diff options
Diffstat (limited to 'Eigen/src/SVD/SVDBase.h')
| -rw-r--r-- | Eigen/src/SVD/SVDBase.h | 107 |
1 files changed, 85 insertions, 22 deletions
diff --git a/Eigen/src/SVD/SVDBase.h b/Eigen/src/SVD/SVDBase.h index cc90a3b75..bc7ab88b4 100644 --- a/Eigen/src/SVD/SVDBase.h +++ b/Eigen/src/SVD/SVDBase.h @@ -17,6 +17,18 @@ #define EIGEN_SVDBASE_H namespace Eigen { + +namespace internal { +template<typename Derived> struct traits<SVDBase<Derived> > + : traits<Derived> +{ + typedef MatrixXpr XprKind; + typedef SolverStorage StorageKind; + typedef int StorageIndex; + enum { Flags = 0 }; +}; +} + /** \ingroup SVD_Module * * @@ -39,20 +51,26 @@ namespace Eigen { * smaller value among \a n and \a p, there are only \a m singular vectors; the remaining columns of \a U and \a V do not correspond to actual * singular vectors. Asking for \em thin \a U or \a V means asking for only their \a m first columns to be formed. So \a U is then a n-by-m matrix, * and \a V is then a p-by-m matrix. Notice that thin \a U and \a V are all you need for (least squares) solving. + * + * The status of the computation can be retrived using the \a info() method. Unless \a info() returns \a Success, the results should be not + * considered well defined. * - * If the input matrix has inf or nan coefficients, the result of the computation is undefined, but the computation is guaranteed to + * If the input matrix has inf or nan coefficients, the result of the computation is undefined, and \a info() will return \a InvalidInput, but the computation is guaranteed to * terminate in finite (and reasonable) time. * \sa class BDCSVD, class JacobiSVD */ -template<typename Derived> -class SVDBase +template<typename Derived> class SVDBase + : public SolverBase<SVDBase<Derived> > { +public: + + template<typename Derived_> + friend struct internal::solve_assertion; -public: typedef typename internal::traits<Derived>::MatrixType MatrixType; typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar; - typedef typename MatrixType::StorageIndex StorageIndex; + typedef typename Eigen::internal::traits<SVDBase>::StorageIndex StorageIndex; typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3 enum { RowsAtCompileTime = MatrixType::RowsAtCompileTime, @@ -82,7 +100,7 @@ public: */ const MatrixUType& matrixU() const { - eigen_assert(m_isInitialized && "SVD is not initialized."); + _check_compute_assertions(); eigen_assert(computeU() && "This SVD decomposition didn't compute U. Did you ask for it?"); return m_matrixU; } @@ -98,7 +116,7 @@ public: */ const MatrixVType& matrixV() const { - eigen_assert(m_isInitialized && "SVD is not initialized."); + _check_compute_assertions(); eigen_assert(computeV() && "This SVD decomposition didn't compute V. Did you ask for it?"); return m_matrixV; } @@ -110,14 +128,14 @@ public: */ const SingularValuesType& singularValues() const { - eigen_assert(m_isInitialized && "SVD is not initialized."); + _check_compute_assertions(); return m_singularValues; } /** \returns the number of singular values that are not exactly 0 */ Index nonzeroSingularValues() const { - eigen_assert(m_isInitialized && "SVD is not initialized."); + _check_compute_assertions(); return m_nonzeroSingularValues; } @@ -130,7 +148,7 @@ public: inline Index rank() const { using std::abs; - eigen_assert(m_isInitialized && "JacobiSVD is not initialized."); + _check_compute_assertions(); if(m_singularValues.size()==0) return 0; RealScalar premultiplied_threshold = numext::maxi<RealScalar>(m_singularValues.coeff(0) * threshold(), (std::numeric_limits<RealScalar>::min)()); Index i = m_nonzeroSingularValues-1; @@ -180,8 +198,10 @@ public: RealScalar threshold() const { eigen_assert(m_isInitialized || m_usePrescribedThreshold); + // this temporary is needed to workaround a MSVC issue + Index diagSize = (std::max<Index>)(1,m_diagSize); return m_usePrescribedThreshold ? m_prescribedThreshold - : (std::max<Index>)(1,m_diagSize)*NumTraits<Scalar>::epsilon(); + : RealScalar(diagSize)*NumTraits<Scalar>::epsilon(); } /** \returns true if \a U (full or thin) is asked for in this SVD decomposition */ @@ -192,6 +212,7 @@ public: inline Index rows() const { return m_rows; } inline Index cols() const { return m_cols; } + #ifdef EIGEN_PARSED_BY_DOXYGEN /** \returns a (least squares) solution of \f$ A x = b \f$ using the current SVD decomposition of A. * * \param b the right-hand-side of the equation to solve. @@ -203,32 +224,55 @@ public: */ template<typename Rhs> inline const Solve<Derived, Rhs> - solve(const MatrixBase<Rhs>& b) const + solve(const MatrixBase<Rhs>& b) const; + #endif + + + /** \brief Reports whether previous computation was successful. + * + * \returns \c Success if computation was successful. + */ + EIGEN_DEVICE_FUNC + ComputationInfo info() const { eigen_assert(m_isInitialized && "SVD is not initialized."); - eigen_assert(computeU() && computeV() && "SVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice)."); - return Solve<Derived, Rhs>(derived(), b.derived()); + return m_info; } - + #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: - + static void check_template_parameters() { EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar); } - + + void _check_compute_assertions() const { + eigen_assert(m_isInitialized && "SVD is not initialized."); + } + + template<bool Transpose_, typename Rhs> + void _check_solve_assertion(const Rhs& b) const { + EIGEN_ONLY_USED_FOR_DEBUG(b); + _check_compute_assertions(); + eigen_assert(computeU() && computeV() && "SVDBase::solve(): Both unitaries U and V are required to be computed (thin unitaries suffice)."); + eigen_assert((Transpose_?cols():rows())==b.rows() && "SVDBase::solve(): invalid number of rows of the right hand side matrix b"); + } + // return true if already allocated bool allocate(Index rows, Index cols, unsigned int computationOptions) ; MatrixUType m_matrixU; MatrixVType m_matrixV; SingularValuesType m_singularValues; + ComputationInfo m_info; bool m_isInitialized, m_isAllocated, m_usePrescribedThreshold; bool m_computeFullU, m_computeThinU; bool m_computeFullV, m_computeThinV; @@ -241,9 +285,14 @@ protected: * Default constructor of SVDBase */ SVDBase() - : m_isInitialized(false), + : m_info(Success), + m_isInitialized(false), m_isAllocated(false), m_usePrescribedThreshold(false), + m_computeFullU(false), + m_computeThinU(false), + m_computeFullV(false), + m_computeThinV(false), m_computationOptions(0), m_rows(-1), m_cols(-1), m_diagSize(0) { @@ -258,17 +307,30 @@ template<typename Derived> template<typename RhsType, typename DstType> void SVDBase<Derived>::_solve_impl(const RhsType &rhs, DstType &dst) const { - eigen_assert(rhs.rows() == rows()); - // A = U S V^* // So A^{-1} = V S^{-1} U^* - Matrix<Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime, RhsType::MaxColsAtCompileTime> tmp; + Matrix<typename RhsType::Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime, RhsType::MaxColsAtCompileTime> tmp; Index l_rank = rank(); tmp.noalias() = m_matrixU.leftCols(l_rank).adjoint() * rhs; tmp = m_singularValues.head(l_rank).asDiagonal().inverse() * tmp; dst = m_matrixV.leftCols(l_rank) * tmp; } + +template<typename Derived> +template<bool Conjugate, typename RhsType, typename DstType> +void SVDBase<Derived>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const +{ + // A = U S V^* + // So A^{-*} = U S^{-1} V^* + // And A^{-T} = U_conj S^{-1} V^T + Matrix<typename RhsType::Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime, RhsType::MaxColsAtCompileTime> tmp; + Index l_rank = rank(); + + tmp.noalias() = m_matrixV.leftCols(l_rank).transpose().template conjugateIf<Conjugate>() * rhs; + tmp = m_singularValues.head(l_rank).asDiagonal().inverse() * tmp; + dst = m_matrixU.template conjugateIf<!Conjugate>().leftCols(l_rank) * tmp; +} #endif template<typename MatrixType> @@ -286,6 +348,7 @@ bool SVDBase<MatrixType>::allocate(Index rows, Index cols, unsigned int computat m_rows = rows; m_cols = cols; + m_info = Success; m_isInitialized = false; m_isAllocated = true; m_computationOptions = computationOptions; |