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Diffstat (limited to 'Eigen/src/QR/ColPivHouseholderQR.h')
-rw-r--r--Eigen/src/QR/ColPivHouseholderQR.h61
1 files changed, 41 insertions, 20 deletions
diff --git a/Eigen/src/QR/ColPivHouseholderQR.h b/Eigen/src/QR/ColPivHouseholderQR.h
index a7b47d55d..9b677e9bf 100644
--- a/Eigen/src/QR/ColPivHouseholderQR.h
+++ b/Eigen/src/QR/ColPivHouseholderQR.h
@@ -17,6 +17,9 @@ namespace internal {
template<typename _MatrixType> struct traits<ColPivHouseholderQR<_MatrixType> >
: traits<_MatrixType>
{
+ typedef MatrixXpr XprKind;
+ typedef SolverStorage StorageKind;
+ typedef int StorageIndex;
enum { Flags = 0 };
};
@@ -46,20 +49,19 @@ template<typename _MatrixType> struct traits<ColPivHouseholderQR<_MatrixType> >
* \sa MatrixBase::colPivHouseholderQr()
*/
template<typename _MatrixType> class ColPivHouseholderQR
+ : public SolverBase<ColPivHouseholderQR<_MatrixType> >
{
public:
typedef _MatrixType MatrixType;
+ typedef SolverBase<ColPivHouseholderQR> Base;
+ friend class SolverBase<ColPivHouseholderQR>;
+
+ EIGEN_GENERIC_PUBLIC_INTERFACE(ColPivHouseholderQR)
enum {
- RowsAtCompileTime = MatrixType::RowsAtCompileTime,
- ColsAtCompileTime = MatrixType::ColsAtCompileTime,
MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
};
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- // FIXME should be int
- typedef typename MatrixType::StorageIndex StorageIndex;
typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType;
typedef typename internal::plain_row_type<MatrixType, Index>::type IntRowVectorType;
@@ -156,6 +158,7 @@ template<typename _MatrixType> class ColPivHouseholderQR
computeInPlace();
}
+ #ifdef EIGEN_PARSED_BY_DOXYGEN
/** This method finds a solution x to the equation Ax=b, where A is the matrix of which
* *this is the QR decomposition, if any exists.
*
@@ -172,11 +175,8 @@ template<typename _MatrixType> class ColPivHouseholderQR
*/
template<typename Rhs>
inline const Solve<ColPivHouseholderQR, Rhs>
- solve(const MatrixBase<Rhs>& b) const
- {
- eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
- return Solve<ColPivHouseholderQR, Rhs>(*this, b.derived());
- }
+ solve(const MatrixBase<Rhs>& b) const;
+ #endif
HouseholderSequenceType householderQ() const;
HouseholderSequenceType matrixQ() const
@@ -402,7 +402,7 @@ template<typename _MatrixType> class ColPivHouseholderQR
*/
RealScalar maxPivot() const { return m_maxpivot; }
- /** \brief Reports whether the QR factorization was succesful.
+ /** \brief Reports whether the QR factorization was successful.
*
* \note This function always returns \c Success. It is provided for compatibility
* with other factorization routines.
@@ -416,8 +416,10 @@ template<typename _MatrixType> class ColPivHouseholderQR
#ifndef EIGEN_PARSED_BY_DOXYGEN
template<typename RhsType, typename DstType>
- EIGEN_DEVICE_FUNC
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:
@@ -584,8 +586,6 @@ template<typename _MatrixType>
template<typename RhsType, typename DstType>
void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const
{
- eigen_assert(rhs.rows() == rows());
-
const Index nonzero_pivots = nonzeroPivots();
if(nonzero_pivots == 0)
@@ -596,11 +596,7 @@ void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &
typename RhsType::PlainObject c(rhs);
- // Note that the matrix Q = H_0^* H_1^*... so its inverse is Q^* = (H_0 H_1 ...)^T
- c.applyOnTheLeft(householderSequence(m_qr, m_hCoeffs)
- .setLength(nonzero_pivots)
- .transpose()
- );
+ c.applyOnTheLeft(householderQ().setLength(nonzero_pivots).adjoint() );
m_qr.topLeftCorner(nonzero_pivots, nonzero_pivots)
.template triangularView<Upper>()
@@ -609,6 +605,31 @@ void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &
for(Index i = 0; i < nonzero_pivots; ++i) dst.row(m_colsPermutation.indices().coeff(i)) = c.row(i);
for(Index i = nonzero_pivots; i < cols(); ++i) dst.row(m_colsPermutation.indices().coeff(i)).setZero();
}
+
+template<typename _MatrixType>
+template<bool Conjugate, typename RhsType, typename DstType>
+void ColPivHouseholderQR<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
+{
+ const Index nonzero_pivots = nonzeroPivots();
+
+ if(nonzero_pivots == 0)
+ {
+ dst.setZero();
+ return;
+ }
+
+ typename RhsType::PlainObject c(m_colsPermutation.transpose()*rhs);
+
+ m_qr.topLeftCorner(nonzero_pivots, nonzero_pivots)
+ .template triangularView<Upper>()
+ .transpose().template conjugateIf<Conjugate>()
+ .solveInPlace(c.topRows(nonzero_pivots));
+
+ dst.topRows(nonzero_pivots) = c.topRows(nonzero_pivots);
+ dst.bottomRows(rows()-nonzero_pivots).setZero();
+
+ dst.applyOnTheLeft(householderQ().setLength(nonzero_pivots).template conjugateIf<!Conjugate>() );
+}
#endif
namespace internal {