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authorGravatar Gael Guennebaud <g.gael@free.fr>2014-09-01 18:21:01 +0200
committerGravatar Gael Guennebaud <g.gael@free.fr>2014-09-01 18:21:01 +0200
commitb3a0365429345d37196a39a501ed071038031223 (patch)
tree17b01f0f705a65ba30af3467257abd619dd452a3
parent72c4f8ca8fc64a812801295babfb6d56ca96f427 (diff)
parenteb392960285c2645d45118d424786a73768ff50a (diff)
merge with default branch
-rw-r--r--Eigen/SVD1
-rw-r--r--Eigen/src/Core/arch/NEON/PacketMath.h2
-rw-r--r--Eigen/src/Core/util/Macros.h7
-rw-r--r--Eigen/src/SVD/JacobiSVD.h185
-rw-r--r--Eigen/src/SVD/SVDBase.h (renamed from unsupported/Eigen/src/SVD/SVDBase.h)139
-rw-r--r--Eigen/src/SVD/UpperBidiagonalization.h1
-rw-r--r--test/main.h25
-rw-r--r--unsupported/Eigen/BDCSVD26
-rw-r--r--unsupported/Eigen/SVD35
-rw-r--r--unsupported/Eigen/src/BDCSVD/BDCSVD.h (renamed from unsupported/Eigen/src/SVD/BDCSVD.h)48
-rw-r--r--unsupported/Eigen/src/BDCSVD/CMakeLists.txt6
-rw-r--r--unsupported/Eigen/src/BDCSVD/TODOBdcsvd.txt (renamed from unsupported/Eigen/src/SVD/TODOBdcsvd.txt)0
-rw-r--r--unsupported/Eigen/src/BDCSVD/doneInBDCSVD.txt (renamed from unsupported/Eigen/src/SVD/doneInBDCSVD.txt)0
-rw-r--r--unsupported/Eigen/src/CMakeLists.txt1
-rw-r--r--unsupported/Eigen/src/SVD/CMakeLists.txt6
-rw-r--r--unsupported/Eigen/src/SVD/JacobiSVD.h782
-rw-r--r--unsupported/test/svd_common.h2
17 files changed, 215 insertions, 1051 deletions
diff --git a/Eigen/SVD b/Eigen/SVD
index 5eee46df5..c3d24286c 100644
--- a/Eigen/SVD
+++ b/Eigen/SVD
@@ -21,6 +21,7 @@
*/
#include "src/misc/Solve.h"
+#include "src/SVD/SVDBase.h"
#include "src/SVD/JacobiSVD.h"
#if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT)
#include "src/SVD/JacobiSVD_MKL.h"
diff --git a/Eigen/src/Core/arch/NEON/PacketMath.h b/Eigen/src/Core/arch/NEON/PacketMath.h
index 380b76ae9..7c4509585 100644
--- a/Eigen/src/Core/arch/NEON/PacketMath.h
+++ b/Eigen/src/Core/arch/NEON/PacketMath.h
@@ -52,7 +52,7 @@ typedef uint32x4_t Packet4ui;
// arm64 does have the pld instruction. If available, let's trust the __builtin_prefetch built-in function
// which available on LLVM and GCC (at least)
-#if (defined(__has_builtin) && __has_builtin(__builtin_prefetch)) || defined(__GNUC__)
+#if EIGEN_HAS_BUILTIN(__builtin_prefetch) || defined(__GNUC__)
#define EIGEN_ARM_PREFETCH(ADDR) __builtin_prefetch(ADDR);
#elif defined __pld
#define EIGEN_ARM_PREFETCH(ADDR) __pld(ADDR)
diff --git a/Eigen/src/Core/util/Macros.h b/Eigen/src/Core/util/Macros.h
index d029e0c6c..2eac86376 100644
--- a/Eigen/src/Core/util/Macros.h
+++ b/Eigen/src/Core/util/Macros.h
@@ -107,6 +107,13 @@
#define EIGEN_DEFAULT_DENSE_INDEX_TYPE std::ptrdiff_t
#endif
+// Cross compiler wrapper around LLVM's __has_builtin
+#ifdef __has_builtin
+# define EIGEN_HAS_BUILTIN(x) __has_builtin(x)
+#else
+# define EIGEN_HAS_BUILTIN(x) 0
+#endif
+
// A Clang feature extension to determine compiler features.
// We use it to determine 'cxx_rvalue_references'
#ifndef __has_feature
diff --git a/Eigen/src/SVD/JacobiSVD.h b/Eigen/src/SVD/JacobiSVD.h
index d1b63b607..3d778516a 100644
--- a/Eigen/src/SVD/JacobiSVD.h
+++ b/Eigen/src/SVD/JacobiSVD.h
@@ -2,6 +2,7 @@
// for linear algebra.
//
// Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2013-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
@@ -442,6 +443,12 @@ void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q,
*j_left = rot1 * j_right->transpose();
}
+template<typename _MatrixType, int QRPreconditioner>
+struct traits<JacobiSVD<_MatrixType,QRPreconditioner> >
+{
+ typedef _MatrixType MatrixType;
+};
+
} // end namespace internal
/** \ingroup SVD_Module
@@ -498,7 +505,9 @@ void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q,
* \sa MatrixBase::jacobiSvd()
*/
template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
+ : public SVDBase<JacobiSVD<_MatrixType,QRPreconditioner> >
{
+ typedef SVDBase<JacobiSVD> Base;
public:
typedef _MatrixType MatrixType;
@@ -515,13 +524,10 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
MatrixOptions = MatrixType::Options
};
- typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime,
- MatrixOptions, MaxRowsAtCompileTime, MaxRowsAtCompileTime>
- MatrixUType;
- typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime,
- MatrixOptions, MaxColsAtCompileTime, MaxColsAtCompileTime>
- MatrixVType;
- typedef typename internal::plain_diag_type<MatrixType, RealScalar>::type SingularValuesType;
+ typedef typename Base::MatrixUType MatrixUType;
+ typedef typename Base::MatrixVType MatrixVType;
+ typedef typename Base::SingularValuesType SingularValuesType;
+
typedef typename internal::plain_row_type<MatrixType>::type RowType;
typedef typename internal::plain_col_type<MatrixType>::type ColType;
typedef Matrix<Scalar, DiagSizeAtCompileTime, DiagSizeAtCompileTime,
@@ -534,11 +540,6 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
* perform decompositions via JacobiSVD::compute(const MatrixType&).
*/
JacobiSVD()
- : m_isInitialized(false),
- m_isAllocated(false),
- m_usePrescribedThreshold(false),
- m_computationOptions(0),
- m_rows(-1), m_cols(-1), m_diagSize(0)
{}
@@ -549,11 +550,6 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
* \sa JacobiSVD()
*/
JacobiSVD(Index rows, Index cols, unsigned int computationOptions = 0)
- : m_isInitialized(false),
- m_isAllocated(false),
- m_usePrescribedThreshold(false),
- m_computationOptions(0),
- m_rows(-1), m_cols(-1)
{
allocate(rows, cols, computationOptions);
}
@@ -569,11 +565,6 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
* available with the (non-default) FullPivHouseholderQR preconditioner.
*/
JacobiSVD(const MatrixType& matrix, unsigned int computationOptions = 0)
- : m_isInitialized(false),
- m_isAllocated(false),
- m_usePrescribedThreshold(false),
- m_computationOptions(0),
- m_rows(-1), m_cols(-1)
{
compute(matrix, computationOptions);
}
@@ -601,54 +592,6 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
return compute(matrix, m_computationOptions);
}
- /** \returns the \a U matrix.
- *
- * For the SVD decomposition of a n-by-p matrix, letting \a m be the minimum of \a n and \a p,
- * the U matrix is n-by-n if you asked for #ComputeFullU, and is n-by-m if you asked for #ComputeThinU.
- *
- * The \a m first columns of \a U are the left singular vectors of the matrix being decomposed.
- *
- * This method asserts that you asked for \a U to be computed.
- */
- const MatrixUType& matrixU() const
- {
- eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
- eigen_assert(computeU() && "This JacobiSVD decomposition didn't compute U. Did you ask for it?");
- return m_matrixU;
- }
-
- /** \returns the \a V matrix.
- *
- * For the SVD decomposition of a n-by-p matrix, letting \a m be the minimum of \a n and \a p,
- * the V matrix is p-by-p if you asked for #ComputeFullV, and is p-by-m if you asked for ComputeThinV.
- *
- * The \a m first columns of \a V are the right singular vectors of the matrix being decomposed.
- *
- * This method asserts that you asked for \a V to be computed.
- */
- const MatrixVType& matrixV() const
- {
- eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
- eigen_assert(computeV() && "This JacobiSVD decomposition didn't compute V. Did you ask for it?");
- return m_matrixV;
- }
-
- /** \returns the vector of singular values.
- *
- * For the SVD decomposition of a n-by-p matrix, letting \a m be the minimum of \a n and \a p, the
- * returned vector has size \a m. Singular values are always sorted in decreasing order.
- */
- const SingularValuesType& singularValues() const
- {
- eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
- return m_singularValues;
- }
-
- /** \returns true if \a U (full or thin) is asked for in this SVD decomposition */
- inline bool computeU() const { return m_computeFullU || m_computeThinU; }
- /** \returns true if \a V (full or thin) is asked for in this SVD decomposition */
- inline bool computeV() const { return m_computeFullV || m_computeThinV; }
-
/** \returns a (least squares) solution of \f$ A x = b \f$ using the current SVD decomposition of A.
*
* \param b the right-hand-side of the equation to solve.
@@ -677,80 +620,13 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
return internal::solve_retval<JacobiSVD, Rhs>(*this, b.derived());
}
#endif
-
- /** \returns the number of singular values that are not exactly 0 */
- Index nonzeroSingularValues() const
- {
- eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
- return m_nonzeroSingularValues;
- }
-
- /** \returns the rank of the matrix of which \c *this is the SVD.
- *
- * \note This method has to determine which singular values should be considered nonzero.
- * For that, it uses the threshold value that you can control by calling
- * setThreshold(const RealScalar&).
- */
- inline Index rank() const
- {
- using std::abs;
- eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
- if(m_singularValues.size()==0) return 0;
- RealScalar premultiplied_threshold = m_singularValues.coeff(0) * threshold();
- Index i = m_nonzeroSingularValues-1;
- while(i>=0 && m_singularValues.coeff(i) < premultiplied_threshold) --i;
- return i+1;
- }
- /** Allows to prescribe a threshold to be used by certain methods, such as rank() and solve(),
- * which need to determine when singular values are to be considered nonzero.
- * This is not used for the SVD decomposition itself.
- *
- * When it needs to get the threshold value, Eigen calls threshold().
- * The default is \c NumTraits<Scalar>::epsilon()
- *
- * \param threshold The new value to use as the threshold.
- *
- * A singular value will be considered nonzero if its value is strictly greater than
- * \f$ \vert singular value \vert \leqslant threshold \times \vert max singular value \vert \f$.
- *
- * If you want to come back to the default behavior, call setThreshold(Default_t)
- */
- JacobiSVD& setThreshold(const RealScalar& threshold)
- {
- m_usePrescribedThreshold = true;
- m_prescribedThreshold = threshold;
- return *this;
- }
-
- /** Allows to come back to the default behavior, letting Eigen use its default formula for
- * determining the threshold.
- *
- * You should pass the special object Eigen::Default as parameter here.
- * \code svd.setThreshold(Eigen::Default); \endcode
- *
- * See the documentation of setThreshold(const RealScalar&).
- */
- JacobiSVD& setThreshold(Default_t)
- {
- m_usePrescribedThreshold = false;
- return *this;
- }
+ using Base::computeU;
+ using Base::computeV;
+ using Base::rows;
+ using Base::cols;
+ using Base::rank;
- /** Returns the threshold that will be used by certain methods such as rank().
- *
- * See the documentation of setThreshold(const RealScalar&).
- */
- RealScalar threshold() const
- {
- eigen_assert(m_isInitialized || m_usePrescribedThreshold);
- return m_usePrescribedThreshold ? m_prescribedThreshold
- : (std::max<Index>)(1,m_diagSize)*NumTraits<Scalar>::epsilon();
- }
-
- inline Index rows() const { return m_rows; }
- inline Index cols() const { return m_cols; }
-
#ifndef EIGEN_PARSED_BY_DOXYGEN
template<typename RhsType, typename DstType>
EIGEN_DEVICE_FUNC
@@ -761,16 +637,23 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
void allocate(Index rows, Index cols, unsigned int computationOptions);
protected:
- MatrixUType m_matrixU;
- MatrixVType m_matrixV;
- SingularValuesType m_singularValues;
+ using Base::m_matrixU;
+ using Base::m_matrixV;
+ using Base::m_singularValues;
+ using Base::m_isInitialized;
+ using Base::m_isAllocated;
+ using Base::m_usePrescribedThreshold;
+ using Base::m_computeFullU;
+ using Base::m_computeThinU;
+ using Base::m_computeFullV;
+ using Base::m_computeThinV;
+ using Base::m_computationOptions;
+ using Base::m_nonzeroSingularValues;
+ using Base::m_rows;
+ using Base::m_cols;
+ using Base::m_diagSize;
+ using Base::m_prescribedThreshold;
WorkMatrixType m_workMatrix;
- bool m_isInitialized, m_isAllocated, m_usePrescribedThreshold;
- bool m_computeFullU, m_computeThinU;
- bool m_computeFullV, m_computeThinV;
- unsigned int m_computationOptions;
- Index m_nonzeroSingularValues, m_rows, m_cols, m_diagSize;
- RealScalar m_prescribedThreshold;
template<typename __MatrixType, int _QRPreconditioner, bool _IsComplex>
friend struct internal::svd_precondition_2x2_block_to_be_real;
diff --git a/unsupported/Eigen/src/SVD/SVDBase.h b/Eigen/src/SVD/SVDBase.h
index fd8af3b8c..61b01fb8a 100644
--- a/unsupported/Eigen/src/SVD/SVDBase.h
+++ b/Eigen/src/SVD/SVDBase.h
@@ -2,6 +2,7 @@
// for linear algebra.
//
// Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2014 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
@@ -12,8 +13,8 @@
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
-#ifndef EIGEN_SVD_H
-#define EIGEN_SVD_H
+#ifndef EIGEN_SVDBASE_H
+#define EIGEN_SVDBASE_H
namespace Eigen {
/** \ingroup SVD_Module
@@ -21,9 +22,10 @@ namespace Eigen {
*
* \class SVDBase
*
- * \brief Mother class of SVD classes algorithms
+ * \brief Base class of SVD algorithms
+ *
+ * \tparam Derived the type of the actual SVD decomposition
*
- * \param MatrixType the type of the matrix of which we are computing the SVD decomposition
* SVD decomposition consists in decomposing any n-by-p matrix \a A as a product
* \f[ A = U S V^* \f]
* where \a U is a n-by-n unitary, \a V is a p-by-p unitary, and \a S is a n-by-p real positive matrix which is zero outside of its main diagonal;
@@ -42,12 +44,12 @@ namespace Eigen {
* terminate in finite (and reasonable) time.
* \sa MatrixBase::genericSvd()
*/
-template<typename _MatrixType>
+template<typename Derived>
class SVDBase
{
public:
- typedef _MatrixType MatrixType;
+ typedef typename internal::traits<Derived>::MatrixType MatrixType;
typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
typedef typename MatrixType::Index Index;
@@ -61,46 +63,16 @@ public:
MatrixOptions = MatrixType::Options
};
- typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime,
- MatrixOptions, MaxRowsAtCompileTime, MaxRowsAtCompileTime>
- MatrixUType;
- typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime,
- MatrixOptions, MaxColsAtCompileTime, MaxColsAtCompileTime>
- MatrixVType;
+ typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, MatrixOptions, MaxRowsAtCompileTime, MaxRowsAtCompileTime> MatrixUType;
+ typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime, MatrixOptions, MaxColsAtCompileTime, MaxColsAtCompileTime> MatrixVType;
typedef typename internal::plain_diag_type<MatrixType, RealScalar>::type SingularValuesType;
- typedef typename internal::plain_row_type<MatrixType>::type RowType;
- typedef typename internal::plain_col_type<MatrixType>::type ColType;
- typedef Matrix<Scalar, DiagSizeAtCompileTime, DiagSizeAtCompileTime,
- MatrixOptions, MaxDiagSizeAtCompileTime, MaxDiagSizeAtCompileTime>
- WorkMatrixType;
-
-
-
-
- /** \brief Method performing the decomposition of given matrix using custom options.
- *
- * \param matrix the matrix to decompose
- * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
- * By default, none is computed. This is a bit-field, the possible bits are #ComputeFullU, #ComputeThinU,
- * #ComputeFullV, #ComputeThinV.
- *
- * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
- * available with the (non-default) FullPivHouseholderQR preconditioner.
- */
- SVDBase& compute(const MatrixType& matrix, unsigned int computationOptions);
-
- /** \brief Method performing the decomposition of given matrix using current options.
- *
- * \param matrix the matrix to decompose
- *
- * This method uses the current \a computationOptions, as already passed to the constructor or to compute(const MatrixType&, unsigned int).
- */
- //virtual SVDBase& compute(const MatrixType& matrix) = 0;
- SVDBase& compute(const MatrixType& matrix);
+
+ Derived& derived() { return *static_cast<Derived*>(this); }
+ const Derived& derived() const { return *static_cast<const Derived*>(this); }
/** \returns the \a U matrix.
*
- * For the SVDBase decomposition of a n-by-p matrix, letting \a m be the minimum of \a n and \a p,
+ * For the SVD decomposition of a n-by-p matrix, letting \a m be the minimum of \a n and \a p,
* the U matrix is n-by-n if you asked for #ComputeFullU, and is n-by-m if you asked for #ComputeThinU.
*
* The \a m first columns of \a U are the left singular vectors of the matrix being decomposed.
@@ -141,26 +113,84 @@ public:
return m_singularValues;
}
-
-
/** \returns the number of singular values that are not exactly 0 */
Index nonzeroSingularValues() const
{
eigen_assert(m_isInitialized && "SVD is not initialized.");
return m_nonzeroSingularValues;
}
+
+ /** \returns the rank of the matrix of which \c *this is the SVD.
+ *
+ * \note This method has to determine which singular values should be considered nonzero.
+ * For that, it uses the threshold value that you can control by calling
+ * setThreshold(const RealScalar&).
+ */
+ inline Index rank() const
+ {
+ using std::abs;
+ eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
+ if(m_singularValues.size()==0) return 0;
+ RealScalar premultiplied_threshold = m_singularValues.coeff(0) * threshold();
+ Index i = m_nonzeroSingularValues-1;
+ while(i>=0 && m_singularValues.coeff(i) < premultiplied_threshold) --i;
+ return i+1;
+ }
+
+ /** Allows to prescribe a threshold to be used by certain methods, such as rank() and solve(),
+ * which need to determine when singular values are to be considered nonzero.
+ * This is not used for the SVD decomposition itself.
+ *
+ * When it needs to get the threshold value, Eigen calls threshold().
+ * The default is \c NumTraits<Scalar>::epsilon()
+ *
+ * \param threshold The new value to use as the threshold.
+ *
+ * A singular value will be considered nonzero if its value is strictly greater than
+ * \f$ \vert singular value \vert \leqslant threshold \times \vert max singular value \vert \f$.
+ *
+ * If you want to come back to the default behavior, call setThreshold(Default_t)
+ */
+ Derived& setThreshold(const RealScalar& threshold)
+ {
+ m_usePrescribedThreshold = true;
+ m_prescribedThreshold = threshold;
+ return derived();
+ }
+
+ /** Allows to come back to the default behavior, letting Eigen use its default formula for
+ * determining the threshold.
+ *
+ * You should pass the special object Eigen::Default as parameter here.
+ * \code svd.setThreshold(Eigen::Default); \endcode
+ *
+ * See the documentation of setThreshold(const RealScalar&).
+ */
+ Derived& setThreshold(Default_t)
+ {
+ m_usePrescribedThreshold = false;
+ return derived();
+ }
+ /** Returns the threshold that will be used by certain methods such as rank().
+ *
+ * See the documentation of setThreshold(const RealScalar&).
+ */
+ RealScalar threshold() const
+ {
+ eigen_assert(m_isInitialized || m_usePrescribedThreshold);
+ return m_usePrescribedThreshold ? m_prescribedThreshold
+ : (std::max<Index>)(1,m_diagSize)*NumTraits<Scalar>::epsilon();
+ }
/** \returns true if \a U (full or thin) is asked for in this SVD decomposition */
inline bool computeU() const { return m_computeFullU || m_computeThinU; }
/** \returns true if \a V (full or thin) is asked for in this SVD decomposition */
inline bool computeV() const { return m_computeFullV || m_computeThinV; }
-
inline Index rows() const { return m_rows; }
inline Index cols() const { return m_cols; }
-
protected:
// return true if already allocated
bool allocate(Index rows, Index cols, unsigned int computationOptions) ;
@@ -168,12 +198,12 @@ protected:
MatrixUType m_matrixU;
MatrixVType m_matrixV;
SingularValuesType m_singularValues;
- bool m_isInitialized, m_isAllocated;
+ bool m_isInitialized, m_isAllocated, m_usePrescribedThreshold;
bool m_computeFullU, m_computeThinU;
bool m_computeFullV, m_computeThinV;
unsigned int m_computationOptions;
Index m_nonzeroSingularValues, m_rows, m_cols, m_diagSize;
-
+ RealScalar m_prescribedThreshold;
/** \brief Default Constructor.
*
@@ -182,8 +212,9 @@ protected:
SVDBase()
: m_isInitialized(false),
m_isAllocated(false),
+ m_usePrescribedThreshold(false),
m_computationOptions(0),
- m_rows(-1), m_cols(-1)
+ m_rows(-1), m_cols(-1), m_diagSize(0)
{}
@@ -220,17 +251,13 @@ bool SVDBase<MatrixType>::allocate(Index rows, Index cols, unsigned int computat
m_diagSize = (std::min)(m_rows, m_cols);
m_singularValues.resize(m_diagSize);
if(RowsAtCompileTime==Dynamic)
- m_matrixU.resize(m_rows, m_computeFullU ? m_rows
- : m_computeThinU ? m_diagSize
- : 0);
+ m_matrixU.resize(m_rows, m_computeFullU ? m_rows : m_computeThinU ? m_diagSize : 0);
if(ColsAtCompileTime==Dynamic)
- m_matrixV.resize(m_cols, m_computeFullV ? m_cols
- : m_computeThinV ? m_diagSize
- : 0);
+ m_matrixV.resize(m_cols, m_computeFullV ? m_cols : m_computeThinV ? m_diagSize : 0);
return false;
}
}// end namespace
-#endif // EIGEN_SVD_H
+#endif // EIGEN_SVDBASE_H
diff --git a/Eigen/src/SVD/UpperBidiagonalization.h b/Eigen/src/SVD/UpperBidiagonalization.h
index 40067682c..225b19e3c 100644
--- a/Eigen/src/SVD/UpperBidiagonalization.h
+++ b/Eigen/src/SVD/UpperBidiagonalization.h
@@ -2,6 +2,7 @@
// for linear algebra.
//
// Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2013-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
diff --git a/test/main.h b/test/main.h
index b8854a1c3..85f951db4 100644
--- a/test/main.h
+++ b/test/main.h
@@ -17,13 +17,36 @@
#include <sstream>
#include <vector>
#include <typeinfo>
+
+// The following includes of STL headers have to be done _before_ the
+// definition of macros min() and max(). The reason is that many STL
+// implementations will not work properly as the min and max symbols collide
+// with the STL functions std:min() and std::max(). The STL headers may check
+// for the macro definition of min/max and issue a warning or undefine the
+// macros.
+//
+// Still, Windows defines min() and max() in windef.h as part of the regular
+// Windows system interfaces and many other Windows APIs depend on these
+// macros being available. To prevent the macro expansion of min/max and to
+// make Eigen compatible with the Windows environment all function calls of
+// std::min() and std::max() have to be written with parenthesis around the
+// function name.
+//
+// All STL headers used by Eigen should be included here. Because main.h is
+// included before any Eigen header and because the STL headers are guarded
+// against multiple inclusions, no STL header will see our own min/max macro
+// definitions.
#include <limits>
#include <algorithm>
-#include <sstream>
#include <complex>
#include <deque>
#include <queue>
+#include <list>
+// To test that all calls from Eigen code to std::min() and std::max() are
+// protected by parenthesis against macro expansion, the min()/max() macros
+// are defined here and any not-parenthesized min/max call will cause a
+// compiler error.
#define min(A,B) please_protect_your_min_with_parentheses
#define max(A,B) please_protect_your_max_with_parentheses
diff --git a/unsupported/Eigen/BDCSVD b/unsupported/Eigen/BDCSVD
new file mode 100644
index 000000000..44649dbd0
--- /dev/null
+++ b/unsupported/Eigen/BDCSVD
@@ -0,0 +1,26 @@
+#ifndef EIGEN_BDCSVD_MODULE_H
+#define EIGEN_BDCSVD_MODULE_H
+
+#include <Eigen/SVD>
+
+#include "../../Eigen/src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup BDCSVD_Module BDCSVD module
+ *
+ *
+ *
+ * This module provides Divide & Conquer SVD decomposition for matrices (both real and complex).
+ * This decomposition is accessible via the following MatrixBase method:
+ * - MatrixBase::bdcSvd()
+ *
+ * \code
+ * #include <Eigen/BDCSVD>
+ * \endcode
+ */
+
+#include "src/BDCSVD/BDCSVD.h"
+
+#include "../../Eigen/src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_BDCSVD_MODULE_H
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */
diff --git a/unsupported/Eigen/SVD b/unsupported/Eigen/SVD
deleted file mode 100644
index 900a8aa60..000000000
--- a/unsupported/Eigen/SVD
+++ /dev/null
@@ -1,35 +0,0 @@
-#ifndef EIGEN_SVD_MODULE_H
-#define EIGEN_SVD_MODULE_H
-
-#include <Eigen/QR>
-#include <Eigen/Householder>
-#include <Eigen/Jacobi>
-
-#include "../../Eigen/src/Core/util/DisableStupidWarnings.h"
-
-/** \defgroup SVD_Module SVD module
- *
- *
- *
- * This module provides SVD decomposition for matrices (both real and complex).
- * This decomposition is accessible via the following MatrixBase method:
- * - MatrixBase::jacobiSvd()
- *
- * \code
- * #include <Eigen/SVD>
- * \endcode
- */
-
-#include "../../Eigen/src/misc/Solve.h"
-#include "../../Eigen/src/SVD/UpperBidiagonalization.h"
-#include "src/SVD/SVDBase.h"
-#include "src/SVD/JacobiSVD.h"
-#include "src/SVD/BDCSVD.h"
-#if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT)
-#include "../../Eigen/src/SVD/JacobiSVD_MKL.h"
-#endif
-
-#include "../../Eigen/src/Core/util/ReenableStupidWarnings.h"
-
-#endif // EIGEN_SVD_MODULE_H
-/* vim: set filetype=cpp et sw=2 ts=2 ai: */
diff --git a/unsupported/Eigen/src/SVD/BDCSVD.h b/unsupported/Eigen/src/BDCSVD/BDCSVD.h
index 80006fd60..a7c369633 100644
--- a/unsupported/Eigen/src/SVD/BDCSVD.h
+++ b/unsupported/Eigen/src/BDCSVD/BDCSVD.h
@@ -24,6 +24,20 @@
#define ALGOSWAP 16
namespace Eigen {
+
+template<typename _MatrixType> class BDCSVD;
+
+namespace internal {
+
+template<typename _MatrixType>
+struct traits<BDCSVD<_MatrixType> >
+{
+ typedef _MatrixType MatrixType;
+};
+
+} // end namespace internal
+
+
/** \ingroup SVD_Module
*
*
@@ -36,9 +50,9 @@ namespace Eigen {
* It should be used to speed up the calcul of SVD for big matrices.
*/
template<typename _MatrixType>
-class BDCSVD : public SVDBase<_MatrixType>
+class BDCSVD : public SVDBase<BDCSVD<_MatrixType> >
{
- typedef SVDBase<_MatrixType> Base;
+ typedef SVDBase<BDCSVD> Base;
public:
using Base::rows;
@@ -77,9 +91,7 @@ public:
* The default constructor is useful in cases in which the user intends to
* perform decompositions via BDCSVD::compute(const MatrixType&).
*/
- BDCSVD()
- : SVDBase<_MatrixType>::SVDBase(),
- algoswap(ALGOSWAP), m_numIters(0)
+ BDCSVD() : algoswap(ALGOSWAP), m_numIters(0)
{}
@@ -90,8 +102,7 @@ public:
* \sa BDCSVD()
*/
BDCSVD(Index rows, Index cols, unsigned int computationOptions = 0)
- : SVDBase<_MatrixType>::SVDBase(),
- algoswap(ALGOSWAP), m_numIters(0)
+ : algoswap(ALGOSWAP), m_numIters(0)
{
allocate(rows, cols, computationOptions);
}
@@ -107,8 +118,7 @@ public:
* available with the (non - default) FullPivHouseholderQR preconditioner.
*/
BDCSVD(const MatrixType& matrix, unsigned int computationOptions = 0)
- : SVDBase<_MatrixType>::SVDBase(),
- algoswap(ALGOSWAP), m_numIters(0)
+ : algoswap(ALGOSWAP), m_numIters(0)
{
compute(matrix, computationOptions);
}
@@ -116,6 +126,7 @@ public:
~BDCSVD()
{
}
+
/** \brief Method performing the decomposition of given matrix using custom options.
*
* \param matrix the matrix to decompose
@@ -126,7 +137,7 @@ public:
* Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
* available with the (non - default) FullPivHouseholderQR preconditioner.
*/
- SVDBase<MatrixType>& compute(const MatrixType& matrix, unsigned int computationOptions);
+ BDCSVD& compute(const MatrixType& matrix, unsigned int computationOptions);
/** \brief Method performing the decomposition of given matrix using current options.
*
@@ -134,7 +145,7 @@ public:
*
* This method uses the current \a computationOptions, as already passed to the constructor or to compute(const MatrixType&, unsigned int).
*/
- SVDBase<MatrixType>& compute(const MatrixType& matrix)
+ BDCSVD& compute(const MatrixType& matrix)
{
return compute(matrix, this->m_computationOptions);
}
@@ -160,8 +171,8 @@ public:
solve(const MatrixBase<Rhs>& b) const
{
eigen_assert(this->m_isInitialized && "BDCSVD is not initialized.");
- eigen_assert(SVDBase<_MatrixType>::computeU() && SVDBase<_MatrixType>::computeV() &&
- "BDCSVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
+ eigen_assert(computeU() && computeV() &&
+ "BDCSVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
return internal::solve_retval<BDCSVD, Rhs>(*this, b.derived());
}
@@ -195,6 +206,9 @@ public:
return this->m_matrixV;
}
}
+
+ using Base::computeU;
+ using Base::computeV;
private:
void allocate(Index rows, Index cols, unsigned int computationOptions);
@@ -229,7 +243,7 @@ template<typename MatrixType>
void BDCSVD<MatrixType>::allocate(Index rows, Index cols, unsigned int computationOptions)
{
isTranspose = (cols > rows);
- if (SVDBase<MatrixType>::allocate(rows, cols, computationOptions)) return;
+ if (Base::allocate(rows, cols, computationOptions)) return;
m_computed = MatrixXr::Zero(this->m_diagSize + 1, this->m_diagSize );
if (isTranspose){
compU = this->computeU();
@@ -262,8 +276,7 @@ void BDCSVD<MatrixType>::allocate(Index rows, Index cols, unsigned int computati
// Methode which compute the BDCSVD for the int
template<>
-SVDBase<Matrix<int, Dynamic, Dynamic> >&
-BDCSVD<Matrix<int, Dynamic, Dynamic> >::compute(const MatrixType& matrix, unsigned int computationOptions) {
+BDCSVD<Matrix<int, Dynamic, Dynamic> >& BDCSVD<Matrix<int, Dynamic, Dynamic> >::compute(const MatrixType& matrix, unsigned int computationOptions) {
allocate(matrix.rows(), matrix.cols(), computationOptions);
this->m_nonzeroSingularValues = 0;
m_computed = Matrix<int, Dynamic, Dynamic>::Zero(rows(), cols());
@@ -279,8 +292,7 @@ BDCSVD<Matrix<int, Dynamic, Dynamic> >::compute(const MatrixType& matrix, unsign
// Methode which compute the BDCSVD
template<typename MatrixType>
-SVDBase<MatrixType>&
-BDCSVD<MatrixType>::compute(const MatrixType& matrix, unsigned int computationOptions)
+BDCSVD<MatrixType>& BDCSVD<MatrixType>::compute(const MatrixType& matrix, unsigned int computationOptions)
{
allocate(matrix.rows(), matrix.cols(), computationOptions);
using std::abs;
diff --git a/unsupported/Eigen/src/BDCSVD/CMakeLists.txt b/unsupported/Eigen/src/BDCSVD/CMakeLists.txt
new file mode 100644
index 000000000..73b89ea18
--- /dev/null
+++ b/unsupported/Eigen/src/BDCSVD/CMakeLists.txt
@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_BDCSVD_SRCS "*.h")
+
+INSTALL(FILES
+ ${Eigen_BDCSVD_SRCS}
+ DESTINATION ${INCLUDE_INSTALL_DIR}unsupported/Eigen/src/BDCSVD COMPONENT Devel
+ )
diff --git a/unsupported/Eigen/src/SVD/TODOBdcsvd.txt b/unsupported/Eigen/src/BDCSVD/TODOBdcsvd.txt
index 0bc9a46e6..0bc9a46e6 100644
--- a/unsupported/Eigen/src/SVD/TODOBdcsvd.txt
+++ b/unsupported/Eigen/src/BDCSVD/TODOBdcsvd.txt
diff --git a/unsupported/Eigen/src/SVD/doneInBDCSVD.txt b/unsupported/Eigen/src/BDCSVD/doneInBDCSVD.txt
index 8563ddab8..8563ddab8 100644
--- a/unsupported/Eigen/src/SVD/doneInBDCSVD.txt
+++ b/unsupported/Eigen/src/BDCSVD/doneInBDCSVD.txt
diff --git a/unsupported/Eigen/src/CMakeLists.txt b/unsupported/Eigen/src/CMakeLists.txt
index 8eb2808e3..654a2327f 100644
--- a/unsupported/Eigen/src/CMakeLists.txt
+++ b/unsupported/Eigen/src/CMakeLists.txt
@@ -12,3 +12,4 @@ ADD_SUBDIRECTORY(Skyline)
ADD_SUBDIRECTORY(SparseExtra)
ADD_SUBDIRECTORY(KroneckerProduct)
ADD_SUBDIRECTORY(Splines)
+ADD_SUBDIRECTORY(BDCSVD)
diff --git a/unsupported/Eigen/src/SVD/CMakeLists.txt b/unsupported/Eigen/src/SVD/CMakeLists.txt
deleted file mode 100644
index b40baf092..000000000
--- a/unsupported/Eigen/src/SVD/CMakeLists.txt
+++ /dev/null
@@ -1,6 +0,0 @@
-FILE(GLOB Eigen_SVD_SRCS "*.h")
-
-INSTALL(FILES
- ${Eigen_SVD_SRCS}
- DESTINATION ${INCLUDE_INSTALL_DIR}unsupported/Eigen/src/SVD COMPONENT Devel
- )
diff --git a/unsupported/Eigen/src/SVD/JacobiSVD.h b/unsupported/Eigen/src/SVD/JacobiSVD.h
deleted file mode 100644
index 02fac409e..000000000
--- a/unsupported/Eigen/src/SVD/JacobiSVD.h
+++ /dev/null
@@ -1,782 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
-//
-// This Source Code Form is subject to the terms of the Mozilla
-// Public License v. 2.0. If a copy of the MPL was not distributed
-// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
-
-#ifndef EIGEN_JACOBISVD_H
-#define EIGEN_JACOBISVD_H
-
-namespace Eigen {
-
-namespace internal {
-// forward declaration (needed by ICC)
-// the empty body is required by MSVC
-template<typename MatrixType, int QRPreconditioner,
- bool IsComplex = NumTraits<typename MatrixType::Scalar>::IsComplex>
-struct svd_precondition_2x2_block_to_be_real {};
-
-/*** QR preconditioners (R-SVD)
- ***
- *** Their role is to reduce the problem of computing the SVD to the case of a square matrix.
- *** This approach, known as R-SVD, is an optimization for rectangular-enough matrices, and is a requirement for
- *** JacobiSVD which by itself is only able to work on square matrices.
- ***/
-
-enum { PreconditionIfMoreColsThanRows, PreconditionIfMoreRowsThanCols };
-
-template<typename MatrixType, int QRPreconditioner, int Case>
-struct qr_preconditioner_should_do_anything
-{
- enum { a = MatrixType::RowsAtCompileTime != Dynamic &&
- MatrixType::ColsAtCompileTime != Dynamic &&
- MatrixType::ColsAtCompileTime <= MatrixType::RowsAtCompileTime,
- b = MatrixType::RowsAtCompileTime != Dynamic &&
- MatrixType::ColsAtCompileTime != Dynamic &&
- MatrixType::RowsAtCompileTime <= MatrixType::ColsAtCompileTime,
- ret = !( (QRPreconditioner == NoQRPreconditioner) ||
- (Case == PreconditionIfMoreColsThanRows && bool(a)) ||
- (Case == PreconditionIfMoreRowsThanCols && bool(b)) )
- };
-};
-
-template<typename MatrixType, int QRPreconditioner, int Case,
- bool DoAnything = qr_preconditioner_should_do_anything<MatrixType, QRPreconditioner, Case>::ret
-> struct qr_preconditioner_impl {};
-
-template<typename MatrixType, int QRPreconditioner, int Case>
-class qr_preconditioner_impl<MatrixType, QRPreconditioner, Case, false>
-{
-public:
- typedef typename MatrixType::Index Index;
- void allocate(const JacobiSVD<MatrixType, QRPreconditioner>&) {}
- bool run(JacobiSVD<MatrixType, QRPreconditioner>&, const MatrixType&)
- {
- return false;
- }
-};
-
-/*** preconditioner using FullPivHouseholderQR ***/
-
-template<typename MatrixType>
-class qr_preconditioner_impl<MatrixType, FullPivHouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true>
-{
-public:
- typedef typename MatrixType::Index Index;
- typedef typename MatrixType::Scalar Scalar;
- enum
- {
- RowsAtCompileTime = MatrixType::RowsAtCompileTime,
- MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime
- };
- typedef Matrix<Scalar, 1, RowsAtCompileTime, RowMajor, 1, MaxRowsAtCompileTime> WorkspaceType;
-
- void allocate(const JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd)
- {
- if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols())
- {
- m_qr.~QRType();
- ::new (&m_qr) QRType(svd.rows(), svd.cols());
- }
- if (svd.m_computeFullU) m_workspace.resize(svd.rows());
- }
-
- bool run(JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
- {
- if(matrix.rows() > matrix.cols())
- {
- m_qr.compute(matrix);
- svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>();
- if(svd.m_computeFullU) m_qr.matrixQ().evalTo(svd.m_matrixU, m_workspace);
- if(svd.computeV()) svd.m_matrixV = m_qr.colsPermutation();
- return true;
- }
- return false;
- }
-private:
- typedef FullPivHouseholderQR<MatrixType> QRType;
- QRType m_qr;
- WorkspaceType m_workspace;
-};
-
-template<typename MatrixType>
-class qr_preconditioner_impl<MatrixType, FullPivHouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true>
-{
-public:
- typedef typename MatrixType::Index Index;
- typedef typename MatrixType::Scalar Scalar;
- enum
- {
- RowsAtCompileTime = MatrixType::RowsAtCompileTime,
- ColsAtCompileTime = MatrixType::ColsAtCompileTime,
- MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
- MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
- Options = MatrixType::Options
- };
- typedef Matrix<Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime>
- TransposeTypeWithSameStorageOrder;
-
- void allocate(const JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd)
- {
- if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols())
- {
- m_qr.~QRType();
- ::new (&m_qr) QRType(svd.cols(), svd.rows());
- }
- m_adjoint.resize(svd.cols(), svd.rows());
- if (svd.m_computeFullV) m_workspace.resize(svd.cols());
- }
-
- bool run(JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
- {
- if(matrix.cols() > matrix.rows())
- {
- m_adjoint = matrix.adjoint();
- m_qr.compute(m_adjoint);
- svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint();
- if(svd.m_computeFullV) m_qr.matrixQ().evalTo(svd.m_matrixV, m_workspace);
- if(svd.computeU()) svd.m_matrixU = m_qr.colsPermutation();
- return true;
- }
- else return false;
- }
-private:
- typedef FullPivHouseholderQR<TransposeTypeWithSameStorageOrder> QRType;
- QRType m_qr;
- TransposeTypeWithSameStorageOrder m_adjoint;
- typename internal::plain_row_type<MatrixType>::type m_workspace;
-};
-
-/*** preconditioner using ColPivHouseholderQR ***/
-
-template<typename MatrixType>
-class qr_preconditioner_impl<MatrixType, ColPivHouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true>
-{
-public:
- typedef typename MatrixType::Index Index;
-
- void allocate(const JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd)
- {
- if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols())
- {
- m_qr.~QRType();
- ::new (&m_qr) QRType(svd.rows(), svd.cols());
- }
- if (svd.m_computeFullU) m_workspace.resize(svd.rows());
- else if (svd.m_computeThinU) m_workspace.resize(svd.cols());
- }
-
- bool run(JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
- {
- if(matrix.rows() > matrix.cols())
- {
- m_qr.compute(matrix);
- svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>();
- if(svd.m_computeFullU) m_qr.householderQ().evalTo(svd.m_matrixU, m_workspace);
- else if(svd.m_computeThinU)
- {
- svd.m_matrixU.setIdentity(matrix.rows(), matrix.cols());
- m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixU, m_workspace);
- }
- if(svd.computeV()) svd.m_matrixV = m_qr.colsPermutation();
- return true;
- }
- return false;
- }
-
-private:
- typedef ColPivHouseholderQR<MatrixType> QRType;
- QRType m_qr;
- typename internal::plain_col_type<MatrixType>::type m_workspace;
-};
-
-template<typename MatrixType>
-class qr_preconditioner_impl<MatrixType, ColPivHouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true>
-{
-public:
- typedef typename MatrixType::Index Index;
- typedef typename MatrixType::Scalar Scalar;
- enum
- {
- RowsAtCompileTime = MatrixType::RowsAtCompileTime,
- ColsAtCompileTime = MatrixType::ColsAtCompileTime,
- MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
- MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
- Options = MatrixType::Options
- };
-
- typedef Matrix<Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime>
- TransposeTypeWithSameStorageOrder;
-
- void allocate(const JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd)
- {
- if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols())
- {
- m_qr.~QRType();
- ::new (&m_qr) QRType(svd.cols(), svd.rows());
- }
- if (svd.m_computeFullV) m_workspace.resize(svd.cols());
- else if (svd.m_computeThinV) m_workspace.resize(svd.rows());
- m_adjoint.resize(svd.cols(), svd.rows());
- }
-
- bool run(JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
- {
- if(matrix.cols() > matrix.rows())
- {
- m_adjoint = matrix.adjoint();
- m_qr.compute(m_adjoint);
-
- svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint();
- if(svd.m_computeFullV) m_qr.householderQ().evalTo(svd.m_matrixV, m_workspace);
- else if(svd.m_computeThinV)
- {
- svd.m_matrixV.setIdentity(matrix.cols(), matrix.rows());
- m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixV, m_workspace);
- }
- if(svd.computeU()) svd.m_matrixU = m_qr.colsPermutation();
- return true;
- }
- else return false;
- }
-
-private:
- typedef ColPivHouseholderQR<TransposeTypeWithSameStorageOrder> QRType;
- QRType m_qr;
- TransposeTypeWithSameStorageOrder m_adjoint;
- typename internal::plain_row_type<MatrixType>::type m_workspace;
-};
-
-/*** preconditioner using HouseholderQR ***/
-
-template<typename MatrixType>
-class qr_preconditioner_impl<MatrixType, HouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true>
-{
-public:
- typedef typename MatrixType::Index Index;
-
- void allocate(const JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd)
- {
- if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols())
- {
- m_qr.~QRType();
- ::new (&m_qr) QRType(svd.rows(), svd.cols());
- }
- if (svd.m_computeFullU) m_workspace.resize(svd.rows());
- else if (svd.m_computeThinU) m_workspace.resize(svd.cols());
- }
-
- bool run(JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd, const MatrixType& matrix)
- {
- if(matrix.rows() > matrix.cols())
- {
- m_qr.compute(matrix);
- svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>();
- if(svd.m_computeFullU) m_qr.householderQ().evalTo(svd.m_matrixU, m_workspace);
- else if(svd.m_computeThinU)
- {
- svd.m_matrixU.setIdentity(matrix.rows(), matrix.cols());
- m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixU, m_workspace);
- }
- if(svd.computeV()) svd.m_matrixV.setIdentity(matrix.cols(), matrix.cols());
- return true;
- }
- return false;
- }
-private:
- typedef HouseholderQR<MatrixType> QRType;
- QRType m_qr;
- typename internal::plain_col_type<MatrixType>::type m_workspace;
-};
-
-template<typename MatrixType>
-class qr_preconditioner_impl<MatrixType, HouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true>
-{
-public:
- typedef typename MatrixType::Index Index;
- typedef typename MatrixType::Scalar Scalar;
- enum
- {
- RowsAtCompileTime = MatrixType::RowsAtCompileTime,
- ColsAtCompileTime = MatrixType::ColsAtCompileTime,
- MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
- MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
- Options = MatrixType::Options
- };
-
- typedef Matrix<Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime>
- TransposeTypeWithSameStorageOrder;
-
- void allocate(const JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd)
- {
- if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols())
- {
- m_qr.~QRType();
- ::new (&m_qr) QRType(svd.cols(), svd.rows());
- }
- if (svd.m_computeFullV) m_workspace.resize(svd.cols());
- else if (svd.m_computeThinV) m_workspace.resize(svd.rows());
- m_adjoint.resize(svd.cols(), svd.rows());
- }
-
- bool run(JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd, const MatrixType& matrix)
- {
- if(matrix.cols() > matrix.rows())
- {
- m_adjoint = matrix.adjoint();
- m_qr.compute(m_adjoint);
-
- svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint();
- if(svd.m_computeFullV) m_qr.householderQ().evalTo(svd.m_matrixV, m_workspace);
- else if(svd.m_computeThinV)
- {
- svd.m_matrixV.setIdentity(matrix.cols(), matrix.rows());
- m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixV, m_workspace);
- }
- if(svd.computeU()) svd.m_matrixU.setIdentity(matrix.rows(), matrix.rows());
- return true;
- }
- else return false;
- }
-
-private:
- typedef HouseholderQR<TransposeTypeWithSameStorageOrder> QRType;
- QRType m_qr;
- TransposeTypeWithSameStorageOrder m_adjoint;
- typename internal::plain_row_type<MatrixType>::type m_workspace;
-};
-
-/*** 2x2 SVD implementation
- ***
- *** JacobiSVD consists in performing a series of 2x2 SVD subproblems
- ***/
-
-template<typename MatrixType, int QRPreconditioner>
-struct svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner, false>
-{
- typedef JacobiSVD<MatrixType, QRPreconditioner> SVD;
- typedef typename SVD::Index Index;
- static void run(typename SVD::WorkMatrixType&, SVD&, Index, Index) {}
-};
-
-template<typename MatrixType, int QRPreconditioner>
-struct svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner, true>
-{
- typedef JacobiSVD<MatrixType, QRPreconditioner> SVD;
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- typedef typename SVD::Index Index;
- static void run(typename SVD::WorkMatrixType& work_matrix, SVD& svd, Index p, Index q)
- {
- using std::sqrt;
- Scalar z;
- JacobiRotation<Scalar> rot;
- RealScalar n = sqrt(numext::abs2(work_matrix.coeff(p,p)) + numext::abs2(work_matrix.coeff(q,p)));
- if(n==0)
- {
- z = abs(work_matrix.coeff(p,q)) / work_matrix.coeff(p,q);
- work_matrix.row(p) *= z;
- if(svd.computeU()) svd.m_matrixU.col(p) *= conj(z);
- z = abs(work_matrix.coeff(q,q)) / work_matrix.coeff(q,q);
- work_matrix.row(q) *= z;
- if(svd.computeU()) svd.m_matrixU.col(q) *= conj(z);
- }
- else
- {
- rot.c() = conj(work_matrix.coeff(p,p)) / n;
- rot.s() = work_matrix.coeff(q,p) / n;
- work_matrix.applyOnTheLeft(p,q,rot);
- if(svd.computeU()) svd.m_matrixU.applyOnTheRight(p,q,rot.adjoint());
- if(work_matrix.coeff(p,q) != Scalar(0))
- {
- Scalar z = abs(work_matrix.coeff(p,q)) / work_matrix.coeff(p,q);
- work_matrix.col(q) *= z;
- if(svd.computeV()) svd.m_matrixV.col(q) *= z;
- }
- if(work_matrix.coeff(q,q) != Scalar(0))
- {
- z = abs(work_matrix.coeff(q,q)) / work_matrix.coeff(q,q);
- work_matrix.row(q) *= z;
- if(svd.computeU()) svd.m_matrixU.col(q) *= conj(z);
- }
- }
- }
-};
-
-template<typename MatrixType, typename RealScalar, typename Index>
-void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q,
- JacobiRotation<RealScalar> *j_left,
- JacobiRotation<RealScalar> *j_right)
-{
- using std::sqrt;
- Matrix<RealScalar,2,2> m;
- m << numext::real(matrix.coeff(p,p)), numext::real(matrix.coeff(p,q)),
- numext::real(matrix.coeff(q,p)), numext::real(matrix.coeff(q,q));
- JacobiRotation<RealScalar> rot1;
- RealScalar t = m.coeff(0,0) + m.coeff(1,1);
- RealScalar d = m.coeff(1,0) - m.coeff(0,1);
- if(t == RealScalar(0))
- {
- rot1.c() = RealScalar(0);
- rot1.s() = d > RealScalar(0) ? RealScalar(1) : RealScalar(-1);
- }
- else
- {
- RealScalar u = d / t;
- rot1.c() = RealScalar(1) / sqrt(RealScalar(1) + numext::abs2(u));
- rot1.s() = rot1.c() * u;
- }
- m.applyOnTheLeft(0,1,rot1);
- j_right->makeJacobi(m,0,1);
- *j_left = rot1 * j_right->transpose();
-}
-
-} // end namespace internal
-
-/** \ingroup SVD_Module
- *
- *
- * \class JacobiSVD
- *
- * \brief Two-sided Jacobi SVD decomposition of a rectangular matrix
- *
- * \param MatrixType the type of the matrix of which we are computing the SVD decomposition
- * \param QRPreconditioner this optional parameter allows to specify the type of QR decomposition that will be used internally
- * for the R-SVD step for non-square matrices. See discussion of possible values below.
- *
- * SVD decomposition consists in decomposing any n-by-p matrix \a A as a product
- * \f[ A = U S V^* \f]
- * where \a U is a n-by-n unitary, \a V is a p-by-p unitary, and \a S is a n-by-p real positive matrix which is zero outside of its main diagonal;
- * the diagonal entries of S are known as the \em singular \em values of \a A and the columns of \a U and \a V are known as the left
- * and right \em singular \em vectors of \a A respectively.
- *
- * Singular values are always sorted in decreasing order.
- *
- * This JacobiSVD decomposition computes only the singular values by default. If you want \a U or \a V, you need to ask for them explicitly.
- *
- * You can ask for only \em thin \a U or \a V to be computed, meaning the following. In case of a rectangular n-by-p matrix, letting \a m be the
- * smaller value among \a n and \a p, there are only \a m singular vectors; the remaining columns of \a U and \a V do not correspond to actual
- * singular vectors. Asking for \em thin \a U or \a V means asking for only their \a m first columns to be formed. So \a U is then a n-by-m matrix,
- * and \a V is then a p-by-m matrix. Notice that thin \a U and \a V are all you need for (least squares) solving.
- *
- * Here's an example demonstrating basic usage:
- * \include JacobiSVD_basic.cpp
- * Output: \verbinclude JacobiSVD_basic.out
- *
- * This JacobiSVD class is a two-sided Jacobi R-SVD decomposition, ensuring optimal reliability and accuracy. The downside is that it's slower than
- * bidiagonalizing SVD algorithms for large square matrices; however its complexity is still \f$ O(n^2p) \f$ where \a n is the smaller dimension and
- * \a p is the greater dimension, meaning that it is still of the same order of complexity as the faster bidiagonalizing R-SVD algorithms.
- * In particular, like any R-SVD, it takes advantage of non-squareness in that its complexity is only linear in the greater dimension.
- *
- * If the input matrix has inf or nan coefficients, the result of the computation is undefined, but the computation is guaranteed to
- * terminate in finite (and reasonable) time.
- *
- * The possible values for QRPreconditioner are:
- * \li ColPivHouseholderQRPreconditioner is the default. In practice it's very safe. It uses column-pivoting QR.
- * \li FullPivHouseholderQRPreconditioner, is the safest and slowest. It uses full-pivoting QR.
- * Contrary to other QRs, it doesn't allow computing thin unitaries.
- * \li HouseholderQRPreconditioner is the fastest, and less safe and accurate than the pivoting variants. It uses non-pivoting QR.
- * This is very similar in safety and accuracy to the bidiagonalization process used by bidiagonalizing SVD algorithms (since bidiagonalization
- * is inherently non-pivoting). However the resulting SVD is still more reliable than bidiagonalizing SVDs because the Jacobi-based iterarive
- * process is more reliable than the optimized bidiagonal SVD iterations.
- * \li NoQRPreconditioner allows not to use a QR preconditioner at all. This is useful if you know that you will only be computing
- * JacobiSVD decompositions of square matrices. Non-square matrices require a QR preconditioner. Using this option will result in
- * faster compilation and smaller executable code. It won't significantly speed up computation, since JacobiSVD is always checking
- * if QR preconditioning is needed before applying it anyway.
- *
- * \sa MatrixBase::jacobiSvd()
- */
-template<typename _MatrixType, int QRPreconditioner>
-class JacobiSVD : public SVDBase<_MatrixType>
-{
- public:
-
- typedef _MatrixType MatrixType;
- typedef typename MatrixType::Scalar Scalar;
- typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
- typedef typename MatrixType::Index Index;
- enum {
- RowsAtCompileTime = MatrixType::RowsAtCompileTime,
- ColsAtCompileTime = MatrixType::ColsAtCompileTime,
- DiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime,ColsAtCompileTime),
- MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
- MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
- MaxDiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(MaxRowsAtCompileTime,MaxColsAtCompileTime),
- MatrixOptions = MatrixType::Options
- };
-
- typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime,
- MatrixOptions, MaxRowsAtCompileTime, MaxRowsAtCompileTime>
- MatrixUType;
- typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime,
- MatrixOptions, MaxColsAtCompileTime, MaxColsAtCompileTime>
- MatrixVType;
- typedef typename internal::plain_diag_type<MatrixType, RealScalar>::type SingularValuesType;
- typedef typename internal::plain_row_type<MatrixType>::type RowType;
- typedef typename internal::plain_col_type<MatrixType>::type ColType;
- typedef Matrix<Scalar, DiagSizeAtCompileTime, DiagSizeAtCompileTime,
- MatrixOptions, MaxDiagSizeAtCompileTime, MaxDiagSizeAtCompileTime>
- WorkMatrixType;
-
- /** \brief Default Constructor.
- *
- * The default constructor is useful in cases in which the user intends to
- * perform decompositions via JacobiSVD::compute(const MatrixType&).
- */
- JacobiSVD()
- : SVDBase<_MatrixType>::SVDBase()
- {}
-
-
- /** \brief Default Constructor with memory preallocation
- *
- * Like the default constructor but with preallocation of the internal data
- * according to the specified problem size.
- * \sa JacobiSVD()
- */
- JacobiSVD(Index rows, Index cols, unsigned int computationOptions = 0)
- : SVDBase<_MatrixType>::SVDBase()
- {
- allocate(rows, cols, computationOptions);
- }
-
- /** \brief Constructor performing the decomposition of given matrix.
- *
- * \param matrix the matrix to decompose
- * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
- * By default, none is computed. This is a bit-field, the possible bits are #ComputeFullU, #ComputeThinU,
- * #ComputeFullV, #ComputeThinV.
- *
- * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
- * available with the (non-default) FullPivHouseholderQR preconditioner.
- */
- JacobiSVD(const MatrixType& matrix, unsigned int computationOptions = 0)
- : SVDBase<_MatrixType>::SVDBase()
- {
- compute(matrix, computationOptions);
- }
-
- /** \brief Method performing the decomposition of given matrix using custom options.
- *
- * \param matrix the matrix to decompose
- * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
- * By default, none is computed. This is a bit-field, the possible bits are #ComputeFullU, #ComputeThinU,
- * #ComputeFullV, #ComputeThinV.
- *
- * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
- * available with the (non-default) FullPivHouseholderQR preconditioner.
- */
- SVDBase<MatrixType>& compute(const MatrixType& matrix, unsigned int computationOptions);
-
- /** \brief Method performing the decomposition of given matrix using current options.
- *
- * \param matrix the matrix to decompose
- *
- * This method uses the current \a computationOptions, as already passed to the constructor or to compute(const MatrixType&, unsigned int).
- */
- SVDBase<MatrixType>& compute(const MatrixType& matrix)
- {
- return compute(matrix, this->m_computationOptions);
- }
-
- /** \returns a (least squares) solution of \f$ A x = b \f$ using the current SVD decomposition of A.
- *
- * \param b the right-hand-side of the equation to solve.
- *
- * \note Solving requires both U and V to be computed. Thin U and V are enough, there is no need for full U or V.
- *
- * \note SVD solving is implicitly least-squares. Thus, this method serves both purposes of exact solving and least-squares solving.
- * In other words, the returned solution is guaranteed to minimize the Euclidean norm \f$ \Vert A x - b \Vert \f$.
- */
- template<typename Rhs>
- inline const internal::solve_retval<JacobiSVD, Rhs>
- solve(const MatrixBase<Rhs>& b) const
- {
- eigen_assert(this->m_isInitialized && "JacobiSVD is not initialized.");
- eigen_assert(SVDBase<MatrixType>::computeU() && SVDBase<MatrixType>::computeV() && "JacobiSVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
- return internal::solve_retval<JacobiSVD, Rhs>(*this, b.derived());
- }
-
-
-
- private:
- void allocate(Index rows, Index cols, unsigned int computationOptions);
-
- protected:
- WorkMatrixType m_workMatrix;
-
- template<typename __MatrixType, int _QRPreconditioner, bool _IsComplex>
- friend struct internal::svd_precondition_2x2_block_to_be_real;
- template<typename __MatrixType, int _QRPreconditioner, int _Case, bool _DoAnything>
- friend struct internal::qr_preconditioner_impl;
-
- internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreColsThanRows> m_qr_precond_morecols;
- internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreRowsThanCols> m_qr_precond_morerows;
-};
-
-template<typename MatrixType, int QRPreconditioner>
-void JacobiSVD<MatrixType, QRPreconditioner>::allocate(Index rows, Index cols, unsigned int computationOptions)
-{
- if (SVDBase<MatrixType>::allocate(rows, cols, computationOptions)) return;
-
- if (QRPreconditioner == FullPivHouseholderQRPreconditioner)
- {
- eigen_assert(!(this->m_computeThinU || this->m_computeThinV) &&
- "JacobiSVD: can't compute thin U or thin V with the FullPivHouseholderQR preconditioner. "
- "Use the ColPivHouseholderQR preconditioner instead.");
- }
-
- m_workMatrix.resize(this->m_diagSize, this->m_diagSize);
-
- if(this->m_cols>this->m_rows) m_qr_precond_morecols.allocate(*this);
- if(this->m_rows>this->m_cols) m_qr_precond_morerows.allocate(*this);
-}
-
-template<typename MatrixType, int QRPreconditioner>
-SVDBase<MatrixType>&
-JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsigned int computationOptions)
-{
- using std::abs;
- allocate(matrix.rows(), matrix.cols(), computationOptions);
-
- // currently we stop when we reach precision 2*epsilon as the last bit of precision can require an unreasonable number of iterations,
- // only worsening the precision of U and V as we accumulate more rotations
- const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();
-
- // limit for very small denormal numbers to be considered zero in order to avoid infinite loops (see bug 286)
- const RealScalar considerAsZero = RealScalar(2) * std::numeric_limits<RealScalar>::denorm_min();
-
- /*** step 1. The R-SVD step: we use a QR decomposition to reduce to the case of a square matrix */
-
- if(!m_qr_precond_morecols.run(*this, matrix) && !m_qr_precond_morerows.run(*this, matrix))
- {
- m_workMatrix = matrix.block(0,0,this->m_diagSize,this->m_diagSize);
- if(this->m_computeFullU) this->m_matrixU.setIdentity(this->m_rows,this->m_rows);
- if(this->m_computeThinU) this->m_matrixU.setIdentity(this->m_rows,this->m_diagSize);
- if(this->m_computeFullV) this->m_matrixV.setIdentity(this->m_cols,this->m_cols);
- if(this->m_computeThinV) this->m_matrixV.setIdentity(this->m_cols, this->m_diagSize);
- }
-
- /*** step 2. The main Jacobi SVD iteration. ***/
-
- bool finished = false;
- while(!finished)
- {
- finished = true;
-
- // do a sweep: for all index pairs (p,q), perform SVD of the corresponding 2x2 sub-matrix
-
- for(Index p = 1; p < this->m_diagSize; ++p)
- {
- for(Index q = 0; q < p; ++q)
- {
- // if this 2x2 sub-matrix is not diagonal already...
- // notice that this comparison will evaluate to false if any NaN is involved, ensuring that NaN's don't
- // keep us iterating forever. Similarly, small denormal numbers are considered zero.
- using std::max;
- RealScalar threshold = (max)(considerAsZero, precision * (max)(abs(m_workMatrix.coeff(p,p)),
- abs(m_workMatrix.coeff(q,q))));
- if((max)(abs(m_workMatrix.coeff(p,q)),abs(m_workMatrix.coeff(q,p))) > threshold)
- {
- finished = false;
-
- // perform SVD decomposition of 2x2 sub-matrix corresponding to indices p,q to make it diagonal
- internal::svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner>::run(m_workMatrix, *this, p, q);
- JacobiRotation<RealScalar> j_left, j_right;
- internal::real_2x2_jacobi_svd(m_workMatrix, p, q, &j_left, &j_right);
-
- // accumulate resulting Jacobi rotations
- m_workMatrix.applyOnTheLeft(p,q,j_left);
- if(SVDBase<MatrixType>::computeU()) this->m_matrixU.applyOnTheRight(p,q,j_left.transpose());
-
- m_workMatrix.applyOnTheRight(p,q,j_right);
- if(SVDBase<MatrixType>::computeV()) this->m_matrixV.applyOnTheRight(p,q,j_right);
- }
- }
- }
- }
-
- /*** step 3. The work matrix is now diagonal, so ensure it's positive so its diagonal entries are the singular values ***/
-
- for(Index i = 0; i < this->m_diagSize; ++i)
- {
- RealScalar a = abs(m_workMatrix.coeff(i,i));
- this->m_singularValues.coeffRef(i) = a;
- if(SVDBase<MatrixType>::computeU() && (a!=RealScalar(0))) this->m_matrixU.col(i) *= this->m_workMatrix.coeff(i,i)/a;
- }
-
- /*** step 4. Sort singular values in descending order and compute the number of nonzero singular values ***/
-
- this->m_nonzeroSingularValues = this->m_diagSize;
- for(Index i = 0; i < this->m_diagSize; i++)
- {
- Index pos;
- RealScalar maxRemainingSingularValue = this->m_singularValues.tail(this->m_diagSize-i).maxCoeff(&pos);
- if(maxRemainingSingularValue == RealScalar(0))
- {
- this->m_nonzeroSingularValues = i;
- break;
- }
- if(pos)
- {
- pos += i;
- std::swap(this->m_singularValues.coeffRef(i), this->m_singularValues.coeffRef(pos));
- if(SVDBase<MatrixType>::computeU()) this->m_matrixU.col(pos).swap(this->m_matrixU.col(i));
- if(SVDBase<MatrixType>::computeV()) this->m_matrixV.col(pos).swap(this->m_matrixV.col(i));
- }
- }
-
- this->m_isInitialized = true;
- return *this;
-}
-
-namespace internal {
-template<typename _MatrixType, int QRPreconditioner, typename Rhs>
-struct solve_retval<JacobiSVD<_MatrixType, QRPreconditioner>, Rhs>
- : solve_retval_base<JacobiSVD<_MatrixType, QRPreconditioner>, Rhs>
-{
- typedef JacobiSVD<_MatrixType, QRPreconditioner> JacobiSVDType;
- EIGEN_MAKE_SOLVE_HELPERS(JacobiSVDType,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- eigen_assert(rhs().rows() == dec().rows());
-
- // A = U S V^*
- // So A^{-1} = V S^{-1} U^*
-
- Index diagSize = (std::min)(dec().rows(), dec().cols());
- typename JacobiSVDType::SingularValuesType invertedSingVals(diagSize);
-
- Index nonzeroSingVals = dec().nonzeroSingularValues();
- invertedSingVals.head(nonzeroSingVals) = dec().singularValues().head(nonzeroSingVals).array().inverse();
- invertedSingVals.tail(diagSize - nonzeroSingVals).setZero();
-
- dst = dec().matrixV().leftCols(diagSize)
- * invertedSingVals.asDiagonal()
- * dec().matrixU().leftCols(diagSize).adjoint()
- * rhs();
- }
-};
-} // end namespace internal
-
-/** \svd_module
- *
- * \return the singular value decomposition of \c *this computed by two-sided
- * Jacobi transformations.
- *
- * \sa class JacobiSVD
- */
-template<typename Derived>
-JacobiSVD<typename MatrixBase<Derived>::PlainObject>
-MatrixBase<Derived>::jacobiSvd(unsigned int computationOptions) const
-{
- return JacobiSVD<PlainObject>(*this, computationOptions);
-}
-
-} // end namespace Eigen
-
-#endif // EIGEN_JACOBISVD_H
diff --git a/unsupported/test/svd_common.h b/unsupported/test/svd_common.h
index b40c23a2b..6a96e7c74 100644
--- a/unsupported/test/svd_common.h
+++ b/unsupported/test/svd_common.h
@@ -18,7 +18,7 @@
#define EIGEN_RUNTIME_NO_MALLOC
#include "main.h"
-#include <unsupported/Eigen/SVD>
+#include <unsupported/Eigen/BDCSVD>
#include <Eigen/LU>