1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2010 Vincent Lejeune
5 // Copyright (C) 2010 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_BLOCK_HOUSEHOLDER_H
12 #define EIGEN_BLOCK_HOUSEHOLDER_H
13
14 // This file contains some helper function to deal with block householder reflectors
15
16 namespace Eigen {
17
18 namespace internal {
19
20 /** \internal */
21 template<typename TriangularFactorType,typename VectorsType,typename CoeffsType>
make_block_householder_triangular_factor(TriangularFactorType & triFactor,const VectorsType & vectors,const CoeffsType & hCoeffs)22 void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const CoeffsType& hCoeffs)
23 {
24 typedef typename TriangularFactorType::Index Index;
25 typedef typename VectorsType::Scalar Scalar;
26 const Index nbVecs = vectors.cols();
27 eigen_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows()>=nbVecs);
28
29 for(Index i = 0; i < nbVecs; i++)
30 {
31 Index rs = vectors.rows() - i;
32 Scalar Vii = vectors(i,i);
33 vectors.const_cast_derived().coeffRef(i,i) = Scalar(1);
34 triFactor.col(i).head(i).noalias() = -hCoeffs(i) * vectors.block(i, 0, rs, i).adjoint()
35 * vectors.col(i).tail(rs);
36 vectors.const_cast_derived().coeffRef(i, i) = Vii;
37 // FIXME add .noalias() once the triangular product can work inplace
38 triFactor.col(i).head(i) = triFactor.block(0,0,i,i).template triangularView<Upper>()
39 * triFactor.col(i).head(i);
40 triFactor(i,i) = hCoeffs(i);
41 }
42 }
43
44 /** \internal */
45 template<typename MatrixType,typename VectorsType,typename CoeffsType>
apply_block_householder_on_the_left(MatrixType & mat,const VectorsType & vectors,const CoeffsType & hCoeffs)46 void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vectors, const CoeffsType& hCoeffs)
47 {
48 typedef typename MatrixType::Index Index;
49 enum { TFactorSize = MatrixType::ColsAtCompileTime };
50 Index nbVecs = vectors.cols();
51 Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize, ColMajor> T(nbVecs,nbVecs);
52 make_block_householder_triangular_factor(T, vectors, hCoeffs);
53
54 const TriangularView<const VectorsType, UnitLower>& V(vectors);
55
56 // A -= V T V^* A
57 Matrix<typename MatrixType::Scalar,VectorsType::ColsAtCompileTime,MatrixType::ColsAtCompileTime,0,
58 VectorsType::MaxColsAtCompileTime,MatrixType::MaxColsAtCompileTime> tmp = V.adjoint() * mat;
59 // FIXME add .noalias() once the triangular product can work inplace
60 tmp = T.template triangularView<Upper>().adjoint() * tmp;
61 mat.noalias() -= V * tmp;
62 }
63
64 } // end namespace internal
65
66 } // end namespace Eigen
67
68 #endif // EIGEN_BLOCK_HOUSEHOLDER_H
69