| // 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/. | |
| #ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_H | |
| #define EIGEN_COLPIVOTINGHOUSEHOLDERQR_H | |
| namespace Eigen { | |
| namespace internal { | |
| template<typename _MatrixType> struct traits<ColPivHouseholderQR<_MatrixType> > | |
| : traits<_MatrixType> | |
| { | |
| typedef MatrixXpr XprKind; | |
| typedef SolverStorage StorageKind; | |
| typedef int StorageIndex; | |
| enum { Flags = 0 }; | |
| }; | |
| } // end namespace internal | |
| /** \ingroup QR_Module | |
| * | |
| * \class ColPivHouseholderQR | |
| * | |
| * \brief Householder rank-revealing QR decomposition of a matrix with column-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 P, \b Q and \b R | |
| * such that | |
| * \f[ | |
| * \mathbf{A} \, \mathbf{P} = \mathbf{Q} \, \mathbf{R} | |
| * \f] | |
| * by using Householder transformations. Here, \b P is a permutation matrix, \b Q a unitary matrix and \b R an | |
| * upper triangular matrix. | |
| * | |
| * This decomposition performs column pivoting in order to be rank-revealing and improve | |
| * numerical stability. It is slower than HouseholderQR, and faster than FullPivHouseholderQR. | |
| * | |
| * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism. | |
| * | |
| * \sa MatrixBase::colPivHouseholderQr() | |
| */ | |
| template<typename _MatrixType> class ColPivHouseholderQR | |
| : public SolverBase<ColPivHouseholderQR<_MatrixType> > | |
| { | |
| public: | |
| typedef _MatrixType MatrixType; | |
| typedef SolverBase<ColPivHouseholderQR> Base; | |
| friend class SolverBase<ColPivHouseholderQR>; | |
| EIGEN_GENERIC_PUBLIC_INTERFACE(ColPivHouseholderQR) | |
| enum { | |
| MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, | |
| MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime | |
| }; | |
| typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; | |
| typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType; | |
| typedef typename internal::plain_row_type<MatrixType, Index>::type IntRowVectorType; | |
| typedef typename internal::plain_row_type<MatrixType>::type RowVectorType; | |
| typedef typename internal::plain_row_type<MatrixType, RealScalar>::type RealRowVectorType; | |
| typedef HouseholderSequence<MatrixType,typename internal::remove_all<typename HCoeffsType::ConjugateReturnType>::type> HouseholderSequenceType; | |
| typedef typename MatrixType::PlainObject PlainObject; | |
| private: | |
| typedef typename PermutationType::StorageIndex PermIndexType; | |
| public: | |
| /** | |
| * \brief Default Constructor. | |
| * | |
| * The default constructor is useful in cases in which the user intends to | |
| * perform decompositions via ColPivHouseholderQR::compute(const MatrixType&). | |
| */ | |
| ColPivHouseholderQR() | |
| : m_qr(), | |
| m_hCoeffs(), | |
| m_colsPermutation(), | |
| m_colsTranspositions(), | |
| m_temp(), | |
| m_colNormsUpdated(), | |
| m_colNormsDirect(), | |
| m_isInitialized(false), | |
| m_usePrescribedThreshold(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 ColPivHouseholderQR() | |
| */ | |
| ColPivHouseholderQR(Index rows, Index cols) | |
| : m_qr(rows, cols), | |
| m_hCoeffs((std::min)(rows,cols)), | |
| m_colsPermutation(PermIndexType(cols)), | |
| m_colsTranspositions(cols), | |
| m_temp(cols), | |
| m_colNormsUpdated(cols), | |
| m_colNormsDirect(cols), | |
| m_isInitialized(false), | |
| m_usePrescribedThreshold(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 | |
| * ColPivHouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols()); | |
| * qr.compute(matrix); | |
| * \endcode | |
| * | |
| * \sa compute() | |
| */ | |
| template<typename InputType> | |
| explicit ColPivHouseholderQR(const EigenBase<InputType>& matrix) | |
| : m_qr(matrix.rows(), matrix.cols()), | |
| m_hCoeffs((std::min)(matrix.rows(),matrix.cols())), | |
| m_colsPermutation(PermIndexType(matrix.cols())), | |
| m_colsTranspositions(matrix.cols()), | |
| m_temp(matrix.cols()), | |
| m_colNormsUpdated(matrix.cols()), | |
| m_colNormsDirect(matrix.cols()), | |
| m_isInitialized(false), | |
| m_usePrescribedThreshold(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 ColPivHouseholderQR(const EigenBase&) | |
| */ | |
| template<typename InputType> | |
| explicit ColPivHouseholderQR(EigenBase<InputType>& matrix) | |
| : m_qr(matrix.derived()), | |
| m_hCoeffs((std::min)(matrix.rows(),matrix.cols())), | |
| m_colsPermutation(PermIndexType(matrix.cols())), | |
| m_colsTranspositions(matrix.cols()), | |
| m_temp(matrix.cols()), | |
| m_colNormsUpdated(matrix.cols()), | |
| m_colNormsDirect(matrix.cols()), | |
| m_isInitialized(false), | |
| m_usePrescribedThreshold(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 | |
| * *this is the QR decomposition, if any exists. | |
| * | |
| * \param b the right-hand-side of the equation to solve. | |
| * | |
| * \returns a solution. | |
| * | |
| * \note_about_checking_solutions | |
| * | |
| * \note_about_arbitrary_choice_of_solution | |
| * | |
| * Example: \include ColPivHouseholderQR_solve.cpp | |
| * Output: \verbinclude ColPivHouseholderQR_solve.out | |
| */ | |
| template<typename Rhs> | |
| inline const Solve<ColPivHouseholderQR, Rhs> | |
| solve(const MatrixBase<Rhs>& b) const; | |
| #endif | |
| HouseholderSequenceType householderQ() const; | |
| HouseholderSequenceType matrixQ() const | |
| { | |
| return householderQ(); | |
| } | |
| /** \returns a reference to the matrix where the Householder QR decomposition is stored | |
| */ | |
| const MatrixType& matrixQR() const | |
| { | |
| eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); | |
| return m_qr; | |
| } | |
| /** \returns a reference to the matrix where the result Householder QR is stored | |
| * \warning The strict lower part of this matrix contains internal values. | |
| * Only the upper triangular part should be referenced. To get it, use | |
| * \code matrixR().template triangularView<Upper>() \endcode | |
| * For rank-deficient matrices, use | |
| * \code | |
| * matrixR().topLeftCorner(rank(), rank()).template triangularView<Upper>() | |
| * \endcode | |
| */ | |
| const MatrixType& matrixR() const | |
| { | |
| eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); | |
| return m_qr; | |
| } | |
| template<typename InputType> | |
| ColPivHouseholderQR& compute(const EigenBase<InputType>& matrix); | |
| /** \returns a const reference to the column permutation matrix */ | |
| const PermutationType& colsPermutation() const | |
| { | |
| eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); | |
| return m_colsPermutation; | |
| } | |
| /** \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 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 absDeterminant(), MatrixBase::determinant() | |
| */ | |
| typename MatrixType::RealScalar logAbsDeterminant() const; | |
| /** \returns the rank of the matrix of which *this is the QR decomposition. | |
| * | |
| * \note This method has to determine which pivots should be considered nonzero. | |
| * For that, it uses the threshold value that you can control by calling | |
| * setThreshold(const RealScalar&). | |
| */ | |
| inline Index rank() const | |
| { | |
| using std::abs; | |
| eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); | |
| RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); | |
| Index result = 0; | |
| for(Index i = 0; i < m_nonzero_pivots; ++i) | |
| result += (abs(m_qr.coeff(i,i)) > premultiplied_threshold); | |
| return result; | |
| } | |
| /** \returns the dimension of the kernel of the matrix of which *this is the QR decomposition. | |
| * | |
| * \note This method has to determine which pivots should be considered nonzero. | |
| * For that, it uses the threshold value that you can control by calling | |
| * setThreshold(const RealScalar&). | |
| */ | |
| inline Index dimensionOfKernel() const | |
| { | |
| eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); | |
| return cols() - rank(); | |
| } | |
| /** \returns true if the matrix of which *this is the QR decomposition represents an injective | |
| * linear map, i.e. has trivial kernel; false otherwise. | |
| * | |
| * \note This method has to determine which pivots should be considered nonzero. | |
| * For that, it uses the threshold value that you can control by calling | |
| * setThreshold(const RealScalar&). | |
| */ | |
| inline bool isInjective() const | |
| { | |
| eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); | |
| return rank() == cols(); | |
| } | |
| /** \returns true if the matrix of which *this is the QR decomposition represents a surjective | |
| * linear map; false otherwise. | |
| * | |
| * \note This method has to determine which pivots should be considered nonzero. | |
| * For that, it uses the threshold value that you can control by calling | |
| * setThreshold(const RealScalar&). | |
| */ | |
| inline bool isSurjective() const | |
| { | |
| eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); | |
| return rank() == rows(); | |
| } | |
| /** \returns true if the matrix of which *this is the QR decomposition is invertible. | |
| * | |
| * \note This method has to determine which pivots should be considered nonzero. | |
| * For that, it uses the threshold value that you can control by calling | |
| * setThreshold(const RealScalar&). | |
| */ | |
| inline bool isInvertible() const | |
| { | |
| eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); | |
| return isInjective() && isSurjective(); | |
| } | |
| /** \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 const Inverse<ColPivHouseholderQR> inverse() const | |
| { | |
| eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); | |
| return Inverse<ColPivHouseholderQR>(*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; } | |
| /** Allows to prescribe a threshold to be used by certain methods, such as rank(), | |
| * who need to determine when pivots are to be considered nonzero. This is not used for the | |
| * QR decomposition itself. | |
| * | |
| * When it needs to get the threshold value, Eigen calls threshold(). By default, this | |
| * uses a formula to automatically determine a reasonable threshold. | |
| * Once you have called the present method setThreshold(const RealScalar&), | |
| * your value is used instead. | |
| * | |
| * \param threshold The new value to use as the threshold. | |
| * | |
| * A pivot will be considered nonzero if its absolute value is strictly greater than | |
| * \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$ | |
| * where maxpivot is the biggest pivot. | |
| * | |
| * If you want to come back to the default behavior, call setThreshold(Default_t) | |
| */ | |
| ColPivHouseholderQR& setThreshold(const RealScalar& threshold) | |
| { | |
| m_usePrescribedThreshold = true; | |
| m_prescribedThreshold = threshold; | |
| return *this; | |
| } | |
| /** Allows to come back to the default behavior, letting Eigen use its default formula for | |
| * determining the threshold. | |
| * | |
| * You should pass the special object Eigen::Default as parameter here. | |
| * \code qr.setThreshold(Eigen::Default); \endcode | |
| * | |
| * See the documentation of setThreshold(const RealScalar&). | |
| */ | |
| ColPivHouseholderQR& setThreshold(Default_t) | |
| { | |
| m_usePrescribedThreshold = false; | |
| return *this; | |
| } | |
| /** Returns the threshold that will be used by certain methods such as rank(). | |
| * | |
| * See the documentation of setThreshold(const RealScalar&). | |
| */ | |
| RealScalar threshold() const | |
| { | |
| eigen_assert(m_isInitialized || m_usePrescribedThreshold); | |
| return m_usePrescribedThreshold ? m_prescribedThreshold | |
| // this formula comes from experimenting (see "LU precision tuning" thread on the list) | |
| // and turns out to be identical to Higham's formula used already in LDLt. | |
| : NumTraits<Scalar>::epsilon() * RealScalar(m_qr.diagonalSize()); | |
| } | |
| /** \returns the number of nonzero pivots in the QR decomposition. | |
| * Here nonzero is meant in the exact sense, not in a fuzzy sense. | |
| * So that notion isn't really intrinsically interesting, but it is | |
| * still useful when implementing algorithms. | |
| * | |
| * \sa rank() | |
| */ | |
| inline Index nonzeroPivots() const | |
| { | |
| eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); | |
| return m_nonzero_pivots; | |
| } | |
| /** \returns the absolute value of the biggest pivot, i.e. the biggest | |
| * diagonal coefficient of R. | |
| */ | |
| RealScalar maxPivot() const { return m_maxpivot; } | |
| /** \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 && "Decomposition is not initialized."); | |
| return Success; | |
| } | |
| #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: | |
| friend class CompleteOrthogonalDecomposition<MatrixType>; | |
| static void check_template_parameters() | |
| { | |
| EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar); | |
| } | |
| void computeInPlace(); | |
| MatrixType m_qr; | |
| HCoeffsType m_hCoeffs; | |
| PermutationType m_colsPermutation; | |
| IntRowVectorType m_colsTranspositions; | |
| RowVectorType m_temp; | |
| RealRowVectorType m_colNormsUpdated; | |
| RealRowVectorType m_colNormsDirect; | |
| bool m_isInitialized, m_usePrescribedThreshold; | |
| RealScalar m_prescribedThreshold, m_maxpivot; | |
| Index m_nonzero_pivots; | |
| Index m_det_pq; | |
| }; | |
| template<typename MatrixType> | |
| typename MatrixType::RealScalar ColPivHouseholderQR<MatrixType>::absDeterminant() const | |
| { | |
| using std::abs; | |
| eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); | |
| eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!"); | |
| return abs(m_qr.diagonal().prod()); | |
| } | |
| template<typename MatrixType> | |
| typename MatrixType::RealScalar ColPivHouseholderQR<MatrixType>::logAbsDeterminant() const | |
| { | |
| eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); | |
| eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!"); | |
| return m_qr.diagonal().cwiseAbs().array().log().sum(); | |
| } | |
| /** 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 ColPivHouseholderQR, ColPivHouseholderQR(const MatrixType&) | |
| */ | |
| template<typename MatrixType> | |
| template<typename InputType> | |
| ColPivHouseholderQR<MatrixType>& ColPivHouseholderQR<MatrixType>::compute(const EigenBase<InputType>& matrix) | |
| { | |
| m_qr = matrix.derived(); | |
| computeInPlace(); | |
| return *this; | |
| } | |
| template<typename MatrixType> | |
| void ColPivHouseholderQR<MatrixType>::computeInPlace() | |
| { | |
| check_template_parameters(); | |
| // the column permutation is stored as int indices, so just to be sure: | |
| eigen_assert(m_qr.cols()<=NumTraits<int>::highest()); | |
| using std::abs; | |
| Index rows = m_qr.rows(); | |
| Index cols = m_qr.cols(); | |
| Index size = m_qr.diagonalSize(); | |
| m_hCoeffs.resize(size); | |
| m_temp.resize(cols); | |
| m_colsTranspositions.resize(m_qr.cols()); | |
| Index number_of_transpositions = 0; | |
| m_colNormsUpdated.resize(cols); | |
| m_colNormsDirect.resize(cols); | |
| for (Index k = 0; k < cols; ++k) { | |
| // colNormsDirect(k) caches the most recent directly computed norm of | |
| // column k. | |
| m_colNormsDirect.coeffRef(k) = m_qr.col(k).norm(); | |
| m_colNormsUpdated.coeffRef(k) = m_colNormsDirect.coeffRef(k); | |
| } | |
| RealScalar threshold_helper = numext::abs2<RealScalar>(m_colNormsUpdated.maxCoeff() * NumTraits<RealScalar>::epsilon()) / RealScalar(rows); | |
| RealScalar norm_downdate_threshold = numext::sqrt(NumTraits<RealScalar>::epsilon()); | |
| m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case) | |
| m_maxpivot = RealScalar(0); | |
| for(Index k = 0; k < size; ++k) | |
| { | |
| // first, we look up in our table m_colNormsUpdated which column has the biggest norm | |
| Index biggest_col_index; | |
| RealScalar biggest_col_sq_norm = numext::abs2(m_colNormsUpdated.tail(cols-k).maxCoeff(&biggest_col_index)); | |
| biggest_col_index += k; | |
| // Track the number of meaningful pivots but do not stop the decomposition to make | |
| // sure that the initial matrix is properly reproduced. See bug 941. | |
| if(m_nonzero_pivots==size && biggest_col_sq_norm < threshold_helper * RealScalar(rows-k)) | |
| m_nonzero_pivots = k; | |
| // apply the transposition to the columns | |
| m_colsTranspositions.coeffRef(k) = biggest_col_index; | |
| if(k != biggest_col_index) { | |
| m_qr.col(k).swap(m_qr.col(biggest_col_index)); | |
| std::swap(m_colNormsUpdated.coeffRef(k), m_colNormsUpdated.coeffRef(biggest_col_index)); | |
| std::swap(m_colNormsDirect.coeffRef(k), m_colNormsDirect.coeffRef(biggest_col_index)); | |
| ++number_of_transpositions; | |
| } | |
| // generate the householder vector, store it below the diagonal | |
| RealScalar beta; | |
| m_qr.col(k).tail(rows-k).makeHouseholderInPlace(m_hCoeffs.coeffRef(k), beta); | |
| // apply the householder transformation to the diagonal coefficient | |
| m_qr.coeffRef(k,k) = beta; | |
| // remember the maximum absolute value of diagonal coefficients | |
| if(abs(beta) > m_maxpivot) m_maxpivot = abs(beta); | |
| // apply the householder transformation | |
| 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)); | |
| // update our table of norms of the columns | |
| for (Index j = k + 1; j < cols; ++j) { | |
| // The following implements the stable norm downgrade step discussed in | |
| // http://www.netlib.org/lapack/lawnspdf/lawn176.pdf | |
| // and used in LAPACK routines xGEQPF and xGEQP3. | |
| // See lines 278-297 in http://www.netlib.org/lapack/explore-html/dc/df4/sgeqpf_8f_source.html | |
| if (m_colNormsUpdated.coeffRef(j) != RealScalar(0)) { | |
| RealScalar temp = abs(m_qr.coeffRef(k, j)) / m_colNormsUpdated.coeffRef(j); | |
| temp = (RealScalar(1) + temp) * (RealScalar(1) - temp); | |
| temp = temp < RealScalar(0) ? RealScalar(0) : temp; | |
| RealScalar temp2 = temp * numext::abs2<RealScalar>(m_colNormsUpdated.coeffRef(j) / | |
| m_colNormsDirect.coeffRef(j)); | |
| if (temp2 <= norm_downdate_threshold) { | |
| // The updated norm has become too inaccurate so re-compute the column | |
| // norm directly. | |
| m_colNormsDirect.coeffRef(j) = m_qr.col(j).tail(rows - k - 1).norm(); | |
| m_colNormsUpdated.coeffRef(j) = m_colNormsDirect.coeffRef(j); | |
| } else { | |
| m_colNormsUpdated.coeffRef(j) *= numext::sqrt(temp); | |
| } | |
| } | |
| } | |
| } | |
| m_colsPermutation.setIdentity(PermIndexType(cols)); | |
| for(PermIndexType k = 0; k < size/*m_nonzero_pivots*/; ++k) | |
| m_colsPermutation.applyTranspositionOnTheRight(k, PermIndexType(m_colsTranspositions.coeff(k))); | |
| m_det_pq = (number_of_transpositions%2) ? -1 : 1; | |
| m_isInitialized = true; | |
| } | |
| #ifndef EIGEN_PARSED_BY_DOXYGEN | |
| template<typename _MatrixType> | |
| template<typename RhsType, typename DstType> | |
| void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const | |
| { | |
| const Index nonzero_pivots = nonzeroPivots(); | |
| if(nonzero_pivots == 0) | |
| { | |
| dst.setZero(); | |
| return; | |
| } | |
| typename RhsType::PlainObject c(rhs); | |
| c.applyOnTheLeft(householderQ().setLength(nonzero_pivots).adjoint() ); | |
| m_qr.topLeftCorner(nonzero_pivots, nonzero_pivots) | |
| .template triangularView<Upper>() | |
| .solveInPlace(c.topRows(nonzero_pivots)); | |
| for(Index i = 0; i < nonzero_pivots; ++i) dst.row(m_colsPermutation.indices().coeff(i)) = c.row(i); | |
| for(Index i = nonzero_pivots; i < cols(); ++i) dst.row(m_colsPermutation.indices().coeff(i)).setZero(); | |
| } | |
| template<typename _MatrixType> | |
| template<bool Conjugate, typename RhsType, typename DstType> | |
| void ColPivHouseholderQR<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const | |
| { | |
| const Index nonzero_pivots = nonzeroPivots(); | |
| if(nonzero_pivots == 0) | |
| { | |
| dst.setZero(); | |
| return; | |
| } | |
| typename RhsType::PlainObject c(m_colsPermutation.transpose()*rhs); | |
| m_qr.topLeftCorner(nonzero_pivots, nonzero_pivots) | |
| .template triangularView<Upper>() | |
| .transpose().template conjugateIf<Conjugate>() | |
| .solveInPlace(c.topRows(nonzero_pivots)); | |
| dst.topRows(nonzero_pivots) = c.topRows(nonzero_pivots); | |
| dst.bottomRows(rows()-nonzero_pivots).setZero(); | |
| dst.applyOnTheLeft(householderQ().setLength(nonzero_pivots).template conjugateIf<!Conjugate>() ); | |
| } | |
| #endif | |
| namespace internal { | |
| template<typename DstXprType, typename MatrixType> | |
| struct Assignment<DstXprType, Inverse<ColPivHouseholderQR<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename ColPivHouseholderQR<MatrixType>::Scalar>, Dense2Dense> | |
| { | |
| typedef ColPivHouseholderQR<MatrixType> QrType; | |
| typedef Inverse<QrType> SrcXprType; | |
| 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())); | |
| } | |
| }; | |
| } // end namespace internal | |
| /** \returns the matrix Q as a sequence of householder transformations. | |
| * You can extract the meaningful part only by using: | |
| * \code qr.householderQ().setLength(qr.nonzeroPivots()) \endcode*/ | |
| template<typename MatrixType> | |
| typename ColPivHouseholderQR<MatrixType>::HouseholderSequenceType ColPivHouseholderQR<MatrixType> | |
| ::householderQ() const | |
| { | |
| eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); | |
| return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate()); | |
| } | |
| /** \return the column-pivoting Householder QR decomposition of \c *this. | |
| * | |
| * \sa class ColPivHouseholderQR | |
| */ | |
| template<typename Derived> | |
| const ColPivHouseholderQR<typename MatrixBase<Derived>::PlainObject> | |
| MatrixBase<Derived>::colPivHouseholderQr() const | |
| { | |
| return ColPivHouseholderQR<PlainObject>(eval()); | |
| } | |
| } // end namespace Eigen | |
| #endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_H |