1 | // This file is part of Eigen, a lightweight C++ template library |
2 | // for linear algebra. |
3 | // |
4 | // Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com> |
5 | // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> |
6 | // |
7 | // This Source Code Form is subject to the terms of the Mozilla |
8 | // Public License v. 2.0. If a copy of the MPL was not distributed |
9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. |
10 | |
11 | #ifndef EIGEN_HOUSEHOLDER_H |
12 | #define EIGEN_HOUSEHOLDER_H |
13 | |
14 | namespace Eigen { |
15 | |
16 | namespace internal { |
17 | template<int n> struct decrement_size |
18 | { |
19 | enum { |
20 | ret = n==Dynamic ? n : n-1 |
21 | }; |
22 | }; |
23 | } |
24 | |
25 | /** Computes the elementary reflector H such that: |
26 | * \f$ H *this = [ beta 0 ... 0]^T \f$ |
27 | * where the transformation H is: |
28 | * \f$ H = I - tau v v^*\f$ |
29 | * and the vector v is: |
30 | * \f$ v^T = [1 essential^T] \f$ |
31 | * |
32 | * The essential part of the vector \c v is stored in *this. |
33 | * |
34 | * On output: |
35 | * \param tau the scaling factor of the Householder transformation |
36 | * \param beta the result of H * \c *this |
37 | * |
38 | * \sa MatrixBase::makeHouseholder(), MatrixBase::applyHouseholderOnTheLeft(), |
39 | * MatrixBase::applyHouseholderOnTheRight() |
40 | */ |
41 | template<typename Derived> |
42 | void MatrixBase<Derived>::makeHouseholderInPlace(Scalar& tau, RealScalar& beta) |
43 | { |
44 | VectorBlock<Derived, internal::decrement_size<Base::SizeAtCompileTime>::ret> essentialPart(derived(), 1, size()-1); |
45 | makeHouseholder(essentialPart, tau, beta); |
46 | } |
47 | |
48 | /** Computes the elementary reflector H such that: |
49 | * \f$ H *this = [ beta 0 ... 0]^T \f$ |
50 | * where the transformation H is: |
51 | * \f$ H = I - tau v v^*\f$ |
52 | * and the vector v is: |
53 | * \f$ v^T = [1 essential^T] \f$ |
54 | * |
55 | * On output: |
56 | * \param essential the essential part of the vector \c v |
57 | * \param tau the scaling factor of the Householder transformation |
58 | * \param beta the result of H * \c *this |
59 | * |
60 | * \sa MatrixBase::makeHouseholderInPlace(), MatrixBase::applyHouseholderOnTheLeft(), |
61 | * MatrixBase::applyHouseholderOnTheRight() |
62 | */ |
63 | template<typename Derived> |
64 | template<typename EssentialPart> |
65 | void MatrixBase<Derived>::makeHouseholder( |
66 | EssentialPart& essential, |
67 | Scalar& tau, |
68 | RealScalar& beta) const |
69 | { |
70 | using std::sqrt; |
71 | using numext::conj; |
72 | |
73 | EIGEN_STATIC_ASSERT_VECTOR_ONLY(EssentialPart) |
74 | VectorBlock<const Derived, EssentialPart::SizeAtCompileTime> tail(derived(), 1, size()-1); |
75 | |
76 | RealScalar tailSqNorm = size()==1 ? RealScalar(0) : tail.squaredNorm(); |
77 | Scalar c0 = coeff(0); |
78 | const RealScalar tol = (std::numeric_limits<RealScalar>::min)(); |
79 | |
80 | if(tailSqNorm <= tol && numext::abs2(numext::imag(c0))<=tol) |
81 | { |
82 | tau = RealScalar(0); |
83 | beta = numext::real(c0); |
84 | essential.setZero(); |
85 | } |
86 | else |
87 | { |
88 | beta = sqrt(numext::abs2(c0) + tailSqNorm); |
89 | if (numext::real(c0)>=RealScalar(0)) |
90 | beta = -beta; |
91 | essential = tail / (c0 - beta); |
92 | tau = conj((beta - c0) / beta); |
93 | } |
94 | } |
95 | |
96 | /** Apply the elementary reflector H given by |
97 | * \f$ H = I - tau v v^*\f$ |
98 | * with |
99 | * \f$ v^T = [1 essential^T] \f$ |
100 | * from the left to a vector or matrix. |
101 | * |
102 | * On input: |
103 | * \param essential the essential part of the vector \c v |
104 | * \param tau the scaling factor of the Householder transformation |
105 | * \param workspace a pointer to working space with at least |
106 | * this->cols() * essential.size() entries |
107 | * |
108 | * \sa MatrixBase::makeHouseholder(), MatrixBase::makeHouseholderInPlace(), |
109 | * MatrixBase::applyHouseholderOnTheRight() |
110 | */ |
111 | template<typename Derived> |
112 | template<typename EssentialPart> |
113 | void MatrixBase<Derived>::applyHouseholderOnTheLeft( |
114 | const EssentialPart& essential, |
115 | const Scalar& tau, |
116 | Scalar* workspace) |
117 | { |
118 | if(rows() == 1) |
119 | { |
120 | *this *= Scalar(1)-tau; |
121 | } |
122 | else if(tau!=Scalar(0)) |
123 | { |
124 | Map<typename internal::plain_row_type<PlainObject>::type> tmp(workspace,cols()); |
125 | Block<Derived, EssentialPart::SizeAtCompileTime, Derived::ColsAtCompileTime> bottom(derived(), 1, 0, rows()-1, cols()); |
126 | tmp.noalias() = essential.adjoint() * bottom; |
127 | tmp += this->row(0); |
128 | this->row(0) -= tau * tmp; |
129 | bottom.noalias() -= tau * essential * tmp; |
130 | } |
131 | } |
132 | |
133 | /** Apply the elementary reflector H given by |
134 | * \f$ H = I - tau v v^*\f$ |
135 | * with |
136 | * \f$ v^T = [1 essential^T] \f$ |
137 | * from the right to a vector or matrix. |
138 | * |
139 | * On input: |
140 | * \param essential the essential part of the vector \c v |
141 | * \param tau the scaling factor of the Householder transformation |
142 | * \param workspace a pointer to working space with at least |
143 | * this->cols() * essential.size() entries |
144 | * |
145 | * \sa MatrixBase::makeHouseholder(), MatrixBase::makeHouseholderInPlace(), |
146 | * MatrixBase::applyHouseholderOnTheLeft() |
147 | */ |
148 | template<typename Derived> |
149 | template<typename EssentialPart> |
150 | void MatrixBase<Derived>::applyHouseholderOnTheRight( |
151 | const EssentialPart& essential, |
152 | const Scalar& tau, |
153 | Scalar* workspace) |
154 | { |
155 | if(cols() == 1) |
156 | { |
157 | *this *= Scalar(1)-tau; |
158 | } |
159 | else if(tau!=Scalar(0)) |
160 | { |
161 | Map<typename internal::plain_col_type<PlainObject>::type> tmp(workspace,rows()); |
162 | Block<Derived, Derived::RowsAtCompileTime, EssentialPart::SizeAtCompileTime> right(derived(), 0, 1, rows(), cols()-1); |
163 | tmp.noalias() = right * essential.conjugate(); |
164 | tmp += this->col(0); |
165 | this->col(0) -= tau * tmp; |
166 | right.noalias() -= tau * tmp * essential.transpose(); |
167 | } |
168 | } |
169 | |
170 | } // end namespace Eigen |
171 | |
172 | #endif // EIGEN_HOUSEHOLDER_H |
173 | |