#ifndef EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H
#define EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H
#include "./InternalHeaderCheck.h"
namespace Eigen {
namespace internal {
template <typename MatrixType_, typename PermutationIndex_>
struct traits<FullPivHouseholderQR<MatrixType_, PermutationIndex_> > : traits<MatrixType_> {
typedef MatrixXpr XprKind;
typedef SolverStorage StorageKind;
typedef PermutationIndex_ PermutationIndex;
enum { Flags = 0 };
};
template <typename MatrixType, typename PermutationIndex>
struct FullPivHouseholderQRMatrixQReturnType;
template <typename MatrixType, typename PermutationIndex>
struct traits<FullPivHouseholderQRMatrixQReturnType<MatrixType, PermutationIndex> > {
typedef typename MatrixType::PlainObject ReturnType;
};
}
template <typename MatrixType_, typename PermutationIndex_>
class FullPivHouseholderQR : public SolverBase<FullPivHouseholderQR<MatrixType_, PermutationIndex_> > {
public:
typedef MatrixType_ MatrixType;
typedef SolverBase<FullPivHouseholderQR> Base;
friend class SolverBase<FullPivHouseholderQR>;
typedef PermutationIndex_ PermutationIndex;
EIGEN_GENERIC_PUBLIC_INTERFACE(FullPivHouseholderQR)
enum {
MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
};
typedef internal::FullPivHouseholderQRMatrixQReturnType<MatrixType, PermutationIndex> MatrixQReturnType;
typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
typedef Matrix<PermutationIndex, 1, internal::min_size_prefer_dynamic(ColsAtCompileTime, RowsAtCompileTime), RowMajor,
1, internal::min_size_prefer_fixed(MaxColsAtCompileTime, MaxRowsAtCompileTime)>
IntDiagSizeVectorType;
typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime, PermutationIndex> PermutationType;
typedef typename internal::plain_row_type<MatrixType>::type RowVectorType;
typedef typename internal::plain_col_type<MatrixType>::type ColVectorType;
typedef typename MatrixType::PlainObject PlainObject;
ComputationInfo info() const {
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
return Success;
}
FullPivHouseholderQR()
: m_qr(),
m_hCoeffs(),
m_rows_transpositions(),
m_cols_transpositions(),
m_cols_permutation(),
m_temp(),
m_isInitialized(false),
m_usePrescribedThreshold(false) {}
FullPivHouseholderQR(Index rows, Index cols)
: m_qr(rows, cols),
m_hCoeffs((std::min)(rows, cols)),
m_rows_transpositions((std::min)(rows, cols)),
m_cols_transpositions((std::min)(rows, cols)),
m_cols_permutation(cols),
m_temp(cols),
m_isInitialized(false),
m_usePrescribedThreshold(false) {}
template <typename InputType>
explicit FullPivHouseholderQR(const EigenBase<InputType>& matrix)
: m_qr(matrix.rows(), matrix.cols()),
m_hCoeffs((std::min)(matrix.rows(), matrix.cols())),
m_rows_transpositions((std::min)(matrix.rows(), matrix.cols())),
m_cols_transpositions((std::min)(matrix.rows(), matrix.cols())),
m_cols_permutation(matrix.cols()),
m_temp(matrix.cols()),
m_isInitialized(false),
m_usePrescribedThreshold(false) {
compute(matrix.derived());
}
template <typename InputType>
explicit FullPivHouseholderQR(EigenBase<InputType>& matrix)
: m_qr(matrix.derived()),
m_hCoeffs((std::min)(matrix.rows(), matrix.cols())),
m_rows_transpositions((std::min)(matrix.rows(), matrix.cols())),
m_cols_transpositions((std::min)(matrix.rows(), matrix.cols())),
m_cols_permutation(matrix.cols()),
m_temp(matrix.cols()),
m_isInitialized(false),
m_usePrescribedThreshold(false) {
computeInPlace();
}
#ifdef EIGEN_PARSED_BY_DOXYGEN
template <typename Rhs>
inline const Solve<FullPivHouseholderQR, Rhs> solve(const MatrixBase<Rhs>& b) const;
#endif
MatrixQReturnType matrixQ(void) const;
const MatrixType& matrixQR() const {
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
return m_qr;
}
template <typename InputType>
FullPivHouseholderQR& compute(const EigenBase<InputType>& matrix);
const PermutationType& colsPermutation() const {
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
return m_cols_permutation;
}
const IntDiagSizeVectorType& rowsTranspositions() const {
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
return m_rows_transpositions;
}
typename MatrixType::Scalar determinant() const;
typename MatrixType::RealScalar absDeterminant() const;
typename MatrixType::RealScalar logAbsDeterminant() const;
typename MatrixType::Scalar signDeterminant() const;
inline Index rank() const {
using std::abs;
eigen_assert(m_isInitialized && "FullPivHouseholderQR 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;
}
inline Index dimensionOfKernel() const {
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
return cols() - rank();
}
inline bool isInjective() const {
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
return rank() == cols();
}
inline bool isSurjective() const {
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
return rank() == rows();
}
inline bool isInvertible() const {
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
return isInjective() && isSurjective();
}
inline const Inverse<FullPivHouseholderQR> inverse() const {
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
return Inverse<FullPivHouseholderQR>(*this);
}
inline Index rows() const { return m_qr.rows(); }
inline Index cols() const { return m_qr.cols(); }
const HCoeffsType& hCoeffs() const { return m_hCoeffs; }
FullPivHouseholderQR& setThreshold(const RealScalar& threshold) {
m_usePrescribedThreshold = true;
m_prescribedThreshold = threshold;
return *this;
}
FullPivHouseholderQR& setThreshold(Default_t) {
m_usePrescribedThreshold = false;
return *this;
}
RealScalar threshold() const {
eigen_assert(m_isInitialized || m_usePrescribedThreshold);
return m_usePrescribedThreshold ? m_prescribedThreshold
: NumTraits<Scalar>::epsilon() * RealScalar(m_qr.diagonalSize());
}
inline Index nonzeroPivots() const {
eigen_assert(m_isInitialized && "LU is not initialized.");
return m_nonzero_pivots;
}
RealScalar maxPivot() const { return m_maxpivot; }
#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:
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar)
void computeInPlace();
MatrixType m_qr;
HCoeffsType m_hCoeffs;
IntDiagSizeVectorType m_rows_transpositions;
IntDiagSizeVectorType m_cols_transpositions;
PermutationType m_cols_permutation;
RowVectorType m_temp;
bool m_isInitialized, m_usePrescribedThreshold;
RealScalar m_prescribedThreshold, m_maxpivot;
Index m_nonzero_pivots;
RealScalar m_precision;
Index m_det_p;
};
template <typename MatrixType, typename PermutationIndex>
typename MatrixType::Scalar FullPivHouseholderQR<MatrixType, PermutationIndex>::determinant() const {
eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
Scalar detQ;
internal::householder_determinant<HCoeffsType, Scalar, NumTraits<Scalar>::IsComplex>::run(m_hCoeffs, detQ);
return isInjective() ? (detQ * Scalar(m_det_p)) * m_qr.diagonal().prod() : Scalar(0);
}
template <typename MatrixType, typename PermutationIndex>
typename MatrixType::RealScalar FullPivHouseholderQR<MatrixType, PermutationIndex>::absDeterminant() const {
using std::abs;
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
return isInjective() ? abs(m_qr.diagonal().prod()) : RealScalar(0);
}
template <typename MatrixType, typename PermutationIndex>
typename MatrixType::RealScalar FullPivHouseholderQR<MatrixType, PermutationIndex>::logAbsDeterminant() const {
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
return isInjective() ? m_qr.diagonal().cwiseAbs().array().log().sum() : -NumTraits<RealScalar>::infinity();
}
template <typename MatrixType, typename PermutationIndex>
typename MatrixType::Scalar FullPivHouseholderQR<MatrixType, PermutationIndex>::signDeterminant() const {
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
Scalar detQ;
internal::householder_determinant<HCoeffsType, Scalar, NumTraits<Scalar>::IsComplex>::run(m_hCoeffs, detQ);
return isInjective() ? (detQ * Scalar(m_det_p)) * m_qr.diagonal().array().sign().prod() : Scalar(0);
}
template <typename MatrixType, typename PermutationIndex>
template <typename InputType>
FullPivHouseholderQR<MatrixType, PermutationIndex>& FullPivHouseholderQR<MatrixType, PermutationIndex>::compute(
const EigenBase<InputType>& matrix) {
m_qr = matrix.derived();
computeInPlace();
return *this;
}
template <typename MatrixType, typename PermutationIndex>
void FullPivHouseholderQR<MatrixType, PermutationIndex>::computeInPlace() {
eigen_assert(m_qr.cols() <= NumTraits<PermutationIndex>::highest());
using std::abs;
Index rows = m_qr.rows();
Index cols = m_qr.cols();
Index size = (std::min)(rows, cols);
m_hCoeffs.resize(size);
m_temp.resize(cols);
m_precision = NumTraits<Scalar>::epsilon() * RealScalar(size);
m_rows_transpositions.resize(size);
m_cols_transpositions.resize(size);
Index number_of_transpositions = 0;
RealScalar biggest(0);
m_nonzero_pivots = size; m_maxpivot = RealScalar(0);
for (Index k = 0; k < size; ++k) {
Index row_of_biggest_in_corner, col_of_biggest_in_corner;
typedef internal::scalar_score_coeff_op<Scalar> Scoring;
typedef typename Scoring::result_type Score;
Score score = m_qr.bottomRightCorner(rows - k, cols - k)
.unaryExpr(Scoring())
.maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner);
row_of_biggest_in_corner += k;
col_of_biggest_in_corner += k;
RealScalar biggest_in_corner =
internal::abs_knowing_score<Scalar>()(m_qr(row_of_biggest_in_corner, col_of_biggest_in_corner), score);
if (k == 0) biggest = biggest_in_corner;
if (internal::isMuchSmallerThan(biggest_in_corner, biggest, m_precision)) {
m_nonzero_pivots = k;
for (Index i = k; i < size; i++) {
m_rows_transpositions.coeffRef(i) = internal::convert_index<PermutationIndex>(i);
m_cols_transpositions.coeffRef(i) = internal::convert_index<PermutationIndex>(i);
m_hCoeffs.coeffRef(i) = Scalar(0);
}
break;
}
m_rows_transpositions.coeffRef(k) = internal::convert_index<PermutationIndex>(row_of_biggest_in_corner);
m_cols_transpositions.coeffRef(k) = internal::convert_index<PermutationIndex>(col_of_biggest_in_corner);
if (k != row_of_biggest_in_corner) {
m_qr.row(k).tail(cols - k).swap(m_qr.row(row_of_biggest_in_corner).tail(cols - k));
++number_of_transpositions;
}
if (k != col_of_biggest_in_corner) {
m_qr.col(k).swap(m_qr.col(col_of_biggest_in_corner));
++number_of_transpositions;
}
RealScalar beta;
m_qr.col(k).tail(rows - k).makeHouseholderInPlace(m_hCoeffs.coeffRef(k), beta);
m_qr.coeffRef(k, k) = beta;
if (abs(beta) > m_maxpivot) m_maxpivot = abs(beta);
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));
}
m_cols_permutation.setIdentity(cols);
for (Index k = 0; k < size; ++k) m_cols_permutation.applyTranspositionOnTheRight(k, m_cols_transpositions.coeff(k));
m_det_p = (number_of_transpositions % 2) ? -1 : 1;
m_isInitialized = true;
}
#ifndef EIGEN_PARSED_BY_DOXYGEN
template <typename MatrixType_, typename PermutationIndex_>
template <typename RhsType, typename DstType>
void FullPivHouseholderQR<MatrixType_, PermutationIndex_>::_solve_impl(const RhsType& rhs, DstType& dst) const {
const Index l_rank = rank();
if (l_rank == 0) {
dst.setZero();
return;
}
typename RhsType::PlainObject c(rhs);
Matrix<typename RhsType::Scalar, 1, RhsType::ColsAtCompileTime> temp(rhs.cols());
for (Index k = 0; k < l_rank; ++k) {
Index remainingSize = rows() - k;
c.row(k).swap(c.row(m_rows_transpositions.coeff(k)));
c.bottomRightCorner(remainingSize, rhs.cols())
.applyHouseholderOnTheLeft(m_qr.col(k).tail(remainingSize - 1), m_hCoeffs.coeff(k), &temp.coeffRef(0));
}
m_qr.topLeftCorner(l_rank, l_rank).template triangularView<Upper>().solveInPlace(c.topRows(l_rank));
for (Index i = 0; i < l_rank; ++i) dst.row(m_cols_permutation.indices().coeff(i)) = c.row(i);
for (Index i = l_rank; i < cols(); ++i) dst.row(m_cols_permutation.indices().coeff(i)).setZero();
}
template <typename MatrixType_, typename PermutationIndex_>
template <bool Conjugate, typename RhsType, typename DstType>
void FullPivHouseholderQR<MatrixType_, PermutationIndex_>::_solve_impl_transposed(const RhsType& rhs,
DstType& dst) const {
const Index l_rank = rank();
if (l_rank == 0) {
dst.setZero();
return;
}
typename RhsType::PlainObject c(m_cols_permutation.transpose() * rhs);
m_qr.topLeftCorner(l_rank, l_rank)
.template triangularView<Upper>()
.transpose()
.template conjugateIf<Conjugate>()
.solveInPlace(c.topRows(l_rank));
dst.topRows(l_rank) = c.topRows(l_rank);
dst.bottomRows(rows() - l_rank).setZero();
Matrix<Scalar, 1, DstType::ColsAtCompileTime> temp(dst.cols());
const Index size = (std::min)(rows(), cols());
for (Index k = size - 1; k >= 0; --k) {
Index remainingSize = rows() - k;
dst.bottomRightCorner(remainingSize, dst.cols())
.applyHouseholderOnTheLeft(m_qr.col(k).tail(remainingSize - 1).template conjugateIf<!Conjugate>(),
m_hCoeffs.template conjugateIf<Conjugate>().coeff(k), &temp.coeffRef(0));
dst.row(k).swap(dst.row(m_rows_transpositions.coeff(k)));
}
}
#endif
namespace internal {
template <typename DstXprType, typename MatrixType, typename PermutationIndex>
struct Assignment<DstXprType, Inverse<FullPivHouseholderQR<MatrixType, PermutationIndex> >,
internal::assign_op<typename DstXprType::Scalar,
typename FullPivHouseholderQR<MatrixType, PermutationIndex>::Scalar>,
Dense2Dense> {
typedef FullPivHouseholderQR<MatrixType, PermutationIndex> 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()));
}
};
template <typename MatrixType, typename PermutationIndex>
struct FullPivHouseholderQRMatrixQReturnType
: public ReturnByValue<FullPivHouseholderQRMatrixQReturnType<MatrixType, PermutationIndex> > {
public:
typedef typename FullPivHouseholderQR<MatrixType, PermutationIndex>::IntDiagSizeVectorType IntDiagSizeVectorType;
typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
typedef Matrix<typename MatrixType::Scalar, 1, MatrixType::RowsAtCompileTime, RowMajor, 1,
MatrixType::MaxRowsAtCompileTime>
WorkVectorType;
FullPivHouseholderQRMatrixQReturnType(const MatrixType& qr, const HCoeffsType& hCoeffs,
const IntDiagSizeVectorType& rowsTranspositions)
: m_qr(qr), m_hCoeffs(hCoeffs), m_rowsTranspositions(rowsTranspositions) {}
template <typename ResultType>
void evalTo(ResultType& result) const {
const Index rows = m_qr.rows();
WorkVectorType workspace(rows);
evalTo(result, workspace);
}
template <typename ResultType>
void evalTo(ResultType& result, WorkVectorType& workspace) const {
using numext::conj;
const Index rows = m_qr.rows();
const Index cols = m_qr.cols();
const Index size = (std::min)(rows, cols);
workspace.resize(rows);
result.setIdentity(rows, rows);
for (Index k = size - 1; k >= 0; k--) {
result.block(k, k, rows - k, rows - k)
.applyHouseholderOnTheLeft(m_qr.col(k).tail(rows - k - 1), conj(m_hCoeffs.coeff(k)), &workspace.coeffRef(k));
result.row(k).swap(result.row(m_rowsTranspositions.coeff(k)));
}
}
Index rows() const { return m_qr.rows(); }
Index cols() const { return m_qr.rows(); }
protected:
typename MatrixType::Nested m_qr;
typename HCoeffsType::Nested m_hCoeffs;
typename IntDiagSizeVectorType::Nested m_rowsTranspositions;
};
}
template <typename MatrixType, typename PermutationIndex>
inline typename FullPivHouseholderQR<MatrixType, PermutationIndex>::MatrixQReturnType
FullPivHouseholderQR<MatrixType, PermutationIndex>::matrixQ() const {
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
return MatrixQReturnType(m_qr, m_hCoeffs, m_rows_transpositions);
}
template <typename Derived>
template <typename PermutationIndex>
const FullPivHouseholderQR<typename MatrixBase<Derived>::PlainObject, PermutationIndex>
MatrixBase<Derived>::fullPivHouseholderQr() const {
return FullPivHouseholderQR<PlainObject, PermutationIndex>(eval());
}
}
#endif