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authorGravatar Thomas Capricelli <orzel@freehackers.org>2009-11-26 07:37:37 +0100
committerGravatar Thomas Capricelli <orzel@freehackers.org>2009-11-26 07:37:37 +0100
commitf948df5a7289185088034a5ff2023cfd414a4807 (patch)
tree9baf16bdfd633369cf6398f759e702b646a3d1e3 /unsupported/Eigen
parentdb39f892a36b1a754abfdf70ea8d5402b295492d (diff)
cleaning
Diffstat (limited to 'unsupported/Eigen')
-rw-r--r--unsupported/Eigen/src/NonLinearOptimization/qrsolv.h72
1 files changed, 26 insertions, 46 deletions
diff --git a/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h b/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h
index adfa2be50..db44585d1 100644
--- a/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h
+++ b/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h
@@ -18,8 +18,7 @@ void ei_qrsolv(
{
/* Local variables */
int i, j, k, l;
- Scalar tan__, cos__, sin__, sum, temp, cotan;
- int nsing;
+ Scalar sum, temp;
Scalar qtbpj;
int n = r.cols();
Matrix< Scalar, Dynamic, 1 > wa(n);
@@ -29,12 +28,12 @@ void ei_qrsolv(
/* copy r and (q transpose)*b to preserve input and initialize s. */
/* in particular, save the diagonal elements of r in x. */
- for (j = 0; j < n; ++j) {
- for (i = j; i < n; ++i)
+ x = r.diagonal();
+ wa = qtb;
+
+ for (j = 0; j < n; ++j)
+ for (i = j+1; i < n; ++i)
r(i,j) = r(j,i);
- x[j] = r(j,j);
- wa[j] = qtb[j];
- }
/* eliminate the diagonal matrix d using a givens rotation. */
for (j = 0; j < n; ++j) {
@@ -44,9 +43,8 @@ void ei_qrsolv(
l = ipvt[j];
if (diag[l] == 0.)
- goto L90;
- for (k = j; k < n; ++k)
- sdiag[k] = 0.;
+ break;
+ sdiag.segment(j,n-j).setZero();
sdiag[j] = diag[l];
/* the transformations to eliminate the row of d */
@@ -57,54 +55,39 @@ void ei_qrsolv(
for (k = j; k < n; ++k) {
/* determine a givens rotation which eliminates the */
/* appropriate element in the current row of d. */
- if (sdiag[k] == 0.)
- continue;
- if ( ei_abs(r(k,k)) < ei_abs(sdiag[k])) {
- cotan = r(k,k) / sdiag[k];
- /* Computing 2nd power */
- sin__ = Scalar(.5) / ei_sqrt(Scalar(0.25) + Scalar(0.25) * ei_abs2(cotan));
- cos__ = sin__ * cotan;
- } else {
- tan__ = sdiag[k] / r(k,k);
- /* Computing 2nd power */
- cos__ = Scalar(.5) / ei_sqrt(Scalar(0.25) + Scalar(0.25) * ei_abs2(tan__));
- sin__ = cos__ * tan__;
- }
+ PlanarRotation<Scalar> givens;
+ givens.makeGivens(-r(k,k), sdiag[k]);
/* compute the modified diagonal element of r and */
/* the modified element of ((q transpose)*b,0). */
- r(k,k) = cos__ * r(k,k) + sin__ * sdiag[k];
- temp = cos__ * wa[k] + sin__ * qtbpj;
- qtbpj = -sin__ * wa[k] + cos__ * qtbpj;
+ r(k,k) = givens.c() * r(k,k) + givens.s() * sdiag[k];
+ temp = givens.c() * wa[k] + givens.s() * qtbpj;
+ qtbpj = -givens.s() * wa[k] + givens.c() * qtbpj;
wa[k] = temp;
/* accumulate the tranformation in the row of s. */
for (i = k+1; i<n; ++i) {
- temp = cos__ * r(i,k) + sin__ * sdiag[i];
- sdiag[i] = -sin__ * r(i,k) + cos__ * sdiag[i];
+ temp = givens.c() * r(i,k) + givens.s() * sdiag[i];
+ sdiag[i] = -givens.s() * r(i,k) + givens.c() * sdiag[i];
r(i,k) = temp;
}
}
-L90:
-
- /* store the diagonal element of s and restore */
- /* the corresponding diagonal element of r. */
-
- sdiag[j] = r(j,j);
- r(j,j) = x[j];
}
+ // restore
+ sdiag = r.diagonal();
+ r.diagonal() = x;
+
/* solve the triangular system for z. if the system is */
/* singular, then obtain a least squares solution. */
- nsing = n-1;
- for (j = 0; j < n; ++j) {
- if (sdiag[j] == 0. && nsing == n-1) nsing = j - 1;
- if (nsing < n-1) wa[j] = 0.;
- }
- for (k = 0; k <= nsing; ++k) {
- j = nsing - k;
+ int nsing;
+ for (nsing=0; nsing<n && sdiag[nsing]!=0; nsing++);
+ wa.segment(nsing,n-nsing).setZero();
+ nsing--; // nsing is the last nonsingular index
+
+ for (j = nsing; j>=0; j--) {
sum = 0.;
for (i = j+1; i <= nsing; ++i)
sum += r(i,j) * wa[i];
@@ -112,9 +95,6 @@ L90:
}
/* permute the components of z back to components of x. */
- for (j = 0; j < n; ++j) {
- l = ipvt[j];
- x[l] = wa[j];
- }
+ for (j = 0; j < n; ++j) x[ipvt[j]] = wa[j];
}