aboutsummaryrefslogtreecommitdiff
path: root/Eigen/src/QR/CompleteOrthogonalDecomposition.h
diff options
context:
space:
mode:
authorYi Kong <yikong@google.com>2022-02-25 16:41:05 +0000
committerAutomerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com>2022-02-25 16:41:05 +0000
commitbc0f5df265caa21a2120c22453655a7fcc941991 (patch)
treefb979fb4cf4f8052c8cc66b1ec9516d91fcd859b /Eigen/src/QR/CompleteOrthogonalDecomposition.h
parent8fd413e275f78a4c240f1442ce5cf77c73a20a55 (diff)
parent7cb50013986f04dce5fac87bebf319bb8db37a36 (diff)
downloadeigen-android13-qpr3-c-s1-release.tar.gz
Merge changes Iee153445,Iee274471 am: 79df15ea88 am: 10f298fc41 am: 7cb5001398t_frc_odp_330442040t_frc_odp_330442000t_frc_ase_330444010android-wear-13.0.0-gpl_r3android-wear-13.0.0-gpl_r2android-wear-13.0.0-gpl_r1android-vts-13.0_r8android-vts-13.0_r7android-vts-13.0_r6android-vts-13.0_r5android-vts-13.0_r4android-vts-13.0_r3android-vts-13.0_r2android-t-qpr3-beta-3-gplandroid-t-qpr3-beta-1-gplandroid-t-qpr2-beta-3-gplandroid-t-qpr2-beta-2-gplandroid-t-qpr1-beta-3-gplandroid-t-qpr1-beta-1-gplandroid-cts-13.0_r8android-cts-13.0_r7android-cts-13.0_r6android-cts-13.0_r5android-cts-13.0_r4android-cts-13.0_r3android-cts-13.0_r2android-13.0.0_r83android-13.0.0_r82android-13.0.0_r81android-13.0.0_r80android-13.0.0_r79android-13.0.0_r78android-13.0.0_r77android-13.0.0_r76android-13.0.0_r75android-13.0.0_r74android-13.0.0_r73android-13.0.0_r72android-13.0.0_r71android-13.0.0_r70android-13.0.0_r69android-13.0.0_r68android-13.0.0_r67android-13.0.0_r66android-13.0.0_r65android-13.0.0_r64android-13.0.0_r63android-13.0.0_r62android-13.0.0_r61android-13.0.0_r60android-13.0.0_r59android-13.0.0_r58android-13.0.0_r57android-13.0.0_r56android-13.0.0_r55android-13.0.0_r54android-13.0.0_r53android-13.0.0_r52android-13.0.0_r51android-13.0.0_r50android-13.0.0_r49android-13.0.0_r48android-13.0.0_r47android-13.0.0_r46android-13.0.0_r45android-13.0.0_r44android-13.0.0_r43android-13.0.0_r42android-13.0.0_r41android-13.0.0_r40android-13.0.0_r39android-13.0.0_r38android-13.0.0_r37android-13.0.0_r36android-13.0.0_r35android-13.0.0_r34android-13.0.0_r33android-13.0.0_r32android-13.0.0_r30android-13.0.0_r29android-13.0.0_r28android-13.0.0_r27android-13.0.0_r24android-13.0.0_r23android-13.0.0_r22android-13.0.0_r21android-13.0.0_r20android-13.0.0_r19android-13.0.0_r18android-13.0.0_r17android-13.0.0_r16aml_go_odp_330912000aml_go_ads_330915100aml_go_ads_330915000aml_go_ads_330913000android13-tests-releaseandroid13-tests-devandroid13-qpr3-s9-releaseandroid13-qpr3-s8-releaseandroid13-qpr3-s7-releaseandroid13-qpr3-s6-releaseandroid13-qpr3-s5-releaseandroid13-qpr3-s4-releaseandroid13-qpr3-s3-releaseandroid13-qpr3-s2-releaseandroid13-qpr3-s14-releaseandroid13-qpr3-s13-releaseandroid13-qpr3-s12-releaseandroid13-qpr3-s11-releaseandroid13-qpr3-s10-releaseandroid13-qpr3-s1-releaseandroid13-qpr3-releaseandroid13-qpr3-c-s8-releaseandroid13-qpr3-c-s7-releaseandroid13-qpr3-c-s6-releaseandroid13-qpr3-c-s5-releaseandroid13-qpr3-c-s4-releaseandroid13-qpr3-c-s3-releaseandroid13-qpr3-c-s2-releaseandroid13-qpr3-c-s12-releaseandroid13-qpr3-c-s11-releaseandroid13-qpr3-c-s10-releaseandroid13-qpr3-c-s1-releaseandroid13-qpr2-s9-releaseandroid13-qpr2-s8-releaseandroid13-qpr2-s7-releaseandroid13-qpr2-s6-releaseandroid13-qpr2-s5-releaseandroid13-qpr2-s3-releaseandroid13-qpr2-s2-releaseandroid13-qpr2-s12-releaseandroid13-qpr2-s11-releaseandroid13-qpr2-s10-releaseandroid13-qpr2-s1-releaseandroid13-qpr2-releaseandroid13-qpr2-b-s1-releaseandroid13-qpr1-s8-releaseandroid13-qpr1-s7-releaseandroid13-qpr1-s6-releaseandroid13-qpr1-s5-releaseandroid13-qpr1-s4-releaseandroid13-qpr1-s3-releaseandroid13-qpr1-s2-releaseandroid13-qpr1-s1-releaseandroid13-qpr1-releaseandroid13-mainline-go-adservices-releaseandroid13-frc-odp-releaseandroid13-devandroid13-d4-s2-releaseandroid13-d4-s1-releaseandroid13-d4-releaseandroid13-d3-s1-releaseandroid13-d2-releaseandroid-wear-13.0.0-gpl_r1
Original change: https://android-review.googlesource.com/c/platform/external/eigen/+/1999079 Change-Id: I4c76dc5ddc7fb0ae9fc42436f28bd8bf9de50a97
Diffstat (limited to 'Eigen/src/QR/CompleteOrthogonalDecomposition.h')
-rw-r--r--Eigen/src/QR/CompleteOrthogonalDecomposition.h127
1 files changed, 100 insertions, 27 deletions
diff --git a/Eigen/src/QR/CompleteOrthogonalDecomposition.h b/Eigen/src/QR/CompleteOrthogonalDecomposition.h
index 34c637b70..486d3373a 100644
--- a/Eigen/src/QR/CompleteOrthogonalDecomposition.h
+++ b/Eigen/src/QR/CompleteOrthogonalDecomposition.h
@@ -16,6 +16,9 @@ namespace internal {
template <typename _MatrixType>
struct traits<CompleteOrthogonalDecomposition<_MatrixType> >
: traits<_MatrixType> {
+ typedef MatrixXpr XprKind;
+ typedef SolverStorage StorageKind;
+ typedef int StorageIndex;
enum { Flags = 0 };
};
@@ -44,19 +47,21 @@ struct traits<CompleteOrthogonalDecomposition<_MatrixType> >
*
* \sa MatrixBase::completeOrthogonalDecomposition()
*/
-template <typename _MatrixType>
-class CompleteOrthogonalDecomposition {
+template <typename _MatrixType> class CompleteOrthogonalDecomposition
+ : public SolverBase<CompleteOrthogonalDecomposition<_MatrixType> >
+{
public:
typedef _MatrixType MatrixType;
+ typedef SolverBase<CompleteOrthogonalDecomposition> Base;
+
+ template<typename Derived>
+ friend struct internal::solve_assertion;
+
+ EIGEN_GENERIC_PUBLIC_INTERFACE(CompleteOrthogonalDecomposition)
enum {
- RowsAtCompileTime = MatrixType::RowsAtCompileTime,
- ColsAtCompileTime = MatrixType::ColsAtCompileTime,
MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
};
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- typedef typename MatrixType::StorageIndex StorageIndex;
typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime>
PermutationType;
@@ -131,9 +136,9 @@ class CompleteOrthogonalDecomposition {
m_temp(matrix.cols())
{
computeInPlace();
- }
-
+ }
+ #ifdef EIGEN_PARSED_BY_DOXYGEN
/** This method computes the minimum-norm solution X to a least squares
* problem \f[\mathrm{minimize} \|A X - B\|, \f] where \b A is the matrix of
* which \c *this is the complete orthogonal decomposition.
@@ -145,11 +150,8 @@ class CompleteOrthogonalDecomposition {
*/
template <typename Rhs>
inline const Solve<CompleteOrthogonalDecomposition, Rhs> solve(
- const MatrixBase<Rhs>& b) const {
- eigen_assert(m_cpqr.m_isInitialized &&
- "CompleteOrthogonalDecomposition is not initialized.");
- return Solve<CompleteOrthogonalDecomposition, Rhs>(*this, b.derived());
- }
+ const MatrixBase<Rhs>& b) const;
+ #endif
HouseholderSequenceType householderQ(void) const;
HouseholderSequenceType matrixQ(void) const { return m_cpqr.householderQ(); }
@@ -158,8 +160,8 @@ class CompleteOrthogonalDecomposition {
*/
MatrixType matrixZ() const {
MatrixType Z = MatrixType::Identity(m_cpqr.cols(), m_cpqr.cols());
- applyZAdjointOnTheLeftInPlace(Z);
- return Z.adjoint();
+ applyZOnTheLeftInPlace<false>(Z);
+ return Z;
}
/** \returns a reference to the matrix where the complete orthogonal
@@ -275,6 +277,7 @@ class CompleteOrthogonalDecomposition {
*/
inline const Inverse<CompleteOrthogonalDecomposition> pseudoInverse() const
{
+ eigen_assert(m_cpqr.m_isInitialized && "CompleteOrthogonalDecomposition is not initialized.");
return Inverse<CompleteOrthogonalDecomposition>(*this);
}
@@ -353,7 +356,7 @@ class CompleteOrthogonalDecomposition {
inline RealScalar maxPivot() const { return m_cpqr.maxPivot(); }
/** \brief Reports whether the complete orthogonal decomposition was
- * succesful.
+ * successful.
*
* \note This function always returns \c Success. It is provided for
* compatibility
@@ -367,7 +370,10 @@ class CompleteOrthogonalDecomposition {
#ifndef EIGEN_PARSED_BY_DOXYGEN
template <typename RhsType, typename DstType>
- EIGEN_DEVICE_FUNC void _solve_impl(const RhsType& rhs, DstType& dst) const;
+ void _solve_impl(const RhsType& rhs, DstType& dst) const;
+
+ template<bool Conjugate, typename RhsType, typename DstType>
+ void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
#endif
protected:
@@ -375,8 +381,22 @@ class CompleteOrthogonalDecomposition {
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
}
+ template<bool Transpose_, typename Rhs>
+ void _check_solve_assertion(const Rhs& b) const {
+ EIGEN_ONLY_USED_FOR_DEBUG(b);
+ eigen_assert(m_cpqr.m_isInitialized && "CompleteOrthogonalDecomposition is not initialized.");
+ eigen_assert((Transpose_?derived().cols():derived().rows())==b.rows() && "CompleteOrthogonalDecomposition::solve(): invalid number of rows of the right hand side matrix b");
+ }
+
void computeInPlace();
+ /** Overwrites \b rhs with \f$ \mathbf{Z} * \mathbf{rhs} \f$ or
+ * \f$ \mathbf{\overline Z} * \mathbf{rhs} \f$ if \c Conjugate
+ * is set to \c true.
+ */
+ template <bool Conjugate, typename Rhs>
+ void applyZOnTheLeftInPlace(Rhs& rhs) const;
+
/** Overwrites \b rhs with \f$ \mathbf{Z}^* * \mathbf{rhs} \f$.
*/
template <typename Rhs>
@@ -452,7 +472,7 @@ void CompleteOrthogonalDecomposition<MatrixType>::computeInPlace()
// Apply Z(k) to the first k rows of X_k
m_cpqr.m_qr.topRightCorner(k, cols - rank + 1)
.applyHouseholderOnTheRight(
- m_cpqr.m_qr.row(k).tail(cols - rank).transpose(), m_zCoeffs(k),
+ m_cpqr.m_qr.row(k).tail(cols - rank).adjoint(), m_zCoeffs(k),
&m_temp(0));
}
if (k != rank - 1) {
@@ -465,13 +485,35 @@ void CompleteOrthogonalDecomposition<MatrixType>::computeInPlace()
}
template <typename MatrixType>
+template <bool Conjugate, typename Rhs>
+void CompleteOrthogonalDecomposition<MatrixType>::applyZOnTheLeftInPlace(
+ Rhs& rhs) const {
+ const Index cols = this->cols();
+ const Index nrhs = rhs.cols();
+ const Index rank = this->rank();
+ Matrix<typename Rhs::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs));
+ for (Index k = rank-1; k >= 0; --k) {
+ if (k != rank - 1) {
+ rhs.row(k).swap(rhs.row(rank - 1));
+ }
+ rhs.middleRows(rank - 1, cols - rank + 1)
+ .applyHouseholderOnTheLeft(
+ matrixQTZ().row(k).tail(cols - rank).transpose().template conjugateIf<!Conjugate>(), zCoeffs().template conjugateIf<Conjugate>()(k),
+ &temp(0));
+ if (k != rank - 1) {
+ rhs.row(k).swap(rhs.row(rank - 1));
+ }
+ }
+}
+
+template <typename MatrixType>
template <typename Rhs>
void CompleteOrthogonalDecomposition<MatrixType>::applyZAdjointOnTheLeftInPlace(
Rhs& rhs) const {
const Index cols = this->cols();
const Index nrhs = rhs.cols();
const Index rank = this->rank();
- Matrix<typename MatrixType::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs));
+ Matrix<typename Rhs::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs));
for (Index k = 0; k < rank; ++k) {
if (k != rank - 1) {
rhs.row(k).swap(rhs.row(rank - 1));
@@ -491,8 +533,6 @@ template <typename _MatrixType>
template <typename RhsType, typename DstType>
void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl(
const RhsType& rhs, DstType& dst) const {
- eigen_assert(rhs.rows() == this->rows());
-
const Index rank = this->rank();
if (rank == 0) {
dst.setZero();
@@ -500,11 +540,8 @@ void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl(
}
// Compute c = Q^* * rhs
- // Note that the matrix Q = H_0^* H_1^*... so its inverse is
- // Q^* = (H_0 H_1 ...)^T
typename RhsType::PlainObject c(rhs);
- c.applyOnTheLeft(
- householderSequence(matrixQTZ(), hCoeffs()).setLength(rank).transpose());
+ c.applyOnTheLeft(matrixQ().setLength(rank).adjoint());
// Solve T z = c(1:rank, :)
dst.topRows(rank) = matrixT()
@@ -523,10 +560,45 @@ void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl(
// Undo permutation to get x = P^{-1} * y.
dst = colsPermutation() * dst;
}
+
+template<typename _MatrixType>
+template<bool Conjugate, typename RhsType, typename DstType>
+void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
+{
+ const Index rank = this->rank();
+
+ if (rank == 0) {
+ dst.setZero();
+ return;
+ }
+
+ typename RhsType::PlainObject c(colsPermutation().transpose()*rhs);
+
+ if (rank < cols()) {
+ applyZOnTheLeftInPlace<!Conjugate>(c);
+ }
+
+ matrixT().topLeftCorner(rank, rank)
+ .template triangularView<Upper>()
+ .transpose().template conjugateIf<Conjugate>()
+ .solveInPlace(c.topRows(rank));
+
+ dst.topRows(rank) = c.topRows(rank);
+ dst.bottomRows(rows()-rank).setZero();
+
+ dst.applyOnTheLeft(householderQ().setLength(rank).template conjugateIf<!Conjugate>() );
+}
#endif
namespace internal {
+template<typename MatrixType>
+struct traits<Inverse<CompleteOrthogonalDecomposition<MatrixType> > >
+ : traits<typename Transpose<typename MatrixType::PlainObject>::PlainObject>
+{
+ enum { Flags = 0 };
+};
+
template<typename DstXprType, typename MatrixType>
struct Assignment<DstXprType, Inverse<CompleteOrthogonalDecomposition<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename CompleteOrthogonalDecomposition<MatrixType>::Scalar>, Dense2Dense>
{
@@ -534,7 +606,8 @@ struct Assignment<DstXprType, Inverse<CompleteOrthogonalDecomposition<MatrixType
typedef Inverse<CodType> SrcXprType;
static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename CodType::Scalar> &)
{
- dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.rows()));
+ typedef Matrix<typename CodType::Scalar, CodType::RowsAtCompileTime, CodType::RowsAtCompileTime, 0, CodType::MaxRowsAtCompileTime, CodType::MaxRowsAtCompileTime> IdentityMatrixType;
+ dst = src.nestedExpression().solve(IdentityMatrixType::Identity(src.cols(), src.cols()));
}
};