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Fix compilation of HouseholderQR and ColPivotingHouseholderQR for non-square fixed-size matrices.

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For Colpiv that was just changing MatrixQType to MatrixType in the instantiation of HouseholderSequence.
For HouseholderQR I also re-ported the solve method from Colpiv as there were multiple issues.
This commit is contained in:
Benoit Jacob 2009-09-28 10:49:55 -04:00
parent 67bf7c90c5
commit eeabd18afc
4 changed files with 36 additions and 27 deletions
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2
Eigen/src/QR/ColPivotingHouseholderQR.h
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@ -62,7 +62,7 @@ template<typename MatrixType> class ColPivotingHouseholderQR
typedef Matrix<Scalar, 1, ColsAtCompileTime> RowVectorType;
typedef Matrix<Scalar, RowsAtCompileTime, 1> ColVectorType;
typedef Matrix<RealScalar, 1, ColsAtCompileTime> RealRowVectorType;
typedef typename HouseholderSequence<MatrixQType,HCoeffsType>::ConjugateReturnType HouseholderSequenceType;
typedef typename HouseholderSequence<MatrixType,HCoeffsType>::ConjugateReturnType HouseholderSequenceType;
/**
* \brief Default Constructor.

18
Eigen/src/QR/HouseholderQR.h
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@ -62,7 +62,7 @@ template<typename MatrixType> class HouseholderQR
typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, AutoAlign | (ei_traits<MatrixType>::Flags&RowMajorBit ? RowMajor : ColMajor)> MatrixQType;
typedef Matrix<Scalar, DiagSizeAtCompileTime, 1> HCoeffsType;
typedef Matrix<Scalar, 1, ColsAtCompileTime> RowVectorType;
typedef typename HouseholderSequence<MatrixQType,HCoeffsType>::ConjugateReturnType HouseholderSequenceType;
typedef typename HouseholderSequence<MatrixType,HCoeffsType>::ConjugateReturnType HouseholderSequenceType;
/**
* \brief Default Constructor.
@ -206,18 +206,22 @@ void HouseholderQR<MatrixType>::solve(
) const
{
ei_assert(m_isInitialized && "HouseholderQR is not initialized.");
result->resize(m_qr.cols(), b.cols());
const int rows = m_qr.rows();
const int cols = b.cols();
const int rank = std::min(m_qr.rows(), m_qr.cols());
ei_assert(b.rows() == rows);
result->resize(rows, cols);
*result = b;
result->applyOnTheLeft(matrixQAsHouseholderSequence().inverse());
typename OtherDerived::PlainMatrixType c(b);
// Note that the matrix Q = H_0^* H_1^*... so its inverse is Q^* = (H_0 H_1 ...)^T
c.applyOnTheLeft(makeHouseholderSequence(m_qr.corner(TopLeft,rows,rank), m_hCoeffs.start(rank)).transpose());
const int rank = std::min(result->rows(), result->cols());
m_qr.corner(TopLeft, rank, rank)
.template triangularView<UpperTriangular>()
.solveInPlace(result->corner(TopLeft, rank, result->cols()));
.solveInPlace(c.corner(TopLeft, rank, c.cols()));
result->corner(TopLeft, rank, c.cols()) = c.corner(TopLeft,rank, c.cols());
result->corner(BottomLeft, result->rows()-rank, c.cols()).setZero();
}
/** \returns the matrix Q */

38
test/qr.cpp
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@ -41,20 +41,26 @@ template<typename MatrixType> void qr(const MatrixType& m)
for(int i = 0; i < rows; i++) for(int j = 0; j < cols; j++) if(i>j) r(i,j) = Scalar(0);
VERIFY_IS_APPROX(a, qrOfA.matrixQ() * r);
}
SquareMatrixType b = a.adjoint() * a;
template<typename MatrixType, int Cols2> void qr_fixedsize()
{
enum { Rows = MatrixType::RowsAtCompileTime, Cols = MatrixType::ColsAtCompileTime };
typedef typename MatrixType::Scalar Scalar;
Matrix<Scalar,Rows,Cols> m1 = Matrix<Scalar,Rows,Cols>::Random();
HouseholderQR<Matrix<Scalar,Rows,Cols> > qr(m1);
// check tridiagonalization
Tridiagonalization<SquareMatrixType> tridiag(b);
VERIFY_IS_APPROX(b, tridiag.matrixQ() * tridiag.matrixT() * tridiag.matrixQ().adjoint());
Matrix<Scalar,Rows,Cols> r = qr.matrixQR();
// FIXME need better way to construct trapezoid
for(int i = 0; i < Rows; i++) for(int j = 0; j < Cols; j++) if(i>j) r(i,j) = Scalar(0);
// check hessenberg decomposition
HessenbergDecomposition<SquareMatrixType> hess(b);
VERIFY_IS_APPROX(b, hess.matrixQ() * hess.matrixH() * hess.matrixQ().adjoint());
VERIFY_IS_APPROX(tridiag.matrixT(), hess.matrixH());
b = SquareMatrixType::Random(cols,cols);
hess.compute(b);
VERIFY_IS_APPROX(b, hess.matrixQ() * hess.matrixH() * hess.matrixQ().adjoint());
VERIFY_IS_APPROX(m1, qr.matrixQ() * r);
Matrix<Scalar,Cols,Cols2> m2 = Matrix<Scalar,Cols,Cols2>::Random(Cols,Cols2);
Matrix<Scalar,Rows,Cols2> m3 = m1*m2;
m2 = Matrix<Scalar,Cols,Cols2>::Random(Cols,Cols2);
qr.solve(m3, &m2);
VERIFY_IS_APPROX(m3, m1*m2);
}
template<typename MatrixType> void qr_invertible()
@ -105,11 +111,11 @@ template<typename MatrixType> void qr_verify_assert()
void test_qr()
{
for(int i = 0; i < 1; i++) {
// FIXME : very weird bug here
// CALL_SUBTEST( qr(Matrix2f()) );
CALL_SUBTEST( qr(Matrix4d()) );
CALL_SUBTEST( qr(MatrixXf(47,40)) );
CALL_SUBTEST( qr(MatrixXcd(17,7)) );
CALL_SUBTEST( qr(MatrixXf(47,40)) );
CALL_SUBTEST( qr(MatrixXcd(17,7)) );
CALL_SUBTEST(( qr_fixedsize<Matrix<float,3,4>, 2 >() ));
CALL_SUBTEST(( qr_fixedsize<Matrix<double,6,2>, 4 >() ));
CALL_SUBTEST(( qr_fixedsize<Matrix<double,2,5>, 7 >() ));
}
for(int i = 0; i < g_repeat; i++) {

5
test/qr_colpivoting.cpp
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@ -154,10 +154,9 @@ void test_qr_colpivoting()
CALL_SUBTEST( qr<MatrixXf>() );
CALL_SUBTEST( qr<MatrixXd>() );
CALL_SUBTEST( qr<MatrixXcd>() );
CALL_SUBTEST(( qr_fixedsize<Matrix<float,3,5>, 4 >() ));
CALL_SUBTEST(( qr_fixedsize<Matrix<double,6,2>, 3 >() ));
}
CALL_SUBTEST(( qr_fixedsize<Matrix<float,3,5>, 4 >() ));
CALL_SUBTEST(( qr_fixedsize<Matrix<double,6,2>, 3 >() ));
for(int i = 0; i < g_repeat; i++) {
CALL_SUBTEST( qr_invertible<MatrixXf>() );