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00026 #ifndef EIGEN_SELFADJOINTEIGENSOLVER_H
00027 #define EIGEN_SELFADJOINTEIGENSOLVER_H
00028
00029 #include "./EigenvaluesCommon.h"
00030 #include "./Tridiagonalization.h"
00031
00032 template<typename _MatrixType>
00033 class GeneralizedSelfAdjointEigenSolver;
00034
00078 template<typename _MatrixType> class SelfAdjointEigenSolver
00079 {
00080 public:
00081
00082 typedef _MatrixType MatrixType;
00083 enum {
00084 Size = MatrixType::RowsAtCompileTime,
00085 ColsAtCompileTime = MatrixType::ColsAtCompileTime,
00086 Options = MatrixType::Options,
00087 MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
00088 };
00089
00091 typedef typename MatrixType::Scalar Scalar;
00092 typedef typename MatrixType::Index Index;
00093
00100 typedef typename NumTraits<Scalar>::Real RealScalar;
00101
00107 typedef typename internal::plain_col_type<MatrixType, RealScalar>::type RealVectorType;
00108 typedef Tridiagonalization<MatrixType> TridiagonalizationType;
00109
00120 SelfAdjointEigenSolver()
00121 : m_eivec(),
00122 m_eivalues(),
00123 m_subdiag(),
00124 m_isInitialized(false)
00125 { }
00126
00139 SelfAdjointEigenSolver(Index size)
00140 : m_eivec(size, size),
00141 m_eivalues(size),
00142 m_subdiag(size > 1 ? size - 1 : 1),
00143 m_isInitialized(false)
00144 {}
00145
00161 SelfAdjointEigenSolver(const MatrixType& matrix, int options = ComputeEigenvectors)
00162 : m_eivec(matrix.rows(), matrix.cols()),
00163 m_eivalues(matrix.cols()),
00164 m_subdiag(matrix.rows() > 1 ? matrix.rows() - 1 : 1),
00165 m_isInitialized(false)
00166 {
00167 compute(matrix, options);
00168 }
00169
00200 SelfAdjointEigenSolver& compute(const MatrixType& matrix, int options = ComputeEigenvectors);
00201
00220 const MatrixType& eigenvectors() const
00221 {
00222 eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
00223 eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
00224 return m_eivec;
00225 }
00226
00242 const RealVectorType& eigenvalues() const
00243 {
00244 eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
00245 return m_eivalues;
00246 }
00247
00266 MatrixType operatorSqrt() const
00267 {
00268 eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
00269 eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
00270 return m_eivec * m_eivalues.cwiseSqrt().asDiagonal() * m_eivec.adjoint();
00271 }
00272
00291 MatrixType operatorInverseSqrt() const
00292 {
00293 eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
00294 eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
00295 return m_eivec * m_eivalues.cwiseInverse().cwiseSqrt().asDiagonal() * m_eivec.adjoint();
00296 }
00297
00302 ComputationInfo info() const
00303 {
00304 eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
00305 return m_info;
00306 }
00307
00312 static const int m_maxIterations = 30;
00313
00314 #ifdef EIGEN2_SUPPORT
00315 SelfAdjointEigenSolver(const MatrixType& matrix, bool computeEigenvectors)
00316 : m_eivec(matrix.rows(), matrix.cols()),
00317 m_eivalues(matrix.cols()),
00318 m_subdiag(matrix.rows() > 1 ? matrix.rows() - 1 : 1),
00319 m_isInitialized(false)
00320 {
00321 compute(matrix, computeEigenvectors);
00322 }
00323
00324 SelfAdjointEigenSolver(const MatrixType& matA, const MatrixType& matB, bool computeEigenvectors = true)
00325 : m_eivec(matA.cols(), matA.cols()),
00326 m_eivalues(matA.cols()),
00327 m_subdiag(matA.cols() > 1 ? matA.cols() - 1 : 1),
00328 m_isInitialized(false)
00329 {
00330 static_cast<GeneralizedSelfAdjointEigenSolver<MatrixType>*>(this)->compute(matA, matB, computeEigenvectors ? ComputeEigenvectors : EigenvaluesOnly);
00331 }
00332
00333 void compute(const MatrixType& matrix, bool computeEigenvectors)
00334 {
00335 compute(matrix, computeEigenvectors ? ComputeEigenvectors : EigenvaluesOnly);
00336 }
00337
00338 void compute(const MatrixType& matA, const MatrixType& matB, bool computeEigenvectors = true)
00339 {
00340 compute(matA, matB, computeEigenvectors ? ComputeEigenvectors : EigenvaluesOnly);
00341 }
00342 #endif // EIGEN2_SUPPORT
00343
00344 protected:
00345 MatrixType m_eivec;
00346 RealVectorType m_eivalues;
00347 typename TridiagonalizationType::SubDiagonalType m_subdiag;
00348 ComputationInfo m_info;
00349 bool m_isInitialized;
00350 bool m_eigenvectorsOk;
00351 };
00352
00369 namespace internal {
00370 template<int StorageOrder,typename RealScalar, typename Scalar, typename Index>
00371 static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n);
00372 }
00373
00374 template<typename MatrixType>
00375 SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
00376 ::compute(const MatrixType& matrix, int options)
00377 {
00378 eigen_assert(matrix.cols() == matrix.rows());
00379 eigen_assert((options&~(EigVecMask|GenEigMask))==0
00380 && (options&EigVecMask)!=EigVecMask
00381 && "invalid option parameter");
00382 bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors;
00383 Index n = matrix.cols();
00384 m_eivalues.resize(n,1);
00385
00386 if(n==1)
00387 {
00388 m_eivalues.coeffRef(0,0) = internal::real(matrix.coeff(0,0));
00389 if(computeEigenvectors)
00390 m_eivec.setOnes();
00391 m_info = Success;
00392 m_isInitialized = true;
00393 m_eigenvectorsOk = computeEigenvectors;
00394 return *this;
00395 }
00396
00397
00398 RealVectorType& diag = m_eivalues;
00399 MatrixType& mat = m_eivec;
00400
00401
00402 RealScalar scale = matrix.cwiseAbs().maxCoeff();
00403 if(scale==Scalar(0)) scale = 1;
00404 mat = matrix / scale;
00405 m_subdiag.resize(n-1);
00406 internal::tridiagonalization_inplace(mat, diag, m_subdiag, computeEigenvectors);
00407
00408 Index end = n-1;
00409 Index start = 0;
00410 Index iter = 0;
00411
00412 while (end>0)
00413 {
00414 for (Index i = start; i<end; ++i)
00415 if (internal::isMuchSmallerThan(internal::abs(m_subdiag[i]),(internal::abs(diag[i])+internal::abs(diag[i+1]))))
00416 m_subdiag[i] = 0;
00417
00418
00419 while (end>0 && m_subdiag[end-1]==0)
00420 {
00421 iter = 0;
00422 end--;
00423 }
00424 if (end<=0)
00425 break;
00426
00427
00428 iter++;
00429 if(iter > m_maxIterations) break;
00430
00431 start = end - 1;
00432 while (start>0 && m_subdiag[start-1]!=0)
00433 start--;
00434
00435 internal::tridiagonal_qr_step<MatrixType::Flags&RowMajorBit ? RowMajor : ColMajor>(diag.data(), m_subdiag.data(), start, end, computeEigenvectors ? m_eivec.data() : (Scalar*)0, n);
00436 }
00437
00438 if (iter <= m_maxIterations)
00439 m_info = Success;
00440 else
00441 m_info = NoConvergence;
00442
00443
00444
00445
00446 if (m_info == Success)
00447 {
00448 for (Index i = 0; i < n-1; ++i)
00449 {
00450 Index k;
00451 m_eivalues.segment(i,n-i).minCoeff(&k);
00452 if (k > 0)
00453 {
00454 std::swap(m_eivalues[i], m_eivalues[k+i]);
00455 if(computeEigenvectors)
00456 m_eivec.col(i).swap(m_eivec.col(k+i));
00457 }
00458 }
00459 }
00460
00461
00462 m_eivalues *= scale;
00463
00464 m_isInitialized = true;
00465 m_eigenvectorsOk = computeEigenvectors;
00466 return *this;
00467 }
00468
00469 namespace internal {
00470 template<int StorageOrder,typename RealScalar, typename Scalar, typename Index>
00471 static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n)
00472 {
00473
00474
00475
00476
00477
00478
00479 RealScalar td = (diag[end-1] - diag[end])*RealScalar(0.5);
00480 RealScalar e2 = abs2(subdiag[end-1]);
00481 RealScalar mu = diag[end] - e2 / (td + (td>0 ? 1 : -1) * sqrt(td*td + e2));
00482 RealScalar x = diag[start] - mu;
00483 RealScalar z = subdiag[start];
00484 for (Index k = start; k < end; ++k)
00485 {
00486 JacobiRotation<RealScalar> rot;
00487 rot.makeGivens(x, z);
00488
00489
00490 RealScalar sdk = rot.s() * diag[k] + rot.c() * subdiag[k];
00491 RealScalar dkp1 = rot.s() * subdiag[k] + rot.c() * diag[k+1];
00492
00493 diag[k] = rot.c() * (rot.c() * diag[k] - rot.s() * subdiag[k]) - rot.s() * (rot.c() * subdiag[k] - rot.s() * diag[k+1]);
00494 diag[k+1] = rot.s() * sdk + rot.c() * dkp1;
00495 subdiag[k] = rot.c() * sdk - rot.s() * dkp1;
00496
00497
00498 if (k > start)
00499 subdiag[k - 1] = rot.c() * subdiag[k-1] - rot.s() * z;
00500
00501 x = subdiag[k];
00502
00503 if (k < end - 1)
00504 {
00505 z = -rot.s() * subdiag[k+1];
00506 subdiag[k + 1] = rot.c() * subdiag[k+1];
00507 }
00508
00509
00510 if (matrixQ)
00511 {
00512
00513 Map<Matrix<Scalar,Dynamic,Dynamic,StorageOrder> > q(matrixQ,n,n);
00514 q.applyOnTheRight(k,k+1,rot);
00515 }
00516 }
00517 }
00518 }
00519
00520 #endif // EIGEN_SELFADJOINTEIGENSOLVER_H