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authorGravatar Gael Guennebaud <g.gael@free.fr>2014-09-01 18:16:20 +0200
committerGravatar Gael Guennebaud <g.gael@free.fr>2014-09-01 18:16:20 +0200
commiteb392960285c2645d45118d424786a73768ff50a (patch)
treee67a346868cb07d98d66d23aeb6a8642f3b65999 /Eigen/src/SVD/JacobiSVD.h
parentb121eecf606b584d72d264d2864460e963050687 (diff)
Reafctoring in D&C SVD unsupported module: clean and merge the SVDBase class to Eigen/SVD, rm copy/pasted JacobiSVD.h file
Diffstat (limited to 'Eigen/src/SVD/JacobiSVD.h')
-rw-r--r--Eigen/src/SVD/JacobiSVD.h182
1 files changed, 31 insertions, 151 deletions
diff --git a/Eigen/src/SVD/JacobiSVD.h b/Eigen/src/SVD/JacobiSVD.h
index 412daa746..6f3907f5d 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.
@@ -666,94 +609,31 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
eigen_assert(computeU() && computeV() && "JacobiSVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
return internal::solve_retval<JacobiSVD, Rhs>(*this, b.derived());
}
-
- /** \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;
- }
+ using Base::computeU;
+ using Base::computeV;
- /** 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;
- }
-
- /** 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; }
-
private:
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;