Factorize *SVD::solve to SVDBase

Eigen/src/SVD/JacobiSVD.h

@@ -592,47 +592,12 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
       return compute(matrix, m_computationOptions);
     }
 
-    /** \returns a (least squares) solution of \f$ A x = b \f$ using the current SVD decomposition of A.
-      *
-      * \param b the right-hand-side of the equation to solve.
-      *
-      * \note Solving requires both U and V to be computed. Thin U and V are enough, there is no need for full U or V.
-      *
-      * \note SVD solving is implicitly least-squares. Thus, this method serves both purposes of exact solving and least-squares solving.
-      * In other words, the returned solution is guaranteed to minimize the Euclidean norm \f$ \Vert A x - b \Vert \f$.
-      */
-#ifdef EIGEN_TEST_EVALUATORS
-    template<typename Rhs>
-    inline const Solve<JacobiSVD, Rhs>
-    solve(const MatrixBase<Rhs>& b) const
-    {
-      eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
-      eigen_assert(computeU() && computeV() && "JacobiSVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
-      return Solve<JacobiSVD, Rhs>(*this, b.derived());
-    }
-#else
-    template<typename Rhs>
-    inline const internal::solve_retval<JacobiSVD, Rhs>
-    solve(const MatrixBase<Rhs>& b) const
-    {
-      eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
-      eigen_assert(computeU() && computeV() && "JacobiSVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
-      return internal::solve_retval<JacobiSVD, Rhs>(*this, b.derived());
-    }
-#endif
-    
     using Base::computeU;
     using Base::computeV;
     using Base::rows;
     using Base::cols;
     using Base::rank;
 
-    #ifndef EIGEN_PARSED_BY_DOXYGEN
-    template<typename RhsType, typename DstType>
-    EIGEN_DEVICE_FUNC
-    void _solve_impl(const RhsType &rhs, DstType &dst) const;
-    #endif
-
   private:
     void allocate(Index rows, Index cols, unsigned int computationOptions);
 
@@ -817,42 +782,6 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig
   return *this;
 }
 
-#ifndef EIGEN_PARSED_BY_DOXYGEN
-template<typename _MatrixType, int QRPreconditioner>
-template<typename RhsType, typename DstType>
-void JacobiSVD<_MatrixType,QRPreconditioner>::_solve_impl(const RhsType &rhs, DstType &dst) const
-{
-  eigen_assert(rhs.rows() == rows());
-
-  // A = U S V^*
-  // So A^{-1} = V S^{-1} U^*
-
-  Matrix<Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, _MatrixType::MaxRowsAtCompileTime, RhsType::MaxColsAtCompileTime> tmp;
-  Index l_rank = rank();
-  
-  tmp.noalias() =  m_matrixU.leftCols(l_rank).adjoint() * rhs;
-  tmp = m_singularValues.head(l_rank).asDiagonal().inverse() * tmp;
-  dst = m_matrixV.leftCols(l_rank) * tmp;
-}
-#endif
-
-namespace internal {
-#ifndef EIGEN_TEST_EVALUATORS
-template<typename _MatrixType, int QRPreconditioner, typename Rhs>
-struct solve_retval<JacobiSVD<_MatrixType, QRPreconditioner>, Rhs>
-  : solve_retval_base<JacobiSVD<_MatrixType, QRPreconditioner>, Rhs>
-{
-  typedef JacobiSVD<_MatrixType, QRPreconditioner> JacobiSVDType;
-  EIGEN_MAKE_SOLVE_HELPERS(JacobiSVDType,Rhs)
-
-  template<typename Dest> void evalTo(Dest& dst) const
-  {
-    dec()._solve_impl(rhs(), dst);
-  }
-};
-#endif
-} // end namespace internal
-
 #ifndef __CUDACC__
 /** \svd_module
   *

Eigen/src/SVD/SVDBase.h

@@ -190,6 +190,41 @@ public:
 
   inline Index rows() const { return m_rows; }
   inline Index cols() const { return m_cols; }
+  
+  /** \returns a (least squares) solution of \f$ A x = b \f$ using the current SVD decomposition of A.
+    *
+    * \param b the right-hand-side of the equation to solve.
+    *
+    * \note Solving requires both U and V to be computed. Thin U and V are enough, there is no need for full U or V.
+    *
+    * \note SVD solving is implicitly least-squares. Thus, this method serves both purposes of exact solving and least-squares solving.
+    * In other words, the returned solution is guaranteed to minimize the Euclidean norm \f$ \Vert A x - b \Vert \f$.
+    */
+#ifdef EIGEN_TEST_EVALUATORS
+  template<typename Rhs>
+  inline const Solve<Derived, Rhs>
+  solve(const MatrixBase<Rhs>& b) const
+  {
+    eigen_assert(m_isInitialized && "SVD is not initialized.");
+    eigen_assert(computeU() && computeV() && "SVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
+    return Solve<Derived, Rhs>(derived(), b.derived());
+  }
+#else
+  template<typename Rhs>
+  inline const internal::solve_retval<SVDBase, Rhs>
+  solve(const MatrixBase<Rhs>& b) const
+  {
+    eigen_assert(m_isInitialized && "SVD is not initialized.");
+    eigen_assert(computeU() && computeV() && "SVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
+    return internal::solve_retval<SVDBase, Rhs>(*this, b.derived());
+  }
+#endif
+  
+  #ifndef EIGEN_PARSED_BY_DOXYGEN
+  template<typename RhsType, typename DstType>
+  EIGEN_DEVICE_FUNC
+  void _solve_impl(const RhsType &rhs, DstType &dst) const;
+  #endif
 
 protected:
   // return true if already allocated
@@ -220,6 +255,41 @@ protected:
 
 };
 
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename Derived>
+template<typename RhsType, typename DstType>
+void SVDBase<Derived>::_solve_impl(const RhsType &rhs, DstType &dst) const
+{
+  eigen_assert(rhs.rows() == rows());
+
+  // A = U S V^*
+  // So A^{-1} = V S^{-1} U^*
+
+  Matrix<Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime, RhsType::MaxColsAtCompileTime> tmp;
+  Index l_rank = rank();
+  
+  tmp.noalias() =  m_matrixU.leftCols(l_rank).adjoint() * rhs;
+  tmp = m_singularValues.head(l_rank).asDiagonal().inverse() * tmp;
+  dst = m_matrixV.leftCols(l_rank) * tmp;
+}
+#endif
+
+namespace internal {
+#ifndef EIGEN_TEST_EVALUATORS
+template<typename Derived, typename Rhs>
+struct solve_retval<SVDBase<Derived>, Rhs>
+  : solve_retval_base<SVDBase<Derived>, Rhs>
+{
+  typedef SVDBase<Derived> SVDType;
+  EIGEN_MAKE_SOLVE_HELPERS(SVDType,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec().derived()._solve_impl(rhs(), dst);
+  }
+};
+#endif
+} // end namespace internal
 
 template<typename MatrixType>
 bool SVDBase<MatrixType>::allocate(Index rows, Index cols, unsigned int computationOptions)

unsupported/test/CMakeLists.txt

@@ -100,8 +100,8 @@ ei_add_test(splines)
 ei_add_test(gmres)
 ei_add_test(minres)
 ei_add_test(levenberg_marquardt)
-if(EIGEN_TEST_NO_EVALUATORS)
 ei_add_test(bdcsvd)
+if(EIGEN_TEST_NO_EVALUATORS)
 ei_add_test(kronecker_product)
 endif()