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Diffstat (limited to 'extern/Eigen3/Eigen/src/Householder/BlockHouseholder.h')
-rw-r--r-- | extern/Eigen3/Eigen/src/Householder/BlockHouseholder.h | 79 |
1 files changed, 79 insertions, 0 deletions
diff --git a/extern/Eigen3/Eigen/src/Householder/BlockHouseholder.h b/extern/Eigen3/Eigen/src/Householder/BlockHouseholder.h new file mode 100644 index 00000000000..23ce1bfbd46 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Householder/BlockHouseholder.h @@ -0,0 +1,79 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2010 Vincent Lejeune +// Copyright (C) 2010 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_BLOCK_HOUSEHOLDER_H +#define EIGEN_BLOCK_HOUSEHOLDER_H + +// This file contains some helper function to deal with block householder reflectors + +namespace internal { + +/** \internal */ +template<typename TriangularFactorType,typename VectorsType,typename CoeffsType> +void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const CoeffsType& hCoeffs) +{ + typedef typename TriangularFactorType::Index Index; + typedef typename VectorsType::Scalar Scalar; + const Index nbVecs = vectors.cols(); + eigen_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows()>=nbVecs); + + for(Index i = 0; i < nbVecs; i++) + { + Index rs = vectors.rows() - i; + Scalar Vii = vectors(i,i); + vectors.const_cast_derived().coeffRef(i,i) = Scalar(1); + triFactor.col(i).head(i).noalias() = -hCoeffs(i) * vectors.block(i, 0, rs, i).adjoint() + * vectors.col(i).tail(rs); + vectors.const_cast_derived().coeffRef(i, i) = Vii; + // FIXME add .noalias() once the triangular product can work inplace + triFactor.col(i).head(i) = triFactor.block(0,0,i,i).template triangularView<Upper>() + * triFactor.col(i).head(i); + triFactor(i,i) = hCoeffs(i); + } +} + +/** \internal */ +template<typename MatrixType,typename VectorsType,typename CoeffsType> +void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vectors, const CoeffsType& hCoeffs) +{ + typedef typename MatrixType::Index Index; + enum { TFactorSize = MatrixType::ColsAtCompileTime }; + Index nbVecs = vectors.cols(); + Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize> T(nbVecs,nbVecs); + make_block_householder_triangular_factor(T, vectors, hCoeffs); + + const TriangularView<VectorsType, UnitLower>& V(vectors); + + // A -= V T V^* A + Matrix<typename MatrixType::Scalar,VectorsType::ColsAtCompileTime,MatrixType::ColsAtCompileTime,0, + VectorsType::MaxColsAtCompileTime,MatrixType::MaxColsAtCompileTime> tmp = V.adjoint() * mat; + // FIXME add .noalias() once the triangular product can work inplace + tmp = T.template triangularView<Upper>().adjoint() * tmp; + mat.noalias() -= V * tmp; +} + +} // end namespace internal + +#endif // EIGEN_BLOCK_HOUSEHOLDER_H |