aboutsummaryrefslogtreecommitdiff
path: root/Eigen/src/Householder/HouseholderSequence.h
diff options
context:
space:
mode:
Diffstat (limited to 'Eigen/src/Householder/HouseholderSequence.h')
-rw-r--r--Eigen/src/Householder/HouseholderSequence.h441
1 files changed, 441 insertions, 0 deletions
diff --git a/Eigen/src/Householder/HouseholderSequence.h b/Eigen/src/Householder/HouseholderSequence.h
new file mode 100644
index 000000000..1e71e16a7
--- /dev/null
+++ b/Eigen/src/Householder/HouseholderSequence.h
@@ -0,0 +1,441 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_HOUSEHOLDER_SEQUENCE_H
+#define EIGEN_HOUSEHOLDER_SEQUENCE_H
+
+namespace Eigen {
+
+/** \ingroup Householder_Module
+ * \householder_module
+ * \class HouseholderSequence
+ * \brief Sequence of Householder reflections acting on subspaces with decreasing size
+ * \tparam VectorsType type of matrix containing the Householder vectors
+ * \tparam CoeffsType type of vector containing the Householder coefficients
+ * \tparam Side either OnTheLeft (the default) or OnTheRight
+ *
+ * This class represents a product sequence of Householder reflections where the first Householder reflection
+ * acts on the whole space, the second Householder reflection leaves the one-dimensional subspace spanned by
+ * the first unit vector invariant, the third Householder reflection leaves the two-dimensional subspace
+ * spanned by the first two unit vectors invariant, and so on up to the last reflection which leaves all but
+ * one dimensions invariant and acts only on the last dimension. Such sequences of Householder reflections
+ * are used in several algorithms to zero out certain parts of a matrix. Indeed, the methods
+ * HessenbergDecomposition::matrixQ(), Tridiagonalization::matrixQ(), HouseholderQR::householderQ(),
+ * and ColPivHouseholderQR::householderQ() all return a %HouseholderSequence.
+ *
+ * More precisely, the class %HouseholderSequence represents an \f$ n \times n \f$ matrix \f$ H \f$ of the
+ * form \f$ H = \prod_{i=0}^{n-1} H_i \f$ where the i-th Householder reflection is \f$ H_i = I - h_i v_i
+ * v_i^* \f$. The i-th Householder coefficient \f$ h_i \f$ is a scalar and the i-th Householder vector \f$
+ * v_i \f$ is a vector of the form
+ * \f[
+ * v_i = [\underbrace{0, \ldots, 0}_{i-1\mbox{ zeros}}, 1, \underbrace{*, \ldots,*}_{n-i\mbox{ arbitrary entries}} ].
+ * \f]
+ * The last \f$ n-i \f$ entries of \f$ v_i \f$ are called the essential part of the Householder vector.
+ *
+ * Typical usages are listed below, where H is a HouseholderSequence:
+ * \code
+ * A.applyOnTheRight(H); // A = A * H
+ * A.applyOnTheLeft(H); // A = H * A
+ * A.applyOnTheRight(H.adjoint()); // A = A * H^*
+ * A.applyOnTheLeft(H.adjoint()); // A = H^* * A
+ * MatrixXd Q = H; // conversion to a dense matrix
+ * \endcode
+ * In addition to the adjoint, you can also apply the inverse (=adjoint), the transpose, and the conjugate operators.
+ *
+ * See the documentation for HouseholderSequence(const VectorsType&, const CoeffsType&) for an example.
+ *
+ * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
+ */
+
+namespace internal {
+
+template<typename VectorsType, typename CoeffsType, int Side>
+struct traits<HouseholderSequence<VectorsType,CoeffsType,Side> >
+{
+ typedef typename VectorsType::Scalar Scalar;
+ typedef typename VectorsType::Index Index;
+ typedef typename VectorsType::StorageKind StorageKind;
+ enum {
+ RowsAtCompileTime = Side==OnTheLeft ? traits<VectorsType>::RowsAtCompileTime
+ : traits<VectorsType>::ColsAtCompileTime,
+ ColsAtCompileTime = RowsAtCompileTime,
+ MaxRowsAtCompileTime = Side==OnTheLeft ? traits<VectorsType>::MaxRowsAtCompileTime
+ : traits<VectorsType>::MaxColsAtCompileTime,
+ MaxColsAtCompileTime = MaxRowsAtCompileTime,
+ Flags = 0
+ };
+};
+
+template<typename VectorsType, typename CoeffsType, int Side>
+struct hseq_side_dependent_impl
+{
+ typedef Block<const VectorsType, Dynamic, 1> EssentialVectorType;
+ typedef HouseholderSequence<VectorsType, CoeffsType, OnTheLeft> HouseholderSequenceType;
+ typedef typename VectorsType::Index Index;
+ static inline const EssentialVectorType essentialVector(const HouseholderSequenceType& h, Index k)
+ {
+ Index start = k+1+h.m_shift;
+ return Block<const VectorsType,Dynamic,1>(h.m_vectors, start, k, h.rows()-start, 1);
+ }
+};
+
+template<typename VectorsType, typename CoeffsType>
+struct hseq_side_dependent_impl<VectorsType, CoeffsType, OnTheRight>
+{
+ typedef Transpose<Block<const VectorsType, 1, Dynamic> > EssentialVectorType;
+ typedef HouseholderSequence<VectorsType, CoeffsType, OnTheRight> HouseholderSequenceType;
+ typedef typename VectorsType::Index Index;
+ static inline const EssentialVectorType essentialVector(const HouseholderSequenceType& h, Index k)
+ {
+ Index start = k+1+h.m_shift;
+ return Block<const VectorsType,1,Dynamic>(h.m_vectors, k, start, 1, h.rows()-start).transpose();
+ }
+};
+
+template<typename OtherScalarType, typename MatrixType> struct matrix_type_times_scalar_type
+{
+ typedef typename scalar_product_traits<OtherScalarType, typename MatrixType::Scalar>::ReturnType
+ ResultScalar;
+ typedef Matrix<ResultScalar, MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime,
+ 0, MatrixType::MaxRowsAtCompileTime, MatrixType::MaxColsAtCompileTime> Type;
+};
+
+} // end namespace internal
+
+template<typename VectorsType, typename CoeffsType, int Side> class HouseholderSequence
+ : public EigenBase<HouseholderSequence<VectorsType,CoeffsType,Side> >
+{
+ enum {
+ RowsAtCompileTime = internal::traits<HouseholderSequence>::RowsAtCompileTime,
+ ColsAtCompileTime = internal::traits<HouseholderSequence>::ColsAtCompileTime,
+ MaxRowsAtCompileTime = internal::traits<HouseholderSequence>::MaxRowsAtCompileTime,
+ MaxColsAtCompileTime = internal::traits<HouseholderSequence>::MaxColsAtCompileTime
+ };
+ typedef typename internal::traits<HouseholderSequence>::Scalar Scalar;
+ typedef typename VectorsType::Index Index;
+
+ typedef typename internal::hseq_side_dependent_impl<VectorsType,CoeffsType,Side>::EssentialVectorType
+ EssentialVectorType;
+
+ public:
+
+ typedef HouseholderSequence<
+ VectorsType,
+ typename internal::conditional<NumTraits<Scalar>::IsComplex,
+ typename internal::remove_all<typename CoeffsType::ConjugateReturnType>::type,
+ CoeffsType>::type,
+ Side
+ > ConjugateReturnType;
+
+ /** \brief Constructor.
+ * \param[in] v %Matrix containing the essential parts of the Householder vectors
+ * \param[in] h Vector containing the Householder coefficients
+ *
+ * Constructs the Householder sequence with coefficients given by \p h and vectors given by \p v. The
+ * i-th Householder coefficient \f$ h_i \f$ is given by \p h(i) and the essential part of the i-th
+ * Householder vector \f$ v_i \f$ is given by \p v(k,i) with \p k > \p i (the subdiagonal part of the
+ * i-th column). If \p v has fewer columns than rows, then the Householder sequence contains as many
+ * Householder reflections as there are columns.
+ *
+ * \note The %HouseholderSequence object stores \p v and \p h by reference.
+ *
+ * Example: \include HouseholderSequence_HouseholderSequence.cpp
+ * Output: \verbinclude HouseholderSequence_HouseholderSequence.out
+ *
+ * \sa setLength(), setShift()
+ */
+ HouseholderSequence(const VectorsType& v, const CoeffsType& h)
+ : m_vectors(v), m_coeffs(h), m_trans(false), m_length(v.diagonalSize()),
+ m_shift(0)
+ {
+ }
+
+ /** \brief Copy constructor. */
+ HouseholderSequence(const HouseholderSequence& other)
+ : m_vectors(other.m_vectors),
+ m_coeffs(other.m_coeffs),
+ m_trans(other.m_trans),
+ m_length(other.m_length),
+ m_shift(other.m_shift)
+ {
+ }
+
+ /** \brief Number of rows of transformation viewed as a matrix.
+ * \returns Number of rows
+ * \details This equals the dimension of the space that the transformation acts on.
+ */
+ Index rows() const { return Side==OnTheLeft ? m_vectors.rows() : m_vectors.cols(); }
+
+ /** \brief Number of columns of transformation viewed as a matrix.
+ * \returns Number of columns
+ * \details This equals the dimension of the space that the transformation acts on.
+ */
+ Index cols() const { return rows(); }
+
+ /** \brief Essential part of a Householder vector.
+ * \param[in] k Index of Householder reflection
+ * \returns Vector containing non-trivial entries of k-th Householder vector
+ *
+ * This function returns the essential part of the Householder vector \f$ v_i \f$. This is a vector of
+ * length \f$ n-i \f$ containing the last \f$ n-i \f$ entries of the vector
+ * \f[
+ * v_i = [\underbrace{0, \ldots, 0}_{i-1\mbox{ zeros}}, 1, \underbrace{*, \ldots,*}_{n-i\mbox{ arbitrary entries}} ].
+ * \f]
+ * The index \f$ i \f$ equals \p k + shift(), corresponding to the k-th column of the matrix \p v
+ * passed to the constructor.
+ *
+ * \sa setShift(), shift()
+ */
+ const EssentialVectorType essentialVector(Index k) const
+ {
+ eigen_assert(k >= 0 && k < m_length);
+ return internal::hseq_side_dependent_impl<VectorsType,CoeffsType,Side>::essentialVector(*this, k);
+ }
+
+ /** \brief %Transpose of the Householder sequence. */
+ HouseholderSequence transpose() const
+ {
+ return HouseholderSequence(*this).setTrans(!m_trans);
+ }
+
+ /** \brief Complex conjugate of the Householder sequence. */
+ ConjugateReturnType conjugate() const
+ {
+ return ConjugateReturnType(m_vectors, m_coeffs.conjugate())
+ .setTrans(m_trans)
+ .setLength(m_length)
+ .setShift(m_shift);
+ }
+
+ /** \brief Adjoint (conjugate transpose) of the Householder sequence. */
+ ConjugateReturnType adjoint() const
+ {
+ return conjugate().setTrans(!m_trans);
+ }
+
+ /** \brief Inverse of the Householder sequence (equals the adjoint). */
+ ConjugateReturnType inverse() const { return adjoint(); }
+
+ /** \internal */
+ template<typename DestType> inline void evalTo(DestType& dst) const
+ {
+ Matrix<Scalar, DestType::RowsAtCompileTime, 1,
+ AutoAlign|ColMajor, DestType::MaxRowsAtCompileTime, 1> workspace(rows());
+ evalTo(dst, workspace);
+ }
+
+ /** \internal */
+ template<typename Dest, typename Workspace>
+ void evalTo(Dest& dst, Workspace& workspace) const
+ {
+ workspace.resize(rows());
+ Index vecs = m_length;
+ if( internal::is_same<typename internal::remove_all<VectorsType>::type,Dest>::value
+ && internal::extract_data(dst) == internal::extract_data(m_vectors))
+ {
+ // in-place
+ dst.diagonal().setOnes();
+ dst.template triangularView<StrictlyUpper>().setZero();
+ for(Index k = vecs-1; k >= 0; --k)
+ {
+ Index cornerSize = rows() - k - m_shift;
+ if(m_trans)
+ dst.bottomRightCorner(cornerSize, cornerSize)
+ .applyHouseholderOnTheRight(essentialVector(k), m_coeffs.coeff(k), workspace.data());
+ else
+ dst.bottomRightCorner(cornerSize, cornerSize)
+ .applyHouseholderOnTheLeft(essentialVector(k), m_coeffs.coeff(k), workspace.data());
+
+ // clear the off diagonal vector
+ dst.col(k).tail(rows()-k-1).setZero();
+ }
+ // clear the remaining columns if needed
+ for(Index k = 0; k<cols()-vecs ; ++k)
+ dst.col(k).tail(rows()-k-1).setZero();
+ }
+ else
+ {
+ dst.setIdentity(rows(), rows());
+ for(Index k = vecs-1; k >= 0; --k)
+ {
+ Index cornerSize = rows() - k - m_shift;
+ if(m_trans)
+ dst.bottomRightCorner(cornerSize, cornerSize)
+ .applyHouseholderOnTheRight(essentialVector(k), m_coeffs.coeff(k), &workspace.coeffRef(0));
+ else
+ dst.bottomRightCorner(cornerSize, cornerSize)
+ .applyHouseholderOnTheLeft(essentialVector(k), m_coeffs.coeff(k), &workspace.coeffRef(0));
+ }
+ }
+ }
+
+ /** \internal */
+ template<typename Dest> inline void applyThisOnTheRight(Dest& dst) const
+ {
+ Matrix<Scalar,1,Dest::RowsAtCompileTime,RowMajor,1,Dest::MaxRowsAtCompileTime> workspace(dst.rows());
+ applyThisOnTheRight(dst, workspace);
+ }
+
+ /** \internal */
+ template<typename Dest, typename Workspace>
+ inline void applyThisOnTheRight(Dest& dst, Workspace& workspace) const
+ {
+ workspace.resize(dst.rows());
+ for(Index k = 0; k < m_length; ++k)
+ {
+ Index actual_k = m_trans ? m_length-k-1 : k;
+ dst.rightCols(rows()-m_shift-actual_k)
+ .applyHouseholderOnTheRight(essentialVector(actual_k), m_coeffs.coeff(actual_k), workspace.data());
+ }
+ }
+
+ /** \internal */
+ template<typename Dest> inline void applyThisOnTheLeft(Dest& dst) const
+ {
+ Matrix<Scalar,1,Dest::ColsAtCompileTime,RowMajor,1,Dest::MaxColsAtCompileTime> workspace(dst.cols());
+ applyThisOnTheLeft(dst, workspace);
+ }
+
+ /** \internal */
+ template<typename Dest, typename Workspace>
+ inline void applyThisOnTheLeft(Dest& dst, Workspace& workspace) const
+ {
+ workspace.resize(dst.cols());
+ for(Index k = 0; k < m_length; ++k)
+ {
+ Index actual_k = m_trans ? k : m_length-k-1;
+ dst.bottomRows(rows()-m_shift-actual_k)
+ .applyHouseholderOnTheLeft(essentialVector(actual_k), m_coeffs.coeff(actual_k), workspace.data());
+ }
+ }
+
+ /** \brief Computes the product of a Householder sequence with a matrix.
+ * \param[in] other %Matrix being multiplied.
+ * \returns Expression object representing the product.
+ *
+ * This function computes \f$ HM \f$ where \f$ H \f$ is the Householder sequence represented by \p *this
+ * and \f$ M \f$ is the matrix \p other.
+ */
+ template<typename OtherDerived>
+ typename internal::matrix_type_times_scalar_type<Scalar, OtherDerived>::Type operator*(const MatrixBase<OtherDerived>& other) const
+ {
+ typename internal::matrix_type_times_scalar_type<Scalar, OtherDerived>::Type
+ res(other.template cast<typename internal::matrix_type_times_scalar_type<Scalar,OtherDerived>::ResultScalar>());
+ applyThisOnTheLeft(res);
+ return res;
+ }
+
+ template<typename _VectorsType, typename _CoeffsType, int _Side> friend struct internal::hseq_side_dependent_impl;
+
+ /** \brief Sets the length of the Householder sequence.
+ * \param [in] length New value for the length.
+ *
+ * By default, the length \f$ n \f$ of the Householder sequence \f$ H = H_0 H_1 \ldots H_{n-1} \f$ is set
+ * to the number of columns of the matrix \p v passed to the constructor, or the number of rows if that
+ * is smaller. After this function is called, the length equals \p length.
+ *
+ * \sa length()
+ */
+ HouseholderSequence& setLength(Index length)
+ {
+ m_length = length;
+ return *this;
+ }
+
+ /** \brief Sets the shift of the Householder sequence.
+ * \param [in] shift New value for the shift.
+ *
+ * By default, a %HouseholderSequence object represents \f$ H = H_0 H_1 \ldots H_{n-1} \f$ and the i-th
+ * column of the matrix \p v passed to the constructor corresponds to the i-th Householder
+ * reflection. After this function is called, the object represents \f$ H = H_{\mathrm{shift}}
+ * H_{\mathrm{shift}+1} \ldots H_{n-1} \f$ and the i-th column of \p v corresponds to the (shift+i)-th
+ * Householder reflection.
+ *
+ * \sa shift()
+ */
+ HouseholderSequence& setShift(Index shift)
+ {
+ m_shift = shift;
+ return *this;
+ }
+
+ Index length() const { return m_length; } /**< \brief Returns the length of the Householder sequence. */
+ Index shift() const { return m_shift; } /**< \brief Returns the shift of the Householder sequence. */
+
+ /* Necessary for .adjoint() and .conjugate() */
+ template <typename VectorsType2, typename CoeffsType2, int Side2> friend class HouseholderSequence;
+
+ protected:
+
+ /** \brief Sets the transpose flag.
+ * \param [in] trans New value of the transpose flag.
+ *
+ * By default, the transpose flag is not set. If the transpose flag is set, then this object represents
+ * \f$ H^T = H_{n-1}^T \ldots H_1^T H_0^T \f$ instead of \f$ H = H_0 H_1 \ldots H_{n-1} \f$.
+ *
+ * \sa trans()
+ */
+ HouseholderSequence& setTrans(bool trans)
+ {
+ m_trans = trans;
+ return *this;
+ }
+
+ bool trans() const { return m_trans; } /**< \brief Returns the transpose flag. */
+
+ typename VectorsType::Nested m_vectors;
+ typename CoeffsType::Nested m_coeffs;
+ bool m_trans;
+ Index m_length;
+ Index m_shift;
+};
+
+/** \brief Computes the product of a matrix with a Householder sequence.
+ * \param[in] other %Matrix being multiplied.
+ * \param[in] h %HouseholderSequence being multiplied.
+ * \returns Expression object representing the product.
+ *
+ * This function computes \f$ MH \f$ where \f$ M \f$ is the matrix \p other and \f$ H \f$ is the
+ * Householder sequence represented by \p h.
+ */
+template<typename OtherDerived, typename VectorsType, typename CoeffsType, int Side>
+typename internal::matrix_type_times_scalar_type<typename VectorsType::Scalar,OtherDerived>::Type operator*(const MatrixBase<OtherDerived>& other, const HouseholderSequence<VectorsType,CoeffsType,Side>& h)
+{
+ typename internal::matrix_type_times_scalar_type<typename VectorsType::Scalar,OtherDerived>::Type
+ res(other.template cast<typename internal::matrix_type_times_scalar_type<typename VectorsType::Scalar,OtherDerived>::ResultScalar>());
+ h.applyThisOnTheRight(res);
+ return res;
+}
+
+/** \ingroup Householder_Module \householder_module
+ * \brief Convenience function for constructing a Householder sequence.
+ * \returns A HouseholderSequence constructed from the specified arguments.
+ */
+template<typename VectorsType, typename CoeffsType>
+HouseholderSequence<VectorsType,CoeffsType> householderSequence(const VectorsType& v, const CoeffsType& h)
+{
+ return HouseholderSequence<VectorsType,CoeffsType,OnTheLeft>(v, h);
+}
+
+/** \ingroup Householder_Module \householder_module
+ * \brief Convenience function for constructing a Householder sequence.
+ * \returns A HouseholderSequence constructed from the specified arguments.
+ * \details This function differs from householderSequence() in that the template argument \p OnTheSide of
+ * the constructed HouseholderSequence is set to OnTheRight, instead of the default OnTheLeft.
+ */
+template<typename VectorsType, typename CoeffsType>
+HouseholderSequence<VectorsType,CoeffsType,OnTheRight> rightHouseholderSequence(const VectorsType& v, const CoeffsType& h)
+{
+ return HouseholderSequence<VectorsType,CoeffsType,OnTheRight>(v, h);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_HOUSEHOLDER_SEQUENCE_H