// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Benoit Jacob // Copyright (C) 2009 Gael Guennebaud // // Eigen is free software; you can redistribute it and/or // modify it under the terms of the GNU Lesser General Public // License as published by the Free Software Foundation; either // version 3 of the License, or (at your option) any later version. // // Alternatively, you can redistribute it and/or // modify it under the terms of the GNU General Public License as // published by the Free Software Foundation; either version 2 of // the License, or (at your option) any later version. // // Eigen is distributed in the hope that it will be useful, but WITHOUT ANY // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS // FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the // GNU General Public License for more details. // // You should have received a copy of the GNU Lesser General Public // License and a copy of the GNU General Public License along with // Eigen. If not, see . #ifndef EIGEN_JACOBI_H #define EIGEN_JACOBI_H /** \ingroup Jacobi_Module * \jacobi_module * \class PlanarRotation * \brief Represents a rotation in the plane from a cosine-sine pair. * * This class represents a Jacobi or Givens rotation. * This is a 2D rotation in the plane \c J of angle \f$ \theta \f$ defined by * its cosine \c c and sine \c s as follow: * \f$ J = \left ( \begin{array}{cc} c & \overline s \\ -s & \overline c \end{array} \right ) \f$ * * You can apply the respective counter-clockwise rotation to a column vector \c v by * applying its adjoint on the left: \f$ v = J^* v \f$ that translates to the following Eigen code: * \code * v.applyOnTheLeft(J.adjoint()); * \endcode * * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight() */ template class PlanarRotation { public: typedef typename NumTraits::Real RealScalar; /** Default constructor without any initialization. */ PlanarRotation() {} /** Construct a planar rotation from a cosine-sine pair (\a c, \c s). */ PlanarRotation(const Scalar& c, const Scalar& s) : m_c(c), m_s(s) {} Scalar& c() { return m_c; } Scalar c() const { return m_c; } Scalar& s() { return m_s; } Scalar s() const { return m_s; } /** Concatenates two planar rotation */ PlanarRotation operator*(const PlanarRotation& other) { return PlanarRotation(m_c * other.m_c - ei_conj(m_s) * other.m_s, ei_conj(m_c * ei_conj(other.m_s) + ei_conj(m_s) * ei_conj(other.m_c))); } /** Returns the transposed transformation */ PlanarRotation transpose() const { return PlanarRotation(m_c, -ei_conj(m_s)); } /** Returns the adjoint transformation */ PlanarRotation adjoint() const { return PlanarRotation(ei_conj(m_c), -m_s); } template bool makeJacobi(const MatrixBase&, typename Derived::Index p, typename Derived::Index q); bool makeJacobi(RealScalar x, Scalar y, RealScalar z); void makeGivens(const Scalar& p, const Scalar& q, Scalar* z=0); protected: void makeGivens(const Scalar& p, const Scalar& q, Scalar* z, ei_meta_true); void makeGivens(const Scalar& p, const Scalar& q, Scalar* z, ei_meta_false); Scalar m_c, m_s; }; /** Makes \c *this as a Jacobi rotation \a J such that applying \a J on both the right and left sides of the selfadjoint 2x2 matrix * \f$ B = \left ( \begin{array}{cc} x & y \\ \overline y & z \end{array} \right )\f$ yields a diagonal matrix \f$ A = J^* B J \f$ * * \sa MatrixBase::makeJacobi(const MatrixBase&, Index, Index), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight() */ template bool PlanarRotation::makeJacobi(RealScalar x, Scalar y, RealScalar z) { typedef typename NumTraits::Real RealScalar; if(y == Scalar(0)) { m_c = Scalar(1); m_s = Scalar(0); return false; } else { RealScalar tau = (x-z)/(RealScalar(2)*ei_abs(y)); RealScalar w = ei_sqrt(ei_abs2(tau) + 1); RealScalar t; if(tau>0) { t = RealScalar(1) / (tau + w); } else { t = RealScalar(1) / (tau - w); } RealScalar sign_t = t > 0 ? 1 : -1; RealScalar n = RealScalar(1) / ei_sqrt(ei_abs2(t)+1); m_s = - sign_t * (ei_conj(y) / ei_abs(y)) * ei_abs(t) * n; m_c = n; return true; } } /** Makes \c *this as a Jacobi rotation \c J such that applying \a J on both the right and left sides of the 2x2 selfadjoint matrix * \f$ B = \left ( \begin{array}{cc} \text{this}_{pp} & \text{this}_{pq} \\ (\text{this}_{pq})^* & \text{this}_{qq} \end{array} \right )\f$ yields * a diagonal matrix \f$ A = J^* B J \f$ * * Example: \include Jacobi_makeJacobi.cpp * Output: \verbinclude Jacobi_makeJacobi.out * * \sa PlanarRotation::makeJacobi(RealScalar, Scalar, RealScalar), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight() */ template template inline bool PlanarRotation::makeJacobi(const MatrixBase& m, typename Derived::Index p, typename Derived::Index q) { return makeJacobi(ei_real(m.coeff(p,p)), m.coeff(p,q), ei_real(m.coeff(q,q))); } /** Makes \c *this as a Givens rotation \c G such that applying \f$ G^* \f$ to the left of the vector * \f$ V = \left ( \begin{array}{c} p \\ q \end{array} \right )\f$ yields: * \f$ G^* V = \left ( \begin{array}{c} r \\ 0 \end{array} \right )\f$. * * The value of \a z is returned if \a z is not null (the default is null). * Also note that G is built such that the cosine is always real. * * Example: \include Jacobi_makeGivens.cpp * Output: \verbinclude Jacobi_makeGivens.out * * This function implements the continuous Givens rotation generation algorithm * found in Anderson (2000), Discontinuous Plane Rotations and the Symmetric Eigenvalue Problem. * LAPACK Working Note 150, University of Tennessee, UT-CS-00-454, December 4, 2000. * * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight() */ template void PlanarRotation::makeGivens(const Scalar& p, const Scalar& q, Scalar* z) { makeGivens(p, q, z, typename ei_meta_if::IsComplex, ei_meta_true, ei_meta_false>::ret()); } // specialization for complexes template void PlanarRotation::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, ei_meta_true) { if(q==Scalar(0)) { m_c = ei_real(p)<0 ? Scalar(-1) : Scalar(1); m_s = 0; if(r) *r = m_c * p; } else if(p==Scalar(0)) { m_c = 0; m_s = -q/ei_abs(q); if(r) *r = ei_abs(q); } else { RealScalar p1 = ei_norm1(p); RealScalar q1 = ei_norm1(q); if(p1>=q1) { Scalar ps = p / p1; RealScalar p2 = ei_abs2(ps); Scalar qs = q / p1; RealScalar q2 = ei_abs2(qs); RealScalar u = ei_sqrt(RealScalar(1) + q2/p2); if(ei_real(p) void PlanarRotation::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, ei_meta_false) { if(q==0) { m_c = p ei_abs(q)) { Scalar t = q/p; Scalar u = ei_sqrt(Scalar(1) + ei_abs2(t)); if(p void ei_apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, const PlanarRotation& j); /** \jacobi_module * Applies the rotation in the plane \a j to the rows \a p and \a q of \c *this, i.e., it computes B = J * B, * with \f$ B = \left ( \begin{array}{cc} \text{*this.row}(p) \\ \text{*this.row}(q) \end{array} \right ) \f$. * * \sa class PlanarRotation, MatrixBase::applyOnTheRight(), ei_apply_rotation_in_the_plane() */ template template inline void MatrixBase::applyOnTheLeft(Index p, Index q, const PlanarRotation& j) { RowXpr x(this->row(p)); RowXpr y(this->row(q)); ei_apply_rotation_in_the_plane(x, y, j); } /** \ingroup Jacobi_Module * Applies the rotation in the plane \a j to the columns \a p and \a q of \c *this, i.e., it computes B = B * J * with \f$ B = \left ( \begin{array}{cc} \text{*this.col}(p) & \text{*this.col}(q) \end{array} \right ) \f$. * * \sa class PlanarRotation, MatrixBase::applyOnTheLeft(), ei_apply_rotation_in_the_plane() */ template template inline void MatrixBase::applyOnTheRight(Index p, Index q, const PlanarRotation& j) { ColXpr x(this->col(p)); ColXpr y(this->col(q)); ei_apply_rotation_in_the_plane(x, y, j.transpose()); } template void /*EIGEN_DONT_INLINE*/ ei_apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, const PlanarRotation& j) { typedef typename VectorX::Index Index; typedef typename VectorX::Scalar Scalar; ei_assert(_x.size() == _y.size()); Index size = _x.size(); Index incrx = size ==1 ? 1 : &_x.coeffRef(1) - &_x.coeffRef(0); Index incry = size ==1 ? 1 : &_y.coeffRef(1) - &_y.coeffRef(0); Scalar* EIGEN_RESTRICT x = &_x.coeffRef(0); Scalar* EIGEN_RESTRICT y = &_y.coeffRef(0); if((VectorX::Flags & VectorY::Flags & PacketAccessBit) && incrx==1 && incry==1) { // both vectors are sequentially stored in memory => vectorization typedef typename ei_packet_traits::type Packet; enum { PacketSize = ei_packet_traits::size, Peeling = 2 }; Index alignedStart = ei_first_aligned(y, size); Index alignedEnd = alignedStart + ((size-alignedStart)/PacketSize)*PacketSize; const Packet pc = ei_pset1(Scalar(j.c())); const Packet ps = ei_pset1(Scalar(j.s())); ei_conj_helper::IsComplex,false> cj; for(Index i=0; i