From 15bad3670b7e9261764fb65037c148ab87ad9d07 Mon Sep 17 00:00:00 2001
From: Gael Guennebaud <g.gael@free.fr>
Date: Thu, 4 Sep 2014 09:17:01 +0200
Subject: Apply Householder U and V in-place.

---
 unsupported/Eigen/src/BDCSVD/BDCSVD.h | 19 ++++++++++---------
 1 file changed, 10 insertions(+), 9 deletions(-)

(limited to 'unsupported')

diff --git a/unsupported/Eigen/src/BDCSVD/BDCSVD.h b/unsupported/Eigen/src/BDCSVD/BDCSVD.h
index 64cee029b..fcad104c0 100644
--- a/unsupported/Eigen/src/BDCSVD/BDCSVD.h
+++ b/unsupported/Eigen/src/BDCSVD/BDCSVD.h
@@ -279,7 +279,7 @@ void BDCSVD<MatrixType>::copyUV(const HouseholderU &householderU, const Househol
     m_matrixU = MatrixX::Identity(householderU.cols(), Ucols);
     Index blockCols = m_computeThinU ? m_nonzeroSingularValues : m_diagSize;
     m_matrixU.topLeftCorner(m_diagSize, blockCols) = naiveV.template cast<Scalar>().topLeftCorner(m_diagSize, blockCols);
-    m_matrixU = householderU * m_matrixU;
+    householderU.applyThisOnTheLeft(m_matrixU);
   }
   if (computeV())
   {
@@ -287,7 +287,7 @@ void BDCSVD<MatrixType>::copyUV(const HouseholderU &householderU, const Househol
     m_matrixV = MatrixX::Identity(householderV.cols(), Vcols);
     Index blockCols = m_computeThinV ? m_nonzeroSingularValues : m_diagSize;
     m_matrixV.topLeftCorner(m_diagSize, blockCols) = naiveU.template cast<Scalar>().topLeftCorner(m_diagSize, blockCols);
-    m_matrixV = householderV * m_matrixV;
+    householderV.applyThisOnTheLeft(m_matrixV);
   }
 }
 
@@ -314,7 +314,7 @@ void BDCSVD<MatrixType>::divide (Index firstCol, Index lastCol, Index firstRowW,
   RealScalar betaK; 
   RealScalar r0; 
   RealScalar lambda, phi, c0, s0;
-  MatrixXr l, f;
+  VectorType l, f;
   // We use the other algorithm which is more efficient for small 
   // matrices.
   if (n < m_algoswap)
@@ -385,7 +385,7 @@ void BDCSVD<MatrixType>::divide (Index firstCol, Index lastCol, Index firstRowW,
     // first column = q2 * s0
     m_naiveU.col(firstCol).segment(firstCol + k + 1, n - k) = m_naiveU.col(lastCol + 1).segment(firstCol + k + 1, n - k) * s0; 
     // q2 *= c0
-    m_naiveU.col(lastCol + 1).segment(firstCol + k + 1, n - k) *= c0; 
+    m_naiveU.col(lastCol + 1).segment(firstCol + k + 1, n - k) *= c0;
   } 
   else 
   {
@@ -408,7 +408,6 @@ void BDCSVD<MatrixType>::divide (Index firstCol, Index lastCol, Index firstRowW,
   m_computed.col(firstCol + shift).segment(firstCol + shift + 1, k) = alphaK * l.transpose().real();
   m_computed.col(firstCol + shift).segment(firstCol + shift + k + 1, n - k - 1) = betaK * f.transpose().real();
 
-
   // Second part: try to deflate singular values in combined matrix
   deflation(firstCol, lastCol, k, firstRowW, firstColW, shift);
 
@@ -417,7 +416,7 @@ void BDCSVD<MatrixType>::divide (Index firstCol, Index lastCol, Index firstRowW,
   VectorType singVals;
   computeSVDofM(firstCol + shift, n, UofSVD, singVals, VofSVD);
   if (m_compU) m_naiveU.block(firstCol, firstCol, n + 1, n + 1) *= UofSVD;  // FIXME this requires a temporary
-  else         m_naiveU.block(0, firstCol, 2, n + 1) *= UofSVD;             // FIXME this requires a temporary, and exploit that there are 2 rows at compile time
+  else         m_naiveU.middleCols(firstCol, n + 1) *= UofSVD;              // FIXME this requires a temporary, and exploit that there are 2 rows at compile time
   if (m_compV) m_naiveV.block(firstRowW, firstColW, n, n) *= VofSVD;        // FIXME this requires a temporary
   m_computed.block(firstCol + shift, firstCol + shift, n, n).setZero();
   m_computed.block(firstCol + shift, firstCol + shift, n, n).diagonal() = singVals;
@@ -434,7 +433,8 @@ template <typename MatrixType>
 void BDCSVD<MatrixType>::computeSVDofM(Index firstCol, Index n, MatrixXr& U, VectorType& singVals, MatrixXr& V)
 {
   // TODO Get rid of these copies (?)
-  ArrayXr col0 = m_computed.block(firstCol, firstCol, n, 1);
+  // FIXME at least preallocate them
+  ArrayXr col0 = m_computed.col(firstCol).segment(firstCol, n);
   ArrayXr diag = m_computed.block(firstCol, firstCol, n, n).diagonal();
   diag(0) = 0;
 
@@ -446,14 +446,15 @@ void BDCSVD<MatrixType>::computeSVDofM(Index firstCol, Index n, MatrixXr& U, Vec
   if (col0.hasNaN() || diag.hasNaN()) return;
 
   ArrayXr shifts(n), mus(n), zhat(n);
+  
   computeSingVals(col0, diag, singVals, shifts, mus);
   perturbCol0(col0, diag, singVals, shifts, mus, zhat);
   computeSingVecs(zhat, diag, singVals, shifts, mus, U, V);
 
   // Reverse order so that singular values in increased order
   singVals.reverseInPlace();
-  U.leftCols(n) = U.leftCols(n).rowwise().reverse().eval();
-  if (m_compV) V = V.rowwise().reverse().eval();
+  U.leftCols(n) = U.leftCols(n).rowwise().reverse().eval(); // FIXME this requires a temporary
+  if (m_compV) V = V.rowwise().reverse().eval();            // FIXME this requires a temporary
 }
 
 template <typename MatrixType>
-- 
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