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Diffstat (limited to 'eigen/Eigen/src/Householder/BlockHouseholder.h')
-rw-r--r-- | eigen/Eigen/src/Householder/BlockHouseholder.h | 68 |
1 files changed, 68 insertions, 0 deletions
diff --git a/eigen/Eigen/src/Householder/BlockHouseholder.h b/eigen/Eigen/src/Householder/BlockHouseholder.h new file mode 100644 index 0000000..60dbea5 --- /dev/null +++ b/eigen/Eigen/src/Householder/BlockHouseholder.h @@ -0,0 +1,68 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2010 Vincent Lejeune +// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr> +// +// 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_BLOCK_HOUSEHOLDER_H +#define EIGEN_BLOCK_HOUSEHOLDER_H + +// This file contains some helper function to deal with block householder reflectors + +namespace Eigen { + +namespace internal { + +/** \internal */ +template<typename TriangularFactorType,typename VectorsType,typename CoeffsType> +void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const CoeffsType& hCoeffs) +{ + typedef typename TriangularFactorType::Index Index; + typedef typename VectorsType::Scalar Scalar; + const Index nbVecs = vectors.cols(); + eigen_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows()>=nbVecs); + + for(Index i = 0; i < nbVecs; i++) + { + Index rs = vectors.rows() - i; + Scalar Vii = vectors(i,i); + vectors.const_cast_derived().coeffRef(i,i) = Scalar(1); + triFactor.col(i).head(i).noalias() = -hCoeffs(i) * vectors.block(i, 0, rs, i).adjoint() + * vectors.col(i).tail(rs); + vectors.const_cast_derived().coeffRef(i, i) = Vii; + // FIXME add .noalias() once the triangular product can work inplace + triFactor.col(i).head(i) = triFactor.block(0,0,i,i).template triangularView<Upper>() + * triFactor.col(i).head(i); + triFactor(i,i) = hCoeffs(i); + } +} + +/** \internal */ +template<typename MatrixType,typename VectorsType,typename CoeffsType> +void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vectors, const CoeffsType& hCoeffs) +{ + typedef typename MatrixType::Index Index; + enum { TFactorSize = MatrixType::ColsAtCompileTime }; + Index nbVecs = vectors.cols(); + Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize, ColMajor> T(nbVecs,nbVecs); + make_block_householder_triangular_factor(T, vectors, hCoeffs); + + const TriangularView<const VectorsType, UnitLower>& V(vectors); + + // A -= V T V^* A + Matrix<typename MatrixType::Scalar,VectorsType::ColsAtCompileTime,MatrixType::ColsAtCompileTime,0, + VectorsType::MaxColsAtCompileTime,MatrixType::MaxColsAtCompileTime> tmp = V.adjoint() * mat; + // FIXME add .noalias() once the triangular product can work inplace + tmp = T.template triangularView<Upper>().adjoint() * tmp; + mat.noalias() -= V * tmp; +} + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_BLOCK_HOUSEHOLDER_H |