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authorGravatar Jitse Niesen <jitse@maths.leeds.ac.uk>2010-04-02 21:05:32 +0100
committerGravatar Jitse Niesen <jitse@maths.leeds.ac.uk>2010-04-02 21:05:32 +0100
commit79e1ce609319e749d8d9a9aa2ffbcf0600ab1b93 (patch)
treeb5d7d8592736cb70ee2e65c19f9ae2a1348985a8 /Eigen
parenta16a36ecf2596fadffd6474d059c334baa905c06 (diff)
RealSchur and EigenSolver: some straightforward renames.
Diffstat (limited to 'Eigen')
-rw-r--r--Eigen/src/Eigenvalues/EigenSolver.h16
-rw-r--r--Eigen/src/Eigenvalues/RealSchur.h155
2 files changed, 85 insertions, 86 deletions
diff --git a/Eigen/src/Eigenvalues/EigenSolver.h b/Eigen/src/Eigenvalues/EigenSolver.h
index efd31f18c..44a0fd485 100644
--- a/Eigen/src/Eigenvalues/EigenSolver.h
+++ b/Eigen/src/Eigenvalues/EigenSolver.h
@@ -95,21 +95,21 @@ template<typename _MatrixType> class EigenSolver
* \c float or \c double) and just \c Scalar if #Scalar is
* complex.
*/
- typedef std::complex<RealScalar> Complex;
+ typedef std::complex<RealScalar> ComplexScalar;
/** \brief Type for vector of eigenvalues as returned by eigenvalues().
*
- * This is a column vector with entries of type #Complex.
+ * This is a column vector with entries of type #ComplexScalar.
* The length of the vector is the size of \p _MatrixType.
*/
- typedef Matrix<Complex, ColsAtCompileTime, 1, Options, MaxColsAtCompileTime, 1> EigenvalueType;
+ typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options, MaxColsAtCompileTime, 1> EigenvalueType;
/** \brief Type for matrix of eigenvectors as returned by eigenvectors().
*
- * This is a square matrix with entries of type #Complex.
+ * This is a square matrix with entries of type #ComplexScalar.
* The size is the same as the size of \p _MatrixType.
*/
- typedef Matrix<Complex, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> EigenvectorType;
+ typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> EigenvectorType;
/** \brief Default constructor.
*
@@ -286,15 +286,15 @@ typename EigenSolver<MatrixType>::EigenvectorType EigenSolver<MatrixType>::eigen
if (ei_isMuchSmallerThan(ei_abs(ei_imag(m_eivalues.coeff(j))), ei_abs(ei_real(m_eivalues.coeff(j)))))
{
// we have a real eigen value
- matV.col(j) = m_eivec.col(j).template cast<Complex>();
+ matV.col(j) = m_eivec.col(j).template cast<ComplexScalar>();
}
else
{
// we have a pair of complex eigen values
for (int i=0; i<n; ++i)
{
- matV.coeffRef(i,j) = Complex(m_eivec.coeff(i,j), m_eivec.coeff(i,j+1));
- matV.coeffRef(i,j+1) = Complex(m_eivec.coeff(i,j), -m_eivec.coeff(i,j+1));
+ matV.coeffRef(i,j) = ComplexScalar(m_eivec.coeff(i,j), m_eivec.coeff(i,j+1));
+ matV.coeffRef(i,j+1) = ComplexScalar(m_eivec.coeff(i,j), -m_eivec.coeff(i,j+1));
}
matV.col(j).normalize();
matV.col(j+1).normalize();
diff --git a/Eigen/src/Eigenvalues/RealSchur.h b/Eigen/src/Eigenvalues/RealSchur.h
index 3aaeaa753..eb400c815 100644
--- a/Eigen/src/Eigenvalues/RealSchur.h
+++ b/Eigen/src/Eigenvalues/RealSchur.h
@@ -47,13 +47,13 @@ template<typename _MatrixType> class RealSchur
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
};
typedef typename MatrixType::Scalar Scalar;
- typedef std::complex<typename NumTraits<Scalar>::Real> Complex;
- typedef Matrix<Complex, ColsAtCompileTime, 1, Options, MaxColsAtCompileTime, 1> EigenvalueType;
+ typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar;
+ typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options, MaxColsAtCompileTime, 1> EigenvalueType;
/** \brief Constructor; computes Schur decomposition of given matrix. */
RealSchur(const MatrixType& matrix)
- : matH(matrix.rows(),matrix.cols()),
- m_eivec(matrix.rows(),matrix.cols()),
+ : m_matT(matrix.rows(),matrix.cols()),
+ m_matU(matrix.rows(),matrix.cols()),
m_eivalues(matrix.rows()),
m_isInitialized(false)
{
@@ -64,14 +64,14 @@ template<typename _MatrixType> class RealSchur
const MatrixType& matrixU() const
{
ei_assert(m_isInitialized && "RealSchur is not initialized.");
- return m_eivec;
+ return m_matU;
}
/** \brief Returns the quasi-triangular matrix in the Schur decomposition. */
const MatrixType& matrixT() const
{
ei_assert(m_isInitialized && "RealSchur is not initialized.");
- return matH;
+ return m_matT;
}
/** \brief Returns vector of eigenvalues.
@@ -88,8 +88,8 @@ template<typename _MatrixType> class RealSchur
private:
- MatrixType matH;
- MatrixType m_eivec;
+ MatrixType m_matT;
+ MatrixType m_matU;
EigenvalueType m_eivalues;
bool m_isInitialized;
@@ -105,8 +105,8 @@ void RealSchur<MatrixType>::compute(const MatrixType& matrix)
// Reduce to Hessenberg form
// TODO skip Q if skipU = true
HessenbergDecomposition<MatrixType> hess(matrix);
- matH = hess.matrixH();
- m_eivec = hess.matrixQ();
+ m_matT = hess.matrixH();
+ m_matU = hess.matrixQ();
// Reduce to Real Schur form
hqr2();
@@ -124,26 +124,25 @@ void RealSchur<MatrixType>::hqr2()
// Fortran subroutine in EISPACK.
// Initialize
- int nn = m_eivec.cols();
- int n = nn-1;
+ const int size = m_matU.cols();
+ int n = size-1;
const int low = 0;
- const int high = nn-1;
- const Scalar eps = ei_pow(Scalar(2),ei_is_same_type<Scalar,float>::ret ? Scalar(-23) : Scalar(-52));
+ const int high = size-1;
Scalar exshift = 0.0;
Scalar p=0,q=0,r=0,s=0,z=0,w,x,y;
// Store roots isolated by balanc and compute matrix norm
// FIXME to be efficient the following would requires a triangular reduxion code
- // Scalar norm = matH.upper().cwiseAbs().sum() + matH.corner(BottomLeft,n,n).diagonal().cwiseAbs().sum();
+ // Scalar norm = m_matT.upper().cwiseAbs().sum() + m_matT.corner(BottomLeft,n,n).diagonal().cwiseAbs().sum();
Scalar norm = 0.0;
- for (int j = 0; j < nn; ++j)
+ for (int j = 0; j < size; ++j)
{
// FIXME what's the purpose of the following since the condition is always false
if ((j < low) || (j > high))
{
- m_eivalues.coeffRef(j) = Complex(matH.coeff(j,j), 0.0);
+ m_eivalues.coeffRef(j) = ComplexScalar(m_matT.coeff(j,j), 0.0);
}
- norm += matH.row(j).segment(std::max(j-1,0), nn-std::max(j-1,0)).cwiseAbs().sum();
+ norm += m_matT.row(j).segment(std::max(j-1,0), size-std::max(j-1,0)).cwiseAbs().sum();
}
// Outer loop over eigenvalue index
@@ -154,10 +153,10 @@ void RealSchur<MatrixType>::hqr2()
int l = n;
while (l > low)
{
- s = ei_abs(matH.coeff(l-1,l-1)) + ei_abs(matH.coeff(l,l));
+ s = ei_abs(m_matT.coeff(l-1,l-1)) + ei_abs(m_matT.coeff(l,l));
if (s == 0.0)
s = norm;
- if (ei_abs(matH.coeff(l,l-1)) < eps * s)
+ if (ei_abs(m_matT.coeff(l,l-1)) < NumTraits<Scalar>::epsilon() * s)
break;
l--;
}
@@ -166,20 +165,20 @@ void RealSchur<MatrixType>::hqr2()
// One root found
if (l == n)
{
- matH.coeffRef(n,n) = matH.coeff(n,n) + exshift;
- m_eivalues.coeffRef(n) = Complex(matH.coeff(n,n), 0.0);
+ m_matT.coeffRef(n,n) = m_matT.coeff(n,n) + exshift;
+ m_eivalues.coeffRef(n) = ComplexScalar(m_matT.coeff(n,n), 0.0);
n--;
iter = 0;
}
else if (l == n-1) // Two roots found
{
- w = matH.coeff(n,n-1) * matH.coeff(n-1,n);
- p = (matH.coeff(n-1,n-1) - matH.coeff(n,n)) * Scalar(0.5);
+ w = m_matT.coeff(n,n-1) * m_matT.coeff(n-1,n);
+ p = (m_matT.coeff(n-1,n-1) - m_matT.coeff(n,n)) * Scalar(0.5);
q = p * p + w;
z = ei_sqrt(ei_abs(q));
- matH.coeffRef(n,n) = matH.coeff(n,n) + exshift;
- matH.coeffRef(n-1,n-1) = matH.coeff(n-1,n-1) + exshift;
- x = matH.coeff(n,n);
+ m_matT.coeffRef(n,n) = m_matT.coeff(n,n) + exshift;
+ m_matT.coeffRef(n-1,n-1) = m_matT.coeff(n-1,n-1) + exshift;
+ x = m_matT.coeff(n,n);
// Scalar pair
if (q >= 0)
@@ -189,10 +188,10 @@ void RealSchur<MatrixType>::hqr2()
else
z = p - z;
- m_eivalues.coeffRef(n-1) = Complex(x + z, 0.0);
- m_eivalues.coeffRef(n) = Complex(z!=0.0 ? x - w / z : m_eivalues.coeff(n-1).real(), 0.0);
+ m_eivalues.coeffRef(n-1) = ComplexScalar(x + z, 0.0);
+ m_eivalues.coeffRef(n) = ComplexScalar(z!=0.0 ? x - w / z : m_eivalues.coeff(n-1).real(), 0.0);
- x = matH.coeff(n,n-1);
+ x = m_matT.coeff(n,n-1);
s = ei_abs(x) + ei_abs(z);
p = x / s;
q = z / s;
@@ -201,33 +200,33 @@ void RealSchur<MatrixType>::hqr2()
q = q / r;
// Row modification
- for (int j = n-1; j < nn; ++j)
+ for (int j = n-1; j < size; ++j)
{
- z = matH.coeff(n-1,j);
- matH.coeffRef(n-1,j) = q * z + p * matH.coeff(n,j);
- matH.coeffRef(n,j) = q * matH.coeff(n,j) - p * z;
+ z = m_matT.coeff(n-1,j);
+ m_matT.coeffRef(n-1,j) = q * z + p * m_matT.coeff(n,j);
+ m_matT.coeffRef(n,j) = q * m_matT.coeff(n,j) - p * z;
}
// Column modification
for (int i = 0; i <= n; ++i)
{
- z = matH.coeff(i,n-1);
- matH.coeffRef(i,n-1) = q * z + p * matH.coeff(i,n);
- matH.coeffRef(i,n) = q * matH.coeff(i,n) - p * z;
+ z = m_matT.coeff(i,n-1);
+ m_matT.coeffRef(i,n-1) = q * z + p * m_matT.coeff(i,n);
+ m_matT.coeffRef(i,n) = q * m_matT.coeff(i,n) - p * z;
}
// Accumulate transformations
for (int i = low; i <= high; ++i)
{
- z = m_eivec.coeff(i,n-1);
- m_eivec.coeffRef(i,n-1) = q * z + p * m_eivec.coeff(i,n);
- m_eivec.coeffRef(i,n) = q * m_eivec.coeff(i,n) - p * z;
+ z = m_matU.coeff(i,n-1);
+ m_matU.coeffRef(i,n-1) = q * z + p * m_matU.coeff(i,n);
+ m_matU.coeffRef(i,n) = q * m_matU.coeff(i,n) - p * z;
}
}
else // Complex pair
{
- m_eivalues.coeffRef(n-1) = Complex(x + p, z);
- m_eivalues.coeffRef(n) = Complex(x + p, -z);
+ m_eivalues.coeffRef(n-1) = ComplexScalar(x + p, z);
+ m_eivalues.coeffRef(n) = ComplexScalar(x + p, -z);
}
n = n - 2;
iter = 0;
@@ -235,13 +234,13 @@ void RealSchur<MatrixType>::hqr2()
else // No convergence yet
{
// Form shift
- x = matH.coeff(n,n);
+ x = m_matT.coeff(n,n);
y = 0.0;
w = 0.0;
if (l < n)
{
- y = matH.coeff(n-1,n-1);
- w = matH.coeff(n,n-1) * matH.coeff(n-1,n);
+ y = m_matT.coeff(n-1,n-1);
+ w = m_matT.coeff(n,n-1) * m_matT.coeff(n-1,n);
}
// Wilkinson's original ad hoc shift
@@ -249,8 +248,8 @@ void RealSchur<MatrixType>::hqr2()
{
exshift += x;
for (int i = low; i <= n; ++i)
- matH.coeffRef(i,i) -= x;
- s = ei_abs(matH.coeff(n,n-1)) + ei_abs(matH.coeff(n-1,n-2));
+ m_matT.coeffRef(i,i) -= x;
+ s = ei_abs(m_matT.coeff(n,n-1)) + ei_abs(m_matT.coeff(n-1,n-2));
x = y = Scalar(0.75) * s;
w = Scalar(-0.4375) * s * s;
}
@@ -267,7 +266,7 @@ void RealSchur<MatrixType>::hqr2()
s = -s;
s = Scalar(x - w / ((y - x) / 2.0 + s));
for (int i = low; i <= n; ++i)
- matH.coeffRef(i,i) -= s;
+ m_matT.coeffRef(i,i) -= s;
exshift += s;
x = y = w = Scalar(0.964);
}
@@ -279,12 +278,12 @@ void RealSchur<MatrixType>::hqr2()
int m = n-2;
while (m >= l)
{
- z = matH.coeff(m,m);
+ z = m_matT.coeff(m,m);
r = x - z;
s = y - z;
- p = (r * s - w) / matH.coeff(m+1,m) + matH.coeff(m,m+1);
- q = matH.coeff(m+1,m+1) - z - r - s;
- r = matH.coeff(m+2,m+1);
+ p = (r * s - w) / m_matT.coeff(m+1,m) + m_matT.coeff(m,m+1);
+ q = m_matT.coeff(m+1,m+1) - z - r - s;
+ r = m_matT.coeff(m+2,m+1);
s = ei_abs(p) + ei_abs(q) + ei_abs(r);
p = p / s;
q = q / s;
@@ -292,9 +291,9 @@ void RealSchur<MatrixType>::hqr2()
if (m == l) {
break;
}
- if (ei_abs(matH.coeff(m,m-1)) * (ei_abs(q) + ei_abs(r)) <
- eps * (ei_abs(p) * (ei_abs(matH.coeff(m-1,m-1)) + ei_abs(z) +
- ei_abs(matH.coeff(m+1,m+1)))))
+ if (ei_abs(m_matT.coeff(m,m-1)) * (ei_abs(q) + ei_abs(r)) <
+ NumTraits<Scalar>::epsilon() * (ei_abs(p) * (ei_abs(m_matT.coeff(m-1,m-1)) + ei_abs(z) +
+ ei_abs(m_matT.coeff(m+1,m+1)))))
{
break;
}
@@ -303,9 +302,9 @@ void RealSchur<MatrixType>::hqr2()
for (int i = m+2; i <= n; ++i)
{
- matH.coeffRef(i,i-2) = 0.0;
+ m_matT.coeffRef(i,i-2) = 0.0;
if (i > m+2)
- matH.coeffRef(i,i-3) = 0.0;
+ m_matT.coeffRef(i,i-3) = 0.0;
}
// Double QR step involving rows l:n and columns m:n
@@ -313,9 +312,9 @@ void RealSchur<MatrixType>::hqr2()
{
int notlast = (k != n-1);
if (k != m) {
- p = matH.coeff(k,k-1);
- q = matH.coeff(k+1,k-1);
- r = notlast ? matH.coeff(k+2,k-1) : Scalar(0);
+ p = m_matT.coeff(k,k-1);
+ q = m_matT.coeff(k+1,k-1);
+ r = notlast ? m_matT.coeff(k+2,k-1) : Scalar(0);
x = ei_abs(p) + ei_abs(q) + ei_abs(r);
if (x != 0.0)
{
@@ -336,9 +335,9 @@ void RealSchur<MatrixType>::hqr2()
if (s != 0)
{
if (k != m)
- matH.coeffRef(k,k-1) = -s * x;
+ m_matT.coeffRef(k,k-1) = -s * x;
else if (l != m)
- matH.coeffRef(k,k-1) = -matH.coeff(k,k-1);
+ m_matT.coeffRef(k,k-1) = -m_matT.coeff(k,k-1);
p = p + s;
x = p / s;
@@ -348,42 +347,42 @@ void RealSchur<MatrixType>::hqr2()
r = r / p;
// Row modification
- for (int j = k; j < nn; ++j)
+ for (int j = k; j < size; ++j)
{
- p = matH.coeff(k,j) + q * matH.coeff(k+1,j);
+ p = m_matT.coeff(k,j) + q * m_matT.coeff(k+1,j);
if (notlast)
{
- p = p + r * matH.coeff(k+2,j);
- matH.coeffRef(k+2,j) = matH.coeff(k+2,j) - p * z;
+ p = p + r * m_matT.coeff(k+2,j);
+ m_matT.coeffRef(k+2,j) = m_matT.coeff(k+2,j) - p * z;
}
- matH.coeffRef(k,j) = matH.coeff(k,j) - p * x;
- matH.coeffRef(k+1,j) = matH.coeff(k+1,j) - p * y;
+ m_matT.coeffRef(k,j) = m_matT.coeff(k,j) - p * x;
+ m_matT.coeffRef(k+1,j) = m_matT.coeff(k+1,j) - p * y;
}
// Column modification
for (int i = 0; i <= std::min(n,k+3); ++i)
{
- p = x * matH.coeff(i,k) + y * matH.coeff(i,k+1);
+ p = x * m_matT.coeff(i,k) + y * m_matT.coeff(i,k+1);
if (notlast)
{
- p = p + z * matH.coeff(i,k+2);
- matH.coeffRef(i,k+2) = matH.coeff(i,k+2) - p * r;
+ p = p + z * m_matT.coeff(i,k+2);
+ m_matT.coeffRef(i,k+2) = m_matT.coeff(i,k+2) - p * r;
}
- matH.coeffRef(i,k) = matH.coeff(i,k) - p;
- matH.coeffRef(i,k+1) = matH.coeff(i,k+1) - p * q;
+ m_matT.coeffRef(i,k) = m_matT.coeff(i,k) - p;
+ m_matT.coeffRef(i,k+1) = m_matT.coeff(i,k+1) - p * q;
}
// Accumulate transformations
for (int i = low; i <= high; ++i)
{
- p = x * m_eivec.coeff(i,k) + y * m_eivec.coeff(i,k+1);
+ p = x * m_matU.coeff(i,k) + y * m_matU.coeff(i,k+1);
if (notlast)
{
- p = p + z * m_eivec.coeff(i,k+2);
- m_eivec.coeffRef(i,k+2) = m_eivec.coeff(i,k+2) - p * r;
+ p = p + z * m_matU.coeff(i,k+2);
+ m_matU.coeffRef(i,k+2) = m_matU.coeff(i,k+2) - p * r;
}
- m_eivec.coeffRef(i,k) = m_eivec.coeff(i,k) - p;
- m_eivec.coeffRef(i,k+1) = m_eivec.coeff(i,k+1) - p * q;
+ m_matU.coeffRef(i,k) = m_matU.coeff(i,k) - p;
+ m_matU.coeffRef(i,k+1) = m_matU.coeff(i,k+1) - p * q;
}
} // (s != 0)
} // k loop