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50 lines
1.3 KiB
C++
50 lines
1.3 KiB
C++
namespace Eigen {
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namespace internal {
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template <typename Scalar>
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void rwupdt(
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Matrix< Scalar, Dynamic, Dynamic > &r,
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const Matrix< Scalar, Dynamic, 1> &w,
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Matrix< Scalar, Dynamic, 1> &b,
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Scalar alpha)
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{
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typedef DenseIndex Index;
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const Index n = r.cols();
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eigen_assert(r.rows()>=n);
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std::vector<JacobiRotation<Scalar> > givens(n);
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/* Local variables */
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Scalar temp, rowj;
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/* Function Body */
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for (Index j = 0; j < n; ++j) {
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rowj = w[j];
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/* apply the previous transformations to */
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/* r(i,j), i=0,1,...,j-1, and to w(j). */
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for (Index i = 0; i < j; ++i) {
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temp = givens[i].c() * r(i,j) + givens[i].s() * rowj;
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rowj = -givens[i].s() * r(i,j) + givens[i].c() * rowj;
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r(i,j) = temp;
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}
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/* determine a givens rotation which eliminates w(j). */
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givens[j].makeGivens(-r(j,j), rowj);
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if (rowj == 0.)
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continue; // givens[j] is identity
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/* apply the current transformation to r(j,j), b(j), and alpha. */
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r(j,j) = givens[j].c() * r(j,j) + givens[j].s() * rowj;
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temp = givens[j].c() * b[j] + givens[j].s() * alpha;
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alpha = -givens[j].s() * b[j] + givens[j].c() * alpha;
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b[j] = temp;
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}
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}
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} // end namespace internal
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} // end namespace Eigen
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