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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