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authorGravatar Jitse Niesen <jitse@maths.leeds.ac.uk>2010-05-24 17:43:50 +0100
committerGravatar Jitse Niesen <jitse@maths.leeds.ac.uk>2010-05-24 17:43:50 +0100
commite7d809d4349fd4048777be71f1c803d0b13f8fe8 (patch)
tree11c1ef9908d0756958fde6c29de7f1f16d5dc639 /Eigen
parent8a3f552e39d3fee3ada1cfc1eb75b179c77f2a78 (diff)
Update eigenvalues() and operatorNorm() methods in MatrixBase.
* use SelfAdjointView instead of Eigen2's SelfAdjoint flag. * add tests and documentation. * allow eigenvalues() for non-selfadjoint matrices. * they no longer depend only on SelfAdjointEigenSolver, so move them to a separate file
Diffstat (limited to 'Eigen')
-rw-r--r--Eigen/Eigenvalues1
-rw-r--r--Eigen/src/Core/MatrixBase.h4
-rw-r--r--Eigen/src/Core/SelfAdjointView.h10
-rw-r--r--Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h168
-rw-r--r--Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h53
5 files changed, 181 insertions, 55 deletions
diff --git a/Eigen/Eigenvalues b/Eigen/Eigenvalues
index 986f31196..f22a3bc30 100644
--- a/Eigen/Eigenvalues
+++ b/Eigen/Eigenvalues
@@ -42,6 +42,7 @@ namespace Eigen {
#include "src/Eigenvalues/HessenbergDecomposition.h"
#include "src/Eigenvalues/ComplexSchur.h"
#include "src/Eigenvalues/ComplexEigenSolver.h"
+#include "src/Eigenvalues/MatrixBaseEigenvalues.h"
// declare all classes for a given matrix type
#define EIGEN_EIGENVALUES_MODULE_INSTANTIATE_TYPE(MATRIXTYPE,PREFIX) \
diff --git a/Eigen/src/Core/MatrixBase.h b/Eigen/src/Core/MatrixBase.h
index c41bbefaa..9e2afe7e4 100644
--- a/Eigen/src/Core/MatrixBase.h
+++ b/Eigen/src/Core/MatrixBase.h
@@ -136,8 +136,8 @@ template<typename Derived> class MatrixBase
CwiseUnaryOp<ei_scalar_conjugate_op<Scalar>, Eigen::Transpose<Derived> >,
Transpose<Derived>
>::ret AdjointReturnType;
- /** \internal the return type of MatrixBase::eigenvalues() */
- typedef Matrix<typename NumTraits<typename ei_traits<Derived>::Scalar>::Real, ei_traits<Derived>::ColsAtCompileTime, 1> EigenvaluesReturnType;
+ /** \internal Return type of eigenvalues() */
+ typedef Matrix<std::complex<RealScalar>, ei_traits<Derived>::ColsAtCompileTime, 1> EigenvaluesReturnType;
/** \internal the return type of identity */
typedef CwiseNullaryOp<ei_scalar_identity_op<Scalar>,Derived> IdentityReturnType;
/** \internal the return type of unit vectors */
diff --git a/Eigen/src/Core/SelfAdjointView.h b/Eigen/src/Core/SelfAdjointView.h
index f6ae05511..277108dd4 100644
--- a/Eigen/src/Core/SelfAdjointView.h
+++ b/Eigen/src/Core/SelfAdjointView.h
@@ -153,6 +153,16 @@ template<typename MatrixType, unsigned int UpLo> class SelfAdjointView
const LLT<PlainObject, UpLo> llt() const;
const LDLT<PlainObject> ldlt() const;
+/////////// Eigenvalue module ///////////
+
+ /** Real part of #Scalar */
+ typedef typename NumTraits<Scalar>::Real RealScalar;
+ /** Return type of eigenvalues() */
+ typedef Matrix<RealScalar, ei_traits<MatrixType>::ColsAtCompileTime, 1> EigenvaluesReturnType;
+
+ EigenvaluesReturnType eigenvalues() const;
+ RealScalar operatorNorm() const;
+
protected:
const typename MatrixType::Nested m_matrix;
};
diff --git a/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h b/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h
new file mode 100644
index 000000000..7b04e6ba7
--- /dev/null
+++ b/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h
@@ -0,0 +1,168 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
+// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_MATRIXBASEEIGENVALUES_H
+#define EIGEN_MATRIXBASEEIGENVALUES_H
+
+
+
+template<typename Derived, bool IsComplex>
+struct ei_eigenvalues_selector
+{
+ // this is the implementation for the case IsComplex = true
+ static inline typename MatrixBase<Derived>::EigenvaluesReturnType const
+ run(const MatrixBase<Derived>& m)
+ {
+ typedef typename Derived::PlainObject PlainObject;
+ PlainObject m_eval(m);
+ return ComplexEigenSolver<PlainObject>(m_eval).eigenvalues();
+ }
+};
+
+template<typename Derived>
+struct ei_eigenvalues_selector<Derived, false>
+{
+ static inline typename MatrixBase<Derived>::EigenvaluesReturnType const
+ run(const MatrixBase<Derived>& m)
+ {
+ typedef typename Derived::PlainObject PlainObject;
+ PlainObject m_eval(m);
+ return EigenSolver<PlainObject>(m_eval).eigenvalues();
+ }
+};
+
+/** \brief Computes the eigenvalues of a matrix
+ * \returns Column vector containing the eigenvalues.
+ *
+ * \eigenvalues_module
+ * This function computes the eigenvalues with the help of the EigenSolver
+ * class (for real matrices) or the ComplexEigenSolver class (for complex
+ * matrices).
+ *
+ * The eigenvalues are repeated according to their algebraic multiplicity,
+ * so there are as many eigenvalues as rows in the matrix.
+ *
+ * The SelfAdjointView class provides a better algorithm for selfadjoint
+ * matrices.
+ *
+ * Example: \include MatrixBase_eigenvalues.cpp
+ * Output: \verbinclude MatrixBase_eigenvalues.out
+ *
+ * \sa EigenSolver::eigenvalues(), ComplexEigenSolver::eigenvalues(),
+ * SelfAdjointView::eigenvalues()
+ */
+template<typename Derived>
+inline typename MatrixBase<Derived>::EigenvaluesReturnType
+MatrixBase<Derived>::eigenvalues() const
+{
+ typedef typename ei_traits<Derived>::Scalar Scalar;
+ return ei_eigenvalues_selector<Derived, NumTraits<Scalar>::IsComplex>::run(derived());
+}
+
+/** \brief Computes the eigenvalues of a matrix
+ * \returns Column vector containing the eigenvalues.
+ *
+ * \eigenvalues_module
+ * This function computes the eigenvalues with the help of the
+ * SelfAdjointEigenSolver class. The eigenvalues are repeated according to
+ * their algebraic multiplicity, so there are as many eigenvalues as rows in
+ * the matrix.
+ *
+ * Example: \include SelfAdjointView_eigenvalues.cpp
+ * Output: \verbinclude SelfAdjointView_eigenvalues.out
+ *
+ * \sa SelfAdjointEigenSolver::eigenvalues(), MatrixBase::eigenvalues()
+ */
+template<typename MatrixType, unsigned int UpLo>
+inline typename SelfAdjointView<MatrixType, UpLo>::EigenvaluesReturnType
+SelfAdjointView<MatrixType, UpLo>::eigenvalues() const
+{
+ typedef typename SelfAdjointView<MatrixType, UpLo>::PlainObject PlainObject;
+ PlainObject thisAsMatrix(*this);
+ return SelfAdjointEigenSolver<PlainObject>(thisAsMatrix).eigenvalues();
+}
+
+
+
+/** \brief Computes the L2 operator norm
+ * \returns Operator norm of the matrix.
+ *
+ * \eigenvalues_module
+ * This function computes the L2 operator norm of a matrix, which is also
+ * known as the spectral norm. The norm of a matrix \f$ A \f$ is defined to be
+ * \f[ \|A\|_2 = \max_x \frac{\|Ax\|_2}{\|x\|_2} \f]
+ * where the maximum is over all vectors and the norm on the right is the
+ * Euclidean vector norm. The norm equals the largest singular value, which is
+ * the square root of the largest eigenvalue of the positive semi-definite
+ * matrix \f$ A^*A \f$.
+ *
+ * The current implementation uses the eigenvalues of \f$ A^*A \f$, as computed
+ * by SelfAdjointView::eigenvalues(), to compute the operator norm of a
+ * matrix. The SelfAdjointView class provides a better algorithm for
+ * selfadjoint matrices.
+ *
+ * Example: \include MatrixBase_operatorNorm.cpp
+ * Output: \verbinclude MatrixBase_operatorNorm.out
+ *
+ * \sa SelfAdjointView::eigenvalues(), SelfAdjointView::operatorNorm()
+ */
+template<typename Derived>
+inline typename MatrixBase<Derived>::RealScalar
+MatrixBase<Derived>::operatorNorm() const
+{
+ typename Derived::PlainObject m_eval(derived());
+ // FIXME if it is really guaranteed that the eigenvalues are already sorted,
+ // then we don't need to compute a maxCoeff() here, comparing the 1st and last ones is enough.
+ return ei_sqrt((m_eval*m_eval.adjoint())
+ .eval()
+ .template selfadjointView<Lower>()
+ .eigenvalues()
+ .maxCoeff()
+ );
+}
+
+/** \brief Computes the L2 operator norm
+ * \returns Operator norm of the matrix.
+ *
+ * \eigenvalues_module
+ * This function computes the L2 operator norm of a self-adjoint matrix. For a
+ * self-adjoint matrix, the operator norm is the largest eigenvalue.
+ *
+ * The current implementation uses the eigenvalues of the matrix, as computed
+ * by eigenvalues(), to compute the operator norm of the matrix.
+ *
+ * Example: \include SelfAdjointView_operatorNorm.cpp
+ * Output: \verbinclude SelfAdjointView_operatorNorm.out
+ *
+ * \sa eigenvalues(), MatrixBase::operatorNorm()
+ */
+template<typename MatrixType, unsigned int UpLo>
+inline typename SelfAdjointView<MatrixType, UpLo>::RealScalar
+SelfAdjointView<MatrixType, UpLo>::operatorNorm() const
+{
+ return eigenvalues().cwiseAbs().maxCoeff();
+}
+
+#endif
diff --git a/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h b/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
index 1abbed97b..76343640d 100644
--- a/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
+++ b/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
@@ -481,59 +481,6 @@ compute(const MatrixType& matA, const MatrixType& matB, bool computeEigenvectors
#endif // EIGEN_HIDE_HEAVY_CODE
-/** \eigenvalues_module
- *
- * \returns a vector listing the eigenvalues of this matrix.
- */
-template<typename Derived>
-inline Matrix<typename NumTraits<typename ei_traits<Derived>::Scalar>::Real, ei_traits<Derived>::ColsAtCompileTime, 1>
-MatrixBase<Derived>::eigenvalues() const
-{
- ei_assert(Flags&SelfAdjoint);
- return SelfAdjointEigenSolver<typename Derived::PlainObject>(eval(),false).eigenvalues();
-}
-
-template<typename Derived, bool IsSelfAdjoint>
-struct ei_operatorNorm_selector
-{
- static inline typename NumTraits<typename ei_traits<Derived>::Scalar>::Real
- operatorNorm(const MatrixBase<Derived>& m)
- {
- // FIXME if it is really guaranteed that the eigenvalues are already sorted,
- // then we don't need to compute a maxCoeff() here, comparing the 1st and last ones is enough.
- return m.eigenvalues().cwiseAbs().maxCoeff();
- }
-};
-
-template<typename Derived> struct ei_operatorNorm_selector<Derived, false>
-{
- static inline typename NumTraits<typename ei_traits<Derived>::Scalar>::Real
- operatorNorm(const MatrixBase<Derived>& m)
- {
- typename Derived::PlainObject m_eval(m);
- // FIXME if it is really guaranteed that the eigenvalues are already sorted,
- // then we don't need to compute a maxCoeff() here, comparing the 1st and last ones is enough.
- return ei_sqrt(
- (m_eval*m_eval.adjoint())
- .template marked<SelfAdjoint>()
- .eigenvalues()
- .maxCoeff()
- );
- }
-};
-
-/** \eigenvalues_module
- *
- * \returns the matrix norm of this matrix.
- */
-template<typename Derived>
-inline typename NumTraits<typename ei_traits<Derived>::Scalar>::Real
-MatrixBase<Derived>::operatorNorm() const
-{
- return ei_operatorNorm_selector<Derived, Flags&SelfAdjoint>
- ::operatorNorm(derived());
-}
-
#ifndef EIGEN_EXTERN_INSTANTIATIONS
template<typename RealScalar, typename Scalar>
static void ei_tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, int start, int end, Scalar* matrixQ, int n)