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D&C SVD: directly falls back to JacobiSVD for very small problems (by-pass upper-bidiagonalization)

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Gael Guennebaud 2015-03-24 13:38:07 +01:00
parent 4472f3e578
commit d27968eb7e
1 changed files with 14 additions and 1 deletions
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15
Eigen/src/SVD/BDCSVD.h
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@ -223,6 +223,18 @@ BDCSVD<MatrixType>& BDCSVD<MatrixType>::compute(const MatrixType& matrix, unsign
allocate(matrix.rows(), matrix.cols(), computationOptions);
using std::abs;
//**** step -1 - If the problem is too small, directly falls back to JacobiSVD and return
if(matrix.cols() < m_algoswap)
{
JacobiSVD<MatrixType> jsvd(matrix,computationOptions);
if(computeU()) m_matrixU = jsvd.matrixU();
if(computeV()) m_matrixV = jsvd.matrixV();
m_singularValues = jsvd.singularValues();
m_nonzeroSingularValues = jsvd.nonzeroSingularValues();
m_isInitialized = true;
return *this;
}
//**** step 0 - Copy the input matrix and apply scaling to reduce over/under-flows
RealScalar scale = matrix.cwiseAbs().maxCoeff();
if(scale==RealScalar(0)) scale = RealScalar(1);
@ -257,6 +269,7 @@ BDCSVD<MatrixType>& BDCSVD<MatrixType>::compute(const MatrixType& matrix, unsign
break;
}
}
#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
// std::cout << "m_naiveU\n" << m_naiveU << "\n\n";
// std::cout << "m_naiveV\n" << m_naiveV << "\n\n";
@ -438,7 +451,7 @@ void BDCSVD<MatrixType>::divide (Index firstCol, Index lastCol, Index firstRowW,
}
else
{
RealScalar q1 = (m_naiveU(0, firstCol + k));
RealScalar q1 = m_naiveU(0, firstCol + k);
// we shift Q1 to the right
for (Index i = firstCol + k - 1; i >= firstCol; i--)
m_naiveU(0, i + 1) = m_naiveU(0, i);