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authorGravatar Gael Guennebaud <g.gael@free.fr>2009-09-02 15:04:10 +0200
committerGravatar Gael Guennebaud <g.gael@free.fr>2009-09-02 15:04:10 +0200
commitb83654b5d01155c4ea875090f0779b99241a91a4 (patch)
treebc8301caaa59b87f2476942dda7b45a3ec44e4f2 /Eigen/src/Jacobi/Jacobi.h
parent496ea63972f15c5bc7d43a7a4dc987b6cd33d176 (diff)
* rename JacobiRotation => PlanarRotation
* move the makeJacobi and make_givens_* to PlanarRotation * rename applyJacobi* => apply*
Diffstat (limited to 'Eigen/src/Jacobi/Jacobi.h')
-rw-r--r--Eigen/src/Jacobi/Jacobi.h203
1 files changed, 142 insertions, 61 deletions
diff --git a/Eigen/src/Jacobi/Jacobi.h b/Eigen/src/Jacobi/Jacobi.h
index 24fb7e782..c38d4583f 100644
--- a/Eigen/src/Jacobi/Jacobi.h
+++ b/Eigen/src/Jacobi/Jacobi.h
@@ -27,97 +27,72 @@
#define EIGEN_JACOBI_H
/** \ingroup Jacobi
- * \class JacobiRotation
+ * \class PlanarRotation
* \brief Represents a rotation in the plane from a cosine-sine pair.
*
- * This class represents a Jacobi rotation which is also known as a Givens rotation.
+ * This class represents a Jacobi or Givens rotation.
* This is a 2D clock-wise rotation in the plane \c J of angle \f$ \theta \f$ defined by
* its cosine \c c and sine \c s as follow:
* \f$ J = \left ( \begin{array}{cc} c & \overline s \\ -s & \overline c \end{array} \right ) \f$
*
- * \sa MatrixBase::makeJacobi(), MatrixBase::applyJacobiOnTheLeft(), MatrixBase::applyJacobiOnTheRight()
+ * \sa MatrixBase::makeJacobi(), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
*/
-template<typename Scalar> class JacobiRotation
+template<typename Scalar> class PlanarRotation
{
public:
+ typedef typename NumTraits<Scalar>::Real RealScalar;
+
/** Default constructor without any initialization. */
- JacobiRotation() {}
+ PlanarRotation() {}
- /** Construct a Jacobi rotation from a cosine-sine pair (\a c, \c s). */
- JacobiRotation(const Scalar& c, const Scalar& s) : m_c(c), m_s(s) {}
+ /** Construct a planar rotation from a cosine-sine pair (\a c, \c s). */
+ PlanarRotation(const Scalar& c, const Scalar& s) : m_c(c), m_s(s) {}
Scalar& c() { return m_c; }
Scalar c() const { return m_c; }
Scalar& s() { return m_s; }
Scalar s() const { return m_s; }
- /** Concatenates two Jacobi rotation */
- JacobiRotation operator*(const JacobiRotation& other)
+ /** Concatenates two planar rotation */
+ PlanarRotation operator*(const PlanarRotation& other)
{
- return JacobiRotation(m_c * other.m_c - ei_conj(m_s) * other.m_s,
+ return PlanarRotation(m_c * other.m_c - ei_conj(m_s) * other.m_s,
ei_conj(m_c * ei_conj(other.m_s) + ei_conj(m_s) * ei_conj(other.m_c)));
}
/** Returns the transposed transformation */
- JacobiRotation transpose() const { return JacobiRotation(m_c, -ei_conj(m_s)); }
+ PlanarRotation transpose() const { return PlanarRotation(m_c, -ei_conj(m_s)); }
/** Returns the adjoint transformation */
- JacobiRotation adjoint() const { return JacobiRotation(ei_conj(m_c), -m_s); }
+ PlanarRotation adjoint() const { return PlanarRotation(ei_conj(m_c), -m_s); }
- protected:
- Scalar m_c, m_s;
-};
+ template<typename Derived>
+ bool makeJacobi(const MatrixBase<Derived>&, int p, int q);
+ bool makeJacobi(RealScalar x, Scalar y, RealScalar z);
-/** Applies the clock wise 2D rotation \a j to the set of 2D vectors of cordinates \a x and \a y:
- * \f$ \left ( \begin{array}{cc} x \\ y \end{array} \right ) = J \left ( \begin{array}{cc} x \\ y \end{array} \right ) \f$
- *
- * \sa MatrixBase::applyJacobiOnTheLeft(), MatrixBase::applyJacobiOnTheRight()
- */
-template<typename VectorX, typename VectorY, typename JacobiScalar>
-void ei_apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, const JacobiRotation<JacobiScalar>& j);
+ void makeGivens(const Scalar& p, const Scalar& q, Scalar* z=0);
-/** Applies the rotation in the plane \a j to the rows \a p and \a q of \c *this, i.e., it computes B = J * B,
- * with \f$ B = \left ( \begin{array}{cc} \text{*this.row}(p) \\ \text{*this.row}(q) \end{array} \right ) \f$.
- *
- * \sa class JacobiRotation, MatrixBase::applyJacobiOnTheRight(), ei_apply_rotation_in_the_plane()
- */
-template<typename Derived>
-template<typename JacobiScalar>
-inline void MatrixBase<Derived>::applyJacobiOnTheLeft(int p, int q, const JacobiRotation<JacobiScalar>& j)
-{
- RowXpr x(row(p));
- RowXpr y(row(q));
- ei_apply_rotation_in_the_plane(x, y, j);
-}
+ protected:
+ void makeGivens(const Scalar& p, const Scalar& q, Scalar* z, ei_meta_true);
+ void makeGivens(const Scalar& p, const Scalar& q, Scalar* z, ei_meta_false);
-/** Applies the rotation in the plane \a j to the columns \a p and \a q of \c *this, i.e., it computes B = B * J
- * with \f$ B = \left ( \begin{array}{cc} \text{*this.col}(p) & \text{*this.col}(q) \end{array} \right ) \f$.
- *
- * \sa class JacobiRotation, MatrixBase::applyJacobiOnTheLeft(), ei_apply_rotation_in_the_plane()
- */
-template<typename Derived>
-template<typename JacobiScalar>
-inline void MatrixBase<Derived>::applyJacobiOnTheRight(int p, int q, const JacobiRotation<JacobiScalar>& j)
-{
- ColXpr x(col(p));
- ColXpr y(col(q));
- ei_apply_rotation_in_the_plane(x, y, j.transpose());
-}
+ Scalar m_c, m_s;
+};
-/** Computes the Jacobi rotation \a J such that applying \a J on both the right and left sides of the 2x2 matrix
+/** Makes \c *this as a Jacobi rotation \a J such that applying \a J on both the right and left sides of the 2x2 matrix
* \f$ B = \left ( \begin{array}{cc} x & y \\ * & z \end{array} \right )\f$ yields
* a diagonal matrix \f$ A = J^* B J \f$
*
- * \sa MatrixBase::makeJacobi(), MatrixBase::applyJacobiOnTheLeft(), MatrixBase::applyJacobiOnTheRight()
+ * \sa MatrixBase::makeJacobi(), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
*/
template<typename Scalar>
-bool ei_makeJacobi(typename NumTraits<Scalar>::Real x, Scalar y, typename NumTraits<Scalar>::Real z, JacobiRotation<Scalar> *j)
+bool PlanarRotation<Scalar>::makeJacobi(RealScalar x, Scalar y, RealScalar z)
{
typedef typename NumTraits<Scalar>::Real RealScalar;
if(y == Scalar(0))
{
- j->c() = Scalar(1);
- j->s() = Scalar(0);
+ m_c = Scalar(1);
+ m_s = Scalar(0);
return false;
}
else
@@ -135,26 +110,132 @@ bool ei_makeJacobi(typename NumTraits<Scalar>::Real x, Scalar y, typename NumTra
}
RealScalar sign_t = t > 0 ? 1 : -1;
RealScalar n = RealScalar(1) / ei_sqrt(ei_abs2(t)+1);
- j->s() = - sign_t * (ei_conj(y) / ei_abs(y)) * ei_abs(t) * n;
- j->c() = n;
+ m_s = - sign_t * (ei_conj(y) / ei_abs(y)) * ei_abs(t) * n;
+ m_c = n;
return true;
}
}
-/** Computes the Jacobi rotation \a J such that applying \a J on both the right and left sides of the 2x2 matrix
+/** Makes \c *this as a Jacobi rotation \c J such that applying \a J on both the right and left sides of the 2x2 matrix
* \f$ B = \left ( \begin{array}{cc} \text{this}_{pp} & \text{this}_{pq} \\ * & \text{this}_{qq} \end{array} \right )\f$ yields
* a diagonal matrix \f$ A = J^* B J \f$
*
- * \sa MatrixBase::ei_make_jacobi(), MatrixBase::applyJacobiOnTheLeft(), MatrixBase::applyJacobiOnTheRight()
+ * \sa PlanarRotation::makeJacobi(RealScalar, Scalar, RealScalar), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
*/
+template<typename Scalar>
template<typename Derived>
-inline bool MatrixBase<Derived>::makeJacobi(int p, int q, JacobiRotation<Scalar> *j) const
+inline bool PlanarRotation<Scalar>::makeJacobi(const MatrixBase<Derived>& m, int p, int q)
+{
+ return makeJacobi(ei_real(m.coeff(p,p)), m.coeff(p,q), ei_real(m.coeff(q,q)));
+}
+
+/** Makes \c *this as a Givens rotation \c G such that applying \f$ G^* \f$ to the left of the vector
+ * \f$ V = \left ( \begin{array}{c} p \\ q \end{array} \right )\f$ yields:
+ * \f$ G^* V = \left ( \begin{array}{c} z \\ 0 \end{array} \right )\f$.
+ *
+ * The value of \a z is returned if \a z is not null (the default is null).
+ * Also note that G is built such that the cosine is always real.
+ *
+ * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
+ */
+template<typename Scalar>
+void PlanarRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* z)
{
- return ei_makeJacobi(ei_real(coeff(p,p)), coeff(p,q), ei_real(coeff(q,q)), j);
+ makeGivens(p, q, z, typename ei_meta_if<NumTraits<Scalar>::IsComplex, ei_meta_true, ei_meta_false>::ret());
}
-template<typename VectorX, typename VectorY, typename JacobiScalar>
-void /*EIGEN_DONT_INLINE*/ ei_apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, const JacobiRotation<JacobiScalar>& j)
+
+// specialization for complexes
+template<typename Scalar>
+void PlanarRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* z, ei_meta_true)
+{
+ RealScalar scale, absx, absxy;
+ if(q==Scalar(0))
+ {
+ // return identity
+ m_c = Scalar(1);
+ m_s = Scalar(0);
+ if(z) *z = p;
+ }
+ else
+ {
+ scale = ei_norm1(p);
+ absx = scale * ei_sqrt(ei_abs2(p/scale));
+ scale = ei_abs(scale) + ei_norm1(q);
+ absxy = scale * ei_sqrt((absx/scale)*(absx/scale) + ei_abs2(q/scale));
+ m_c = Scalar(absx / absxy);
+ Scalar np = p/absx;
+ m_s = -ei_conj(np) * q / absxy;
+ if(z) *z = np * absxy;
+ }
+}
+
+// specialization for reals
+template<typename Scalar>
+void PlanarRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* z, ei_meta_false)
+{
+ // from Golub's "Matrix Computations", algorithm 5.1.3
+ if(q==0)
+ {
+ m_c = 1; m_s = 0;
+ }
+ else if(ei_abs(q)>ei_abs(p))
+ {
+ Scalar t = -p/q;
+ m_s = Scalar(1)/ei_sqrt(1+t*t);
+ m_c = m_s * t;
+ }
+ else
+ {
+ Scalar t = -q/p;
+ m_c = Scalar(1)/ei_sqrt(1+t*t);
+ m_s = m_c * t;
+ }
+}
+
+/****************************************************************************************
+* Implementation of MatrixBase methods
+/***************************************************************************************/
+
+/** Applies the clock wise 2D rotation \a j to the set of 2D vectors of cordinates \a x and \a y:
+ * \f$ \left ( \begin{array}{cc} x \\ y \end{array} \right ) = J \left ( \begin{array}{cc} x \\ y \end{array} \right ) \f$
+ *
+ * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
+ */
+template<typename VectorX, typename VectorY, typename OtherScalar>
+void ei_apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, const PlanarRotation<OtherScalar>& j);
+
+/** Applies the rotation in the plane \a j to the rows \a p and \a q of \c *this, i.e., it computes B = J * B,
+ * with \f$ B = \left ( \begin{array}{cc} \text{*this.row}(p) \\ \text{*this.row}(q) \end{array} \right ) \f$.
+ *
+ * \sa class PlanarRotation, MatrixBase::applyOnTheRight(), ei_apply_rotation_in_the_plane()
+ */
+template<typename Derived>
+template<typename OtherScalar>
+inline void MatrixBase<Derived>::applyOnTheLeft(int p, int q, const PlanarRotation<OtherScalar>& j)
+{
+ RowXpr x(row(p));
+ RowXpr y(row(q));
+ ei_apply_rotation_in_the_plane(x, y, j);
+}
+
+/** Applies the rotation in the plane \a j to the columns \a p and \a q of \c *this, i.e., it computes B = B * J
+ * with \f$ B = \left ( \begin{array}{cc} \text{*this.col}(p) & \text{*this.col}(q) \end{array} \right ) \f$.
+ *
+ * \sa class PlanarRotation, MatrixBase::applyOnTheLeft(), ei_apply_rotation_in_the_plane()
+ */
+template<typename Derived>
+template<typename OtherScalar>
+inline void MatrixBase<Derived>::applyOnTheRight(int p, int q, const PlanarRotation<OtherScalar>& j)
+{
+ ColXpr x(col(p));
+ ColXpr y(col(q));
+ ei_apply_rotation_in_the_plane(x, y, j.transpose());
+}
+
+
+template<typename VectorX, typename VectorY, typename OtherScalar>
+void /*EIGEN_DONT_INLINE*/ ei_apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, const PlanarRotation<OtherScalar>& j)
{
typedef typename VectorX::Scalar Scalar;
ei_assert(_x.size() == _y.size());