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| // This file is part of Eigen, a lightweight C++ template library | |
| // for linear algebra. | |
| // | |
| // Copyright (C) 2012-2013 Desire Nuentsa <desire.nuentsa_wakam@inria.fr> | |
| // Copyright (C) 2012-2014 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/. | |
| namespace Eigen { | |
| template<typename MatrixType, typename OrderingType> class SparseQR; | |
| template<typename SparseQRType> struct SparseQRMatrixQReturnType; | |
| template<typename SparseQRType> struct SparseQRMatrixQTransposeReturnType; | |
| template<typename SparseQRType, typename Derived> struct SparseQR_QProduct; | |
| namespace internal { | |
| template <typename SparseQRType> struct traits<SparseQRMatrixQReturnType<SparseQRType> > | |
| { | |
| typedef typename SparseQRType::MatrixType ReturnType; | |
| typedef typename ReturnType::StorageIndex StorageIndex; | |
| typedef typename ReturnType::StorageKind StorageKind; | |
| enum { | |
| RowsAtCompileTime = Dynamic, | |
| ColsAtCompileTime = Dynamic | |
| }; | |
| }; | |
| template <typename SparseQRType> struct traits<SparseQRMatrixQTransposeReturnType<SparseQRType> > | |
| { | |
| typedef typename SparseQRType::MatrixType ReturnType; | |
| }; | |
| template <typename SparseQRType, typename Derived> struct traits<SparseQR_QProduct<SparseQRType, Derived> > | |
| { | |
| typedef typename Derived::PlainObject ReturnType; | |
| }; | |
| } // End namespace internal | |
| /** | |
| * \ingroup SparseQR_Module | |
| * \class SparseQR | |
| * \brief Sparse left-looking QR factorization with numerical column pivoting | |
| * | |
| * This class implements a left-looking QR decomposition of sparse matrices | |
| * with numerical column pivoting. | |
| * When a column has a norm less than a given tolerance | |
| * it is implicitly permuted to the end. The QR factorization thus obtained is | |
| * given by A*P = Q*R where R is upper triangular or trapezoidal. | |
| * | |
| * P is the column permutation which is the product of the fill-reducing and the | |
| * numerical permutations. Use colsPermutation() to get it. | |
| * | |
| * Q is the orthogonal matrix represented as products of Householder reflectors. | |
| * Use matrixQ() to get an expression and matrixQ().adjoint() to get the adjoint. | |
| * You can then apply it to a vector. | |
| * | |
| * R is the sparse triangular or trapezoidal matrix. The later occurs when A is rank-deficient. | |
| * matrixR().topLeftCorner(rank(), rank()) always returns a triangular factor of full rank. | |
| * | |
| * \tparam _MatrixType The type of the sparse matrix A, must be a column-major SparseMatrix<> | |
| * \tparam _OrderingType The fill-reducing ordering method. See the \link OrderingMethods_Module | |
| * OrderingMethods \endlink module for the list of built-in and external ordering methods. | |
| * | |
| * \implsparsesolverconcept | |
| * | |
| * The numerical pivoting strategy and default threshold are the same as in SuiteSparse QR, and | |
| * detailed in the following paper: | |
| * <i> | |
| * Tim Davis, "Algorithm 915, SuiteSparseQR: Multifrontal Multithreaded Rank-Revealing | |
| * Sparse QR Factorization, ACM Trans. on Math. Soft. 38(1), 2011. | |
| * </i> | |
| * Even though it is qualified as "rank-revealing", this strategy might fail for some | |
| * rank deficient problems. When this class is used to solve linear or least-square problems | |
| * it is thus strongly recommended to check the accuracy of the computed solution. If it | |
| * failed, it usually helps to increase the threshold with setPivotThreshold. | |
| * | |
| * \warning The input sparse matrix A must be in compressed mode (see SparseMatrix::makeCompressed()). | |
| * \warning For complex matrices matrixQ().transpose() will actually return the adjoint matrix. | |
| * | |
| */ | |
| template<typename _MatrixType, typename _OrderingType> | |
| class SparseQR : public SparseSolverBase<SparseQR<_MatrixType,_OrderingType> > | |
| { | |
| protected: | |
| typedef SparseSolverBase<SparseQR<_MatrixType,_OrderingType> > Base; | |
| using Base::m_isInitialized; | |
| public: | |
| using Base::_solve_impl; | |
| typedef _MatrixType MatrixType; | |
| typedef _OrderingType OrderingType; | |
| typedef typename MatrixType::Scalar Scalar; | |
| typedef typename MatrixType::RealScalar RealScalar; | |
| typedef typename MatrixType::StorageIndex StorageIndex; | |
| typedef SparseMatrix<Scalar,ColMajor,StorageIndex> QRMatrixType; | |
| typedef Matrix<StorageIndex, Dynamic, 1> IndexVector; | |
| typedef Matrix<Scalar, Dynamic, 1> ScalarVector; | |
| typedef PermutationMatrix<Dynamic, Dynamic, StorageIndex> PermutationType; | |
| enum { | |
| ColsAtCompileTime = MatrixType::ColsAtCompileTime, | |
| MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime | |
| }; | |
| public: | |
| SparseQR () : m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false),m_isEtreeOk(false) | |
| { } | |
| /** Construct a QR factorization of the matrix \a mat. | |
| * | |
| * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()). | |
| * | |
| * \sa compute() | |
| */ | |
| explicit SparseQR(const MatrixType& mat) : m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false),m_isEtreeOk(false) | |
| { | |
| compute(mat); | |
| } | |
| /** Computes the QR factorization of the sparse matrix \a mat. | |
| * | |
| * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()). | |
| * | |
| * \sa analyzePattern(), factorize() | |
| */ | |
| void compute(const MatrixType& mat) | |
| { | |
| analyzePattern(mat); | |
| factorize(mat); | |
| } | |
| void analyzePattern(const MatrixType& mat); | |
| void factorize(const MatrixType& mat); | |
| /** \returns the number of rows of the represented matrix. | |
| */ | |
| inline Index rows() const { return m_pmat.rows(); } | |
| /** \returns the number of columns of the represented matrix. | |
| */ | |
| inline Index cols() const { return m_pmat.cols();} | |
| /** \returns a const reference to the \b sparse upper triangular matrix R of the QR factorization. | |
| * \warning The entries of the returned matrix are not sorted. This means that using it in algorithms | |
| * expecting sorted entries will fail. This include random coefficient accesses (SpaseMatrix::coeff()), | |
| * and coefficient-wise operations. Matrix products and triangular solves are fine though. | |
| * | |
| * To sort the entries, you can assign it to a row-major matrix, and if a column-major matrix | |
| * is required, you can copy it again: | |
| * \code | |
| * SparseMatrix<double> R = qr.matrixR(); // column-major, not sorted! | |
| * SparseMatrix<double,RowMajor> Rr = qr.matrixR(); // row-major, sorted | |
| * SparseMatrix<double> Rc = Rr; // column-major, sorted | |
| * \endcode | |
| */ | |
| const QRMatrixType& matrixR() const { return m_R; } | |
| /** \returns the number of non linearly dependent columns as determined by the pivoting threshold. | |
| * | |
| * \sa setPivotThreshold() | |
| */ | |
| Index rank() const | |
| { | |
| eigen_assert(m_isInitialized && "The factorization should be called first, use compute()"); | |
| return m_nonzeropivots; | |
| } | |
| /** \returns an expression of the matrix Q as products of sparse Householder reflectors. | |
| * The common usage of this function is to apply it to a dense matrix or vector | |
| * \code | |
| * VectorXd B1, B2; | |
| * // Initialize B1 | |
| * B2 = matrixQ() * B1; | |
| * \endcode | |
| * | |
| * To get a plain SparseMatrix representation of Q: | |
| * \code | |
| * SparseMatrix<double> Q; | |
| * Q = SparseQR<SparseMatrix<double> >(A).matrixQ(); | |
| * \endcode | |
| * Internally, this call simply performs a sparse product between the matrix Q | |
| * and a sparse identity matrix. However, due to the fact that the sparse | |
| * reflectors are stored unsorted, two transpositions are needed to sort | |
| * them before performing the product. | |
| */ | |
| SparseQRMatrixQReturnType<SparseQR> matrixQ() const | |
| { return SparseQRMatrixQReturnType<SparseQR>(*this); } | |
| /** \returns a const reference to the column permutation P that was applied to A such that A*P = Q*R | |
| * It is the combination of the fill-in reducing permutation and numerical column pivoting. | |
| */ | |
| const PermutationType& colsPermutation() const | |
| { | |
| eigen_assert(m_isInitialized && "Decomposition is not initialized."); | |
| return m_outputPerm_c; | |
| } | |
| /** \returns A string describing the type of error. | |
| * This method is provided to ease debugging, not to handle errors. | |
| */ | |
| std::string lastErrorMessage() const { return m_lastError; } | |
| /** \internal */ | |
| template<typename Rhs, typename Dest> | |
| bool _solve_impl(const MatrixBase<Rhs> &B, MatrixBase<Dest> &dest) const | |
| { | |
| eigen_assert(m_isInitialized && "The factorization should be called first, use compute()"); | |
| eigen_assert(this->rows() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix"); | |
| Index rank = this->rank(); | |
| // Compute Q^* * b; | |
| typename Dest::PlainObject y, b; | |
| y = this->matrixQ().adjoint() * B; | |
| b = y; | |
| // Solve with the triangular matrix R | |
| y.resize((std::max<Index>)(cols(),y.rows()),y.cols()); | |
| y.topRows(rank) = this->matrixR().topLeftCorner(rank, rank).template triangularView<Upper>().solve(b.topRows(rank)); | |
| y.bottomRows(y.rows()-rank).setZero(); | |
| // Apply the column permutation | |
| if (m_perm_c.size()) dest = colsPermutation() * y.topRows(cols()); | |
| else dest = y.topRows(cols()); | |
| m_info = Success; | |
| return true; | |
| } | |
| /** Sets the threshold that is used to determine linearly dependent columns during the factorization. | |
| * | |
| * In practice, if during the factorization the norm of the column that has to be eliminated is below | |
| * this threshold, then the entire column is treated as zero, and it is moved at the end. | |
| */ | |
| void setPivotThreshold(const RealScalar& threshold) | |
| { | |
| m_useDefaultThreshold = false; | |
| m_threshold = threshold; | |
| } | |
| /** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A. | |
| * | |
| * \sa compute() | |
| */ | |
| template<typename Rhs> | |
| inline const Solve<SparseQR, Rhs> solve(const MatrixBase<Rhs>& B) const | |
| { | |
| eigen_assert(m_isInitialized && "The factorization should be called first, use compute()"); | |
| eigen_assert(this->rows() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix"); | |
| return Solve<SparseQR, Rhs>(*this, B.derived()); | |
| } | |
| template<typename Rhs> | |
| inline const Solve<SparseQR, Rhs> solve(const SparseMatrixBase<Rhs>& B) const | |
| { | |
| eigen_assert(m_isInitialized && "The factorization should be called first, use compute()"); | |
| eigen_assert(this->rows() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix"); | |
| return Solve<SparseQR, Rhs>(*this, B.derived()); | |
| } | |
| /** \brief Reports whether previous computation was successful. | |
| * | |
| * \returns \c Success if computation was successful, | |
| * \c NumericalIssue if the QR factorization reports a numerical problem | |
| * \c InvalidInput if the input matrix is invalid | |
| * | |
| * \sa iparm() | |
| */ | |
| ComputationInfo info() const | |
| { | |
| eigen_assert(m_isInitialized && "Decomposition is not initialized."); | |
| return m_info; | |
| } | |
| /** \internal */ | |
| inline void _sort_matrix_Q() | |
| { | |
| if(this->m_isQSorted) return; | |
| // The matrix Q is sorted during the transposition | |
| SparseMatrix<Scalar, RowMajor, Index> mQrm(this->m_Q); | |
| this->m_Q = mQrm; | |
| this->m_isQSorted = true; | |
| } | |
| protected: | |
| bool m_analysisIsok; | |
| bool m_factorizationIsok; | |
| mutable ComputationInfo m_info; | |
| std::string m_lastError; | |
| QRMatrixType m_pmat; // Temporary matrix | |
| QRMatrixType m_R; // The triangular factor matrix | |
| QRMatrixType m_Q; // The orthogonal reflectors | |
| ScalarVector m_hcoeffs; // The Householder coefficients | |
| PermutationType m_perm_c; // Fill-reducing Column permutation | |
| PermutationType m_pivotperm; // The permutation for rank revealing | |
| PermutationType m_outputPerm_c; // The final column permutation | |
| RealScalar m_threshold; // Threshold to determine null Householder reflections | |
| bool m_useDefaultThreshold; // Use default threshold | |
| Index m_nonzeropivots; // Number of non zero pivots found | |
| IndexVector m_etree; // Column elimination tree | |
| IndexVector m_firstRowElt; // First element in each row | |
| bool m_isQSorted; // whether Q is sorted or not | |
| bool m_isEtreeOk; // whether the elimination tree match the initial input matrix | |
| template <typename, typename > friend struct SparseQR_QProduct; | |
| }; | |
| /** \brief Preprocessing step of a QR factorization | |
| * | |
| * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()). | |
| * | |
| * In this step, the fill-reducing permutation is computed and applied to the columns of A | |
| * and the column elimination tree is computed as well. Only the sparsity pattern of \a mat is exploited. | |
| * | |
| * \note In this step it is assumed that there is no empty row in the matrix \a mat. | |
| */ | |
| template <typename MatrixType, typename OrderingType> | |
| void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat) | |
| { | |
| eigen_assert(mat.isCompressed() && "SparseQR requires a sparse matrix in compressed mode. Call .makeCompressed() before passing it to SparseQR"); | |
| // Copy to a column major matrix if the input is rowmajor | |
| typename internal::conditional<MatrixType::IsRowMajor,QRMatrixType,const MatrixType&>::type matCpy(mat); | |
| // Compute the column fill reducing ordering | |
| OrderingType ord; | |
| ord(matCpy, m_perm_c); | |
| Index n = mat.cols(); | |
| Index m = mat.rows(); | |
| Index diagSize = (std::min)(m,n); | |
| if (!m_perm_c.size()) | |
| { | |
| m_perm_c.resize(n); | |
| m_perm_c.indices().setLinSpaced(n, 0,StorageIndex(n-1)); | |
| } | |
| // Compute the column elimination tree of the permuted matrix | |
| m_outputPerm_c = m_perm_c.inverse(); | |
| internal::coletree(matCpy, m_etree, m_firstRowElt, m_outputPerm_c.indices().data()); | |
| m_isEtreeOk = true; | |
| m_R.resize(m, n); | |
| m_Q.resize(m, diagSize); | |
| // Allocate space for nonzero elements: rough estimation | |
| m_R.reserve(2*mat.nonZeros()); //FIXME Get a more accurate estimation through symbolic factorization with the etree | |
| m_Q.reserve(2*mat.nonZeros()); | |
| m_hcoeffs.resize(diagSize); | |
| m_analysisIsok = true; | |
| } | |
| /** \brief Performs the numerical QR factorization of the input matrix | |
| * | |
| * The function SparseQR::analyzePattern(const MatrixType&) must have been called beforehand with | |
| * a matrix having the same sparsity pattern than \a mat. | |
| * | |
| * \param mat The sparse column-major matrix | |
| */ | |
| template <typename MatrixType, typename OrderingType> | |
| void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat) | |
| { | |
| using std::abs; | |
| eigen_assert(m_analysisIsok && "analyzePattern() should be called before this step"); | |
| StorageIndex m = StorageIndex(mat.rows()); | |
| StorageIndex n = StorageIndex(mat.cols()); | |
| StorageIndex diagSize = (std::min)(m,n); | |
| IndexVector mark((std::max)(m,n)); mark.setConstant(-1); // Record the visited nodes | |
| IndexVector Ridx(n), Qidx(m); // Store temporarily the row indexes for the current column of R and Q | |
| Index nzcolR, nzcolQ; // Number of nonzero for the current column of R and Q | |
| ScalarVector tval(m); // The dense vector used to compute the current column | |
| RealScalar pivotThreshold = m_threshold; | |
| m_R.setZero(); | |
| m_Q.setZero(); | |
| m_pmat = mat; | |
| if(!m_isEtreeOk) | |
| { | |
| m_outputPerm_c = m_perm_c.inverse(); | |
| internal::coletree(m_pmat, m_etree, m_firstRowElt, m_outputPerm_c.indices().data()); | |
| m_isEtreeOk = true; | |
| } | |
| m_pmat.uncompress(); // To have the innerNonZeroPtr allocated | |
| // Apply the fill-in reducing permutation lazily: | |
| { | |
| // If the input is row major, copy the original column indices, | |
| // otherwise directly use the input matrix | |
| // | |
| IndexVector originalOuterIndicesCpy; | |
| const StorageIndex *originalOuterIndices = mat.outerIndexPtr(); | |
| if(MatrixType::IsRowMajor) | |
| { | |
| originalOuterIndicesCpy = IndexVector::Map(m_pmat.outerIndexPtr(),n+1); | |
| originalOuterIndices = originalOuterIndicesCpy.data(); | |
| } | |
| for (int i = 0; i < n; i++) | |
| { | |
| Index p = m_perm_c.size() ? m_perm_c.indices()(i) : i; | |
| m_pmat.outerIndexPtr()[p] = originalOuterIndices[i]; | |
| m_pmat.innerNonZeroPtr()[p] = originalOuterIndices[i+1] - originalOuterIndices[i]; | |
| } | |
| } | |
| /* Compute the default threshold as in MatLab, see: | |
| * Tim Davis, "Algorithm 915, SuiteSparseQR: Multifrontal Multithreaded Rank-Revealing | |
| * Sparse QR Factorization, ACM Trans. on Math. Soft. 38(1), 2011, Page 8:3 | |
| */ | |
| if(m_useDefaultThreshold) | |
| { | |
| RealScalar max2Norm = 0.0; | |
| for (int j = 0; j < n; j++) max2Norm = numext::maxi(max2Norm, m_pmat.col(j).norm()); | |
| if(max2Norm==RealScalar(0)) | |
| max2Norm = RealScalar(1); | |
| pivotThreshold = 20 * (m + n) * max2Norm * NumTraits<RealScalar>::epsilon(); | |
| } | |
| // Initialize the numerical permutation | |
| m_pivotperm.setIdentity(n); | |
| StorageIndex nonzeroCol = 0; // Record the number of valid pivots | |
| m_Q.startVec(0); | |
| // Left looking rank-revealing QR factorization: compute a column of R and Q at a time | |
| for (StorageIndex col = 0; col < n; ++col) | |
| { | |
| mark.setConstant(-1); | |
| m_R.startVec(col); | |
| mark(nonzeroCol) = col; | |
| Qidx(0) = nonzeroCol; | |
| nzcolR = 0; nzcolQ = 1; | |
| bool found_diag = nonzeroCol>=m; | |
| tval.setZero(); | |
| // Symbolic factorization: find the nonzero locations of the column k of the factors R and Q, i.e., | |
| // all the nodes (with indexes lower than rank) reachable through the column elimination tree (etree) rooted at node k. | |
| // Note: if the diagonal entry does not exist, then its contribution must be explicitly added, | |
| // thus the trick with found_diag that permits to do one more iteration on the diagonal element if this one has not been found. | |
| for (typename QRMatrixType::InnerIterator itp(m_pmat, col); itp || !found_diag; ++itp) | |
| { | |
| StorageIndex curIdx = nonzeroCol; | |
| if(itp) curIdx = StorageIndex(itp.row()); | |
| if(curIdx == nonzeroCol) found_diag = true; | |
| // Get the nonzeros indexes of the current column of R | |
| StorageIndex st = m_firstRowElt(curIdx); // The traversal of the etree starts here | |
| if (st < 0 ) | |
| { | |
| m_lastError = "Empty row found during numerical factorization"; | |
| m_info = InvalidInput; | |
| return; | |
| } | |
| // Traverse the etree | |
| Index bi = nzcolR; | |
| for (; mark(st) != col; st = m_etree(st)) | |
| { | |
| Ridx(nzcolR) = st; // Add this row to the list, | |
| mark(st) = col; // and mark this row as visited | |
| nzcolR++; | |
| } | |
| // Reverse the list to get the topological ordering | |
| Index nt = nzcolR-bi; | |
| for(Index i = 0; i < nt/2; i++) std::swap(Ridx(bi+i), Ridx(nzcolR-i-1)); | |
| // Copy the current (curIdx,pcol) value of the input matrix | |
| if(itp) tval(curIdx) = itp.value(); | |
| else tval(curIdx) = Scalar(0); | |
| // Compute the pattern of Q(:,k) | |
| if(curIdx > nonzeroCol && mark(curIdx) != col ) | |
| { | |
| Qidx(nzcolQ) = curIdx; // Add this row to the pattern of Q, | |
| mark(curIdx) = col; // and mark it as visited | |
| nzcolQ++; | |
| } | |
| } | |
| // Browse all the indexes of R(:,col) in reverse order | |
| for (Index i = nzcolR-1; i >= 0; i--) | |
| { | |
| Index curIdx = Ridx(i); | |
| // Apply the curIdx-th householder vector to the current column (temporarily stored into tval) | |
| Scalar tdot(0); | |
| // First compute q' * tval | |
| tdot = m_Q.col(curIdx).dot(tval); | |
| tdot *= m_hcoeffs(curIdx); | |
| // Then update tval = tval - q * tau | |
| // FIXME: tval -= tdot * m_Q.col(curIdx) should amount to the same (need to check/add support for efficient "dense ?= sparse") | |
| for (typename QRMatrixType::InnerIterator itq(m_Q, curIdx); itq; ++itq) | |
| tval(itq.row()) -= itq.value() * tdot; | |
| // Detect fill-in for the current column of Q | |
| if(m_etree(Ridx(i)) == nonzeroCol) | |
| { | |
| for (typename QRMatrixType::InnerIterator itq(m_Q, curIdx); itq; ++itq) | |
| { | |
| StorageIndex iQ = StorageIndex(itq.row()); | |
| if (mark(iQ) != col) | |
| { | |
| Qidx(nzcolQ++) = iQ; // Add this row to the pattern of Q, | |
| mark(iQ) = col; // and mark it as visited | |
| } | |
| } | |
| } | |
| } // End update current column | |
| Scalar tau = RealScalar(0); | |
| RealScalar beta = 0; | |
| if(nonzeroCol < diagSize) | |
| { | |
| // Compute the Householder reflection that eliminate the current column | |
| // FIXME this step should call the Householder module. | |
| Scalar c0 = nzcolQ ? tval(Qidx(0)) : Scalar(0); | |
| // First, the squared norm of Q((col+1):m, col) | |
| RealScalar sqrNorm = 0.; | |
| for (Index itq = 1; itq < nzcolQ; ++itq) sqrNorm += numext::abs2(tval(Qidx(itq))); | |
| if(sqrNorm == RealScalar(0) && numext::imag(c0) == RealScalar(0)) | |
| { | |
| beta = numext::real(c0); | |
| tval(Qidx(0)) = 1; | |
| } | |
| else | |
| { | |
| using std::sqrt; | |
| beta = sqrt(numext::abs2(c0) + sqrNorm); | |
| if(numext::real(c0) >= RealScalar(0)) | |
| beta = -beta; | |
| tval(Qidx(0)) = 1; | |
| for (Index itq = 1; itq < nzcolQ; ++itq) | |
| tval(Qidx(itq)) /= (c0 - beta); | |
| tau = numext::conj((beta-c0) / beta); | |
| } | |
| } | |
| // Insert values in R | |
| for (Index i = nzcolR-1; i >= 0; i--) | |
| { | |
| Index curIdx = Ridx(i); | |
| if(curIdx < nonzeroCol) | |
| { | |
| m_R.insertBackByOuterInnerUnordered(col, curIdx) = tval(curIdx); | |
| tval(curIdx) = Scalar(0.); | |
| } | |
| } | |
| if(nonzeroCol < diagSize && abs(beta) >= pivotThreshold) | |
| { | |
| m_R.insertBackByOuterInner(col, nonzeroCol) = beta; | |
| // The householder coefficient | |
| m_hcoeffs(nonzeroCol) = tau; | |
| // Record the householder reflections | |
| for (Index itq = 0; itq < nzcolQ; ++itq) | |
| { | |
| Index iQ = Qidx(itq); | |
| m_Q.insertBackByOuterInnerUnordered(nonzeroCol,iQ) = tval(iQ); | |
| tval(iQ) = Scalar(0.); | |
| } | |
| nonzeroCol++; | |
| if(nonzeroCol<diagSize) | |
| m_Q.startVec(nonzeroCol); | |
| } | |
| else | |
| { | |
| // Zero pivot found: move implicitly this column to the end | |
| for (Index j = nonzeroCol; j < n-1; j++) | |
| std::swap(m_pivotperm.indices()(j), m_pivotperm.indices()[j+1]); | |
| // Recompute the column elimination tree | |
| internal::coletree(m_pmat, m_etree, m_firstRowElt, m_pivotperm.indices().data()); | |
| m_isEtreeOk = false; | |
| } | |
| } | |
| m_hcoeffs.tail(diagSize-nonzeroCol).setZero(); | |
| // Finalize the column pointers of the sparse matrices R and Q | |
| m_Q.finalize(); | |
| m_Q.makeCompressed(); | |
| m_R.finalize(); | |
| m_R.makeCompressed(); | |
| m_isQSorted = false; | |
| m_nonzeropivots = nonzeroCol; | |
| if(nonzeroCol<n) | |
| { | |
| // Permute the triangular factor to put the 'dead' columns to the end | |
| QRMatrixType tempR(m_R); | |
| m_R = tempR * m_pivotperm; | |
| // Update the column permutation | |
| m_outputPerm_c = m_outputPerm_c * m_pivotperm; | |
| } | |
| m_isInitialized = true; | |
| m_factorizationIsok = true; | |
| m_info = Success; | |
| } | |
| template <typename SparseQRType, typename Derived> | |
| struct SparseQR_QProduct : ReturnByValue<SparseQR_QProduct<SparseQRType, Derived> > | |
| { | |
| typedef typename SparseQRType::QRMatrixType MatrixType; | |
| typedef typename SparseQRType::Scalar Scalar; | |
| // Get the references | |
| SparseQR_QProduct(const SparseQRType& qr, const Derived& other, bool transpose) : | |
| m_qr(qr),m_other(other),m_transpose(transpose) {} | |
| inline Index rows() const { return m_qr.matrixQ().rows(); } | |
| inline Index cols() const { return m_other.cols(); } | |
| // Assign to a vector | |
| template<typename DesType> | |
| void evalTo(DesType& res) const | |
| { | |
| Index m = m_qr.rows(); | |
| Index n = m_qr.cols(); | |
| Index diagSize = (std::min)(m,n); | |
| res = m_other; | |
| if (m_transpose) | |
| { | |
| eigen_assert(m_qr.m_Q.rows() == m_other.rows() && "Non conforming object sizes"); | |
| //Compute res = Q' * other column by column | |
| for(Index j = 0; j < res.cols(); j++){ | |
| for (Index k = 0; k < diagSize; k++) | |
| { | |
| Scalar tau = Scalar(0); | |
| tau = m_qr.m_Q.col(k).dot(res.col(j)); | |
| if(tau==Scalar(0)) continue; | |
| tau = tau * m_qr.m_hcoeffs(k); | |
| res.col(j) -= tau * m_qr.m_Q.col(k); | |
| } | |
| } | |
| } | |
| else | |
| { | |
| eigen_assert(m_qr.matrixQ().cols() == m_other.rows() && "Non conforming object sizes"); | |
| res.conservativeResize(rows(), cols()); | |
| // Compute res = Q * other column by column | |
| for(Index j = 0; j < res.cols(); j++) | |
| { | |
| Index start_k = internal::is_identity<Derived>::value ? numext::mini(j,diagSize-1) : diagSize-1; | |
| for (Index k = start_k; k >=0; k--) | |
| { | |
| Scalar tau = Scalar(0); | |
| tau = m_qr.m_Q.col(k).dot(res.col(j)); | |
| if(tau==Scalar(0)) continue; | |
| tau = tau * numext::conj(m_qr.m_hcoeffs(k)); | |
| res.col(j) -= tau * m_qr.m_Q.col(k); | |
| } | |
| } | |
| } | |
| } | |
| const SparseQRType& m_qr; | |
| const Derived& m_other; | |
| bool m_transpose; // TODO this actually means adjoint | |
| }; | |
| template<typename SparseQRType> | |
| struct SparseQRMatrixQReturnType : public EigenBase<SparseQRMatrixQReturnType<SparseQRType> > | |
| { | |
| typedef typename SparseQRType::Scalar Scalar; | |
| typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; | |
| enum { | |
| RowsAtCompileTime = Dynamic, | |
| ColsAtCompileTime = Dynamic | |
| }; | |
| explicit SparseQRMatrixQReturnType(const SparseQRType& qr) : m_qr(qr) {} | |
| template<typename Derived> | |
| SparseQR_QProduct<SparseQRType, Derived> operator*(const MatrixBase<Derived>& other) | |
| { | |
| return SparseQR_QProduct<SparseQRType,Derived>(m_qr,other.derived(),false); | |
| } | |
| // To use for operations with the adjoint of Q | |
| SparseQRMatrixQTransposeReturnType<SparseQRType> adjoint() const | |
| { | |
| return SparseQRMatrixQTransposeReturnType<SparseQRType>(m_qr); | |
| } | |
| inline Index rows() const { return m_qr.rows(); } | |
| inline Index cols() const { return m_qr.rows(); } | |
| // To use for operations with the transpose of Q FIXME this is the same as adjoint at the moment | |
| SparseQRMatrixQTransposeReturnType<SparseQRType> transpose() const | |
| { | |
| return SparseQRMatrixQTransposeReturnType<SparseQRType>(m_qr); | |
| } | |
| const SparseQRType& m_qr; | |
| }; | |
| // TODO this actually represents the adjoint of Q | |
| template<typename SparseQRType> | |
| struct SparseQRMatrixQTransposeReturnType | |
| { | |
| explicit SparseQRMatrixQTransposeReturnType(const SparseQRType& qr) : m_qr(qr) {} | |
| template<typename Derived> | |
| SparseQR_QProduct<SparseQRType,Derived> operator*(const MatrixBase<Derived>& other) | |
| { | |
| return SparseQR_QProduct<SparseQRType,Derived>(m_qr,other.derived(), true); | |
| } | |
| const SparseQRType& m_qr; | |
| }; | |
| namespace internal { | |
| template<typename SparseQRType> | |
| struct evaluator_traits<SparseQRMatrixQReturnType<SparseQRType> > | |
| { | |
| typedef typename SparseQRType::MatrixType MatrixType; | |
| typedef typename storage_kind_to_evaluator_kind<typename MatrixType::StorageKind>::Kind Kind; | |
| typedef SparseShape Shape; | |
| }; | |
| template< typename DstXprType, typename SparseQRType> | |
| struct Assignment<DstXprType, SparseQRMatrixQReturnType<SparseQRType>, internal::assign_op<typename DstXprType::Scalar,typename DstXprType::Scalar>, Sparse2Sparse> | |
| { | |
| typedef SparseQRMatrixQReturnType<SparseQRType> SrcXprType; | |
| typedef typename DstXprType::Scalar Scalar; | |
| typedef typename DstXprType::StorageIndex StorageIndex; | |
| static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar,Scalar> &/*func*/) | |
| { | |
| typename DstXprType::PlainObject idMat(src.rows(), src.cols()); | |
| idMat.setIdentity(); | |
| // Sort the sparse householder reflectors if needed | |
| const_cast<SparseQRType *>(&src.m_qr)->_sort_matrix_Q(); | |
| dst = SparseQR_QProduct<SparseQRType, DstXprType>(src.m_qr, idMat, false); | |
| } | |
| }; | |
| template< typename DstXprType, typename SparseQRType> | |
| struct Assignment<DstXprType, SparseQRMatrixQReturnType<SparseQRType>, internal::assign_op<typename DstXprType::Scalar,typename DstXprType::Scalar>, Sparse2Dense> | |
| { | |
| typedef SparseQRMatrixQReturnType<SparseQRType> SrcXprType; | |
| typedef typename DstXprType::Scalar Scalar; | |
| typedef typename DstXprType::StorageIndex StorageIndex; | |
| static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar,Scalar> &/*func*/) | |
| { | |
| dst = src.m_qr.matrixQ() * DstXprType::Identity(src.m_qr.rows(), src.m_qr.rows()); | |
| } | |
| }; | |
| } // end namespace internal | |
| } // end namespace Eigen | |