigenvectors = true) | 
 |             : m_eivec(matrix.rows(),matrix.cols()), | 
 |               m_eivalues(matrix.cols()), | 
 |               m_schur(matrix.rows()), | 
 |               m_isInitialized(false), | 
 |               m_eigenvectorsOk(false), | 
 |               m_matX(matrix.rows(),matrix.cols()) | 
 |     { | 
 |       compute(matrix.derived(), computeEigenvectors); | 
 |     } | 
 |  | 
 |     /** \brief Returns the eigenvectors of given matrix. | 
 |       * | 
 |       * \returns  A const reference to the matrix whose columns are the eigenvectors. | 
 |       * | 
 |       * \pre Either the constructor | 
 |       * ComplexEigenSolver(const MatrixType& matrix, bool) or the member | 
 |       * function compute(const MatrixType& matrix, bool) has been called before | 
 |       * to compute the eigendecomposition of a matrix, and | 
 |       * \p computeEigenvectors was set to true (the default). | 
 |       * | 
 |       * This function returns a matrix whose columns are the eigenvectors. Column | 
 |       * \f$ k \f$ is an eigenvector corresponding to eigenvalue number \f$ k | 
 |       * \f$ as returned by eigenvalues().  The eigenvectors are normalized to | 
 |       * have (Euclidean) norm equal to one. The matrix returned by this | 
 |       * function is the matrix \f$ V \f$ in the eigendecomposition \f$ A = V D | 
 |       * V^{-1} \f$, if it exists. | 
 |       * | 
 |       * Example: \include ComplexEigenSolver_eigenvectors.cpp | 
 |       * Output: \verbinclude ComplexEigenSolver_eigenvectors.out | 
 |       */ | 
 |     const EigenvectorType& eigenvectors() const | 
 |     { | 
 |       eigen_assert(m_isInitialized && "ComplexEigenSolver is not initialized."); | 
 |       eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues."); | 
 |       return m_eivec; | 
 |     } | 
 |  | 
 |     /** \brief Returns the eigenvalues of given matrix. | 
 |       * | 
 |       * \returns A const reference to the column vector containing the eigenvalues. | 
 |       * | 
 |       * \pre Either the constructor | 
 |       * ComplexEigenSolver(const MatrixType& matrix, bool) or the member | 
 |       * function compute(const MatrixType& matrix, bool) has been called before | 
 |       * to compute the eigendecomposition of a matrix. | 
 |       * | 
 |       * This function returns a column vector containing the | 
 |       * eigenvalues. Eigenvalues are repeated according to their | 
 |       * algebraic multiplicity, so there are as many eigenvalues as | 
 |       * rows in the matrix. The eigenvalues are not sorted in any particular | 
 |       * order. | 
 |       * | 
 |       * Example: \include ComplexEigenSolver_eigenvalues.cpp | 
 |       * Output: \verbinclude ComplexEigenSolver_eigenvalues.out | 
 |       */ | 
 |     const EigenvalueType& eigenvalues() const | 
 |     { | 
 |       eigen_assert(m_isInitialized && "ComplexEigenSolver is not initialized."); | 
 |       return m_eivalues; | 
 |     } | 
 |  | 
 |     /** \brief Computes eigendecomposition of given matrix. | 
 |       * | 
 |       * \param[in]  matrix  Square matrix whose eigendecomposition is to be computed. | 
 |       * \param[in]  computeEigenvectors  If true, both the eigenvectors and the | 
 |       *    eigenvalues are computed; if false, only the eigenvalues are | 
 |       *    computed. | 
 |       * \returns    Reference to \c *this | 
 |       * | 
 |       * This function computes the eigenvalues of the complex matrix \p matrix. | 
 |       * The eigenvalues() function can be used to retrieve them.  If | 
 |       * \p computeEigenvectors is true, then the eigenvectors are also computed | 
 |       * and can be retrieved by calling eigenvectors(). | 
 |       * | 
 |       * The matrix is first reduced to Schur form using the | 
 |       * ComplexSchur class. The Schur decomposition is then used to | 
 |       * compute the eigenvalues and eigenvectors. | 
 |       * | 
 |       * The cost of the computation is dominated by the cost of the | 
 |       * Schur decomposition, which is \f$ O(n^3) \f$ where \f$ n \f$ | 
 |       * is the size of the matrix. | 
 |       * | 
 |       * Example: \include ComplexEigenSolver_compute.cpp | 
 |       * Output: \verbinclude ComplexEigenSolver_compute.out | 
 |       */ | 
 |     template<typename InputType> | 
 |     ComplexEigenSolver& compute(const EigenBase<InputType>& matrix, bool computeEigenvectors = true); | 
 |  | 
 |     /** \brief Reports whether previous computation was successful. | 
 |       * | 
 |       * \returns \c Success if computation was successful, \c NoConvergence otherwise. | 
 |       */ | 
 |     ComputationInfo info() const | 
 |     { | 
 |       eigen_assert(m_isInitialized && "ComplexEigenSolver is not initialized."); | 
 |       return m_schur.info(); | 
 |     } | 
 |  | 
 |     /** \brief Sets the maximum number of iterations allowed. */ | 
 |     ComplexEigenSolver& setMaxIterations(Index maxIters) | 
 |     { | 
 |       m_schur.setMaxIterations(maxIters); | 
 |       return *this; | 
 |     } | 
 |  | 
 |     /** \brief Returns the maximum number of iterations. */ | 
 |     Index getMaxIterations() | 
 |     { | 
 |       return m_schur.getMaxIterations(); | 
 |     } | 
 |  | 
 |   protected: | 
 |      | 
 |     static void check_template_parameters() | 
 |     { | 
 |       EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar); | 
 |     } | 
 |      | 
 |     EigenvectorType m_eivec; | 
 |     EigenvalueType m_eivalues; | 
 |     ComplexSchur<MatrixType> m_schur; | 
 |     bool m_isInitialized; | 
 |     bool m_eigenvectorsOk; | 
 |     EigenvectorType m_matX; | 
 |  | 
 |   private: | 
 |     void doComputeEigenvectors(RealScalar matrixnorm); | 
 |     void sortEigenvalues(bool computeEigenvectors); | 
 | }; | 
 |  | 
 |  | 
 | template<typename MatrixType> | 
 | template<typename InputType> | 
 | ComplexEigenSolver<MatrixType>&  | 
 | ComplexEigenSolver<MatrixType>::compute(const EigenBase<InputType>& matrix, bool computeEigenvectors) | 
 | { | 
 |   check_template_parameters(); | 
 |    | 
 |   // this code is inspired from Jampack | 
 |   eigen_assert(matrix.cols() == matrix.rows()); | 
 |  | 
 |   // Do a complex Schur decomposition, A = U T U^* | 
 |   // The eigenvalues are on the diagonal of T. | 
 |   m_schur.compute(matrix.derived(), computeEigenvectors); | 
 |  | 
 |   if(m_schur.info() == Success) | 
 |   { | 
 |     m_eivalues = m_schur.matrixT().diagonal(); | 
 |     if(computeEigenvectors) | 
 |       doComputeEigenvectors(m_schur.matrixT().norm()); | 
 |     sortEigenvalues(computeEigenvectors); | 
 |   } | 
 |  | 
 |   m_isInitialized = true; | 
 |   m_eigenvectorsOk = computeEigenvectors; | 
 |   return *this; | 
 | } | 
 |  | 
 |  | 
 | template<typename MatrixType> | 
 | void ComplexEigenSolver<MatrixType>::doComputeEigenvectors(RealScalar matrixnorm) | 
 | { | 
 |   const Index n = m_eivalues.size(); | 
 |  | 
 |   matrixnorm = numext::maxi(matrixnorm,(std::numeric_limits<RealScalar>::min)()); | 
 |  | 
 |   // Compute X such that T = X D X^(-1), where D is the diagonal of T. | 
 |   // The matrix X is unit triangular. | 
 |   m_matX = EigenvectorType::Zero(n, n); | 
 |   for(Index k=n-1 ; k>=0 ; k--) | 
 |   { | 
 |     m_matX.coeffRef(k,k) = ComplexScalar(1.0,0.0); | 
 |     // Compute X(i,k) using the (i,k) entry of the equation X T = D X | 
 |     for(Index i=k-1 ; i>=0 ; i--) | 
 |     { | 
 |       m_matX.coeffRef(i,k) = -m_schur.matrixT().coeff(i,k); | 
 |       if(k-i-1>0) | 
 |         m_matX.coeffRef(i,k) -= (m_schur.matrixT().row(i).segment(i+1,k-i-1) * m_matX.col(k).segment(i+1,k-i-1)).value(); | 
 |       ComplexScalar z = m_schur.matrixT().coeff(i,i) - m_schur.matrixT().coeff(k,k); | 
 |       if(z==ComplexScalar(0)) | 
 |       { | 
 |         // If the i-th and k-th eigenvalue are equal, then z equals 0. | 
 |         // Use a small value instead, to prevent division by zero. | 
 |         numext::real_ref(z) = NumTraits<RealScalar>::epsilon() * matrixnorm; | 
 |       } | 
 |       m_matX.coeffRef(i,k) = m_matX.coeff(i,k) / z; | 
 |     } | 
 |   } | 
 |  | 
 |   // Compute V as V = U X; now A = U T U^* = U X D X^(-1) U^* = V D V^(-1) | 
 |   m_eivec.noalias() = m_schur.matrixU() * m_matX; | 
 |   // .. and normalize the eigenvectors | 
 |   for(Index k=0 ; k<n ; k++) | 
 |   { | 
 |     m_eivec.col(k).normalize(); | 
 |   } | 
 | } | 
 |  | 
 |  | 
 | template<typename MatrixType> | 
 | void ComplexEigenSolver<MatrixType>::sortEigenvalues(bool computeEigenvectors) | 
 | { | 
 |   const Index n =  m_eivalues.size(); | 
 |   for (Index i=0; i<n; i++) | 
 |   { | 
 |     Index k; | 
 |     m_eivalues.cwiseAbs().tail(n-i).minCoeff(&k); | 
 |     if (k != 0) | 
 |     { | 
 |       k += i; | 
 |       std::swap(m_eivalues[k],m_eivalues[i]); | 
 |       if(computeEigenvectors) | 
 | 	m_eivec.col(i).swap(m_eivec.col(k)); | 
 |     } | 
 |   } | 
 | } | 
 |  | 
 | } // end namespace Eigen | 
 |  | 
 | #endif // EIGEN_COMPLEX_EIGEN_SOLVER_H |