xref: /aosp_15_r20/external/eigen/Eigen/src/Householder/Householder.h (revision bf2c37156dfe67e5dfebd6d394bad8b2ab5804d4)
1*bf2c3715SXin Li // This file is part of Eigen, a lightweight C++ template library
2*bf2c3715SXin Li // for linear algebra.
3*bf2c3715SXin Li //
4*bf2c3715SXin Li // Copyright (C) 2010 Benoit Jacob <[email protected]>
5*bf2c3715SXin Li // Copyright (C) 2009 Gael Guennebaud <[email protected]>
6*bf2c3715SXin Li //
7*bf2c3715SXin Li // This Source Code Form is subject to the terms of the Mozilla
8*bf2c3715SXin Li // Public License v. 2.0. If a copy of the MPL was not distributed
9*bf2c3715SXin Li // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
10*bf2c3715SXin Li 
11*bf2c3715SXin Li #ifndef EIGEN_HOUSEHOLDER_H
12*bf2c3715SXin Li #define EIGEN_HOUSEHOLDER_H
13*bf2c3715SXin Li 
14*bf2c3715SXin Li namespace Eigen {
15*bf2c3715SXin Li 
16*bf2c3715SXin Li namespace internal {
17*bf2c3715SXin Li template<int n> struct decrement_size
18*bf2c3715SXin Li {
19*bf2c3715SXin Li   enum {
20*bf2c3715SXin Li     ret = n==Dynamic ? n : n-1
21*bf2c3715SXin Li   };
22*bf2c3715SXin Li };
23*bf2c3715SXin Li }
24*bf2c3715SXin Li 
25*bf2c3715SXin Li /** Computes the elementary reflector H such that:
26*bf2c3715SXin Li   * \f$ H *this = [ beta 0 ... 0]^T \f$
27*bf2c3715SXin Li   * where the transformation H is:
28*bf2c3715SXin Li   * \f$ H = I - tau v v^*\f$
29*bf2c3715SXin Li   * and the vector v is:
30*bf2c3715SXin Li   * \f$ v^T = [1 essential^T] \f$
31*bf2c3715SXin Li   *
32*bf2c3715SXin Li   * The essential part of the vector \c v is stored in *this.
33*bf2c3715SXin Li   *
34*bf2c3715SXin Li   * On output:
35*bf2c3715SXin Li   * \param tau the scaling factor of the Householder transformation
36*bf2c3715SXin Li   * \param beta the result of H * \c *this
37*bf2c3715SXin Li   *
38*bf2c3715SXin Li   * \sa MatrixBase::makeHouseholder(), MatrixBase::applyHouseholderOnTheLeft(),
39*bf2c3715SXin Li   *     MatrixBase::applyHouseholderOnTheRight()
40*bf2c3715SXin Li   */
41*bf2c3715SXin Li template<typename Derived>
42*bf2c3715SXin Li EIGEN_DEVICE_FUNC
makeHouseholderInPlace(Scalar & tau,RealScalar & beta)43*bf2c3715SXin Li void MatrixBase<Derived>::makeHouseholderInPlace(Scalar& tau, RealScalar& beta)
44*bf2c3715SXin Li {
45*bf2c3715SXin Li   VectorBlock<Derived, internal::decrement_size<Base::SizeAtCompileTime>::ret> essentialPart(derived(), 1, size()-1);
46*bf2c3715SXin Li   makeHouseholder(essentialPart, tau, beta);
47*bf2c3715SXin Li }
48*bf2c3715SXin Li 
49*bf2c3715SXin Li /** Computes the elementary reflector H such that:
50*bf2c3715SXin Li   * \f$ H *this = [ beta 0 ... 0]^T \f$
51*bf2c3715SXin Li   * where the transformation H is:
52*bf2c3715SXin Li   * \f$ H = I - tau v v^*\f$
53*bf2c3715SXin Li   * and the vector v is:
54*bf2c3715SXin Li   * \f$ v^T = [1 essential^T] \f$
55*bf2c3715SXin Li   *
56*bf2c3715SXin Li   * On output:
57*bf2c3715SXin Li   * \param essential the essential part of the vector \c v
58*bf2c3715SXin Li   * \param tau the scaling factor of the Householder transformation
59*bf2c3715SXin Li   * \param beta the result of H * \c *this
60*bf2c3715SXin Li   *
61*bf2c3715SXin Li   * \sa MatrixBase::makeHouseholderInPlace(), MatrixBase::applyHouseholderOnTheLeft(),
62*bf2c3715SXin Li   *     MatrixBase::applyHouseholderOnTheRight()
63*bf2c3715SXin Li   */
64*bf2c3715SXin Li template<typename Derived>
65*bf2c3715SXin Li template<typename EssentialPart>
66*bf2c3715SXin Li EIGEN_DEVICE_FUNC
makeHouseholder(EssentialPart & essential,Scalar & tau,RealScalar & beta)67*bf2c3715SXin Li void MatrixBase<Derived>::makeHouseholder(
68*bf2c3715SXin Li   EssentialPart& essential,
69*bf2c3715SXin Li   Scalar& tau,
70*bf2c3715SXin Li   RealScalar& beta) const
71*bf2c3715SXin Li {
72*bf2c3715SXin Li   using std::sqrt;
73*bf2c3715SXin Li   using numext::conj;
74*bf2c3715SXin Li 
75*bf2c3715SXin Li   EIGEN_STATIC_ASSERT_VECTOR_ONLY(EssentialPart)
76*bf2c3715SXin Li   VectorBlock<const Derived, EssentialPart::SizeAtCompileTime> tail(derived(), 1, size()-1);
77*bf2c3715SXin Li 
78*bf2c3715SXin Li   RealScalar tailSqNorm = size()==1 ? RealScalar(0) : tail.squaredNorm();
79*bf2c3715SXin Li   Scalar c0 = coeff(0);
80*bf2c3715SXin Li   const RealScalar tol = (std::numeric_limits<RealScalar>::min)();
81*bf2c3715SXin Li 
82*bf2c3715SXin Li   if(tailSqNorm <= tol && numext::abs2(numext::imag(c0))<=tol)
83*bf2c3715SXin Li   {
84*bf2c3715SXin Li     tau = RealScalar(0);
85*bf2c3715SXin Li     beta = numext::real(c0);
86*bf2c3715SXin Li     essential.setZero();
87*bf2c3715SXin Li   }
88*bf2c3715SXin Li   else
89*bf2c3715SXin Li   {
90*bf2c3715SXin Li     beta = sqrt(numext::abs2(c0) + tailSqNorm);
91*bf2c3715SXin Li     if (numext::real(c0)>=RealScalar(0))
92*bf2c3715SXin Li       beta = -beta;
93*bf2c3715SXin Li     essential = tail / (c0 - beta);
94*bf2c3715SXin Li     tau = conj((beta - c0) / beta);
95*bf2c3715SXin Li   }
96*bf2c3715SXin Li }
97*bf2c3715SXin Li 
98*bf2c3715SXin Li /** Apply the elementary reflector H given by
99*bf2c3715SXin Li   * \f$ H = I - tau v v^*\f$
100*bf2c3715SXin Li   * with
101*bf2c3715SXin Li   * \f$ v^T = [1 essential^T] \f$
102*bf2c3715SXin Li   * from the left to a vector or matrix.
103*bf2c3715SXin Li   *
104*bf2c3715SXin Li   * On input:
105*bf2c3715SXin Li   * \param essential the essential part of the vector \c v
106*bf2c3715SXin Li   * \param tau the scaling factor of the Householder transformation
107*bf2c3715SXin Li   * \param workspace a pointer to working space with at least
108*bf2c3715SXin Li   *                  this->cols() entries
109*bf2c3715SXin Li   *
110*bf2c3715SXin Li   * \sa MatrixBase::makeHouseholder(), MatrixBase::makeHouseholderInPlace(),
111*bf2c3715SXin Li   *     MatrixBase::applyHouseholderOnTheRight()
112*bf2c3715SXin Li   */
113*bf2c3715SXin Li template<typename Derived>
114*bf2c3715SXin Li template<typename EssentialPart>
115*bf2c3715SXin Li EIGEN_DEVICE_FUNC
applyHouseholderOnTheLeft(const EssentialPart & essential,const Scalar & tau,Scalar * workspace)116*bf2c3715SXin Li void MatrixBase<Derived>::applyHouseholderOnTheLeft(
117*bf2c3715SXin Li   const EssentialPart& essential,
118*bf2c3715SXin Li   const Scalar& tau,
119*bf2c3715SXin Li   Scalar* workspace)
120*bf2c3715SXin Li {
121*bf2c3715SXin Li   if(rows() == 1)
122*bf2c3715SXin Li   {
123*bf2c3715SXin Li     *this *= Scalar(1)-tau;
124*bf2c3715SXin Li   }
125*bf2c3715SXin Li   else if(tau!=Scalar(0))
126*bf2c3715SXin Li   {
127*bf2c3715SXin Li     Map<typename internal::plain_row_type<PlainObject>::type> tmp(workspace,cols());
128*bf2c3715SXin Li     Block<Derived, EssentialPart::SizeAtCompileTime, Derived::ColsAtCompileTime> bottom(derived(), 1, 0, rows()-1, cols());
129*bf2c3715SXin Li     tmp.noalias() = essential.adjoint() * bottom;
130*bf2c3715SXin Li     tmp += this->row(0);
131*bf2c3715SXin Li     this->row(0) -= tau * tmp;
132*bf2c3715SXin Li     bottom.noalias() -= tau * essential * tmp;
133*bf2c3715SXin Li   }
134*bf2c3715SXin Li }
135*bf2c3715SXin Li 
136*bf2c3715SXin Li /** Apply the elementary reflector H given by
137*bf2c3715SXin Li   * \f$ H = I - tau v v^*\f$
138*bf2c3715SXin Li   * with
139*bf2c3715SXin Li   * \f$ v^T = [1 essential^T] \f$
140*bf2c3715SXin Li   * from the right to a vector or matrix.
141*bf2c3715SXin Li   *
142*bf2c3715SXin Li   * On input:
143*bf2c3715SXin Li   * \param essential the essential part of the vector \c v
144*bf2c3715SXin Li   * \param tau the scaling factor of the Householder transformation
145*bf2c3715SXin Li   * \param workspace a pointer to working space with at least
146*bf2c3715SXin Li   *                  this->rows() entries
147*bf2c3715SXin Li   *
148*bf2c3715SXin Li   * \sa MatrixBase::makeHouseholder(), MatrixBase::makeHouseholderInPlace(),
149*bf2c3715SXin Li   *     MatrixBase::applyHouseholderOnTheLeft()
150*bf2c3715SXin Li   */
151*bf2c3715SXin Li template<typename Derived>
152*bf2c3715SXin Li template<typename EssentialPart>
153*bf2c3715SXin Li EIGEN_DEVICE_FUNC
applyHouseholderOnTheRight(const EssentialPart & essential,const Scalar & tau,Scalar * workspace)154*bf2c3715SXin Li void MatrixBase<Derived>::applyHouseholderOnTheRight(
155*bf2c3715SXin Li   const EssentialPart& essential,
156*bf2c3715SXin Li   const Scalar& tau,
157*bf2c3715SXin Li   Scalar* workspace)
158*bf2c3715SXin Li {
159*bf2c3715SXin Li   if(cols() == 1)
160*bf2c3715SXin Li   {
161*bf2c3715SXin Li     *this *= Scalar(1)-tau;
162*bf2c3715SXin Li   }
163*bf2c3715SXin Li   else if(tau!=Scalar(0))
164*bf2c3715SXin Li   {
165*bf2c3715SXin Li     Map<typename internal::plain_col_type<PlainObject>::type> tmp(workspace,rows());
166*bf2c3715SXin Li     Block<Derived, Derived::RowsAtCompileTime, EssentialPart::SizeAtCompileTime> right(derived(), 0, 1, rows(), cols()-1);
167*bf2c3715SXin Li     tmp.noalias() = right * essential;
168*bf2c3715SXin Li     tmp += this->col(0);
169*bf2c3715SXin Li     this->col(0) -= tau * tmp;
170*bf2c3715SXin Li     right.noalias() -= tau * tmp * essential.adjoint();
171*bf2c3715SXin Li   }
172*bf2c3715SXin Li }
173*bf2c3715SXin Li 
174*bf2c3715SXin Li } // end namespace Eigen
175*bf2c3715SXin Li 
176*bf2c3715SXin Li #endif // EIGEN_HOUSEHOLDER_H
177