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