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add an inplace householder QR dec function in preparation for a block version

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This commit is contained in:
Gael Guennebaud 2010-06-17 17:27:52 +02:00
parent 3acd007f9d
commit bc99c82d17
1 changed files with 37 additions and 12 deletions
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49
Eigen/src/QR/HouseholderQR.h
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@ -193,6 +193,42 @@ typename MatrixType::RealScalar HouseholderQR<MatrixType>::logAbsDeterminant() c
return m_qr.diagonal().cwiseAbs().array().log().sum();
}
/** \internal */
template<typename MatrixQR, typename HCoeffs>
void ei_householder_qr_inplace_unblocked(MatrixQR& mat, HCoeffs& hCoeffs, typename MatrixQR::Scalar* tempData = 0)
{
typedef typename MatrixQR::Index Index;
typedef typename MatrixQR::Scalar Scalar;
typedef typename MatrixQR::RealScalar RealScalar;
Index rows = mat.rows();
Index cols = mat.cols();
Index size = std::min(rows,cols);
ei_assert(hCoeffs.size() == size);
typedef Matrix<Scalar,MatrixQR::ColsAtCompileTime,1> TempType;
TempType tempVector;
if(tempData==0)
{
tempVector.resize(cols);
tempData = tempVector.data();
}
for(Index k = 0; k < size; ++k)
{
Index remainingRows = rows - k;
Index remainingCols = cols - k - 1;
RealScalar beta;
mat.col(k).tail(remainingRows).makeHouseholderInPlace(hCoeffs.coeffRef(k), beta);
mat.coeffRef(k,k) = beta;
// apply H to remaining part of m_qr from the left
mat.bottomRightCorner(remainingRows, remainingCols)
.applyHouseholderOnTheLeft(mat.col(k).tail(remainingRows-1), hCoeffs.coeffRef(k), tempData+k+1);
}
}
template<typename MatrixType>
HouseholderQR<MatrixType>& HouseholderQR<MatrixType>::compute(const MatrixType& matrix)
{
@ -205,19 +241,8 @@ HouseholderQR<MatrixType>& HouseholderQR<MatrixType>::compute(const MatrixType&
m_temp.resize(cols);
for(Index k = 0; k < size; ++k)
{
Index remainingRows = rows - k;
Index remainingCols = cols - k - 1;
ei_householder_qr_inplace_unblocked(m_qr, m_hCoeffs, m_temp.data());
RealScalar beta;
m_qr.col(k).tail(remainingRows).makeHouseholderInPlace(m_hCoeffs.coeffRef(k), beta);
m_qr.coeffRef(k,k) = beta;
// apply H to remaining part of m_qr from the left
m_qr.bottomRightCorner(remainingRows, remainingCols)
.applyHouseholderOnTheLeft(m_qr.col(k).tail(remainingRows-1), m_hCoeffs.coeffRef(k), &m_temp.coeffRef(k+1));
}
m_isInitialized = true;
return *this;
}