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RealQZ: optimize general hessenberg to not apply rotations to zero entries.

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This commit is contained in:
Gael Guennebaud 2012-07-24 18:16:22 +02:00
parent c1cab7b8ed
commit e7c07de549
2 changed files with 17 additions and 10 deletions
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2
Eigen/src/Eigenvalues/EigenSolver.h
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@ -560,7 +560,7 @@ void EigenSolver<MatrixType>::doComputeEigenvectors()
if ((vr == 0.0) && (vi == 0.0)) if ((vr == 0.0) && (vi == 0.0))
vr = eps * norm * (internal::abs(w) + internal::abs(q) + internal::abs(x) + internal::abs(y) + internal::abs(lastw)); vr = eps * norm * (internal::abs(w) + internal::abs(q) + internal::abs(x) + internal::abs(y) + internal::abs(lastw));
std::complex<Scalar> cc = cdiv(x*lastra-lastw*ra+q*sa,x*lastsa-lastw*sa-q*ra,vr,vi); std::complex<Scalar> cc = cdiv(x*lastra-lastw*ra+q*sa,x*lastsa-lastw*sa-q*ra,vr,vi);
m_matT.coeffRef(i,n-1) = internal::real(cc); m_matT.coeffRef(i,n-1) = internal::real(cc);
m_matT.coeffRef(i,n) = internal::imag(cc); m_matT.coeffRef(i,n) = internal::imag(cc);
if (internal::abs(x) > (internal::abs(lastw) + internal::abs(q))) if (internal::abs(x) > (internal::abs(lastw) + internal::abs(q)))

25
Eigen/src/Eigenvalues/RealQZ.h
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@ -234,18 +234,26 @@ namespace Eigen {
for (Index i=dim-1; i>=j+2; i--) { for (Index i=dim-1; i>=j+2; i--) {
JRs G; JRs G;
// kill S(i,j) // kill S(i,j)
G.makeGivens(m_S.coeff(i-1, j), m_S.coeff(i,j)); if(m_S.coeff(i,j) != 0)
m_S.applyOnTheLeft(i-1,i,G.adjoint()); {
m_T.applyOnTheLeft(i-1,i,G.adjoint()); Scalar tmp = m_S(i-1,j);
m_S.coeffRef(i,j) = Scalar(0.0); G.makeGivens(tmp, m_S.coeff(i,j), &m_S.coeffRef(i-1, j));
m_S.coeffRef(i,j) = Scalar(0.0);
m_S.rightCols(dim-j-1).applyOnTheLeft(i-1,i,G.adjoint());
m_T.rightCols(dim-i+1).applyOnTheLeft(i-1,i,G.adjoint());
}
// update Q // update Q
if (m_computeQZ) if (m_computeQZ)
m_Q.applyOnTheRight(i-1,i,G); m_Q.applyOnTheRight(i-1,i,G);
// kill T(i,i-1) // kill T(i,i-1)
G.makeGivens(m_T.coeff(i,i), m_T.coeff(i,i-1)); if(m_T.coeff(i,i-1)!=Scalar(0))
m_S.applyOnTheRight(i,i-1,G); {
m_T.applyOnTheRight(i,i-1,G); Scalar tmp = m_T.coeff(i,i);
m_T.coeffRef(i,i-1) = Scalar(0.0); G.makeGivens(tmp, m_T.coeff(i,i-1), &m_T.coeffRef(i,i));
m_T.coeffRef(i,i-1) = Scalar(0.0);
m_S.applyOnTheRight(i,i-1,G);
m_T.topRows(i).applyOnTheRight(i,i-1,G);
}
// update Z // update Z
if (m_computeQZ) if (m_computeQZ)
m_Z.applyOnTheLeft(i,i-1,G.adjoint()); m_Z.applyOnTheLeft(i,i-1,G.adjoint());
@ -574,4 +582,3 @@ namespace Eigen {
#endif //EIGEN_REAL_QZ #endif //EIGEN_REAL_QZ