diff options
Diffstat (limited to 'unsupported/Eigen')
-rw-r--r-- | unsupported/Eigen/src/BDCSVD/BDCSVD.h | 73 |
1 files changed, 7 insertions, 66 deletions
diff --git a/unsupported/Eigen/src/BDCSVD/BDCSVD.h b/unsupported/Eigen/src/BDCSVD/BDCSVD.h index a7c369633..829446911 100644 --- a/unsupported/Eigen/src/BDCSVD/BDCSVD.h +++ b/unsupported/Eigen/src/BDCSVD/BDCSVD.h @@ -57,6 +57,8 @@ class BDCSVD : public SVDBase<BDCSVD<_MatrixType> > public: using Base::rows; using Base::cols; + using Base::computeU; + using Base::computeV; typedef _MatrixType MatrixType; typedef typename MatrixType::Scalar Scalar; @@ -72,15 +74,10 @@ public: MatrixOptions = MatrixType::Options }; - typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, - MatrixOptions, MaxRowsAtCompileTime, MaxRowsAtCompileTime> - MatrixUType; - typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime, - MatrixOptions, MaxColsAtCompileTime, MaxColsAtCompileTime> - MatrixVType; - typedef typename internal::plain_diag_type<MatrixType, RealScalar>::type SingularValuesType; - typedef typename internal::plain_row_type<MatrixType>::type RowType; - typedef typename internal::plain_col_type<MatrixType>::type ColType; + typedef typename Base::MatrixUType MatrixUType; + typedef typename Base::MatrixVType MatrixVType; + typedef typename Base::SingularValuesType SingularValuesType; + typedef Matrix<Scalar, Dynamic, Dynamic> MatrixX; typedef Matrix<RealScalar, Dynamic, Dynamic> MatrixXr; typedef Matrix<RealScalar, Dynamic, 1> VectorType; @@ -155,27 +152,6 @@ public: eigen_assert(s>3 && "BDCSVD the size of the algo switch has to be greater than 3"); algoswap = s; } - - - /** \returns a (least squares) solution of \f$ A x = b \f$ using the current SVD decomposition of A. - * - * \param b the right - hand - side of the equation to solve. - * - * \note Solving requires both U and V to be computed. Thin U and V are enough, there is no need for full U or V. - * - * \note SVD solving is implicitly least - squares. Thus, this method serves both purposes of exact solving and least - squares solving. - * In other words, the returned solution is guaranteed to minimize the Euclidean norm \f$ \Vert A x - b \Vert \f$. - */ - template<typename Rhs> - inline const internal::solve_retval<BDCSVD, Rhs> - solve(const MatrixBase<Rhs>& b) const - { - eigen_assert(this->m_isInitialized && "BDCSVD is not initialized."); - eigen_assert(computeU() && computeV() && - "BDCSVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice)."); - return internal::solve_retval<BDCSVD, Rhs>(*this, b.derived()); - } - const MatrixUType& matrixU() const { @@ -188,11 +164,9 @@ public: { eigen_assert(this->computeU() && "This SVD decomposition didn't compute U. Did you ask for it?"); return this->m_matrixU; - } - + } } - const MatrixVType& matrixV() const { eigen_assert(this->m_isInitialized && "SVD is not initialized."); @@ -206,9 +180,6 @@ public: return this->m_matrixV; } } - - using Base::computeU; - using Base::computeV; private: void allocate(Index rows, Index cols, unsigned int computationOptions); @@ -898,36 +869,6 @@ void BDCSVD<MatrixType>::deflation(Index firstCol, Index lastCol, Index k, Index }//end deflation -namespace internal{ - -template<typename _MatrixType, typename Rhs> -struct solve_retval<BDCSVD<_MatrixType>, Rhs> - : solve_retval_base<BDCSVD<_MatrixType>, Rhs> -{ - typedef BDCSVD<_MatrixType> BDCSVDType; - EIGEN_MAKE_SOLVE_HELPERS(BDCSVDType, Rhs) - - template<typename Dest> void evalTo(Dest& dst) const - { - eigen_assert(rhs().rows() == dec().rows()); - // A = U S V^* - // So A^{ - 1} = V S^{ - 1} U^* - Index diagSize = (std::min)(dec().rows(), dec().cols()); - typename BDCSVDType::SingularValuesType invertedSingVals(diagSize); - Index nonzeroSingVals = dec().nonzeroSingularValues(); - invertedSingVals.head(nonzeroSingVals) = dec().singularValues().head(nonzeroSingVals).array().inverse(); - invertedSingVals.tail(diagSize - nonzeroSingVals).setZero(); - - dst = dec().matrixV().leftCols(diagSize) - * invertedSingVals.asDiagonal() - * dec().matrixU().leftCols(diagSize).adjoint() - * rhs(); - return; - } -}; - -} //end namespace internal - /** \svd_module * * \return the singular value decomposition of \c *this computed by |