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Cleanup: Move 2x2 real SVD into the Jacobi module where it naturally belongs.

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Rasmus Munk Larsen 2025-10-14 00:58:37 +00:00
parent 99f8512985
commit da55dd1471
4 changed files with 28 additions and 56 deletions
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2
Eigen/Eigenvalues
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@ -32,8 +32,6 @@
* \endcode * \endcode
*/ */
#include "src/misc/RealSvd2x2.h"
// IWYU pragma: begin_exports // IWYU pragma: begin_exports
#include "src/Eigenvalues/Tridiagonalization.h" #include "src/Eigenvalues/Tridiagonalization.h"
#include "src/Eigenvalues/RealSchur.h" #include "src/Eigenvalues/RealSchur.h"

1
Eigen/SVD
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@ -33,7 +33,6 @@
*/ */
// IWYU pragma: begin_exports // IWYU pragma: begin_exports
#include "src/misc/RealSvd2x2.h"
#include "src/SVD/UpperBidiagonalization.h" #include "src/SVD/UpperBidiagonalization.h"
#include "src/SVD/SVDBase.h" #include "src/SVD/SVDBase.h"
#include "src/SVD/JacobiSVD.h" #include "src/SVD/JacobiSVD.h"

28
Eigen/src/Jacobi/Jacobi.h
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@ -420,6 +420,34 @@ EIGEN_DEVICE_FUNC void inline apply_rotation_in_the_plane(DenseBase<VectorX>& xp
x, incrx, y, incry, size, c, s); x, incrx, y, incry, size, c, s);
} }
template <typename MatrixType, typename RealScalar, typename Index>
void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q, JacobiRotation<RealScalar>* j_left,
JacobiRotation<RealScalar>* j_right) {
using std::abs;
using std::sqrt;
Matrix<RealScalar, 2, 2> m;
m << numext::real(matrix.coeff(p, p)), numext::real(matrix.coeff(p, q)), numext::real(matrix.coeff(q, p)),
numext::real(matrix.coeff(q, q));
JacobiRotation<RealScalar> rot1;
RealScalar t = m.coeff(0, 0) + m.coeff(1, 1);
RealScalar d = m.coeff(1, 0) - m.coeff(0, 1);
if (abs(d) < (std::numeric_limits<RealScalar>::min)()) {
rot1.s() = RealScalar(0);
rot1.c() = RealScalar(1);
} else {
// If d!=0, then t/d cannot overflow because the magnitude of the
// entries forming d are not too small compared to the ones forming t.
RealScalar u = t / d;
RealScalar tmp = sqrt(RealScalar(1) + numext::abs2(u));
rot1.s() = RealScalar(1) / tmp;
rot1.c() = u / tmp;
}
m.applyOnTheLeft(0, 1, rot1);
j_right->makeJacobi(m, 0, 1);
*j_left = rot1 * j_right->transpose();
}
} // end namespace internal } // end namespace internal
} // end namespace Eigen } // end namespace Eigen

53
Eigen/src/misc/RealSvd2x2.h
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@ -1,53 +0,0 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
// Copyright (C) 2013-2016 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#ifndef EIGEN_REALSVD2X2_H
#define EIGEN_REALSVD2X2_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
namespace Eigen {
namespace internal {
template <typename MatrixType, typename RealScalar, typename Index>
void real_2x2_jacobi_svd(const MatrixType &matrix, Index p, Index q, JacobiRotation<RealScalar> *j_left,
JacobiRotation<RealScalar> *j_right) {
using std::abs;
using std::sqrt;
Matrix<RealScalar, 2, 2> m;
m << numext::real(matrix.coeff(p, p)), numext::real(matrix.coeff(p, q)), numext::real(matrix.coeff(q, p)),
numext::real(matrix.coeff(q, q));
JacobiRotation<RealScalar> rot1;
RealScalar t = m.coeff(0, 0) + m.coeff(1, 1);
RealScalar d = m.coeff(1, 0) - m.coeff(0, 1);
if (abs(d) < (std::numeric_limits<RealScalar>::min)()) {
rot1.s() = RealScalar(0);
rot1.c() = RealScalar(1);
} else {
// If d!=0, then t/d cannot overflow because the magnitude of the
// entries forming d are not too small compared to the ones forming t.
RealScalar u = t / d;
RealScalar tmp = sqrt(RealScalar(1) + numext::abs2(u));
rot1.s() = RealScalar(1) / tmp;
rot1.c() = u / tmp;
}
m.applyOnTheLeft(0, 1, rot1);
j_right->makeJacobi(m, 0, 1);
*j_left = rot1 * j_right->transpose();
}
} // end namespace internal
} // end namespace Eigen
#endif // EIGEN_REALSVD2X2_H