Welcome to mirror list, hosted at ThFree Co, Russian Federation.

git.blender.org/blender.git - Unnamed repository; edit this file 'description' to name the repository.
summaryrefslogtreecommitdiff
diff options
context:
space:
mode:
Diffstat (limited to 'extern/Eigen3/Eigen/src/Eigenvalues/EigenSolver.h')
-rw-r--r--extern/Eigen3/Eigen/src/Eigenvalues/EigenSolver.h71
1 files changed, 45 insertions, 26 deletions
diff --git a/extern/Eigen3/Eigen/src/Eigenvalues/EigenSolver.h b/extern/Eigen3/Eigen/src/Eigenvalues/EigenSolver.h
index c16ff2b74e2..6e7150685a2 100644
--- a/extern/Eigen3/Eigen/src/Eigenvalues/EigenSolver.h
+++ b/extern/Eigen3/Eigen/src/Eigenvalues/EigenSolver.h
@@ -2,7 +2,7 @@
// for linear algebra.
//
// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
-// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
+// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
//
// 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
@@ -281,6 +281,19 @@ template<typename _MatrixType> class EigenSolver
return m_realSchur.info();
}
+ /** \brief Sets the maximum number of iterations allowed. */
+ EigenSolver& setMaxIterations(Index maxIters)
+ {
+ m_realSchur.setMaxIterations(maxIters);
+ return *this;
+ }
+
+ /** \brief Returns the maximum number of iterations. */
+ Index getMaxIterations()
+ {
+ return m_realSchur.getMaxIterations();
+ }
+
private:
void doComputeEigenvectors();
@@ -304,12 +317,12 @@ MatrixType EigenSolver<MatrixType>::pseudoEigenvalueMatrix() const
MatrixType matD = MatrixType::Zero(n,n);
for (Index i=0; i<n; ++i)
{
- if (internal::isMuchSmallerThan(internal::imag(m_eivalues.coeff(i)), internal::real(m_eivalues.coeff(i))))
- matD.coeffRef(i,i) = internal::real(m_eivalues.coeff(i));
+ if (internal::isMuchSmallerThan(numext::imag(m_eivalues.coeff(i)), numext::real(m_eivalues.coeff(i))))
+ matD.coeffRef(i,i) = numext::real(m_eivalues.coeff(i));
else
{
- matD.template block<2,2>(i,i) << internal::real(m_eivalues.coeff(i)), internal::imag(m_eivalues.coeff(i)),
- -internal::imag(m_eivalues.coeff(i)), internal::real(m_eivalues.coeff(i));
+ matD.template block<2,2>(i,i) << numext::real(m_eivalues.coeff(i)), numext::imag(m_eivalues.coeff(i)),
+ -numext::imag(m_eivalues.coeff(i)), numext::real(m_eivalues.coeff(i));
++i;
}
}
@@ -325,7 +338,7 @@ typename EigenSolver<MatrixType>::EigenvectorsType EigenSolver<MatrixType>::eige
EigenvectorsType matV(n,n);
for (Index j=0; j<n; ++j)
{
- if (internal::isMuchSmallerThan(internal::imag(m_eivalues.coeff(j)), internal::real(m_eivalues.coeff(j))) || j+1==n)
+ if (internal::isMuchSmallerThan(numext::imag(m_eivalues.coeff(j)), numext::real(m_eivalues.coeff(j))) || j+1==n)
{
// we have a real eigen value
matV.col(j) = m_eivec.col(j).template cast<ComplexScalar>();
@@ -348,12 +361,16 @@ typename EigenSolver<MatrixType>::EigenvectorsType EigenSolver<MatrixType>::eige
}
template<typename MatrixType>
-EigenSolver<MatrixType>& EigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvectors)
+EigenSolver<MatrixType>&
+EigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvectors)
{
- assert(matrix.cols() == matrix.rows());
+ using std::sqrt;
+ using std::abs;
+ eigen_assert(matrix.cols() == matrix.rows());
// Reduce to real Schur form.
m_realSchur.compute(matrix, computeEigenvectors);
+
if (m_realSchur.info() == Success)
{
m_matT = m_realSchur.matrixT();
@@ -373,7 +390,7 @@ EigenSolver<MatrixType>& EigenSolver<MatrixType>::compute(const MatrixType& matr
else
{
Scalar p = Scalar(0.5) * (m_matT.coeff(i, i) - m_matT.coeff(i+1, i+1));
- Scalar z = internal::sqrt(internal::abs(p * p + m_matT.coeff(i+1, i) * m_matT.coeff(i, i+1)));
+ Scalar z = sqrt(abs(p * p + m_matT.coeff(i+1, i) * m_matT.coeff(i, i+1)));
m_eivalues.coeffRef(i) = ComplexScalar(m_matT.coeff(i+1, i+1) + p, z);
m_eivalues.coeffRef(i+1) = ComplexScalar(m_matT.coeff(i+1, i+1) + p, -z);
i += 2;
@@ -393,10 +410,11 @@ EigenSolver<MatrixType>& EigenSolver<MatrixType>::compute(const MatrixType& matr
// Complex scalar division.
template<typename Scalar>
-std::complex<Scalar> cdiv(Scalar xr, Scalar xi, Scalar yr, Scalar yi)
+std::complex<Scalar> cdiv(const Scalar& xr, const Scalar& xi, const Scalar& yr, const Scalar& yi)
{
+ using std::abs;
Scalar r,d;
- if (internal::abs(yr) > internal::abs(yi))
+ if (abs(yr) > abs(yi))
{
r = yi/yr;
d = yr + r*yi;
@@ -414,6 +432,7 @@ std::complex<Scalar> cdiv(Scalar xr, Scalar xi, Scalar yr, Scalar yi)
template<typename MatrixType>
void EigenSolver<MatrixType>::doComputeEigenvectors()
{
+ using std::abs;
const Index size = m_eivec.cols();
const Scalar eps = NumTraits<Scalar>::epsilon();
@@ -469,14 +488,14 @@ void EigenSolver<MatrixType>::doComputeEigenvectors()
Scalar denom = (m_eivalues.coeff(i).real() - p) * (m_eivalues.coeff(i).real() - p) + m_eivalues.coeff(i).imag() * m_eivalues.coeff(i).imag();
Scalar t = (x * lastr - lastw * r) / denom;
m_matT.coeffRef(i,n) = t;
- if (internal::abs(x) > internal::abs(lastw))
+ if (abs(x) > abs(lastw))
m_matT.coeffRef(i+1,n) = (-r - w * t) / x;
else
m_matT.coeffRef(i+1,n) = (-lastr - y * t) / lastw;
}
// Overflow control
- Scalar t = internal::abs(m_matT.coeff(i,n));
+ Scalar t = abs(m_matT.coeff(i,n));
if ((eps * t) * t > Scalar(1))
m_matT.col(n).tail(size-i) /= t;
}
@@ -488,7 +507,7 @@ void EigenSolver<MatrixType>::doComputeEigenvectors()
Index l = n-1;
// Last vector component imaginary so matrix is triangular
- if (internal::abs(m_matT.coeff(n,n-1)) > internal::abs(m_matT.coeff(n-1,n)))
+ if (abs(m_matT.coeff(n,n-1)) > abs(m_matT.coeff(n-1,n)))
{
m_matT.coeffRef(n-1,n-1) = q / m_matT.coeff(n,n-1);
m_matT.coeffRef(n-1,n) = -(m_matT.coeff(n,n) - p) / m_matT.coeff(n,n-1);
@@ -496,8 +515,8 @@ void EigenSolver<MatrixType>::doComputeEigenvectors()
else
{
std::complex<Scalar> cc = cdiv<Scalar>(0.0,-m_matT.coeff(n-1,n),m_matT.coeff(n-1,n-1)-p,q);
- m_matT.coeffRef(n-1,n-1) = internal::real(cc);
- m_matT.coeffRef(n-1,n) = internal::imag(cc);
+ m_matT.coeffRef(n-1,n-1) = numext::real(cc);
+ m_matT.coeffRef(n-1,n) = numext::imag(cc);
}
m_matT.coeffRef(n,n-1) = 0.0;
m_matT.coeffRef(n,n) = 1.0;
@@ -519,8 +538,8 @@ void EigenSolver<MatrixType>::doComputeEigenvectors()
if (m_eivalues.coeff(i).imag() == RealScalar(0))
{
std::complex<Scalar> cc = cdiv(-ra,-sa,w,q);
- m_matT.coeffRef(i,n-1) = internal::real(cc);
- m_matT.coeffRef(i,n) = internal::imag(cc);
+ m_matT.coeffRef(i,n-1) = numext::real(cc);
+ m_matT.coeffRef(i,n) = numext::imag(cc);
}
else
{
@@ -530,12 +549,12 @@ void EigenSolver<MatrixType>::doComputeEigenvectors()
Scalar vr = (m_eivalues.coeff(i).real() - p) * (m_eivalues.coeff(i).real() - p) + m_eivalues.coeff(i).imag() * m_eivalues.coeff(i).imag() - q * q;
Scalar vi = (m_eivalues.coeff(i).real() - p) * Scalar(2) * q;
if ((vr == 0.0) && (vi == 0.0))
- vr = eps * norm * (internal::abs(w) + internal::abs(q) + internal::abs(x) + internal::abs(y) + internal::abs(lastw));
+ vr = eps * norm * (abs(w) + abs(q) + abs(x) + abs(y) + abs(lastw));
- std::complex<Scalar> cc = cdiv(x*lastra-lastw*ra+q*sa,x*lastsa-lastw*sa-q*ra,vr,vi);
- m_matT.coeffRef(i,n-1) = internal::real(cc);
- m_matT.coeffRef(i,n) = internal::imag(cc);
- if (internal::abs(x) > (internal::abs(lastw) + internal::abs(q)))
+ std::complex<Scalar> cc = cdiv(x*lastra-lastw*ra+q*sa,x*lastsa-lastw*sa-q*ra,vr,vi);
+ m_matT.coeffRef(i,n-1) = numext::real(cc);
+ m_matT.coeffRef(i,n) = numext::imag(cc);
+ if (abs(x) > (abs(lastw) + abs(q)))
{
m_matT.coeffRef(i+1,n-1) = (-ra - w * m_matT.coeff(i,n-1) + q * m_matT.coeff(i,n)) / x;
m_matT.coeffRef(i+1,n) = (-sa - w * m_matT.coeff(i,n) - q * m_matT.coeff(i,n-1)) / x;
@@ -543,14 +562,14 @@ void EigenSolver<MatrixType>::doComputeEigenvectors()
else
{
cc = cdiv(-lastra-y*m_matT.coeff(i,n-1),-lastsa-y*m_matT.coeff(i,n),lastw,q);
- m_matT.coeffRef(i+1,n-1) = internal::real(cc);
- m_matT.coeffRef(i+1,n) = internal::imag(cc);
+ m_matT.coeffRef(i+1,n-1) = numext::real(cc);
+ m_matT.coeffRef(i+1,n) = numext::imag(cc);
}
}
// Overflow control
using std::max;
- Scalar t = (max)(internal::abs(m_matT.coeff(i,n-1)),internal::abs(m_matT.coeff(i,n)));
+ Scalar t = (max)(abs(m_matT.coeff(i,n-1)),abs(m_matT.coeff(i,n)));
if ((eps * t) * t > Scalar(1))
m_matT.block(i, n-1, size-i, 2) /= t;