diff options
Diffstat (limited to 'Eigen/src/QR/ColPivHouseholderQR.h')
| -rw-r--r-- | Eigen/src/QR/ColPivHouseholderQR.h | 48 |
1 files changed, 31 insertions, 17 deletions
diff --git a/Eigen/src/QR/ColPivHouseholderQR.h b/Eigen/src/QR/ColPivHouseholderQR.h index 7c559f952..9650781d6 100644 --- a/Eigen/src/QR/ColPivHouseholderQR.h +++ b/Eigen/src/QR/ColPivHouseholderQR.h @@ -41,6 +41,8 @@ template<typename _MatrixType> struct traits<ColPivHouseholderQR<_MatrixType> > * This decomposition performs column pivoting in order to be rank-revealing and improve * numerical stability. It is slower than HouseholderQR, and faster than FullPivHouseholderQR. * + * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism. + * * \sa MatrixBase::colPivHouseholderQr() */ template<typename _MatrixType> class ColPivHouseholderQR @@ -51,7 +53,6 @@ template<typename _MatrixType> class ColPivHouseholderQR enum { RowsAtCompileTime = MatrixType::RowsAtCompileTime, ColsAtCompileTime = MatrixType::ColsAtCompileTime, - Options = MatrixType::Options, MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }; @@ -59,7 +60,6 @@ template<typename _MatrixType> class ColPivHouseholderQR typedef typename MatrixType::RealScalar RealScalar; // FIXME should be int typedef typename MatrixType::StorageIndex StorageIndex; - typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, Options, MaxRowsAtCompileTime, MaxRowsAtCompileTime> MatrixQType; typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType; typedef typename internal::plain_row_type<MatrixType, Index>::type IntRowVectorType; @@ -135,6 +135,27 @@ template<typename _MatrixType> class ColPivHouseholderQR compute(matrix.derived()); } + /** \brief Constructs a QR factorization from a given matrix + * + * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref. + * + * \sa ColPivHouseholderQR(const EigenBase&) + */ + template<typename InputType> + explicit ColPivHouseholderQR(EigenBase<InputType>& matrix) + : m_qr(matrix.derived()), + m_hCoeffs((std::min)(matrix.rows(),matrix.cols())), + m_colsPermutation(PermIndexType(matrix.cols())), + m_colsTranspositions(matrix.cols()), + m_temp(matrix.cols()), + m_colNormsUpdated(matrix.cols()), + m_colNormsDirect(matrix.cols()), + m_isInitialized(false), + m_usePrescribedThreshold(false) + { + computeInPlace(); + } + /** This method finds a solution x to the equation Ax=b, where A is the matrix of which * *this is the QR decomposition, if any exists. * @@ -142,9 +163,6 @@ template<typename _MatrixType> class ColPivHouseholderQR * * \returns a solution. * - * \note The case where b is a matrix is not yet implemented. Also, this - * code is space inefficient. - * * \note_about_checking_solutions * * \note_about_arbitrary_choice_of_solution @@ -453,21 +471,19 @@ template<typename MatrixType> template<typename InputType> ColPivHouseholderQR<MatrixType>& ColPivHouseholderQR<MatrixType>::compute(const EigenBase<InputType>& matrix) { - check_template_parameters(); - - // the column permutation is stored as int indices, so just to be sure: - eigen_assert(matrix.cols()<=NumTraits<int>::highest()); - - m_qr = matrix; - + m_qr = matrix.derived(); computeInPlace(); - return *this; } template<typename MatrixType> void ColPivHouseholderQR<MatrixType>::computeInPlace() { + check_template_parameters(); + + // the column permutation is stored as int indices, so just to be sure: + eigen_assert(m_qr.cols()<=NumTraits<int>::highest()); + using std::abs; Index rows = m_qr.rows(); @@ -598,11 +614,11 @@ void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType & namespace internal { template<typename DstXprType, typename MatrixType, typename Scalar> -struct Assignment<DstXprType, Inverse<ColPivHouseholderQR<MatrixType> >, internal::assign_op<Scalar>, Dense2Dense, Scalar> +struct Assignment<DstXprType, Inverse<ColPivHouseholderQR<MatrixType> >, internal::assign_op<Scalar,Scalar>, Dense2Dense> { typedef ColPivHouseholderQR<MatrixType> QrType; typedef Inverse<QrType> SrcXprType; - static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar> &) + static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar,Scalar> &) { dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.cols())); } @@ -621,7 +637,6 @@ typename ColPivHouseholderQR<MatrixType>::HouseholderSequenceType ColPivHousehol return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate()); } -#ifndef __CUDACC__ /** \return the column-pivoting Householder QR decomposition of \c *this. * * \sa class ColPivHouseholderQR @@ -632,7 +647,6 @@ MatrixBase<Derived>::colPivHouseholderQr() const { return ColPivHouseholderQR<PlainObject>(eval()); } -#endif // __CUDACC__ } // end namespace Eigen |