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-rw-r--r--Eigen/src/Householder/HouseholderSequence.h69
-rw-r--r--Eigen/src/QR/ColPivHouseholderQR.h5
-rw-r--r--Eigen/src/QR/HouseholderQR.h6
-rw-r--r--test/householder.cpp50
-rw-r--r--test/qr.cpp7
5 files changed, 92 insertions, 45 deletions
diff --git a/Eigen/src/Householder/HouseholderSequence.h b/Eigen/src/Householder/HouseholderSequence.h
index 26e0f6a88..7bd403373 100644
--- a/Eigen/src/Householder/HouseholderSequence.h
+++ b/Eigen/src/Householder/HouseholderSequence.h
@@ -65,32 +65,44 @@ template<typename VectorsType, typename CoeffsType> class HouseholderSequence
: public AnyMatrixBase<HouseholderSequence<VectorsType,CoeffsType> >
{
typedef typename VectorsType::Scalar Scalar;
+ typedef Block<VectorsType, Dynamic, 1> EssentialVectorType;
+
public:
typedef HouseholderSequence<VectorsType,
typename ei_meta_if<NumTraits<Scalar>::IsComplex,
- NestByValue<typename ei_cleantype<typename CoeffsType::ConjugateReturnType>::type >,
+ typename ei_cleantype<typename CoeffsType::ConjugateReturnType>::type,
CoeffsType>::ret> ConjugateReturnType;
HouseholderSequence(const VectorsType& v, const CoeffsType& h, bool trans = false)
- : m_vectors(v), m_coeffs(h), m_trans(trans), m_actualVectors(v.diagonalSize())
- {}
+ : m_vectors(v), m_coeffs(h), m_trans(trans), m_actualVectors(v.diagonalSize()),
+ m_shift(0)
+ {
+ }
- HouseholderSequence(const VectorsType& v, const CoeffsType& h, bool trans, int actualVectors)
- : m_vectors(v), m_coeffs(h), m_trans(trans), m_actualVectors(actualVectors)
- {}
+ HouseholderSequence(const VectorsType& v, const CoeffsType& h, bool trans, int actualVectors, int shift)
+ : m_vectors(v), m_coeffs(h), m_trans(trans), m_actualVectors(actualVectors), m_shift(shift)
+ {
+ }
int rows() const { return m_vectors.rows(); }
int cols() const { return m_vectors.rows(); }
+ const EssentialVectorType essentialVector(int k) const
+ {
+ ei_assert(k>= 0 && k < m_actualVectors);
+ const int start = k+1+m_shift;
+ return Block<VectorsType,Dynamic,1>(m_vectors, start, k, rows()-start, 1);
+ }
+
HouseholderSequence transpose() const
- { return HouseholderSequence(m_vectors, m_coeffs, !m_trans, m_actualVectors); }
+ { return HouseholderSequence(m_vectors, m_coeffs, !m_trans, m_actualVectors, m_shift); }
ConjugateReturnType conjugate() const
- { return ConjugateReturnType(m_vectors, m_coeffs.conjugate(), m_trans, m_actualVectors); }
+ { return ConjugateReturnType(m_vectors, m_coeffs.conjugate(), m_trans, m_actualVectors, m_shift); }
ConjugateReturnType adjoint() const
- { return ConjugateReturnType(m_vectors, m_coeffs.conjugate(), !m_trans, m_actualVectors); }
+ { return ConjugateReturnType(m_vectors, m_coeffs.conjugate(), !m_trans, m_actualVectors, m_shift); }
ConjugateReturnType inverse() const { return adjoint(); }
@@ -98,45 +110,41 @@ template<typename VectorsType, typename CoeffsType> class HouseholderSequence
template<typename DestType> void evalTo(DestType& dst) const
{
int vecs = m_actualVectors;
- int length = m_vectors.rows();
- dst.setIdentity();
- Matrix<Scalar,1,DestType::RowsAtCompileTime> temp(dst.rows());
+ dst.setIdentity(rows(), rows());
+ Matrix<Scalar,1,DestType::RowsAtCompileTime> temp(rows());
for(int k = vecs-1; k >= 0; --k)
{
+ int cornerSize = rows() - k - m_shift;
if(m_trans)
- dst.corner(BottomRight, length-k, length-k)
- .applyHouseholderOnTheRight(m_vectors.col(k).tail(length-k-1), m_coeffs.coeff(k), &temp.coeffRef(0));
+ dst.corner(BottomRight, cornerSize, cornerSize)
+ .applyHouseholderOnTheRight(essentialVector(k), m_coeffs.coeff(k), &temp.coeffRef(0));
else
- dst.corner(BottomRight, length-k, length-k)
- .applyHouseholderOnTheLeft(m_vectors.col(k).tail(length-k-1), m_coeffs.coeff(k), &temp.coeffRef(k));
+ dst.corner(BottomRight, cornerSize, cornerSize)
+ .applyHouseholderOnTheLeft(essentialVector(k), m_coeffs.coeff(k), &temp.coeffRef(0));
}
}
/** \internal */
template<typename Dest> inline void applyThisOnTheRight(Dest& dst) const
{
- int vecs = m_actualVectors; // number of householder vectors
- int length = m_vectors.rows(); // size of the largest householder vector
Matrix<Scalar,1,Dest::RowsAtCompileTime> temp(dst.rows());
- for(int k = 0; k < vecs; ++k)
+ for(int k = 0; k < m_actualVectors; ++k)
{
- int actual_k = m_trans ? vecs-k-1 : k;
- dst.corner(BottomRight, dst.rows(), length-actual_k)
- .applyHouseholderOnTheRight(m_vectors.col(actual_k).tail(length-actual_k-1), m_coeffs.coeff(actual_k), &temp.coeffRef(0));
+ int actual_k = m_trans ? m_actualVectors-k-1 : k;
+ dst.corner(BottomRight, dst.rows(), rows()-m_shift-actual_k)
+ .applyHouseholderOnTheRight(essentialVector(actual_k), m_coeffs.coeff(actual_k), &temp.coeffRef(0));
}
}
/** \internal */
template<typename Dest> inline void applyThisOnTheLeft(Dest& dst) const
{
- int vecs = m_actualVectors; // number of householder vectors
- int length = m_vectors.rows(); // size of the largest householder vector
Matrix<Scalar,1,Dest::ColsAtCompileTime> temp(dst.cols());
- for(int k = 0; k < vecs; ++k)
+ for(int k = 0; k < m_actualVectors; ++k)
{
- int actual_k = m_trans ? k : vecs-k-1;
- dst.corner(BottomRight, length-actual_k, dst.cols())
- .applyHouseholderOnTheLeft(m_vectors.col(actual_k).tail(length-actual_k-1), m_coeffs.coeff(actual_k), &temp.coeffRef(0));
+ int actual_k = m_trans ? k : m_actualVectors-k-1;
+ dst.corner(BottomRight, rows()-m_shift-actual_k, dst.cols())
+ .applyHouseholderOnTheLeft(essentialVector(actual_k), m_coeffs.coeff(actual_k), &temp.coeffRef(0));
}
}
@@ -161,6 +169,7 @@ template<typename VectorsType, typename CoeffsType> class HouseholderSequence
typename CoeffsType::Nested m_coeffs;
bool m_trans;
int m_actualVectors;
+ int m_shift;
};
template<typename VectorsType, typename CoeffsType>
@@ -170,9 +179,9 @@ HouseholderSequence<VectorsType,CoeffsType> householderSequence(const VectorsTyp
}
template<typename VectorsType, typename CoeffsType>
-HouseholderSequence<VectorsType,CoeffsType> householderSequence(const VectorsType& v, const CoeffsType& h, bool trans, int actualVectors)
+HouseholderSequence<VectorsType,CoeffsType> householderSequence(const VectorsType& v, const CoeffsType& h, bool trans, int actualVectors, int shift)
{
- return HouseholderSequence<VectorsType,CoeffsType>(v, h, trans, actualVectors);
+ return HouseholderSequence<VectorsType,CoeffsType>(v, h, trans, actualVectors, shift);
}
#endif // EIGEN_HOUSEHOLDER_SEQUENCE_H
diff --git a/Eigen/src/QR/ColPivHouseholderQR.h b/Eigen/src/QR/ColPivHouseholderQR.h
index f4edc9324..a119d0c2f 100644
--- a/Eigen/src/QR/ColPivHouseholderQR.h
+++ b/Eigen/src/QR/ColPivHouseholderQR.h
@@ -448,7 +448,8 @@ struct ei_solve_retval<ColPivHouseholderQR<_MatrixType>, Rhs>
dec().matrixQR(),
dec().hCoeffs(),
true,
- dec().nonzeroPivots()
+ dec().nonzeroPivots(),
+ 0
));
dec().matrixQR()
@@ -475,7 +476,7 @@ typename ColPivHouseholderQR<MatrixType>::HouseholderSequenceType ColPivHousehol
::householderQ() const
{
ei_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
- return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate(), false, m_nonzero_pivots);
+ return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate(), false, m_nonzero_pivots, 0);
}
#endif // EIGEN_HIDE_HEAVY_CODE
diff --git a/Eigen/src/QR/HouseholderQR.h b/Eigen/src/QR/HouseholderQR.h
index 3afaed9e0..b6b07ea63 100644
--- a/Eigen/src/QR/HouseholderQR.h
+++ b/Eigen/src/QR/HouseholderQR.h
@@ -55,11 +55,11 @@ template<typename _MatrixType> class HouseholderQR
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
Options = MatrixType::Options,
- DiagSizeAtCompileTime = EIGEN_ENUM_MIN(ColsAtCompileTime,RowsAtCompileTime)
+ DiagSizeAtCompileTime = EIGEN_SIZE_MIN(ColsAtCompileTime,RowsAtCompileTime)
};
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
- typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, AutoAlign | (ei_traits<MatrixType>::Flags&RowMajorBit ? RowMajor : ColMajor)> MatrixQType;
+ typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, ei_traits<MatrixType>::Flags&RowMajorBit ? RowMajor : ColMajor> MatrixQType;
typedef Matrix<Scalar, DiagSizeAtCompileTime, 1> HCoeffsType;
typedef Matrix<Scalar, 1, ColsAtCompileTime> RowVectorType;
typedef typename HouseholderSequence<MatrixType,HCoeffsType>::ConjugateReturnType HouseholderSequenceType;
@@ -191,7 +191,7 @@ HouseholderQR<MatrixType>& HouseholderQR<MatrixType>::compute(const MatrixType&
RowVectorType temp(cols);
- for (int k = 0; k < size; ++k)
+ for(int k = 0; k < size; ++k)
{
int remainingRows = rows - k;
int remainingCols = cols - k - 1;
diff --git a/test/householder.cpp b/test/householder.cpp
index 4e4c78863..c4c95e648 100644
--- a/test/householder.cpp
+++ b/test/householder.cpp
@@ -1,7 +1,7 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
-// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
@@ -23,7 +23,7 @@
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include "main.h"
-#include <Eigen/Householder>
+#include <Eigen/QR>
template<typename MatrixType> void householder(const MatrixType& m)
{
@@ -40,7 +40,13 @@ template<typename MatrixType> void householder(const MatrixType& m)
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
typedef Matrix<Scalar, ei_decrement_size<MatrixType::RowsAtCompileTime>::ret, 1> EssentialVectorType;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType;
+ typedef Matrix<Scalar, Dynamic, MatrixType::ColsAtCompileTime> HBlockMatrixType;
+ typedef Matrix<Scalar, Dynamic, 1> HCoeffsVectorType;
+ typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> RightSquareMatrixType;
+ typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, Dynamic> VBlockMatrixType;
+ typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::RowsAtCompileTime> TMatrixType;
+
Matrix<Scalar, EIGEN_ENUM_MAX(MatrixType::RowsAtCompileTime,MatrixType::ColsAtCompileTime), 1> _tmp(std::max(rows,cols));
Scalar* tmp = &_tmp.coeffRef(0,0);
@@ -85,8 +91,42 @@ template<typename MatrixType> void householder(const MatrixType& m)
VERIFY_IS_MUCH_SMALLER_THAN(ei_imag(m3(0,0)), ei_real(m3(0,0)));
VERIFY_IS_APPROX(ei_real(m3(0,0)), alpha);
- // test householder sequence
- // TODO test HouseholderSequence
+ // test householder sequence on the left with a shift
+
+ int shift = ei_random(0, std::max(rows-2,0));
+ int brows = rows - shift;
+ m1.setRandom(rows, cols);
+ HBlockMatrixType hbm = m1.block(shift,0,brows,cols);
+ HouseholderQR<HBlockMatrixType> qr(hbm);
+ m2 = m1;
+ m2.block(shift,0,brows,cols) = qr.matrixQR();
+ HCoeffsVectorType hc = qr.hCoeffs().conjugate();
+ HouseholderSequence<MatrixType, HCoeffsVectorType> hseq(m2, hc, false, hc.size(), shift);
+ MatrixType m5 = m2;
+ m5.block(shift,0,brows,cols).template triangularView<StrictlyLower>().setZero();
+ VERIFY_IS_APPROX(hseq * m5, m1); // test applying hseq directly
+ m3 = hseq;
+ VERIFY_IS_APPROX(m3*m5, m1); // test evaluating hseq to a dense matrix, then applying
+
+#if 0
+ // test householder sequence on the right with a shift
+
+ TMatrixType tm1 = m1.transpose();
+ TMatrixType tm2 = m2.transpose();
+
+ int bcols = cols - shift;
+ VBlockMatrixType vbm =
+ HouseholderQR<HBlockMatrixType> qr(hbm);
+ m2 = m1;
+ m2.block(shift,0,brows,cols) = qr.matrixQR();
+ HCoeffsVectorType hc = qr.hCoeffs().conjugate();
+ HouseholderSequence<MatrixType, HCoeffsVectorType> hseq(m2, hc, false, hc.size(), shift);
+ MatrixType m5 = m2;
+ m5.block(shift,0,brows,cols).template triangularView<StrictlyLower>().setZero();
+ VERIFY_IS_APPROX(hseq * m5, m1); // test applying hseq directly
+ m3 = hseq;
+ VERIFY_IS_APPROX(m3*m5, m1); // test evaluating hseq to a dense matrix, then applying
+#endif
}
void test_householder()
@@ -98,6 +138,6 @@ void test_householder()
CALL_SUBTEST_4( householder(Matrix<float,4,4>()) );
CALL_SUBTEST_5( householder(MatrixXd(10,12)) );
CALL_SUBTEST_6( householder(MatrixXcf(16,17)) );
+ CALL_SUBTEST_7( householder(MatrixXf(25,7)) );
}
-
}
diff --git a/test/qr.cpp b/test/qr.cpp
index 3848ce0a5..f2393c13b 100644
--- a/test/qr.cpp
+++ b/test/qr.cpp
@@ -36,14 +36,11 @@ template<typename MatrixType> void qr(const MatrixType& m)
MatrixType a = MatrixType::Random(rows,cols);
HouseholderQR<MatrixType> qrOfA(a);
- MatrixType r = qrOfA.matrixQR();
MatrixQType q = qrOfA.householderQ();
VERIFY_IS_UNITARY(q);
- // FIXME need better way to construct trapezoid
- for(int i = 0; i < rows; i++) for(int j = 0; j < cols; j++) if(i>j) r(i,j) = Scalar(0);
-
+ MatrixType r = qrOfA.matrixQR().template triangularView<Upper>();
VERIFY_IS_APPROX(a, qrOfA.householderQ() * r);
}
@@ -114,7 +111,7 @@ template<typename MatrixType> void qr_verify_assert()
void test_qr()
{
- for(int i = 0; i < 1; i++) {
+ for(int i = 0; i < g_repeat; i++) {
CALL_SUBTEST_1( qr(MatrixXf(47,40)) );
CALL_SUBTEST_2( qr(MatrixXcd(17,7)) );
CALL_SUBTEST_3(( qr_fixedsize<Matrix<float,3,4>, 2 >() ));
generated by cgit v1.2.3 (git 2.39.1) at 2024-06-05 00:37:39 +0000