diff options
| author | Stanislaw Halik <sthalik@misaki.pl> | 2019-03-03 21:09:10 +0100 |
|---|---|---|
| committer | Stanislaw Halik <sthalik@misaki.pl> | 2019-03-03 21:10:13 +0100 |
| commit | f0238cfb6997c4acfc2bd200de7295f3fa36968f (patch) | |
| tree | b215183760e4f615b9c1dabc1f116383b72a1b55 /eigen/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h | |
| parent | 543edd372a5193d04b3de9f23c176ab439e51b31 (diff) | |
don't index Eigen
Diffstat (limited to 'eigen/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h')
| -rw-r--r-- | eigen/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h | 91 |
1 files changed, 0 insertions, 91 deletions
diff --git a/eigen/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h b/eigen/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h deleted file mode 100644 index feafd62..0000000 --- a/eigen/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h +++ /dev/null @@ -1,91 +0,0 @@ -namespace Eigen { - -namespace internal { - -// TODO : once qrsolv2 is removed, use ColPivHouseholderQR or PermutationMatrix instead of ipvt -template <typename Scalar> -void qrsolv( - Matrix< Scalar, Dynamic, Dynamic > &s, - // TODO : use a PermutationMatrix once lmpar is no more: - const VectorXi &ipvt, - const Matrix< Scalar, Dynamic, 1 > &diag, - const Matrix< Scalar, Dynamic, 1 > &qtb, - Matrix< Scalar, Dynamic, 1 > &x, - Matrix< Scalar, Dynamic, 1 > &sdiag) - -{ - typedef DenseIndex Index; - - /* Local variables */ - Index i, j, k, l; - Scalar temp; - Index n = s.cols(); - Matrix< Scalar, Dynamic, 1 > wa(n); - JacobiRotation<Scalar> givens; - - /* Function Body */ - // the following will only change the lower triangular part of s, including - // the diagonal, though the diagonal is restored afterward - - /* copy r and (q transpose)*b to preserve input and initialize s. */ - /* in particular, save the diagonal elements of r in x. */ - x = s.diagonal(); - wa = qtb; - - s.topLeftCorner(n,n).template triangularView<StrictlyLower>() = s.topLeftCorner(n,n).transpose(); - - /* eliminate the diagonal matrix d using a givens rotation. */ - for (j = 0; j < n; ++j) { - - /* prepare the row of d to be eliminated, locating the */ - /* diagonal element using p from the qr factorization. */ - l = ipvt[j]; - if (diag[l] == 0.) - break; - sdiag.tail(n-j).setZero(); - sdiag[j] = diag[l]; - - /* the transformations to eliminate the row of d */ - /* modify only a single element of (q transpose)*b */ - /* beyond the first n, which is initially zero. */ - Scalar qtbpj = 0.; - for (k = j; k < n; ++k) { - /* determine a givens rotation which eliminates the */ - /* appropriate element in the current row of d. */ - givens.makeGivens(-s(k,k), sdiag[k]); - - /* compute the modified diagonal element of r and */ - /* the modified element of ((q transpose)*b,0). */ - s(k,k) = givens.c() * s(k,k) + givens.s() * sdiag[k]; - temp = givens.c() * wa[k] + givens.s() * qtbpj; - qtbpj = -givens.s() * wa[k] + givens.c() * qtbpj; - wa[k] = temp; - - /* accumulate the tranformation in the row of s. */ - for (i = k+1; i<n; ++i) { - temp = givens.c() * s(i,k) + givens.s() * sdiag[i]; - sdiag[i] = -givens.s() * s(i,k) + givens.c() * sdiag[i]; - s(i,k) = temp; - } - } - } - - /* solve the triangular system for z. if the system is */ - /* singular, then obtain a least squares solution. */ - Index nsing; - for(nsing=0; nsing<n && sdiag[nsing]!=0; nsing++) {} - - wa.tail(n-nsing).setZero(); - s.topLeftCorner(nsing, nsing).transpose().template triangularView<Upper>().solveInPlace(wa.head(nsing)); - - // restore - sdiag = s.diagonal(); - s.diagonal() = x; - - /* permute the components of z back to components of x. */ - for (j = 0; j < n; ++j) x[ipvt[j]] = wa[j]; -} - -} // end namespace internal - -} // end namespace Eigen |
