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1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
5 // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
6 //
7 // This Source Code Form is subject to the terms of the Mozilla
8 // Public License v. 2.0. If a copy of the MPL was not distributed
9 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
10 
11 #ifndef EIGEN_JACOBI_H
12 #define EIGEN_JACOBI_H
13 
14 namespace Eigen {
15 
16 /** \ingroup Jacobi_Module
17   * \jacobi_module
18   * \class JacobiRotation
19   * \brief Rotation given by a cosine-sine pair.
20   *
21   * This class represents a Jacobi or Givens rotation.
22   * This is a 2D rotation in the plane \c J of angle \f$ \theta \f$ defined by
23   * its cosine \c c and sine \c s as follow:
24   * \f$ J = \left ( \begin{array}{cc} c & \overline s \\ -s  & \overline c \end{array} \right ) \f$
25   *
26   * You can apply the respective counter-clockwise rotation to a column vector \c v by
27   * applying its adjoint on the left: \f$ v = J^* v \f$ that translates to the following Eigen code:
28   * \code
29   * v.applyOnTheLeft(J.adjoint());
30   * \endcode
31   *
32   * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
33   */
34 template<typename Scalar> class JacobiRotation
35 {
36   public:
37     typedef typename NumTraits<Scalar>::Real RealScalar;
38 
39     /** Default constructor without any initialization. */
JacobiRotation()40     JacobiRotation() {}
41 
42     /** Construct a planar rotation from a cosine-sine pair (\a c, \c s). */
JacobiRotation(const Scalar & c,const Scalar & s)43     JacobiRotation(const Scalar& c, const Scalar& s) : m_c(c), m_s(s) {}
44 
c()45     Scalar& c() { return m_c; }
c()46     Scalar c() const { return m_c; }
s()47     Scalar& s() { return m_s; }
s()48     Scalar s() const { return m_s; }
49 
50     /** Concatenates two planar rotation */
51     JacobiRotation operator*(const JacobiRotation& other)
52     {
53       using numext::conj;
54       return JacobiRotation(m_c * other.m_c - conj(m_s) * other.m_s,
55                             conj(m_c * conj(other.m_s) + conj(m_s) * conj(other.m_c)));
56     }
57 
58     /** Returns the transposed transformation */
transpose()59     JacobiRotation transpose() const { using numext::conj; return JacobiRotation(m_c, -conj(m_s)); }
60 
61     /** Returns the adjoint transformation */
adjoint()62     JacobiRotation adjoint() const { using numext::conj; return JacobiRotation(conj(m_c), -m_s); }
63 
64     template<typename Derived>
65     bool makeJacobi(const MatrixBase<Derived>&, Index p, Index q);
66     bool makeJacobi(const RealScalar& x, const Scalar& y, const RealScalar& z);
67 
68     void makeGivens(const Scalar& p, const Scalar& q, Scalar* z=0);
69 
70   protected:
71     void makeGivens(const Scalar& p, const Scalar& q, Scalar* z, internal::true_type);
72     void makeGivens(const Scalar& p, const Scalar& q, Scalar* z, internal::false_type);
73 
74     Scalar m_c, m_s;
75 };
76 
77 /** Makes \c *this as a Jacobi rotation \a J such that applying \a J on both the right and left sides of the selfadjoint 2x2 matrix
78   * \f$ B = \left ( \begin{array}{cc} x & y \\ \overline y & z \end{array} \right )\f$ yields a diagonal matrix \f$ A = J^* B J \f$
79   *
80   * \sa MatrixBase::makeJacobi(const MatrixBase<Derived>&, Index, Index), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
81   */
82 template<typename Scalar>
makeJacobi(const RealScalar & x,const Scalar & y,const RealScalar & z)83 bool JacobiRotation<Scalar>::makeJacobi(const RealScalar& x, const Scalar& y, const RealScalar& z)
84 {
85   using std::sqrt;
86   using std::abs;
87   typedef typename NumTraits<Scalar>::Real RealScalar;
88   RealScalar deno = RealScalar(2)*abs(y);
89   if(deno < (std::numeric_limits<RealScalar>::min)())
90   {
91     m_c = Scalar(1);
92     m_s = Scalar(0);
93     return false;
94   }
95   else
96   {
97     RealScalar tau = (x-z)/deno;
98     RealScalar w = sqrt(numext::abs2(tau) + RealScalar(1));
99     RealScalar t;
100     if(tau>RealScalar(0))
101     {
102       t = RealScalar(1) / (tau + w);
103     }
104     else
105     {
106       t = RealScalar(1) / (tau - w);
107     }
108     RealScalar sign_t = t > RealScalar(0) ? RealScalar(1) : RealScalar(-1);
109     RealScalar n = RealScalar(1) / sqrt(numext::abs2(t)+RealScalar(1));
110     m_s = - sign_t * (numext::conj(y) / abs(y)) * abs(t) * n;
111     m_c = n;
112     return true;
113   }
114 }
115 
116 /** Makes \c *this as a Jacobi rotation \c J such that applying \a J on both the right and left sides of the 2x2 selfadjoint matrix
117   * \f$ B = \left ( \begin{array}{cc} \text{this}_{pp} & \text{this}_{pq} \\ (\text{this}_{pq})^* & \text{this}_{qq} \end{array} \right )\f$ yields
118   * a diagonal matrix \f$ A = J^* B J \f$
119   *
120   * Example: \include Jacobi_makeJacobi.cpp
121   * Output: \verbinclude Jacobi_makeJacobi.out
122   *
123   * \sa JacobiRotation::makeJacobi(RealScalar, Scalar, RealScalar), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
124   */
125 template<typename Scalar>
126 template<typename Derived>
makeJacobi(const MatrixBase<Derived> & m,Index p,Index q)127 inline bool JacobiRotation<Scalar>::makeJacobi(const MatrixBase<Derived>& m, Index p, Index q)
128 {
129   return makeJacobi(numext::real(m.coeff(p,p)), m.coeff(p,q), numext::real(m.coeff(q,q)));
130 }
131 
132 /** Makes \c *this as a Givens rotation \c G such that applying \f$ G^* \f$ to the left of the vector
133   * \f$ V = \left ( \begin{array}{c} p \\ q \end{array} \right )\f$ yields:
134   * \f$ G^* V = \left ( \begin{array}{c} r \\ 0 \end{array} \right )\f$.
135   *
136   * The value of \a z is returned if \a z is not null (the default is null).
137   * Also note that G is built such that the cosine is always real.
138   *
139   * Example: \include Jacobi_makeGivens.cpp
140   * Output: \verbinclude Jacobi_makeGivens.out
141   *
142   * This function implements the continuous Givens rotation generation algorithm
143   * found in Anderson (2000), Discontinuous Plane Rotations and the Symmetric Eigenvalue Problem.
144   * LAPACK Working Note 150, University of Tennessee, UT-CS-00-454, December 4, 2000.
145   *
146   * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
147   */
148 template<typename Scalar>
makeGivens(const Scalar & p,const Scalar & q,Scalar * z)149 void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* z)
150 {
151   makeGivens(p, q, z, typename internal::conditional<NumTraits<Scalar>::IsComplex, internal::true_type, internal::false_type>::type());
152 }
153 
154 
155 // specialization for complexes
156 template<typename Scalar>
makeGivens(const Scalar & p,const Scalar & q,Scalar * r,internal::true_type)157 void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::true_type)
158 {
159   using std::sqrt;
160   using std::abs;
161   using numext::conj;
162 
163   if(q==Scalar(0))
164   {
165     m_c = numext::real(p)<0 ? Scalar(-1) : Scalar(1);
166     m_s = 0;
167     if(r) *r = m_c * p;
168   }
169   else if(p==Scalar(0))
170   {
171     m_c = 0;
172     m_s = -q/abs(q);
173     if(r) *r = abs(q);
174   }
175   else
176   {
177     RealScalar p1 = numext::norm1(p);
178     RealScalar q1 = numext::norm1(q);
179     if(p1>=q1)
180     {
181       Scalar ps = p / p1;
182       RealScalar p2 = numext::abs2(ps);
183       Scalar qs = q / p1;
184       RealScalar q2 = numext::abs2(qs);
185 
186       RealScalar u = sqrt(RealScalar(1) + q2/p2);
187       if(numext::real(p)<RealScalar(0))
188         u = -u;
189 
190       m_c = Scalar(1)/u;
191       m_s = -qs*conj(ps)*(m_c/p2);
192       if(r) *r = p * u;
193     }
194     else
195     {
196       Scalar ps = p / q1;
197       RealScalar p2 = numext::abs2(ps);
198       Scalar qs = q / q1;
199       RealScalar q2 = numext::abs2(qs);
200 
201       RealScalar u = q1 * sqrt(p2 + q2);
202       if(numext::real(p)<RealScalar(0))
203         u = -u;
204 
205       p1 = abs(p);
206       ps = p/p1;
207       m_c = p1/u;
208       m_s = -conj(ps) * (q/u);
209       if(r) *r = ps * u;
210     }
211   }
212 }
213 
214 // specialization for reals
215 template<typename Scalar>
makeGivens(const Scalar & p,const Scalar & q,Scalar * r,internal::false_type)216 void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::false_type)
217 {
218   using std::sqrt;
219   using std::abs;
220   if(q==Scalar(0))
221   {
222     m_c = p<Scalar(0) ? Scalar(-1) : Scalar(1);
223     m_s = Scalar(0);
224     if(r) *r = abs(p);
225   }
226   else if(p==Scalar(0))
227   {
228     m_c = Scalar(0);
229     m_s = q<Scalar(0) ? Scalar(1) : Scalar(-1);
230     if(r) *r = abs(q);
231   }
232   else if(abs(p) > abs(q))
233   {
234     Scalar t = q/p;
235     Scalar u = sqrt(Scalar(1) + numext::abs2(t));
236     if(p<Scalar(0))
237       u = -u;
238     m_c = Scalar(1)/u;
239     m_s = -t * m_c;
240     if(r) *r = p * u;
241   }
242   else
243   {
244     Scalar t = p/q;
245     Scalar u = sqrt(Scalar(1) + numext::abs2(t));
246     if(q<Scalar(0))
247       u = -u;
248     m_s = -Scalar(1)/u;
249     m_c = -t * m_s;
250     if(r) *r = q * u;
251   }
252 
253 }
254 
255 /****************************************************************************************
256 *   Implementation of MatrixBase methods
257 ****************************************************************************************/
258 
259 namespace internal {
260 /** \jacobi_module
261   * Applies the clock wise 2D rotation \a j to the set of 2D vectors of cordinates \a x and \a y:
262   * \f$ \left ( \begin{array}{cc} x \\ y \end{array} \right )  =  J \left ( \begin{array}{cc} x \\ y \end{array} \right ) \f$
263   *
264   * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
265   */
266 template<typename VectorX, typename VectorY, typename OtherScalar>
267 void apply_rotation_in_the_plane(DenseBase<VectorX>& xpr_x, DenseBase<VectorY>& xpr_y, const JacobiRotation<OtherScalar>& j);
268 }
269 
270 /** \jacobi_module
271   * Applies the rotation in the plane \a j to the rows \a p and \a q of \c *this, i.e., it computes B = J * B,
272   * with \f$ B = \left ( \begin{array}{cc} \text{*this.row}(p) \\ \text{*this.row}(q) \end{array} \right ) \f$.
273   *
274   * \sa class JacobiRotation, MatrixBase::applyOnTheRight(), internal::apply_rotation_in_the_plane()
275   */
276 template<typename Derived>
277 template<typename OtherScalar>
applyOnTheLeft(Index p,Index q,const JacobiRotation<OtherScalar> & j)278 inline void MatrixBase<Derived>::applyOnTheLeft(Index p, Index q, const JacobiRotation<OtherScalar>& j)
279 {
280   RowXpr x(this->row(p));
281   RowXpr y(this->row(q));
282   internal::apply_rotation_in_the_plane(x, y, j);
283 }
284 
285 /** \ingroup Jacobi_Module
286   * Applies the rotation in the plane \a j to the columns \a p and \a q of \c *this, i.e., it computes B = B * J
287   * with \f$ B = \left ( \begin{array}{cc} \text{*this.col}(p) & \text{*this.col}(q) \end{array} \right ) \f$.
288   *
289   * \sa class JacobiRotation, MatrixBase::applyOnTheLeft(), internal::apply_rotation_in_the_plane()
290   */
291 template<typename Derived>
292 template<typename OtherScalar>
applyOnTheRight(Index p,Index q,const JacobiRotation<OtherScalar> & j)293 inline void MatrixBase<Derived>::applyOnTheRight(Index p, Index q, const JacobiRotation<OtherScalar>& j)
294 {
295   ColXpr x(this->col(p));
296   ColXpr y(this->col(q));
297   internal::apply_rotation_in_the_plane(x, y, j.transpose());
298 }
299 
300 namespace internal {
301 template<typename VectorX, typename VectorY, typename OtherScalar>
apply_rotation_in_the_plane(DenseBase<VectorX> & xpr_x,DenseBase<VectorY> & xpr_y,const JacobiRotation<OtherScalar> & j)302 void /*EIGEN_DONT_INLINE*/ apply_rotation_in_the_plane(DenseBase<VectorX>& xpr_x, DenseBase<VectorY>& xpr_y, const JacobiRotation<OtherScalar>& j)
303 {
304   typedef typename VectorX::Scalar Scalar;
305   enum {
306     PacketSize = packet_traits<Scalar>::size,
307     OtherPacketSize = packet_traits<OtherScalar>::size
308   };
309   typedef typename packet_traits<Scalar>::type Packet;
310   typedef typename packet_traits<OtherScalar>::type OtherPacket;
311   eigen_assert(xpr_x.size() == xpr_y.size());
312   Index size = xpr_x.size();
313   Index incrx = xpr_x.derived().innerStride();
314   Index incry = xpr_y.derived().innerStride();
315 
316   Scalar* EIGEN_RESTRICT x = &xpr_x.derived().coeffRef(0);
317   Scalar* EIGEN_RESTRICT y = &xpr_y.derived().coeffRef(0);
318 
319   OtherScalar c = j.c();
320   OtherScalar s = j.s();
321   if (c==OtherScalar(1) && s==OtherScalar(0))
322     return;
323 
324   /*** dynamic-size vectorized paths ***/
325 
326   if(VectorX::SizeAtCompileTime == Dynamic &&
327     (VectorX::Flags & VectorY::Flags & PacketAccessBit) &&
328     (PacketSize == OtherPacketSize) &&
329     ((incrx==1 && incry==1) || PacketSize == 1))
330   {
331     // both vectors are sequentially stored in memory => vectorization
332     enum { Peeling = 2 };
333 
334     Index alignedStart = internal::first_default_aligned(y, size);
335     Index alignedEnd = alignedStart + ((size-alignedStart)/PacketSize)*PacketSize;
336 
337     const OtherPacket pc = pset1<OtherPacket>(c);
338     const OtherPacket ps = pset1<OtherPacket>(s);
339     conj_helper<OtherPacket,Packet,NumTraits<OtherScalar>::IsComplex,false> pcj;
340     conj_helper<OtherPacket,Packet,false,false> pm;
341 
342     for(Index i=0; i<alignedStart; ++i)
343     {
344       Scalar xi = x[i];
345       Scalar yi = y[i];
346       x[i] =  c * xi + numext::conj(s) * yi;
347       y[i] = -s * xi + numext::conj(c) * yi;
348     }
349 
350     Scalar* EIGEN_RESTRICT px = x + alignedStart;
351     Scalar* EIGEN_RESTRICT py = y + alignedStart;
352 
353     if(internal::first_default_aligned(x, size)==alignedStart)
354     {
355       for(Index i=alignedStart; i<alignedEnd; i+=PacketSize)
356       {
357         Packet xi = pload<Packet>(px);
358         Packet yi = pload<Packet>(py);
359         pstore(px, padd(pm.pmul(pc,xi),pcj.pmul(ps,yi)));
360         pstore(py, psub(pcj.pmul(pc,yi),pm.pmul(ps,xi)));
361         px += PacketSize;
362         py += PacketSize;
363       }
364     }
365     else
366     {
367       Index peelingEnd = alignedStart + ((size-alignedStart)/(Peeling*PacketSize))*(Peeling*PacketSize);
368       for(Index i=alignedStart; i<peelingEnd; i+=Peeling*PacketSize)
369       {
370         Packet xi   = ploadu<Packet>(px);
371         Packet xi1  = ploadu<Packet>(px+PacketSize);
372         Packet yi   = pload <Packet>(py);
373         Packet yi1  = pload <Packet>(py+PacketSize);
374         pstoreu(px, padd(pm.pmul(pc,xi),pcj.pmul(ps,yi)));
375         pstoreu(px+PacketSize, padd(pm.pmul(pc,xi1),pcj.pmul(ps,yi1)));
376         pstore (py, psub(pcj.pmul(pc,yi),pm.pmul(ps,xi)));
377         pstore (py+PacketSize, psub(pcj.pmul(pc,yi1),pm.pmul(ps,xi1)));
378         px += Peeling*PacketSize;
379         py += Peeling*PacketSize;
380       }
381       if(alignedEnd!=peelingEnd)
382       {
383         Packet xi = ploadu<Packet>(x+peelingEnd);
384         Packet yi = pload <Packet>(y+peelingEnd);
385         pstoreu(x+peelingEnd, padd(pm.pmul(pc,xi),pcj.pmul(ps,yi)));
386         pstore (y+peelingEnd, psub(pcj.pmul(pc,yi),pm.pmul(ps,xi)));
387       }
388     }
389 
390     for(Index i=alignedEnd; i<size; ++i)
391     {
392       Scalar xi = x[i];
393       Scalar yi = y[i];
394       x[i] =  c * xi + numext::conj(s) * yi;
395       y[i] = -s * xi + numext::conj(c) * yi;
396     }
397   }
398 
399   /*** fixed-size vectorized path ***/
400   else if(VectorX::SizeAtCompileTime != Dynamic &&
401           (VectorX::Flags & VectorY::Flags & PacketAccessBit) &&
402           (PacketSize == OtherPacketSize) &&
403           (EIGEN_PLAIN_ENUM_MIN(evaluator<VectorX>::Alignment, evaluator<VectorY>::Alignment)>0)) // FIXME should be compared to the required alignment
404   {
405     const OtherPacket pc = pset1<OtherPacket>(c);
406     const OtherPacket ps = pset1<OtherPacket>(s);
407     conj_helper<OtherPacket,Packet,NumTraits<OtherPacket>::IsComplex,false> pcj;
408     conj_helper<OtherPacket,Packet,false,false> pm;
409     Scalar* EIGEN_RESTRICT px = x;
410     Scalar* EIGEN_RESTRICT py = y;
411     for(Index i=0; i<size; i+=PacketSize)
412     {
413       Packet xi = pload<Packet>(px);
414       Packet yi = pload<Packet>(py);
415       pstore(px, padd(pm.pmul(pc,xi),pcj.pmul(ps,yi)));
416       pstore(py, psub(pcj.pmul(pc,yi),pm.pmul(ps,xi)));
417       px += PacketSize;
418       py += PacketSize;
419     }
420   }
421 
422   /*** non-vectorized path ***/
423   else
424   {
425     for(Index i=0; i<size; ++i)
426     {
427       Scalar xi = *x;
428       Scalar yi = *y;
429       *x =  c * xi + numext::conj(s) * yi;
430       *y = -s * xi + numext::conj(c) * yi;
431       x += incrx;
432       y += incry;
433     }
434   }
435 }
436 
437 } // end namespace internal
438 
439 } // end namespace Eigen
440 
441 #endif // EIGEN_JACOBI_H
442