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176 lines
5.2 KiB
176 lines
5.2 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) 2010 Benoit Jacob <jacob.benoit.1@gmail.com> |
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// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> |
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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_HOUSEHOLDER_H |
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#define EIGEN_HOUSEHOLDER_H |
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namespace Eigen { |
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namespace internal { |
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template<int n> struct decrement_size |
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{ |
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enum { |
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ret = n==Dynamic ? n : n-1 |
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}; |
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}; |
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} |
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/** Computes the elementary reflector H such that: |
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* \f$ H *this = [ beta 0 ... 0]^T \f$ |
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* where the transformation H is: |
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* \f$ H = I - tau v v^*\f$ |
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* and the vector v is: |
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* \f$ v^T = [1 essential^T] \f$ |
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* |
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* The essential part of the vector \c v is stored in *this. |
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* |
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* On output: |
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* \param tau the scaling factor of the Householder transformation |
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* \param beta the result of H * \c *this |
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* |
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* \sa MatrixBase::makeHouseholder(), MatrixBase::applyHouseholderOnTheLeft(), |
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* MatrixBase::applyHouseholderOnTheRight() |
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*/ |
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template<typename Derived> |
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EIGEN_DEVICE_FUNC |
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void MatrixBase<Derived>::makeHouseholderInPlace(Scalar& tau, RealScalar& beta) |
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{ |
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VectorBlock<Derived, internal::decrement_size<Base::SizeAtCompileTime>::ret> essentialPart(derived(), 1, size()-1); |
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makeHouseholder(essentialPart, tau, beta); |
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} |
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/** Computes the elementary reflector H such that: |
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* \f$ H *this = [ beta 0 ... 0]^T \f$ |
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* where the transformation H is: |
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* \f$ H = I - tau v v^*\f$ |
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* and the vector v is: |
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* \f$ v^T = [1 essential^T] \f$ |
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* |
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* On output: |
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* \param essential the essential part of the vector \c v |
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* \param tau the scaling factor of the Householder transformation |
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* \param beta the result of H * \c *this |
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* |
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* \sa MatrixBase::makeHouseholderInPlace(), MatrixBase::applyHouseholderOnTheLeft(), |
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* MatrixBase::applyHouseholderOnTheRight() |
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*/ |
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template<typename Derived> |
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template<typename EssentialPart> |
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EIGEN_DEVICE_FUNC |
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void MatrixBase<Derived>::makeHouseholder( |
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EssentialPart& essential, |
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Scalar& tau, |
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RealScalar& beta) const |
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{ |
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using std::sqrt; |
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using numext::conj; |
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EIGEN_STATIC_ASSERT_VECTOR_ONLY(EssentialPart) |
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VectorBlock<const Derived, EssentialPart::SizeAtCompileTime> tail(derived(), 1, size()-1); |
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RealScalar tailSqNorm = size()==1 ? RealScalar(0) : tail.squaredNorm(); |
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Scalar c0 = coeff(0); |
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const RealScalar tol = (std::numeric_limits<RealScalar>::min)(); |
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if(tailSqNorm <= tol && numext::abs2(numext::imag(c0))<=tol) |
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{ |
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tau = RealScalar(0); |
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beta = numext::real(c0); |
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essential.setZero(); |
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} |
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else |
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{ |
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beta = sqrt(numext::abs2(c0) + tailSqNorm); |
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if (numext::real(c0)>=RealScalar(0)) |
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beta = -beta; |
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essential = tail / (c0 - beta); |
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tau = conj((beta - c0) / beta); |
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} |
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} |
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/** Apply the elementary reflector H given by |
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* \f$ H = I - tau v v^*\f$ |
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* with |
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* \f$ v^T = [1 essential^T] \f$ |
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* from the left to a vector or matrix. |
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* |
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* On input: |
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* \param essential the essential part of the vector \c v |
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* \param tau the scaling factor of the Householder transformation |
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* \param workspace a pointer to working space with at least |
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* this->cols() entries |
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* |
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* \sa MatrixBase::makeHouseholder(), MatrixBase::makeHouseholderInPlace(), |
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* MatrixBase::applyHouseholderOnTheRight() |
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*/ |
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template<typename Derived> |
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template<typename EssentialPart> |
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EIGEN_DEVICE_FUNC |
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void MatrixBase<Derived>::applyHouseholderOnTheLeft( |
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const EssentialPart& essential, |
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const Scalar& tau, |
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Scalar* workspace) |
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{ |
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if(rows() == 1) |
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{ |
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*this *= Scalar(1)-tau; |
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} |
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else if(tau!=Scalar(0)) |
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{ |
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Map<typename internal::plain_row_type<PlainObject>::type> tmp(workspace,cols()); |
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Block<Derived, EssentialPart::SizeAtCompileTime, Derived::ColsAtCompileTime> bottom(derived(), 1, 0, rows()-1, cols()); |
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tmp.noalias() = essential.adjoint() * bottom; |
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tmp += this->row(0); |
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this->row(0) -= tau * tmp; |
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bottom.noalias() -= tau * essential * tmp; |
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} |
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} |
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/** Apply the elementary reflector H given by |
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* \f$ H = I - tau v v^*\f$ |
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* with |
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* \f$ v^T = [1 essential^T] \f$ |
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* from the right to a vector or matrix. |
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* |
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* On input: |
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* \param essential the essential part of the vector \c v |
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* \param tau the scaling factor of the Householder transformation |
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* \param workspace a pointer to working space with at least |
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* this->rows() entries |
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* |
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* \sa MatrixBase::makeHouseholder(), MatrixBase::makeHouseholderInPlace(), |
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* MatrixBase::applyHouseholderOnTheLeft() |
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*/ |
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template<typename Derived> |
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template<typename EssentialPart> |
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EIGEN_DEVICE_FUNC |
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void MatrixBase<Derived>::applyHouseholderOnTheRight( |
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const EssentialPart& essential, |
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const Scalar& tau, |
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Scalar* workspace) |
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{ |
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if(cols() == 1) |
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{ |
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*this *= Scalar(1)-tau; |
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} |
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else if(tau!=Scalar(0)) |
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{ |
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Map<typename internal::plain_col_type<PlainObject>::type> tmp(workspace,rows()); |
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Block<Derived, Derived::RowsAtCompileTime, EssentialPart::SizeAtCompileTime> right(derived(), 0, 1, rows(), cols()-1); |
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tmp.noalias() = right * essential; |
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tmp += this->col(0); |
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this->col(0) -= tau * tmp; |
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right.noalias() -= tau * tmp * essential.adjoint(); |
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} |
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} |
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} // end namespace Eigen |
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#endif // EIGEN_HOUSEHOLDER_H
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