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authorGravatar Jitse Niesen <jitse@maths.leeds.ac.uk>2011-01-02 16:59:44 +0000
committerGravatar Jitse Niesen <jitse@maths.leeds.ac.uk>2011-01-02 16:59:44 +0000
commit47a9d2ed54f6899fe1d5e5ea001bed0b7ab2fb8e (patch)
treeba4f1eb1cd6e8688248005a28d5cd7ae7ff4de1d /Eigen/src/Householder/HouseholderSequence.h
parent583f96351758d22606b7e6db66795599e4abcaf6 (diff)
Document HouseholderSequence.
Incomplete: I did not explain the difference between OnTheLeft and OnTheRight, and there is only one example.
Diffstat (limited to 'Eigen/src/Householder/HouseholderSequence.h')
-rw-r--r--Eigen/src/Householder/HouseholderSequence.h132
1 files changed, 124 insertions, 8 deletions
diff --git a/Eigen/src/Householder/HouseholderSequence.h b/Eigen/src/Householder/HouseholderSequence.h
index d3616ed70..4b4def02e 100644
--- a/Eigen/src/Householder/HouseholderSequence.h
+++ b/Eigen/src/Householder/HouseholderSequence.h
@@ -29,12 +29,28 @@
/** \ingroup Householder_Module
* \householder_module
* \class HouseholderSequence
- * \brief Represents a sequence of householder reflections with decreasing size
+ * \brief Sequence of Householder reflections acting on subspaces with decreasing size
+ * \tparam VectorsType type of matrix containing the Householder vectors
+ * \tparam CoeffsType type of vector containing the Householder coefficients
+ * \tparam Side either OnTheLeft (the default) or OnTheRight
*
- * This class represents a product sequence of householder reflections \f$ H = \Pi_0^{n-1} H_i \f$
- * where \f$ H_i \f$ is the i-th householder transformation \f$ I - h_i v_i v_i^* \f$,
- * \f$ v_i \f$ is the i-th householder vector \f$ [ 1, m_vectors(i+1,i), m_vectors(i+2,i), ...] \f$
- * and \f$ h_i \f$ is the i-th householder coefficient \c m_coeffs[i].
+ * This class represents a product sequence of Householder reflections where the first Householder reflection
+ * acts on the whole space, the second Householder reflection leaves the one-dimensional subspace spanned by
+ * the first unit vector invariant, the third Householder reflection leaves the two-dimensional subspace
+ * spanned by the first two unit vectors invariant, and so on up to the last reflection which leaves all but
+ * one dimensions invariant and acts only on the last dimension. Such sequences of Householder reflections
+ * are used in several algorithms to zero out certain parts of a matrix. Indeed, the methods
+ * HessenbergDecomposition::matrixQ(), Tridiagonalization::matrixQ(), HouseholderQR::householderQ(),
+ * and ColPivHouseholderQR::householderQ() all return a %HouseholderSequence.
+ *
+ * More precisely, the class %HouseholderSequence represents an \f$ n \times n \f$ matrix \f$ H \f$ of the
+ * form \f$ H = \prod_{i=0}^{n-1} H_i \f$ where the i-th Householder reflection is \f$ H_i = I - h_i v_i
+ * v_i^* \f$. The i-th Householder coefficient \f$ h_i \f$ is a scalar and the i-th Householder vector \f$
+ * v_i \f$ is a vector of the form
+ * \f[
+ * v_i = [\underbrace{0, \ldots, 0}_{i-1\mbox{ zeros}}, 1, \underbrace{*, \ldots,*}_{n-i\mbox{ arbitrary entries}} ].
+ * \f]
+ * The last \f$ n-i \f$ entries of \f$ v_i \f$ are called the essential part of the Householder vector.
*
* Typical usages are listed below, where H is a HouseholderSequence:
* \code
@@ -46,6 +62,8 @@
* \endcode
* In addition to the adjoint, you can also apply the inverse (=adjoint), the transpose, and the conjugate operators.
*
+ * See the documentation for HouseholderSequence(const VectorsType&, const CoeffsType&) for an example.
+ *
* \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
*/
@@ -129,12 +147,30 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
Side
> ConjugateReturnType;
+ /** \brief Constructor.
+ * \param[in] v %Matrix containing the essential parts of the Householder vectors
+ * \param[in] h Vector containing the Householder coefficients
+ *
+ * Constructs the Householder sequence with coefficients given by \p h and vectors given by \p v. The
+ * i-th Householder coefficient \f$ h_i \f$ is given by \p h(i) and the essential part of the i-th
+ * Householder vector \f$ v_i \f$ is given by \p v(k,i) with \p k > \p i (the subdiagonal part of the
+ * i-th column). If \p v has fewer columns than rows, then the Householder sequence contains as many
+ * Householder reflections as there are columns.
+ *
+ * \note The %HouseholderSequence object stores \p v and \p h by reference.
+ *
+ * Example: \include HouseholderSequence_HouseholderSequence.cpp
+ * Output: \verbinclude HouseholderSequence_HouseholderSequence.out
+ *
+ * \sa setLength(), setShift()
+ */
HouseholderSequence(const VectorsType& v, const CoeffsType& h)
: m_vectors(v), m_coeffs(h), m_trans(false), m_length(v.diagonalSize()),
m_shift(0)
{
}
+ /** \brief Copy constructor. */
HouseholderSequence(const HouseholderSequence& other)
: m_vectors(other.m_vectors),
m_coeffs(other.m_coeffs),
@@ -144,20 +180,45 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
{
}
+ /** \brief Number of rows of transformation viewed as a matrix.
+ * \returns Number of rows
+ * \details This equals the dimension of the space that the transformation acts on.
+ */
Index rows() const { return Side==OnTheLeft ? m_vectors.rows() : m_vectors.cols(); }
+
+ /** \brief Number of columns of transformation viewed as a matrix.
+ * \returns Number of columns
+ * \details This equals the dimension of the space that the transformation acts on.
+ */
Index cols() const { return rows(); }
+ /** \brief Essential part of a Householder vector.
+ * \param[in] k Index of Householder reflection
+ * \returns Vector containing non-trivial entries of k-th Householder vector
+ *
+ * This function returns the essential part of the Householder vector \f$ v_i \f$. This is a vector of
+ * length \f$ n-i \f$ containing the last \f$ n-i \f$ entries of the vector
+ * \f[
+ * v_i = [\underbrace{0, \ldots, 0}_{i-1\mbox{ zeros}}, 1, \underbrace{*, \ldots,*}_{n-i\mbox{ arbitrary entries}} ].
+ * \f]
+ * The index \f$ i \f$ equals \p k + shift(), corresponding to the k-th column of the matrix \p v
+ * passed to the constructor.
+ *
+ * \sa setShift(), shift()
+ */
const EssentialVectorType essentialVector(Index k) const
{
eigen_assert(k >= 0 && k < m_length);
return internal::hseq_side_dependent_impl<VectorsType,CoeffsType,Side>::essentialVector(*this, k);
}
+ /** \brief %Transpose of the Householder sequence. */
HouseholderSequence transpose() const
{
return HouseholderSequence(*this).setTrans(!m_trans);
}
+ /** \brief Complex conjugate of the Householder sequence. */
ConjugateReturnType conjugate() const
{
return ConjugateReturnType(m_vectors, m_coeffs.conjugate())
@@ -166,11 +227,13 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
.setShift(m_shift);
}
+ /** \brief Adjoint (conjugate transpose) of the Householder sequence. */
ConjugateReturnType adjoint() const
{
return conjugate().setTrans(!m_trans);
}
+ /** \brief Inverse of the Householder sequence (equals the adjoint). */
ConjugateReturnType inverse() const { return adjoint(); }
/** \internal */
@@ -243,6 +306,13 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
}
}
+ /** \brief Computes the product of a Householder sequence with a matrix.
+ * \param[in] other %Matrix being multiplied.
+ * \returns Expression object representing the product.
+ *
+ * This function computes \f$ HM \f$ where \f$ H \f$ is the Householder sequence represented by \p *this
+ * and \f$ M \f$ is the matrix \p other.
+ */
template<typename OtherDerived>
typename internal::matrix_type_times_scalar_type<Scalar, OtherDerived>::Type operator*(const MatrixBase<OtherDerived>& other) const
{
@@ -252,6 +322,14 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
return res;
}
+ /** \brief Computes the product of a matrix with a Householder sequence.
+ * \param[in] other %Matrix being multiplied.
+ * \param[in] h %HouseholderSequence being multiplied.
+ * \returns Expression object representing the product.
+ *
+ * This function computes \f$ MH \f$ where \f$ M \f$ is the matrix \p other and \f$ H \f$ is the
+ * Householder sequence represented by \p h.
+ */
template<typename OtherDerived> friend
typename internal::matrix_type_times_scalar_type<Scalar, OtherDerived>::Type operator*(const MatrixBase<OtherDerived>& other, const HouseholderSequence& h)
{
@@ -263,27 +341,55 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
template<typename _VectorsType, typename _CoeffsType, int _Side> friend struct internal::hseq_side_dependent_impl;
+ /** \brief Sets the transpose flag.
+ * \param [in] trans New value of the transpose flag.
+ *
+ * By default, the transpose flag is not set. If the transpose flag is set, then this object represents
+ * \f$ H^T = H_{n-1}^T \ldots H_1^T H_0^T \f$ instead of \f$ H = H_0 H_1 \ldots H_{n-1} \f$.
+ *
+ * \sa trans()
+ */
HouseholderSequence& setTrans(bool trans)
{
m_trans = trans;
return *this;
}
+ /** \brief Sets the length of the Householder sequence.
+ * \param [in] length New value for the length.
+ *
+ * By default, the length \f$ n \f$ of the Householder sequence \f$ H = H_0 H_1 \ldots H_{n-1} \f$ is set
+ * to the number of columns of the matrix \p v passed to the constructor, or the number of rows if that
+ * is smaller. After this function is called, the length equals \p length.
+ *
+ * \sa length()
+ */
HouseholderSequence& setLength(Index length)
{
m_length = length;
return *this;
}
+ /** \brief Sets the shift of the Householder sequence.
+ * \param [in] shift New value for the shift.
+ *
+ * By default, a %HouseholderSequence object represents \f$ H = H_0 H_1 \ldots H_{n-1} \f$ and the i-th
+ * column of the matrix \p v passed to the constructor corresponds to the i-th Householder
+ * reflection. After this function is called, the object represents \f$ H = H_{\mathrm{shift}}
+ * H_{\mathrm{shift}+1} \ldots H_{n-1} \f$ and the i-th column of \p v corresponds to the (shift+i)-th
+ * Householder reflection.
+ *
+ * \sa shift()
+ */
HouseholderSequence& setShift(Index shift)
{
m_shift = shift;
return *this;
}
- bool trans() const { return m_trans; }
- Index length() const { return m_length; }
- Index shift() const { return m_shift; }
+ bool trans() const { return m_trans; } /**< \brief Returns the transpose flag. */
+ Index length() const { return m_length; } /**< \brief Returns the length of the Householder sequence. */
+ Index shift() const { return m_shift; } /**< \brief Returns the shift of the Householder sequence. */
protected:
typename VectorsType::Nested m_vectors;
@@ -293,12 +399,22 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
Index m_shift;
};
+/** \ingroup Householder_Module \householder_module
+ * \brief Convenience function for constructing a Householder sequence.
+ * \returns A HouseholderSequence constructed from the specified arguments.
+ */
template<typename VectorsType, typename CoeffsType>
HouseholderSequence<VectorsType,CoeffsType> householderSequence(const VectorsType& v, const CoeffsType& h)
{
return HouseholderSequence<VectorsType,CoeffsType,OnTheLeft>(v, h);
}
+/** \ingroup Householder_Module \householder_module
+ * \brief Convenience function for constructing a Householder sequence.
+ * \returns A HouseholderSequence constructed from the specified arguments.
+ * \details This function differs from householderSequence() in that the template argument \p OnTheSide of
+ * the constructed HouseholderSequence is set to OnTheRight, instead of the default OnTheLeft.
+ */
template<typename VectorsType, typename CoeffsType>
HouseholderSequence<VectorsType,CoeffsType,OnTheRight> rightHouseholderSequence(const VectorsType& v, const CoeffsType& h)
{