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| #ifndef EIGEN_COMPLETEORTHOGONALDECOMPOSITION_H |
| #define EIGEN_COMPLETEORTHOGONALDECOMPOSITION_H |
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| namespace Eigen { |
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| namespace internal { |
| template <typename _MatrixType> |
| struct traits<CompleteOrthogonalDecomposition<_MatrixType> > |
| : traits<_MatrixType> { |
| typedef MatrixXpr XprKind; |
| typedef SolverStorage StorageKind; |
| typedef int StorageIndex; |
| enum { Flags = 0 }; |
| }; |
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| } |
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| template <typename _MatrixType> class CompleteOrthogonalDecomposition |
| : public SolverBase<CompleteOrthogonalDecomposition<_MatrixType> > |
| { |
| public: |
| typedef _MatrixType MatrixType; |
| typedef SolverBase<CompleteOrthogonalDecomposition> Base; |
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| template<typename Derived> |
| friend struct internal::solve_assertion; |
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| EIGEN_GENERIC_PUBLIC_INTERFACE(CompleteOrthogonalDecomposition) |
| enum { |
| MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, |
| MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime |
| }; |
| typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; |
| typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> |
| PermutationType; |
| typedef typename internal::plain_row_type<MatrixType, Index>::type |
| IntRowVectorType; |
| typedef typename internal::plain_row_type<MatrixType>::type RowVectorType; |
| typedef typename internal::plain_row_type<MatrixType, RealScalar>::type |
| RealRowVectorType; |
| typedef HouseholderSequence< |
| MatrixType, typename internal::remove_all< |
| typename HCoeffsType::ConjugateReturnType>::type> |
| HouseholderSequenceType; |
| typedef typename MatrixType::PlainObject PlainObject; |
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| private: |
| typedef typename PermutationType::Index PermIndexType; |
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| public: |
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| CompleteOrthogonalDecomposition() : m_cpqr(), m_zCoeffs(), m_temp() {} |
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| CompleteOrthogonalDecomposition(Index rows, Index cols) |
| : m_cpqr(rows, cols), m_zCoeffs((std::min)(rows, cols)), m_temp(cols) {} |
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| template <typename InputType> |
| explicit CompleteOrthogonalDecomposition(const EigenBase<InputType>& matrix) |
| : m_cpqr(matrix.rows(), matrix.cols()), |
| m_zCoeffs((std::min)(matrix.rows(), matrix.cols())), |
| m_temp(matrix.cols()) |
| { |
| compute(matrix.derived()); |
| } |
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| template<typename InputType> |
| explicit CompleteOrthogonalDecomposition(EigenBase<InputType>& matrix) |
| : m_cpqr(matrix.derived()), |
| m_zCoeffs((std::min)(matrix.rows(), matrix.cols())), |
| m_temp(matrix.cols()) |
| { |
| computeInPlace(); |
| } |
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| #ifdef EIGEN_PARSED_BY_DOXYGEN |
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| template <typename Rhs> |
| inline const Solve<CompleteOrthogonalDecomposition, Rhs> solve( |
| const MatrixBase<Rhs>& b) const; |
| #endif |
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| HouseholderSequenceType householderQ(void) const; |
| HouseholderSequenceType matrixQ(void) const { return m_cpqr.householderQ(); } |
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| MatrixType matrixZ() const { |
| MatrixType Z = MatrixType::Identity(m_cpqr.cols(), m_cpqr.cols()); |
| applyZOnTheLeftInPlace<false>(Z); |
| return Z; |
| } |
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| const MatrixType& matrixQTZ() const { return m_cpqr.matrixQR(); } |
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| const MatrixType& matrixT() const { return m_cpqr.matrixQR(); } |
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| template <typename InputType> |
| CompleteOrthogonalDecomposition& compute(const EigenBase<InputType>& matrix) { |
| |
| m_cpqr.compute(matrix); |
| computeInPlace(); |
| return *this; |
| } |
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| const PermutationType& colsPermutation() const { |
| return m_cpqr.colsPermutation(); |
| } |
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| typename MatrixType::RealScalar absDeterminant() const; |
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| typename MatrixType::RealScalar logAbsDeterminant() const; |
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| inline Index rank() const { return m_cpqr.rank(); } |
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| inline Index dimensionOfKernel() const { return m_cpqr.dimensionOfKernel(); } |
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| inline bool isInjective() const { return m_cpqr.isInjective(); } |
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| inline bool isSurjective() const { return m_cpqr.isSurjective(); } |
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| inline bool isInvertible() const { return m_cpqr.isInvertible(); } |
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| inline const Inverse<CompleteOrthogonalDecomposition> pseudoInverse() const |
| { |
| eigen_assert(m_cpqr.m_isInitialized && "CompleteOrthogonalDecomposition is not initialized."); |
| return Inverse<CompleteOrthogonalDecomposition>(*this); |
| } |
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| inline Index rows() const { return m_cpqr.rows(); } |
| inline Index cols() const { return m_cpqr.cols(); } |
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| inline const HCoeffsType& hCoeffs() const { return m_cpqr.hCoeffs(); } |
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| const HCoeffsType& zCoeffs() const { return m_zCoeffs; } |
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| CompleteOrthogonalDecomposition& setThreshold(const RealScalar& threshold) { |
| m_cpqr.setThreshold(threshold); |
| return *this; |
| } |
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| CompleteOrthogonalDecomposition& setThreshold(Default_t) { |
| m_cpqr.setThreshold(Default); |
| return *this; |
| } |
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| RealScalar threshold() const { return m_cpqr.threshold(); } |
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| inline Index nonzeroPivots() const { return m_cpqr.nonzeroPivots(); } |
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| inline RealScalar maxPivot() const { return m_cpqr.maxPivot(); } |
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| ComputationInfo info() const { |
| eigen_assert(m_cpqr.m_isInitialized && "Decomposition is not initialized."); |
| return Success; |
| } |
|
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| #ifndef EIGEN_PARSED_BY_DOXYGEN |
| template <typename RhsType, typename DstType> |
| void _solve_impl(const RhsType& rhs, DstType& dst) const; |
|
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| template<bool Conjugate, typename RhsType, typename DstType> |
| void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const; |
| #endif |
|
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| protected: |
| static void check_template_parameters() { |
| EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar); |
| } |
|
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| template<bool Transpose_, typename Rhs> |
| void _check_solve_assertion(const Rhs& b) const { |
| EIGEN_ONLY_USED_FOR_DEBUG(b); |
| eigen_assert(m_cpqr.m_isInitialized && "CompleteOrthogonalDecomposition is not initialized."); |
| eigen_assert((Transpose_?derived().cols():derived().rows())==b.rows() && "CompleteOrthogonalDecomposition::solve(): invalid number of rows of the right hand side matrix b"); |
| } |
|
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| void computeInPlace(); |
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| template <bool Conjugate, typename Rhs> |
| void applyZOnTheLeftInPlace(Rhs& rhs) const; |
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| template <typename Rhs> |
| void applyZAdjointOnTheLeftInPlace(Rhs& rhs) const; |
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| ColPivHouseholderQR<MatrixType> m_cpqr; |
| HCoeffsType m_zCoeffs; |
| RowVectorType m_temp; |
| }; |
|
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| template <typename MatrixType> |
| typename MatrixType::RealScalar |
| CompleteOrthogonalDecomposition<MatrixType>::absDeterminant() const { |
| return m_cpqr.absDeterminant(); |
| } |
|
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| template <typename MatrixType> |
| typename MatrixType::RealScalar |
| CompleteOrthogonalDecomposition<MatrixType>::logAbsDeterminant() const { |
| return m_cpqr.logAbsDeterminant(); |
| } |
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| template <typename MatrixType> |
| void CompleteOrthogonalDecomposition<MatrixType>::computeInPlace() |
| { |
| check_template_parameters(); |
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| eigen_assert(m_cpqr.cols() <= NumTraits<int>::highest()); |
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| const Index rank = m_cpqr.rank(); |
| const Index cols = m_cpqr.cols(); |
| const Index rows = m_cpqr.rows(); |
| m_zCoeffs.resize((std::min)(rows, cols)); |
| m_temp.resize(cols); |
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| if (rank < cols) { |
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| for (Index k = rank - 1; k >= 0; --k) { |
| if (k != rank - 1) { |
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| m_cpqr.m_qr.col(k).head(k + 1).swap( |
| m_cpqr.m_qr.col(rank - 1).head(k + 1)); |
| } |
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| RealScalar beta; |
| m_cpqr.m_qr.row(k) |
| .tail(cols - rank + 1) |
| .makeHouseholderInPlace(m_zCoeffs(k), beta); |
| m_cpqr.m_qr(k, rank - 1) = beta; |
| if (k > 0) { |
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| m_cpqr.m_qr.topRightCorner(k, cols - rank + 1) |
| .applyHouseholderOnTheRight( |
| m_cpqr.m_qr.row(k).tail(cols - rank).adjoint(), m_zCoeffs(k), |
| &m_temp(0)); |
| } |
| if (k != rank - 1) { |
| |
| m_cpqr.m_qr.col(k).head(k + 1).swap( |
| m_cpqr.m_qr.col(rank - 1).head(k + 1)); |
| } |
| } |
| } |
| } |
|
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| template <typename MatrixType> |
| template <bool Conjugate, typename Rhs> |
| void CompleteOrthogonalDecomposition<MatrixType>::applyZOnTheLeftInPlace( |
| Rhs& rhs) const { |
| const Index cols = this->cols(); |
| const Index nrhs = rhs.cols(); |
| const Index rank = this->rank(); |
| Matrix<typename Rhs::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs)); |
| for (Index k = rank-1; k >= 0; --k) { |
| if (k != rank - 1) { |
| rhs.row(k).swap(rhs.row(rank - 1)); |
| } |
| rhs.middleRows(rank - 1, cols - rank + 1) |
| .applyHouseholderOnTheLeft( |
| matrixQTZ().row(k).tail(cols - rank).transpose().template conjugateIf<!Conjugate>(), zCoeffs().template conjugateIf<Conjugate>()(k), |
| &temp(0)); |
| if (k != rank - 1) { |
| rhs.row(k).swap(rhs.row(rank - 1)); |
| } |
| } |
| } |
|
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| template <typename MatrixType> |
| template <typename Rhs> |
| void CompleteOrthogonalDecomposition<MatrixType>::applyZAdjointOnTheLeftInPlace( |
| Rhs& rhs) const { |
| const Index cols = this->cols(); |
| const Index nrhs = rhs.cols(); |
| const Index rank = this->rank(); |
| Matrix<typename Rhs::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs)); |
| for (Index k = 0; k < rank; ++k) { |
| if (k != rank - 1) { |
| rhs.row(k).swap(rhs.row(rank - 1)); |
| } |
| rhs.middleRows(rank - 1, cols - rank + 1) |
| .applyHouseholderOnTheLeft( |
| matrixQTZ().row(k).tail(cols - rank).adjoint(), zCoeffs()(k), |
| &temp(0)); |
| if (k != rank - 1) { |
| rhs.row(k).swap(rhs.row(rank - 1)); |
| } |
| } |
| } |
|
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| #ifndef EIGEN_PARSED_BY_DOXYGEN |
| template <typename _MatrixType> |
| template <typename RhsType, typename DstType> |
| void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl( |
| const RhsType& rhs, DstType& dst) const { |
| const Index rank = this->rank(); |
| if (rank == 0) { |
| dst.setZero(); |
| return; |
| } |
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| typename RhsType::PlainObject c(rhs); |
| c.applyOnTheLeft(matrixQ().setLength(rank).adjoint()); |
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| dst.topRows(rank) = matrixT() |
| .topLeftCorner(rank, rank) |
| .template triangularView<Upper>() |
| .solve(c.topRows(rank)); |
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| const Index cols = this->cols(); |
| if (rank < cols) { |
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| dst.bottomRows(cols - rank).setZero(); |
| applyZAdjointOnTheLeftInPlace(dst); |
| } |
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| dst = colsPermutation() * dst; |
| } |
|
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| template<typename _MatrixType> |
| template<bool Conjugate, typename RhsType, typename DstType> |
| void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const |
| { |
| const Index rank = this->rank(); |
|
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| if (rank == 0) { |
| dst.setZero(); |
| return; |
| } |
|
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| typename RhsType::PlainObject c(colsPermutation().transpose()*rhs); |
|
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| if (rank < cols()) { |
| applyZOnTheLeftInPlace<!Conjugate>(c); |
| } |
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| matrixT().topLeftCorner(rank, rank) |
| .template triangularView<Upper>() |
| .transpose().template conjugateIf<Conjugate>() |
| .solveInPlace(c.topRows(rank)); |
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| dst.topRows(rank) = c.topRows(rank); |
| dst.bottomRows(rows()-rank).setZero(); |
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| dst.applyOnTheLeft(householderQ().setLength(rank).template conjugateIf<!Conjugate>() ); |
| } |
| #endif |
|
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| namespace internal { |
|
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| template<typename MatrixType> |
| struct traits<Inverse<CompleteOrthogonalDecomposition<MatrixType> > > |
| : traits<typename Transpose<typename MatrixType::PlainObject>::PlainObject> |
| { |
| enum { Flags = 0 }; |
| }; |
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| template<typename DstXprType, typename MatrixType> |
| struct Assignment<DstXprType, Inverse<CompleteOrthogonalDecomposition<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename CompleteOrthogonalDecomposition<MatrixType>::Scalar>, Dense2Dense> |
| { |
| typedef CompleteOrthogonalDecomposition<MatrixType> CodType; |
| typedef Inverse<CodType> SrcXprType; |
| static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename CodType::Scalar> &) |
| { |
| typedef Matrix<typename CodType::Scalar, CodType::RowsAtCompileTime, CodType::RowsAtCompileTime, 0, CodType::MaxRowsAtCompileTime, CodType::MaxRowsAtCompileTime> IdentityMatrixType; |
| dst = src.nestedExpression().solve(IdentityMatrixType::Identity(src.cols(), src.cols())); |
| } |
| }; |
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| } |
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| template <typename MatrixType> |
| typename CompleteOrthogonalDecomposition<MatrixType>::HouseholderSequenceType |
| CompleteOrthogonalDecomposition<MatrixType>::householderQ() const { |
| return m_cpqr.householderQ(); |
| } |
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| template <typename Derived> |
| const CompleteOrthogonalDecomposition<typename MatrixBase<Derived>::PlainObject> |
| MatrixBase<Derived>::completeOrthogonalDecomposition() const { |
| return CompleteOrthogonalDecomposition<PlainObject>(eval()); |
| } |
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| } |
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| #endif |
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