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Diffstat (limited to 'src/eigen/Eigen/src/Householder/BlockHouseholder.h')
-rw-r--r--src/eigen/Eigen/src/Householder/BlockHouseholder.h103
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diff --git a/src/eigen/Eigen/src/Householder/BlockHouseholder.h b/src/eigen/Eigen/src/Householder/BlockHouseholder.h
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+++ b/src/eigen/Eigen/src/Householder/BlockHouseholder.h
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+// 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