1 // This file is part of Eigen, a lightweight C++ template library 2 // for linear algebra. 3 // 4 // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> 5 // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> 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_FULLPIVOTINGHOUSEHOLDERQR_H 12 #define EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H 13 14 namespace Eigen { 15 16 namespace internal { 17 18 template<typename _MatrixType> struct traits<FullPivHouseholderQR<_MatrixType> > 19 : traits<_MatrixType> 20 { 21 enum { Flags = 0 }; 22 }; 23 24 template<typename MatrixType> struct FullPivHouseholderQRMatrixQReturnType; 25 26 template<typename MatrixType> 27 struct traits<FullPivHouseholderQRMatrixQReturnType<MatrixType> > 28 { 29 typedef typename MatrixType::PlainObject ReturnType; 30 }; 31 32 } // end namespace internal 33 34 /** \ingroup QR_Module 35 * 36 * \class FullPivHouseholderQR 37 * 38 * \brief Householder rank-revealing QR decomposition of a matrix with full pivoting 39 * 40 * \tparam _MatrixType the type of the matrix of which we are computing the QR decomposition 41 * 42 * This class performs a rank-revealing QR decomposition of a matrix \b A into matrices \b P, \b P', \b Q and \b R 43 * such that 44 * \f[ 45 * \mathbf{P} \, \mathbf{A} \, \mathbf{P}' = \mathbf{Q} \, \mathbf{R} 46 * \f] 47 * by using Householder transformations. Here, \b P and \b P' are permutation matrices, \b Q a unitary matrix 48 * and \b R an upper triangular matrix. 49 * 50 * This decomposition performs a very prudent full pivoting in order to be rank-revealing and achieve optimal 51 * numerical stability. The trade-off is that it is slower than HouseholderQR and ColPivHouseholderQR. 52 * 53 * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism. 54 * 55 * \sa MatrixBase::fullPivHouseholderQr() 56 */ 57 template<typename _MatrixType> class FullPivHouseholderQR 58 { 59 public: 60 61 typedef _MatrixType MatrixType; 62 enum { 63 RowsAtCompileTime = MatrixType::RowsAtCompileTime, 64 ColsAtCompileTime = MatrixType::ColsAtCompileTime, 65 MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, 66 MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime 67 }; 68 typedef typename MatrixType::Scalar Scalar; 69 typedef typename MatrixType::RealScalar RealScalar; 70 // FIXME should be int 71 typedef typename MatrixType::StorageIndex StorageIndex; 72 typedef internal::FullPivHouseholderQRMatrixQReturnType<MatrixType> MatrixQReturnType; 73 typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; 74 typedef Matrix<StorageIndex, 1, 75 EIGEN_SIZE_MIN_PREFER_DYNAMIC(ColsAtCompileTime,RowsAtCompileTime), RowMajor, 1, 76 EIGEN_SIZE_MIN_PREFER_FIXED(MaxColsAtCompileTime,MaxRowsAtCompileTime)> IntDiagSizeVectorType; 77 typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType; 78 typedef typename internal::plain_row_type<MatrixType>::type RowVectorType; 79 typedef typename internal::plain_col_type<MatrixType>::type ColVectorType; 80 typedef typename MatrixType::PlainObject PlainObject; 81 82 /** \brief Default Constructor. 83 * 84 * The default constructor is useful in cases in which the user intends to 85 * perform decompositions via FullPivHouseholderQR::compute(const MatrixType&). 86 */ 87 FullPivHouseholderQR() 88 : m_qr(), 89 m_hCoeffs(), 90 m_rows_transpositions(), 91 m_cols_transpositions(), 92 m_cols_permutation(), 93 m_temp(), 94 m_isInitialized(false), 95 m_usePrescribedThreshold(false) {} 96 97 /** \brief Default Constructor with memory preallocation 98 * 99 * Like the default constructor but with preallocation of the internal data 100 * according to the specified problem \a size. 101 * \sa FullPivHouseholderQR() 102 */ 103 FullPivHouseholderQR(Index rows, Index cols) 104 : m_qr(rows, cols), 105 m_hCoeffs((std::min)(rows,cols)), 106 m_rows_transpositions((std::min)(rows,cols)), 107 m_cols_transpositions((std::min)(rows,cols)), 108 m_cols_permutation(cols), 109 m_temp(cols), 110 m_isInitialized(false), 111 m_usePrescribedThreshold(false) {} 112 113 /** \brief Constructs a QR factorization from a given matrix 114 * 115 * This constructor computes the QR factorization of the matrix \a matrix by calling 116 * the method compute(). It is a short cut for: 117 * 118 * \code 119 * FullPivHouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols()); 120 * qr.compute(matrix); 121 * \endcode 122 * 123 * \sa compute() 124 */ 125 template<typename InputType> 126 explicit FullPivHouseholderQR(const EigenBase<InputType>& matrix) 127 : m_qr(matrix.rows(), matrix.cols()), 128 m_hCoeffs((std::min)(matrix.rows(), matrix.cols())), 129 m_rows_transpositions((std::min)(matrix.rows(), matrix.cols())), 130 m_cols_transpositions((std::min)(matrix.rows(), matrix.cols())), 131 m_cols_permutation(matrix.cols()), 132 m_temp(matrix.cols()), 133 m_isInitialized(false), 134 m_usePrescribedThreshold(false) 135 { 136 compute(matrix.derived()); 137 } 138 139 /** \brief Constructs a QR factorization from a given matrix 140 * 141 * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref. 142 * 143 * \sa FullPivHouseholderQR(const EigenBase&) 144 */ 145 template<typename InputType> 146 explicit FullPivHouseholderQR(EigenBase<InputType>& matrix) 147 : m_qr(matrix.derived()), 148 m_hCoeffs((std::min)(matrix.rows(), matrix.cols())), 149 m_rows_transpositions((std::min)(matrix.rows(), matrix.cols())), 150 m_cols_transpositions((std::min)(matrix.rows(), matrix.cols())), 151 m_cols_permutation(matrix.cols()), 152 m_temp(matrix.cols()), 153 m_isInitialized(false), 154 m_usePrescribedThreshold(false) 155 { 156 computeInPlace(); 157 } 158 159 /** This method finds a solution x to the equation Ax=b, where A is the matrix of which 160 * \c *this is the QR decomposition. 161 * 162 * \param b the right-hand-side of the equation to solve. 163 * 164 * \returns the exact or least-square solution if the rank is greater or equal to the number of columns of A, 165 * and an arbitrary solution otherwise. 166 * 167 * \note_about_checking_solutions 168 * 169 * \note_about_arbitrary_choice_of_solution 170 * 171 * Example: \include FullPivHouseholderQR_solve.cpp 172 * Output: \verbinclude FullPivHouseholderQR_solve.out 173 */ 174 template<typename Rhs> 175 inline const Solve<FullPivHouseholderQR, Rhs> 176 solve(const MatrixBase<Rhs>& b) const 177 { 178 eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); 179 return Solve<FullPivHouseholderQR, Rhs>(*this, b.derived()); 180 } 181 182 /** \returns Expression object representing the matrix Q 183 */ 184 MatrixQReturnType matrixQ(void) const; 185 186 /** \returns a reference to the matrix where the Householder QR decomposition is stored 187 */ 188 const MatrixType& matrixQR() const 189 { 190 eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); 191 return m_qr; 192 } 193 194 template<typename InputType> 195 FullPivHouseholderQR& compute(const EigenBase<InputType>& matrix); 196 197 /** \returns a const reference to the column permutation matrix */ 198 const PermutationType& colsPermutation() const 199 { 200 eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); 201 return m_cols_permutation; 202 } 203 204 /** \returns a const reference to the vector of indices representing the rows transpositions */ 205 const IntDiagSizeVectorType& rowsTranspositions() const 206 { 207 eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); 208 return m_rows_transpositions; 209 } 210 211 /** \returns the absolute value of the determinant of the matrix of which 212 * *this is the QR decomposition. It has only linear complexity 213 * (that is, O(n) where n is the dimension of the square matrix) 214 * as the QR decomposition has already been computed. 215 * 216 * \note This is only for square matrices. 217 * 218 * \warning a determinant can be very big or small, so for matrices 219 * of large enough dimension, there is a risk of overflow/underflow. 220 * One way to work around that is to use logAbsDeterminant() instead. 221 * 222 * \sa logAbsDeterminant(), MatrixBase::determinant() 223 */ 224 typename MatrixType::RealScalar absDeterminant() const; 225 226 /** \returns the natural log of the absolute value of the determinant of the matrix of which 227 * *this is the QR decomposition. It has only linear complexity 228 * (that is, O(n) where n is the dimension of the square matrix) 229 * as the QR decomposition has already been computed. 230 * 231 * \note This is only for square matrices. 232 * 233 * \note This method is useful to work around the risk of overflow/underflow that's inherent 234 * to determinant computation. 235 * 236 * \sa absDeterminant(), MatrixBase::determinant() 237 */ 238 typename MatrixType::RealScalar logAbsDeterminant() const; 239 240 /** \returns the rank of the matrix of which *this is the QR decomposition. 241 * 242 * \note This method has to determine which pivots should be considered nonzero. 243 * For that, it uses the threshold value that you can control by calling 244 * setThreshold(const RealScalar&). 245 */ 246 inline Index rank() const 247 { 248 using std::abs; 249 eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); 250 RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); 251 Index result = 0; 252 for(Index i = 0; i < m_nonzero_pivots; ++i) 253 result += (abs(m_qr.coeff(i,i)) > premultiplied_threshold); 254 return result; 255 } 256 257 /** \returns the dimension of the kernel of the matrix of which *this is the QR decomposition. 258 * 259 * \note This method has to determine which pivots should be considered nonzero. 260 * For that, it uses the threshold value that you can control by calling 261 * setThreshold(const RealScalar&). 262 */ 263 inline Index dimensionOfKernel() const 264 { 265 eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); 266 return cols() - rank(); 267 } 268 269 /** \returns true if the matrix of which *this is the QR decomposition represents an injective 270 * linear map, i.e. has trivial kernel; false otherwise. 271 * 272 * \note This method has to determine which pivots should be considered nonzero. 273 * For that, it uses the threshold value that you can control by calling 274 * setThreshold(const RealScalar&). 275 */ 276 inline bool isInjective() const 277 { 278 eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); 279 return rank() == cols(); 280 } 281 282 /** \returns true if the matrix of which *this is the QR decomposition represents a surjective 283 * linear map; false otherwise. 284 * 285 * \note This method has to determine which pivots should be considered nonzero. 286 * For that, it uses the threshold value that you can control by calling 287 * setThreshold(const RealScalar&). 288 */ 289 inline bool isSurjective() const 290 { 291 eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); 292 return rank() == rows(); 293 } 294 295 /** \returns true if the matrix of which *this is the QR decomposition is invertible. 296 * 297 * \note This method has to determine which pivots should be considered nonzero. 298 * For that, it uses the threshold value that you can control by calling 299 * setThreshold(const RealScalar&). 300 */ 301 inline bool isInvertible() const 302 { 303 eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); 304 return isInjective() && isSurjective(); 305 } 306 307 /** \returns the inverse of the matrix of which *this is the QR decomposition. 308 * 309 * \note If this matrix is not invertible, the returned matrix has undefined coefficients. 310 * Use isInvertible() to first determine whether this matrix is invertible. 311 */ 312 inline const Inverse<FullPivHouseholderQR> inverse() const 313 { 314 eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); 315 return Inverse<FullPivHouseholderQR>(*this); 316 } 317 318 inline Index rows() const { return m_qr.rows(); } 319 inline Index cols() const { return m_qr.cols(); } 320 321 /** \returns a const reference to the vector of Householder coefficients used to represent the factor \c Q. 322 * 323 * For advanced uses only. 324 */ 325 const HCoeffsType& hCoeffs() const { return m_hCoeffs; } 326 327 /** Allows to prescribe a threshold to be used by certain methods, such as rank(), 328 * who need to determine when pivots are to be considered nonzero. This is not used for the 329 * QR decomposition itself. 330 * 331 * When it needs to get the threshold value, Eigen calls threshold(). By default, this 332 * uses a formula to automatically determine a reasonable threshold. 333 * Once you have called the present method setThreshold(const RealScalar&), 334 * your value is used instead. 335 * 336 * \param threshold The new value to use as the threshold. 337 * 338 * A pivot will be considered nonzero if its absolute value is strictly greater than 339 * \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$ 340 * where maxpivot is the biggest pivot. 341 * 342 * If you want to come back to the default behavior, call setThreshold(Default_t) 343 */ 344 FullPivHouseholderQR& setThreshold(const RealScalar& threshold) 345 { 346 m_usePrescribedThreshold = true; 347 m_prescribedThreshold = threshold; 348 return *this; 349 } 350 351 /** Allows to come back to the default behavior, letting Eigen use its default formula for 352 * determining the threshold. 353 * 354 * You should pass the special object Eigen::Default as parameter here. 355 * \code qr.setThreshold(Eigen::Default); \endcode 356 * 357 * See the documentation of setThreshold(const RealScalar&). 358 */ 359 FullPivHouseholderQR& setThreshold(Default_t) 360 { 361 m_usePrescribedThreshold = false; 362 return *this; 363 } 364 365 /** Returns the threshold that will be used by certain methods such as rank(). 366 * 367 * See the documentation of setThreshold(const RealScalar&). 368 */ 369 RealScalar threshold() const 370 { 371 eigen_assert(m_isInitialized || m_usePrescribedThreshold); 372 return m_usePrescribedThreshold ? m_prescribedThreshold 373 // this formula comes from experimenting (see "LU precision tuning" thread on the list) 374 // and turns out to be identical to Higham's formula used already in LDLt. 375 : NumTraits<Scalar>::epsilon() * RealScalar(m_qr.diagonalSize()); 376 } 377 378 /** \returns the number of nonzero pivots in the QR decomposition. 379 * Here nonzero is meant in the exact sense, not in a fuzzy sense. 380 * So that notion isn't really intrinsically interesting, but it is 381 * still useful when implementing algorithms. 382 * 383 * \sa rank() 384 */ 385 inline Index nonzeroPivots() const 386 { 387 eigen_assert(m_isInitialized && "LU is not initialized."); 388 return m_nonzero_pivots; 389 } 390 391 /** \returns the absolute value of the biggest pivot, i.e. the biggest 392 * diagonal coefficient of U. 393 */ 394 RealScalar maxPivot() const { return m_maxpivot; } 395 396 #ifndef EIGEN_PARSED_BY_DOXYGEN 397 template<typename RhsType, typename DstType> 398 EIGEN_DEVICE_FUNC 399 void _solve_impl(const RhsType &rhs, DstType &dst) const; 400 #endif 401 402 protected: 403 404 static void check_template_parameters() 405 { 406 EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar); 407 } 408 409 void computeInPlace(); 410 411 MatrixType m_qr; 412 HCoeffsType m_hCoeffs; 413 IntDiagSizeVectorType m_rows_transpositions; 414 IntDiagSizeVectorType m_cols_transpositions; 415 PermutationType m_cols_permutation; 416 RowVectorType m_temp; 417 bool m_isInitialized, m_usePrescribedThreshold; 418 RealScalar m_prescribedThreshold, m_maxpivot; 419 Index m_nonzero_pivots; 420 RealScalar m_precision; 421 Index m_det_pq; 422 }; 423 424 template<typename MatrixType> 425 typename MatrixType::RealScalar FullPivHouseholderQR<MatrixType>::absDeterminant() const 426 { 427 using std::abs; 428 eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); 429 eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!"); 430 return abs(m_qr.diagonal().prod()); 431 } 432 433 template<typename MatrixType> 434 typename MatrixType::RealScalar FullPivHouseholderQR<MatrixType>::logAbsDeterminant() const 435 { 436 eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); 437 eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!"); 438 return m_qr.diagonal().cwiseAbs().array().log().sum(); 439 } 440 441 /** Performs the QR factorization of the given matrix \a matrix. The result of 442 * the factorization is stored into \c *this, and a reference to \c *this 443 * is returned. 444 * 445 * \sa class FullPivHouseholderQR, FullPivHouseholderQR(const MatrixType&) 446 */ 447 template<typename MatrixType> 448 template<typename InputType> 449 FullPivHouseholderQR<MatrixType>& FullPivHouseholderQR<MatrixType>::compute(const EigenBase<InputType>& matrix) 450 { 451 m_qr = matrix.derived(); 452 computeInPlace(); 453 return *this; 454 } 455 456 template<typename MatrixType> 457 void FullPivHouseholderQR<MatrixType>::computeInPlace() 458 { 459 check_template_parameters(); 460 461 using std::abs; 462 Index rows = m_qr.rows(); 463 Index cols = m_qr.cols(); 464 Index size = (std::min)(rows,cols); 465 466 467 m_hCoeffs.resize(size); 468 469 m_temp.resize(cols); 470 471 m_precision = NumTraits<Scalar>::epsilon() * RealScalar(size); 472 473 m_rows_transpositions.resize(size); 474 m_cols_transpositions.resize(size); 475 Index number_of_transpositions = 0; 476 477 RealScalar biggest(0); 478 479 m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case) 480 m_maxpivot = RealScalar(0); 481 482 for (Index k = 0; k < size; ++k) 483 { 484 Index row_of_biggest_in_corner, col_of_biggest_in_corner; 485 typedef internal::scalar_score_coeff_op<Scalar> Scoring; 486 typedef typename Scoring::result_type Score; 487 488 Score score = m_qr.bottomRightCorner(rows-k, cols-k) 489 .unaryExpr(Scoring()) 490 .maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner); 491 row_of_biggest_in_corner += k; 492 col_of_biggest_in_corner += k; 493 RealScalar biggest_in_corner = internal::abs_knowing_score<Scalar>()(m_qr(row_of_biggest_in_corner, col_of_biggest_in_corner), score); 494 if(k==0) biggest = biggest_in_corner; 495 496 // if the corner is negligible, then we have less than full rank, and we can finish early 497 if(internal::isMuchSmallerThan(biggest_in_corner, biggest, m_precision)) 498 { 499 m_nonzero_pivots = k; 500 for(Index i = k; i < size; i++) 501 { 502 m_rows_transpositions.coeffRef(i) = i; 503 m_cols_transpositions.coeffRef(i) = i; 504 m_hCoeffs.coeffRef(i) = Scalar(0); 505 } 506 break; 507 } 508 509 m_rows_transpositions.coeffRef(k) = row_of_biggest_in_corner; 510 m_cols_transpositions.coeffRef(k) = col_of_biggest_in_corner; 511 if(k != row_of_biggest_in_corner) { 512 m_qr.row(k).tail(cols-k).swap(m_qr.row(row_of_biggest_in_corner).tail(cols-k)); 513 ++number_of_transpositions; 514 } 515 if(k != col_of_biggest_in_corner) { 516 m_qr.col(k).swap(m_qr.col(col_of_biggest_in_corner)); 517 ++number_of_transpositions; 518 } 519 520 RealScalar beta; 521 m_qr.col(k).tail(rows-k).makeHouseholderInPlace(m_hCoeffs.coeffRef(k), beta); 522 m_qr.coeffRef(k,k) = beta; 523 524 // remember the maximum absolute value of diagonal coefficients 525 if(abs(beta) > m_maxpivot) m_maxpivot = abs(beta); 526 527 m_qr.bottomRightCorner(rows-k, cols-k-1) 528 .applyHouseholderOnTheLeft(m_qr.col(k).tail(rows-k-1), m_hCoeffs.coeffRef(k), &m_temp.coeffRef(k+1)); 529 } 530 531 m_cols_permutation.setIdentity(cols); 532 for(Index k = 0; k < size; ++k) 533 m_cols_permutation.applyTranspositionOnTheRight(k, m_cols_transpositions.coeff(k)); 534 535 m_det_pq = (number_of_transpositions%2) ? -1 : 1; 536 m_isInitialized = true; 537 } 538 539 #ifndef EIGEN_PARSED_BY_DOXYGEN 540 template<typename _MatrixType> 541 template<typename RhsType, typename DstType> 542 void FullPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const 543 { 544 eigen_assert(rhs.rows() == rows()); 545 const Index l_rank = rank(); 546 547 // FIXME introduce nonzeroPivots() and use it here. and more generally, 548 // make the same improvements in this dec as in FullPivLU. 549 if(l_rank==0) 550 { 551 dst.setZero(); 552 return; 553 } 554 555 typename RhsType::PlainObject c(rhs); 556 557 Matrix<Scalar,1,RhsType::ColsAtCompileTime> temp(rhs.cols()); 558 for (Index k = 0; k < l_rank; ++k) 559 { 560 Index remainingSize = rows()-k; 561 c.row(k).swap(c.row(m_rows_transpositions.coeff(k))); 562 c.bottomRightCorner(remainingSize, rhs.cols()) 563 .applyHouseholderOnTheLeft(m_qr.col(k).tail(remainingSize-1), 564 m_hCoeffs.coeff(k), &temp.coeffRef(0)); 565 } 566 567 m_qr.topLeftCorner(l_rank, l_rank) 568 .template triangularView<Upper>() 569 .solveInPlace(c.topRows(l_rank)); 570 571 for(Index i = 0; i < l_rank; ++i) dst.row(m_cols_permutation.indices().coeff(i)) = c.row(i); 572 for(Index i = l_rank; i < cols(); ++i) dst.row(m_cols_permutation.indices().coeff(i)).setZero(); 573 } 574 #endif 575 576 namespace internal { 577 578 template<typename DstXprType, typename MatrixType> 579 struct Assignment<DstXprType, Inverse<FullPivHouseholderQR<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename FullPivHouseholderQR<MatrixType>::Scalar>, Dense2Dense> 580 { 581 typedef FullPivHouseholderQR<MatrixType> QrType; 582 typedef Inverse<QrType> SrcXprType; 583 static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename QrType::Scalar> &) 584 { 585 dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.cols())); 586 } 587 }; 588 589 /** \ingroup QR_Module 590 * 591 * \brief Expression type for return value of FullPivHouseholderQR::matrixQ() 592 * 593 * \tparam MatrixType type of underlying dense matrix 594 */ 595 template<typename MatrixType> struct FullPivHouseholderQRMatrixQReturnType 596 : public ReturnByValue<FullPivHouseholderQRMatrixQReturnType<MatrixType> > 597 { 598 public: 599 typedef typename FullPivHouseholderQR<MatrixType>::IntDiagSizeVectorType IntDiagSizeVectorType; 600 typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; 601 typedef Matrix<typename MatrixType::Scalar, 1, MatrixType::RowsAtCompileTime, RowMajor, 1, 602 MatrixType::MaxRowsAtCompileTime> WorkVectorType; 603 604 FullPivHouseholderQRMatrixQReturnType(const MatrixType& qr, 605 const HCoeffsType& hCoeffs, 606 const IntDiagSizeVectorType& rowsTranspositions) 607 : m_qr(qr), 608 m_hCoeffs(hCoeffs), 609 m_rowsTranspositions(rowsTranspositions) 610 {} 611 612 template <typename ResultType> 613 void evalTo(ResultType& result) const 614 { 615 const Index rows = m_qr.rows(); 616 WorkVectorType workspace(rows); 617 evalTo(result, workspace); 618 } 619 620 template <typename ResultType> 621 void evalTo(ResultType& result, WorkVectorType& workspace) const 622 { 623 using numext::conj; 624 // compute the product H'_0 H'_1 ... H'_n-1, 625 // where H_k is the k-th Householder transformation I - h_k v_k v_k' 626 // and v_k is the k-th Householder vector [1,m_qr(k+1,k), m_qr(k+2,k), ...] 627 const Index rows = m_qr.rows(); 628 const Index cols = m_qr.cols(); 629 const Index size = (std::min)(rows, cols); 630 workspace.resize(rows); 631 result.setIdentity(rows, rows); 632 for (Index k = size-1; k >= 0; k--) 633 { 634 result.block(k, k, rows-k, rows-k) 635 .applyHouseholderOnTheLeft(m_qr.col(k).tail(rows-k-1), conj(m_hCoeffs.coeff(k)), &workspace.coeffRef(k)); 636 result.row(k).swap(result.row(m_rowsTranspositions.coeff(k))); 637 } 638 } 639 640 Index rows() const { return m_qr.rows(); } 641 Index cols() const { return m_qr.rows(); } 642 643 protected: 644 typename MatrixType::Nested m_qr; 645 typename HCoeffsType::Nested m_hCoeffs; 646 typename IntDiagSizeVectorType::Nested m_rowsTranspositions; 647 }; 648 649 // template<typename MatrixType> 650 // struct evaluator<FullPivHouseholderQRMatrixQReturnType<MatrixType> > 651 // : public evaluator<ReturnByValue<FullPivHouseholderQRMatrixQReturnType<MatrixType> > > 652 // {}; 653 654 } // end namespace internal 655 656 template<typename MatrixType> 657 inline typename FullPivHouseholderQR<MatrixType>::MatrixQReturnType FullPivHouseholderQR<MatrixType>::matrixQ() const 658 { 659 eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); 660 return MatrixQReturnType(m_qr, m_hCoeffs, m_rows_transpositions); 661 } 662 663 /** \return the full-pivoting Householder QR decomposition of \c *this. 664 * 665 * \sa class FullPivHouseholderQR 666 */ 667 template<typename Derived> 668 const FullPivHouseholderQR<typename MatrixBase<Derived>::PlainObject> 669 MatrixBase<Derived>::fullPivHouseholderQr() const 670 { 671 return FullPivHouseholderQR<PlainObject>(eval()); 672 } 673 674 } // end namespace Eigen 675 676 #endif // EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H 677