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-rw-r--r--Eigen/src/Householder/BlockHouseholder.h73
1 files changed, 55 insertions, 18 deletions
diff --git a/Eigen/src/Householder/BlockHouseholder.h b/Eigen/src/Householder/BlockHouseholder.h
index 60dbea5f5..35dbf80a1 100644
--- a/Eigen/src/Householder/BlockHouseholder.h
+++ b/Eigen/src/Householder/BlockHouseholder.h
@@ -16,48 +16,85 @@
namespace Eigen {
namespace internal {
+
+/** \internal */
+// template<typename TriangularFactorType,typename VectorsType,typename CoeffsType>
+// void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const CoeffsType& hCoeffs)
+// {
+// typedef typename TriangularFactorType::Index Index;
+// typedef typename VectorsType::Scalar Scalar;
+// const Index nbVecs = vectors.cols();
+// eigen_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows()>=nbVecs);
+//
+// for(Index i = 0; i < nbVecs; i++)
+// {
+// Index rs = vectors.rows() - i;
+// // Warning, note that hCoeffs may alias with vectors.
+// // It is then necessary to copy it before modifying vectors(i,i).
+// typename CoeffsType::Scalar h = hCoeffs(i);
+// // This hack permits to pass trough nested Block<> and Transpose<> expressions.
+// Scalar *Vii_ptr = const_cast<Scalar*>(vectors.data() + vectors.outerStride()*i + vectors.innerStride()*i);
+// Scalar Vii = *Vii_ptr;
+// *Vii_ptr = Scalar(1);
+// triFactor.col(i).head(i).noalias() = -h * vectors.block(i, 0, rs, i).adjoint()
+// * vectors.col(i).tail(rs);
+// *Vii_ptr = Vii;
+// // FIXME add .noalias() once the triangular product can work inplace
+// triFactor.col(i).head(i) = triFactor.block(0,0,i,i).template triangularView<Upper>()
+// * triFactor.col(i).head(i);
+// triFactor(i,i) = hCoeffs(i);
+// }
+// }
/** \internal */
+// This variant avoid modifications in vectors
template<typename TriangularFactorType,typename VectorsType,typename CoeffsType>
void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const CoeffsType& hCoeffs)
{
typedef typename TriangularFactorType::Index Index;
- typedef typename VectorsType::Scalar Scalar;
const Index nbVecs = vectors.cols();
eigen_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows()>=nbVecs);
- for(Index i = 0; i < nbVecs; i++)
+ for(Index i = nbVecs-1; i >=0 ; --i)
{
- Index rs = vectors.rows() - i;
- Scalar Vii = vectors(i,i);
- vectors.const_cast_derived().coeffRef(i,i) = Scalar(1);
- triFactor.col(i).head(i).noalias() = -hCoeffs(i) * vectors.block(i, 0, rs, i).adjoint()
- * vectors.col(i).tail(rs);
- vectors.const_cast_derived().coeffRef(i, i) = Vii;
- // FIXME add .noalias() once the triangular product can work inplace
- triFactor.col(i).head(i) = triFactor.block(0,0,i,i).template triangularView<Upper>()
- * triFactor.col(i).head(i);
+ Index rs = vectors.rows() - i - 1;
+ Index rt = nbVecs-i-1;
+
+ if(rt>0)
+ {
+ triFactor.row(i).tail(rt).noalias() = -hCoeffs(i) * vectors.col(i).tail(rs).adjoint()
+ * vectors.bottomRightCorner(rs, rt).template triangularView<UnitLower>();
+
+ // FIXME add .noalias() once the triangular product can work inplace
+ triFactor.row(i).tail(rt) = triFactor.row(i).tail(rt) * triFactor.bottomRightCorner(rt,rt).template triangularView<Upper>();
+
+ }
triFactor(i,i) = hCoeffs(i);
}
}
-/** \internal */
+/** \internal
+ * if forward then perform mat = H0 * H1 * H2 * mat
+ * otherwise perform mat = H2 * H1 * H0 * mat
+ */
template<typename MatrixType,typename VectorsType,typename CoeffsType>
-void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vectors, const CoeffsType& hCoeffs)
+void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vectors, const CoeffsType& hCoeffs, bool forward)
{
typedef typename MatrixType::Index Index;
enum { TFactorSize = MatrixType::ColsAtCompileTime };
Index nbVecs = vectors.cols();
- Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize, ColMajor> T(nbVecs,nbVecs);
- make_block_householder_triangular_factor(T, vectors, hCoeffs);
-
- const TriangularView<const VectorsType, UnitLower>& V(vectors);
+ Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize, RowMajor> T(nbVecs,nbVecs);
+
+ if(forward) make_block_householder_triangular_factor(T, vectors, hCoeffs);
+ else make_block_householder_triangular_factor(T, vectors, hCoeffs.conjugate());
+ const TriangularView<const VectorsType, UnitLower> V(vectors);
// A -= V T V^* A
Matrix<typename MatrixType::Scalar,VectorsType::ColsAtCompileTime,MatrixType::ColsAtCompileTime,0,
VectorsType::MaxColsAtCompileTime,MatrixType::MaxColsAtCompileTime> tmp = V.adjoint() * mat;
// FIXME add .noalias() once the triangular product can work inplace
- tmp = T.template triangularView<Upper>().adjoint() * tmp;
+ if(forward) tmp = T.template triangularView<Upper>() * tmp;
+ else tmp = T.template triangularView<Upper>().adjoint() * tmp;
mat.noalias() -= V * tmp;
}