diff options
author | Patrick Peltzer <peltzer@stce.rwth-aachen.de> | 2019-01-17 01:17:39 +0100 |
---|---|---|
committer | Patrick Peltzer <peltzer@stce.rwth-aachen.de> | 2019-01-17 01:17:39 +0100 |
commit | 15e53d5d93bd79fa415416d3f979975f0014a64d (patch) | |
tree | ccc062d964f707c9c1c250965490d87fbc145885 /Eigen/src | |
parent | 7f32109c11b9cbc3cedc72e59683bf5839d35d75 (diff) |
PR 567: makes all dense solvers inherit SoverBase (LU,Cholesky,QR,SVD).
This changeset also includes:
* add HouseholderSequence::conjugateIf
* define int as the StorageIndex type for all dense solvers
* dedicated unit tests, including assertion checking
* _check_solve_assertion(): this method can be implemented in derived solver classes to implement custom checks
* CompleteOrthogonalDecompositions: add applyZOnTheLeftInPlace, fix scalar type in applyZAdjointOnTheLeftInPlace(), add missing assertions
* Cholesky: add missing assertions
* FullPivHouseholderQR: Corrected Scalar type in _solve_impl()
* BDCSVD: Unambiguous return type for ternary operator
* SVDBase: Corrected Scalar type in _solve_impl()
Diffstat (limited to 'Eigen/src')
-rw-r--r-- | Eigen/src/Cholesky/LDLT.h | 56 | ||||
-rw-r--r-- | Eigen/src/Cholesky/LLT.h | 47 | ||||
-rw-r--r-- | Eigen/src/Core/SolverBase.h | 40 | ||||
-rw-r--r-- | Eigen/src/Core/util/ForwardDeclarations.h | 1 | ||||
-rw-r--r-- | Eigen/src/Householder/HouseholderSequence.h | 18 | ||||
-rw-r--r-- | Eigen/src/LU/FullPivLU.h | 12 | ||||
-rw-r--r-- | Eigen/src/LU/PartialPivLU.h | 13 | ||||
-rw-r--r-- | Eigen/src/QR/ColPivHouseholderQR.h | 52 | ||||
-rw-r--r-- | Eigen/src/QR/CompleteOrthogonalDecomposition.h | 105 | ||||
-rw-r--r-- | Eigen/src/QR/FullPivHouseholderQR.h | 72 | ||||
-rw-r--r-- | Eigen/src/QR/HouseholderQR.h | 54 | ||||
-rw-r--r-- | Eigen/src/SVD/BDCSVD.h | 3 | ||||
-rw-r--r-- | Eigen/src/SVD/JacobiSVD.h | 1 | ||||
-rw-r--r-- | Eigen/src/SVD/SVDBase.h | 63 |
14 files changed, 408 insertions, 129 deletions
diff --git a/Eigen/src/Cholesky/LDLT.h b/Eigen/src/Cholesky/LDLT.h index 6831eab3d..67e97ffb8 100644 --- a/Eigen/src/Cholesky/LDLT.h +++ b/Eigen/src/Cholesky/LDLT.h @@ -16,6 +16,15 @@ namespace Eigen { namespace internal { + template<typename _MatrixType, int _UpLo> struct traits<LDLT<_MatrixType, _UpLo> > + : traits<_MatrixType> + { + typedef MatrixXpr XprKind; + typedef SolverStorage StorageKind; + typedef int StorageIndex; + enum { Flags = 0 }; + }; + template<typename MatrixType, int UpLo> struct LDLT_Traits; // PositiveSemiDef means positive semi-definite and non-zero; same for NegativeSemiDef @@ -48,20 +57,19 @@ namespace internal { * \sa MatrixBase::ldlt(), SelfAdjointView::ldlt(), class LLT */ template<typename _MatrixType, int _UpLo> class LDLT + : public SolverBase<LDLT<_MatrixType, _UpLo> > { public: typedef _MatrixType MatrixType; + typedef SolverBase<LDLT> Base; + friend class SolverBase<LDLT>; + + EIGEN_GENERIC_PUBLIC_INTERFACE(LDLT) enum { - RowsAtCompileTime = MatrixType::RowsAtCompileTime, - ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime, UpLo = _UpLo }; - typedef typename MatrixType::Scalar Scalar; - typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar; - typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3 - typedef typename MatrixType::StorageIndex StorageIndex; typedef Matrix<Scalar, RowsAtCompileTime, 1, 0, MaxRowsAtCompileTime, 1> TmpMatrixType; typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> TranspositionType; @@ -180,6 +188,7 @@ template<typename _MatrixType, int _UpLo> class LDLT return m_sign == internal::NegativeSemiDef || m_sign == internal::ZeroSign; } + #ifdef EIGEN_PARSED_BY_DOXYGEN /** \returns a solution x of \f$ A x = b \f$ using the current decomposition of A. * * This function also supports in-place solves using the syntax <tt>x = decompositionObject.solve(x)</tt> . @@ -197,13 +206,8 @@ template<typename _MatrixType, int _UpLo> class LDLT */ template<typename Rhs> inline const Solve<LDLT, Rhs> - solve(const MatrixBase<Rhs>& b) const - { - eigen_assert(m_isInitialized && "LDLT is not initialized."); - eigen_assert(m_matrix.rows()==b.rows() - && "LDLT::solve(): invalid number of rows of the right hand side matrix b"); - return Solve<LDLT, Rhs>(*this, b.derived()); - } + solve(const MatrixBase<Rhs>& b) const; + #endif template<typename Derived> bool solveInPlace(MatrixBase<Derived> &bAndX) const; @@ -259,6 +263,9 @@ template<typename _MatrixType, int _UpLo> class LDLT #ifndef EIGEN_PARSED_BY_DOXYGEN template<typename RhsType, typename DstType> void _solve_impl(const RhsType &rhs, DstType &dst) const; + + template<bool Conjugate, typename RhsType, typename DstType> + void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const; #endif protected: @@ -559,14 +566,22 @@ template<typename _MatrixType, int _UpLo> template<typename RhsType, typename DstType> void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) const { - eigen_assert(rhs.rows() == rows()); + _solve_impl_transposed<true>(rhs, dst); +} + +template<typename _MatrixType,int _UpLo> +template<bool Conjugate, typename RhsType, typename DstType> +void LDLT<_MatrixType,_UpLo>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const +{ // dst = P b dst = m_transpositions * rhs; // dst = L^-1 (P b) - matrixL().solveInPlace(dst); + // dst = L^-*T (P b) + matrixL().template conjugateIf<!Conjugate>().solveInPlace(dst); - // dst = D^-1 (L^-1 P b) + // dst = D^-* (L^-1 P b) + // dst = D^-1 (L^-*T P b) // more precisely, use pseudo-inverse of D (see bug 241) using std::abs; const typename Diagonal<const MatrixType>::RealReturnType vecD(vectorD()); @@ -578,7 +593,6 @@ void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) cons // Moreover, Lapack's xSYTRS routines use 0 for the tolerance. // Using numeric_limits::min() gives us more robustness to denormals. RealScalar tolerance = (std::numeric_limits<RealScalar>::min)(); - for (Index i = 0; i < vecD.size(); ++i) { if(abs(vecD(i)) > tolerance) @@ -587,10 +601,12 @@ void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) cons dst.row(i).setZero(); } - // dst = L^-T (D^-1 L^-1 P b) - matrixU().solveInPlace(dst); + // dst = L^-* (D^-* L^-1 P b) + // dst = L^-T (D^-1 L^-*T P b) + matrixL().transpose().template conjugateIf<Conjugate>().solveInPlace(dst); - // dst = P^-1 (L^-T D^-1 L^-1 P b) = A^-1 b + // dst = P^T (L^-* D^-* L^-1 P b) = A^-1 b + // dst = P^-T (L^-T D^-1 L^-*T P b) = A^-1 b dst = m_transpositions.transpose() * dst; } #endif diff --git a/Eigen/src/Cholesky/LLT.h b/Eigen/src/Cholesky/LLT.h index 868766365..5876966e6 100644 --- a/Eigen/src/Cholesky/LLT.h +++ b/Eigen/src/Cholesky/LLT.h @@ -13,6 +13,16 @@ namespace Eigen { namespace internal{ + +template<typename _MatrixType, int _UpLo> struct traits<LLT<_MatrixType, _UpLo> > + : traits<_MatrixType> +{ + typedef MatrixXpr XprKind; + typedef SolverStorage StorageKind; + typedef int StorageIndex; + enum { Flags = 0 }; +}; + template<typename MatrixType, int UpLo> struct LLT_Traits; } @@ -54,18 +64,17 @@ template<typename MatrixType, int UpLo> struct LLT_Traits; * \sa MatrixBase::llt(), SelfAdjointView::llt(), class LDLT */ template<typename _MatrixType, int _UpLo> class LLT + : public SolverBase<LLT<_MatrixType, _UpLo> > { public: typedef _MatrixType MatrixType; + typedef SolverBase<LLT> Base; + friend class SolverBase<LLT>; + + EIGEN_GENERIC_PUBLIC_INTERFACE(LLT) enum { - RowsAtCompileTime = MatrixType::RowsAtCompileTime, - ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }; - typedef typename MatrixType::Scalar Scalar; - typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar; - typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3 - typedef typename MatrixType::StorageIndex StorageIndex; enum { PacketSize = internal::packet_traits<Scalar>::size, @@ -129,6 +138,7 @@ template<typename _MatrixType, int _UpLo> class LLT return Traits::getL(m_matrix); } + #ifdef EIGEN_PARSED_BY_DOXYGEN /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. * * Since this LLT class assumes anyway that the matrix A is invertible, the solution @@ -141,13 +151,8 @@ template<typename _MatrixType, int _UpLo> class LLT */ template<typename Rhs> inline const Solve<LLT, Rhs> - solve(const MatrixBase<Rhs>& b) const - { - eigen_assert(m_isInitialized && "LLT is not initialized."); - eigen_assert(m_matrix.rows()==b.rows() - && "LLT::solve(): invalid number of rows of the right hand side matrix b"); - return Solve<LLT, Rhs>(*this, b.derived()); - } + solve(const MatrixBase<Rhs>& b) const; + #endif template<typename Derived> void solveInPlace(const MatrixBase<Derived> &bAndX) const; @@ -205,6 +210,9 @@ template<typename _MatrixType, int _UpLo> class LLT #ifndef EIGEN_PARSED_BY_DOXYGEN template<typename RhsType, typename DstType> void _solve_impl(const RhsType &rhs, DstType &dst) const; + + template<bool Conjugate, typename RhsType, typename DstType> + void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const; #endif protected: @@ -476,8 +484,17 @@ template<typename _MatrixType,int _UpLo> template<typename RhsType, typename DstType> void LLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) const { - dst = rhs; - solveInPlace(dst); + _solve_impl_transposed<true>(rhs, dst); +} + +template<typename _MatrixType,int _UpLo> +template<bool Conjugate, typename RhsType, typename DstType> +void LLT<_MatrixType,_UpLo>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const +{ + dst = rhs; + + matrixL().template conjugateIf<!Conjugate>().solveInPlace(dst); + matrixU().template conjugateIf<!Conjugate>().solveInPlace(dst); } #endif diff --git a/Eigen/src/Core/SolverBase.h b/Eigen/src/Core/SolverBase.h index 702a5485c..055d3ddc1 100644 --- a/Eigen/src/Core/SolverBase.h +++ b/Eigen/src/Core/SolverBase.h @@ -14,8 +14,35 @@ namespace Eigen { namespace internal { +template<typename Derived> +struct solve_assertion { + template<bool Transpose_, typename Rhs> + static void run(const Derived& solver, const Rhs& b) { solver.template _check_solve_assertion<Transpose_>(b); } +}; + +template<typename Derived> +struct solve_assertion<Transpose<Derived> > +{ + typedef Transpose<Derived> type; + + template<bool Transpose_, typename Rhs> + static void run(const type& transpose, const Rhs& b) + { + internal::solve_assertion<typename internal::remove_all<Derived>::type>::template run<true>(transpose.nestedExpression(), b); + } +}; +template<typename Scalar, typename Derived> +struct solve_assertion<CwiseUnaryOp<Eigen::internal::scalar_conjugate_op<Scalar>, const Transpose<Derived> > > +{ + typedef CwiseUnaryOp<Eigen::internal::scalar_conjugate_op<Scalar>, const Transpose<Derived> > type; + template<bool Transpose_, typename Rhs> + static void run(const type& adjoint, const Rhs& b) + { + internal::solve_assertion<typename internal::remove_all<Transpose<Derived> >::type>::template run<true>(adjoint.nestedExpression(), b); + } +}; } // end namespace internal /** \class SolverBase @@ -35,7 +62,7 @@ namespace internal { * * \warning Currently, any other usage of transpose() and adjoint() are not supported and will produce compilation errors. * - * \sa class PartialPivLU, class FullPivLU + * \sa class PartialPivLU, class FullPivLU, class HouseholderQR, class ColPivHouseholderQR, class FullPivHouseholderQR, class CompleteOrthogonalDecomposition, class LLT, class LDLT, class SVDBase */ template<typename Derived> class SolverBase : public EigenBase<Derived> @@ -46,6 +73,9 @@ class SolverBase : public EigenBase<Derived> typedef typename internal::traits<Derived>::Scalar Scalar; typedef Scalar CoeffReturnType; + template<typename Derived_> + friend struct internal::solve_assertion; + enum { RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime, ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime, @@ -75,7 +105,7 @@ class SolverBase : public EigenBase<Derived> inline const Solve<Derived, Rhs> solve(const MatrixBase<Rhs>& b) const { - eigen_assert(derived().rows()==b.rows() && "solve(): invalid number of rows of the right hand side matrix b"); + internal::solve_assertion<typename internal::remove_all<Derived>::type>::template run<false>(derived(), b); return Solve<Derived, Rhs>(derived(), b.derived()); } @@ -113,6 +143,12 @@ class SolverBase : public EigenBase<Derived> } protected: + + template<bool Transpose_, typename Rhs> + void _check_solve_assertion(const Rhs& b) const { + eigen_assert(derived().m_isInitialized && "Solver is not initialized."); + eigen_assert((Transpose_?derived().cols():derived().rows())==b.rows() && "SolverBase::solve(): invalid number of rows of the right hand side matrix b"); + } }; namespace internal { diff --git a/Eigen/src/Core/util/ForwardDeclarations.h b/Eigen/src/Core/util/ForwardDeclarations.h index 3ab3a5f50..5d86a51ac 100644 --- a/Eigen/src/Core/util/ForwardDeclarations.h +++ b/Eigen/src/Core/util/ForwardDeclarations.h @@ -260,6 +260,7 @@ template<typename MatrixType> class HouseholderQR; template<typename MatrixType> class ColPivHouseholderQR; template<typename MatrixType> class FullPivHouseholderQR; template<typename MatrixType> class CompleteOrthogonalDecomposition; +template<typename MatrixType> class SVDBase; template<typename MatrixType, int QRPreconditioner = ColPivHouseholderQRPreconditioner> class JacobiSVD; template<typename MatrixType> class BDCSVD; template<typename MatrixType, int UpLo = Lower> class LLT; diff --git a/Eigen/src/Householder/HouseholderSequence.h b/Eigen/src/Householder/HouseholderSequence.h index e62befcb6..9318c281f 100644 --- a/Eigen/src/Householder/HouseholderSequence.h +++ b/Eigen/src/Householder/HouseholderSequence.h @@ -156,6 +156,12 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS Side > TransposeReturnType; + typedef HouseholderSequence< + typename internal::add_const<VectorsType>::type, + typename internal::add_const<CoeffsType>::type, + Side + > ConstHouseholderSequence; + /** \brief Constructor. * \param[in] v %Matrix containing the essential parts of the Householder vectors * \param[in] h Vector containing the Householder coefficients @@ -244,6 +250,18 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS .setShift(m_shift); } + /** \returns an expression of the complex conjugate of \c *this if Cond==true, + * returns \c *this otherwise. + */ + template<bool Cond> + EIGEN_DEVICE_FUNC + inline typename internal::conditional<Cond,ConjugateReturnType,ConstHouseholderSequence>::type + conjugateIf() const + { + typedef typename internal::conditional<Cond,ConjugateReturnType,ConstHouseholderSequence>::type ReturnType; + return ReturnType(m_vectors.template conjugateIf<Cond>(), m_coeffs.template conjugateIf<Cond>()); + } + /** \brief Adjoint (conjugate transpose) of the Householder sequence. */ AdjointReturnType adjoint() const { diff --git a/Eigen/src/LU/FullPivLU.h b/Eigen/src/LU/FullPivLU.h index b4f4bc6ee..68930ea53 100644 --- a/Eigen/src/LU/FullPivLU.h +++ b/Eigen/src/LU/FullPivLU.h @@ -63,6 +63,7 @@ template<typename _MatrixType> class FullPivLU public: typedef _MatrixType MatrixType; typedef SolverBase<FullPivLU> Base; + friend class SolverBase<FullPivLU>; EIGEN_GENERIC_PUBLIC_INTERFACE(FullPivLU) enum { @@ -218,6 +219,7 @@ template<typename _MatrixType> class FullPivLU return internal::image_retval<FullPivLU>(*this, originalMatrix); } + #ifdef EIGEN_PARSED_BY_DOXYGEN /** \return a solution x to the equation Ax=b, where A is the matrix of which * *this is the LU decomposition. * @@ -237,14 +239,10 @@ template<typename _MatrixType> class FullPivLU * * \sa TriangularView::solve(), kernel(), inverse() */ - // FIXME this is a copy-paste of the base-class member to add the isInitialized assertion. template<typename Rhs> inline const Solve<FullPivLU, Rhs> - solve(const MatrixBase<Rhs>& b) const - { - eigen_assert(m_isInitialized && "LU is not initialized."); - return Solve<FullPivLU, Rhs>(*this, b.derived()); - } + solve(const MatrixBase<Rhs>& b) const; + #endif /** \returns an estimate of the reciprocal condition number of the matrix of which \c *this is the LU decomposition. @@ -755,7 +753,6 @@ void FullPivLU<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const const Index rows = this->rows(), cols = this->cols(), nonzero_pivots = this->rank(); - eigen_assert(rhs.rows() == rows); const Index smalldim = (std::min)(rows, cols); if(nonzero_pivots == 0) @@ -805,7 +802,6 @@ void FullPivLU<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType const Index rows = this->rows(), cols = this->cols(), nonzero_pivots = this->rank(); - eigen_assert(rhs.rows() == cols); const Index smalldim = (std::min)(rows, cols); if(nonzero_pivots == 0) diff --git a/Eigen/src/LU/PartialPivLU.h b/Eigen/src/LU/PartialPivLU.h index ff4be360e..8726bf895 100644 --- a/Eigen/src/LU/PartialPivLU.h +++ b/Eigen/src/LU/PartialPivLU.h @@ -80,6 +80,8 @@ template<typename _MatrixType> class PartialPivLU typedef _MatrixType MatrixType; typedef SolverBase<PartialPivLU> Base; + friend class SolverBase<PartialPivLU>; + EIGEN_GENERIC_PUBLIC_INTERFACE(PartialPivLU) enum { MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, @@ -152,6 +154,7 @@ template<typename _MatrixType> class PartialPivLU return m_p; } + #ifdef EIGEN_PARSED_BY_DOXYGEN /** This method returns the solution x to the equation Ax=b, where A is the matrix of which * *this is the LU decomposition. * @@ -169,14 +172,10 @@ template<typename _MatrixType> class PartialPivLU * * \sa TriangularView::solve(), inverse(), computeInverse() */ - // FIXME this is a copy-paste of the base-class member to add the isInitialized assertion. template<typename Rhs> inline const Solve<PartialPivLU, Rhs> - solve(const MatrixBase<Rhs>& b) const - { - eigen_assert(m_isInitialized && "PartialPivLU is not initialized."); - return Solve<PartialPivLU, Rhs>(*this, b.derived()); - } + solve(const MatrixBase<Rhs>& b) const; + #endif /** \returns an estimate of the reciprocal condition number of the matrix of which \c *this is the LU decomposition. @@ -231,8 +230,6 @@ template<typename _MatrixType> class PartialPivLU * Step 3: replace c by the solution x to Ux = c. */ - eigen_assert(rhs.rows() == m_lu.rows()); - // Step 1 dst = permutationP() * rhs; diff --git a/Eigen/src/QR/ColPivHouseholderQR.h b/Eigen/src/QR/ColPivHouseholderQR.h index 1faa3442e..9b677e9bf 100644 --- a/Eigen/src/QR/ColPivHouseholderQR.h +++ b/Eigen/src/QR/ColPivHouseholderQR.h @@ -17,6 +17,9 @@ namespace internal { template<typename _MatrixType> struct traits<ColPivHouseholderQR<_MatrixType> > : traits<_MatrixType> { + typedef MatrixXpr XprKind; + typedef SolverStorage StorageKind; + typedef int StorageIndex; enum { Flags = 0 }; }; @@ -46,20 +49,19 @@ template<typename _MatrixType> struct traits<ColPivHouseholderQR<_MatrixType> > * \sa MatrixBase::colPivHouseholderQr() */ template<typename _MatrixType> class ColPivHouseholderQR + : public SolverBase<ColPivHouseholderQR<_MatrixType> > { public: typedef _MatrixType MatrixType; + typedef SolverBase<ColPivHouseholderQR> Base; + friend class SolverBase<ColPivHouseholderQR>; + + EIGEN_GENERIC_PUBLIC_INTERFACE(ColPivHouseholderQR) enum { - RowsAtCompileTime = MatrixType::RowsAtCompileTime, - ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }; - typedef typename MatrixType::Scalar Scalar; - typedef typename MatrixType::RealScalar RealScalar; - // FIXME should be int - typedef typename MatrixType::StorageIndex StorageIndex; typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType; typedef typename internal::plain_row_type<MatrixType, Index>::type IntRowVectorType; @@ -156,6 +158,7 @@ template<typename _MatrixType> class ColPivHouseholderQR computeInPlace(); } + #ifdef EIGEN_PARSED_BY_DOXYGEN /** This method finds a solution x to the equation Ax=b, where A is the matrix of which * *this is the QR decomposition, if any exists. * @@ -172,11 +175,8 @@ template<typename _MatrixType> class ColPivHouseholderQR */ template<typename Rhs> inline const Solve<ColPivHouseholderQR, Rhs> - solve(const MatrixBase<Rhs>& b) const - { - eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); - return Solve<ColPivHouseholderQR, Rhs>(*this, b.derived()); - } + solve(const MatrixBase<Rhs>& b) const; + #endif HouseholderSequenceType householderQ() const; HouseholderSequenceType matrixQ() const @@ -417,6 +417,9 @@ template<typename _MatrixType> class ColPivHouseholderQR #ifndef EIGEN_PARSED_BY_DOXYGEN template<typename RhsType, typename DstType> void _solve_impl(const RhsType &rhs, DstType &dst) const; + + template<bool Conjugate, typename RhsType, typename DstType> + void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const; #endif protected: @@ -583,8 +586,6 @@ template<typename _MatrixType> template<typename RhsType, typename DstType> void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const { - eigen_assert(rhs.rows() == rows()); - const Index nonzero_pivots = nonzeroPivots(); if(nonzero_pivots == 0) @@ -604,6 +605,31 @@ void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType & for(Index i = 0; i < nonzero_pivots; ++i) dst.row(m_colsPermutation.indices().coeff(i)) = c.row(i); for(Index i = nonzero_pivots; i < cols(); ++i) dst.row(m_colsPermutation.indices().coeff(i)).setZero(); } + +template<typename _MatrixType> +template<bool Conjugate, typename RhsType, typename DstType> +void ColPivHouseholderQR<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const +{ + const Index nonzero_pivots = nonzeroPivots(); + + if(nonzero_pivots == 0) + { + dst.setZero(); + return; + } + + typename RhsType::PlainObject c(m_colsPermutation.transpose()*rhs); + + m_qr.topLeftCorner(nonzero_pivots, nonzero_pivots) + .template triangularView<Upper>() + .transpose().template conjugateIf<Conjugate>() + .solveInPlace(c.topRows(nonzero_pivots)); + + dst.topRows(nonzero_pivots) = c.topRows(nonzero_pivots); + dst.bottomRows(rows()-nonzero_pivots).setZero(); + + dst.applyOnTheLeft(householderQ().setLength(nonzero_pivots).template conjugateIf<!Conjugate>() ); +} #endif namespace internal { diff --git a/Eigen/src/QR/CompleteOrthogonalDecomposition.h b/Eigen/src/QR/CompleteOrthogonalDecomposition.h index 03017a375..d62628087 100644 --- a/Eigen/src/QR/CompleteOrthogonalDecomposition.h +++ b/Eigen/src/QR/CompleteOrthogonalDecomposition.h @@ -16,6 +16,9 @@ namespace internal { template <typename _MatrixType> struct traits<CompleteOrthogonalDecomposition<_MatrixType> > : traits<_MatrixType> { + typedef MatrixXpr XprKind; + typedef SolverStorage StorageKind; + typedef int StorageIndex; enum { Flags = 0 }; }; @@ -44,19 +47,21 @@ struct traits<CompleteOrthogonalDecomposition<_MatrixType> > * * \sa MatrixBase::completeOrthogonalDecomposition() */ -template <typename _MatrixType> -class CompleteOrthogonalDecomposition { +template <typename _MatrixType> class CompleteOrthogonalDecomposition + : public SolverBase<CompleteOrthogonalDecomposition<_MatrixType> > +{ public: typedef _MatrixType MatrixType; + typedef SolverBase<CompleteOrthogonalDecomposition> Base; + + template<typename Derived> + friend struct internal::solve_assertion; + + EIGEN_GENERIC_PUBLIC_INTERFACE(CompleteOrthogonalDecomposition) enum { - RowsAtCompileTime = MatrixType::RowsAtCompileTime, - ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }; - typedef typename MatrixType::Scalar Scalar; - typedef typename MatrixType::RealScalar RealScalar; - typedef typename MatrixType::StorageIndex StorageIndex; typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType; @@ -131,9 +136,9 @@ class CompleteOrthogonalDecomposition { m_temp(matrix.cols()) { computeInPlace(); - } - + } + #ifdef EIGEN_PARSED_BY_DOXYGEN /** This method computes the minimum-norm solution X to a least squares * problem \f[\mathrm{minimize} \|A X - B\|, \f] where \b A is the matrix of * which \c *this is the complete orthogonal decomposition. @@ -145,11 +150,8 @@ class CompleteOrthogonalDecomposition { */ template <typename Rhs> inline const Solve<CompleteOrthogonalDecomposition, Rhs> solve( - const MatrixBase<Rhs>& b) const { - eigen_assert(m_cpqr.m_isInitialized && - "CompleteOrthogonalDecomposition is not initialized."); - return Solve<CompleteOrthogonalDecomposition, Rhs>(*this, b.derived()); - } + const MatrixBase<Rhs>& b) const; + #endif HouseholderSequenceType householderQ(void) const; HouseholderSequenceType matrixQ(void) const { return m_cpqr.householderQ(); } @@ -158,8 +160,8 @@ class CompleteOrthogonalDecomposition { */ MatrixType matrixZ() const { MatrixType Z = MatrixType::Identity(m_cpqr.cols(), m_cpqr.cols()); - applyZAdjointOnTheLeftInPlace(Z); - return Z.adjoint(); + applyZOnTheLeftInPlace<false>(Z); + return Z; } /** \returns a reference to the matrix where the complete orthogonal @@ -275,6 +277,7 @@ class CompleteOrthogonalDecomposition { */ inline const Inverse<CompleteOrthogonalDecomposition> pseudoInverse() const { + eigen_assert(m_cpqr.m_isInitialized && "CompleteOrthogonalDecomposition is not initialized."); return Inverse<CompleteOrthogonalDecomposition>(*this); } @@ -368,6 +371,9 @@ class CompleteOrthogonalDecomposition { #ifndef EIGEN_PARSED_BY_DOXYGEN template <typename RhsType, typename DstType> void _solve_impl(const RhsType& rhs, DstType& dst) const; + + template<bool Conjugate, typename RhsType, typename DstType> + void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const; #endif protected: @@ -375,8 +381,21 @@ class CompleteOrthogonalDecomposition { EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar); } + template<bool Transpose_, typename Rhs> + void _check_solve_assertion(const Rhs& b) const { + eigen_assert(m_cpqr.m_isInitialized && "CompleteOrthogonalDecomposition is not initialized."); + eigen_assert((Transpose_?derived().cols():derived().rows())==b.rows() && "CompleteOrthogonalDecomposition::solve(): invalid number of rows of the right hand side matrix b"); + } + void computeInPlace(); + /** Overwrites \b rhs with \f$ \mathbf{Z} * \mathbf{rhs} \f$ or + * \f$ \mathbf{\overline Z} * \mathbf{rhs} \f$ if \c Conjugate + * is set to \c true. + */ + template <bool Conjugate, typename Rhs> + void applyZOnTheLeftInPlace(Rhs& rhs) const; + /** Overwrites \b rhs with \f$ \mathbf{Z}^* * \mathbf{rhs} \f$. */ template <typename Rhs> @@ -465,13 +484,35 @@ void CompleteOrthogonalDecomposition<MatrixType>::computeInPlace() } template <typename MatrixType> +template <bool Conjugate, typename Rhs> +void CompleteOrthogonalDecomposition<MatrixType>::applyZOnTheLeftInPlace( + Rhs& rhs) const { + const Index cols = this->cols(); + const Index nrhs = rhs.cols(); + const Index rank = this->rank(); + Matrix<typename Rhs::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs)); + for (Index k = rank-1; k >= 0; --k) { + if (k != rank - 1) { + rhs.row(k).swap(rhs.row(rank - 1)); + } + rhs.middleRows(rank - 1, cols - rank + 1) + .applyHouseholderOnTheLeft( + matrixQTZ().row(k).tail(cols - rank).transpose().template conjugateIf<!Conjugate>(), zCoeffs().template conjugateIf<Conjugate>()(k), + &temp(0)); + if (k != rank - 1) { + rhs.row(k).swap(rhs.row(rank - 1)); + } + } +} + +template <typename MatrixType> template <typename Rhs> void CompleteOrthogonalDecomposition<MatrixType>::applyZAdjointOnTheLeftInPlace( Rhs& rhs) const { const Index cols = this->cols(); const Index nrhs = rhs.cols(); const Index rank = this->rank(); - Matrix<typename MatrixType::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs)); + Matrix<typename Rhs::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs)); for (Index k = 0; k < rank; ++k) { if (k != rank - 1) { rhs.row(k).swap(rhs.row(rank - 1)); @@ -491,8 +532,6 @@ template <typename _MatrixType> template <typename RhsType, typename DstType> void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl( const RhsType& rhs, DstType& dst) const { - eigen_assert(rhs.rows() == this->rows()); - const Index rank = this->rank(); if (rank == 0) { dst.setZero(); @@ -520,6 +559,34 @@ void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl( // Undo permutation to get x = P^{-1} * y. dst = colsPermutation() * dst; } + +template<typename _MatrixType> +template<bool Conjugate, typename RhsType, typename DstType> +void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const +{ + const Index rank = this->rank(); + + if (rank == 0) { + dst.setZero(); + return; + } + + typename RhsType::PlainObject c(colsPermutation().transpose()*rhs); + + if (rank < cols()) { + applyZOnTheLeftInPlace<!Conjugate>(c); + } + + matrixT().topLeftCorner(rank, rank) + .template triangularView<Upper>() + .transpose().template conjugateIf<Conjugate>() + .solveInPlace(c.topRows(rank)); + + dst.topRows(rank) = c.topRows(rank); + dst.bottomRows(rows()-rank).setZero(); + + dst.applyOnTheLeft(householderQ().setLength(rank).template conjugateIf<!Conjugate>() ); +} #endif namespace internal { diff --git a/Eigen/src/QR/FullPivHouseholderQR.h b/Eigen/src/QR/FullPivHouseholderQR.h index c31e47cc4..d0664a1d8 100644 --- a/Eigen/src/QR/FullPivHouseholderQR.h +++ b/Eigen/src/QR/FullPivHouseholderQR.h @@ -18,6 +18,9 @@ namespace internal { template<typename _MatrixType> struct traits<FullPivHouseholderQR<_MatrixType> > : traits<_MatrixType> { + typedef MatrixXpr XprKind; + typedef SolverStorage StorageKind; + typedef int StorageIndex; enum { Flags = 0 }; }; @@ -55,20 +58,19 @@ struct traits<FullPivHouseholderQRMatrixQReturnType<MatrixType> > * \sa MatrixBase::fullPivHouseholderQr() */ template<typename _MatrixType> class FullPivHouseholderQR + : public SolverBase<FullPivHouseholderQR<_MatrixType> > { public: typedef _MatrixType MatrixType; + typedef SolverBase<FullPivHouseholderQR> Base; + friend class SolverBase<FullPivHouseholderQR>; + + EIGEN_GENERIC_PUBLIC_INTERFACE(FullPivHouseholderQR) enum { - RowsAtCompileTime = MatrixType::RowsAtCompileTime, - ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }; - typedef typename MatrixType::Scalar Scalar; - typedef typename MatrixType::RealScalar RealScalar; - // FIXME should be int - typedef typename MatrixType::StorageIndex StorageIndex; typedef internal::FullPivHouseholderQRMatrixQReturnType<MatrixType> MatrixQReturnType; typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; typedef Matrix<StorageIndex, 1, @@ -156,6 +158,7 @@ template<typename _MatrixType> class FullPivHouseholderQR computeInPlace(); } + #ifdef EIGEN_PARSED_BY_DOXYGEN /** This method finds a solution x to the equation Ax=b, where A is the matrix of which * \c *this is the QR decomposition. * @@ -173,11 +176,8 @@ template<typename _MatrixType> class FullPivHouseholderQR */ template<typename Rhs> inline const Solve<FullPivHouseholderQR, Rhs> - solve(const MatrixBase<Rhs>& b) const - { - eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); - return Solve<FullPivHouseholderQR, Rhs>(*this, b.derived()); - } + solve(const MatrixBase<Rhs>& b) const; + #endif /** \returns Expression object representing the matrix Q */ @@ -396,6 +396,9 @@ template<typename _MatrixType> class FullPivHouseholderQR #ifndef EIGEN_PARSED_BY_DOXYGEN template<typename RhsType, typename DstType> void _solve_impl(const RhsType &rhs, DstType &dst) const; + + template<bool Conjugate, typename RhsType, typename DstType> + void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const; #endif protected: @@ -498,15 +501,15 @@ void FullPivHouseholderQR<MatrixType>::computeInPlace() m_nonzero_pivots = k; for(Index i = k; i < size; i++) { - m_rows_transpositions.coeffRef(i) = i; - m_cols_transpositions.coeffRef(i) = i; + m_rows_transpositions.coeffRef(i) = internal::convert_index<StorageIndex>(i); + m_cols_transpositions.coeffRef(i) = internal::convert_index<StorageIndex>(i); m_hCoeffs.coeffRef(i) = Scalar(0); } break; } - m_rows_transpositions.coeffRef(k) = row_of_biggest_in_corner; - m_cols_transpositions.coeffRef(k) = col_of_biggest_in_corner; + m_rows_transpositions.coeffRef(k) = internal::convert_index<StorageIndex>(row_of_biggest_in_corner); + m_cols_transpositions.coeffRef(k) = internal::convert_index<StorageIndex>(col_of_biggest_in_corner); if(k != row_of_biggest_in_corner) { m_qr.row(k).tail(cols-k).swap(m_qr.row(row_of_biggest_in_corner).tail(cols-k)); ++number_of_transpositions; @@ -540,7 +543,6 @@ template<typename _MatrixType> template<typename RhsType, typename DstType> void FullPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const { - eigen_assert(rhs.rows() == rows()); const Index l_rank = rank(); // FIXME introduce nonzeroPivots() and use it here. and more generally, @@ -553,7 +555,7 @@ void FullPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType typename RhsType::PlainObject c(rhs); - Matrix<Scalar,1,RhsType::ColsAtCompileTime> temp(rhs.cols()); + Matrix<typename RhsType::Scalar,1,RhsType::ColsAtCompileTime> temp(rhs.cols()); for (Index k = 0; k < l_rank; ++k) { Index remainingSize = rows()-k; @@ -570,6 +572,42 @@ void FullPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType for(Index i = 0; i < l_rank; ++i) dst.row(m_cols_permutation.indices().coeff(i)) = c.row(i); for(Index i = l_rank; i < cols(); ++i) dst.row(m_cols_permutation.indices().coeff(i)).setZero(); } + +template<typename _MatrixType> +template<bool Conjugate, typename RhsType, typename DstType> +void FullPivHouseholderQR<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const +{ + const Index l_rank = rank(); + + if(l_rank == 0) + { + dst.setZero(); + return; + } + + typename RhsType::PlainObject c(m_cols_permutation.transpose()*rhs); + + m_qr.topLeftCorner(l_rank, l_rank) + .template triangularView<Upper>() + .transpose().template conjugateIf<Conjugate>() + .solveInPlace(c.topRows(l_rank)); + + dst.topRows(l_rank) = c.topRows(l_rank); + dst.bottomRows(rows()-l_rank).setZero(); + + Matrix<Scalar, 1, DstType::ColsAtCompileTime> temp(dst.cols()); + const Index size = (std::min)(rows(), cols()); + for (Index k = size-1; k >= 0; --k) + { + Index remainingSize = rows()-k; + + dst.bottomRightCorner(remainingSize, dst.cols()) + .applyHouseholderOnTheLeft(m_qr.col(k).tail(remainingSize-1).template conjugateIf<!Conjugate>(), + m_hCoeffs.template conjugateIf<Conjugate>().coeff(k), &temp.coeffRef(0)); + + dst.row(k).swap(dst.row(m_rows_transpositions.coeff(k))); + } +} #endif namespace internal { diff --git a/Eigen/src/QR/HouseholderQR.h b/Eigen/src/QR/HouseholderQR.h index 33cb9c8ff..801739fbd 100644 --- a/Eigen/src/QR/HouseholderQR.h +++ b/Eigen/src/QR/HouseholderQR.h @@ -14,6 +14,18 @@ namespace Eigen { +namespace internal { +template<typename _MatrixType> struct traits<HouseholderQR<_MatrixType> > + : traits<_MatrixType> +{ + typedef MatrixXpr XprKind; + typedef SolverStorage StorageKind; + typedef int StorageIndex; + enum { Flags = 0 }; +}; + +} // end namespace internal + /** \ingroup QR_Module * * @@ -42,20 +54,19 @@ namespace Eigen { * \sa MatrixBase::householderQr() */ template<typename _MatrixType> class HouseholderQR + : public SolverBase<HouseholderQR<_MatrixType> > { public: typedef _MatrixType MatrixType; + typedef SolverBase<HouseholderQR> Base; + friend class SolverBase<HouseholderQR>; + + EIGEN_GENERIC_PUBLIC_INTERFACE(HouseholderQR) enum { - RowsAtCompileTime = MatrixType::RowsAtCompileTime, - ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }; - typedef typename MatrixType::Scalar Scalar; - typedef typename MatrixType::RealScalar RealScalar; - // FIXME should be int - typedef typename MatrixType::StorageIndex StorageIndex; typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, (MatrixType::Flags&RowMajorBit) ? RowMajor : ColMajor, MaxRowsAtCompileTime, MaxRowsAtCompileTime> MatrixQType; typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; typedef typename internal::plain_row_type<MatrixType>::type RowVectorType; @@ -121,6 +132,7 @@ template<typename _MatrixType> class HouseholderQR computeInPlace(); } + #ifdef EIGEN_PARSED_BY_DOXYGEN /** This method finds a solution x to the equation Ax=b, where A is the matrix of which * *this is the QR decomposition, if any exists. * @@ -137,11 +149,8 @@ template<typename _MatrixType> class HouseholderQR */ template<typename Rhs> inline const Solve<HouseholderQR, Rhs> - solve(const MatrixBase<Rhs>& b) const - { - eigen_assert(m_isInitialized && "HouseholderQR is not initialized."); - return Solve<HouseholderQR, Rhs>(*this, b.derived()); - } + solve(const MatrixBase<Rhs>& b) const; + #endif /** This method returns an expression of the unitary matrix Q as a sequence of Householder transformations. * @@ -214,6 +223,9 @@ template<typename _MatrixType> class HouseholderQR #ifndef EIGEN_PARSED_BY_DOXYGEN template<typename RhsType, typename DstType> void _solve_impl(const RhsType &rhs, DstType &dst) const; + + template<bool Conjugate, typename RhsType, typename DstType> + void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const; #endif protected: @@ -349,7 +361,6 @@ template<typename RhsType, typename DstType> void HouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const { const Index rank = (std::min)(rows(), cols()); - eigen_assert(rhs.rows() == rows()); typename RhsType::PlainObject c(rhs); @@ -362,6 +373,25 @@ void HouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) c dst.topRows(rank) = c.topRows(rank); dst.bottomRows(cols()-rank).setZero(); } + +template<typename _MatrixType> +template<bool Conjugate, typename RhsType, typename DstType> +void HouseholderQR<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const +{ + const Index rank = (std::min)(rows(), cols()); + + typename RhsType::PlainObject c(rhs); + + m_qr.topLeftCorner(rank, rank) + .template triangularView<Upper>() + .transpose().template conjugateIf<Conjugate>() + .solveInPlace(c.topRows(rank)); + + dst.topRows(rank) = c.topRows(rank); + dst.bottomRows(rows()-rank).setZero(); + + dst.applyOnTheLeft(householderQ().setLength(rank).template conjugateIf<!Conjugate>() ); +} #endif /** Performs the QR factorization of the given matrix \a matrix. The result of diff --git a/Eigen/src/SVD/BDCSVD.h b/Eigen/src/SVD/BDCSVD.h index 18d7bdc0a..e3fddacbc 100644 --- a/Eigen/src/SVD/BDCSVD.h +++ b/Eigen/src/SVD/BDCSVD.h @@ -39,6 +39,7 @@ namespace internal { template<typename _MatrixType> struct traits<BDCSVD<_MatrixType> > + : traits<_MatrixType> { typedef _MatrixType MatrixType; }; @@ -1006,7 +1007,7 @@ void BDCSVD<MatrixType>::perturbCol0 #ifdef EIGEN_BDCSVD_SANITY_CHECKS assert((std::isfinite)(tmp)); #endif - zhat(k) = col0(k) > Literal(0) ? tmp : -tmp; + zhat(k) = col0(k) > Literal(0) ? RealScalar(tmp) : RealScalar(-tmp); } } } diff --git a/Eigen/src/SVD/JacobiSVD.h b/Eigen/src/SVD/JacobiSVD.h index 1c7c80376..2b6891105 100644 --- a/Eigen/src/SVD/JacobiSVD.h +++ b/Eigen/src/SVD/JacobiSVD.h @@ -425,6 +425,7 @@ struct svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner, true> template<typename _MatrixType, int QRPreconditioner> struct traits<JacobiSVD<_MatrixType,QRPreconditioner> > + : traits<_MatrixType> { typedef _MatrixType MatrixType; }; diff --git a/Eigen/src/SVD/SVDBase.h b/Eigen/src/SVD/SVDBase.h index 851ad6836..ed1e9f20e 100644 --- a/Eigen/src/SVD/SVDBase.h +++ b/Eigen/src/SVD/SVDBase.h @@ -17,6 +17,18 @@ #define EIGEN_SVDBASE_H namespace Eigen { + +namespace internal { +template<typename Derived> struct traits<SVDBase<Derived> > + : traits<Derived> +{ + typedef MatrixXpr XprKind; + typedef SolverStorage StorageKind; + typedef int StorageIndex; + enum { Flags = 0 }; +}; +} + /** \ingroup SVD_Module * * @@ -44,15 +56,18 @@ namespace Eigen { * terminate in finite (and reasonable) time. * \sa class BDCSVD, class JacobiSVD */ -template<typename Derived> -class SVDBase +template<typename Derived> class SVDBase + : public SolverBase<SVDBase<Derived> > { +public: + + template<typename Derived_> + friend struct internal::solve_assertion; -public: typedef typename internal::traits<Derived>::MatrixType MatrixType; typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar; - typedef typename MatrixType::StorageIndex StorageIndex; + typedef typename Eigen::internal::traits<SVDBase>::StorageIndex StorageIndex; typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3 enum { RowsAtCompileTime = MatrixType::RowsAtCompileTime, @@ -194,6 +209,7 @@ public: inline Index rows() const { return m_rows; } inline Index cols() const { return m_cols; } + #ifdef EIGEN_PARSED_BY_DOXYGEN /** \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. @@ -205,16 +221,15 @@ public: */ template<typename Rhs> inline const Solve<Derived, Rhs> - solve(const MatrixBase<Rhs>& b) const - { - eigen_assert(m_isInitialized && "SVD is not initialized."); - eigen_assert(computeU() && computeV() && "SVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice)."); - return Solve<Derived, Rhs>(derived(), b.derived()); - } - + solve(const MatrixBase<Rhs>& b) const; + #endif + #ifndef EIGEN_PARSED_BY_DOXYGEN template<typename RhsType, typename DstType> void _solve_impl(const RhsType &rhs, DstType &dst) const; + + template<bool Conjugate, typename RhsType, typename DstType> + void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const; #endif protected: @@ -223,6 +238,13 @@ protected: { EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar); } + + template<bool Transpose_, typename Rhs> + void _check_solve_assertion(const Rhs& b) const { + eigen_assert(m_isInitialized && "SVD is not initialized."); + eigen_assert(computeU() && computeV() && "SVDBase::solve(): Both unitaries U and V are required to be computed (thin unitaries suffice)."); + eigen_assert((Transpose_?cols():rows())==b.rows() && "SVDBase::solve(): invalid number of rows of the right hand side matrix b"); + } // return true if already allocated bool allocate(Index rows, Index cols, unsigned int computationOptions) ; @@ -263,17 +285,30 @@ template<typename Derived> template<typename RhsType, typename DstType> void SVDBase<Derived>::_solve_impl(const RhsType &rhs, DstType &dst) const { - eigen_assert(rhs.rows() == rows()); - // A = U S V^* // So A^{-1} = V S^{-1} U^* - Matrix<Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime, RhsType::MaxColsAtCompileTime> tmp; + Matrix<typename RhsType::Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime, RhsType::MaxColsAtCompileTime> tmp; Index l_rank = rank(); tmp.noalias() = m_matrixU.leftCols(l_rank).adjoint() * rhs; tmp = m_singularValues.head(l_rank).asDiagonal().inverse() * tmp; dst = m_matrixV.leftCols(l_rank) * tmp; } + +template<typename Derived> +template<bool Conjugate, typename RhsType, typename DstType> +void SVDBase<Derived>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const +{ + // A = U S V^* + // So A^{-*} = U S^{-1} V^* + // And A^{-T} = U_conj S^{-1} V^T + Matrix<typename RhsType::Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime, RhsType::MaxColsAtCompileTime> tmp; + Index l_rank = rank(); + + tmp.noalias() = m_matrixV.leftCols(l_rank).transpose().template conjugateIf<Conjugate>() * rhs; + tmp = m_singularValues.head(l_rank).asDiagonal().inverse() * tmp; + dst = m_matrixU.template conjugateIf<!Conjugate>().leftCols(l_rank) * tmp; +} #endif template<typename MatrixType> |