aboutsummaryrefslogtreecommitdiffhomepage
path: root/third_party/eigen3/Eigen/src/Jacobi/Jacobi.h
diff options
context:
space:
mode:
Diffstat (limited to 'third_party/eigen3/Eigen/src/Jacobi/Jacobi.h')
-rw-r--r--third_party/eigen3/Eigen/src/Jacobi/Jacobi.h433
1 files changed, 0 insertions, 433 deletions
diff --git a/third_party/eigen3/Eigen/src/Jacobi/Jacobi.h b/third_party/eigen3/Eigen/src/Jacobi/Jacobi.h
deleted file mode 100644
index 956f72d570..0000000000
--- a/third_party/eigen3/Eigen/src/Jacobi/Jacobi.h
+++ /dev/null
@@ -1,433 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
-// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// This Source Code Form is subject to the terms of the Mozilla
-// Public License v. 2.0. If a copy of the MPL was not distributed
-// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
-
-#ifndef EIGEN_JACOBI_H
-#define EIGEN_JACOBI_H
-
-namespace Eigen {
-
-/** \ingroup Jacobi_Module
- * \jacobi_module
- * \class JacobiRotation
- * \brief Rotation given by 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<typename Scalar> class JacobiRotation
-{
- public:
- typedef typename NumTraits<Scalar>::Real RealScalar;
-
- /** Default constructor without any initialization. */
- JacobiRotation() {}
-
- /** Construct a planar rotation from a cosine-sine pair (\a c, \c s). */
- JacobiRotation(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 */
- JacobiRotation operator*(const JacobiRotation& other)
- {
- using numext::conj;
- return JacobiRotation(m_c * other.m_c - conj(m_s) * other.m_s,
- conj(m_c * conj(other.m_s) + conj(m_s) * conj(other.m_c)));
- }
-
- /** Returns the transposed transformation */
- JacobiRotation transpose() const { using numext::conj; return JacobiRotation(m_c, -conj(m_s)); }
-
- /** Returns the adjoint transformation */
- JacobiRotation adjoint() const { using numext::conj; return JacobiRotation(conj(m_c), -m_s); }
-
- template<typename Derived>
- bool makeJacobi(const MatrixBase<Derived>&, typename Derived::Index p, typename Derived::Index q);
- bool makeJacobi(const RealScalar& x, const Scalar& y, const RealScalar& z);
-
- void makeGivens(const Scalar& p, const Scalar& q, Scalar* z=0);
-
- protected:
- void makeGivens(const Scalar& p, const Scalar& q, Scalar* z, internal::true_type);
- void makeGivens(const Scalar& p, const Scalar& q, Scalar* z, internal::false_type);
-
- 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<Derived>&, Index, Index), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
- */
-template<typename Scalar>
-bool JacobiRotation<Scalar>::makeJacobi(const RealScalar& x, const Scalar& y, const RealScalar& z)
-{
- using std::sqrt;
- using std::abs;
- typedef typename NumTraits<Scalar>::Real RealScalar;
- if(y == Scalar(0))
- {
- m_c = Scalar(1);
- m_s = Scalar(0);
- return false;
- }
- else
- {
- RealScalar tau = (x-z)/(RealScalar(2)*abs(y));
- RealScalar w = sqrt(numext::abs2(tau) + RealScalar(1));
- RealScalar t;
- if(tau>RealScalar(0))
- {
- t = RealScalar(1) / (tau + w);
- }
- else
- {
- t = RealScalar(1) / (tau - w);
- }
- RealScalar sign_t = t > RealScalar(0) ? RealScalar(1) : RealScalar(-1);
- RealScalar n = RealScalar(1) / sqrt(numext::abs2(t)+RealScalar(1));
- m_s = - sign_t * (numext::conj(y) / abs(y)) * 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 JacobiRotation::makeJacobi(RealScalar, Scalar, RealScalar), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
- */
-template<typename Scalar>
-template<typename Derived>
-inline bool JacobiRotation<Scalar>::makeJacobi(const MatrixBase<Derived>& m, typename Derived::Index p, typename Derived::Index q)
-{
- return makeJacobi(numext::real(m.coeff(p,p)), m.coeff(p,q), numext::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<typename Scalar>
-void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* z)
-{
- makeGivens(p, q, z, typename internal::conditional<NumTraits<Scalar>::IsComplex, internal::true_type, internal::false_type>::type());
-}
-
-
-// specialization for complexes
-template<typename Scalar>
-void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::true_type)
-{
- using std::sqrt;
- using std::abs;
- using numext::conj;
-
- if(q==Scalar(0))
- {
- m_c = numext::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/abs(q);
- if(r) *r = abs(q);
- }
- else
- {
- RealScalar p1 = numext::norm1(p);
- RealScalar q1 = numext::norm1(q);
- if(p1>=q1)
- {
- Scalar ps = p / p1;
- RealScalar p2 = numext::abs2(ps);
- Scalar qs = q / p1;
- RealScalar q2 = numext::abs2(qs);
-
- RealScalar u = sqrt(RealScalar(1) + q2/p2);
- if(numext::real(p)<RealScalar(0))
- u = -u;
-
- m_c = Scalar(1)/u;
- m_s = -qs*conj(ps)*(m_c/p2);
- if(r) *r = p * u;
- }
- else
- {
- Scalar ps = p / q1;
- RealScalar p2 = numext::abs2(ps);
- Scalar qs = q / q1;
- RealScalar q2 = numext::abs2(qs);
-
- RealScalar u = q1 * sqrt(p2 + q2);
- if(numext::real(p)<RealScalar(0))
- u = -u;
-
- p1 = abs(p);
- ps = p/p1;
- m_c = p1/u;
- m_s = -conj(ps) * (q/u);
- if(r) *r = ps * u;
- }
- }
-}
-
-// specialization for reals
-template<typename Scalar>
-void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::false_type)
-{
- using std::sqrt;
- using std::abs;
- if(q==Scalar(0))
- {
- m_c = p<Scalar(0) ? Scalar(-1) : Scalar(1);
- m_s = Scalar(0);
- if(r) *r = abs(p);
- }
- else if(p==Scalar(0))
- {
- m_c = Scalar(0);
- m_s = q<Scalar(0) ? Scalar(1) : Scalar(-1);
- if(r) *r = abs(q);
- }
- else if(abs(p) > abs(q))
- {
- Scalar t = q/p;
- Scalar u = sqrt(Scalar(1) + numext::abs2(t));
- if(p<Scalar(0))
- u = -u;
- m_c = Scalar(1)/u;
- m_s = -t * m_c;
- if(r) *r = p * u;
- }
- else
- {
- Scalar t = p/q;
- Scalar u = sqrt(Scalar(1) + numext::abs2(t));
- if(q<Scalar(0))
- u = -u;
- m_s = -Scalar(1)/u;
- m_c = -t * m_s;
- if(r) *r = q * u;
- }
-
-}
-
-/****************************************************************************************
-* Implementation of MatrixBase methods
-****************************************************************************************/
-
-/** \jacobi_module
- * Applies the clock wise 2D rotation \a j to the set of 2D vectors of cordinates \a x and \a y:
- * \f$ \left ( \begin{array}{cc} x \\ y \end{array} \right ) = J \left ( \begin{array}{cc} x \\ y \end{array} \right ) \f$
- *
- * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
- */
-namespace internal {
-template<typename VectorX, typename VectorY, typename OtherScalar>
-void apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, const JacobiRotation<OtherScalar>& 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$.
- *
- * \sa class JacobiRotation, MatrixBase::applyOnTheRight(), internal::apply_rotation_in_the_plane()
- */
-template<typename Derived>
-template<typename OtherScalar>
-inline void MatrixBase<Derived>::applyOnTheLeft(Index p, Index q, const JacobiRotation<OtherScalar>& j)
-{
- RowXpr x(this->row(p));
- RowXpr y(this->row(q));
- internal::apply_rotation_in_the_plane(x, y, j);
-}
-
-/** \ingroup Jacobi_Module
- * Applies the rotation in the plane \a j to the columns \a p and \a q of \c *this, i.e., it computes B = B * J
- * with \f$ B = \left ( \begin{array}{cc} \text{*this.col}(p) & \text{*this.col}(q) \end{array} \right ) \f$.
- *
- * \sa class JacobiRotation, MatrixBase::applyOnTheLeft(), internal::apply_rotation_in_the_plane()
- */
-template<typename Derived>
-template<typename OtherScalar>
-inline void MatrixBase<Derived>::applyOnTheRight(Index p, Index q, const JacobiRotation<OtherScalar>& j)
-{
- ColXpr x(this->col(p));
- ColXpr y(this->col(q));
- internal::apply_rotation_in_the_plane(x, y, j.transpose());
-}
-
-namespace internal {
-template<typename VectorX, typename VectorY, typename OtherScalar>
-void /*EIGEN_DONT_INLINE*/ apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, const JacobiRotation<OtherScalar>& j)
-{
- typedef typename VectorX::Index Index;
- typedef typename VectorX::Scalar Scalar;
- enum { PacketSize = packet_traits<Scalar>::size };
- typedef typename packet_traits<Scalar>::type Packet;
- eigen_assert(_x.size() == _y.size());
- Index size = _x.size();
- Index incrx = _x.innerStride();
- Index incry = _y.innerStride();
-
- Scalar* EIGEN_RESTRICT x = &_x.coeffRef(0);
- Scalar* EIGEN_RESTRICT y = &_y.coeffRef(0);
-
- OtherScalar c = j.c();
- OtherScalar s = j.s();
- if (c==OtherScalar(1) && s==OtherScalar(0))
- return;
-
- /*** dynamic-size vectorized paths ***/
-
- if(VectorX::SizeAtCompileTime == Dynamic &&
- (VectorX::Flags & VectorY::Flags & PacketAccessBit) &&
- ((incrx==1 && incry==1) || PacketSize == 1))
- {
- // both vectors are sequentially stored in memory => vectorization
- enum { Peeling = 2 };
-
- Index alignedStart = internal::first_aligned(y, size);
- Index alignedEnd = alignedStart + ((size-alignedStart)/PacketSize)*PacketSize;
-
- const Packet pc = pset1<Packet>(c);
- const Packet ps = pset1<Packet>(s);
- conj_helper<Packet,Packet,NumTraits<Scalar>::IsComplex,false> pcj;
-
- for(Index i=0; i<alignedStart; ++i)
- {
- Scalar xi = x[i];
- Scalar yi = y[i];
- x[i] = c * xi + numext::conj(s) * yi;
- y[i] = -s * xi + numext::conj(c) * yi;
- }
-
- Scalar* EIGEN_RESTRICT px = x + alignedStart;
- Scalar* EIGEN_RESTRICT py = y + alignedStart;
-
- if(internal::first_aligned(x, size)==alignedStart)
- {
- for(Index i=alignedStart; i<alignedEnd; i+=PacketSize)
- {
- Packet xi = pload<Packet>(px);
- Packet yi = pload<Packet>(py);
- pstore(px, padd(pmul(pc,xi),pcj.pmul(ps,yi)));
- pstore(py, psub(pcj.pmul(pc,yi),pmul(ps,xi)));
- px += PacketSize;
- py += PacketSize;
- }
- }
- else
- {
- Index peelingEnd = alignedStart + ((size-alignedStart)/(Peeling*PacketSize))*(Peeling*PacketSize);
- for(Index i=alignedStart; i<peelingEnd; i+=Peeling*PacketSize)
- {
- Packet xi = ploadu<Packet>(px);
- Packet xi1 = ploadu<Packet>(px+PacketSize);
- Packet yi = pload <Packet>(py);
- Packet yi1 = pload <Packet>(py+PacketSize);
- pstoreu(px, padd(pmul(pc,xi),pcj.pmul(ps,yi)));
- pstoreu(px+PacketSize, padd(pmul(pc,xi1),pcj.pmul(ps,yi1)));
- pstore (py, psub(pcj.pmul(pc,yi),pmul(ps,xi)));
- pstore (py+PacketSize, psub(pcj.pmul(pc,yi1),pmul(ps,xi1)));
- px += Peeling*PacketSize;
- py += Peeling*PacketSize;
- }
- if(alignedEnd!=peelingEnd)
- {
- Packet xi = ploadu<Packet>(x+peelingEnd);
- Packet yi = pload <Packet>(y+peelingEnd);
- pstoreu(x+peelingEnd, padd(pmul(pc,xi),pcj.pmul(ps,yi)));
- pstore (y+peelingEnd, psub(pcj.pmul(pc,yi),pmul(ps,xi)));
- }
- }
-
- for(Index i=alignedEnd; i<size; ++i)
- {
- Scalar xi = x[i];
- Scalar yi = y[i];
- x[i] = c * xi + numext::conj(s) * yi;
- y[i] = -s * xi + numext::conj(c) * yi;
- }
- }
-
- /*** fixed-size vectorized path ***/
- else if(VectorX::SizeAtCompileTime != Dynamic &&
- (VectorX::Flags & VectorY::Flags & PacketAccessBit) &&
- (VectorX::Flags & VectorY::Flags & AlignedBit))
- {
- const Packet pc = pset1<Packet>(c);
- const Packet ps = pset1<Packet>(s);
- conj_helper<Packet,Packet,NumTraits<Scalar>::IsComplex,false> pcj;
- Scalar* EIGEN_RESTRICT px = x;
- Scalar* EIGEN_RESTRICT py = y;
- for(Index i=0; i<size; i+=PacketSize)
- {
- Packet xi = pload<Packet>(px);
- Packet yi = pload<Packet>(py);
- pstore(px, padd(pmul(pc,xi),pcj.pmul(ps,yi)));
- pstore(py, psub(pcj.pmul(pc,yi),pmul(ps,xi)));
- px += PacketSize;
- py += PacketSize;
- }
- }
-
- /*** non-vectorized path ***/
- else
- {
- for(Index i=0; i<size; ++i)
- {
- Scalar xi = *x;
- Scalar yi = *y;
- *x = c * xi + numext::conj(s) * yi;
- *y = -s * xi + numext::conj(c) * yi;
- x += incrx;
- y += incry;
- }
- }
-}
-
-} // end namespace internal
-
-} // end namespace Eigen
-
-#endif // EIGEN_JACOBI_H