80 lines
3.4 KiB
C++
80 lines
3.4 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2010 Vincent Lejeune
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// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// Eigen is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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// License as published by the Free Software Foundation; either
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// version 3 of the License, or (at your option) any later version.
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//
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// Alternatively, you can redistribute it and/or
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// modify it under the terms of the GNU General Public License as
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// published by the Free Software Foundation; either version 2 of
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// the License, or (at your option) any later version.
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//
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// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
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// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU Lesser General Public
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// License and a copy of the GNU General Public License along with
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// Eigen. If not, see <http://www.gnu.org/licenses/>.
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#ifndef EIGEN_BLOCK_HOUSEHOLDER_H
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#define EIGEN_BLOCK_HOUSEHOLDER_H
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// This file contains some helper function to deal with block householder reflectors
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namespace internal {
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/** \internal */
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template<typename TriangularFactorType,typename VectorsType,typename CoeffsType>
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void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const CoeffsType& hCoeffs)
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{
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typedef typename TriangularFactorType::Index Index;
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typedef typename VectorsType::Scalar Scalar;
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const Index nbVecs = vectors.cols();
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eigen_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows()>=nbVecs);
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for(Index i = 0; i < nbVecs; i++)
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{
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Index rs = vectors.rows() - i;
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Scalar Vii = vectors(i,i);
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vectors.const_cast_derived().coeffRef(i,i) = Scalar(1);
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triFactor.col(i).head(i).noalias() = -hCoeffs(i) * vectors.block(i, 0, rs, i).adjoint()
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* vectors.col(i).tail(rs);
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vectors.const_cast_derived().coeffRef(i, i) = Vii;
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// FIXME add .noalias() once the triangular product can work inplace
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triFactor.col(i).head(i) = triFactor.block(0,0,i,i).template triangularView<Upper>()
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* triFactor.col(i).head(i);
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triFactor(i,i) = hCoeffs(i);
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}
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}
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/** \internal */
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template<typename MatrixType,typename VectorsType,typename CoeffsType>
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void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vectors, const CoeffsType& hCoeffs)
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{
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typedef typename MatrixType::Index Index;
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enum { TFactorSize = MatrixType::ColsAtCompileTime };
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Index nbVecs = vectors.cols();
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Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize> T(nbVecs,nbVecs);
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make_block_householder_triangular_factor(T, vectors, hCoeffs);
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const TriangularView<VectorsType, UnitLower>& V(vectors);
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// A -= V T V^* A
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Matrix<typename MatrixType::Scalar,VectorsType::ColsAtCompileTime,MatrixType::ColsAtCompileTime,0,
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VectorsType::MaxColsAtCompileTime,MatrixType::MaxColsAtCompileTime> tmp = V.adjoint() * mat;
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// FIXME add .noalias() once the triangular product can work inplace
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tmp = T.template triangularView<Upper>().adjoint() * tmp;
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mat.noalias() -= V * tmp;
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}
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} // end namespace internal
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#endif // EIGEN_BLOCK_HOUSEHOLDER_H
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