diff options
author | Benoit Jacob <jacob.benoit.1@gmail.com> | 2009-09-28 10:49:55 -0400 |
---|---|---|
committer | Benoit Jacob <jacob.benoit.1@gmail.com> | 2009-09-28 10:49:55 -0400 |
commit | eeabd18afc5fca290612aada629a294f85d9d353 (patch) | |
tree | f34a66f06bd69c856bc66d83e6d20b114724e8dd | |
parent | 67bf7c90c5c41d8b62411c298d657908537118ea (diff) |
Fix compilation of HouseholderQR and ColPivotingHouseholderQR for non-square fixed-size matrices.
For Colpiv that was just changing MatrixQType to MatrixType in the instantiation of HouseholderSequence.
For HouseholderQR I also re-ported the solve method from Colpiv as there were multiple issues.
-rw-r--r-- | Eigen/src/QR/ColPivotingHouseholderQR.h | 2 | ||||
-rw-r--r-- | Eigen/src/QR/HouseholderQR.h | 18 | ||||
-rw-r--r-- | test/qr.cpp | 38 | ||||
-rw-r--r-- | test/qr_colpivoting.cpp | 5 |
4 files changed, 36 insertions, 27 deletions
diff --git a/Eigen/src/QR/ColPivotingHouseholderQR.h b/Eigen/src/QR/ColPivotingHouseholderQR.h index 0898b5d1f..b141da0aa 100644 --- a/Eigen/src/QR/ColPivotingHouseholderQR.h +++ b/Eigen/src/QR/ColPivotingHouseholderQR.h @@ -62,7 +62,7 @@ template<typename MatrixType> class ColPivotingHouseholderQR typedef Matrix<Scalar, 1, ColsAtCompileTime> RowVectorType; typedef Matrix<Scalar, RowsAtCompileTime, 1> ColVectorType; typedef Matrix<RealScalar, 1, ColsAtCompileTime> RealRowVectorType; - typedef typename HouseholderSequence<MatrixQType,HCoeffsType>::ConjugateReturnType HouseholderSequenceType; + typedef typename HouseholderSequence<MatrixType,HCoeffsType>::ConjugateReturnType HouseholderSequenceType; /** * \brief Default Constructor. diff --git a/Eigen/src/QR/HouseholderQR.h b/Eigen/src/QR/HouseholderQR.h index 39502a30f..4cc553926 100644 --- a/Eigen/src/QR/HouseholderQR.h +++ b/Eigen/src/QR/HouseholderQR.h @@ -62,7 +62,7 @@ template<typename MatrixType> class HouseholderQR typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, AutoAlign | (ei_traits<MatrixType>::Flags&RowMajorBit ? RowMajor : ColMajor)> MatrixQType; typedef Matrix<Scalar, DiagSizeAtCompileTime, 1> HCoeffsType; typedef Matrix<Scalar, 1, ColsAtCompileTime> RowVectorType; - typedef typename HouseholderSequence<MatrixQType,HCoeffsType>::ConjugateReturnType HouseholderSequenceType; + typedef typename HouseholderSequence<MatrixType,HCoeffsType>::ConjugateReturnType HouseholderSequenceType; /** * \brief Default Constructor. @@ -206,18 +206,22 @@ void HouseholderQR<MatrixType>::solve( ) const { ei_assert(m_isInitialized && "HouseholderQR is not initialized."); + result->resize(m_qr.cols(), b.cols()); const int rows = m_qr.rows(); - const int cols = b.cols(); + const int rank = std::min(m_qr.rows(), m_qr.cols()); ei_assert(b.rows() == rows); - result->resize(rows, cols); - *result = b; - result->applyOnTheLeft(matrixQAsHouseholderSequence().inverse()); + typename OtherDerived::PlainMatrixType c(b); + + // Note that the matrix Q = H_0^* H_1^*... so its inverse is Q^* = (H_0 H_1 ...)^T + c.applyOnTheLeft(makeHouseholderSequence(m_qr.corner(TopLeft,rows,rank), m_hCoeffs.start(rank)).transpose()); - const int rank = std::min(result->rows(), result->cols()); m_qr.corner(TopLeft, rank, rank) .template triangularView<UpperTriangular>() - .solveInPlace(result->corner(TopLeft, rank, result->cols())); + .solveInPlace(c.corner(TopLeft, rank, c.cols())); + + result->corner(TopLeft, rank, c.cols()) = c.corner(TopLeft,rank, c.cols()); + result->corner(BottomLeft, result->rows()-rank, c.cols()).setZero(); } /** \returns the matrix Q */ diff --git a/test/qr.cpp b/test/qr.cpp index f185ac86e..036a3c9f2 100644 --- a/test/qr.cpp +++ b/test/qr.cpp @@ -41,20 +41,26 @@ template<typename MatrixType> void qr(const MatrixType& m) for(int i = 0; i < rows; i++) for(int j = 0; j < cols; j++) if(i>j) r(i,j) = Scalar(0); VERIFY_IS_APPROX(a, qrOfA.matrixQ() * r); +} - SquareMatrixType b = a.adjoint() * a; +template<typename MatrixType, int Cols2> void qr_fixedsize() +{ + enum { Rows = MatrixType::RowsAtCompileTime, Cols = MatrixType::ColsAtCompileTime }; + typedef typename MatrixType::Scalar Scalar; + Matrix<Scalar,Rows,Cols> m1 = Matrix<Scalar,Rows,Cols>::Random(); + HouseholderQR<Matrix<Scalar,Rows,Cols> > qr(m1); - // check tridiagonalization - Tridiagonalization<SquareMatrixType> tridiag(b); - VERIFY_IS_APPROX(b, tridiag.matrixQ() * tridiag.matrixT() * tridiag.matrixQ().adjoint()); + Matrix<Scalar,Rows,Cols> r = qr.matrixQR(); + // FIXME need better way to construct trapezoid + for(int i = 0; i < Rows; i++) for(int j = 0; j < Cols; j++) if(i>j) r(i,j) = Scalar(0); - // check hessenberg decomposition - HessenbergDecomposition<SquareMatrixType> hess(b); - VERIFY_IS_APPROX(b, hess.matrixQ() * hess.matrixH() * hess.matrixQ().adjoint()); - VERIFY_IS_APPROX(tridiag.matrixT(), hess.matrixH()); - b = SquareMatrixType::Random(cols,cols); - hess.compute(b); - VERIFY_IS_APPROX(b, hess.matrixQ() * hess.matrixH() * hess.matrixQ().adjoint()); + VERIFY_IS_APPROX(m1, qr.matrixQ() * r); + + Matrix<Scalar,Cols,Cols2> m2 = Matrix<Scalar,Cols,Cols2>::Random(Cols,Cols2); + Matrix<Scalar,Rows,Cols2> m3 = m1*m2; + m2 = Matrix<Scalar,Cols,Cols2>::Random(Cols,Cols2); + qr.solve(m3, &m2); + VERIFY_IS_APPROX(m3, m1*m2); } template<typename MatrixType> void qr_invertible() @@ -105,11 +111,11 @@ template<typename MatrixType> void qr_verify_assert() void test_qr() { for(int i = 0; i < 1; i++) { - // FIXME : very weird bug here -// CALL_SUBTEST( qr(Matrix2f()) ); - CALL_SUBTEST( qr(Matrix4d()) ); - CALL_SUBTEST( qr(MatrixXf(47,40)) ); - CALL_SUBTEST( qr(MatrixXcd(17,7)) ); + CALL_SUBTEST( qr(MatrixXf(47,40)) ); + CALL_SUBTEST( qr(MatrixXcd(17,7)) ); + CALL_SUBTEST(( qr_fixedsize<Matrix<float,3,4>, 2 >() )); + CALL_SUBTEST(( qr_fixedsize<Matrix<double,6,2>, 4 >() )); + CALL_SUBTEST(( qr_fixedsize<Matrix<double,2,5>, 7 >() )); } for(int i = 0; i < g_repeat; i++) { diff --git a/test/qr_colpivoting.cpp b/test/qr_colpivoting.cpp index e0edad842..4b6f7dd6b 100644 --- a/test/qr_colpivoting.cpp +++ b/test/qr_colpivoting.cpp @@ -154,10 +154,9 @@ void test_qr_colpivoting() CALL_SUBTEST( qr<MatrixXf>() ); CALL_SUBTEST( qr<MatrixXd>() ); CALL_SUBTEST( qr<MatrixXcd>() ); + CALL_SUBTEST(( qr_fixedsize<Matrix<float,3,5>, 4 >() )); + CALL_SUBTEST(( qr_fixedsize<Matrix<double,6,2>, 3 >() )); } - - CALL_SUBTEST(( qr_fixedsize<Matrix<float,3,5>, 4 >() )); - CALL_SUBTEST(( qr_fixedsize<Matrix<double,6,2>, 3 >() )); for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST( qr_invertible<MatrixXf>() ); |