1 | // This file is part of Eigen, a lightweight C++ template library |
2 | // for linear algebra. |
3 | // |
4 | // Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com> |
5 | // Copyright (C) 2013-2016 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_REALSVD2X2_H |
12 | #define EIGEN_REALSVD2X2_H |
13 | |
14 | namespace Eigen { |
15 | |
16 | namespace internal { |
17 | |
18 | template<typename MatrixType, typename RealScalar, typename Index> |
19 | void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q, |
20 | JacobiRotation<RealScalar> *j_left, |
21 | JacobiRotation<RealScalar> *j_right) |
22 | { |
23 | using std::sqrt; |
24 | using std::abs; |
25 | Matrix<RealScalar,2,2> m; |
26 | m << numext::real(matrix.coeff(p,p)), numext::real(matrix.coeff(p,q)), |
27 | numext::real(matrix.coeff(q,p)), numext::real(matrix.coeff(q,q)); |
28 | JacobiRotation<RealScalar> rot1; |
29 | RealScalar t = m.coeff(0,0) + m.coeff(1,1); |
30 | RealScalar d = m.coeff(1,0) - m.coeff(0,1); |
31 | |
32 | if(abs(d) < (std::numeric_limits<RealScalar>::min)()) |
33 | { |
34 | rot1.s() = RealScalar(0); |
35 | rot1.c() = RealScalar(1); |
36 | } |
37 | else |
38 | { |
39 | // If d!=0, then t/d cannot overflow because the magnitude of the |
40 | // entries forming d are not too small compared to the ones forming t. |
41 | RealScalar u = t / d; |
42 | RealScalar tmp = sqrt(RealScalar(1) + numext::abs2(u)); |
43 | rot1.s() = RealScalar(1) / tmp; |
44 | rot1.c() = u / tmp; |
45 | } |
46 | m.applyOnTheLeft(0,1,rot1); |
47 | j_right->makeJacobi(m,0,1); |
48 | *j_left = rot1 * j_right->transpose(); |
49 | } |
50 | |
51 | } // end namespace internal |
52 | |
53 | } // end namespace Eigen |
54 | |
55 | #endif // EIGEN_REALSVD2X2_H |
56 | |