aboutsummaryrefslogtreecommitdiffhomepage
path: root/Eigen/src/Householder/Householder.h
blob: 7d77cd6e698ddd17cf4a0f5acb211a77b9341415 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com>
// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// 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 <http://www.gnu.org/licenses/>.

#ifndef EIGEN_HOUSEHOLDER_H
#define EIGEN_HOUSEHOLDER_H

namespace internal {
template<int n> struct decrement_size
{
  enum {
    ret = n==Dynamic ? n : n-1
  };
};
}

template<typename Derived>
void MatrixBase<Derived>::makeHouseholderInPlace(Scalar& tau, RealScalar& beta)
{
  VectorBlock<Derived, internal::decrement_size<Base::SizeAtCompileTime>::ret> essentialPart(derived(), 1, size()-1);
  makeHouseholder(essentialPart, tau, beta);
}

/** Computes the elementary reflector H such that:
  * \f$ H *this = [ beta 0 ... 0]^T \f$
  * where the transformation H is:
  * \f$ H = I - tau v v^*\f$
  * and the vector v is:
  * \f$ v^T = [1 essential^T] \f$
  *
  * On output:
  * \param essential the essential part of the vector \c v
  * \param tau the scaling factor of the householder transformation
  * \param beta the result of H * \c *this
  *
  * \sa MatrixBase::makeHouseholderInPlace(), MatrixBase::applyHouseholderOnTheLeft(),
  *     MatrixBase::applyHouseholderOnTheRight()
  */
template<typename Derived>
template<typename EssentialPart>
void MatrixBase<Derived>::makeHouseholder(
  EssentialPart& essential,
  Scalar& tau,
  RealScalar& beta) const
{
  EIGEN_STATIC_ASSERT_VECTOR_ONLY(EssentialPart)
  VectorBlock<Derived, EssentialPart::SizeAtCompileTime> tail(derived(), 1, size()-1);
  
  RealScalar tailSqNorm = size()==1 ? RealScalar(0) : tail.squaredNorm();
  Scalar c0 = coeff(0);

  if(tailSqNorm == RealScalar(0) && internal::imag(c0)==RealScalar(0))
  {
    tau = 0;
    beta = internal::real(c0);
  }
  else
  {
    beta = internal::sqrt(internal::abs2(c0) + tailSqNorm);
    if (internal::real(c0)>=RealScalar(0))
      beta = -beta;
    essential = tail / (c0 - beta);
    tau = internal::conj((beta - c0) / beta);
  }
}

template<typename Derived>
template<typename EssentialPart>
void MatrixBase<Derived>::applyHouseholderOnTheLeft(
  const EssentialPart& essential,
  const Scalar& tau,
  Scalar* workspace)
{
  if(rows() == 1)
  {
    *this *= Scalar(1)-tau;
  }
  else
  {
    Map<typename internal::plain_row_type<PlainObject>::type> tmp(workspace,cols());
    Block<Derived, EssentialPart::SizeAtCompileTime, Derived::ColsAtCompileTime> bottom(derived(), 1, 0, rows()-1, cols());
    tmp.noalias() = essential.adjoint() * bottom;
    tmp += this->row(0);
    this->row(0) -= tau * tmp;
    bottom.noalias() -= tau * essential * tmp;
  }
}

template<typename Derived>
template<typename EssentialPart>
void MatrixBase<Derived>::applyHouseholderOnTheRight(
  const EssentialPart& essential,
  const Scalar& tau,
  Scalar* workspace)
{
  if(cols() == 1)
  {
    *this *= Scalar(1)-tau;
  }
  else
  {
    Map<typename internal::plain_col_type<PlainObject>::type> tmp(workspace,rows());
    Block<Derived, Derived::RowsAtCompileTime, EssentialPart::SizeAtCompileTime> right(derived(), 0, 1, rows(), cols()-1);
    tmp.noalias() = right * essential.conjugate();
    tmp += this->col(0);
    this->col(0) -= tau * tmp;
    right.noalias() -= tau * tmp * essential.transpose();
  }
}

#endif // EIGEN_HOUSEHOLDER_H