173 lines
5.2 KiB
C++
173 lines
5.2 KiB
C++
// 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 http://mozilla.org/MPL/2.0/.
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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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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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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() * essential.size() 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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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
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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->cols() * essential.size() 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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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
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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.conjugate();
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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.transpose();
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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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