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/Householder/BlockHouseholder.h')
-rw-r--r--extern/Eigen3/Eigen/src/Householder/BlockHouseholder.h79
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