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713 lines
26 KiB
713 lines
26 KiB
// This file is part of Eigen, a lightweight C++ template library |
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// for linear algebra. |
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// |
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// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> |
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// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> |
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// |
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// This Source Code Form is subject to the terms of the Mozilla |
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// Public License v. 2.0. If a copy of the MPL was not distributed |
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// with this file, You can obtain one at the mozilla.org home page |
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#ifndef EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H |
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#define EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H |
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namespace Eigen { |
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namespace internal { |
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template<typename _MatrixType> struct traits<FullPivHouseholderQR<_MatrixType> > |
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: traits<_MatrixType> |
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{ |
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typedef MatrixXpr XprKind; |
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typedef SolverStorage StorageKind; |
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typedef int StorageIndex; |
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enum { Flags = 0 }; |
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}; |
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template<typename MatrixType> struct FullPivHouseholderQRMatrixQReturnType; |
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template<typename MatrixType> |
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struct traits<FullPivHouseholderQRMatrixQReturnType<MatrixType> > |
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{ |
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typedef typename MatrixType::PlainObject ReturnType; |
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}; |
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} // end namespace internal |
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/** \ingroup QR_Module |
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* |
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* \class FullPivHouseholderQR |
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* |
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* \brief Householder rank-revealing QR decomposition of a matrix with full pivoting |
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* |
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* \tparam _MatrixType the type of the matrix of which we are computing the QR decomposition |
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* |
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* This class performs a rank-revealing QR decomposition of a matrix \b A into matrices \b P, \b P', \b Q and \b R |
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* such that |
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* \f[ |
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* \mathbf{P} \, \mathbf{A} \, \mathbf{P}' = \mathbf{Q} \, \mathbf{R} |
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* \f] |
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* by using Householder transformations. Here, \b P and \b P' are permutation matrices, \b Q a unitary matrix |
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* and \b R an upper triangular matrix. |
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* |
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* This decomposition performs a very prudent full pivoting in order to be rank-revealing and achieve optimal |
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* numerical stability. The trade-off is that it is slower than HouseholderQR and ColPivHouseholderQR. |
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* |
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* This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism. |
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* |
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* \sa MatrixBase::fullPivHouseholderQr() |
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*/ |
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template<typename _MatrixType> class FullPivHouseholderQR |
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: public SolverBase<FullPivHouseholderQR<_MatrixType> > |
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{ |
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public: |
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typedef _MatrixType MatrixType; |
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typedef SolverBase<FullPivHouseholderQR> Base; |
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friend class SolverBase<FullPivHouseholderQR>; |
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EIGEN_GENERIC_PUBLIC_INTERFACE(FullPivHouseholderQR) |
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enum { |
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, |
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime |
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}; |
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typedef internal::FullPivHouseholderQRMatrixQReturnType<MatrixType> MatrixQReturnType; |
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typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; |
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typedef Matrix<StorageIndex, 1, |
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EIGEN_SIZE_MIN_PREFER_DYNAMIC(ColsAtCompileTime,RowsAtCompileTime), RowMajor, 1, |
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EIGEN_SIZE_MIN_PREFER_FIXED(MaxColsAtCompileTime,MaxRowsAtCompileTime)> IntDiagSizeVectorType; |
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typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType; |
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typedef typename internal::plain_row_type<MatrixType>::type RowVectorType; |
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typedef typename internal::plain_col_type<MatrixType>::type ColVectorType; |
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typedef typename MatrixType::PlainObject PlainObject; |
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/** \brief Default Constructor. |
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* |
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* The default constructor is useful in cases in which the user intends to |
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* perform decompositions via FullPivHouseholderQR::compute(const MatrixType&). |
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*/ |
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FullPivHouseholderQR() |
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: m_qr(), |
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m_hCoeffs(), |
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m_rows_transpositions(), |
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m_cols_transpositions(), |
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m_cols_permutation(), |
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m_temp(), |
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m_isInitialized(false), |
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m_usePrescribedThreshold(false) {} |
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/** \brief Default Constructor with memory preallocation |
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* |
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* Like the default constructor but with preallocation of the internal data |
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* according to the specified problem \a size. |
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* \sa FullPivHouseholderQR() |
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*/ |
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FullPivHouseholderQR(Index rows, Index cols) |
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: m_qr(rows, cols), |
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m_hCoeffs((std::min)(rows,cols)), |
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m_rows_transpositions((std::min)(rows,cols)), |
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m_cols_transpositions((std::min)(rows,cols)), |
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m_cols_permutation(cols), |
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m_temp(cols), |
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m_isInitialized(false), |
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m_usePrescribedThreshold(false) {} |
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/** \brief Constructs a QR factorization from a given matrix |
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* |
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* This constructor computes the QR factorization of the matrix \a matrix by calling |
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* the method compute(). It is a short cut for: |
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* |
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* \code |
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* FullPivHouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols()); |
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* qr.compute(matrix); |
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* \endcode |
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* |
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* \sa compute() |
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*/ |
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template<typename InputType> |
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explicit FullPivHouseholderQR(const EigenBase<InputType>& matrix) |
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: m_qr(matrix.rows(), matrix.cols()), |
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m_hCoeffs((std::min)(matrix.rows(), matrix.cols())), |
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m_rows_transpositions((std::min)(matrix.rows(), matrix.cols())), |
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m_cols_transpositions((std::min)(matrix.rows(), matrix.cols())), |
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m_cols_permutation(matrix.cols()), |
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m_temp(matrix.cols()), |
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m_isInitialized(false), |
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m_usePrescribedThreshold(false) |
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{ |
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compute(matrix.derived()); |
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} |
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/** \brief Constructs a QR factorization from a given matrix |
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* |
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* This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref. |
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* |
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* \sa FullPivHouseholderQR(const EigenBase&) |
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*/ |
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template<typename InputType> |
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explicit FullPivHouseholderQR(EigenBase<InputType>& matrix) |
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: m_qr(matrix.derived()), |
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m_hCoeffs((std::min)(matrix.rows(), matrix.cols())), |
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m_rows_transpositions((std::min)(matrix.rows(), matrix.cols())), |
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m_cols_transpositions((std::min)(matrix.rows(), matrix.cols())), |
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m_cols_permutation(matrix.cols()), |
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m_temp(matrix.cols()), |
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m_isInitialized(false), |
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m_usePrescribedThreshold(false) |
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{ |
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computeInPlace(); |
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} |
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#ifdef EIGEN_PARSED_BY_DOXYGEN |
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/** This method finds a solution x to the equation Ax=b, where A is the matrix of which |
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* \c *this is the QR decomposition. |
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* |
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* \param b the right-hand-side of the equation to solve. |
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* |
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* \returns the exact or least-square solution if the rank is greater or equal to the number of columns of A, |
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* and an arbitrary solution otherwise. |
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* |
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* \note_about_checking_solutions |
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* |
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* \note_about_arbitrary_choice_of_solution |
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* |
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* Example: \include FullPivHouseholderQR_solve.cpp |
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* Output: \verbinclude FullPivHouseholderQR_solve.out |
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*/ |
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template<typename Rhs> |
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inline const Solve<FullPivHouseholderQR, Rhs> |
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solve(const MatrixBase<Rhs>& b) const; |
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#endif |
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/** \returns Expression object representing the matrix Q |
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*/ |
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MatrixQReturnType matrixQ(void) const; |
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/** \returns a reference to the matrix where the Householder QR decomposition is stored |
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*/ |
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const MatrixType& matrixQR() const |
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{ |
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); |
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return m_qr; |
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} |
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template<typename InputType> |
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FullPivHouseholderQR& compute(const EigenBase<InputType>& matrix); |
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/** \returns a const reference to the column permutation matrix */ |
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const PermutationType& colsPermutation() const |
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{ |
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); |
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return m_cols_permutation; |
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} |
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/** \returns a const reference to the vector of indices representing the rows transpositions */ |
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const IntDiagSizeVectorType& rowsTranspositions() const |
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{ |
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); |
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return m_rows_transpositions; |
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} |
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/** \returns the absolute value of the determinant of the matrix of which |
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* *this is the QR decomposition. It has only linear complexity |
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* (that is, O(n) where n is the dimension of the square matrix) |
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* as the QR decomposition has already been computed. |
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* |
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* \note This is only for square matrices. |
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* |
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* \warning a determinant can be very big or small, so for matrices |
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* of large enough dimension, there is a risk of overflow/underflow. |
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* One way to work around that is to use logAbsDeterminant() instead. |
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* |
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* \sa logAbsDeterminant(), MatrixBase::determinant() |
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*/ |
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typename MatrixType::RealScalar absDeterminant() const; |
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/** \returns the natural log of the absolute value of the determinant of the matrix of which |
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* *this is the QR decomposition. It has only linear complexity |
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* (that is, O(n) where n is the dimension of the square matrix) |
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* as the QR decomposition has already been computed. |
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* |
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* \note This is only for square matrices. |
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* |
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* \note This method is useful to work around the risk of overflow/underflow that's inherent |
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* to determinant computation. |
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* |
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* \sa absDeterminant(), MatrixBase::determinant() |
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*/ |
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typename MatrixType::RealScalar logAbsDeterminant() const; |
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/** \returns the rank of the matrix of which *this is the QR decomposition. |
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* |
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* \note This method has to determine which pivots should be considered nonzero. |
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* For that, it uses the threshold value that you can control by calling |
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* setThreshold(const RealScalar&). |
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*/ |
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inline Index rank() const |
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{ |
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using std::abs; |
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); |
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RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); |
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Index result = 0; |
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for(Index i = 0; i < m_nonzero_pivots; ++i) |
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result += (abs(m_qr.coeff(i,i)) > premultiplied_threshold); |
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return result; |
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} |
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/** \returns the dimension of the kernel of the matrix of which *this is the QR decomposition. |
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* |
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* \note This method has to determine which pivots should be considered nonzero. |
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* For that, it uses the threshold value that you can control by calling |
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* setThreshold(const RealScalar&). |
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*/ |
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inline Index dimensionOfKernel() const |
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{ |
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); |
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return cols() - rank(); |
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} |
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/** \returns true if the matrix of which *this is the QR decomposition represents an injective |
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* linear map, i.e. has trivial kernel; false otherwise. |
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* |
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* \note This method has to determine which pivots should be considered nonzero. |
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* For that, it uses the threshold value that you can control by calling |
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* setThreshold(const RealScalar&). |
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*/ |
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inline bool isInjective() const |
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{ |
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); |
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return rank() == cols(); |
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} |
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/** \returns true if the matrix of which *this is the QR decomposition represents a surjective |
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* linear map; false otherwise. |
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* |
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* \note This method has to determine which pivots should be considered nonzero. |
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* For that, it uses the threshold value that you can control by calling |
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* setThreshold(const RealScalar&). |
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*/ |
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inline bool isSurjective() const |
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{ |
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); |
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return rank() == rows(); |
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} |
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/** \returns true if the matrix of which *this is the QR decomposition is invertible. |
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* |
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* \note This method has to determine which pivots should be considered nonzero. |
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* For that, it uses the threshold value that you can control by calling |
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* setThreshold(const RealScalar&). |
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*/ |
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inline bool isInvertible() const |
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{ |
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); |
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return isInjective() && isSurjective(); |
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} |
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/** \returns the inverse of the matrix of which *this is the QR decomposition. |
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* |
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* \note If this matrix is not invertible, the returned matrix has undefined coefficients. |
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* Use isInvertible() to first determine whether this matrix is invertible. |
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*/ |
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inline const Inverse<FullPivHouseholderQR> inverse() const |
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{ |
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); |
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return Inverse<FullPivHouseholderQR>(*this); |
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} |
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inline Index rows() const { return m_qr.rows(); } |
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inline Index cols() const { return m_qr.cols(); } |
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/** \returns a const reference to the vector of Householder coefficients used to represent the factor \c Q. |
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* |
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* For advanced uses only. |
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*/ |
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const HCoeffsType& hCoeffs() const { return m_hCoeffs; } |
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/** Allows to prescribe a threshold to be used by certain methods, such as rank(), |
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* who need to determine when pivots are to be considered nonzero. This is not used for the |
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* QR decomposition itself. |
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* |
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* When it needs to get the threshold value, Eigen calls threshold(). By default, this |
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* uses a formula to automatically determine a reasonable threshold. |
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* Once you have called the present method setThreshold(const RealScalar&), |
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* your value is used instead. |
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* |
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* \param threshold The new value to use as the threshold. |
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* |
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* A pivot will be considered nonzero if its absolute value is strictly greater than |
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* \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$ |
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* where maxpivot is the biggest pivot. |
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* |
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* If you want to come back to the default behavior, call setThreshold(Default_t) |
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*/ |
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FullPivHouseholderQR& setThreshold(const RealScalar& threshold) |
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{ |
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m_usePrescribedThreshold = true; |
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m_prescribedThreshold = threshold; |
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return *this; |
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} |
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/** Allows to come back to the default behavior, letting Eigen use its default formula for |
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* determining the threshold. |
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* |
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* You should pass the special object Eigen::Default as parameter here. |
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* \code qr.setThreshold(Eigen::Default); \endcode |
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* |
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* See the documentation of setThreshold(const RealScalar&). |
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*/ |
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FullPivHouseholderQR& setThreshold(Default_t) |
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{ |
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m_usePrescribedThreshold = false; |
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return *this; |
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} |
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/** Returns the threshold that will be used by certain methods such as rank(). |
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* |
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* See the documentation of setThreshold(const RealScalar&). |
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*/ |
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RealScalar threshold() const |
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{ |
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eigen_assert(m_isInitialized || m_usePrescribedThreshold); |
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return m_usePrescribedThreshold ? m_prescribedThreshold |
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// this formula comes from experimenting (see "LU precision tuning" thread on the list) |
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// and turns out to be identical to Higham's formula used already in LDLt. |
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: NumTraits<Scalar>::epsilon() * RealScalar(m_qr.diagonalSize()); |
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} |
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/** \returns the number of nonzero pivots in the QR decomposition. |
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* Here nonzero is meant in the exact sense, not in a fuzzy sense. |
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* So that notion isn't really intrinsically interesting, but it is |
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* still useful when implementing algorithms. |
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* |
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* \sa rank() |
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*/ |
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inline Index nonzeroPivots() const |
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{ |
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eigen_assert(m_isInitialized && "LU is not initialized."); |
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return m_nonzero_pivots; |
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} |
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/** \returns the absolute value of the biggest pivot, i.e. the biggest |
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* diagonal coefficient of U. |
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*/ |
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RealScalar maxPivot() const { return m_maxpivot; } |
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#ifndef EIGEN_PARSED_BY_DOXYGEN |
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template<typename RhsType, typename DstType> |
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void _solve_impl(const RhsType &rhs, DstType &dst) const; |
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template<bool Conjugate, typename RhsType, typename DstType> |
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void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const; |
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#endif |
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protected: |
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static void check_template_parameters() |
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{ |
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EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar); |
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} |
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void computeInPlace(); |
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MatrixType m_qr; |
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HCoeffsType m_hCoeffs; |
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IntDiagSizeVectorType m_rows_transpositions; |
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IntDiagSizeVectorType m_cols_transpositions; |
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PermutationType m_cols_permutation; |
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RowVectorType m_temp; |
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bool m_isInitialized, m_usePrescribedThreshold; |
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RealScalar m_prescribedThreshold, m_maxpivot; |
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Index m_nonzero_pivots; |
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RealScalar m_precision; |
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Index m_det_pq; |
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}; |
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template<typename MatrixType> |
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typename MatrixType::RealScalar FullPivHouseholderQR<MatrixType>::absDeterminant() const |
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{ |
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using std::abs; |
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); |
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eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!"); |
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return abs(m_qr.diagonal().prod()); |
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} |
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template<typename MatrixType> |
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typename MatrixType::RealScalar FullPivHouseholderQR<MatrixType>::logAbsDeterminant() const |
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{ |
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); |
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eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!"); |
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return m_qr.diagonal().cwiseAbs().array().log().sum(); |
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} |
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/** Performs the QR factorization of the given matrix \a matrix. The result of |
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* the factorization is stored into \c *this, and a reference to \c *this |
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* is returned. |
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* |
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* \sa class FullPivHouseholderQR, FullPivHouseholderQR(const MatrixType&) |
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*/ |
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template<typename MatrixType> |
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template<typename InputType> |
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FullPivHouseholderQR<MatrixType>& FullPivHouseholderQR<MatrixType>::compute(const EigenBase<InputType>& matrix) |
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{ |
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m_qr = matrix.derived(); |
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computeInPlace(); |
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return *this; |
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} |
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template<typename MatrixType> |
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void FullPivHouseholderQR<MatrixType>::computeInPlace() |
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{ |
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check_template_parameters(); |
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using std::abs; |
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Index rows = m_qr.rows(); |
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Index cols = m_qr.cols(); |
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Index size = (std::min)(rows,cols); |
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m_hCoeffs.resize(size); |
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m_temp.resize(cols); |
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m_precision = NumTraits<Scalar>::epsilon() * RealScalar(size); |
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m_rows_transpositions.resize(size); |
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m_cols_transpositions.resize(size); |
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Index number_of_transpositions = 0; |
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RealScalar biggest(0); |
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m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case) |
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m_maxpivot = RealScalar(0); |
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for (Index k = 0; k < size; ++k) |
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{ |
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Index row_of_biggest_in_corner, col_of_biggest_in_corner; |
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typedef internal::scalar_score_coeff_op<Scalar> Scoring; |
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typedef typename Scoring::result_type Score; |
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Score score = m_qr.bottomRightCorner(rows-k, cols-k) |
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.unaryExpr(Scoring()) |
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.maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner); |
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row_of_biggest_in_corner += k; |
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col_of_biggest_in_corner += k; |
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RealScalar biggest_in_corner = internal::abs_knowing_score<Scalar>()(m_qr(row_of_biggest_in_corner, col_of_biggest_in_corner), score); |
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if(k==0) biggest = biggest_in_corner; |
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// if the corner is negligible, then we have less than full rank, and we can finish early |
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if(internal::isMuchSmallerThan(biggest_in_corner, biggest, m_precision)) |
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{ |
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m_nonzero_pivots = k; |
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for(Index i = k; i < size; i++) |
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{ |
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m_rows_transpositions.coeffRef(i) = internal::convert_index<StorageIndex>(i); |
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m_cols_transpositions.coeffRef(i) = internal::convert_index<StorageIndex>(i); |
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m_hCoeffs.coeffRef(i) = Scalar(0); |
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} |
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break; |
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} |
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m_rows_transpositions.coeffRef(k) = internal::convert_index<StorageIndex>(row_of_biggest_in_corner); |
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m_cols_transpositions.coeffRef(k) = internal::convert_index<StorageIndex>(col_of_biggest_in_corner); |
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if(k != row_of_biggest_in_corner) { |
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m_qr.row(k).tail(cols-k).swap(m_qr.row(row_of_biggest_in_corner).tail(cols-k)); |
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++number_of_transpositions; |
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} |
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if(k != col_of_biggest_in_corner) { |
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m_qr.col(k).swap(m_qr.col(col_of_biggest_in_corner)); |
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++number_of_transpositions; |
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} |
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RealScalar beta; |
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m_qr.col(k).tail(rows-k).makeHouseholderInPlace(m_hCoeffs.coeffRef(k), beta); |
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m_qr.coeffRef(k,k) = beta; |
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// remember the maximum absolute value of diagonal coefficients |
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if(abs(beta) > m_maxpivot) m_maxpivot = abs(beta); |
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m_qr.bottomRightCorner(rows-k, cols-k-1) |
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.applyHouseholderOnTheLeft(m_qr.col(k).tail(rows-k-1), m_hCoeffs.coeffRef(k), &m_temp.coeffRef(k+1)); |
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} |
|
|
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m_cols_permutation.setIdentity(cols); |
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for(Index k = 0; k < size; ++k) |
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m_cols_permutation.applyTranspositionOnTheRight(k, m_cols_transpositions.coeff(k)); |
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|
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m_det_pq = (number_of_transpositions%2) ? -1 : 1; |
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m_isInitialized = true; |
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} |
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|
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#ifndef EIGEN_PARSED_BY_DOXYGEN |
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template<typename _MatrixType> |
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template<typename RhsType, typename DstType> |
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void FullPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const |
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{ |
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const Index l_rank = rank(); |
|
|
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// FIXME introduce nonzeroPivots() and use it here. and more generally, |
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// make the same improvements in this dec as in FullPivLU. |
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if(l_rank==0) |
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{ |
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dst.setZero(); |
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return; |
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} |
|
|
|
typename RhsType::PlainObject c(rhs); |
|
|
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Matrix<typename RhsType::Scalar,1,RhsType::ColsAtCompileTime> temp(rhs.cols()); |
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for (Index k = 0; k < l_rank; ++k) |
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{ |
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Index remainingSize = rows()-k; |
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c.row(k).swap(c.row(m_rows_transpositions.coeff(k))); |
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c.bottomRightCorner(remainingSize, rhs.cols()) |
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.applyHouseholderOnTheLeft(m_qr.col(k).tail(remainingSize-1), |
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m_hCoeffs.coeff(k), &temp.coeffRef(0)); |
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} |
|
|
|
m_qr.topLeftCorner(l_rank, l_rank) |
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.template triangularView<Upper>() |
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.solveInPlace(c.topRows(l_rank)); |
|
|
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for(Index i = 0; i < l_rank; ++i) dst.row(m_cols_permutation.indices().coeff(i)) = c.row(i); |
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for(Index i = l_rank; i < cols(); ++i) dst.row(m_cols_permutation.indices().coeff(i)).setZero(); |
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} |
|
|
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template<typename _MatrixType> |
|
template<bool Conjugate, typename RhsType, typename DstType> |
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void FullPivHouseholderQR<_MatrixType>::_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> |
|
struct Assignment<DstXprType, Inverse<FullPivHouseholderQR<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename FullPivHouseholderQR<MatrixType>::Scalar>, Dense2Dense> |
|
{ |
|
typedef FullPivHouseholderQR<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())); |
|
} |
|
}; |
|
|
|
/** \ingroup QR_Module |
|
* |
|
* \brief Expression type for return value of FullPivHouseholderQR::matrixQ() |
|
* |
|
* \tparam MatrixType type of underlying dense matrix |
|
*/ |
|
template<typename MatrixType> struct FullPivHouseholderQRMatrixQReturnType |
|
: public ReturnByValue<FullPivHouseholderQRMatrixQReturnType<MatrixType> > |
|
{ |
|
public: |
|
typedef typename FullPivHouseholderQR<MatrixType>::IntDiagSizeVectorType IntDiagSizeVectorType; |
|
typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; |
|
typedef Matrix<typename MatrixType::Scalar, 1, MatrixType::RowsAtCompileTime, RowMajor, 1, |
|
MatrixType::MaxRowsAtCompileTime> WorkVectorType; |
|
|
|
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; |
|
}; |
|
|
|
// template<typename MatrixType> |
|
// struct evaluator<FullPivHouseholderQRMatrixQReturnType<MatrixType> > |
|
// : public evaluator<ReturnByValue<FullPivHouseholderQRMatrixQReturnType<MatrixType> > > |
|
// {}; |
|
|
|
} // end namespace internal |
|
|
|
template<typename MatrixType> |
|
inline typename FullPivHouseholderQR<MatrixType>::MatrixQReturnType FullPivHouseholderQR<MatrixType>::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> |
|
const FullPivHouseholderQR<typename MatrixBase<Derived>::PlainObject> |
|
MatrixBase<Derived>::fullPivHouseholderQr() const |
|
{ |
|
return FullPivHouseholderQR<PlainObject>(eval()); |
|
} |
|
|
|
} // end namespace Eigen |
|
|
|
#endif // EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H
|
|
|