remove SVD class (was bad code taked from elsewhere)

Use JacobiSVD for now.
We do plan to reintroduce a bidiagonalizing SVD asap.

1 files changed, 0 insertions, 604 deletions

diff --git a/Eigen/src/SVD/SVD.h b/Eigen/src/SVD/SVD.h
deleted file mode 100644
index e8c970d4f..000000000
--- a/Eigen/src/SVD/SVD.h
+++ /dev/null
@@ -1,604 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
-
-#ifndef EIGEN_SVD_H
-#define EIGEN_SVD_H
-
-template<typename MatrixType, typename Rhs> struct ei_svd_solve_impl;
-
-/** \ingroup SVD_Module
-  *
-  *
-  * \class SVD
-  *
-  * \brief Standard SVD decomposition of a matrix and associated features
-  *
-  * \param MatrixType the type of the matrix of which we are computing the SVD decomposition
-  *
-  * This class performs a standard SVD decomposition of a real matrix A of size \c M x \c N.
-  *
-  * Requires M >= N, in other words, at least as many rows as columns.
-  *
-  * \sa MatrixBase::SVD()
-  */
-template<typename _MatrixType> class SVD
-{
-  public:
-    typedef _MatrixType MatrixType;
-    typedef typename MatrixType::Scalar Scalar;
-    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
-    typedef typename MatrixType::Index Index;
-
-    enum {
-      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
-      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
-      PacketSize = ei_packet_traits<Scalar>::size,
-      AlignmentMask = int(PacketSize)-1,
-      MinSize = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime, ColsAtCompileTime),
-      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
-      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
-      MatrixOptions = MatrixType::Options
-    };
-
-    typedef typename ei_plain_col_type<MatrixType>::type ColVector;
-    typedef typename ei_plain_row_type<MatrixType>::type RowVector;
-
-    typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, MatrixOptions, MaxRowsAtCompileTime, MaxRowsAtCompileTime> MatrixUType;
-    typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime, MatrixOptions, MaxColsAtCompileTime, MaxColsAtCompileTime> MatrixVType;
-    typedef ColVector SingularValuesType;
-
-    /**
-    * \brief Default Constructor.
-    *
-    * The default constructor is useful in cases in which the user intends to
-    * perform decompositions via SVD::compute(const MatrixType&).
-    */
-    SVD() : m_matU(), m_matV(), m_sigma(), m_isInitialized(false) {}
-
-    /** \brief Default Constructor with memory preallocation
-      *
-      * Like the default constructor but with preallocation of the internal data
-      * according to the specified problem \a size.
-      * \sa JacobiSVD()
-      */
-    SVD(Index rows, Index cols) : m_matU(rows, rows),
-                                  m_matV(cols,cols),
-                                  m_sigma(std::min(rows, cols)),
-                                  m_workMatrix(rows, cols),
-                                  m_rv1(cols),
-                                  m_isInitialized(false)
-    {
-      ei_assert(rows >= cols && "SVD is only defined if rows>=cols.");
-    }
-
-    SVD(const MatrixType& matrix) : m_matU(matrix.rows(), matrix.rows()),
-                                    m_matV(matrix.cols(),matrix.cols()),
-                                    m_sigma(std::min(matrix.rows(), matrix.cols())),
-                                    m_workMatrix(matrix.rows(), matrix.cols()),
-                                    m_rv1(matrix.cols()),
-                                    m_isInitialized(false)
-    {
-      compute(matrix);
-    }
-
-    /** \returns a 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.
-      *
-      * \note_about_checking_solutions
-      *
-      * \note_about_arbitrary_choice_of_solution
-      *
-      * \sa MatrixBase::svd(),
-      */
-    template<typename Rhs>
-    inline const ei_solve_retval<SVD, Rhs>
-    solve(const MatrixBase<Rhs>& b) const
-    {
-      ei_assert(m_isInitialized && "SVD is not initialized.");
-      return ei_solve_retval<SVD, Rhs>(*this, b.derived());
-    }
-
-    const MatrixUType& matrixU() const
-    {
-      ei_assert(m_isInitialized && "SVD is not initialized.");
-      return m_matU;
-    }
-
-    const SingularValuesType& singularValues() const
-    {
-      ei_assert(m_isInitialized && "SVD is not initialized.");
-      return m_sigma;
-    }
-
-    const MatrixVType& matrixV() const
-    {
-      ei_assert(m_isInitialized && "SVD is not initialized.");
-      return m_matV;
-    }
-
-    SVD& compute(const MatrixType& matrix);
-
-    template<typename UnitaryType, typename PositiveType>
-    void computeUnitaryPositive(UnitaryType *unitary, PositiveType *positive) const;
-    template<typename PositiveType, typename UnitaryType>
-    void computePositiveUnitary(PositiveType *positive, UnitaryType *unitary) const;
-    template<typename RotationType, typename ScalingType>
-    void computeRotationScaling(RotationType *unitary, ScalingType *positive) const;
-    template<typename ScalingType, typename RotationType>
-    void computeScalingRotation(ScalingType *positive, RotationType *unitary) const;
-
-    inline Index rows() const
-    {
-      ei_assert(m_isInitialized && "SVD is not initialized.");
-      return m_rows;
-    }
-
-    inline Index cols() const
-    {
-      ei_assert(m_isInitialized && "SVD is not initialized.");
-      return m_cols;
-    }
-
-  protected:
-    // Computes (a^2 + b^2)^(1/2) without destructive underflow or overflow.
-    inline static Scalar pythag(Scalar a, Scalar b)
-    {
-      Scalar abs_a = ei_abs(a);
-      Scalar abs_b = ei_abs(b);
-      if (abs_a > abs_b)
-        return abs_a*ei_sqrt(Scalar(1.0)+ei_abs2(abs_b/abs_a));
-      else
-        return (abs_b == Scalar(0.0) ? Scalar(0.0) : abs_b*ei_sqrt(Scalar(1.0)+ei_abs2(abs_a/abs_b)));
-    }
-
-    inline static Scalar sign(Scalar a, Scalar b)
-    {
-      return (b >= Scalar(0.0) ? ei_abs(a) : -ei_abs(a));
-    }
-
-  protected:
-    /** \internal */
-    MatrixUType m_matU;
-    /** \internal */
-    MatrixVType m_matV;
-    /** \internal */
-    SingularValuesType m_sigma;
-    MatrixType m_workMatrix;
-    RowVector m_rv1;
-    bool m_isInitialized;
-    Index m_rows, m_cols;
-};
-
-/** Computes / recomputes the SVD decomposition A = U S V^* of \a matrix
-  *
-  * \note this code has been adapted from Numerical Recipes, third edition.
-  *
-  * \returns a reference to *this
-  */
-template<typename MatrixType>
-SVD<MatrixType>& SVD<MatrixType>::compute(const MatrixType& matrix)
-{
-  const Index m = m_rows = matrix.rows();
-  const Index n = m_cols = matrix.cols();
-
-  m_matU.resize(m, m);
-  m_matU.setZero();
-  m_sigma.resize(n);
-  m_matV.resize(n,n);
-  m_workMatrix = matrix;
-
-  Index max_iters = 30;
-
-  MatrixVType& V = m_matV;
-  MatrixType& A = m_workMatrix;
-  SingularValuesType& W = m_sigma;
-
-  bool flag;
-  Index i=0,its=0,j=0,k=0,l=0,nm=0;
-  Scalar anorm, c, f, g, h, s, scale, x, y, z;
-  bool convergence = true;
-  Scalar eps = NumTraits<Scalar>::dummy_precision();
-
-  m_rv1.resize(n);
-
-  g = scale = anorm = 0;
-  // Householder reduction to bidiagonal form.
-  for (i=0; i<n; i++)
-  {
-    l = i+2;
-    m_rv1[i] = scale*g;
-    g = s = scale = 0.0;
-    if (i < m)
-    {
-      scale = A.col(i).tail(m-i).cwiseAbs().sum();
-      if (scale != Scalar(0))
-      {
-        for (k=i; k<m; k++)
-        {
-          A(k, i) /= scale;
-          s += A(k, i)*A(k, i);
-        }
-        f = A(i, i);
-        g = -sign( ei_sqrt(s), f );
-        h = f*g - s;
-        A(i, i)=f-g;
-        for (j=l-1; j<n; j++)
-        {
-          s = A.col(j).tail(m-i).dot(A.col(i).tail(m-i));
-          f = s/h;
-          A.col(j).tail(m-i) += f*A.col(i).tail(m-i);
-        }
-        A.col(i).tail(m-i) *= scale;
-      }
-    }
-    W[i] = scale * g;
-    g = s = scale = 0.0;
-    if (i+1 <= m && i+1 != n)
-    {
-      scale = A.row(i).tail(n-l+1).cwiseAbs().sum();
-      if (scale != Scalar(0))
-      {
-        for (k=l-1; k<n; k++)
-        {
-          A(i, k) /= scale;
-          s += A(i, k)*A(i, k);
-        }
-        f = A(i,l-1);
-        g = -sign(ei_sqrt(s),f);
-        h = f*g - s;
-        A(i,l-1) = f-g;
-        m_rv1.tail(n-l+1) = A.row(i).tail(n-l+1)/h;
-        for (j=l-1; j<m; j++)
-        {
-          s = A.row(i).tail(n-l+1).dot(A.row(j).tail(n-l+1));
-          A.row(j).tail(n-l+1) += s*m_rv1.tail(n-l+1).transpose();
-        }
-        A.row(i).tail(n-l+1) *= scale;
-      }
-    }
-    anorm = std::max( anorm, (ei_abs(W[i])+ei_abs(m_rv1[i])) );
-  }
-  // Accumulation of right-hand transformations.
-  for (i=n-1; i>=0; i--)
-  {
-    //Accumulation of right-hand transformations.
-    if (i < n-1)
-    {
-      if (g != Scalar(0.0))
-      {
-        for (j=l; j<n; j++) //Double division to avoid possible underflow.
-          V(j, i) = (A(i, j)/A(i, l))/g;
-        for (j=l; j<n; j++)
-        {
-          s = V.col(j).tail(n-l).dot(A.row(i).tail(n-l));
-          V.col(j).tail(n-l) += s * V.col(i).tail(n-l);
-        }
-      }
-      V.row(i).tail(n-l).setZero();
-      V.col(i).tail(n-l).setZero();
-    }
-    V(i, i) = 1.0;
-    g = m_rv1[i];
-    l = i;
-  }
-  // Accumulation of left-hand transformations.
-  for (i=std::min(m,n)-1; i>=0; i--)
-  {
-    l = i+1;
-    g = W[i];
-    if (n-l>0)
-      A.row(i).tail(n-l).setZero();
-    if (g != Scalar(0.0))
-    {
-      g = Scalar(1.0)/g;
-      if (m-l)
-      {
-        for (j=l; j<n; j++)
-        {
-          s = A.col(j).tail(m-l).dot(A.col(i).tail(m-l));
-          f = (s/A(i,i))*g;
-          A.col(j).tail(m-i) += f * A.col(i).tail(m-i);
-        }
-      }
-      A.col(i).tail(m-i) *= g;
-    }
-    else
-      A.col(i).tail(m-i).setZero();
-    ++A(i,i);
-  }
-  // Diagonalization of the bidiagonal form: Loop over
-  // singular values, and over allowed iterations.
-  for (k=n-1; k>=0; k--)
-  {
-    for (its=0; its<max_iters; its++)
-    {
-      flag = true;
-      for (l=k; l>=0; l--)
-      {
-        // Test for splitting.
-        nm = l-1;
-        // Note that rv1[1] is always zero.
-        //if ((double)(ei_abs(rv1[l])+anorm) == anorm)
-        if (l==0 || ei_abs(m_rv1[l]) <= eps*anorm)
-        {
-          flag = false;
-          break;
-        }
-        //if ((double)(ei_abs(W[nm])+anorm) == anorm)
-        if (ei_abs(W[nm]) <= eps*anorm)
-          break;
-      }
-      if (flag)
-      {
-        c = 0.0;  //Cancellation of rv1[l], if l > 0.
-        s = 1.0;
-        for (i=l ;i<k+1; i++)
-        {
-          f = s*m_rv1[i];
-          m_rv1[i] = c*m_rv1[i];
-          //if ((double)(ei_abs(f)+anorm) == anorm)
-          if (ei_abs(f) <= eps*anorm)
-            break;
-          g = W[i];
-          h = pythag(f,g);
-          W[i] = h;
-          h = Scalar(1.0)/h;
-          c = g*h;
-          s = -f*h;
-          V.applyOnTheRight(i,nm,PlanarRotation<Scalar>(c,s));
-        }
-      }
-      z = W[k];
-      if (l == k)  //Convergence.
-      {
-        if (z < 0.0) { // Singular value is made nonnegative.
-          W[k] = -z;
-          V.col(k) = -V.col(k);
-        }
-        break;
-      }
-      if (its+1 == max_iters)
-      {
-        convergence = false;
-      }
-      x = W[l]; // Shift from bottom 2-by-2 minor.
-      nm = k-1;
-      y = W[nm];
-      g = m_rv1[nm];
-      h = m_rv1[k];
-      f = ((y-z)*(y+z) + (g-h)*(g+h))/(Scalar(2.0)*h*y);
-      g = pythag(f,1.0);
-      f = ((x-z)*(x+z) + h*((y/(f+sign(g,f)))-h))/x;
-      c = s = 1.0;
-      //Next QR transformation:
-      for (j=l; j<=nm; j++)
-      {
-        i = j+1;
-        g = m_rv1[i];
-        y = W[i];
-        h = s*g;
-        g = c*g;
-
-        z = pythag(f,h);
-        m_rv1[j] = z;
-        c = f/z;
-        s = h/z;
-        f = x*c + g*s;
-        g = g*c - x*s;
-        h = y*s;
-        y *= c;
-        V.applyOnTheRight(i,j,PlanarRotation<Scalar>(c,s));
-
-        z = pythag(f,h);
-        W[j] = z;
-        // Rotation can be arbitrary if z = 0.
-        if (z!=Scalar(0))
-        {
-          z = Scalar(1.0)/z;
-          c = f*z;
-          s = h*z;
-        }
-        f = c*g + s*y;
-        x = c*y - s*g;
-        A.applyOnTheRight(i,j,PlanarRotation<Scalar>(c,s));
-      }
-      m_rv1[l] = 0.0;
-      m_rv1[k] = f;
-      W[k]   = x;
-    }
-  }
-
-  // sort the singular values:
-  {
-    for (Index i=0; i<n; i++)
-    {
-      Index k;
-      W.tail(n-i).maxCoeff(&k);
-      if (k != 0)
-      {
-        k += i;
-        std::swap(W[k],W[i]);
-        A.col(i).swap(A.col(k));
-        V.col(i).swap(V.col(k));
-      }
-    }
-  }
-  m_matU.leftCols(n) = A;
-  m_matU.rightCols(m-n).setZero();
-
-  // Gram Schmidt orthogonalization to fill up U
-  for (int col = A.cols(); col < A.rows(); ++col)
-  {
-    typename MatrixUType::ColXpr colVec = m_matU.col(col);
-    colVec(col) = 1;
-    for (int prevCol = 0; prevCol < col; ++prevCol)
-    {
-      typename MatrixUType::ColXpr prevColVec = m_matU.col(prevCol);
-      colVec -= colVec.dot(prevColVec)*prevColVec;
-    }
-    // Here we can run into troubles when colVec.norm() = 0.
-    m_matU.col(col) = colVec.normalized();
-  }
-
-  m_isInitialized = true;
-  return *this;
-}
-
-template<typename _MatrixType, typename Rhs>
-struct ei_solve_retval<SVD<_MatrixType>, Rhs>
-  : ei_solve_retval_base<SVD<_MatrixType>, Rhs>
-{
-  EIGEN_MAKE_SOLVE_HELPERS(SVD<_MatrixType>,Rhs)
-
-  template<typename Dest> void evalTo(Dest& dst) const
-  {
-    ei_assert(rhs().rows() == dec().rows());
-
-    for (Index j=0; j<cols(); ++j)
-    {
-      Matrix<Scalar,MatrixType::RowsAtCompileTime,1> aux = dec().matrixU().adjoint() * rhs().col(j);
-
-      for (Index i = 0; i < dec().singularValues().size(); ++i)
-      {
-        Scalar si = dec().singularValues().coeff(i);
-        if(si == RealScalar(0))
-          aux.coeffRef(i) = Scalar(0);
-        else
-          aux.coeffRef(i) /= si;
-      }
-      aux.tail(aux.size() - dec().singularValues().size()).setZero();
-
-      const Index minsize = std::min(dec().rows(),dec().cols());
-      dst.col(j).head(minsize) = aux.head(minsize);
-      if(dec().cols()>dec().rows()) dst.col(j).tail(cols()-minsize).setZero();
-      dst.col(j) = dec().matrixV() * dst.col(j);
-    }
-  }
-};
-
-/** Computes the polar decomposition of the matrix, as a product unitary x positive.
-  *
-  * If either pointer is zero, the corresponding computation is skipped.
-  *
-  * Only for square matrices.
-  *
-  * \sa computePositiveUnitary(), computeRotationScaling()
-  */
-template<typename MatrixType>
-template<typename UnitaryType, typename PositiveType>
-void SVD<MatrixType>::computeUnitaryPositive(UnitaryType *unitary,
-                                             PositiveType *positive) const
-{
-  ei_assert(m_isInitialized && "SVD is not initialized.");
-  ei_assert(m_matU.cols() == m_matV.cols() && "Polar decomposition is only for square matrices");
-  if(unitary) *unitary = m_matU * m_matV.adjoint();
-  if(positive) *positive = m_matV * m_sigma.asDiagonal() * m_matV.adjoint();
-}
-
-/** Computes the polar decomposition of the matrix, as a product positive x unitary.
-  *
-  * If either pointer is zero, the corresponding computation is skipped.
-  *
-  * Only for square matrices.
-  *
-  * \sa computeUnitaryPositive(), computeRotationScaling()
-  */
-template<typename MatrixType>
-template<typename UnitaryType, typename PositiveType>
-void SVD<MatrixType>::computePositiveUnitary(UnitaryType *positive,
-                                             PositiveType *unitary) const
-{
-  ei_assert(m_isInitialized && "SVD is not initialized.");
-  ei_assert(m_matU.rows() == m_matV.rows() && "Polar decomposition is only for square matrices");
-  if(unitary) *unitary = m_matU * m_matV.adjoint();
-  if(positive) *positive = m_matU * m_sigma.asDiagonal() * m_matU.adjoint();
-}
-
-/** decomposes the matrix as a product rotation x scaling, the scaling being
-  * not necessarily positive.
-  *
-  * If either pointer is zero, the corresponding computation is skipped.
-  *
-  * This method requires the Geometry module.
-  *
-  * \sa computeScalingRotation(), computeUnitaryPositive()
-  */
-template<typename MatrixType>
-template<typename RotationType, typename ScalingType>
-void SVD<MatrixType>::computeRotationScaling(RotationType *rotation, ScalingType *scaling) const
-{
-  ei_assert(m_isInitialized && "SVD is not initialized.");
-  ei_assert(m_matU.rows() == m_matV.rows() && "Polar decomposition is only for square matrices");
-  Scalar x = (m_matU * m_matV.adjoint()).determinant(); // so x has absolute value 1
-  Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> sv(m_sigma);
-  sv.coeffRef(0) *= x;
-  if(scaling) scaling->lazyAssign(m_matV * sv.asDiagonal() * m_matV.adjoint());
-  if(rotation)
-  {
-    MatrixType m(m_matU);
-    m.col(0) /= x;
-    rotation->lazyAssign(m * m_matV.adjoint());
-  }
-}
-
-/** decomposes the matrix as a product scaling x rotation, the scaling being
-  * not necessarily positive.
-  *
-  * If either pointer is zero, the corresponding computation is skipped.
-  *
-  * This method requires the Geometry module.
-  *
-  * \sa computeRotationScaling(), computeUnitaryPositive()
-  */
-template<typename MatrixType>
-template<typename ScalingType, typename RotationType>
-void SVD<MatrixType>::computeScalingRotation(ScalingType *scaling, RotationType *rotation) const
-{
-  ei_assert(m_isInitialized && "SVD is not initialized.");
-  ei_assert(m_matU.rows() == m_matV.rows() && "Polar decomposition is only for square matrices");
-  Scalar x = (m_matU * m_matV.adjoint()).determinant(); // so x has absolute value 1
-  Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> sv(m_sigma);
-  sv.coeffRef(0) *= x;
-  if(scaling) scaling->lazyAssign(m_matU * sv.asDiagonal() * m_matU.adjoint());
-  if(rotation)
-  {
-    MatrixType m(m_matU);
-    m.col(0) /= x;
-    rotation->lazyAssign(m * m_matV.adjoint());
-  }
-}
-
-
-/** \svd_module
-  * \returns the SVD decomposition of \c *this
-  */
-template<typename Derived>
-inline SVD<typename MatrixBase<Derived>::PlainObject>
-MatrixBase<Derived>::svd() const
-{
-  return SVD<PlainObject>(derived());
-}
-
-#endif // EIGEN_SVD_H