move eigen values related stuff of the QR module to a new EigenSolver module.

- perhaps we can find a better name ?
- note that the QR module still includes the EigenSolver module for compatibility

Eigen/CMakeLists.txt

@@ -1,4 +1,4 @@
-set(Eigen_HEADERS Core LU Cholesky QR Geometry Sparse Array SVD LeastSquares QtAlignedMalloc StdVector Householder Jacobi)
+set(Eigen_HEADERS Core LU Cholesky QR Geometry Sparse Array SVD LeastSquares QtAlignedMalloc StdVector Householder Jacobi EigenSolver)
 
 if(EIGEN_BUILD_LIB)
     set(Eigen_SRCS

Eigen/EigenSolver

@@ -0,0 +1,74 @@
+#ifndef EIGEN_EIGEN_SOLVER_MODULE_H
+#define EIGEN_EIGEN_SOLVER_MODULE_H
+
+#include "Core"
+
+#include "src/Core/util/DisableMSVCWarnings.h"
+
+#include "Cholesky"
+#include "Jacobi"
+#include "Householder"
+
+// Note that EIGEN_HIDE_HEAVY_CODE has to be defined per module
+#if (defined EIGEN_EXTERN_INSTANTIATIONS) && (EIGEN_EXTERN_INSTANTIATIONS>=2)
+  #ifndef EIGEN_HIDE_HEAVY_CODE
+  #define EIGEN_HIDE_HEAVY_CODE
+  #endif
+#elif defined EIGEN_HIDE_HEAVY_CODE
+  #undef EIGEN_HIDE_HEAVY_CODE
+#endif
+
+namespace Eigen {
+
+/** \defgroup EigenSolver_Module Eigen Solver module
+  *
+  * \nonstableyet
+  *
+  * This module mainly provides various eigen value solvers.
+  * This module also provides some MatrixBase methods, including:
+  *  - MatrixBase::eigenvalues(),
+  *  - MatrixBase::operatorNorm()
+  *
+  * \code
+  * #include <Eigen/EigenSolver>
+  * \endcode
+  */
+
+#include "src/EigenSolver/Tridiagonalization.h"
+#include "src/EigenSolver/EigenSolver.h"
+#include "src/EigenSolver/SelfAdjointEigenSolver.h"
+#include "src/EigenSolver/HessenbergDecomposition.h"
+#include "src/EigenSolver/ComplexSchur.h"
+#include "src/EigenSolver/ComplexEigenSolver.h"
+
+// declare all classes for a given matrix type
+#define EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(MATRIXTYPE,PREFIX) \
+  PREFIX template class Tridiagonalization<MATRIXTYPE>; \
+  PREFIX template class HessenbergDecomposition<MATRIXTYPE>; \
+  PREFIX template class SelfAdjointEigenSolver<MATRIXTYPE>
+
+// removed because it does not support complex yet
+//  PREFIX template class EigenSolver<MATRIXTYPE>
+
+// declare all class for all types
+#define EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE(PREFIX) \
+  EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(Matrix2f,PREFIX); \
+  EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(Matrix2d,PREFIX); \
+  EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(Matrix3f,PREFIX); \
+  EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(Matrix3d,PREFIX); \
+  EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(Matrix4f,PREFIX); \
+  EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(Matrix4d,PREFIX); \
+  EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(MatrixXf,PREFIX); \
+  EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(MatrixXd,PREFIX); \
+  EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(MatrixXcf,PREFIX); \
+  EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(MatrixXcd,PREFIX)
+
+#ifdef EIGEN_EXTERN_INSTANTIATIONS
+  EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE(extern);
+#endif // EIGEN_EXTERN_INSTANTIATIONS
+
+} // namespace Eigen
+
+#include "src/Core/util/EnableMSVCWarnings.h"
+
+#endif // EIGEN_EIGEN_SOLVER_MODULE_H

Eigen/LeastSquares

@@ -5,7 +5,7 @@
 
 #include "src/Core/util/DisableMSVCWarnings.h"
 
-#include "QR"
+#include "EigenSolver"
 #include "Geometry"
 
 namespace Eigen {

Eigen/QR

@@ -24,11 +24,9 @@ namespace Eigen {
   *
   * \nonstableyet
   *
-  * This module mainly provides QR decomposition and an eigen value solver.
+  * This module provides various QR decompositions
   * This module also provides some MatrixBase methods, including:
   *  - MatrixBase::qr(),
-  *  - MatrixBase::eigenvalues(),
-  *  - MatrixBase::operatorNorm()
   *
   * \code
   * #include <Eigen/QR>
@@ -38,22 +36,10 @@ namespace Eigen {
 #include "src/QR/HouseholderQR.h"
 #include "src/QR/FullPivotingHouseholderQR.h"
 #include "src/QR/ColPivotingHouseholderQR.h"
-#include "src/QR/Tridiagonalization.h"
-#include "src/QR/EigenSolver.h"
-#include "src/QR/SelfAdjointEigenSolver.h"
-#include "src/QR/HessenbergDecomposition.h"
-#include "src/QR/ComplexSchur.h"
-#include "src/QR/ComplexEigenSolver.h"
 
 // declare all classes for a given matrix type
 #define EIGEN_QR_MODULE_INSTANTIATE_TYPE(MATRIXTYPE,PREFIX) \
   PREFIX template class HouseholderQR<MATRIXTYPE>; \
-  PREFIX template class Tridiagonalization<MATRIXTYPE>; \
-  PREFIX template class HessenbergDecomposition<MATRIXTYPE>; \
-  PREFIX template class SelfAdjointEigenSolver<MATRIXTYPE>
-
-// removed because it does not support complex yet
-//  PREFIX template class EigenSolver<MATRIXTYPE>
 
 // declare all class for all types
 #define EIGEN_QR_MODULE_INSTANTIATE(PREFIX) \
@@ -76,4 +62,7 @@ namespace Eigen {
 
 #include "src/Core/util/EnableMSVCWarnings.h"
 
+// FIXME for compatibility we include EigenSolver here:
+#include "EigenSolver"
+
 #endif // EIGEN_QR_MODULE_H

Eigen/src/CMakeLists.txt

@@ -9,3 +9,4 @@ ADD_SUBDIRECTORY(LeastSquares)
 ADD_SUBDIRECTORY(Sparse)
 ADD_SUBDIRECTORY(Jacobi)
 ADD_SUBDIRECTORY(Householder)
+ADD_SUBDIRECTORY(EigenSolver)

Eigen/src/EigenSolver/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_EIGENSOLVER_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_EIGENSOLVER_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/EigenSolver COMPONENT Devel
+  )

Eigen/src/EigenSolver/ComplexEigenSolver.h

@@ -79,6 +79,7 @@ template<typename _MatrixType> class ComplexEigenSolver
 template<typename MatrixType>
 void ComplexEigenSolver<MatrixType>::compute(const MatrixType& matrix)
 {
+  // this code is inspired from Jampack
   assert(matrix.cols() == matrix.rows());
   int n = matrix.cols();
   m_eivalues.resize(n,1);

Eigen/src/EigenSolver/ComplexSchur.h

@@ -120,6 +120,7 @@ std::complex<RealScalar> ei_sqrt(const std::complex<RealScalar> &z)
 template<typename MatrixType>
 void ComplexSchur<MatrixType>::compute(const MatrixType& matrix)
 {
+  // this code is inspired from Jampack
   assert(matrix.cols() == matrix.rows());
   int n = matrix.cols();
 

Eigen/src/EigenSolver/EigenSolver.h

@@ -25,7 +25,7 @@
 #ifndef EIGEN_EIGENSOLVER_H
 #define EIGEN_EIGENSOLVER_H
 
-/** \ingroup QR_Module
+/** \ingroup EigenSolver_Module
   * \nonstableyet
   *
   * \class EigenSolver

Eigen/src/EigenSolver/HessenbergDecomposition.h

@@ -25,7 +25,7 @@
 #ifndef EIGEN_HESSENBERGDECOMPOSITION_H
 #define EIGEN_HESSENBERGDECOMPOSITION_H
 
-/** \ingroup QR_Module
+/** \ingroup EigenSolver_Module
   * \nonstableyet
   *
   * \class HessenbergDecomposition

Eigen/src/EigenSolver/SelfAdjointEigenSolver.h

@@ -25,7 +25,7 @@
 #ifndef EIGEN_SELFADJOINTEIGENSOLVER_H
 #define EIGEN_SELFADJOINTEIGENSOLVER_H
 
-/** \qr_module \ingroup QR_Module
+/** \eigensolver_module \ingroup EigenSolver_Module
   * \nonstableyet
   *
   * \class SelfAdjointEigenSolver
@@ -137,7 +137,7 @@ template<typename _MatrixType> class SelfAdjointEigenSolver
 
 /** \internal
   *
-  * \qr_module
+  * \eigensolver_module
   *
   * Performs a QR step on a tridiagonal symmetric matrix represented as a
   * pair of two vectors \a diag and \a subdiag.
@@ -266,7 +266,7 @@ compute(const MatrixType& matA, const MatrixType& matB, bool computeEigenvectors
 
 #endif // EIGEN_HIDE_HEAVY_CODE
 
-/** \qr_module
+/** \eigensolver_module
   *
   * \returns a vector listing the eigenvalues of this matrix.
   */
@@ -307,7 +307,7 @@ template<typename Derived> struct ei_operatorNorm_selector<Derived, false>
   }
 };
 
-/** \qr_module
+/** \eigensolver_module
   *
   * \returns the matrix norm of this matrix.
   */

Eigen/src/EigenSolver/Tridiagonalization.h

@@ -25,7 +25,7 @@
 #ifndef EIGEN_TRIDIAGONALIZATION_H
 #define EIGEN_TRIDIAGONALIZATION_H
 
-/** \ingroup QR_Module
+/** \ingroup EigenSolver_Module
   * \nonstableyet
   *
   * \class Tridiagonalization

Eigen/src/QR/QrInstantiations.cpp

@@ -33,11 +33,6 @@
 namespace Eigen
 {
 
-template static void ei_tridiagonal_qr_step(float* , float* , int, int, float* , int);
-template static void ei_tridiagonal_qr_step(double* , double* , int, int, double* , int);
-template static void ei_tridiagonal_qr_step(float* , float* , int, int, std::complex<float>* , int);
-template static void ei_tridiagonal_qr_step(double* , double* , int, int, std::complex<double>* , int);
-
 EIGEN_QR_MODULE_INSTANTIATE();
 
 }

doc/Doxyfile.in

@@ -212,6 +212,7 @@ ALIASES                = "only_for_vectors=This is only for vectors (either row-
                          "svd_module=This is defined in the %SVD module. \code #include <Eigen/SVD> \endcode" \
                          "geometry_module=This is defined in the %Geometry module. \code #include <Eigen/Geometry> \endcode" \
                          "leastsquares_module=This is defined in the %LeastSquares module. \code #include <Eigen/LeastSquares> \endcode" \
+                         "eigensolver_module=This is defined in the %EigenSolver module. \code #include <Eigen/EigenSolver> \endcode" \
                          "label=\bug" \
                          "redstar=<a href='#warningarraymodule' style='color:red;text-decoration: none;'>*</a>" \
                          "nonstableyet=\warning This is not considered to be part of the stable public API yet. Changes may happen in future releases. See \ref Experimental \"Experimental parts of Eigen\""

test/eigensolver_complex.cpp

@@ -23,7 +23,7 @@
 // Eigen. If not, see <http://www.gnu.org/licenses/>.
 
 #include "main.h"
-#include <Eigen/QR>
+#include <Eigen/EigenSolver>
 #include <Eigen/LU>
 
 template<typename MatrixType> void eigensolver(const MatrixType& m)

test/eigensolver_generic.cpp

@@ -23,7 +23,7 @@
 // Eigen. If not, see <http://www.gnu.org/licenses/>.
 
 #include "main.h"
-#include <Eigen/QR>
+#include <Eigen/EigenSolver>
 
 #ifdef HAS_GSL
 #include "gsl_helper.h"

test/eigensolver_selfadjoint.cpp

@@ -23,7 +23,7 @@
 // Eigen. If not, see <http://www.gnu.org/licenses/>.
 
 #include "main.h"
-#include <Eigen/QR>
+#include <Eigen/EigenSolver>
 
 #ifdef HAS_GSL
 #include "gsl_helper.h"

test/product_notemporary.cpp

@@ -71,8 +71,6 @@ template<typename MatrixType> void product_notemporary(const MatrixType& m)
   VERIFY_EVALUATION_COUNT( m3 = (m1 * m2.adjoint()), 1);
   VERIFY_EVALUATION_COUNT( m3.noalias() = m1 * m2.adjoint(), 0);
 
-  // NOTE in this case the slow product is used:
-  // FIXME:
   VERIFY_EVALUATION_COUNT( m3.noalias() = s1 * (m1 * m2.transpose()), 0);
 
   VERIFY_EVALUATION_COUNT( m3.noalias() = s1 * m1 * s2 * m2.adjoint(), 0);