diff options
| author |  Gael Guennebaud <g.gael@free.fr> | 2012-07-24 18:16:22 +0200 |
|---|---|---|
| committer | Gael Guennebaud <g.gael@free.fr> | 2012-07-24 18:16:22 +0200 |
| commit | e7c07de549ace45f11c000c15f6a9fcb1c9b8170 (patch) | |
| tree | 4e9b5180cc7de5b5f94072e6ec699ec3c2e5bb06 /Eigen/src/Eigenvalues/RealQZ.h | |
| parent | c1cab7b8ed8e419f88c167d67167f8dc485fc1e9 (diff) | |
RealQZ: optimize general hessenberg to not apply rotations to zero entries.
Diffstat (limited to 'Eigen/src/Eigenvalues/RealQZ.h')
| -rw-r--r-- | Eigen/src/Eigenvalues/RealQZ.h | 25 |
1 files changed, 16 insertions, 9 deletions
diff --git a/Eigen/src/Eigenvalues/RealQZ.h b/Eigen/src/Eigenvalues/RealQZ.h index 684b6878c..8c7adb63d 100644 --- a/Eigen/src/Eigenvalues/RealQZ.h +++ b/Eigen/src/Eigenvalues/RealQZ.h @@ -234,18 +234,26 @@ namespace Eigen { for (Index i=dim-1; i>=j+2; i--) { JRs G; // kill S(i,j) - G.makeGivens(m_S.coeff(i-1, j), m_S.coeff(i,j)); - m_S.applyOnTheLeft(i-1,i,G.adjoint()); - m_T.applyOnTheLeft(i-1,i,G.adjoint()); - m_S.coeffRef(i,j) = Scalar(0.0); + if(m_S.coeff(i,j) != 0) + { + Scalar tmp = m_S(i-1,j); + G.makeGivens(tmp, m_S.coeff(i,j), &m_S.coeffRef(i-1, j)); + m_S.coeffRef(i,j) = Scalar(0.0); + m_S.rightCols(dim-j-1).applyOnTheLeft(i-1,i,G.adjoint()); + m_T.rightCols(dim-i+1).applyOnTheLeft(i-1,i,G.adjoint()); + } // update Q if (m_computeQZ) m_Q.applyOnTheRight(i-1,i,G); // kill T(i,i-1) - G.makeGivens(m_T.coeff(i,i), m_T.coeff(i,i-1)); - m_S.applyOnTheRight(i,i-1,G); - m_T.applyOnTheRight(i,i-1,G); - m_T.coeffRef(i,i-1) = Scalar(0.0); + if(m_T.coeff(i,i-1)!=Scalar(0)) + { + Scalar tmp = m_T.coeff(i,i); + G.makeGivens(tmp, m_T.coeff(i,i-1), &m_T.coeffRef(i,i)); + m_T.coeffRef(i,i-1) = Scalar(0.0); + m_S.applyOnTheRight(i,i-1,G); + m_T.topRows(i).applyOnTheRight(i,i-1,G); + } // update Z if (m_computeQZ) m_Z.applyOnTheLeft(i,i-1,G.adjoint()); @@ -574,4 +582,3 @@ namespace Eigen { #endif //EIGEN_REAL_QZ - |