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Diffstat (limited to 'src/eigen/Eigen/src/Householder/BlockHouseholder.h')
-rw-r--r-- | src/eigen/Eigen/src/Householder/BlockHouseholder.h | 103 |
1 files changed, 103 insertions, 0 deletions
diff --git a/src/eigen/Eigen/src/Householder/BlockHouseholder.h b/src/eigen/Eigen/src/Householder/BlockHouseholder.h new file mode 100644 index 000000000..01a7ed188 --- /dev/null +++ b/src/eigen/Eigen/src/Householder/BlockHouseholder.h @@ -0,0 +1,103 @@ +// 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> +// +// 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_BLOCK_HOUSEHOLDER_H +#define EIGEN_BLOCK_HOUSEHOLDER_H + +// This file contains some helper function to deal with block householder reflectors + +namespace Eigen { + +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 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; +// // Warning, note that hCoeffs may alias with vectors. +// // It is then necessary to copy it before modifying vectors(i,i). +// typename CoeffsType::Scalar h = hCoeffs(i); +// // This hack permits to pass trough nested Block<> and Transpose<> expressions. +// Scalar *Vii_ptr = const_cast<Scalar*>(vectors.data() + vectors.outerStride()*i + vectors.innerStride()*i); +// Scalar Vii = *Vii_ptr; +// *Vii_ptr = Scalar(1); +// triFactor.col(i).head(i).noalias() = -h * vectors.block(i, 0, rs, i).adjoint() +// * vectors.col(i).tail(rs); +// *Vii_ptr = 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 */ +// This variant avoid modifications in vectors +template<typename TriangularFactorType,typename VectorsType,typename CoeffsType> +void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const CoeffsType& hCoeffs) +{ + const Index nbVecs = vectors.cols(); + eigen_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows()>=nbVecs); + + for(Index i = nbVecs-1; i >=0 ; --i) + { + Index rs = vectors.rows() - i - 1; + Index rt = nbVecs-i-1; + + if(rt>0) + { + triFactor.row(i).tail(rt).noalias() = -hCoeffs(i) * vectors.col(i).tail(rs).adjoint() + * vectors.bottomRightCorner(rs, rt).template triangularView<UnitLower>(); + + // FIXME add .noalias() once the triangular product can work inplace + triFactor.row(i).tail(rt) = triFactor.row(i).tail(rt) * triFactor.bottomRightCorner(rt,rt).template triangularView<Upper>(); + + } + triFactor(i,i) = hCoeffs(i); + } +} + +/** \internal + * if forward then perform mat = H0 * H1 * H2 * mat + * otherwise perform mat = H2 * H1 * H0 * mat + */ +template<typename MatrixType,typename VectorsType,typename CoeffsType> +void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vectors, const CoeffsType& hCoeffs, bool forward) +{ + enum { TFactorSize = MatrixType::ColsAtCompileTime }; + Index nbVecs = vectors.cols(); + Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize, RowMajor> T(nbVecs,nbVecs); + + if(forward) make_block_householder_triangular_factor(T, vectors, hCoeffs); + else make_block_householder_triangular_factor(T, vectors, hCoeffs.conjugate()); + const TriangularView<const VectorsType, UnitLower> V(vectors); + + // A -= V T V^* A + Matrix<typename MatrixType::Scalar,VectorsType::ColsAtCompileTime,MatrixType::ColsAtCompileTime, + (VectorsType::MaxColsAtCompileTime==1 && MatrixType::MaxColsAtCompileTime!=1)?RowMajor:ColMajor, + VectorsType::MaxColsAtCompileTime,MatrixType::MaxColsAtCompileTime> tmp = V.adjoint() * mat; + // FIXME add .noalias() once the triangular product can work inplace + if(forward) tmp = T.template triangularView<Upper>() * tmp; + else tmp = T.template triangularView<Upper>().adjoint() * tmp; + mat.noalias() -= V * tmp; +} + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_BLOCK_HOUSEHOLDER_H |