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move eigen values related stuff of the QR module to a new EigenSolver module.

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- perhaps we can find a better name ?
- note that the QR module still includes the EigenSolver module for compatibility
This commit is contained in:
Gael Guennebaud 2009-09-03 11:39:44 +02:00
parent 9515b00876
commit a54b99fa72
18 changed files with 109 additions and 43 deletions
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2
Eigen/CMakeLists.txt
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@ -1,4 +1,4 @@
set(Eigen_HEADERS Core LU Cholesky QR Geometry Sparse Array SVD LeastSquares QtAlignedMalloc StdVector Householder Jacobi)
set(Eigen_HEADERS Core LU Cholesky QR Geometry Sparse Array SVD LeastSquares QtAlignedMalloc StdVector Householder Jacobi EigenSolver)
if(EIGEN_BUILD_LIB)
set(Eigen_SRCS

74
Eigen/EigenSolver Normal file
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@ -0,0 +1,74 @@
#ifndef EIGEN_EIGEN_SOLVER_MODULE_H
#define EIGEN_EIGEN_SOLVER_MODULE_H
#include "Core"
#include "src/Core/util/DisableMSVCWarnings.h"
#include "Cholesky"
#include "Jacobi"
#include "Householder"
// Note that EIGEN_HIDE_HEAVY_CODE has to be defined per module
#if (defined EIGEN_EXTERN_INSTANTIATIONS) && (EIGEN_EXTERN_INSTANTIATIONS>=2)
#ifndef EIGEN_HIDE_HEAVY_CODE
#define EIGEN_HIDE_HEAVY_CODE
#endif
#elif defined EIGEN_HIDE_HEAVY_CODE
#undef EIGEN_HIDE_HEAVY_CODE
#endif
namespace Eigen {
/** \defgroup EigenSolver_Module Eigen Solver module
*
* \nonstableyet
*
* This module mainly provides various eigen value solvers.
* This module also provides some MatrixBase methods, including:
* - MatrixBase::eigenvalues(),
* - MatrixBase::operatorNorm()
*
* \code
* #include <Eigen/EigenSolver>
* \endcode
*/
#include "src/EigenSolver/Tridiagonalization.h"
#include "src/EigenSolver/EigenSolver.h"
#include "src/EigenSolver/SelfAdjointEigenSolver.h"
#include "src/EigenSolver/HessenbergDecomposition.h"
#include "src/EigenSolver/ComplexSchur.h"
#include "src/EigenSolver/ComplexEigenSolver.h"
// declare all classes for a given matrix type
#define EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(MATRIXTYPE,PREFIX) \
PREFIX template class Tridiagonalization<MATRIXTYPE>; \
PREFIX template class HessenbergDecomposition<MATRIXTYPE>; \
PREFIX template class SelfAdjointEigenSolver<MATRIXTYPE>
// removed because it does not support complex yet
// PREFIX template class EigenSolver<MATRIXTYPE>
// declare all class for all types
#define EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE(PREFIX) \
EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(Matrix2f,PREFIX); \
EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(Matrix2d,PREFIX); \
EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(Matrix3f,PREFIX); \
EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(Matrix3d,PREFIX); \
EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(Matrix4f,PREFIX); \
EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(Matrix4d,PREFIX); \
EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(MatrixXf,PREFIX); \
EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(MatrixXd,PREFIX); \
EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(MatrixXcf,PREFIX); \
EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE_TYPE(MatrixXcd,PREFIX)
#ifdef EIGEN_EXTERN_INSTANTIATIONS
EIGEN_EIGEN_SOLVER_MODULE_INSTANTIATE(extern);
#endif // EIGEN_EXTERN_INSTANTIATIONS
} // namespace Eigen
#include "src/Core/util/EnableMSVCWarnings.h"
#endif // EIGEN_EIGEN_SOLVER_MODULE_H

2
Eigen/LeastSquares
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@ -5,7 +5,7 @@
#include "src/Core/util/DisableMSVCWarnings.h"
#include "QR"
#include "EigenSolver"
#include "Geometry"
namespace Eigen {

19
Eigen/QR
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@ -24,11 +24,9 @@ namespace Eigen {
*
* \nonstableyet
*
* This module mainly provides QR decomposition and an eigen value solver.
* This module provides various QR decompositions
* This module also provides some MatrixBase methods, including:
* - MatrixBase::qr(),
* - MatrixBase::eigenvalues(),
* - MatrixBase::operatorNorm()
*
* \code
* #include <Eigen/QR>
@ -38,22 +36,10 @@ namespace Eigen {
#include "src/QR/HouseholderQR.h"
#include "src/QR/FullPivotingHouseholderQR.h"
#include "src/QR/ColPivotingHouseholderQR.h"
#include "src/QR/Tridiagonalization.h"
#include "src/QR/EigenSolver.h"
#include "src/QR/SelfAdjointEigenSolver.h"
#include "src/QR/HessenbergDecomposition.h"
#include "src/QR/ComplexSchur.h"
#include "src/QR/ComplexEigenSolver.h"
// declare all classes for a given matrix type
#define EIGEN_QR_MODULE_INSTANTIATE_TYPE(MATRIXTYPE,PREFIX) \
PREFIX template class HouseholderQR<MATRIXTYPE>; \
PREFIX template class Tridiagonalization<MATRIXTYPE>; \
PREFIX template class HessenbergDecomposition<MATRIXTYPE>; \
PREFIX template class SelfAdjointEigenSolver<MATRIXTYPE>
// removed because it does not support complex yet
// PREFIX template class EigenSolver<MATRIXTYPE>
// declare all class for all types
#define EIGEN_QR_MODULE_INSTANTIATE(PREFIX) \
@ -76,4 +62,7 @@ namespace Eigen {
#include "src/Core/util/EnableMSVCWarnings.h"
// FIXME for compatibility we include EigenSolver here:
#include "EigenSolver"
#endif // EIGEN_QR_MODULE_H

1
Eigen/src/CMakeLists.txt
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@ -9,3 +9,4 @@ ADD_SUBDIRECTORY(LeastSquares)
ADD_SUBDIRECTORY(Sparse)
ADD_SUBDIRECTORY(Jacobi)
ADD_SUBDIRECTORY(Householder)
ADD_SUBDIRECTORY(EigenSolver)

6
Eigen/src/EigenSolver/CMakeLists.txt Normal file
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@ -0,0 +1,6 @@
FILE(GLOB Eigen_EIGENSOLVER_SRCS "*.h")
INSTALL(FILES
${Eigen_EIGENSOLVER_SRCS}
DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/EigenSolver COMPONENT Devel
)

1
Eigen/src/QR/ComplexEigenSolver.h → Eigen/src/EigenSolver/ComplexEigenSolver.h
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@ -79,6 +79,7 @@ template<typename _MatrixType> class ComplexEigenSolver
template<typename MatrixType>
void ComplexEigenSolver<MatrixType>::compute(const MatrixType& matrix)
{
// this code is inspired from Jampack
assert(matrix.cols() == matrix.rows());
int n = matrix.cols();
m_eivalues.resize(n,1);

1
Eigen/src/QR/ComplexSchur.h → Eigen/src/EigenSolver/ComplexSchur.h
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@ -120,6 +120,7 @@ std::complex<RealScalar> ei_sqrt(const std::complex<RealScalar> &z)
template<typename MatrixType>
void ComplexSchur<MatrixType>::compute(const MatrixType& matrix)
{
// this code is inspired from Jampack
assert(matrix.cols() == matrix.rows());
int n = matrix.cols();

18
Eigen/src/QR/EigenSolver.h → Eigen/src/EigenSolver/EigenSolver.h
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@ -25,7 +25,7 @@
#ifndef EIGEN_EIGENSOLVER_H
#define EIGEN_EIGENSOLVER_H
/** \ingroup QR_Module
/** \ingroup EigenSolver_Module
* \nonstableyet
*
* \class EigenSolver
@ -53,7 +53,7 @@ template<typename _MatrixType> class EigenSolver
typedef Matrix<RealScalar, MatrixType::ColsAtCompileTime, 1> RealVectorType;
typedef Matrix<RealScalar, Dynamic, 1> RealVectorTypeX;
/**
/**
* \brief Default Constructor.
*
* The default constructor is useful in cases in which the user intends to
@ -103,19 +103,19 @@ template<typename _MatrixType> class EigenSolver
*
* \sa pseudoEigenvalueMatrix()
*/
const MatrixType& pseudoEigenvectors() const
{
const MatrixType& pseudoEigenvectors() const
{
ei_assert(m_isInitialized && "EigenSolver is not initialized.");
return m_eivec;
return m_eivec;
}
MatrixType pseudoEigenvalueMatrix() const;
/** \returns the eigenvalues as a column vector */
EigenvalueType eigenvalues() const
{
EigenvalueType eigenvalues() const
{
ei_assert(m_isInitialized && "EigenSolver is not initialized.");
return m_eivalues;
return m_eivalues;
}
EigenSolver& compute(const MatrixType& matrix);
@ -265,7 +265,7 @@ void EigenSolver<MatrixType>::orthes(MatrixType& matH, RealVectorType& ort)
ort.segment(m+1, high-m) = matH.col(m-1).segment(m+1, high-m);
int bSize = high-m+1;
m_eivec.block(m, m, bSize, bSize).noalias() += ( (ort.segment(m, bSize) / (matH.coeff(m,m-1) * ort.coeff(m)))
m_eivec.block(m, m, bSize, bSize).noalias() += ( (ort.segment(m, bSize) / (matH.coeff(m,m-1) * ort.coeff(m)))
* (ort.segment(m, bSize).transpose() * m_eivec.block(m, m, bSize, bSize)) );
}
}

4
Eigen/src/QR/HessenbergDecomposition.h → Eigen/src/EigenSolver/HessenbergDecomposition.h
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@ -25,7 +25,7 @@
#ifndef EIGEN_HESSENBERGDECOMPOSITION_H
#define EIGEN_HESSENBERGDECOMPOSITION_H
/** \ingroup QR_Module
/** \ingroup EigenSolver_Module
* \nonstableyet
*
* \class HessenbergDecomposition
@ -156,7 +156,7 @@ void HessenbergDecomposition<MatrixType>::_compute(MatrixType& matA, CoeffVector
// Apply similarity transformation to remaining columns,
// i.e., compute A = H A H'
// A = H A
matA.corner(BottomRight, remainingSize, remainingSize)
.applyHouseholderOnTheLeft(matA.col(i).end(remainingSize-1), h, &temp.coeffRef(0));

8
Eigen/src/QR/SelfAdjointEigenSolver.h → Eigen/src/EigenSolver/SelfAdjointEigenSolver.h
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@ -25,7 +25,7 @@
#ifndef EIGEN_SELFADJOINTEIGENSOLVER_H
#define EIGEN_SELFADJOINTEIGENSOLVER_H
/** \qr_module \ingroup QR_Module
/** \eigensolver_module \ingroup EigenSolver_Module
* \nonstableyet
*
* \class SelfAdjointEigenSolver
@ -137,7 +137,7 @@ template<typename _MatrixType> class SelfAdjointEigenSolver
/** \internal
*
* \qr_module
* \eigensolver_module
*
* Performs a QR step on a tridiagonal symmetric matrix represented as a
* pair of two vectors \a diag and \a subdiag.
@ -266,7 +266,7 @@ compute(const MatrixType& matA, const MatrixType& matB, bool computeEigenvectors
#endif // EIGEN_HIDE_HEAVY_CODE
/** \qr_module
/** \eigensolver_module
*
* \returns a vector listing the eigenvalues of this matrix.
*/
@ -307,7 +307,7 @@ template<typename Derived> struct ei_operatorNorm_selector<Derived, false>
}
};
/** \qr_module
/** \eigensolver_module
*
* \returns the matrix norm of this matrix.
*/

2
Eigen/src/QR/Tridiagonalization.h → Eigen/src/EigenSolver/Tridiagonalization.h
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@ -25,7 +25,7 @@
#ifndef EIGEN_TRIDIAGONALIZATION_H
#define EIGEN_TRIDIAGONALIZATION_H
/** \ingroup QR_Module
/** \ingroup EigenSolver_Module
* \nonstableyet
*
* \class Tridiagonalization

5
Eigen/src/QR/QrInstantiations.cpp
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@ -33,11 +33,6 @@
namespace Eigen
{
template static void ei_tridiagonal_qr_step(float* , float* , int, int, float* , int);
template static void ei_tridiagonal_qr_step(double* , double* , int, int, double* , int);
template static void ei_tridiagonal_qr_step(float* , float* , int, int, std::complex<float>* , int);
template static void ei_tridiagonal_qr_step(double* , double* , int, int, std::complex<double>* , int);
EIGEN_QR_MODULE_INSTANTIATE();
}

1
doc/Doxyfile.in
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@ -212,6 +212,7 @@ ALIASES = "only_for_vectors=This is only for vectors (either row-
"svd_module=This is defined in the %SVD module. \code #include <Eigen/SVD> \endcode" \
"geometry_module=This is defined in the %Geometry module. \code #include <Eigen/Geometry> \endcode" \
"leastsquares_module=This is defined in the %LeastSquares module. \code #include <Eigen/LeastSquares> \endcode" \
"eigensolver_module=This is defined in the %EigenSolver module. \code #include <Eigen/EigenSolver> \endcode" \
"label=\bug" \
"redstar=<a href='#warningarraymodule' style='color:red;text-decoration: none;'>*</a>" \
"nonstableyet=\warning This is not considered to be part of the stable public API yet. Changes may happen in future releases. See \ref Experimental \"Experimental parts of Eigen\""

2
test/eigensolver_complex.cpp
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@ -23,7 +23,7 @@
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include "main.h"
#include <Eigen/QR>
#include <Eigen/EigenSolver>
#include <Eigen/LU>
template<typename MatrixType> void eigensolver(const MatrixType& m)

2
test/eigensolver_generic.cpp
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@ -23,7 +23,7 @@
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include "main.h"
#include <Eigen/QR>
#include <Eigen/EigenSolver>
#ifdef HAS_GSL
#include "gsl_helper.h"

2
test/eigensolver_selfadjoint.cpp
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@ -23,7 +23,7 @@
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include "main.h"
#include <Eigen/QR>
#include <Eigen/EigenSolver>
#ifdef HAS_GSL
#include "gsl_helper.h"

2
test/product_notemporary.cpp
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@ -71,8 +71,6 @@ template<typename MatrixType> void product_notemporary(const MatrixType& m)
VERIFY_EVALUATION_COUNT( m3 = (m1 * m2.adjoint()), 1);
VERIFY_EVALUATION_COUNT( m3.noalias() = m1 * m2.adjoint(), 0);
// NOTE in this case the slow product is used:
// FIXME:
VERIFY_EVALUATION_COUNT( m3.noalias() = s1 * (m1 * m2.transpose()), 0);
VERIFY_EVALUATION_COUNT( m3.noalias() = s1 * m1 * s2 * m2.adjoint(), 0);