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author | jjesswan <jessica_wan@brown.edu> | 2024-04-22 21:56:26 -0400 |
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committer | jjesswan <jessica_wan@brown.edu> | 2024-04-22 21:56:26 -0400 |
commit | a556b45abf18f1bd509daaf63b66b7d55e9fd291 (patch) | |
tree | bc9b8a2d184c12aee236e7f9f276a34b84ca552d /engine-ocean/Eigen/src/QR/ColPivHouseholderQR.h | |
parent | cd7c76017a12bb548036571c1ff13e551369d06d (diff) |
add engine version
Diffstat (limited to 'engine-ocean/Eigen/src/QR/ColPivHouseholderQR.h')
-rw-r--r-- | engine-ocean/Eigen/src/QR/ColPivHouseholderQR.h | 674 |
1 files changed, 674 insertions, 0 deletions
diff --git a/engine-ocean/Eigen/src/QR/ColPivHouseholderQR.h b/engine-ocean/Eigen/src/QR/ColPivHouseholderQR.h new file mode 100644 index 0000000..9b677e9 --- /dev/null +++ b/engine-ocean/Eigen/src/QR/ColPivHouseholderQR.h @@ -0,0 +1,674 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> +// Copyright (C) 2009 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_COLPIVOTINGHOUSEHOLDERQR_H +#define EIGEN_COLPIVOTINGHOUSEHOLDERQR_H + +namespace Eigen { + +namespace internal { +template<typename _MatrixType> struct traits<ColPivHouseholderQR<_MatrixType> > + : traits<_MatrixType> +{ + typedef MatrixXpr XprKind; + typedef SolverStorage StorageKind; + typedef int StorageIndex; + enum { Flags = 0 }; +}; + +} // end namespace internal + +/** \ingroup QR_Module + * + * \class ColPivHouseholderQR + * + * \brief Householder rank-revealing QR decomposition of a matrix with column-pivoting + * + * \tparam _MatrixType the type of the matrix of which we are computing the QR decomposition + * + * This class performs a rank-revealing QR decomposition of a matrix \b A into matrices \b P, \b Q and \b R + * such that + * \f[ + * \mathbf{A} \, \mathbf{P} = \mathbf{Q} \, \mathbf{R} + * \f] + * by using Householder transformations. Here, \b P is a permutation matrix, \b Q a unitary matrix and \b R an + * upper triangular matrix. + * + * This decomposition performs column pivoting in order to be rank-revealing and improve + * numerical stability. It is slower than HouseholderQR, and faster than FullPivHouseholderQR. + * + * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism. + * + * \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 { + MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, + MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime + }; + typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; + typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType; + typedef typename internal::plain_row_type<MatrixType, Index>::type IntRowVectorType; + typedef typename internal::plain_row_type<MatrixType>::type RowVectorType; + typedef typename internal::plain_row_type<MatrixType, RealScalar>::type RealRowVectorType; + typedef HouseholderSequence<MatrixType,typename internal::remove_all<typename HCoeffsType::ConjugateReturnType>::type> HouseholderSequenceType; + typedef typename MatrixType::PlainObject PlainObject; + + private: + + typedef typename PermutationType::StorageIndex PermIndexType; + + public: + + /** + * \brief Default Constructor. + * + * The default constructor is useful in cases in which the user intends to + * perform decompositions via ColPivHouseholderQR::compute(const MatrixType&). + */ + ColPivHouseholderQR() + : m_qr(), + m_hCoeffs(), + m_colsPermutation(), + m_colsTranspositions(), + m_temp(), + m_colNormsUpdated(), + m_colNormsDirect(), + m_isInitialized(false), + m_usePrescribedThreshold(false) {} + + /** \brief Default Constructor with memory preallocation + * + * Like the default constructor but with preallocation of the internal data + * according to the specified problem \a size. + * \sa ColPivHouseholderQR() + */ + ColPivHouseholderQR(Index rows, Index cols) + : m_qr(rows, cols), + m_hCoeffs((std::min)(rows,cols)), + m_colsPermutation(PermIndexType(cols)), + m_colsTranspositions(cols), + m_temp(cols), + m_colNormsUpdated(cols), + m_colNormsDirect(cols), + m_isInitialized(false), + m_usePrescribedThreshold(false) {} + + /** \brief Constructs a QR factorization from a given matrix + * + * This constructor computes the QR factorization of the matrix \a matrix by calling + * the method compute(). It is a short cut for: + * + * \code + * ColPivHouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols()); + * qr.compute(matrix); + * \endcode + * + * \sa compute() + */ + template<typename InputType> + explicit ColPivHouseholderQR(const EigenBase<InputType>& matrix) + : m_qr(matrix.rows(), matrix.cols()), + m_hCoeffs((std::min)(matrix.rows(),matrix.cols())), + m_colsPermutation(PermIndexType(matrix.cols())), + m_colsTranspositions(matrix.cols()), + m_temp(matrix.cols()), + m_colNormsUpdated(matrix.cols()), + m_colNormsDirect(matrix.cols()), + m_isInitialized(false), + m_usePrescribedThreshold(false) + { + compute(matrix.derived()); + } + + /** \brief Constructs a QR factorization from a given matrix + * + * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref. + * + * \sa ColPivHouseholderQR(const EigenBase&) + */ + template<typename InputType> + explicit ColPivHouseholderQR(EigenBase<InputType>& matrix) + : m_qr(matrix.derived()), + m_hCoeffs((std::min)(matrix.rows(),matrix.cols())), + m_colsPermutation(PermIndexType(matrix.cols())), + m_colsTranspositions(matrix.cols()), + m_temp(matrix.cols()), + m_colNormsUpdated(matrix.cols()), + m_colNormsDirect(matrix.cols()), + m_isInitialized(false), + m_usePrescribedThreshold(false) + { + 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. + * + * \param b the right-hand-side of the equation to solve. + * + * \returns a solution. + * + * \note_about_checking_solutions + * + * \note_about_arbitrary_choice_of_solution + * + * Example: \include ColPivHouseholderQR_solve.cpp + * Output: \verbinclude ColPivHouseholderQR_solve.out + */ + template<typename Rhs> + inline const Solve<ColPivHouseholderQR, Rhs> + solve(const MatrixBase<Rhs>& b) const; + #endif + + HouseholderSequenceType householderQ() const; + HouseholderSequenceType matrixQ() const + { + return householderQ(); + } + + /** \returns a reference to the matrix where the Householder QR decomposition is stored + */ + const MatrixType& matrixQR() const + { + eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); + return m_qr; + } + + /** \returns a reference to the matrix where the result Householder QR is stored + * \warning The strict lower part of this matrix contains internal values. + * Only the upper triangular part should be referenced. To get it, use + * \code matrixR().template triangularView<Upper>() \endcode + * For rank-deficient matrices, use + * \code + * matrixR().topLeftCorner(rank(), rank()).template triangularView<Upper>() + * \endcode + */ + const MatrixType& matrixR() const + { + eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); + return m_qr; + } + + template<typename InputType> + ColPivHouseholderQR& compute(const EigenBase<InputType>& matrix); + + /** \returns a const reference to the column permutation matrix */ + const PermutationType& colsPermutation() const + { + eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); + return m_colsPermutation; + } + + /** \returns the absolute value of the determinant of the matrix of which + * *this is the QR decomposition. It has only linear complexity + * (that is, O(n) where n is the dimension of the square matrix) + * as the QR decomposition has already been computed. + * + * \note This is only for square matrices. + * + * \warning a determinant can be very big or small, so for matrices + * of large enough dimension, there is a risk of overflow/underflow. + * One way to work around that is to use logAbsDeterminant() instead. + * + * \sa logAbsDeterminant(), MatrixBase::determinant() + */ + typename MatrixType::RealScalar absDeterminant() const; + + /** \returns the natural log of the absolute value of the determinant of the matrix of which + * *this is the QR decomposition. It has only linear complexity + * (that is, O(n) where n is the dimension of the square matrix) + * as the QR decomposition has already been computed. + * + * \note This is only for square matrices. + * + * \note This method is useful to work around the risk of overflow/underflow that's inherent + * to determinant computation. + * + * \sa absDeterminant(), MatrixBase::determinant() + */ + typename MatrixType::RealScalar logAbsDeterminant() const; + + /** \returns the rank of the matrix of which *this is the QR decomposition. + * + * \note This method has to determine which pivots should be considered nonzero. + * For that, it uses the threshold value that you can control by calling + * setThreshold(const RealScalar&). + */ + inline Index rank() const + { + using std::abs; + eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); + RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); + Index result = 0; + for(Index i = 0; i < m_nonzero_pivots; ++i) + result += (abs(m_qr.coeff(i,i)) > premultiplied_threshold); + return result; + } + + /** \returns the dimension of the kernel of the matrix of which *this is the QR decomposition. + * + * \note This method has to determine which pivots should be considered nonzero. + * For that, it uses the threshold value that you can control by calling + * setThreshold(const RealScalar&). + */ + inline Index dimensionOfKernel() const + { + eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); + return cols() - rank(); + } + + /** \returns true if the matrix of which *this is the QR decomposition represents an injective + * linear map, i.e. has trivial kernel; false otherwise. + * + * \note This method has to determine which pivots should be considered nonzero. + * For that, it uses the threshold value that you can control by calling + * setThreshold(const RealScalar&). + */ + inline bool isInjective() const + { + eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); + return rank() == cols(); + } + + /** \returns true if the matrix of which *this is the QR decomposition represents a surjective + * linear map; false otherwise. + * + * \note This method has to determine which pivots should be considered nonzero. + * For that, it uses the threshold value that you can control by calling + * setThreshold(const RealScalar&). + */ + inline bool isSurjective() const + { + eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); + return rank() == rows(); + } + + /** \returns true if the matrix of which *this is the QR decomposition is invertible. + * + * \note This method has to determine which pivots should be considered nonzero. + * For that, it uses the threshold value that you can control by calling + * setThreshold(const RealScalar&). + */ + inline bool isInvertible() const + { + eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); + return isInjective() && isSurjective(); + } + + /** \returns the inverse of the matrix of which *this is the QR decomposition. + * + * \note If this matrix is not invertible, the returned matrix has undefined coefficients. + * Use isInvertible() to first determine whether this matrix is invertible. + */ + inline const Inverse<ColPivHouseholderQR> inverse() const + { + eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); + return Inverse<ColPivHouseholderQR>(*this); + } + + inline Index rows() const { return m_qr.rows(); } + inline Index cols() const { return m_qr.cols(); } + + /** \returns a const reference to the vector of Householder coefficients used to represent the factor \c Q. + * + * For advanced uses only. + */ + const HCoeffsType& hCoeffs() const { return m_hCoeffs; } + + /** Allows to prescribe a threshold to be used by certain methods, such as rank(), + * who need to determine when pivots are to be considered nonzero. This is not used for the + * QR decomposition itself. + * + * When it needs to get the threshold value, Eigen calls threshold(). By default, this + * uses a formula to automatically determine a reasonable threshold. + * Once you have called the present method setThreshold(const RealScalar&), + * your value is used instead. + * + * \param threshold The new value to use as the threshold. + * + * A pivot will be considered nonzero if its absolute value is strictly greater than + * \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$ + * where maxpivot is the biggest pivot. + * + * If you want to come back to the default behavior, call setThreshold(Default_t) + */ + ColPivHouseholderQR& setThreshold(const RealScalar& threshold) + { + m_usePrescribedThreshold = true; + m_prescribedThreshold = threshold; + return *this; + } + + /** Allows to come back to the default behavior, letting Eigen use its default formula for + * determining the threshold. + * + * You should pass the special object Eigen::Default as parameter here. + * \code qr.setThreshold(Eigen::Default); \endcode + * + * See the documentation of setThreshold(const RealScalar&). + */ + ColPivHouseholderQR& setThreshold(Default_t) + { + m_usePrescribedThreshold = false; + return *this; + } + + /** Returns the threshold that will be used by certain methods such as rank(). + * + * See the documentation of setThreshold(const RealScalar&). + */ + RealScalar threshold() const + { + eigen_assert(m_isInitialized || m_usePrescribedThreshold); + return m_usePrescribedThreshold ? m_prescribedThreshold + // this formula comes from experimenting (see "LU precision tuning" thread on the list) + // and turns out to be identical to Higham's formula used already in LDLt. + : NumTraits<Scalar>::epsilon() * RealScalar(m_qr.diagonalSize()); + } + + /** \returns the number of nonzero pivots in the QR decomposition. + * Here nonzero is meant in the exact sense, not in a fuzzy sense. + * So that notion isn't really intrinsically interesting, but it is + * still useful when implementing algorithms. + * + * \sa rank() + */ + inline Index nonzeroPivots() const + { + eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); + return m_nonzero_pivots; + } + + /** \returns the absolute value of the biggest pivot, i.e. the biggest + * diagonal coefficient of R. + */ + RealScalar maxPivot() const { return m_maxpivot; } + + /** \brief Reports whether the QR factorization was successful. + * + * \note This function always returns \c Success. It is provided for compatibility + * with other factorization routines. + * \returns \c Success + */ + ComputationInfo info() const + { + eigen_assert(m_isInitialized && "Decomposition is not initialized."); + return Success; + } + + #ifndef EIGEN_PARSED_BY_DOXYGEN + template<typename RhsType, typename DstType> + 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: + + friend class CompleteOrthogonalDecomposition<MatrixType>; + + static void check_template_parameters() + { + EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar); + } + + void computeInPlace(); + + MatrixType m_qr; + HCoeffsType m_hCoeffs; + PermutationType m_colsPermutation; + IntRowVectorType m_colsTranspositions; + RowVectorType m_temp; + RealRowVectorType m_colNormsUpdated; + RealRowVectorType m_colNormsDirect; + bool m_isInitialized, m_usePrescribedThreshold; + RealScalar m_prescribedThreshold, m_maxpivot; + Index m_nonzero_pivots; + Index m_det_pq; +}; + +template<typename MatrixType> +typename MatrixType::RealScalar ColPivHouseholderQR<MatrixType>::absDeterminant() const +{ + using std::abs; + eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); + eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!"); + return abs(m_qr.diagonal().prod()); +} + +template<typename MatrixType> +typename MatrixType::RealScalar ColPivHouseholderQR<MatrixType>::logAbsDeterminant() const +{ + eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); + eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!"); + return m_qr.diagonal().cwiseAbs().array().log().sum(); +} + +/** Performs the QR factorization of the given matrix \a matrix. The result of + * the factorization is stored into \c *this, and a reference to \c *this + * is returned. + * + * \sa class ColPivHouseholderQR, ColPivHouseholderQR(const MatrixType&) + */ +template<typename MatrixType> +template<typename InputType> +ColPivHouseholderQR<MatrixType>& ColPivHouseholderQR<MatrixType>::compute(const EigenBase<InputType>& matrix) +{ + m_qr = matrix.derived(); + computeInPlace(); + return *this; +} + +template<typename MatrixType> +void ColPivHouseholderQR<MatrixType>::computeInPlace() +{ + check_template_parameters(); + + // the column permutation is stored as int indices, so just to be sure: + eigen_assert(m_qr.cols()<=NumTraits<int>::highest()); + + using std::abs; + + Index rows = m_qr.rows(); + Index cols = m_qr.cols(); + Index size = m_qr.diagonalSize(); + + m_hCoeffs.resize(size); + + m_temp.resize(cols); + + m_colsTranspositions.resize(m_qr.cols()); + Index number_of_transpositions = 0; + + m_colNormsUpdated.resize(cols); + m_colNormsDirect.resize(cols); + for (Index k = 0; k < cols; ++k) { + // colNormsDirect(k) caches the most recent directly computed norm of + // column k. + m_colNormsDirect.coeffRef(k) = m_qr.col(k).norm(); + m_colNormsUpdated.coeffRef(k) = m_colNormsDirect.coeffRef(k); + } + + RealScalar threshold_helper = numext::abs2<RealScalar>(m_colNormsUpdated.maxCoeff() * NumTraits<RealScalar>::epsilon()) / RealScalar(rows); + RealScalar norm_downdate_threshold = numext::sqrt(NumTraits<RealScalar>::epsilon()); + + m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case) + m_maxpivot = RealScalar(0); + + for(Index k = 0; k < size; ++k) + { + // first, we look up in our table m_colNormsUpdated which column has the biggest norm + Index biggest_col_index; + RealScalar biggest_col_sq_norm = numext::abs2(m_colNormsUpdated.tail(cols-k).maxCoeff(&biggest_col_index)); + biggest_col_index += k; + + // Track the number of meaningful pivots but do not stop the decomposition to make + // sure that the initial matrix is properly reproduced. See bug 941. + if(m_nonzero_pivots==size && biggest_col_sq_norm < threshold_helper * RealScalar(rows-k)) + m_nonzero_pivots = k; + + // apply the transposition to the columns + m_colsTranspositions.coeffRef(k) = biggest_col_index; + if(k != biggest_col_index) { + m_qr.col(k).swap(m_qr.col(biggest_col_index)); + std::swap(m_colNormsUpdated.coeffRef(k), m_colNormsUpdated.coeffRef(biggest_col_index)); + std::swap(m_colNormsDirect.coeffRef(k), m_colNormsDirect.coeffRef(biggest_col_index)); + ++number_of_transpositions; + } + + // generate the householder vector, store it below the diagonal + RealScalar beta; + m_qr.col(k).tail(rows-k).makeHouseholderInPlace(m_hCoeffs.coeffRef(k), beta); + + // apply the householder transformation to the diagonal coefficient + m_qr.coeffRef(k,k) = beta; + + // remember the maximum absolute value of diagonal coefficients + if(abs(beta) > m_maxpivot) m_maxpivot = abs(beta); + + // apply the householder transformation + m_qr.bottomRightCorner(rows-k, cols-k-1) + .applyHouseholderOnTheLeft(m_qr.col(k).tail(rows-k-1), m_hCoeffs.coeffRef(k), &m_temp.coeffRef(k+1)); + + // update our table of norms of the columns + for (Index j = k + 1; j < cols; ++j) { + // The following implements the stable norm downgrade step discussed in + // http://www.netlib.org/lapack/lawnspdf/lawn176.pdf + // and used in LAPACK routines xGEQPF and xGEQP3. + // See lines 278-297 in http://www.netlib.org/lapack/explore-html/dc/df4/sgeqpf_8f_source.html + if (m_colNormsUpdated.coeffRef(j) != RealScalar(0)) { + RealScalar temp = abs(m_qr.coeffRef(k, j)) / m_colNormsUpdated.coeffRef(j); + temp = (RealScalar(1) + temp) * (RealScalar(1) - temp); + temp = temp < RealScalar(0) ? RealScalar(0) : temp; + RealScalar temp2 = temp * numext::abs2<RealScalar>(m_colNormsUpdated.coeffRef(j) / + m_colNormsDirect.coeffRef(j)); + if (temp2 <= norm_downdate_threshold) { + // The updated norm has become too inaccurate so re-compute the column + // norm directly. + m_colNormsDirect.coeffRef(j) = m_qr.col(j).tail(rows - k - 1).norm(); + m_colNormsUpdated.coeffRef(j) = m_colNormsDirect.coeffRef(j); + } else { + m_colNormsUpdated.coeffRef(j) *= numext::sqrt(temp); + } + } + } + } + + m_colsPermutation.setIdentity(PermIndexType(cols)); + for(PermIndexType k = 0; k < size/*m_nonzero_pivots*/; ++k) + m_colsPermutation.applyTranspositionOnTheRight(k, PermIndexType(m_colsTranspositions.coeff(k))); + + m_det_pq = (number_of_transpositions%2) ? -1 : 1; + m_isInitialized = true; +} + +#ifndef EIGEN_PARSED_BY_DOXYGEN +template<typename _MatrixType> +template<typename RhsType, typename DstType> +void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const +{ + const Index nonzero_pivots = nonzeroPivots(); + + if(nonzero_pivots == 0) + { + dst.setZero(); + return; + } + + typename RhsType::PlainObject c(rhs); + + c.applyOnTheLeft(householderQ().setLength(nonzero_pivots).adjoint() ); + + m_qr.topLeftCorner(nonzero_pivots, nonzero_pivots) + .template triangularView<Upper>() + .solveInPlace(c.topRows(nonzero_pivots)); + + 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 { + +template<typename DstXprType, typename MatrixType> +struct Assignment<DstXprType, Inverse<ColPivHouseholderQR<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename ColPivHouseholderQR<MatrixType>::Scalar>, Dense2Dense> +{ + typedef ColPivHouseholderQR<MatrixType> QrType; + typedef Inverse<QrType> SrcXprType; + static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename QrType::Scalar> &) + { + dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.cols())); + } +}; + +} // end namespace internal + +/** \returns the matrix Q as a sequence of householder transformations. + * You can extract the meaningful part only by using: + * \code qr.householderQ().setLength(qr.nonzeroPivots()) \endcode*/ +template<typename MatrixType> +typename ColPivHouseholderQR<MatrixType>::HouseholderSequenceType ColPivHouseholderQR<MatrixType> + ::householderQ() const +{ + eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized."); + return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate()); +} + +/** \return the column-pivoting Householder QR decomposition of \c *this. + * + * \sa class ColPivHouseholderQR + */ +template<typename Derived> +const ColPivHouseholderQR<typename MatrixBase<Derived>::PlainObject> +MatrixBase<Derived>::colPivHouseholderQr() const +{ + return ColPivHouseholderQR<PlainObject>(eval()); +} + +} // end namespace Eigen + +#endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_H |