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authorGravatar Gael Guennebaud <g.gael@free.fr>2009-07-10 08:21:57 +0200
committerGravatar Gael Guennebaud <g.gael@free.fr>2009-07-10 08:21:57 +0200
commit1c52985aa7673ef925c484969808fe017b71f377 (patch)
tree8fc12f03d16cc6b74f69c7ed90fd9a0b8e820b9e /Eigen
parent629e083d81a9203f4b2bc07a6cf0f8a61eef07c7 (diff)
parent889726bf7cf82b30e4a7140f467a175bab1dca2d (diff)
merge
Diffstat (limited to 'Eigen')
-rw-r--r--Eigen/src/Core/MatrixBase.h2
-rw-r--r--Eigen/src/Core/util/ForwardDeclarations.h2
-rw-r--r--Eigen/src/QR/QR.h158
3 files changed, 33 insertions, 129 deletions
diff --git a/Eigen/src/Core/MatrixBase.h b/Eigen/src/Core/MatrixBase.h
index 65ab02d62..941539214 100644
--- a/Eigen/src/Core/MatrixBase.h
+++ b/Eigen/src/Core/MatrixBase.h
@@ -653,7 +653,7 @@ template<typename Derived> class MatrixBase
/////////// QR module ///////////
- const QR<PlainMatrixType> qr() const;
+ const HouseholderQR<PlainMatrixType> householderQr() const;
EigenvaluesReturnType eigenvalues() const;
RealScalar operatorNorm() const;
diff --git a/Eigen/src/Core/util/ForwardDeclarations.h b/Eigen/src/Core/util/ForwardDeclarations.h
index b457268af..a2105604a 100644
--- a/Eigen/src/Core/util/ForwardDeclarations.h
+++ b/Eigen/src/Core/util/ForwardDeclarations.h
@@ -112,7 +112,7 @@ template<typename MatrixType, int Direction = BothDirections> class Reverse;
template<typename MatrixType> class LU;
template<typename MatrixType> class PartialLU;
-template<typename MatrixType> class QR;
+template<typename MatrixType> class HouseholderQR;
template<typename MatrixType> class SVD;
template<typename MatrixType> class LLT;
template<typename MatrixType> class LDLT;
diff --git a/Eigen/src/QR/QR.h b/Eigen/src/QR/QR.h
index 90751dd42..c5e8f9097 100644
--- a/Eigen/src/QR/QR.h
+++ b/Eigen/src/QR/QR.h
@@ -28,18 +28,20 @@
/** \ingroup QR_Module
* \nonstableyet
*
- * \class QR
+ * \class HouseholderQR
*
- * \brief QR decomposition of a matrix
+ * \brief Householder QR decomposition of a matrix
*
* \param MatrixType the type of the matrix of which we are computing the QR decomposition
*
* This class performs a QR decomposition using Householder transformations. The result is
* stored in a compact way compatible with LAPACK.
*
+ * Note that no pivoting is performed. This is \b not a rank-revealing decomposition.
+ *
* \sa MatrixBase::qr()
*/
-template<typename MatrixType> class QR
+template<typename MatrixType> class HouseholderQR
{
public:
@@ -53,88 +55,23 @@ template<typename MatrixType> class QR
* \brief Default Constructor.
*
* The default constructor is useful in cases in which the user intends to
- * perform decompositions via QR::compute(const MatrixType&).
+ * perform decompositions via HouseholderQR::compute(const MatrixType&).
*/
- QR() : m_qr(), m_hCoeffs(), m_isInitialized(false) {}
+ HouseholderQR() : m_qr(), m_hCoeffs(), m_isInitialized(false) {}
- QR(const MatrixType& matrix)
+ HouseholderQR(const MatrixType& matrix)
: m_qr(matrix.rows(), matrix.cols()),
m_hCoeffs(matrix.cols()),
m_isInitialized(false)
{
compute(matrix);
}
-
- /** \deprecated use isInjective()
- * \returns whether or not the matrix is of full rank
- *
- * \note Since the rank is computed only once, i.e. the first time it is needed, this
- * method almost does not perform any further computation.
- */
- EIGEN_DEPRECATED bool isFullRank() const
- {
- ei_assert(m_isInitialized && "QR is not initialized.");
- return rank() == m_qr.cols();
- }
-
- /** \returns the rank of the matrix of which *this is the QR decomposition.
- *
- * \note Since the rank is computed only once, i.e. the first time it is needed, this
- * method almost does not perform any further computation.
- */
- int rank() const;
-
- /** \returns the dimension of the kernel of the matrix of which *this is the QR decomposition.
- *
- * \note Since the rank is computed only once, i.e. the first time it is needed, this
- * method almost does not perform any further computation.
- */
- inline int dimensionOfKernel() const
- {
- ei_assert(m_isInitialized && "QR is not initialized.");
- return m_qr.cols() - rank();
- }
-
- /** \returns true if the matrix of which *this is the QR decomposition represents an injective
- * linear map, i.e. has trivial kernel; false otherwise.
- *
- * \note Since the rank is computed only once, i.e. the first time it is needed, this
- * method almost does not perform any further computation.
- */
- inline bool isInjective() const
- {
- ei_assert(m_isInitialized && "QR is not initialized.");
- return rank() == m_qr.cols();
- }
-
- /** \returns true if the matrix of which *this is the QR decomposition represents a surjective
- * linear map; false otherwise.
- *
- * \note Since the rank is computed only once, i.e. the first time it is needed, this
- * method almost does not perform any further computation.
- */
- inline bool isSurjective() const
- {
- ei_assert(m_isInitialized && "QR is not initialized.");
- return rank() == m_qr.rows();
- }
-
- /** \returns true if the matrix of which *this is the QR decomposition is invertible.
- *
- * \note Since the rank is computed only once, i.e. the first time it is needed, this
- * method almost does not perform any further computation.
- */
- inline bool isInvertible() const
- {
- ei_assert(m_isInitialized && "QR is not initialized.");
- return isInjective() && isSurjective();
- }
-
+
/** \returns a read-only expression of the matrix R of the actual the QR decomposition */
const Part<NestByValue<MatrixRBlockType>, UpperTriangular>
matrixR(void) const
{
- ei_assert(m_isInitialized && "QR is not initialized.");
+ ei_assert(m_isInitialized && "HouseholderQR is not initialized.");
int cols = m_qr.cols();
return MatrixRBlockType(m_qr, 0, 0, cols, cols).nestByValue().template part<UpperTriangular>();
}
@@ -148,58 +85,35 @@ template<typename MatrixType> class QR
* Resized if necessary, so that result->rows()==A.cols() and result->cols()==b.cols().
* If no solution exists, *result is left with undefined coefficients.
*
- * \returns true if any solution exists, false if no solution exists.
- *
- * \note If there exist more than one solution, this method will arbitrarily choose one.
- * If you need a complete analysis of the space of solutions, take the one solution obtained
- * by this method and add to it elements of the kernel, as determined by kernel().
- *
* \note The case where b is a matrix is not yet implemented. Also, this
* code is space inefficient.
*
- * Example: \include QR_solve.cpp
- * Output: \verbinclude QR_solve.out
- *
- * \sa MatrixBase::solveTriangular(), kernel(), computeKernel(), inverse(), computeInverse()
+ * Example: \include HouseholderQR_solve.cpp
+ * Output: \verbinclude HouseholderQR_solve.out
*/
template<typename OtherDerived, typename ResultType>
- bool solve(const MatrixBase<OtherDerived>& b, ResultType *result) const;
+ void solve(const MatrixBase<OtherDerived>& b, ResultType *result) const;
MatrixType matrixQ(void) const;
+
+ /** \returns a reference to the matrix where the Householder QR decomposition is stored
+ * in a LAPACK-compatible way.
+ */
+ const MatrixType& matrixQR() const { return m_qr; }
void compute(const MatrixType& matrix);
protected:
MatrixType m_qr;
VectorType m_hCoeffs;
- mutable int m_rank;
- mutable bool m_rankIsUptodate;
bool m_isInitialized;
};
-/** \returns the rank of the matrix of which *this is the QR decomposition. */
-template<typename MatrixType>
-int QR<MatrixType>::rank() const
-{
- ei_assert(m_isInitialized && "QR is not initialized.");
- if (!m_rankIsUptodate)
- {
- RealScalar maxCoeff = m_qr.diagonal().cwise().abs().maxCoeff();
- int n = m_qr.cols();
- m_rank = 0;
- while(m_rank<n && !ei_isMuchSmallerThan(m_qr.diagonal().coeff(m_rank), maxCoeff))
- ++m_rank;
- m_rankIsUptodate = true;
- }
- return m_rank;
-}
-
#ifndef EIGEN_HIDE_HEAVY_CODE
template<typename MatrixType>
-void QR<MatrixType>::compute(const MatrixType& matrix)
+void HouseholderQR<MatrixType>::compute(const MatrixType& matrix)
{
- m_rankIsUptodate = false;
m_qr = matrix;
m_hCoeffs.resize(matrix.cols());
@@ -262,12 +176,12 @@ void QR<MatrixType>::compute(const MatrixType& matrix)
template<typename MatrixType>
template<typename OtherDerived, typename ResultType>
-bool QR<MatrixType>::solve(
+void HouseholderQR<MatrixType>::solve(
const MatrixBase<OtherDerived>& b,
ResultType *result
) const
{
- ei_assert(m_isInitialized && "QR is not initialized.");
+ ei_assert(m_isInitialized && "HouseholderQR is not initialized.");
const int rows = m_qr.rows();
ei_assert(b.rows() == rows);
result->resize(rows, b.cols());
@@ -276,27 +190,17 @@ bool QR<MatrixType>::solve(
// Q^T without explicitly forming matrixQ(). Investigate.
*result = matrixQ().transpose()*b;
- if(!isSurjective())
- {
- // is result is in the image of R ?
- RealScalar biggest_in_res = result->corner(TopLeft, m_rank, result->cols()).cwise().abs().maxCoeff();
- for(int col = 0; col < result->cols(); ++col)
- for(int row = m_rank; row < result->rows(); ++row)
- if(!ei_isMuchSmallerThan(result->coeff(row,col), biggest_in_res))
- return false;
- }
- m_qr.corner(TopLeft, m_rank, m_rank)
+ const int rank = std::min(result->rows(), result->cols());
+ m_qr.corner(TopLeft, rank, rank)
.template marked<UpperTriangular>()
- .solveTriangularInPlace(result->corner(TopLeft, m_rank, result->cols()));
-
- return true;
+ .solveTriangularInPlace(result->corner(TopLeft, rank, result->cols()));
}
/** \returns the matrix Q */
template<typename MatrixType>
-MatrixType QR<MatrixType>::matrixQ() const
+MatrixType HouseholderQR<MatrixType>::matrixQ() const
{
- ei_assert(m_isInitialized && "QR is not initialized.");
+ ei_assert(m_isInitialized && "HouseholderQR is not initialized.");
// compute the product Q_0 Q_1 ... Q_n-1,
// where Q_k is the k-th Householder transformation I - h_k v_k v_k'
// and v_k is the k-th Householder vector [1,m_qr(k+1,k), m_qr(k+2,k), ...]
@@ -319,15 +223,15 @@ MatrixType QR<MatrixType>::matrixQ() const
#endif // EIGEN_HIDE_HEAVY_CODE
-/** \return the QR decomposition of \c *this.
+/** \return the Householder QR decomposition of \c *this.
*
- * \sa class QR
+ * \sa class HouseholderQR
*/
template<typename Derived>
-const QR<typename MatrixBase<Derived>::PlainMatrixType>
-MatrixBase<Derived>::qr() const
+const HouseholderQR<typename MatrixBase<Derived>::PlainMatrixType>
+MatrixBase<Derived>::householderQr() const
{
- return QR<PlainMatrixType>(eval());
+ return HouseholderQR<PlainMatrixType>(eval());
}