diff --git a/Eigen/src/Eigenvalues/EigenSolver.h b/Eigen/src/Eigenvalues/EigenSolver.h index 84f5c408f..36a9acb4d 100644 --- a/Eigen/src/Eigenvalues/EigenSolver.h +++ b/Eigen/src/Eigenvalues/EigenSolver.h @@ -25,6 +25,8 @@ #ifndef EIGEN_EIGENSOLVER_H #define EIGEN_EIGENSOLVER_H +#include "./HessenbergDecomposition.h" + /** \eigenvalues_module \ingroup Eigenvalues_Module * \nonstableyet * @@ -310,13 +312,11 @@ EigenSolver& EigenSolver::compute(const MatrixType& matr assert(matrix.cols() == matrix.rows()); int n = matrix.cols(); m_eivalues.resize(n,1); - m_eivec.resize(n,n); - - MatrixType matH = matrix; - RealVectorType ort(n); // Reduce to Hessenberg form. - orthes(matH, ort); + HessenbergDecomposition hd(matrix); + MatrixType matH = hd.matrixH(); + m_eivec = hd.matrixQ(); // Reduce Hessenberg to real Schur form. hqr2(matH); @@ -325,69 +325,6 @@ EigenSolver& EigenSolver::compute(const MatrixType& matr return *this; } -// Nonsymmetric reduction to Hessenberg form. -template -void EigenSolver::orthes(MatrixType& matH, RealVectorType& ort) -{ - // This is derived from the Algol procedures orthes and ortran, - // by Martin and Wilkinson, Handbook for Auto. Comp., - // Vol.ii-Linear Algebra, and the corresponding - // Fortran subroutines in EISPACK. - - int n = m_eivec.cols(); - int low = 0; - int high = n-1; - - for (int m = low+1; m <= high-1; ++m) - { - // Scale column. - RealScalar scale = matH.block(m, m-1, high-m+1, 1).cwiseAbs().sum(); - if (scale != 0.0) - { - // Compute Householder transformation. - RealScalar h = 0.0; - // FIXME could be rewritten, but this one looks better wrt cache - for (int i = high; i >= m; i--) - { - ort.coeffRef(i) = matH.coeff(i,m-1)/scale; - h += ort.coeff(i) * ort.coeff(i); - } - RealScalar g = ei_sqrt(h); - if (ort.coeff(m) > 0) - g = -g; - h = h - ort.coeff(m) * g; - ort.coeffRef(m) = ort.coeff(m) - g; - - // Apply Householder similarity transformation - // H = (I-u*u'/h)*H*(I-u*u')/h) - int bSize = high-m+1; - matH.block(m, m, bSize, n-m).noalias() -= ((ort.segment(m, bSize)/h) - * (ort.segment(m, bSize).transpose() * matH.block(m, m, bSize, n-m))); - - matH.block(0, m, high+1, bSize).noalias() -= ((matH.block(0, m, high+1, bSize) * ort.segment(m, bSize)) - * (ort.segment(m, bSize)/h).transpose()); - - ort.coeffRef(m) = scale*ort.coeff(m); - matH.coeffRef(m,m-1) = scale*g; - } - } - - // Accumulate transformations (Algol's ortran). - m_eivec.setIdentity(); - - for (int m = high-1; m >= low+1; m--) - { - if (matH.coeff(m,m-1) != 0.0) - { - ort.segment(m+1, high-m) = matH.col(m-1).segment(m+1, high-m); - - int bSize = high-m+1; - m_eivec.block(m, m, bSize, bSize).noalias() += ( (ort.segment(m, bSize) / (matH.coeff(m,m-1) * ort.coeff(m))) - * (ort.segment(m, bSize).transpose() * m_eivec.block(m, m, bSize, bSize)) ); - } - } -} - // Complex scalar division. template std::complex cdiv(Scalar xr, Scalar xi, Scalar yr, Scalar yi)