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add examples for makeJacobi and makeGivens
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@ -8,11 +8,15 @@
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namespace Eigen {
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/** \defgroup Jacobi_Module Jacobi module
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* This module provides Jacobi rotations.
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* This module provides Jacobi and Givens rotations.
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*
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* \code
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* #include <Eigen/Jacobi>
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* \endcode
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*
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* In addition to listed classes, it defines the two following MatrixBase methods to apply a Jacobi or Givens rotation:
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* - MatrixBase::applyOnTheLeft()
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* - MatrixBase::applyOnTheRight().
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*/
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#include "src/Jacobi/Jacobi.h"
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@ -26,16 +26,23 @@
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#ifndef EIGEN_JACOBI_H
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#define EIGEN_JACOBI_H
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/** \ingroup Jacobi
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/** \ingroup Jacobi_Module
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* \jacobi_module
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* \class PlanarRotation
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* \brief Represents a rotation in the plane from a cosine-sine pair.
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*
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* This class represents a Jacobi or Givens rotation.
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* This is a 2D clock-wise rotation in the plane \c J of angle \f$ \theta \f$ defined by
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* This is a 2D rotation in the plane \c J of angle \f$ \theta \f$ defined by
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* its cosine \c c and sine \c s as follow:
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* \f$ J = \left ( \begin{array}{cc} c & \overline s \\ -s & \overline c \end{array} \right ) \f$
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*
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* \sa MatrixBase::makeJacobi(), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
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* You can apply the respective counter-clockwise rotation to a column vector \c v by
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* applying its adjoint on the left: \f$ v = J^* v \f$ that translates to the following Eigen code:
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* \code
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* v.applyOnTheLeft(J.adjoint());
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* \endcode
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*
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* \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
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*/
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template<typename Scalar> class PlanarRotation
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{
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@ -79,11 +86,10 @@ template<typename Scalar> class PlanarRotation
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Scalar m_c, m_s;
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};
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/** Makes \c *this as a Jacobi rotation \a J such that applying \a J on both the right and left sides of the 2x2 matrix
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* \f$ B = \left ( \begin{array}{cc} x & y \\ * & z \end{array} \right )\f$ yields
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* a diagonal matrix \f$ A = J^* B J \f$
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/** Makes \c *this as a Jacobi rotation \a J such that applying \a J on both the right and left sides of the selfadjoint 2x2 matrix
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* \f$ B = \left ( \begin{array}{cc} x & y \\ * & z \end{array} \right )\f$ yields a diagonal matrix \f$ A = J^* B J \f$
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*
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* \sa MatrixBase::makeJacobi(), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
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* \sa MatrixBase::makeJacobi(const MatrixBase<Derived>&, int, int), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
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*/
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template<typename Scalar>
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bool PlanarRotation<Scalar>::makeJacobi(RealScalar x, Scalar y, RealScalar z)
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@ -116,10 +122,13 @@ bool PlanarRotation<Scalar>::makeJacobi(RealScalar x, Scalar y, RealScalar z)
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}
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}
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/** Makes \c *this as a Jacobi rotation \c J such that applying \a J on both the right and left sides of the 2x2 matrix
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/** Makes \c *this as a Jacobi rotation \c J such that applying \a J on both the right and left sides of the 2x2 selfadjoint matrix
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* \f$ B = \left ( \begin{array}{cc} \text{this}_{pp} & \text{this}_{pq} \\ * & \text{this}_{qq} \end{array} \right )\f$ yields
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* a diagonal matrix \f$ A = J^* B J \f$
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*
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* Example: \include Jacobi_makeJacobi.cpp
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* Output: \verbinclude Jacobi_makeJacobi.out
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*
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* \sa PlanarRotation::makeJacobi(RealScalar, Scalar, RealScalar), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
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*/
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template<typename Scalar>
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@ -136,6 +145,9 @@ inline bool PlanarRotation<Scalar>::makeJacobi(const MatrixBase<Derived>& m, int
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* The value of \a z is returned if \a z is not null (the default is null).
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* Also note that G is built such that the cosine is always real.
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*
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* Example: \include Jacobi_makeGivens.cpp
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* Output: \verbinclude Jacobi_makeGivens.out
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*
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* \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
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*/
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template<typename Scalar>
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@ -171,9 +183,11 @@ void PlanarRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar
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}
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// specialization for reals
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// TODO compute z
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template<typename Scalar>
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void PlanarRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* z, ei_meta_false)
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{
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ei_assert(z==0 && "not implemented yet");
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// from Golub's "Matrix Computations", algorithm 5.1.3
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if(q==0)
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{
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@ -197,7 +211,8 @@ void PlanarRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar
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* Implementation of MatrixBase methods
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****************************************************************************************/
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/** Applies the clock wise 2D rotation \a j to the set of 2D vectors of cordinates \a x and \a y:
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/** \jacobi_module
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* Applies the clock wise 2D rotation \a j to the set of 2D vectors of cordinates \a x and \a y:
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* \f$ \left ( \begin{array}{cc} x \\ y \end{array} \right ) = J \left ( \begin{array}{cc} x \\ y \end{array} \right ) \f$
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*
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* \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
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@ -205,7 +220,8 @@ void PlanarRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar
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template<typename VectorX, typename VectorY, typename OtherScalar>
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void ei_apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, const PlanarRotation<OtherScalar>& j);
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/** Applies the rotation in the plane \a j to the rows \a p and \a q of \c *this, i.e., it computes B = J * B,
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/** \jacobi_module
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* Applies the rotation in the plane \a j to the rows \a p and \a q of \c *this, i.e., it computes B = J * B,
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* with \f$ B = \left ( \begin{array}{cc} \text{*this.row}(p) \\ \text{*this.row}(q) \end{array} \right ) \f$.
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*
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* \sa class PlanarRotation, MatrixBase::applyOnTheRight(), ei_apply_rotation_in_the_plane()
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@ -219,7 +235,8 @@ inline void MatrixBase<Derived>::applyOnTheLeft(int p, int q, const PlanarRotati
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ei_apply_rotation_in_the_plane(x, y, j);
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}
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/** Applies the rotation in the plane \a j to the columns \a p and \a q of \c *this, i.e., it computes B = B * J
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/** \ingroup Jacobi_Module
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* Applies the rotation in the plane \a j to the columns \a p and \a q of \c *this, i.e., it computes B = B * J
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* with \f$ B = \left ( \begin{array}{cc} \text{*this.col}(p) & \text{*this.col}(q) \end{array} \right ) \f$.
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*
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* \sa class PlanarRotation, MatrixBase::applyOnTheLeft(), ei_apply_rotation_in_the_plane()
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@ -208,6 +208,7 @@ ALIASES = "only_for_vectors=This is only for vectors (either row-
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"lu_module=This is defined in the %LU module. \code #include <Eigen/LU> \endcode" \
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"cholesky_module=This is defined in the %Cholesky module. \code #include <Eigen/Cholesky> \endcode" \
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"qr_module=This is defined in the %QR module. \code #include <Eigen/QR> \endcode" \
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"jacobi_module=This is defined in the %Jacobi module. \code #include <Eigen/Jacobi> \endcode" \
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"svd_module=This is defined in the %SVD module. \code #include <Eigen/SVD> \endcode" \
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"geometry_module=This is defined in the %Geometry module. \code #include <Eigen/Geometry> \endcode" \
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"leastsquares_module=This is defined in the %LeastSquares module. \code #include <Eigen/LeastSquares> \endcode" \
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doc/snippets/Jacobi_makeGivens.cpp
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doc/snippets/Jacobi_makeGivens.cpp
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Vector2f v = Vector2f::Random();
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PlanarRotation<float> G;
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G.makeGivens(v.x(), v.y());
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cout << "Here is the vector v:" << endl << v << endl;
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v.applyOnTheLeft(0, 1, G.adjoint());
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cout << "Here is the vector J' * v:" << endl << v << endl;
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doc/snippets/Jacobi_makeJacobi.cpp
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doc/snippets/Jacobi_makeJacobi.cpp
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Matrix2f m = Matrix2f::Random();
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m = (m + m.adjoint()).eval();
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PlanarRotation<float> J;
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J.makeJacobi(m, 0, 1);
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cout << "Here is the matrix m:" << endl << m << endl;
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m.applyOnTheLeft(0, 1, J.adjoint());
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m.applyOnTheRight(0, 1, J);
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cout << "Here is the matrix J' * m * J:" << endl << m << endl;
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#include <Eigen/QR>
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#include <Eigen/Cholesky>
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#include <Eigen/Geometry>
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#include <Eigen/Jacobi>
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using namespace Eigen;
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using namespace std;
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